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exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)

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* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/kline/kline_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2023-04-27 10:10:19 +10:00
committed by GitHub
parent 668d083749
commit 42475bf2b8
36 changed files with 809 additions and 471 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
exchanges/bittrex/bittrex_test.go
View File

@@ -697,20 +697,43 @@ func TestGetHistoricTrades(t *testing.T) {
}
func TestGetHistoricCandles(t *testing.T) {
t.Parallel()
pair, err := currency.NewPairFromString("btc-usdt")
if err != nil {
t.Fatal(err)
}
start := time.Unix(1546300800, 0)
end := time.Unix(1577836799, 0)
end := start.AddDate(0, 12, 0)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneDay, start, end)
if err != nil {
t.Fatal(err)
}
end = time.Now()
start = end.AddDate(0, -12, 0)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneDay, start, end)
if err != nil {
t.Fatal(err)
}
end = time.Now()
start = end.AddDate(0, 0, -30)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneHour, start, end)
if err != nil {
t.Fatal(err)
}
end = time.Now()
start = end.AddDate(0, 0, -1).Add(time.Minute * 5)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.FiveMin, start, end)
if err != nil {
t.Fatal(err)
}
}
func TestGetHistoricCandlesExtended(t *testing.T) {
t.Parallel()
pair, err := currency.NewPairFromString("btc-usdt")
if err != nil {
t.Fatal(err)

78
exchanges/bittrex/bittrex_wrapper.go
View File

@@ -28,6 +28,12 @@ import (
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
var (
oneDay = time.Hour * 24
oneMonth = oneDay * 31
oneYear = oneDay * 366
)
// GetDefaultConfig returns a default exchange config
func (b *Bittrex) GetDefaultConfig(ctx context.Context) (*config.Exchange, error) {
b.SetDefaults()
@@ -111,12 +117,11 @@ func (b *Bittrex) SetDefaults() {
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: kline.DeployExchangeIntervals(
kline.OneMin,
kline.FiveMin,
kline.OneHour,
kline.OneDay,
kline.IntervalCapacity{Interval: kline.OneMin, Capacity: 1440}, // 1m interval: candles for 1 day (0:00 - 23:59)
kline.IntervalCapacity{Interval: kline.FiveMin, Capacity: 288}, // 5m interval: candles for 1 day (0:00 - 23:55)
kline.IntervalCapacity{Interval: kline.OneHour, Capacity: 744}, // 1 hour interval: candles for 31 days (0:00 - 23:00)
kline.IntervalCapacity{Interval: kline.OneDay, Capacity: 366}, // 1 day interval: candles for 366 days
),
ResultLimit: 1000,
},
},
}
@@ -954,39 +959,36 @@ func (b *Bittrex) FormatExchangeKlineInterval(in kline.Interval) string {
// This implementation rounds returns candles up to the next interval or to the end
// time (whichever comes first)
func (b *Bittrex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
req, err := b.GetKlineRequest(pair, a, interval, start, end)
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
}
candleInterval := b.FormatExchangeKlineInterval(req.ExchangeInterval)
if candleInterval == "notfound" {
return nil, errors.New("invalid interval")
return nil, fmt.Errorf("%w %v", kline.ErrInvalidInterval, interval)
}
year, month, day := req.Start.Date()
year, month, day := req.End.Date()
curYear, curMonth, curDay := time.Now().Date()
getHistoric := false // nolint:ifshort,nolintlint // false positive and triggers only on Windows
getRecent := false // nolint:ifshort,nolintlint // false positive and triggers only on Windows
var getHistoric, getRecent bool
switch req.ExchangeInterval {
case kline.OneMin, kline.FiveMin:
if time.Since(req.Start) > 24*time.Hour {
if time.Since(req.Start) > oneDay {
getHistoric = true
}
if year >= curYear && month >= curMonth && day >= curDay {
getRecent = true
}
case kline.OneHour:
if time.Since(req.Start) > 31*24*time.Hour {
if time.Since(req.Start) > oneMonth {
getHistoric = true
}
if year >= curYear && month >= curMonth {
getRecent = true
}
case kline.OneDay:
if time.Since(req.Start) > 366*24*time.Hour {
if time.Since(req.Start) > oneYear {
getHistoric = true
}
if year >= curYear {
@@ -994,46 +996,48 @@ func (b *Bittrex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a
}
}
var ohlcData []CandleData
if !getHistoric && !getRecent {
return nil, errors.New("start end time range cannot get historic or recent candles")
}
var candleData []CandleData
if getHistoric {
var historicData []CandleData
historicData, err = b.GetHistoricalCandles(ctx,
historicData, err := b.GetHistoricalCandles(ctx,
req.RequestFormatted.String(),
b.FormatExchangeKlineInterval(req.ExchangeInterval),
candleInterval,
"TRADE",
year,
int(month),
day)
start.Year(),
int(start.Month()),
start.Day())
if err != nil {
return nil, err
}
ohlcData = append(ohlcData, historicData...)
candleData = append(candleData, historicData...)
}
if getRecent {
var recentData []CandleData
recentData, err = b.GetRecentCandles(ctx,
recentData, err := b.GetRecentCandles(ctx,
req.RequestFormatted.String(),
b.FormatExchangeKlineInterval(req.ExchangeInterval),
candleInterval,
"TRADE")
if err != nil {
return nil, err
}
ohlcData = append(ohlcData, recentData...)
candleData = append(candleData, recentData...)
}
timeSeries := make([]kline.Candle, 0, len(ohlcData))
for x := range ohlcData {
if ohlcData[x].StartsAt.Before(req.Start) ||
ohlcData[x].StartsAt.After(req.End) {
timeSeries := make([]kline.Candle, 0, len(candleData))
for x := range candleData {
if candleData[x].StartsAt.Before(req.Start) || candleData[x].StartsAt.After(req.End) {
continue
}
timeSeries = append(timeSeries, kline.Candle{
Time: ohlcData[x].StartsAt,
Open: ohlcData[x].Open,
High: ohlcData[x].High,
Low: ohlcData[x].Low,
Close: ohlcData[x].Close,
Volume: ohlcData[x].Volume,
Time: candleData[x].StartsAt,
Open: candleData[x].Open,
High: candleData[x].High,
Low: candleData[x].Low,
Close: candleData[x].Close,
Volume: candleData[x].Volume,
})
}
return req.ProcessResponse(timeSeries)