(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
2026-06-09 15:11:10 +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/okex/okex.go
+++ b/exchanges/okex/okex.go
@@ -159,12 +159,6 @@ func (o *OKEX) GetFuturesFilledOrder(request okgroup.GetFuturesFilledOrderReques
 	return resp, o.SendHTTPRequest(http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
 }

-// GetFuturesMarketData Get the charts of the trading pairs. Charts are returned in grouped buckets based on requested granularity.
-func (o *OKEX) GetFuturesMarketData(request okgroup.GetFuturesMarketDateRequest) (resp okgroup.GetFuturesMarketDataResponse, _ error) {
-	requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupGetSpotMarketData, okgroup.FormatParameters(request))
-	return resp, o.SendHTTPRequest(http.MethodGet, okGroupFuturesSubsection, requestURL, nil, &resp, true)
-}
-
 // GetFuturesHoldAmount Get the number of futures with hold.
 func (o *OKEX) GetFuturesHoldAmount(instrumentID string) (resp okgroup.GetFuturesHoldAmountResponse, _ error) {
 	requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupAccounts, instrumentID, okGroupFutureHolds)
@@ -327,12 +321,6 @@ func (o *OKEX) GetSwapFilledOrdersData(request *okgroup.GetSwapFilledOrdersDataR
 	return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
 }

-// GetSwapMarketData Get the charts of the trading pairs.
-func (o *OKEX) GetSwapMarketData(request okgroup.GetSwapMarketDataRequest) (resp []okgroup.GetSwapMarketDataResponse, _ error) {
-	requestURL := fmt.Sprintf("%v/%v/%v%v", okgroup.OKGroupInstruments, request.InstrumentID, okgroup.OKGroupGetSpotMarketData, okgroup.FormatParameters(request))
-	return resp, o.SendHTTPRequest(http.MethodGet, okGroupSwapSubsection, requestURL, nil, &resp, false)
-}
-
 // GetSwapIndices Get Indices of tokens.
 func (o *OKEX) GetSwapIndices(instrumentID string) (resp okgroup.GetSwapIndecesResponse, _ error) {
 	requestURL := fmt.Sprintf("%v/%v/%v", okgroup.OKGroupInstruments, instrumentID, okGroupIndices)
--- a/exchanges/okex/okex_test.go
+++ b/exchanges/okex/okex_test.go
@@ -19,6 +19,7 @@ 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/okgroup"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
@@ -519,16 +520,56 @@ func TestGetSpotFilledOrdersInformation(t *testing.T) {
 // TestGetSpotMarketData API endpoint test
 func TestGetSpotMarketData(t *testing.T) {
 	t.Parallel()
-	request := okgroup.GetSpotMarketDataRequest{
+	request := &okgroup.GetMarketDataRequest{
+		Asset:        asset.Spot,
 		InstrumentID: spotCurrency,
-		Granularity:  604800,
+		Granularity:  "604800",
 	}
-	_, err := o.GetSpotMarketData(request)
+	_, err := o.GetMarketData(request)
 	if err != nil {
 		t.Error(err)
 	}
 }

+func TestGetHistoricCandles(t *testing.T) {
+	currencyPair := currency.NewPairFromString("BTCUSDT")
+	startTime := time.Unix(1588636800, 0)
+	_, err := o.GetHistoricCandles(currencyPair, asset.Spot, startTime, time.Now(), kline.OneMin)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, err = o.GetHistoricCandles(currencyPair, asset.Spot, startTime, time.Now(), kline.Interval(time.Hour*7))
+	if err == nil {
+		t.Fatal("unexpected result")
+	}
+
+	_, err = o.GetHistoricCandles(currencyPair, asset.Margin, startTime, time.Now(), kline.Interval(time.Hour*7))
+	if err == nil {
+		t.Fatal("unexpected result")
+	}
+
+	swapPair := currency.NewPairFromString("BTC-USD_SWAP")
+	_, err = o.GetHistoricCandles(swapPair, asset.PerpetualSwap, startTime, time.Now(), kline.OneDay)
+	if err != nil {
+		t.Fatal(err)
+	}
+}
+
+func TestGetHistoricCandlesExtended(t *testing.T) {
+	currencyPair := currency.NewPairFromString("BTCUSDT")
+	startTime := time.Unix(1588636800, 0)
+	_, err := o.GetHistoricCandlesExtended(currencyPair, asset.Spot, startTime, time.Now(), kline.OneMin)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, err = o.GetHistoricCandles(currencyPair, asset.Spot, startTime, time.Now(), kline.Interval(time.Hour*7))
+	if err == nil {
+		t.Fatal("unexpected result")
+	}
+}
+
 // TestGetMarginTradingAccounts API endpoint test
 func TestGetMarginTradingAccounts(t *testing.T) {
 	t.Parallel()
@@ -1240,19 +1281,6 @@ func TestGetSwapFilledOrdersData(t *testing.T) {
 	}
 }

-// TestGetSwapMarketData API endpoint test
-func TestGetSwapMarketData(t *testing.T) {
-	t.Parallel()
-	request := okgroup.GetSwapMarketDataRequest{
-		InstrumentID: fmt.Sprintf("%v-%v-SWAP", currency.BTC, currency.USD),
-		Granularity:  604800,
-	}
-	_, err := o.GetSwapMarketData(request)
-	if err != nil {
-		t.Error(err)
-	}
-}
-
 // TestGetSwapIndeces API endpoint test
 func TestGetSwapIndeces(t *testing.T) {
 	t.Parallel()
--- a/exchanges/okex/okex_wrapper.go
+++ b/exchanges/okex/okex_wrapper.go
@@ -8,11 +8,13 @@ import (
 	"time"

 	"github.com/thrasher-corp/gocryptotrader/common"
+	"github.com/thrasher-corp/gocryptotrader/common/convert"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"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/okgroup"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
@@ -145,9 +147,31 @@ func (o *OKEX) SetDefaults() {
 			},
 			WithdrawPermissions: exchange.AutoWithdrawCrypto |
 				exchange.NoFiatWithdrawals,
+			Kline: kline.ExchangeCapabilitiesSupported{
+				DateRanges: true,
+				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.FifteenMin.Word(): true,
+					kline.ThirtyMin.Word():  true,
+					kline.OneHour.Word():    true,
+					kline.TwoHour.Word():    true,
+					kline.FourHour.Word():   true,
+					kline.SixHour.Word():    true,
+					kline.TwelveHour.Word(): true,
+					kline.OneDay.Word():     true,
+					kline.ThreeDay.Word():   true,
+					kline.OneWeek.Word():    true,
+				},
+				ResultLimit: 1440,
+			},
 		},
 	}

@@ -419,6 +443,142 @@ func (o *OKEX) FetchTicker(p currency.Pair, assetType asset.Item) (tickerData *t
 }

 // GetHistoricCandles returns candles between a time period for a set time interval
-func (o *OKEX) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
-	return kline.Item{}, common.ErrFunctionNotSupported
+func (o *OKEX) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !o.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+
+	req := &okgroup.GetMarketDataRequest{
+		Asset:        a,
+		Start:        start.UTC().Format(time.RFC3339),
+		End:          end.UTC().Format(time.RFC3339),
+		Granularity:  o.FormatExchangeKlineInterval(interval),
+		InstrumentID: o.FormatExchangeCurrency(pair, a).String(),
+	}
+
+	candles, err := o.GetMarketData(req)
+	if err != nil {
+		return kline.Item{}, err
+	}
+
+	ret := kline.Item{
+		Exchange: o.Name,
+		Pair:     pair,
+		Asset:    a,
+		Interval: interval,
+	}
+
+	for x := range candles {
+		t := candles[x].([]interface{})
+		tempCandle := kline.Candle{}
+		v, ok := t[0].(string)
+		if !ok {
+			return kline.Item{}, errors.New("unexpected value received")
+		}
+		tempCandle.Time, err = time.Parse(time.RFC3339, v)
+		if err != nil {
+			return kline.Item{}, err
+		}
+		tempCandle.Open, err = convert.FloatFromString(t[1])
+		if err != nil {
+			return kline.Item{}, err
+		}
+		tempCandle.High, err = convert.FloatFromString(t[2])
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		tempCandle.Low, err = convert.FloatFromString(t[3])
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		tempCandle.Close, err = convert.FloatFromString(t[4])
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		tempCandle.Volume, err = convert.FloatFromString(t[5])
+		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 (o *OKEX) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
+	if !o.KlineIntervalEnabled(interval) {
+		return kline.Item{}, kline.ErrorKline{
+			Interval: interval,
+		}
+	}
+
+	ret := kline.Item{
+		Exchange: o.Name,
+		Pair:     pair,
+		Asset:    a,
+		Interval: interval,
+	}
+
+	dates := kline.CalcDateRanges(start, end, interval, o.Features.Enabled.Kline.ResultLimit)
+	for x := range dates {
+		req := &okgroup.GetMarketDataRequest{
+			Asset:        a,
+			Start:        dates[x].Start.UTC().Format(time.RFC3339),
+			End:          dates[x].End.UTC().Format(time.RFC3339),
+			Granularity:  o.FormatExchangeKlineInterval(interval),
+			InstrumentID: o.FormatExchangeCurrency(pair, a).String(),
+		}
+
+		candles, err := o.GetMarketData(req)
+		if err != nil {
+			return kline.Item{}, err
+		}
+
+		for i := range candles {
+			t := candles[i].([]interface{})
+			tempCandle := kline.Candle{}
+			v, ok := t[0].(string)
+			if !ok {
+				return kline.Item{}, errors.New("unexpected value received")
+			}
+			tempCandle.Time, err = time.Parse(time.RFC3339, v)
+			if err != nil {
+				return kline.Item{}, err
+			}
+			tempCandle.Open, err = convert.FloatFromString(t[1])
+			if err != nil {
+				return kline.Item{}, err
+			}
+			tempCandle.High, err = convert.FloatFromString(t[2])
+			if err != nil {
+				return kline.Item{}, err
+			}
+
+			tempCandle.Low, err = convert.FloatFromString(t[3])
+			if err != nil {
+				return kline.Item{}, err
+			}
+
+			tempCandle.Close, err = convert.FloatFromString(t[4])
+			if err != nil {
+				return kline.Item{}, err
+			}
+
+			tempCandle.Volume, err = convert.FloatFromString(t[5])
+			if err != nil {
+				return kline.Item{}, err
+			}
+			ret.Candles = append(ret.Candles, tempCandle)
+		}
+	}
+
+	ret.SortCandlesByTimestamp(false)
+	return ret, nil
 }