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Singlesourcing date string handling #547

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Singlesourcing date string handling #547

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61 changes: 31 additions & 30 deletions binance/client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -5,10 +5,25 @@
import requests
import time
from operator import itemgetter
from datetime import datetime
from .helpers import date_to_milliseconds, interval_to_milliseconds
from .exceptions import BinanceAPIException, BinanceRequestException, BinanceWithdrawException


def _date_str_to_milliseconds(start_str):
# Allow start_str to be parsed from
# - a string describing a date
# - a datetime object
# - a millisecond timestamp

if isinstance(start_str, int):
return start_str
elif isinstance(start_str, datetime):
return int(start_str.timestamp() * 1000)
else:
return date_to_milliseconds(start_str)


class Client(object):

API_URL = 'https://api.binance.{}/api'
Expand Down Expand Up @@ -626,9 +641,9 @@ def aggregate_trade_iter(self, symbol, start_str=None, last_id=None):

:param symbol: Symbol string e.g. ETHBTC
:type symbol: str
:param start_str: Start date string in UTC format or timestamp in milliseconds. The iterator will
:param start_str: Start date string in UTC format, timestamp in milliseconds or datetime object. The iterator will
return the first trade occurring later than this time.
:type start_str: str|int
:type start_str: str|int|datetime
:param last_id: aggregate trade ID of the last known aggregate trade.
Not a regular trade ID. See https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#compressedaggregate-trades-list.

Expand All @@ -651,10 +666,8 @@ def aggregate_trade_iter(self, symbol, start_str=None, last_id=None):
# The difference between startTime and endTime should be less
# or equal than an hour and the result set should contain at
# least one trade.
if type(start_str) == int:
start_ts = start_str
else:
start_ts = date_to_milliseconds(start_str)
start_ts = _date_str_to_milliseconds(start_str)

# If the resulting set is empty (i.e. no trades in that interval)
# then we just move forward hour by hour until we find at least one
# trade or reach present moment
Expand Down Expand Up @@ -766,10 +779,10 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None,
:type symbol: str
:param interval: Binance Kline interval
:type interval: str
:param start_str: Start date string in UTC format or timestamp in milliseconds
:type start_str: str|int
:param end_str: optional - end date string in UTC format or timestamp in milliseconds (default will fetch everything up to now)
:type end_str: str|int
:param start_str: Start date string in UTC format, timestamp in milliseconds or datetime object
:type start_str: str|int|datetime
:param end_str: optional - end date string in UTC format, timestamp in milliseconds or datetime object (default will fetch everything up to now)
:type end_str: str|int|datetime
:param limit: Default 500; max 1000.
:type limit: int

Expand All @@ -786,10 +799,7 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None,
timeframe = interval_to_milliseconds(interval)

# convert our date strings to milliseconds
if type(start_str) == int:
start_ts = start_str
else:
start_ts = date_to_milliseconds(start_str)
start_ts = _date_str_to_milliseconds(start_str)

# establish first available start timestamp
first_valid_ts = self._get_earliest_valid_timestamp(symbol, interval)
Expand All @@ -798,10 +808,7 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None,
# if an end time was passed convert it
end_ts = None
if end_str:
if type(end_str) == int:
end_ts = end_str
else:
end_ts = date_to_milliseconds(end_str)
end_ts = _date_str_to_milliseconds(end_str)

idx = 0
while True:
Expand Down Expand Up @@ -850,10 +857,10 @@ def get_historical_klines_generator(self, symbol, interval, start_str, end_str=N
:type symbol: str
:param interval: Binance Kline interval
:type interval: str
:param start_str: Start date string in UTC format or timestamp in milliseconds
:type start_str: str|int
:param end_str: optional - end date string in UTC format or timestamp in milliseconds (default will fetch everything up to now)
:type end_str: str|int
:param start_str: Start date string in UTC format, timestamp in milliseconds or datetime object
:type start_str: str|int|datetime
:param end_str: optional - end date string in UTC format, timestamp in milliseconds or datetime object (default will fetch everything up to now)
:type end_str: str|int|datetime

:return: generator of OHLCV values

Expand All @@ -866,10 +873,7 @@ def get_historical_klines_generator(self, symbol, interval, start_str, end_str=N
timeframe = interval_to_milliseconds(interval)

# convert our date strings to milliseconds
if type(start_str) == int:
start_ts = start_str
else:
start_ts = date_to_milliseconds(start_str)
start_ts = _date_str_to_milliseconds(start_str)

# establish first available start timestamp
first_valid_ts = self._get_earliest_valid_timestamp(symbol, interval)
Expand All @@ -878,10 +882,7 @@ def get_historical_klines_generator(self, symbol, interval, start_str, end_str=N
# if an end time was passed convert it
end_ts = None
if end_str:
if type(end_str) == int:
end_ts = end_str
else:
end_ts = date_to_milliseconds(end_str)
end_ts = _date_str_to_milliseconds(end_str)

idx = 0
while True:
Expand Down