(Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)

* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
This commit is contained in:
Andrew
2020-07-08 10:51:54 +10:00
committed by GitHub
parent c2c200cd1b
commit 4a736fb335
112 changed files with 52287 additions and 12550 deletions

View File

@@ -3996,8 +3996,7 @@ var getHistoricCandlesCommand = cli.Command{
func getHistoricCandles(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "gethistoriccandles")
return nil
return cli.ShowCommandHelp(c, "gethistoriccandles")
}
var exchangeName string
@@ -4084,3 +4083,146 @@ func getHistoricCandles(c *cli.Context) error {
jsonOutput(result)
return nil
}
var getHistoricCandlesExtendedCommand = cli.Command{
Name: "gethistoriccandlesextended",
Usage: "gets historical candles extended for the specified granularity up to range size time from now",
ArgsUsage: "<exchange> <pair> <asset> <rangesize> <granularity>",
Action: getHistoricCandlesExtended,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to get the candles from",
},
cli.StringFlag{
Name: "pair",
Usage: "the currency pair to get the candles for",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type of the currency pair",
},
cli.Int64Flag{
Name: "granularity, g",
Usage: "example values are in seconds and can be one of the following {60 (1 Minute), 300 (5 Minute), 900 (15 Minute), 3600 (1 Hour), 21600 (6 Hour), 86400 (1 Day)}",
Value: 86400,
Destination: &candleGranularity,
},
cli.StringFlag{
Name: "start",
Usage: "<start>",
Value: time.Now().AddDate(0, -1, 0).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end>",
Value: time.Now().Format(common.SimpleTimeFormat),
Destination: &endTime,
},
},
}
func getHistoricCandlesExtended(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "gethistoriccandlesextended")
}
var exchangeName string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
var currencyPair string
if c.IsSet("pair") {
currencyPair = c.String("pair")
} else {
currencyPair = c.Args().Get(1)
}
if !validPair(currencyPair) {
return errInvalidPair
}
p := currency.NewPairDelimiter(currencyPair, pairDelimiter)
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("granularity") {
candleGranularity = c.Int64("granularity")
} else if c.Args().Get(3) != "" {
var err error
candleGranularity, err = strconv.ParseInt(c.Args().Get(3), 10, 64)
if err != nil {
return err
}
}
if !c.IsSet("start") {
if c.Args().Get(4) != "" {
startTime = c.Args().Get(4)
}
}
if !c.IsSet("end") {
if c.Args().Get(5) != "" {
endTime = c.Args().Get(5)
}
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
candleInterval := time.Duration(candleGranularity) * time.Second
s, err := time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err := time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after before")
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetHistoricCandles(context.Background(),
&gctrpc.GetHistoricCandlesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: s.Unix(),
End: e.Unix(),
TimeInterval: int64(candleInterval),
ExRequest: true,
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}

View File

@@ -136,6 +136,7 @@ func main() {
getExchangeTickerStreamCommand,
getAuditEventCommand,
getHistoricCandlesCommand,
getHistoricCandlesExtendedCommand,
gctScriptCommand,
}