Merge branch 'develop'

binance/client.py

@@ -617,14 +617,14 @@ def aggregate_trade_iter(self, symbol, start_str=None, last_id=None):
             if start_str is None:
                 trades = self.get_aggregate_trades(symbol=symbol, fromId=0)
             else:
-                # It doesn't matter what the end time is, as long as it's less
-                # than a day and the result set contains at least one trade.
-                # A half a day should be fine.
+                # The difference between startTime and endTime should be less
+                # or equal than an hour and the result set should contain at
+                # least one trade.
                 start_ts = date_to_milliseconds(start_str)
                 trades = self.get_aggregate_trades(
                     symbol=symbol,
                     startTime=start_ts,
-                    endTime=start_ts + (1000 * 86400 / 2))
+                    endTime=start_ts + (60 * 60 * 1000))
             for t in trades:
                 yield t
             last_id = trades[-1][self.AGG_ID]
@@ -688,6 +688,26 @@ def get_klines(self, **params):
         """
         return self._get('klines', data=params)
 
+    def _get_earliest_valid_timestamp(self, symbol, interval):
+        """Get earliest valid open timestamp from Binance
+
+        :param symbol: Name of symbol pair e.g BNBBTC
+        :type symbol: str
+        :param interval: Binance Kline interval
+        :type interval: str
+
+        :return: first valid timestamp
+
+        """
+        kline = self.get_klines(
+            symbol=symbol,
+            interval=interval,
+            limit=1,
+            startTime=0,
+            endTime=None
+        )
+        return kline[0][0]
+
     def get_historical_klines(self, symbol, interval, start_str, end_str=None):
         """Get Historical Klines from Binance
 
@@ -719,14 +739,16 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None):
         # convert our date strings to milliseconds
         start_ts = date_to_milliseconds(start_str)
 
+        # establish first available start timestamp
+        first_valid_ts = self._get_earliest_valid_timestamp(symbol, interval)
+        start_ts = max(start_ts, first_valid_ts)
+
         # if an end time was passed convert it
         end_ts = None
         if end_str:
             end_ts = date_to_milliseconds(end_str)
 
         idx = 0
-        # it can be difficult to know when a symbol was listed on Binance so allow start time to be before list date
-        symbol_existed = False
         while True:
             # fetch the klines from start_ts up to max 500 entries or the end_ts if set
             temp_data = self.get_klines(
@@ -737,21 +759,15 @@ def get_historical_klines(self, symbol, interval, start_str, end_str=None):
                 endTime=end_ts
             )
 
-            # handle the case where our start date is before the symbol pair listed on Binance
-            if not symbol_existed and len(temp_data):
-                symbol_existed = True
-
-            if symbol_existed:
-
-                # handle the case where exactly the limit amount of data was returned last loop
-                if not len(temp_data):
-                    break
+            # handle the case where exactly the limit amount of data was returned last loop
+            if not len(temp_data):
+                break
 
-                # append this loops data to our output data
-                output_data += temp_data
+            # append this loops data to our output data
+            output_data += temp_data
 
-                # set our start timestamp using the last value in the array
-                start_ts = temp_data[-1][0]
+            # set our start timestamp using the last value in the array
+            start_ts = temp_data[-1][0]
 
             idx += 1
             # check if we received less than the required limit and exit the loop
@@ -1712,6 +1728,28 @@ def get_deposit_address(self, **params):
         """
         return self._request_withdraw_api('get', 'depositAddress.html', True, data=params)
 
+    def get_withdraw_fee(self, **params):
+        """Fetch the withdrawal fee for an asset
+
+        :param asset: required
+        :type asset: str
+        :param recvWindow: the number of milliseconds the request is valid for
+        :type recvWindow: int
+
+        :returns: API response
+
+        .. code-block:: python
+
+            {
+                "withdrawFee": "0.0005",
+                "success": true
+            }
+
+        :raises: BinanceRequestException, BinanceAPIException
+
+        """
+        return self._request_withdraw_api('get', 'withdrawFee.html', True, data=params)
+
     # User Stream Endpoints
 
     def stream_get_listen_key(self):

binance/exceptions.py

@@ -3,8 +3,6 @@
 
 class BinanceAPIException(Exception):
 
-    LISTENKEY_NOT_EXIST = '-1125'
-
     def __init__(self, response):
         self.code = 0
         try:

docs/withdraw.rst

@@ -63,3 +63,10 @@ Raises a `BinanceWithdrawException <binance.html#binance.exceptions.BinanceWithd
 .. code:: python
 
     address = client.get_deposit_address(asset='BTC')
+
+`Get withdraw fee <binance.html#binance.client.Client.get_withdraw_fee>`_
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+.. code:: python
+
+    address = client.get_withdraw_fee(asset='BTC')

tests/test_historical_klines.py

@@ -12,15 +12,18 @@
 def test_exact_amount():
     """Test Exact amount returned"""
 
+    first_available_res = [[1500004800000, "0.00005000", "0.00005300", "0.00001000", "0.00004790", "663152.00000000", 1500004859999, "30.55108144", 43, "559224.00000000", "25.65468144", "83431971.04346950"]]
+
     first_res = []
-    row = [1519892340000,"0.00099400","0.00099810","0.00099400","0.00099810","4806.04000000",1519892399999,"4.78553253",154,"1785.14000000","1.77837524","0"]
+    row = [1519892340000, "0.00099400", "0.00099810", "0.00099400", "0.00099810", "4806.04000000", 1519892399999, "4.78553253", 154, "1785.14000000", "1.77837524", "0"]
 
     for i in range(0, 500):
         first_res.append(row)
 
     second_res = []
 
     with requests_mock.mock() as m:
+        m.get('https://api.binance.com/api/v1/klines?interval=1m&limit=1&startTime=0&symbol=BNBBTC', json=first_available_res)
         m.get('https://api.binance.com/api/v1/klines?interval=1m&limit=500&startTime=1519862400000&symbol=BNBBTC', json=first_res)
         m.get('https://api.binance.com/api/v1/klines?interval=1m&limit=500&startTime=1519892400000&symbol=BNBBTC', json=second_res)
         client.get_historical_klines(