improve: [codex] Set Binance recvWindow by endpoint

src/adapter/bridges/BinanceCEXBridge.ts

@@ -10,6 +10,7 @@ import {
   isDefined,
   getTimestampForBlock,
   getBinanceApiClient,
+  getBinanceDepositAddress,
   floatToBN,
   CHAIN_IDs,
   compareAddressesSimple,
@@ -77,7 +78,7 @@ export class BinanceCEXBridge extends BaseBridgeAdapter {
 
     const binanceApiClient = await this.getBinanceClient();
 
-    const depositAddress = await binanceApiClient.depositAddress({
+    const depositAddress = await getBinanceDepositAddress(binanceApiClient, {
       coin: this.tokenSymbol,
       network: "ETH",
     });

src/adapter/bridges/BinanceCEXNativeBridge.ts

@@ -1,4 +1,14 @@
-import { Contract, BigNumber, Signer, Provider, EvmAddress, assert, bnZero, winston } from "../../utils";
+import {
+  Contract,
+  BigNumber,
+  Signer,
+  Provider,
+  EvmAddress,
+  assert,
+  bnZero,
+  getBinanceDepositAddress,
+  winston,
+} from "../../utils";
 import { CONTRACT_ADDRESSES } from "../../common";
 import { BridgeTransactionDetails } from "./BaseBridgeAdapter";
 import { BinanceCEXBridge } from "./";
@@ -40,7 +50,7 @@ export class BinanceCEXNativeBridge extends BinanceCEXBridge {
     // Fetch the deposit address from the binance API.
 
     const binanceApiClient = await this.getBinanceClient();
-    const depositAddress = await binanceApiClient.depositAddress({
+    const depositAddress = await getBinanceDepositAddress(binanceApiClient, {
       coin: this.tokenSymbol,
       network: "ETH",
     });

src/adapter/l2Bridges/BinanceCEXBridge.ts

@@ -8,6 +8,7 @@ import {
   Signer,
   EvmAddress,
   getBinanceApiClient,
+  getBinanceDepositAddress,
   getTranslatedTokenAddress,
   floatToBN,
   getTimestampForBlock,
@@ -66,7 +67,7 @@ export class BinanceCEXBridge extends BaseL2BridgeAdapter {
   ): Promise<AugmentedTransaction[]> {
     const binanceApiClient = await this.getBinanceClient();
     const l2TokenInfo = getTokenInfo(l2Token, this.l2chainId);
-    const depositAddress = await binanceApiClient.depositAddress({
+    const depositAddress = await getBinanceDepositAddress(binanceApiClient, {
       coin: this.l1TokenInfo.symbol,
       network: this.depositNetwork,
     });

src/adapter/l2Bridges/BinanceCEXNativeBridge.ts

@@ -1,6 +1,7 @@
 import {
   BigNumber,
   createFormatFunction,
+  getBinanceDepositAddress,
   getNetworkName,
   Signer,
   Contract,
@@ -27,7 +28,7 @@ export class BinanceCEXNativeBridge extends BinanceCEXBridge {
     const weth = new Contract(l2Token.toNative(), WETH_ABI, this.l2Signer);
     const binanceApiClient = await this.getBinanceClient();
     const l2TokenInfo = getTokenInfo(l2Token, this.l2chainId);
-    const depositAddress = await binanceApiClient.depositAddress({
+    const depositAddress = await getBinanceDepositAddress(binanceApiClient, {
       coin: this.l1TokenInfo.symbol,
       network: this.depositNetwork,
     });

src/finalizer/utils/binance.ts

@@ -23,6 +23,7 @@ import {
   getBinanceDepositType,
   BinanceTransactionType,
   getBinanceWithdrawalType,
+  submitBinanceWithdrawal,
   isCompletedBinanceWithdrawal,
   truncate,
 } from "../../utils";
@@ -207,7 +208,7 @@ export async function binanceFinalizer(
           amountToFinalize = Math.floor(amountToFinalize * DECIMAL_PRECISION) / DECIMAL_PRECISION;
           // Balance from Binance is in 8 decimal places, so we need to truncate to 8 decimal places.
           coinBalance = Number((coinBalance - amountToFinalize).toFixed(8));
-          const withdrawalId = await binanceApi.withdraw({
+          const withdrawalId = await submitBinanceWithdrawal(binanceApi, {
             coin: symbol,
             address,
             network: withdrawNetwork,
@@ -243,7 +244,7 @@ export async function binanceFinalizer(
               });
               // Lastly, we need to truncate the amount to withdraw to 6 decimal places
               const amountToSweep = truncate(cappedWithdraw, 6);
-              const withdrawalId = await binanceApi.withdraw({
+              const withdrawalId = await submitBinanceWithdrawal(binanceApi, {
                 coin: symbol,
                 address,
                 network: withdrawNetwork,

src/rebalancer/adapters/binance.ts

@@ -14,7 +14,10 @@ import {
   forEachAsync,
   fromWei,
   getAccountCoins,
+  getBinanceAllOrders,
   getBinanceApiClient,
+  getBinanceDepositAddress,
+  getBinanceTradeFees,
   getBinanceTransactionTypeKey,
   getBinanceWithdrawals,
   getNetworkName,
@@ -24,6 +27,8 @@ import {
   setBinanceDepositType,
   setBinanceWithdrawalType,
   Signer,
+  submitBinanceOrder,
+  submitBinanceWithdrawal,
   toBNWei,
   truncate,
   winston,
@@ -678,7 +683,7 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
     const { sourceToken, destinationToken, sourceChain, destinationChain } = rebalanceRoute;
     const spotMarketMeta = this._getSpotMarketMetaForRoute(sourceToken, destinationToken);
     // Commission is denominated in percentage points.
-    const tradeFeePct = (await this.binanceApiClient.tradeFee()).find(
+    const tradeFeePct = (await getBinanceTradeFees(this.binanceApiClient)).find(
       (fee) => fee.symbol === spotMarketMeta.symbol
     ).takerCommission;
     const tradeFee = toBNWei(tradeFeePct, 18).mul(amountToTransfer).div(toBNWei(100, 18));
@@ -848,7 +853,7 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
 
   private async _depositToBinance(sourceToken: string, sourceChain: number, amountToDeposit: BigNumber): Promise<void> {
     assert(isDefined(BINANCE_NETWORKS[sourceChain]), "Source chain should be a Binance network");
-    const depositAddress = await this.binanceApiClient.depositAddress({
+    const depositAddress = await getBinanceDepositAddress(this.binanceApiClient, {
       coin: sourceToken,
       network: BINANCE_NETWORKS[sourceChain],
     });
@@ -958,7 +963,7 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
   ): Promise<{ matchingFill: QueryOrderResult; expectedAmountToReceive: string } | undefined> {
     const orderDetails = await this._redisGetOrderDetails(cloid);
     const spotMarketMeta = this._getSpotMarketMetaForRoute(orderDetails.sourceToken, orderDetails.destinationToken);
-    const allOrders = await this.binanceApiClient.allOrders({
+    const allOrders = await getBinanceAllOrders(this.binanceApiClient, {
       symbol: spotMarketMeta.symbol,
     });
     const matchingFill = allOrders.find((order) => order.clientOrderId === cloid && order.status === "FILLED");
@@ -984,7 +989,6 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
       side: spotMarketMeta.isBuy ? "BUY" : "SELL",
       type: OrderType.MARKET,
       quantity: szForOrder.toString(),
-      recvWindow: 60000,
     };
     this.logger.debug({
       at: "BinanceStablecoinSwapAdapter._placeMarketOrder",
@@ -993,7 +997,7 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
       } with size ${szForOrder}`,
       orderStruct,
     });
-    const response = await this.binanceApiClient.order(orderStruct as NewOrderSpot);
+    const response = await submitBinanceOrder(this.binanceApiClient, orderStruct as NewOrderSpot);
     assert(response.status == "FILLED", `Market order was not filled: ${JSON.stringify(response)}`);
     this.logger.info({
       at: "BinanceStablecoinSwapAdapter._placeMarketOrder",
@@ -1139,7 +1143,7 @@ export class BinanceStablecoinSwapAdapter extends BaseAdapter {
     // We need to truncate the amount to withdraw to the destination chain's decimal places.
     const destinationTokenInfo = this._getTokenInfo(destinationToken, destinationEntrypointNetwork);
     const amountToWithdraw = truncate(quantity, destinationTokenInfo.decimals);
-    const withdrawalId = await this.binanceApiClient.withdraw({
+    const withdrawalId = await submitBinanceWithdrawal(this.binanceApiClient, {
       coin: destinationToken,
       address: this.baseSignerAddress.toNative(),
       amount: Number(amountToWithdraw),

src/utils/BinanceUtils.ts

@@ -17,11 +17,33 @@ const KNOWN_BINANCE_ERROR_REASONS = [
   "TypeError: fetch failed",
 ];
 
+// Binance only accepts a signed request while its timestamp remains within recvWindow.
+// We keep write-state calls tight so delayed accepted requests cannot submit orders/withdrawals much later than intended.
+// Signed reads can tolerate a much larger window because a delayed accepted request still returns current server data.
+export const BINANCE_WRITE_RECV_WINDOW_MS = 5_000;
+export const BINANCE_READ_RECV_WINDOW_MS = 60_000;
+
 type WithdrawalQuota = {
   wdQuota: number;
   usedWdQuota: number;
 };
 
+type BinanceApiWithRecvWindow = BinanceApi & {
+  tradeFee(options?: { recvWindow?: number; useServerTime?: boolean }): ReturnType<BinanceApi["tradeFee"]>;
+  withdraw(
+    options: Parameters<BinanceApi["withdraw"]>[0] & {
+      recvWindow?: number;
+      withdrawOrderId?: string;
+    }
+  ): ReturnType<BinanceApi["withdraw"]>;
+  withdrawHistory(
+    options: Parameters<BinanceApi["withdrawHistory"]>[0] & {
+      recvWindow?: number;
+    }
+  ): ReturnType<BinanceApi["withdrawHistory"]>;
+  accountCoins(options?: { recvWindow?: number }): Promise<unknown>;
+};
+
 // Alias for Binance network symbols.
 export const BINANCE_NETWORKS: { [chainId: number]: string } = {
   [CHAIN_IDs.ARBITRUM]: "ARBITRUM",
@@ -142,13 +164,47 @@ async function retrieveBinanceSecretKeyFromCLIArgs(): Promise<string | undefined
  * available to rebalance per day and the amount already used.
  */
 export async function getBinanceWithdrawalLimits(binanceApi: BinanceApi): Promise<WithdrawalQuota> {
-  const unparsedQuota = await binanceApi.privateRequest("GET" as HttpMethod, "/sapi/v1/capital/withdraw/quota", {});
+  const unparsedQuota = await binanceApi.privateRequest("GET" as HttpMethod, "/sapi/v1/capital/withdraw/quota", {
+    recvWindow: BINANCE_READ_RECV_WINDOW_MS,
+  });
   return {
     wdQuota: unparsedQuota["wdQuota"],
     usedWdQuota: unparsedQuota["usedWdQuota"],
   };
 }
 
+export async function getBinanceTradeFees(binanceApi: BinanceApi): ReturnType<BinanceApi["tradeFee"]> {
+  return (binanceApi as BinanceApiWithRecvWindow).tradeFee({ recvWindow: BINANCE_READ_RECV_WINDOW_MS });
+}
+
+export async function getBinanceDepositAddress(
+  binanceApi: BinanceApi,
+  options: Parameters<BinanceApi["depositAddress"]>[0]
+): ReturnType<BinanceApi["depositAddress"]> {
+  return binanceApi.depositAddress({ ...options, recvWindow: BINANCE_READ_RECV_WINDOW_MS });
+}
+
+export async function getBinanceAllOrders(
+  binanceApi: BinanceApi,
+  options: Parameters<BinanceApi["allOrders"]>[0]
+): ReturnType<BinanceApi["allOrders"]> {
+  return binanceApi.allOrders({ ...options, recvWindow: BINANCE_READ_RECV_WINDOW_MS });
+}
+
+export async function submitBinanceOrder(
+  binanceApi: BinanceApi,
+  options: Parameters<BinanceApi["order"]>[0]
+): ReturnType<BinanceApi["order"]> {
+  return binanceApi.order({ ...options, recvWindow: BINANCE_WRITE_RECV_WINDOW_MS });
+}
+
+export async function submitBinanceWithdrawal(
+  binanceApi: BinanceApi,
+  options: Parameters<BinanceApi["withdraw"]>[0]
+): ReturnType<BinanceApi["withdraw"]> {
+  return (binanceApi as BinanceApiWithRecvWindow).withdraw({ ...options, recvWindow: BINANCE_WRITE_RECV_WINDOW_MS });
+}
+
 export enum BinanceTransactionType {
   BRIDGE, // A deposit into Binance from one network designed to be withdrawn to another network.
   SWAP, // A deposit into Binance from one network designed to be swapped and then withdrawn to another network.
@@ -255,7 +311,7 @@ export async function getBinanceDeposits(
 ): Promise<BinanceDeposit[]> {
   let depositHistory: DepositHistoryResponse;
   try {
-    depositHistory = await binanceApi.depositHistory({ startTime });
+    depositHistory = await binanceApi.depositHistory({ startTime, recvWindow: BINANCE_READ_RECV_WINDOW_MS });
   } catch (_err) {
     const err = _err.toString();
     if (KNOWN_BINANCE_ERROR_REASONS.some((errorReason) => err.includes(errorReason)) && nRetries < maxRetries) {
@@ -290,7 +346,11 @@ export async function getBinanceWithdrawals(
 ): Promise<BinanceWithdrawal[]> {
   let withdrawHistory: WithdrawHistoryResponse;
   try {
-    withdrawHistory = await binanceApi.withdrawHistory({ coin, startTime });
+    withdrawHistory = await (binanceApi as BinanceApiWithRecvWindow).withdrawHistory({
+      coin,
+      startTime,
+      recvWindow: BINANCE_READ_RECV_WINDOW_MS,
+    });
   } catch (_err) {
     const err = _err.toString();
     if (KNOWN_BINANCE_ERROR_REASONS.some((errorReason) => err.includes(errorReason)) && nRetries < maxRetries) {
@@ -321,7 +381,11 @@ export async function getBinanceWithdrawals(
  * @returns A typed `AccountCoins` response.
  */
 export async function getAccountCoins(binanceApi: BinanceApi): Promise<ParsedAccountCoins> {
-  const coins = Object.values(await binanceApi["accountCoins"]());
+  const coins = Object.values(
+    await (binanceApi as BinanceApiWithRecvWindow).accountCoins({
+      recvWindow: BINANCE_READ_RECV_WINDOW_MS,
+    })
+  );
   return coins.map((coin) => {
     const networkList = coin["networkList"]?.map((network) => {
       return {