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https://github.com/d0zingcat/gocryptotrader.git
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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
This commit is contained in:
Andrew
GitHub
@@ -110,9 +110,32 @@ func (b *Binance) SetDefaults() {
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},
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WithdrawPermissions: exchange.AutoWithdrawCrypto |
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exchange.NoFiatWithdrawals,
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Kline: kline.ExchangeCapabilitiesSupported{
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DateRanges: true,
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Intervals: true,
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},
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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Kline: kline.ExchangeCapabilitiesEnabled{
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Intervals: map[string]bool{
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kline.OneMin.Word(): true,
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kline.ThreeMin.Word(): true,
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kline.FiveMin.Word(): true,
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kline.FifteenMin.Word(): true,
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kline.ThirtyMin.Word(): true,
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kline.OneHour.Word(): true,
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kline.TwoHour.Word(): true,
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kline.FourHour.Word(): true,
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kline.SixHour.Word(): true,
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kline.TwelveHour.Word(): true,
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kline.OneDay.Word(): true,
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kline.ThreeDay.Word(): true,
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kline.OneWeek.Word(): true,
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kline.OneMonth.Word(): true,
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},
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ResultLimit: 1000,
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},
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},
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}
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@@ -672,22 +695,35 @@ func (b *Binance) ValidateCredentials() error {
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return b.CheckTransientError(err)
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}
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// GetHistoricCandles returns candles between a time period for a set time interval
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func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
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intervalToString, err := parseInterval(interval)
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if err != nil {
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return kline.Item{}, err
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// FormatExchangeKlineInterval returns Interval to exchange formatted string
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func (b *Binance) FormatExchangeKlineInterval(in kline.Interval) string {
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if in == kline.OneDay {
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return "1d"
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}
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klineParams := KlinesRequestParams{
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Interval: intervalToString,
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if in == kline.OneMonth {
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return "1M"
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}
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return in.Short()
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}
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// GetHistoricCandles returns candles between a time period for a set time interval
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func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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if !b.KlineIntervalEnabled(interval) {
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return kline.Item{}, kline.ErrorKline{
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Interval: interval,
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}
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}
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if kline.TotalCandlesPerInterval(start, end, interval) > b.Features.Enabled.Kline.ResultLimit {
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return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
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}
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req := KlinesRequestParams{
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Interval: b.FormatExchangeKlineInterval(interval),
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Symbol: b.FormatExchangeCurrency(pair, a).String(),
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StartTime: start.Unix() * 1000,
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EndTime: end.Unix() * 1000,
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}
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candles, err := b.GetSpotKline(klineParams)
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if err != nil {
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return kline.Item{}, err
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Limit: int(b.Features.Enabled.Kline.ResultLimit),
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}
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ret := kline.Item{
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@@ -697,6 +733,11 @@ func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, en
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Interval: interval,
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}
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candles, err := b.GetSpotKline(req)
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if err != nil {
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return kline.Item{}, err
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}
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for x := range candles {
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ret.Candles = append(ret.Candles, kline.Candle{
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Time: candles[x].OpenTime,
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@@ -707,5 +748,53 @@ func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, en
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Volume: candles[x].Volume,
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})
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}
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ret.SortCandlesByTimestamp(false)
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return ret, nil
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}
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// GetHistoricCandlesExtended returns candles between a time period for a set time interval
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func (b *Binance) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
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if !b.KlineIntervalEnabled(interval) {
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return kline.Item{}, kline.ErrorKline{
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Interval: interval,
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}
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}
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ret := kline.Item{
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Exchange: b.Name,
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Pair: pair,
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Asset: a,
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Interval: interval,
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}
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dates := kline.CalcDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
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for x := range dates {
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req := KlinesRequestParams{
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Interval: b.FormatExchangeKlineInterval(interval),
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Symbol: b.FormatExchangeCurrency(pair, a).String(),
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StartTime: dates[x].Start.UTC().Unix() * 1000,
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EndTime: dates[x].End.UTC().Unix() * 1000,
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Limit: int(b.Features.Enabled.Kline.ResultLimit),
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}
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candles, err := b.GetSpotKline(req)
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if err != nil {
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return kline.Item{}, err
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}
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for i := range candles {
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ret.Candles = append(ret.Candles, kline.Candle{
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Time: candles[i].OpenTime,
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Open: candles[i].Open,
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High: candles[i].Close,
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Low: candles[i].Low,
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Close: candles[i].Close,
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Volume: candles[i].Volume,
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})
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}
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}
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ret.SortCandlesByTimestamp(false)
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return ret, nil
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}
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