(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

@@ -26,6 +26,7 @@ const (
publicTicker = "/public/ticker/"
publicOrderBook = "/public/orderbook/"
publicTransactionHistory = "/public/transaction_history/"
publicCandleStick = "/public/candlestick/"
privateAccInfo = "/info/account"
privateAccBalance = "/info/balance"
@@ -599,3 +600,10 @@ var errCode = map[string]string{
"5600": "CUSTOM NOTICE (상황별 에러 메시지 출력) usually means transaction not allowed",
"5900": "Unknown Error",
}
// GetCandleStick returns candle stick data for requested pair
func (b *Bithumb) GetCandleStick(symbol, interval string) (resp OHLCVResponse, err error) {
path := b.API.Endpoints.URL + publicCandleStick + symbol + "/" + interval
err = b.SendHTTPRequest(path, &resp)
return
}

View File

@@ -4,12 +4,15 @@ import (
"log"
"os"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/core"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"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/portfolio/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
@@ -523,3 +526,28 @@ func TestGetDepositAddress(t *testing.T) {
}
}
}
func TestGetCandleStick(t *testing.T) {
_, err := b.GetCandleStick("BTC_KRW", "1m")
if err != nil {
t.Fatal(err)
}
}
func TestGetHistoricCandles(t *testing.T) {
currencyPair := currency.NewPairFromString("BTC_KRW")
startTime := time.Now().Add(-time.Hour * 24)
_, err := b.GetHistoricCandles(currencyPair, asset.Spot, startTime, time.Now(), kline.OneDay)
if err != nil {
t.Fatal(err)
}
}
func TestGetHistoricCandlesExtended(t *testing.T) {
currencyPair := currency.NewPairFromString("BTC_KRW")
startTime := time.Now().Add(-time.Hour * 24)
_, err := b.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, time.Now(), kline.OneDay)
if err != nil {
t.Fatal(err)
}
}

View File

@@ -284,3 +284,9 @@ type FullBalance struct {
Xcoin map[string]float64
Available map[string]float64
}
// OHLCVResponse holds returned kline data
type OHLCVResponse struct {
Status string `json:"status"`
Data [][6]interface{} `json:"data"`
}

View File

@@ -64,6 +64,7 @@ func (b *Bithumb) SetDefaults() {
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "_",
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
@@ -95,15 +96,31 @@ func (b *Bithumb) SetDefaults() {
FiatWithdrawalFee: true,
CryptoDepositFee: true,
CryptoWithdrawalFee: true,
KlineFetching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.AutoWithdrawFiat,
Kline: kline.ExchangeCapabilitiesSupported{
Intervals: true,
},
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
Kline: kline.ExchangeCapabilitiesEnabled{
Intervals: map[string]bool{
kline.OneMin.Word(): true,
kline.ThreeMin.Word(): true,
kline.FiveMin.Word(): true,
kline.TenMin.Word(): true,
kline.ThirtyMin.Word(): true,
kline.OneHour.Word(): true,
kline.SixHour.Word(): true,
kline.TwelveHour.Word(): true,
kline.OneDay.Word(): true,
},
},
},
}
b.Requester = request.New(b.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(SetRateLimit()))
@@ -594,7 +611,94 @@ func (b *Bithumb) ValidateCredentials() error {
return b.CheckTransientError(err)
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bithumb) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
return kline.Item{}, common.ErrNotYetImplemented
// FormatExchangeKlineInterval returns Interval to exchange formatted string
func (b *Bithumb) FormatExchangeKlineInterval(in kline.Interval) string {
return in.Short()
}
// GetHistoricCandles returns candles between a time period for a set time interval
func (b *Bithumb) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if !b.KlineIntervalEnabled(interval) {
return kline.Item{}, kline.ErrorKline{
Interval: interval,
}
}
candle, err := b.GetCandleStick(b.FormatExchangeCurrency(pair, a).String(), b.FormatExchangeKlineInterval(interval))
if err != nil {
return kline.Item{}, err
}
ret := kline.Item{
Exchange: b.Name,
Pair: pair,
Interval: interval,
}
for x := range candle.Data {
var tempCandle kline.Candle
tempTime := candle.Data[x][0].(float64)
timestamp := time.Unix(0, int64(tempTime)*int64(time.Millisecond))
if timestamp.Before(start) {
continue
}
if timestamp.After(end) {
break
}
tempCandle.Time = timestamp
open, ok := candle.Data[x][1].(string)
if !ok {
return kline.Item{}, errors.New("open conversion failed")
}
tempCandle.Open, err = strconv.ParseFloat(open, 64)
if err != nil {
return kline.Item{}, err
}
high, ok := candle.Data[x][2].(string)
if !ok {
return kline.Item{}, errors.New("high conversion failed")
}
tempCandle.High, err = strconv.ParseFloat(high, 64)
if err != nil {
return kline.Item{}, err
}
low, ok := candle.Data[x][3].(string)
if !ok {
return kline.Item{}, errors.New("low conversion failed")
}
tempCandle.Low, err = strconv.ParseFloat(low, 64)
if err != nil {
return kline.Item{}, err
}
closeTemp, ok := candle.Data[x][4].(string)
if !ok {
return kline.Item{}, errors.New("close conversion failed")
}
tempCandle.Close, err = strconv.ParseFloat(closeTemp, 64)
if err != nil {
return kline.Item{}, err
}
vol, ok := candle.Data[x][5].(string)
if !ok {
return kline.Item{}, errors.New("vol conversion failed")
}
tempCandle.Volume, err = strconv.ParseFloat(vol, 64)
if err != nil {
return kline.Item{}, err
}
ret.Candles = append(ret.Candles, tempCandle)
}
ret.SortCandlesByTimestamp(false)
return ret, nil
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *Bithumb) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return b.GetHistoricCandles(pair, a, start, end, interval)
}