(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
2026-06-08 07:26:48 +00:00 · 2020-07-08 10:51:54 +10:00
parent c2c200cd1b
commit 4a736fb335
112 changed files with 52287 additions and 12550 deletions
--- a/exchanges/hitbtc/hitbtc.go
+++ b/exchanges/hitbtc/hitbtc.go
@@ -8,6 +8,7 @@ import (
 	"net/http"
 	"net/url"
 	"strconv"
+	"time"

 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
@@ -201,11 +202,10 @@ func (h *HitBTC) GetOrderbook(currencyPair string, limit int) (Orderbook, error)

 // GetCandles returns candles which is used for OHLC a specific currency.
 // Note: Result contain candles only with non zero volume.
-func (h *HitBTC) GetCandles(currencyPair, limit, period string) ([]ChartData, error) {
+func (h *HitBTC) GetCandles(currencyPair, limit, period string, start, end time.Time) ([]ChartData, error) {
 	// limit   Limit of candles, default 100.
 	// period  One of: M1 (one minute), M3, M5, M15, M30, H1, H4, D1, D7, 1M (one month). Default is M30 (30 minutes).
 	vals := url.Values{}
-
 	if limit != "" {
 		vals.Set("limit", limit)
 	}
@@ -214,6 +214,18 @@ func (h *HitBTC) GetCandles(currencyPair, limit, period string) ([]ChartData, er
 		vals.Set("period", period)
 	}

+	if !end.IsZero() && start.After(end) {
+		return nil, errors.New("start time cannot be after end time")
+	}
+
+	if !start.IsZero() {
+		vals.Set("from", start.Format(time.RFC3339))
+	}
+
+	if !end.IsZero() {
+		vals.Set("till", end.Format(time.RFC3339))
+	}
+
 	var resp []ChartData
 	path := fmt.Sprintf("%s/%s/%s?%s", h.API.Endpoints.URL, apiV2Candles, currencyPair, vals.Encode())
 	return resp, h.SendHTTPRequest(path, &resp)
--- a/exchanges/hitbtc/hitbtc_test.go
+++ b/exchanges/hitbtc/hitbtc_test.go
@@ -14,6 +14,7 @@ import (
 	"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/exchanges/sharedtestvalues"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
@@ -71,12 +72,42 @@ func TestGetTrades(t *testing.T) {
 }

 func TestGetChartCandles(t *testing.T) {
-	_, err := h.GetCandles("BTCUSD", "", "")
+	_, err := h.GetCandles("BTCUSD", "", "D1", time.Now().Add(-24*time.Hour), time.Now())
 	if err != nil {
 		t.Error("Test faild - HitBTC GetChartData() error", err)
 	}
 }

+func TestGetHistoricCandles(t *testing.T) {
+	currencyPair := currency.NewPairFromString("BTCUSD")
+	startTime := time.Now().Add(-time.Hour * 24)
+	end := time.Now()
+	_, err := h.GetHistoricCandles(currencyPair, asset.Spot, startTime, end, kline.OneMin)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, err = h.GetHistoricCandles(currencyPair, asset.Spot, startTime, end, kline.Interval(time.Hour*7))
+	if err == nil {
+		t.Fatal("unexpected result")
+	}
+}
+
+func TestGetHistoricCandlesExtended(t *testing.T) {
+	currencyPair := currency.NewPairFromString("BTCUSD")
+	startTime := time.Unix(1546300800, 0)
+	end := time.Unix(1577836799, 0)
+	_, err := h.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, end, kline.OneHour)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, err = h.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, end, kline.Interval(time.Hour*7))
+	if err == nil {
+		t.Fatal("unexpected result")
+	}
+}
+
 func TestGetCurrencies(t *testing.T) {
 	_, err := h.GetCurrencies()
 	if err != nil {
@@ -918,3 +949,44 @@ func TestWsTrades(t *testing.T) {
 		t.Error(err)
 	}
 }
+
+func Test_FormatExchangeKlineInterval(t *testing.T) {
+	testCases := []struct {
+		name     string
+		interval kline.Interval
+		output   string
+	}{
+		{
+			"OneMin",
+			kline.OneMin,
+			"M1",
+		},
+		{
+			"OneDay",
+			kline.OneDay,
+			"D1",
+		},
+		{
+			"SevenDay",
+			kline.SevenDay,
+			"D7",
+		},
+		{
+			"AllOther",
+			kline.OneMonth,
+			"",
+		},
+	}
+
+	for x := range testCases {
+		test := testCases[x]
+
+		t.Run(test.name, func(t *testing.T) {
+			ret := h.FormatExchangeKlineInterval(test.interval)
+
+			if ret != test.output {
+				t.Fatalf("unexpected result return expected: %v received: %v", test.output, ret)
+			}
+		})
+	}
+}
--- a/exchanges/hitbtc/hitbtc_wrapper.go
+++ b/exchanges/hitbtc/hitbtc_wrapper.go
@@ -109,9 +109,26 @@ func (h *HitBTC) SetDefaults() {
 			},
 			WithdrawPermissions: exchange.AutoWithdrawCrypto |
 				exchange.NoFiatWithdrawals,
+			Kline: kline.ExchangeCapabilitiesSupported{
+				Intervals:  true,
+				DateRanges: 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.ThirtyMin.Word(): true,
+					kline.OneHour.Word():   true,
+					kline.FourHour.Word():  true,
+					kline.OneDay.Word():    true,
+					kline.SevenDay.Word():  true,
+				},
+				ResultLimit: 1000,
+			},
 		},
 	}

@@ -628,7 +645,93 @@ func (h *HitBTC) ValidateCredentials() error {
 	return h.CheckTransientError(err)
 }

-// GetHistoricCandles returns candles between a time period for a set time interval
-func (h *HitBTC) 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 (h *HitBTC) FormatExchangeKlineInterval(in kline.Interval) string {
+	switch in {
+	case kline.OneMin, kline.ThreeMin,
+		kline.FiveMin, kline.FifteenMin, kline.ThirtyMin:
+		return "M" + in.Short()[:len(in.Short())-1]
+	case kline.OneDay:
+		return "D1"
+	case kline.SevenDay:
+		return "D7"
+	}
+	return ""
+}
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (h *HitBTC) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !h.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+	data, err := h.GetCandles(h.FormatExchangeCurrency(pair, a).String(),
+		strconv.FormatInt(int64(h.Features.Enabled.Kline.ResultLimit), 10),
+		h.FormatExchangeKlineInterval(interval),
+		start, end)
+	if err != nil {
+		return kline.Item{}, err
+	}
+
+	ret := kline.Item{
+		Exchange: h.Name,
+		Pair:     pair,
+		Asset:    a,
+		Interval: interval,
+	}
+	for x := range data {
+		ret.Candles = append(ret.Candles, kline.Candle{
+			Time:   data[x].Timestamp,
+			Open:   data[x].Open,
+			High:   data[x].Max,
+			Low:    data[x].Min,
+			Close:  data[x].Close,
+			Volume: data[x].Volume,
+		})
+	}
+
+	ret.SortCandlesByTimestamp(false)
+	return ret, nil
+}
+
+// GetHistoricCandlesExtended returns candles between a time period for a set time interval
+func (h *HitBTC) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !h.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+
+	ret := kline.Item{
+		Exchange: h.Name,
+		Pair:     pair,
+		Asset:    a,
+		Interval: interval,
+	}
+
+	dates := kline.CalcDateRanges(start, end, interval, h.Features.Enabled.Kline.ResultLimit)
+	for y := range dates {
+		data, err := h.GetCandles(h.FormatExchangeCurrency(pair, a).String(),
+			strconv.FormatInt(int64(h.Features.Enabled.Kline.ResultLimit), 10),
+			h.FormatExchangeKlineInterval(interval),
+			dates[y].Start, dates[y].End)
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		for i := range data {
+			ret.Candles = append(ret.Candles, kline.Candle{
+				Time:   data[i].Timestamp,
+				Open:   data[i].Open,
+				High:   data[i].Max,
+				Low:    data[i].Min,
+				Close:  data[i].Close,
+				Volume: data[i].Volume,
+			})
+		}
+	}
+
+	ret.SortCandlesByTimestamp(false)
+	return ret, nil
 }