Create BinanceMarketData.php

2026-03-24 19:01:09 -05:00
parent d449a89349
commit e8997ecc3e
1 changed files with 161 additions and 0 deletions
@@ -0,0 +1,161 @@
+<?php
+
+declare(strict_types=1);
+
+namespace App\Interfaces\MarketData;
+
+use App\Interfaces\MarketData\Types\Ohlc;
+use App\Interfaces\MarketData\Types\Quote;
+use Carbon\CarbonInterval;
+use Illuminate\Http\Client\PendingRequest;
+use Illuminate\Support\Arr;
+use Illuminate\Support\Carbon;
+use Illuminate\Support\Collection;
+use Illuminate\Support\Facades\Http;
+use Symfony\Component\HttpKernel\Exception\NotFoundHttpException;
+
+class BinanceMarketData implements MarketDataInterface
+{
+    public PendingRequest $client;
+
+    public string $apiBaseUrl = 'https://data-api.binance.vision/api/v3/';
+
+    public function __construct()
+    {
+        $this->createNewClient();
+    }
+
+    private function createNewClient()
+    {
+        $this->client = Http::withOptions([
+            'headers' => [
+                'content-type' => 'application/json',
+                'accept' => 'application/json',
+            ],
+        ]);
+    }
+
+    public function exists(string $symbol): bool
+    {
+        return (bool) $this->quote($symbol);
+    }
+
+    public function quote(string $symbol): Quote
+    {
+        $response = $this->client
+            ->baseUrl($this->apiBaseUrl)
+            ->withQueryParameters([
+                'symbol' => $symbol,
+            ])->get('ticker');
+
+        $quote = $response->json();
+
+        throw_if(empty(Arr::get($quote, 'weightedAvgPrice')), NotFoundHttpException::class, "Symbol `{$symbol}` was not found");
+
+        $fundamental = cache()->remember(
+            'binance-fdmtl-'.$symbol,
+            1440,
+            function () use ($symbol) {
+
+                $this->createNewClient();
+
+                $response = $this->client
+                    ->baseUrl($this->apiBaseUrl)
+                    ->withQueryParameters(['symbol' => $symbol])
+                    ->get('exchangeInfo');
+
+                return $response->json();
+            }
+        );
+
+        $yearLow = cache()->remember(
+            'binance-low-'.$symbol,
+            1440,
+            function () use ($symbol) {
+
+                $this->createNewClient();
+
+                $response = $this->client
+                    ->baseUrl($this->apiBaseUrl)
+                    ->withQueryParameters([
+                        'symbol' => $symbol,
+                        'interval' => '1d',
+                        'start' => now()->firstOfYear()->timestamp,
+                    ])
+                    ->get('klines');
+
+                return $response->json();
+            }
+        );
+
+        return new Quote([
+            'name' => $symbol,
+            'symbol' => $symbol,
+            'currency' => Arr::get($fundamental, 'symbols.quoteAsset'),
+            'market_value' => Arr::get($quote, 'weightedAvgPrice'),
+        ]);
+    }
+
+    public function dividends(string $symbol, $startDate, $endDate): Collection
+    {
+        // noop
+        return collect();
+    }
+
+    public function splits(string $symbol, $startDate, $endDate): Collection
+    {
+        // noop
+        return collect();
+    }
+
+    public function history(string $symbol, $startDate, $endDate): Collection
+    {
+        $startDate = Carbon::parse($startDate);
+        $endDate = Carbon::parse($endDate); // alpaca has sip data limits
+
+        $allHistory = collect();
+
+        $chunks = 500;
+
+        $period = CarbonInterval::days($chunks)->toPeriod($startDate, $endDate);
+        foreach ($period as $startDate) {
+
+            $chunkEnd = $startDate->copy()->addDays($chunks - 1);
+
+            if ($chunkEnd->gt($endDate)) {
+                $chunkEnd = $endDate;
+            }
+
+            $this->createNewClient();
+
+            $response = $this->client
+                ->baseUrl($this->apiBaseUrl)
+                ->withQueryParameters([
+                    'symbol' => $symbol,
+                    'interval' => '1d',
+                    'start' => $startDate->timestamp,
+                    'end' => $chunkEnd->timestamp,
+                ])->get('klines');
+
+            $history = $response->json();
+
+            throw_if(empty($history), NotFoundHttpException::class, "Symbol `{$symbol}` was not found");
+
+            $chunkedHistory = collect($history)
+                ->mapWithKeys(function ($history) use ($symbol) {
+
+                    $date = Carbon::parse($history[0])->format('Y-m-d');
+
+                    return [$date => new Ohlc([
+                        'symbol' => $symbol,
+                        'date' => $date,
+                        'close' => $history[4],
+                    ])];
+                });
+
+            $allHistory = $allHistory->merge($chunkedHistory);
+        }
+
+        return $allHistory;
+    }
+}