exchanges: Refactor time handling and other minor improvements (#1948)

* exchanges: Refactor time handling and other minor improvements

- Updated Kraken wrapper to utilise new time handling methods.
- Simplified Kucoin types by removing unnecessary structures and using direct JSON unmarshalling.
- Improved websocket handling in Kucoin to directly parse candlestick data.
- Modified Lbank types to use the new time representation.
- Adjusted Poloniex wrapper and types to utilise the new time handling.
- Updated Yobit types and wrapper to reflect changes in time representation.
- Introduced DateTime type for better handling of specific time formats.
- Added tests for DateTime unmarshalling to ensure correctness.
- Rid UTC().Unix and UTC().UnixMilli as it's not needed
- Correct Huobi timestamp usage for some endpoints.
- Rid RFC3339 time parsing since Go does that automatically.

* exchanges: Refactor JSON unmarshalling for various types and improve test coverage

* linter: Update error message in TestGetKlines

* refactor: Simplify JSON unmarshalling in MovementHistory and improve test assertions in GetKlines

* refactor: Improve JSON unmarshalling for channel name and clarify comment in wsProcessOpenOrders

* refactor: Update time handling in Huobi types to use types.Time for createdAt fields and relax GetLiquidationOrders test

* refactor: Move wsTicker, wsSpread, wsTrades, and wsCandle types to kraken_types.go for better organistion

* refactor: Add validation for underlying parameter in GetExpirationTime and update tests
This commit is contained in:
Adrian Gallagher
2025-07-01 09:11:55 +10:00
committed by GitHub
parent 48a66c9faa
commit 3cc9a2b9e0
92 changed files with 2488 additions and 3276 deletions

View File

@@ -5,7 +5,6 @@ import (
"math"
"strconv"
"strings"
"time"
"github.com/shopspring/decimal"
)
@@ -49,21 +48,6 @@ func Int64FromString(raw any) (int64, error) {
return n, nil
}
// TimeFromUnixTimestampFloat format
func TimeFromUnixTimestampFloat(raw any) (time.Time, error) {
ts, ok := raw.(float64)
if !ok {
return time.Time{}, fmt.Errorf("unable to parse, value not float64: %T", raw)
}
return time.UnixMilli(int64(ts)), nil
}
// TimeFromUnixTimestampDecimal converts a unix timestamp in decimal form to a time.Time in UTC
func TimeFromUnixTimestampDecimal(input float64) time.Time {
i, f := math.Modf(input)
return time.Unix(int64(i), int64(f*(1e9))).UTC()
}
// BoolPtr takes in boolean condition and returns pointer version of it
func BoolPtr(condition bool) *bool {
b := condition

View File

@@ -2,7 +2,6 @@ package convert
import (
"testing"
"time"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/assert"
@@ -78,39 +77,6 @@ func TestInt64FromString(t *testing.T) {
}
}
func TestTimeFromUnixTimestampFloat(t *testing.T) {
t.Parallel()
testTimestamp := float64(1414456320000)
expectedOutput := time.Date(2014, time.October, 28, 0, 32, 0, 0, time.UTC)
actualOutput, err := TimeFromUnixTimestampFloat(testTimestamp)
if actualOutput.UTC().String() != expectedOutput.UTC().String() || err != nil {
t.Errorf("Common TimeFromUnixTimestampFloat. Expected '%v'. Actual '%v'. Error: %s",
expectedOutput, actualOutput, err)
}
testString := "Time"
_, err = TimeFromUnixTimestampFloat(testString)
if err == nil {
t.Error("Common TimeFromUnixTimestampFloat. Converted invalid syntax.")
}
}
func TestTimeFromUnixTimestampDecimal(t *testing.T) {
for in, exp := range map[float64]time.Time{
1590633982.5714: time.Date(2020, 5, 28, 2, 46, 22, 571400000, time.UTC),
1560516023.070651: time.Date(2019, 6, 14, 12, 40, 23, 70651000, time.UTC),
// Examples from Kraken
1373750306.9819: time.Date(2013, 7, 13, 21, 18, 26, 981900000, time.UTC),
1534614098.345543: time.Date(2018, 8, 18, 17, 41, 38, 345543000, time.UTC),
} {
got := TimeFromUnixTimestampDecimal(in)
z, _ := got.Zone()
assert.Equal(t, "UTC", z, "TimeFromUnixTimestampDecimal should return a UTC time")
assert.WithinRangef(t, got, exp.Add(-time.Microsecond), exp.Add(time.Microsecond), "TimeFromUnixTimestampDecimal(%f) should parse a unix timestamp correctly", in)
}
}
func TestBoolPtr(t *testing.T) {
y := BoolPtr(true)
if !*y {