Add Binance REST client with OHLCV, ticker, and volume methods

Implements BinanceRestClient wrapping python-binance with get_top_coins,
get_ohlcv, get_all_prices, and get_24h_volume. Includes mocked unit tests
for all public methods.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-03-20 17:47:04 +09:00
parent 1a241e8b7b
commit 45a39e78c4
2 changed files with 84 additions and 0 deletions

42
data/binance_rest.py Normal file
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import pandas as pd
from binance.client import Client
import logging
logger = logging.getLogger(__name__)
class BinanceRestClient:
def __init__(self, api_key: str, api_secret: str):
self.client = Client(api_key, api_secret)
def get_top_coins(self, limit: int = 50) -> list[str]:
tickers = self.client.get_ticker()
usdt_pairs = [
t for t in tickers
if t["symbol"].endswith("USDT") and not t["symbol"].startswith("USDT")
]
usdt_pairs.sort(key=lambda x: float(x["quoteVolume"]), reverse=True)
return [t["symbol"] for t in usdt_pairs[:limit]]
def get_ohlcv(self, symbol: str, interval: str = "1h", limit: int = 100) -> pd.DataFrame:
klines = self.client.get_klines(symbol=symbol, interval=interval, limit=limit)
df = pd.DataFrame(klines, columns=[
"timestamp", "open", "high", "low", "close", "volume",
"close_time", "quote_volume", "trades", "taker_buy_base",
"taker_buy_quote", "ignore",
])
for col in ["open", "high", "low", "close", "volume", "quote_volume"]:
df[col] = df[col].astype(float)
df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
return df[["timestamp", "open", "high", "low", "close", "volume", "quote_volume"]]
def get_all_prices(self) -> dict[str, float]:
tickers = self.client.get_all_tickers()
return {t["symbol"]: float(t["price"]) for t in tickers}
def get_24h_volume(self, symbol: str) -> dict:
ticker = self.client.get_ticker(symbol=symbol)
return {
"volume": float(ticker["volume"]),
"quote_volume": float(ticker["quoteVolume"]),
"price_change_pct": float(ticker["priceChangePercent"]),
}

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import pytest
from unittest.mock import patch, MagicMock
from data.binance_rest import BinanceRestClient
@pytest.fixture
def client():
with patch("data.binance_rest.Client") as mock_client_cls:
mock_client_cls.return_value = MagicMock()
c = BinanceRestClient(api_key="test", api_secret="test")
return c
def test_get_top_coins_returns_symbols(client):
mock_tickers = [
{"symbol": "BTCUSDT", "quoteVolume": "1000000"},
{"symbol": "ETHUSDT", "quoteVolume": "500000"},
{"symbol": "BTCETH", "quoteVolume": "200000"},
]
with patch.object(client.client, "get_ticker", return_value=mock_tickers):
result = client.get_top_coins(limit=2)
assert "BTCUSDT" in result
assert "ETHUSDT" in result
assert "BTCETH" not in result
def test_get_ohlcv_returns_dataframe(client):
mock_klines = [
[1700000000000, "40000", "41000", "39000", "40500", "100",
1700003599999, "4050000", 500, "50", "2025000", "0"]
]
with patch.object(client.client, "get_klines", return_value=mock_klines):
df = client.get_ohlcv("BTCUSDT", interval="1h", limit=1)
assert len(df) == 1
assert "close" in df.columns
assert df.iloc[0]["close"] == 40500.0
def test_get_all_tickers(client):
mock_prices = [
{"symbol": "BTCUSDT", "price": "40000.00"},
{"symbol": "ETHUSDT", "price": "3500.00"},
]
with patch.object(client.client, "get_all_tickers", return_value=mock_prices):
result = client.get_all_prices()
assert result["BTCUSDT"] == 40000.0