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

@@ -362,7 +362,7 @@ func (b *Bithumb) GetWithdrawalsHistory(ctx context.Context, c currency.Code, _
resp := make([]exchange.WithdrawalHistory, len(transactions.Data))
for i := range transactions.Data {
resp[i] = exchange.WithdrawalHistory{
Timestamp: time.UnixMilli(transactions.Data[i].TransferDate),
Timestamp: transactions.Data[i].TransferDate.Time(),
Currency: transactions.Data[i].OrderCurrency.String(),
Amount: transactions.Data[i].Amount,
Fee: transactions.Data[i].Fee,
@@ -389,11 +389,6 @@ func (b *Bithumb) GetRecentTrades(ctx context.Context, p currency.Pair, assetTyp
if err != nil {
return nil, err
}
var t time.Time
t, err = time.Parse(time.DateTime, tradeData.Data[i].TransactionDate)
if err != nil {
return nil, err
}
resp[i] = trade.Data{
Exchange: b.Name,
CurrencyPair: p,
@@ -401,7 +396,7 @@ func (b *Bithumb) GetRecentTrades(ctx context.Context, p currency.Pair, assetTyp
Side: side,
Price: tradeData.Data[i].Price,
Amount: tradeData.Data[i].UnitsTraded,
Timestamp: t,
Timestamp: tradeData.Data[i].TransactionDate.Time(),
}
}
@@ -756,41 +751,27 @@ func (b *Bithumb) GetHistoricCandles(ctx context.Context, pair currency.Pair, a
return nil, err
}
candle, err := b.GetCandleStick(ctx,
req.RequestFormatted.String(),
b.FormatExchangeKlineInterval(req.ExchangeInterval))
candles, err := b.GetCandleStick(ctx, req.RequestFormatted.String(), b.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, 0, len(candle.Data))
for x := range candle.Data {
var tempCandle kline.Candle
if tempCandle.Time, err = convert.TimeFromUnixTimestampFloat(candle.Data[x][0]); err != nil {
return nil, fmt.Errorf("unable to convert timestamp: %w", err)
}
if tempCandle.Time.Before(req.Start) {
timeSeries := make([]kline.Candle, 0, len(candles.Data))
for x := range candles.Data {
if candles.Data[x].Timestamp.Time().Before(req.Start) {
continue
}
if tempCandle.Time.After(req.End) {
if candles.Data[x].Timestamp.Time().After(req.End) {
break
}
if tempCandle.Open, err = convert.FloatFromString(candle.Data[x][1]); err != nil {
return nil, fmt.Errorf("kline open conversion failed: %w", err)
}
if tempCandle.High, err = convert.FloatFromString(candle.Data[x][2]); err != nil {
return nil, fmt.Errorf("kline high conversion failed: %w", err)
}
if tempCandle.Low, err = convert.FloatFromString(candle.Data[x][3]); err != nil {
return nil, fmt.Errorf("kline low conversion failed: %w", err)
}
if tempCandle.Close, err = convert.FloatFromString(candle.Data[x][4]); err != nil {
return nil, fmt.Errorf("kline close conversion failed: %w", err)
}
if tempCandle.Volume, err = convert.FloatFromString(candle.Data[x][5]); err != nil {
return nil, fmt.Errorf("kline volume conversion failed: %w", err)
}
timeSeries = append(timeSeries, tempCandle)
timeSeries = append(timeSeries, kline.Candle{
Time: candles.Data[x].Timestamp.Time(),
Open: candles.Data[x].Open.Float64(),
High: candles.Data[x].High.Float64(),
Low: candles.Data[x].Low.Float64(),
Close: candles.Data[x].Close.Float64(),
Volume: candles.Data[x].Volume.Float64(),
})
}
return req.ProcessResponse(timeSeries)
}