implement futures orderbook history

Author: wayne163

v2/client.go

@@ -109,6 +109,9 @@ type UserUniversalTransferType string
 // UserUniversalTransferStatus define the user universal transfer status
 type UserUniversalTransferStatusType string
 
+// FuturesOrderBookHistoryDataType define the futures order book history data types
+type FuturesOrderBookHistoryDataType string
+
 // Endpoints
 var (
 	BaseAPIMainURL    = "https://api.binance.com"
@@ -287,6 +290,9 @@ const (
 	UserUniversalTransferStatusTypePending   UserUniversalTransferStatusType = "PENDING"
 	UserUniversalTransferStatusTypeConfirmed UserUniversalTransferStatusType = "CONFIRMED"
 	UserUniversalTransferStatusTypeFailed    UserUniversalTransferStatusType = "FAILED"
+
+	FuturesOrderBookHistoryDataTypeTDepth FuturesOrderBookHistoryDataType = "T_DEPTH"
+	FuturesOrderBookHistoryDataTypeSDepth FuturesOrderBookHistoryDataType = "S_DEPTH"
 )
 
 func currentTimestamp() int64 {
@@ -1291,3 +1297,8 @@ func (c *Client) NewSubAccountTransactionStatisticsService() *SubAccountTransact
 func (c *Client) NewSubAccountFuturesAccountV2Service() *SubAccountFuturesAccountV2Service {
 	return &SubAccountFuturesAccountV2Service{c: c}
 }
+
+// Futures order book history service
+func (c *Client) NewFuturesOrderBookHistoryService() *FuturesOrderBookHistoryService {
+	return &FuturesOrderBookHistoryService{c: c}
+}

v2/futures_service.go

@@ -143,3 +143,64 @@ type FuturesTransfer struct {
 	Timestamp int64                     `json:"timestamp"`
 	Status    FuturesTransferStatusType `json:"status"`
 }
+
+type FuturesOrderBookHistoryService struct {
+	c         *Client
+	symbol    string
+	dataType  string
+	startTime int64
+	endTime   int64
+}
+
+func (s *FuturesOrderBookHistoryService) Symbol(symbol string) *FuturesOrderBookHistoryService {
+	s.symbol = symbol
+	return s
+}
+
+func (s *FuturesOrderBookHistoryService) DataType(dataType FuturesOrderBookHistoryDataType) *FuturesOrderBookHistoryService {
+	s.dataType = string(dataType)
+	return s
+}
+
+func (s *FuturesOrderBookHistoryService) StartTime(startTime int64) *FuturesOrderBookHistoryService {
+	s.startTime = startTime
+	return s
+}
+
+func (s *FuturesOrderBookHistoryService) EndTime(endTime int64) *FuturesOrderBookHistoryService {
+	s.endTime = endTime
+	return s
+}
+
+func (s *FuturesOrderBookHistoryService) Do(ctx context.Context, opts ...RequestOption) (res *FuturesOrderBookHistory, err error) {
+	r := &request{
+		method:   http.MethodGet,
+		endpoint: "/sapi/v1/futures/histDataLink",
+		secType:  secTypeSigned,
+	}
+	r.setParams(params{
+		"symbol":    s.symbol,
+		"dataType":  s.dataType,
+		"startTime": s.startTime,
+		"endTime":   s.endTime,
+	})
+	data, err := s.c.callAPI(ctx, r, opts...)
+	if err != nil {
+		return nil, err
+	}
+	res = new(FuturesOrderBookHistory)
+	err = json.Unmarshal(data, &res)
+	if err != nil {
+		return nil, err
+	}
+	return res, nil
+}
+
+type FuturesOrderBookHistoryItem struct {
+	Day string `json:"day"`
+	Url string `json:"url"`
+}
+
+type FuturesOrderBookHistory struct {
+	Data []*FuturesOrderBookHistoryItem `json:"data"`
+}

v2/futures_service_test.go

@@ -105,3 +105,56 @@ func (s *futuresTransferTestSuite) assertFuturesTransferEqual(e, a FuturesTransf
 	r.Equal(e.Timestamp, a.Timestamp, "Timestamp")
 	r.Equal(e.Status, a.Status, "Status")
 }
+
+type futuresOrderBookHistoryTestSuite struct {
+	baseTestSuite
+}
+
+func TestFuturesOrderBookHistoryService(t *testing.T) {
+	suite.Run(t, new(futuresOrderBookHistoryTestSuite))
+}
+
+func (s *futuresOrderBookHistoryTestSuite) TestFuturesOrderBookHistory() {
+	data := []byte(`{
+		"data": [
+        {
+            "day": "2023-06-30",
+            "url": "https://bin-prod-user-rebate-bucket.s3.ap-northeast-1.amazonaws.com/future-data-symbol-update/2023-06-30/BTCUSDT_T_DEPTH_2023-06-30.tar.gz?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Date=20230925T025710Z&X-Amz-SignedHeaders=host&X-Amz-Expires=86399&X-Amz-Credential=AKIAVL364M5ZNFZ74IPP%2F20230925%2Fap-northeast-1%2Fs3%2Faws4_request&X-Amz-Signature=5fffcb390d10f34d71615726f81f99e42d80a11532edeac77b858c51a88cbf59"
+        }
+    	]
+	}`)
+	s.mockDo(data, nil)
+	defer s.assertDo()
+	symbol := "BTCUSDT"
+	dataType := FuturesOrderBookHistoryDataTypeTDepth
+	startTime := int64(1625040000000)
+	endTime := int64(1625126399999)
+	s.assertReq(func(r *request) {
+		e := newSignedRequest().setParams(params{
+			"symbol":    symbol,
+			"dataType":  "T_DEPTH",
+			"startTime": startTime,
+			"endTime":   endTime,
+		})
+		s.assertRequestEqual(e, r)
+	})
+	res, err := s.client.NewFuturesOrderBookHistoryService().Symbol(symbol).
+		DataType(dataType).StartTime(startTime).EndTime(endTime).Do(newContext())
+	s.r().NoError(err)
+	e := &FuturesOrderBookHistory{
+		Data: []*FuturesOrderBookHistoryItem{
+			{
+				Day: "2023-06-30",
+				Url: "https://bin-prod-user-rebate-bucket.s3.ap-northeast-1.amazonaws.com/future-data-symbol-update/2023-06-30/BTCUSDT_T_DEPTH_2023-06-30.tar.gz?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Date=20230925T025710Z&X-Amz-SignedHeaders=host&X-Amz-Expires=86399&X-Amz-Credential=AKIAVL364M5ZNFZ74IPP%2F20230925%2Fap-northeast-1%2Fs3%2Faws4_request&X-Amz-Signature=5fffcb390d10f34d71615726f81f99e42d80a11532edeac77b858c51a88cbf59",
+			},
+		},
+	}
+	s.assertFuturesOrderBookHistoryEqual(e, res)
+}
+
+func (s *futuresOrderBookHistoryTestSuite) assertFuturesOrderBookHistoryEqual(a, e *FuturesOrderBookHistory) {
+	for index, v := range a.Data {
+		v.Day = e.Data[index].Day
+		v.Url = e.Data[index].Url
+	}
+}