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

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* 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
Download Patch File Download Diff File Expand all files Collapse all files

5
engine/fake_exchange_test.go
View File

@@ -177,7 +177,10 @@ func (h *FakePassingExchange) GetSubscriptions() ([]wshandler.WebsocketChannelSu
func (h *FakePassingExchange) GetDefaultConfig() (*config.ExchangeConfig, error) { return nil, nil }
func (h *FakePassingExchange) GetBase() *exchange.Base { return nil }
func (h *FakePassingExchange) SupportsAsset(_ asset.Item) bool { return true }
func (h *FakePassingExchange) GetHistoricCandles(_ currency.Pair, _ asset.Item, _, _ time.Time, _ time.Duration) (kline.Item, error) {
func (h *FakePassingExchange) GetHistoricCandles(_ currency.Pair, _ asset.Item, _, _ time.Time, _ kline.Interval) (kline.Item, error) {
return kline.Item{}, nil
}
func (h *FakePassingExchange) GetHistoricCandlesExtended(_ currency.Pair, _ asset.Item, _, _ time.Time, _ kline.Interval) (kline.Item, error) {
return kline.Item{}, nil
}
func (h *FakePassingExchange) DisableRateLimiter() error { return nil }

48
engine/rpcserver.go
View File

@@ -28,6 +28,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/database/repository/audit"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
@@ -1526,19 +1527,42 @@ func (s *RPCServer) GetHistoricCandles(ctx context.Context, req *gctrpc.GetHisto
return nil, errors.New("Exchange " + req.Exchange + " not found")
}
candles, err := exchange.GetHistoricCandles(currency.Pair{
Delimiter: req.Pair.Delimiter,
Base: currency.NewCode(req.Pair.Base),
Quote: currency.NewCode(req.Pair.Quote),
},
asset.Item(req.AssetType),
time.Unix(req.Start, 0),
time.Unix(req.End, 0),
time.Duration(req.TimeInterval))
if err != nil {
return nil, err
var candles kline.Item
var err error
if req.ExRequest {
candles, err = exchange.GetHistoricCandlesExtended(currency.Pair{
Delimiter: req.Pair.Delimiter,
Base: currency.NewCode(req.Pair.Base),
Quote: currency.NewCode(req.Pair.Quote),
},
asset.Item(strings.ToLower(req.AssetType)),
time.Unix(req.Start, 0),
time.Unix(req.End, 0),
kline.Interval(req.TimeInterval))
if err != nil {
return nil, err
}
} else {
candles, err = exchange.GetHistoricCandles(currency.Pair{
Delimiter: req.Pair.Delimiter,
Base: currency.NewCode(req.Pair.Base),
Quote: currency.NewCode(req.Pair.Quote),
},
asset.Item(strings.ToLower(req.AssetType)),
time.Unix(req.Start, 0),
time.Unix(req.End, 0),
kline.Interval(req.TimeInterval))
if err != nil {
return nil, err
}
}
resp := gctrpc.GetHistoricCandlesResponse{}
resp := gctrpc.GetHistoricCandlesResponse{
Exchange: exchange.GetName(),
Interval: kline.Interval(req.TimeInterval).Short(),
Start: req.Start,
End: req.End,
}
for i := range candles.Candles {
resp.Candle = append(resp.Candle, &gctrpc.Candle{
Time: candles.Candles[i].Time.Unix(),