Add binance historical trades endpoint (#47)

Co-authored-by: Stanislav Gryumov <33372067+gryumov@users.noreply.github.com>
Co-authored-by: Artem Emelin <153018291+artememelin@users.noreply.github.com>

Author: 3 people

Project.toml

@@ -1,6 +1,6 @@
 name = "CryptoAPIs"
 uuid = "5e3d4798-c815-4641-85e1-deed530626d3"
-version = "0.25.1"
+version = "0.25.2"
 
 [deps]
 Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

docs/src/pages/Binance.md

@@ -35,6 +35,7 @@ CryptoAPIs.Binance.USDMFutures.candle
 CryptoAPIs.Binance.USDMFutures.continuous_candle
 CryptoAPIs.Binance.USDMFutures.exchange_info
 CryptoAPIs.Binance.USDMFutures.funding_rate
+CryptoAPIs.Binance.USDMFutures.historical_trades
 CryptoAPIs.Binance.USDMFutures.long_short_ratio
 CryptoAPIs.Binance.USDMFutures.open_interest_hist
 CryptoAPIs.Binance.USDMFutures.order_book

examples/Binance/USDMFutures.jl

@@ -28,6 +28,8 @@ Binance.USDMFutures.exchange_info()
 
 Binance.USDMFutures.funding_rate(; symbol = "BTCUSDT")
 
+Binance.USDMFutures.historical_trades(; symbol = "BTCUSDT")
+
 Binance.USDMFutures.long_short_ratio(;
     symbol = "BTCUSDT",
     period = Binance.USDMFutures.LongShortRatio.h1,

src/Binance/USDMFutures/API/HistoricalTrades.jl

@@ -0,0 +1,80 @@
+module HistoricalTrades
+
+export HistoricalTradesQuery,
+    HistoricalTradesData,
+    historical_trades
+
+using Serde
+using Dates, NanoDates, TimeZones
+
+using CryptoAPIs.Binance
+using CryptoAPIs: Maybe, APIsRequest
+
+Base.@kwdef struct HistoricalTradesQuery <: BinancePublicQuery
+    symbol::String
+    limit::Maybe{Int64} = nothing
+    fromtId::Maybe{Int64} = nothing
+end
+
+struct HistoricalTradesData <: BinanceData
+    id::Maybe{Int64}
+    price::Maybe{Float64}
+    qty::Maybe{Float64}
+    quoteQty::Maybe{Float64}
+    time::NanoDate
+    isBuyerMaker::Bool
+end
+
+"""
+    historical_trades(client::BinanceClient, query::HistoricalTradesQuery)
+    historical_trades(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
+
+[`GET fapi/v1/historicalTrades`](https://binance-docs.github.io/apidocs/futures/en/#old-trades-lookup-market_data)
+
+## Parameters:
+
+| Parameter | Type   | Required | Description                                            |
+|:----------|:-------|:---------|:-------------------------------------------------------|
+| symbol    | String | true     |                                                        |
+| limit     | Int64  | false    | Default: 500; Max: 1000                                |
+| fromId    | Int64  | false    | TradeId to fetch from. Default gets most recent trades |
+
+## Code samples:
+
+```julia
+using Serde
+using CryptoAPIs.Binance
+
+result = Binance.USDMFutures.historical_trades(;
+    symbol = "BTCUSDT"
+)
+
+to_pretty_json(result.result)
+```
+
+## Result:
+
+```json
+[
+  {
+    "id":3697954552,
+    "price":66428.01,
+    "qty":0.0038,
+    "quoteQty":252.426438,
+    "time":"2024-07-23T12:50:24.951000064",
+    "isBuyerMaker":false
+  },
+  ...
+]
+```
+"""
+function historical_trades(client::BinanceClient, query::HistoricalTradesQuery)
+    return APIsRequest{Vector{HistoricalTradesData}}("GET", "/api/v3/historicalTrades", query)(client)
+end
+
+function historical_trades(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
+    return historical_trades(client, HistoricalTradesQuery(; kw...))
+end
+
+end
+

src/Binance/USDMFutures/USDMFutures.jl

@@ -20,6 +20,9 @@ using .ExchangeInfo
 include("API/FundingRate.jl")
 using .FundingRate
 
+include("API/HistoricalTrades.jl")
+using .HistoricalTrades
+
 include("API/LongShortRatio.jl")
 using .LongShortRatio