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(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
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Andrew
GitHub
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docs/OHLCV.md
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docs/OHLCV.md
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# GoCryptoTrader OHLCV support
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<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/page-logo.png?raw=true" width="350px" height="350px" hspace="70">
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[](https://travis-ci.org/thrasher-corp/gocryptotrader)
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[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
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[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/exchanges)
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[](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
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[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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This exchanges package is part of the GoCryptoTrader codebase.
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## This is still in active development
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You can track ideas, planned features and what's in progress on this Trello board: [https://trello.com/b/ZAhMhpOy/gocryptotrader](https://trello.com/b/ZAhMhpOy/gocryptotrader).
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Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
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## Wrapper Methods
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Candle retrieval is handled by two methods
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GetHistoricCandles which makes a single request to the exchange and follows all exchange limitations
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```go
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func (b *base) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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return kline.Item{}, common.ErrFunctionNotSupported
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}
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```
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GetHistoricCandlesExtended that will make multiple requests to an exchange if the requested periods are outside exchange limits
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```go
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func (b *base) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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return kline.Item{}, common.ErrFunctionNotSupported
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}
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```
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both methods return kline.Item{}
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```go
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// Item holds all the relevant information for internal kline elements
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type Item struct {
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Exchange string
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Pair currency.Pair
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Asset asset.Item
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Interval Interval
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Candles []Candle
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}
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// Candle holds historic rate information.
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type Candle struct {
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Time time.Time
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Open float64
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High float64
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Low float64
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Close float64
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Volume float64
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}
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```
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## Exchange status
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| Exchange | Supported |
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|----------------|-------------|
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| Binance | Y |
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| Bitfinex | Y |
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| Bitflyer | |
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| Bithumb | Y |
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| Bitmex | |
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| Bitstamp | Y |
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| BTC Markets | Y |
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| Bittrex | |
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| BTSE | |
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| Coinbase Pro | Y |
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| Coinbene | Y |
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| Coinut | |
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| Exmo | |
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| GateIO | Y |
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| Gemini | |
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| HitBTC | Y |
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| Huobi | Y |
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| FTX | Y |
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| itBIT | |
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| Kraken | Y |
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| LakeBTC | |
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| lBank | Y |
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| Localbitcoins | |
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| Okcoin | Y |
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| Okex | Y |
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| Poloniex | Y |
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| Yobit | |
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| ZB | Y |
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