fix(V2): Deribit get_historical end_date day-inclusive + pagination

end_date as a bare date now covers the whole UTC day (23:59:59.999) instead of stopping at midnight, so end_date=today returns intraday up to the last closed candle. Dates are parsed as explicit UTC and inline timestamps (YYYY-MM-DDTHH:MM:SS) are honored for precise windows. Wide ranges are paged in <=5000-candle windows so Deribit's per-call cap can no longer silently drop start_date and the oldest candles. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-28 14:25:55 +00:00
parent c5e48bf081
commit eb5f0148ad
3 changed files with 229 additions and 26 deletions
@@ -177,6 +177,140 @@ async def test_upstream_5xx_raises_clean_http_error(
    assert "Deribit upstream" in str(exc_info.value.detail)


+@pytest.mark.asyncio
+async def test_get_historical_end_date_is_day_inclusive(
+    httpx_mock: HTTPXMock, client: DeribitClient
+):
+    """Bare end_date covers the whole UTC day (23:59:59.999), not just midnight,
+    so 'end_date = today' returns intraday up to now instead of stopping at 00:00."""
+    import datetime as dt
+
+    start = dt.datetime(2026, 5, 20, tzinfo=dt.UTC)
+    start_ms = int(start.timestamp() * 1000)
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_tradingview_chart_data"),
+        json={
+            "result": {
+                "ticks": [start_ms, start_ms + 3_600_000],
+                "open": [100.0, 100.5],
+                "high": [101.0, 101.5],
+                "low": [99.0, 99.5],
+                "close": [100.5, 101.0],
+                "volume": [10.0, 11.0],
+            }
+        },
+    )
+    result = await client.get_historical(
+        instrument="BTC-PERPETUAL",
+        start_date="2026-05-20",
+        end_date="2026-05-28",
+        resolution="1h",
+    )
+    assert len(result["candles"]) == 2
+
+    expected_start = start_ms
+    expected_end = int(
+        dt.datetime(2026, 5, 28, 23, 59, 59, 999_000, tzinfo=dt.UTC).timestamp()
+        * 1000
+    )
+    params = httpx_mock.get_requests()[0].url.params
+    assert int(params["start_timestamp"]) == expected_start
+    assert int(params["end_timestamp"]) == expected_end
+
+
+@pytest.mark.asyncio
+async def test_get_historical_explicit_time_is_honored(
+    httpx_mock: HTTPXMock, client: DeribitClient
+):
+    """An end_date carrying an explicit time is passed through as-is, not bumped
+    to end-of-day — clients can request precise intraday windows."""
+    import datetime as dt
+
+    httpx_mock.add_response(
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_tradingview_chart_data"),
+        json={"result": {"ticks": [], "open": [], "high": [], "low": [],
+                         "close": [], "volume": []}},
+    )
+    await client.get_historical(
+        instrument="BTC-PERPETUAL",
+        start_date="2026-05-28T09:00:00",
+        end_date="2026-05-28T14:00:00",
+        resolution="1h",
+    )
+    params = httpx_mock.get_requests()[0].url.params
+    expected_end = int(
+        dt.datetime(2026, 5, 28, 14, 0, 0, tzinfo=dt.UTC).timestamp() * 1000
+    )
+    assert int(params["end_timestamp"]) == expected_end
+
+
+@pytest.mark.asyncio
+async def test_get_historical_paginates_beyond_cap(
+    httpx_mock: HTTPXMock, client: DeribitClient
+):
+    """A range wider than Deribit's ~5000-candle cap is paged window-by-window so
+    start_date is honored instead of being silently dropped."""
+    import datetime as dt
+
+    import httpx
+
+    interval = 3_600_000  # 1h
+
+    def chart_callback(request: httpx.Request) -> httpx.Response:
+        params = request.url.params
+        start = int(params["start_timestamp"])
+        end = int(params["end_timestamp"])
+        ticks = list(range(start, end + 1, interval))
+        # Mimic Deribit truncating to the most recent slice if a single call
+        # ever exceeds the cap (it shouldn't, because windows are sized to fit).
+        ticks = ticks[-5000:]
+        n = len(ticks)
+        return httpx.Response(
+            200,
+            json={
+                "result": {
+                    "ticks": ticks,
+                    "open": [100.0] * n,
+                    "high": [101.0] * n,
+                    "low": [99.0] * n,
+                    "close": [100.5] * n,
+                    "volume": [10.0] * n,
+                }
+            },
+        )
+
+    httpx_mock.add_callback(
+        chart_callback,
+        url=re.compile(r"https://test\.deribit\.com/api/v2/public/get_tradingview_chart_data"),
+        is_reusable=True,
+    )
+
+    result = await client.get_historical(
+        instrument="BTC-PERPETUAL",
+        start_date="2025-01-01",
+        end_date="2025-12-30",
+        resolution="1h",
+    )
+    candles = result["candles"]
+    # ~363 days * 24h ≈ 8712 candles → more than one ~5000 window.
+    assert len(candles) > 5000
+    assert len(httpx_mock.get_requests()) >= 2
+
+    expected_start = int(
+        dt.datetime(2025, 1, 1, tzinfo=dt.UTC).timestamp() * 1000
+    )
+    expected_end_bound = int(
+        dt.datetime(2025, 12, 30, 23, 59, 59, 999_000, tzinfo=dt.UTC).timestamp()
+        * 1000
+    )
+    assert candles[0]["timestamp"] == expected_start
+    assert candles[-1]["timestamp"] <= expected_end_bound
+    # No duplicate timestamps across window boundaries.
+    tss = [c["timestamp"] for c in candles]
+    assert len(tss) == len(set(tss))
+    assert tss == sorted(tss)
+
+
@pytest.mark.asyncio
 async def test_private_call_with_bad_auth_returns_error_envelope(
    httpx_mock: HTTPXMock, client: DeribitClient