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

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* 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
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295
exchanges/coinut/coinut_types.go
View File

@@ -5,6 +5,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/types"
)
// GenericResponse is the generic response you will get from coinut
@@ -30,22 +31,22 @@ type Instruments struct {
// Ticker holds ticker information
type Ticker struct {
High24 float64 `json:"high24,string"`
HighestBuy float64 `json:"highest_buy,string"`
InstrumentID int `json:"inst_id"`
Last float64 `json:"last,string"`
Low24 float64 `json:"low24,string"`
LowestSell float64 `json:"lowest_sell,string"`
PreviousTransactionID int64 `json:"prev_trans_id"`
PriceChange24 float64 `json:"price_change_24,string"`
Reply string `json:"reply"`
OpenInterest float64 `json:"open_interest,string"`
Timestamp int64 `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
Volume float64 `json:"volume,string"`
Volume24 float64 `json:"volume24,string"`
Volume24Quote float64 `json:"volume24_quote,string"`
VolumeQuote float64 `json:"volume_quote,string"`
High24 float64 `json:"high24,string"`
HighestBuy float64 `json:"highest_buy,string"`
InstrumentID int `json:"inst_id"`
Last float64 `json:"last,string"`
Low24 float64 `json:"low24,string"`
LowestSell float64 `json:"lowest_sell,string"`
PreviousTransactionID int64 `json:"prev_trans_id"`
PriceChange24 float64 `json:"price_change_24,string"`
Reply string `json:"reply"`
OpenInterest float64 `json:"open_interest,string"`
Timestamp types.Time `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
Volume float64 `json:"volume,string"`
Volume24 float64 `json:"volume24,string"`
Volume24Quote float64 `json:"volume24_quote,string"`
VolumeQuote float64 `json:"volume_quote,string"`
}
// OrderbookBase is a sub-type holding price and quantity
@@ -67,11 +68,11 @@ type Orderbook struct {
// TradeBase is a sub-type holding information on trades
type TradeBase struct {
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp int64 `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp types.Time `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
}
// Trades holds the full amount of trades associated with API keys
@@ -112,15 +113,15 @@ type Order struct {
// OrderResponse is a response for orders
type OrderResponse struct {
OrderID int64 `json:"order_id"`
OpenQuantity float64 `json:"open_qty,string"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
InstrumentID int64 `json:"inst_id"`
ClientOrderID int64 `json:"client_ord_id"`
Timestamp int64 `json:"timestamp"`
OrderPrice float64 `json:"order_price,string"`
Side string `json:"side"`
OrderID int64 `json:"order_id"`
OpenQuantity float64 `json:"open_qty,string"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
InstrumentID int64 `json:"inst_id"`
ClientOrderID int64 `json:"client_ord_id"`
Timestamp types.Time `json:"timestamp"`
OrderPrice float64 `json:"order_price,string"`
Side string `json:"side"`
}
// Commission holds trade commission structure
@@ -203,9 +204,9 @@ type Option struct {
// OptionChainResponse is the response type for options
type OptionChainResponse struct {
ExpiryTime int64 `json:"expiry_time"`
SecurityType string `json:"sec_type"`
Asset string `json:"asset"`
ExpiryTime types.Time `json:"expiry_time"`
SecurityType string `json:"sec_type"`
Asset string `json:"asset"`
Entries []struct {
Call Option `json:"call"`
Put Option `json:"put"`
@@ -217,10 +218,10 @@ type OptionChainResponse struct {
type OptionChainUpdate struct {
Option
GenericResponse
Asset string `json:"asset"`
ExpiryTime int64 `json:"expiry_time"`
SecurityType string `json:"sec_type"`
Volume float64 `json:"volume,string"`
Asset string `json:"asset"`
ExpiryTime types.Time `json:"expiry_time"`
SecurityType string `json:"sec_type"`
Volume float64 `json:"volume,string"`
}
// PositionHistory holds the complete position history
@@ -234,7 +235,7 @@ type PositionHistory struct {
FillQuantity float64 `json:"fill_qty,omitempty"`
Position struct {
Commission Commission `json:"commission"`
Timestamp int64 `json:"timestamp"`
Timestamp types.Time `json:"timestamp"`
OpenPrice float64 `json:"open_price,string"`
RealizedPL float64 `json:"realized_pl,string"`
Quantity float64 `json:"qty,string"`
@@ -242,16 +243,16 @@ type PositionHistory struct {
AssetAtExpiry float64 `json:"asset_at_expiry,string,omitempty"`
} `json:"records"`
Instrument struct {
ExpiryTime int64 `json:"expiry_time"`
ContractSize float64 `json:"contract_size,string"`
ConversionRate float64 `json:"conversion_rate,string"`
OptionType string `json:"option_type"`
InstrumentID int `json:"inst_id"`
SecType string `json:"sec_type"`
Asset string `json:"asset"`
Strike float64 `json:"strike,string"`
ExpiryTime types.Time `json:"expiry_time"`
ContractSize float64 `json:"contract_size,string"`
ConversionRate float64 `json:"conversion_rate,string"`
OptionType string `json:"option_type"`
InstrumentID int `json:"inst_id"`
SecType string `json:"sec_type"`
Asset string `json:"asset"`
Strike float64 `json:"strike,string"`
} `json:"inst"`
OpenTimestamp int64 `json:"open_timestamp"`
OpenTimestamp types.Time `json:"open_timestamp"`
} `json:"positions"`
TotalNumber int `json:"total_number"`
}
@@ -263,7 +264,7 @@ type OpenPosition struct {
OpenPrice float64 `json:"open_price,string"`
RealizedPL float64 `json:"realized_pl,string"`
Quantity float64 `json:"qty,string"`
OpenTimestamp int64 `json:"open_timestamp"`
OpenTimestamp types.Time `json:"open_timestamp"`
InstrumentID int `json:"inst_id"`
}
@@ -283,23 +284,23 @@ type wsResponse struct {
// WsTicker defines the resp for ticker updates from the websocket connection
type WsTicker struct {
High24 float64 `json:"high24,string"`
HighestBuy float64 `json:"highest_buy,string"`
InstID int64 `json:"inst_id"`
Last float64 `json:"last,string"`
Low24 float64 `json:"low24,string"`
LowestSell float64 `json:"lowest_sell,string"`
Nonce int64 `json:"nonce"`
PrevTransID int64 `json:"prev_trans_id"`
PriceChange24 float64 `json:"price_change_24,string"`
Reply string `json:"reply"`
Status []string `json:"status"`
Timestamp int64 `json:"timestamp"`
TransID int64 `json:"trans_id"`
Volume float64 `json:"volume,string"`
Volume24 float64 `json:"volume24,string"`
Volume24Quote float64 `json:"volume24_quote,string"`
VolumeQuote float64 `json:"volume_quote,string"`
High24 float64 `json:"high24,string"`
HighestBuy float64 `json:"highest_buy,string"`
InstID int64 `json:"inst_id"`
Last float64 `json:"last,string"`
Low24 float64 `json:"low24,string"`
LowestSell float64 `json:"lowest_sell,string"`
Nonce int64 `json:"nonce"`
PrevTransID int64 `json:"prev_trans_id"`
PriceChange24 float64 `json:"price_change_24,string"`
Reply string `json:"reply"`
Status []string `json:"status"`
Timestamp types.Time `json:"timestamp"`
TransID int64 `json:"trans_id"`
Volume float64 `json:"volume,string"`
Volume24 float64 `json:"volume24,string"`
Volume24Quote float64 `json:"volume24_quote,string"`
VolumeQuote float64 `json:"volume_quote,string"`
}
// WsOrderbookSnapshot defines the resp for orderbook snapshot updates from
@@ -347,23 +348,23 @@ type WsTradeSnapshot struct {
// WsTradeData defines market trade data
type WsTradeData struct {
InstID int64 `json:"inst_id"`
TransID int64 `json:"trans_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp int64 `json:"timestamp"`
InstID int64 `json:"inst_id"`
TransID int64 `json:"trans_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp types.Time `json:"timestamp"`
}
// WsTradeUpdate defines trade update response from the websocket connection
type WsTradeUpdate struct {
InstID int64 `json:"inst_id"`
TransID int64 `json:"trans_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp int64 `json:"timestamp"`
Reply string `json:"reply"`
InstID int64 `json:"inst_id"`
TransID int64 `json:"trans_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp types.Time `json:"timestamp"`
Reply string `json:"reply"`
}
// WsInstrumentList defines instrument list
@@ -526,21 +527,21 @@ type WsOrderFilledResponse struct {
Order WsOrderData `json:"order"`
Reply string `json:"reply"`
Status []string `json:"status"`
Timestamp int64 `json:"timestamp"`
Timestamp types.Time `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
}
// WsOrderData ws response data
type WsOrderData struct {
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
OpenQuantity float64 `json:"open_qty,string"`
OrderID int64 `json:"order_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp int64 `json:"timestamp"`
Status []string `json:"status"`
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
OpenQuantity float64 `json:"open_qty,string"`
OrderID int64 `json:"order_id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
Timestamp types.Time `json:"timestamp"`
Status []string `json:"status"`
}
// WsOrderFilledCommissionData ws response data
@@ -551,19 +552,19 @@ type WsOrderFilledCommissionData struct {
// WsOrderRejectedResponse ws response
type WsOrderRejectedResponse struct {
Nonce int64 `json:"nonce"`
Status []string `json:"status"`
OrderID int64 `json:"order_id"`
OpenQuantity float64 `json:"open_qty,string"`
Price float64 `json:"price,string"`
InstrumentID int64 `json:"inst_id"`
Reasons []string `json:"reasons"`
ClientOrderID int64 `json:"client_ord_id"`
Timestamp int64 `json:"timestamp"`
Reply string `json:"reply"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
TransactionID int64 `json:"trans_id"`
Nonce int64 `json:"nonce"`
Status []string `json:"status"`
OrderID int64 `json:"order_id"`
OpenQuantity float64 `json:"open_qty,string"`
Price float64 `json:"price,string"`
InstrumentID int64 `json:"inst_id"`
Reasons []string `json:"reasons"`
ClientOrderID int64 `json:"client_ord_id"`
Timestamp types.Time `json:"timestamp"`
Reply string `json:"reply"`
Quantity float64 `json:"qty,string"`
Side string `json:"side"`
TransactionID int64 `json:"trans_id"`
}
type wsInstList struct {
@@ -604,7 +605,7 @@ type WsTradeHistoryTradeData struct {
Order WsOrderData `json:"order"`
FillPrice float64 `json:"fill_price,string"`
FillQuantity float64 `json:"fill_qty,string"`
Timestamp int64 `json:"timestamp"`
Timestamp types.Time `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
}
@@ -619,27 +620,27 @@ type WsLoginReq struct {
// WsLoginResponse ws response data
type WsLoginResponse struct {
APIKey string `json:"api_key"`
Country string `json:"country"`
DepositEnabled bool `json:"deposit_enabled"`
Deposited bool `json:"deposited"`
Email string `json:"email"`
FailedTimes int64 `json:"failed_times"`
KycPassed bool `json:"kyc_passed"`
Language string `json:"lang"`
Nonce int64 `json:"nonce"`
OTPEnabled bool `json:"otp_enabled"`
PhoneNumber string `json:"phone_number"`
ProductsEnabled []string `json:"products_enabled"`
Referred bool `json:"referred"`
Reply string `json:"reply"`
SessionID string `json:"session_id"`
Status []string `json:"status"`
Timezone string `json:"timezone"`
Traded bool `json:"traded"`
UnverifiedEmail string `json:"unverified_email"`
Username string `json:"username"`
WithdrawEnabled bool `json:"withdraw_enabled"`
APIKey string `json:"api_key"`
Country string `json:"country"`
DepositEnabled bool `json:"deposit_enabled"`
Deposited bool `json:"deposited"`
Email string `json:"email"`
FailedTimes types.Time `json:"failed_times"`
KycPassed bool `json:"kyc_passed"`
Language string `json:"lang"`
Nonce int64 `json:"nonce"`
OTPEnabled bool `json:"otp_enabled"`
PhoneNumber string `json:"phone_number"`
ProductsEnabled []string `json:"products_enabled"`
Referred bool `json:"referred"`
Reply string `json:"reply"`
SessionID string `json:"session_id"`
Status []string `json:"status"`
Timezone string `json:"timezone"`
Traded bool `json:"traded"`
UnverifiedEmail string `json:"unverified_email"`
Username string `json:"username"`
WithdrawEnabled bool `json:"withdraw_enabled"`
}
// WsNewOrderResponse returns if new_order response fails
@@ -679,31 +680,31 @@ type instrumentMap struct {
}
type wsOrderContainer struct {
OrderID int64 `json:"order_id"`
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
Nonce int64 `json:"nonce"`
Timestamp int64 `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
OpenQuantity float64 `json:"open_qty,string"`
OrderPrice float64 `json:"order_price,string"`
Quantity float64 `json:"qty,string"`
FillPrice float64 `json:"fill_price,string"`
FillQuantity float64 `json:"fill_qty,string"`
Price float64 `json:"price,string"`
Reply string `json:"reply"`
Side string `json:"side"`
Status []string `json:"status"`
Reasons []string `json:"reasons"`
OrderID int64 `json:"order_id"`
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
Nonce int64 `json:"nonce"`
Timestamp types.Time `json:"timestamp"`
TransactionID int64 `json:"trans_id"`
OpenQuantity float64 `json:"open_qty,string"`
OrderPrice float64 `json:"order_price,string"`
Quantity float64 `json:"qty,string"`
FillPrice float64 `json:"fill_price,string"`
FillQuantity float64 `json:"fill_qty,string"`
Price float64 `json:"price,string"`
Reply string `json:"reply"`
Side string `json:"side"`
Status []string `json:"status"`
Reasons []string `json:"reasons"`
Order struct {
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
OrderID int64 `json:"order_id"`
Timestamp int64 `json:"timestamp"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
OpenQuantity float64 `json:"open_qty,string"`
Side string `json:"side"`
ClientOrderID int64 `json:"client_ord_id"`
InstrumentID int64 `json:"inst_id"`
OrderID int64 `json:"order_id"`
Timestamp types.Time `json:"timestamp"`
Price float64 `json:"price,string"`
Quantity float64 `json:"qty,string"`
OpenQuantity float64 `json:"open_qty,string"`
Side string `json:"side"`
} `json:"order"`
Commission struct {
Amount float64 `json:"amount,string"`

12
exchanges/coinut/coinut_websocket.go
View File

@@ -242,7 +242,7 @@ func (c *COINUT) wsHandleData(_ context.Context, respRaw []byte) error {
High: wsTicker.High24,
Low: wsTicker.Low24,
Last: wsTicker.Last,
LastUpdated: time.Unix(0, wsTicker.Timestamp),
LastUpdated: wsTicker.Timestamp.Time(),
AssetType: asset.Spot,
Pair: p,
}
@@ -298,7 +298,7 @@ func (c *COINUT) wsHandleData(_ context.Context, respRaw []byte) error {
}
trades = append(trades, trade.Data{
Timestamp: time.Unix(0, tradeSnap.Trades[i].Timestamp*1000),
Timestamp: tradeSnap.Trades[i].Timestamp.Time(),
CurrencyPair: p,
AssetType: asset.Spot,
Exchange: c.Name,
@@ -340,7 +340,7 @@ func (c *COINUT) wsHandleData(_ context.Context, respRaw []byte) error {
}
return trade.AddTradesToBuffer(trade.Data{
Timestamp: time.Unix(0, tradeUpdate.Timestamp*1000),
Timestamp: tradeUpdate.Timestamp.Time(),
CurrencyPair: p,
AssetType: asset.Spot,
Exchange: c.Name,
@@ -432,7 +432,7 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
OrderID: orderID,
Side: oSide,
Status: oStatus,
Date: time.Unix(0, oContainer.Timestamp),
Date: oContainer.Timestamp.Time(),
Trades: nil,
}
if oContainer.Reply == "order_filled" {
@@ -447,7 +447,7 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
o.RemainingAmount = oContainer.Order.OpenQuantity
o.Amount = oContainer.Order.Quantity
o.OrderID = strconv.FormatInt(oContainer.Order.OrderID, 10)
o.LastUpdated = time.Unix(0, oContainer.Timestamp)
o.LastUpdated = oContainer.Timestamp.Time()
o.Pair, o.AssetType, err = c.GetRequestFormattedPairAndAssetType(c.instrumentMap.LookupInstrument(oContainer.Order.InstrumentID))
if err != nil {
return nil, err
@@ -459,7 +459,7 @@ func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detai
Exchange: c.Name,
TID: strconv.FormatInt(oContainer.TransactionID, 10),
Side: oSide,
Timestamp: time.Unix(0, oContainer.Timestamp),
Timestamp: oContainer.Timestamp.Time(),
},
}
} else {

12
exchanges/coinut/coinut_wrapper.go
View File

@@ -335,7 +335,7 @@ func (c *COINUT) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item
Ask: tick.LowestSell,
Volume: tick.Volume24,
Pair: p,
LastUpdated: time.Unix(0, tick.Timestamp),
LastUpdated: tick.Timestamp.Time(),
ExchangeName: c.Name,
AssetType: a,
})
@@ -444,7 +444,7 @@ func (c *COINUT) GetRecentTrades(ctx context.Context, p currency.Pair, assetType
Side: side,
Price: tradeData.Trades[i].Price,
Amount: tradeData.Trades[i].Quantity,
Timestamp: time.Unix(0, tradeData.Trades[i].Timestamp*int64(time.Microsecond)),
Timestamp: tradeData.Trades[i].Timestamp.Time(),
}
}
@@ -824,7 +824,7 @@ func (c *COINUT) GetActiveOrders(ctx context.Context, req *order.MultiOrderReque
OrderID: strconv.FormatInt(openOrders.Orders[i].OrderID, 10),
Pair: fPair,
Side: side,
Date: time.Unix(0, openOrders.Orders[i].Timestamp),
Date: openOrders.Orders[i].Timestamp.Time(),
Status: order.Active,
Price: openOrders.Orders[i].Price,
Amount: openOrders.Orders[i].Quantity,
@@ -886,7 +886,7 @@ func (c *COINUT) GetActiveOrders(ctx context.Context, req *order.MultiOrderReque
Price: openOrders.Orders[y].Price,
Exchange: c.Name,
Side: side,
Date: time.Unix(openOrders.Orders[y].Timestamp, 0),
Date: openOrders.Orders[y].Timestamp.Time(),
Pair: p,
})
}
@@ -935,7 +935,7 @@ func (c *COINUT) GetOrderHistory(ctx context.Context, req *order.MultiOrderReque
OrderID: strconv.FormatInt(trades.Trades[x].OrderID, 10),
Pair: p,
Side: side,
Date: time.Unix(0, trades.Trades[x].Timestamp),
Date: trades.Trades[x].Timestamp.Time(),
Status: order.Filled,
Price: trades.Trades[x].Price,
Amount: trades.Trades[x].Quantity,
@@ -1006,7 +1006,7 @@ func (c *COINUT) GetOrderHistory(ctx context.Context, req *order.MultiOrderReque
Price: orders.Trades[y].Order.Price,
Exchange: c.Name,
Side: side,
Date: time.Unix(orders.Trades[y].Order.Timestamp, 0),
Date: orders.Trades[y].Order.Timestamp.Time(),
Pair: p,
})
}