(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

exchanges/ftx/ftx.go

@@ -15,7 +15,6 @@ import (
 
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
-	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
@@ -870,27 +869,6 @@ func getOfflineTradeFee(feeBuilder *exchange.FeeBuilder) float64 {
 	return 0.0007 * feeBuilder.PurchasePrice * feeBuilder.Amount
 }
 
-func parseInterval(in time.Duration) (TimeInterval, error) {
-	switch in {
-	case kline.FifteenSecond:
-		return TimeIntervalFifteenSeconds, nil
-	case kline.OneMin:
-		return TimeIntervalMinute, nil
-	case kline.FiveMin:
-		return TimeIntervalFiveMinutes, nil
-	case kline.FifteenMin:
-		return TimeIntervalFifteenMinutes, nil
-	case kline.OneHour:
-		return TimeIntervalHour, nil
-	case kline.FourHour:
-		return TimeIntervalFourHours, nil
-	case kline.OneDay:
-		return TimeIntervalDay, nil
-	default:
-		return TimeIntervalMinute, errInvalidInterval
-	}
-}
-
 func (f *FTX) compatibleOrderVars(orderSide, orderStatus, orderType string, amount, filledAmount, avgFillPrice float64) (OrderVars, error) {
 	var resp OrderVars
 	switch orderSide {

exchanges/ftx/ftx_test.go

@@ -864,6 +864,17 @@ func TestGetHistoricCandles(t *testing.T) {
 	}
 }
 
+func TestGetHistoricCandlesExtended(t *testing.T) {
+	t.Parallel()
+	currencyPair := currency.NewPairFromString(spotPair)
+	start := time.Date(2019, 11, 12, 0, 0, 0, 0, time.UTC)
+	end := start.AddDate(0, 0, 5)
+	_, err := f.GetHistoricCandlesExtended(currencyPair, asset.Spot, start, end, kline.OneMin)
+	if err != nil {
+		t.Fatal(err)
+	}
+}
+
 func TestParsingWSFillData(t *testing.T) {
 	t.Parallel()
 	data := []byte(`{

exchanges/ftx/ftx_wrapper.go

@@ -111,9 +111,25 @@ func (f *FTX) SetDefaults() {
 				GetOrder:          true,
 			},
 			WithdrawPermissions: exchange.NoAPIWithdrawalMethods,
+			Kline: kline.ExchangeCapabilitiesSupported{
+				DateRanges: true,
+				Intervals:  true,
+			},
 		},
 		Enabled: exchange.FeaturesEnabled{
 			AutoPairUpdates: true,
+			Kline: kline.ExchangeCapabilitiesEnabled{
+				Intervals: map[string]bool{
+					kline.FifteenSecond.Word(): true,
+					kline.OneMin.Word():        true,
+					kline.FiveMin.Word():       true,
+					kline.FifteenMin.Word():    true,
+					kline.OneHour.Word():       true,
+					kline.FourHour.Word():      true,
+					kline.OneDay.Word():        true,
+				},
+				ResultLimit: 5000,
+			},
 		},
 	}
 
@@ -845,29 +861,76 @@ func (f *FTX) ValidateCredentials() error {
 }
 
 // GetHistoricCandles returns candles between a time period for a set time interval
-func (f *FTX) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
-	intervalToString, err := parseInterval(interval)
+func (f *FTX) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !f.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+
+	ohlcData, err := f.GetHistoricalData(f.FormatExchangeCurrency(p, a).String(),
+		f.FormatExchangeKlineInterval(interval),
+		strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
+		start, end)
 	if err != nil {
 		return kline.Item{}, err
 	}
-	var resp kline.Item
-	ohlcData, err := f.GetHistoricalData(f.FormatExchangeCurrency(pair, a).String(),
-		string(intervalToString), "", start, end)
-	if err != nil {
-		return resp, err
+
+	ret := kline.Item{
+		Exchange: f.Name,
+		Pair:     p,
+		Asset:    a,
+		Interval: interval,
 	}
-	resp.Exchange = f.Name
-	resp.Asset = a
-	resp.Pair = pair
+
 	for x := range ohlcData {
-		var tempData kline.Candle
-		tempData.Open = ohlcData[x].Open
-		tempData.High = ohlcData[x].High
-		tempData.Low = ohlcData[x].Low
-		tempData.Close = ohlcData[x].Close
-		tempData.Volume = ohlcData[x].Volume
-		tempData.Time = ohlcData[x].StartTime
-		resp.Candles = append(resp.Candles, tempData)
+		ret.Candles = append(ret.Candles, kline.Candle{
+			Time:   ohlcData[x].StartTime,
+			Open:   ohlcData[x].Open,
+			High:   ohlcData[x].High,
+			Low:    ohlcData[x].Low,
+			Close:  ohlcData[x].Close,
+			Volume: ohlcData[x].Volume,
+		})
 	}
-	return resp, nil
+	return ret, nil
+}
+
+// GetHistoricCandlesExtended returns candles between a time period for a set time interval
+func (f *FTX) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !f.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+
+	ret := kline.Item{
+		Exchange: f.Name,
+		Pair:     p,
+		Asset:    a,
+		Interval: interval,
+	}
+
+	dates := kline.CalcDateRanges(start, end, interval, f.Features.Enabled.Kline.ResultLimit)
+	for x := range dates {
+		ohlcData, err := f.GetHistoricalData(f.FormatExchangeCurrency(p, a).String(),
+			f.FormatExchangeKlineInterval(interval),
+			strconv.FormatInt(int64(f.Features.Enabled.Kline.ResultLimit), 10),
+			dates[x].Start, dates[x].End)
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		for i := range ohlcData {
+			ret.Candles = append(ret.Candles, kline.Candle{
+				Time:   ohlcData[i].StartTime,
+				Open:   ohlcData[i].Open,
+				High:   ohlcData[i].High,
+				Low:    ohlcData[i].Low,
+				Close:  ohlcData[i].Close,
+				Volume: ohlcData[i].Volume,
+			})
+		}
+	}
+	return ret, nil
 }