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Add OHLC retrieval func (GetHistoricCandles) to all exchanges and expose it as a wrapper func (#414)

Browse Source 
* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* gethistriccandles work from cli using hard coded inputs

* gethistoriccandles RPC service and CLI working fine for coinbasepro

* fixed unit test

* input check on grpc for gethistoriccandles

* updated deps

* fixed the return value when a method is not yet implemented

* code review: fixed CLI input check and int32->int64

* code review: handling wrong exchange name

* added check on granularity and allowing start and end being empty

* code review: removed currency2

* code review: dependency reverted

* improved func comment

* typo in func comment

* get historic values tests

* unit tests for get historical rates on coinbasepro

* using time format time.RFC3339

* names to camel case and improved comments

* test cleanup

* changed to camel case

* added InArray tests

* dropped not needed string time

* enforced use of int64

* fixed make check

* cleaned up code organisation to be consistent

* fixed Travis remarks

* more Travis remarks

* added comments

* regenerated proto files after merge

* linter fix
This commit is contained in:
Christian Achilli
2020-01-24 05:10:33 +00:00
committed by Adrian Gallagher
parent e5b64a5580
commit 5ac5ec8fc1
42 changed files with 1230 additions and 357 deletions
Download Patch File Download Diff File Expand all files Collapse all files

101
cmd/gctcli/commands.go
View File

@@ -3350,3 +3350,104 @@ func gctScriptUpload(c *cli.Context) error {
jsonOutput(uploadCommand)
return nil
}
var getHistoricCandlesCommand = cli.Command{
Name: "gethistoriccandles",
Usage: "gets historical candles for the specified granularity up to range size time from now.",
ArgsUsage: "<exchange> <pair> <rangesize> <granularity>",
Action: getHistoricCandles,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to get the candles from",
},
cli.StringFlag{
Name: "pair",
Usage: "the currency pair to get the candles for",
},
cli.IntFlag{
Name: "rangesize, r",
Usage: "the amount of time to go back from now to fetch candles in the given granularity",
},
cli.IntFlag{
Name: "granularity, g",
Usage: "value is in seconds and can be one of the following {60, 300, 900, 3600, 21600, 86400}",
},
},
}
func getHistoricCandles(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "gethistoriccandles")
return nil
}
var exchangeName string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
var currencyPair string
if c.IsSet("pair") {
currencyPair = c.String("pair")
} else {
currencyPair = c.Args().Get(1)
}
if !validPair(currencyPair) {
return errInvalidPair
}
p := currency.NewPairDelimiter(currencyPair, pairDelimiter)
var rangesize int64
if c.IsSet("rangesize") {
rangesize = c.Int64("rangesize")
} else {
rs, err := strconv.Atoi(c.Args().Get(2))
if err != nil {
return fmt.Errorf("unable to strconv input to int. Err: %s", err)
}
rangesize = int64(rs)
}
var granularity int64
if c.IsSet("granularity") {
granularity = c.Int64("granularity")
} else {
gr, err := strconv.Atoi(c.Args().Get(3))
if err != nil {
return fmt.Errorf("unable to strconv input to int. Err: %s", err)
}
granularity = int64(gr)
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetHistoricCandles(context.Background(),
&gctrpc.GetHistoricCandlesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
Rangesize: rangesize,
Granularity: granularity,
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}

1
cmd/gctcli/main.go
View File

@@ -133,6 +133,7 @@ func main() {
getTickerStreamCommand,
getExchangeTickerStreamCommand,
getAuditEventCommand,
getHistoricCandlesCommand,
gctScriptCommand,
}

22
common/common.go
View File

@@ -12,6 +12,7 @@ import (
"os"
"os/user"
"path/filepath"
"reflect"
"regexp"
"strconv"
"strings"
@@ -354,3 +355,24 @@ func SplitStringSliceByLimit(in []string, limit uint) [][]string {
}
return sliceSlice
}
// InArray checks if _val_ belongs to _array_
func InArray(val, array interface{}) (exists bool, index int) {
exists = false
index = -1
if array == nil {
return
}
switch reflect.TypeOf(array).Kind() {
case reflect.Array, reflect.Slice:
s := reflect.ValueOf(array)
for i := 0; i < s.Len(); i++ {
if reflect.DeepEqual(val, s.Index(i).Interface()) {
index = i
exists = true
return
}
}
}
return
}

38
common/common_test.go
View File

@@ -526,3 +526,41 @@ func TestSplitStringSliceByLimit(t *testing.T) {
t.Errorf("expected len() to be 20 instead received: %v", len(out[0]))
}
}
func TestInArray(t *testing.T) {
InArray(nil, nil)
array := [6]int{2, 3, 5, 7, 11, 13}
isIn, pos := InArray(5, array)
if !isIn {
t.Errorf("failed to find the value within the array")
}
if pos != 2 {
t.Errorf("failed return the correct position of the value in the array")
}
isIn, _ = InArray(1, array)
if isIn {
t.Errorf("found a non existent value in the array")
}
slice := make([]int, 0)
slice = append(append(slice, 5), 3)
isIn, pos = InArray(5, slice)
if !isIn {
t.Errorf("failed to find the value within the slice")
}
if pos != 0 {
t.Errorf("failed return the correct position of the value in the slice")
}
isIn, pos = InArray(3, slice)
if !isIn {
t.Errorf("failed to find the value within the slice")
}
if pos != 1 {
t.Errorf("failed return the correct position of the value in the slice")
}
isIn, _ = InArray(1, slice)
if isIn {
t.Errorf("found a non existent value in the slice")
}
}

38
engine/rpcserver.go
View File

@@ -1221,6 +1221,44 @@ func (s *RPCServer) GetAuditEvent(ctx context.Context, r *gctrpc.GetAuditEventRe
return &resp, nil
}
// GetHistoricCandles returns historical candles for a given exchange
func (s *RPCServer) GetHistoricCandles(ctx context.Context, req *gctrpc.GetHistoricCandlesRequest) (*gctrpc.GetHistoricCandlesResponse, error) {
if req.Exchange == "" {
return nil, errors.New(errExchangeNameUnset)
}
if req.Pair.String() == "" {
return nil, errors.New(errCurrencyPairUnset)
}
exchange := GetExchangeByName(req.Exchange)
if exchange == nil {
return nil, errors.New("Exchange " + req.Exchange + " not found")
}
candles, err := exchange.GetHistoricCandles(currency.Pair{
Delimiter: req.Pair.Delimiter,
Base: currency.NewCode(req.Pair.Base),
Quote: currency.NewCode(req.Pair.Quote),
}, req.Rangesize, req.Granularity)
if err != nil {
return nil, err
}
resp := gctrpc.GetHistoricCandlesResponse{}
for _, candle := range candles {
tempCandle := &gctrpc.Candle{
Time: candle.Time,
Low: candle.Low,
High: candle.High,
Open: candle.Open,
Close: candle.Close,
Volume: candle.Volume,
}
resp.Candle = append(resp.Candle, tempCandle)
}
return &resp, nil
}
// GCTScriptStatus returns a slice of current running scripts that includes next run time and uuid
func (s *RPCServer) GCTScriptStatus(ctx context.Context, r *gctrpc.GCTScriptStatusRequest) (*gctrpc.GCTScriptStatusResponse, error) {
if !gctscript.GCTScriptConfig.Enabled {

5
exchanges/binance/binance.go
View File

@@ -72,6 +72,11 @@ type Binance struct {
validIntervals []TimeInterval
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Binance) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetExchangeInfo returns exchange information. Check binance_types for more
// information
func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {

5
exchanges/bitfinex/bitfinex.go
View File

@@ -91,6 +91,11 @@ type Bitfinex struct {
WebsocketSubdChannels map[int]WebsocketChanInfo
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bitfinex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetPlatformStatus returns the Bifinex platform status
func (b *Bitfinex) GetPlatformStatus() (int, error) {
var response []interface{}

6
exchanges/bitflyer/bitflyer.go
View File

@@ -7,6 +7,7 @@ import (
"net/url"
"strconv"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
)
@@ -70,6 +71,11 @@ type Bitflyer struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bitflyer) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetLatestBlockCA returns the latest block information from bitflyer chain
// analysis system
func (b *Bitflyer) GetLatestBlockCA() (ChainAnalysisBlock, error) {

6
exchanges/bithumb/bithumb.go
View File

@@ -11,6 +11,7 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -55,6 +56,11 @@ type Bithumb struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bithumb) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTradablePairs returns a list of tradable currencies
func (b *Bithumb) GetTradablePairs() ([]string, error) {
result, err := b.GetAllTickers()

6
exchanges/bitmex/bitmex.go
View File

@@ -9,6 +9,7 @@ import (
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -908,3 +909,8 @@ func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
return fee * purchasePrice * amount
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bitmex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}

5
exchanges/bitstamp/bitstamp.go
View File

@@ -64,6 +64,11 @@ type Bitstamp struct {
WebsocketConn *wshandler.WebsocketConnection
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bitstamp) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetFee returns an estimate of fee based on type of transaction
func (b *Bitstamp) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64

6
exchanges/bittrex/bittrex.go
View File

@@ -9,6 +9,7 @@ import (
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -62,6 +63,11 @@ type Bittrex struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *Bittrex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetMarkets is used to get the open and available trading markets at Bittrex
// along with other meta data.
func (b *Bittrex) GetMarkets() (Market, error) {

5
exchanges/btcmarkets/btcmarkets.go
View File

@@ -82,6 +82,11 @@ type BTCMarkets struct {
WebsocketConn *wshandler.WebsocketConnection
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *BTCMarkets) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetMarkets returns the BTCMarkets instruments
func (b *BTCMarkets) GetMarkets() ([]Market, error) {
var resp []Market

6
exchanges/btse/btse.go
View File

@@ -10,6 +10,7 @@ import (
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -324,3 +325,8 @@ func calculateTradingFee(isMaker bool) float64 {
func parseOrderTime(timeStr string) (time.Time, error) {
return time.Parse(btseTimeLayout, timeStr)
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (b *BTSE) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}

19
exchanges/coinbasepro/coinbasepro.go
View File

@@ -162,19 +162,28 @@ func (c *CoinbasePro) GetTrades(currencyPair string) ([]Trade, error) {
// GetHistoricRates returns historic rates for a product. Rates are returned in
// grouped buckets based on requested granularity.
func (c *CoinbasePro) GetHistoricRates(currencyPair string, start, end, granularity int64) ([]History, error) {
func (c *CoinbasePro) GetHistoricRates(currencyPair, start, end string, granularity int64) ([]History, error) {
var resp [][]interface{}
var history []History
values := url.Values{}
if start > 0 {
values.Set("start", strconv.FormatInt(start, 10))
if len(start) > 0 {
values.Set("start", start)
} else {
values.Set("start", "")
}
if end > 0 {
values.Set("end", strconv.FormatInt(end, 10))
if len(end) > 0 {
values.Set("end", end)
} else {
values.Set("end", "")
}
allowedGranularities := [6]int64{60, 300, 900, 3600, 21600, 86400}
validGran, _ := common.InArray(granularity, allowedGranularities)
if !validGran {
return nil, errors.New("Invalid granularity value: " + strconv.FormatInt(granularity, 10) + ". Allowed values are {60, 300, 900, 3600, 21600, 86400}")
}
if granularity > 0 {
values.Set("granularity", strconv.FormatInt(granularity, 10))
}

52
exchanges/coinbasepro/coinbasepro_test.go
View File

@@ -1,6 +1,7 @@
package coinbasepro
import (
"fmt"
"log"
"net/http"
"os"
@@ -75,10 +76,55 @@ func TestGetTrades(t *testing.T) {
}
}
func TestGetHistoricRates(t *testing.T) {
_, err := c.GetHistoricRates(testPair, 0, 0, 0)
func TestGetHistoricRatesApiCheck(t *testing.T) {
e := expectedCandles(5, 300, 60)
if e != nil {
t.Error(e)
}
e = expectedCandles(2, 600, 300)
if e != nil {
t.Error(e)
}
e = expectedCandles(2, 1800, 900)
if e != nil {
t.Error(e)
}
e = expectedCandles(2, 7200, 3600)
if e != nil {
t.Error(e)
}
e = expectedCandles(2, 43200, 21600)
if e != nil {
t.Error(e)
}
e = expectedCandles(2, 172800, 86400)
if e != nil {
t.Error(e)
}
}
// expectedCandles uses the previous candle time window because the current one might not be complete and if used the test would become non-deterministic
func expectedCandles(expectedCandles int, timeRange time.Duration, candleGranularity int64) error {
end := time.Now().UTC().Add(-time.Second * timeRange) // the latest candle may not yet be ready, so skipping to the previous one
start := end.Add(-time.Second * timeRange)
resp, err := c.GetHistoricRates(testPair, start.Format(time.RFC3339), end.Format(time.RFC3339), candleGranularity)
if err != nil {
t.Error("GetHistoricRates() error", err)
return err
}
if len(resp) != expectedCandles {
err := fmt.Errorf("expected %d candles, returned: %d", expectedCandles, len(resp))
return err
}
return nil
}
func TestGetHistoricRatesGranularityCheck(t *testing.T) {
end := time.Now().UTC()
start := time.Now().UTC().Add(-time.Second * 300)
invalidGranularity := 11
_, err := c.GetHistoricRates(testPair, start.Format(time.RFC3339), end.Format(time.RFC3339), int64(invalidGranularity))
if err == nil {
t.Error("granularity validation did not work as expected")
}
}

24
exchanges/coinbasepro/coinbasepro_wrapper.go
View File

@@ -96,6 +96,7 @@ func (c *CoinbasePro) SetDefaults() {
TradeFee: true,
FiatDepositFee: true,
FiatWithdrawalFee: true,
CandleHistory: true,
},
WebsocketCapabilities: protocol.Features{
TickerFetching: true,
@@ -615,3 +616,26 @@ func (c *CoinbasePro) GetSubscriptions() ([]wshandler.WebsocketChannelSubscripti
func (c *CoinbasePro) AuthenticateWebsocket() error {
return common.ErrFunctionNotSupported
}
// GetHistoricCandles Allows to retrieve an amount of candles back in time starting from now up to rangesize * granularity, where granularity is the trade period covered by each candle
func (c *CoinbasePro) GetHistoricCandles(p currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
end := time.Now().UTC()
b := granularity * rangesize
start := time.Now().UTC().Add(-time.Second * time.Duration(b))
history, err := c.GetHistoricRates(p.String(), start.Format(time.RFC3339), end.Format(time.RFC3339), granularity)
if err != nil {
return nil, err
}
var candles []exchange.Candle
for x := range history {
candles = append(candles, exchange.Candle{
Time: history[x].Time,
Low: history[x].Low,
High: history[x].High,
Open: history[x].Open,
Close: history[x].Close,
Volume: history[x].Volume,
})
}
return candles, nil
}

6
exchanges/coinbene/coinbene.go
View File

@@ -14,6 +14,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
@@ -1072,3 +1073,8 @@ func (c *Coinbene) SendAuthHTTPRequest(method, path, epPath string, isSwap bool,
}
return json.Unmarshal(resp, result)
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (c *Coinbene) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}

6
exchanges/coinut/coinut.go
View File

@@ -9,6 +9,7 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -55,6 +56,11 @@ type COINUT struct {
instrumentMap instrumentMap
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (c *COINUT) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// SeedInstruments seeds the instrument map
func (c *COINUT) SeedInstruments() error {
i, err := c.GetInstruments()

10
exchanges/exchange_types.go
View File

@@ -139,6 +139,16 @@ type TradeHistory struct {
Description string
}
// Candle holds historic rate information. Modelled after the Coinbase historic rate structure
type Candle struct {
Time int64
Low float64
High float64
Open float64
Close float64
Volume float64
}
// FundHistory holds exchange funding history data
type FundHistory struct {
ExchangeName string

5
exchanges/exmo/exmo.go
View File

@@ -49,6 +49,11 @@ type EXMO struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (e *EXMO) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTrades returns the trades for a symbol or symbols
func (e *EXMO) GetTrades(symbol string) (map[string][]Trades, error) {
v := url.Values{}

7
exchanges/gateio/gateio.go
View File

@@ -8,6 +8,7 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
@@ -47,6 +48,12 @@ type Gateio struct {
exchange.Base
}
// GetHistoriCandles
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (g *Gateio) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetSymbols returns all supported symbols
func (g *Gateio) GetSymbols() ([]string, error) {
var result []string

6
exchanges/gemini/gemini.go
View File

@@ -11,6 +11,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -444,3 +445,8 @@ func calculateTradingFee(notionVolume *NotionalVolume, purchasePrice, amount flo
return volumeFee * amount * purchasePrice
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (g *Gemini) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}

6
exchanges/hitbtc/hitbtc.go
View File

@@ -8,6 +8,7 @@ import (
"net/url"
"strconv"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -50,6 +51,11 @@ type HitBTC struct {
WebsocketConn *wshandler.WebsocketConnection
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (h *HitBTC) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// Public Market Data
// https://api.hitbtc.com/?python#market-data

5
exchanges/huobi/huobi.go
View File

@@ -70,6 +70,11 @@ type HUOBI struct {
AuthenticatedWebsocketConn *wshandler.WebsocketConnection
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (h *HUOBI) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetSpotKline returns kline data
// KlinesRequestParams contains symbol, period and size
func (h *HUOBI) GetSpotKline(arg KlinesRequestParams) ([]KlineItem, error) {

1
exchanges/interfaces.go
View File

@@ -68,4 +68,5 @@ type IBotExchange interface {
GetDefaultConfig() (*config.ExchangeConfig, error)
GetBase() *Base
SupportsAsset(assetType asset.Item) bool
GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]Candle, error)
}

5
exchanges/itbit/itbit.go
View File

@@ -40,6 +40,11 @@ type ItBit struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (i *ItBit) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTicker returns ticker info for a specified market.
// currencyPair - example "XBTUSD" "XBTSGD" "XBTEUR"
func (i *ItBit) GetTicker(currencyPair string) (Ticker, error) {

6
exchanges/kraken/kraken.go
View File

@@ -9,6 +9,7 @@ import (
"strings"
"sync"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -63,6 +64,11 @@ type Kraken struct {
wsRequestMtx sync.Mutex
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (k *Kraken) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetServerTime returns current server time
func (k *Kraken) GetServerTime() (TimeResponse, error) {
path := fmt.Sprintf("%s/%s/public/%s", k.API.Endpoints.URL, krakenAPIVersion, krakenServerTime)

6
exchanges/lakebtc/lakebtc.go
View File

@@ -8,6 +8,7 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -40,6 +41,11 @@ type LakeBTC struct {
WebsocketConn
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (l *LakeBTC) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTicker returns the current ticker from lakeBTC
func (l *LakeBTC) GetTicker() (map[string]Ticker, error) {
response := make(map[string]TickerResponse)

7
exchanges/lbank/lbank.go
View File

@@ -15,7 +15,9 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
gctcrypto "github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
@@ -578,3 +580,8 @@ func (l *Lbank) SendAuthHTTPRequest(method, endpoint string, vals url.Values, re
l.HTTPDebugging,
l.HTTPRecording)
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (l *Lbank) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}

6
exchanges/localbitcoins/localbitcoins.go
View File

@@ -11,6 +11,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
@@ -112,6 +113,11 @@ type LocalBitcoins struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (l *LocalBitcoins) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}
// GetAccountInformation lets you retrieve the public user information on a
// LocalBitcoins user. The response contains the same information that is found
// on an account's public profile page.

8
exchanges/okcoin/okcoin.go
View File

@@ -1,6 +1,9 @@
package okcoin
import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/okgroup"
)
@@ -18,3 +21,8 @@ const (
type OKCoin struct {
okgroup.OKGroup
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (o *OKCoin) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}

7
exchanges/okex/okex.go
View File

@@ -5,6 +5,8 @@ import (
"net/http"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/okgroup"
)
@@ -45,6 +47,11 @@ type OKEX struct {
okgroup.OKGroup
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (o *OKEX) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFuturesPostions Get the information of all holding positions in futures trading.
// Due to high energy consumption, you are advised to capture data with the "Futures Account of a Currency" API instead.
func (o *OKEX) GetFuturesPostions() (resp okgroup.GetFuturesPositionsResponse, _ error) {

6
exchanges/poloniex/poloniex.go
View File

@@ -10,6 +10,7 @@ import (
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -59,6 +60,11 @@ type Poloniex struct {
WebsocketConn *wshandler.WebsocketConnection
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (p *Poloniex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetTicker returns current ticker information
func (p *Poloniex) GetTicker() (map[string]Ticker, error) {
type response struct {

1
exchanges/protocol/features.go
View File

@@ -37,4 +37,5 @@ type Features struct {
AuthenticatedEndpoints bool `json:"authenticatedEndpoints,omitempty"`
MessageCorrelation bool `json:"messageCorrelation,omitempty"`
MessageSequenceNumbers bool `json:"messageSequenceNumbers,omitempty"`
CandleHistory bool `json:"candlehistory,omitempty"`
}

6
exchanges/yobit/yobit.go
View File

@@ -8,6 +8,7 @@ import (
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -42,6 +43,11 @@ type Yobit struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (y *Yobit) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// GetInfo returns the Yobit info
func (y *Yobit) GetInfo() (Info, error) {
resp := Info{}

6
exchanges/zb/zb.go
View File

@@ -10,6 +10,7 @@ import (
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
@@ -47,6 +48,11 @@ type ZB struct {
exchange.Base
}
// GetHistoriCandles returns _rangesize_ number of candles for the given _granularity_ and _pair_ starting from the latest available
func (z *ZB) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
return nil, common.ErrNotYetImplemented
}
// SpotNewOrder submits an order to ZB
func (z *ZB) SpotNewOrder(arg SpotNewOrderRequestParams) (int64, error) {
var result SpotNewOrderResponse

1
gctrpc/gen_pb_linux.sh
View File

@@ -1,4 +1,5 @@
echo "GoCryptoTrader: Generating gRPC, proxy and swagger files."
export GOPATH=$(go env GOPATH)
protoc -I=. -I=$GOPATH/src -I=$GOPATH/src/github.com/grpc-ecosystem/grpc-gateway/third_party/googleapis --go_out=plugins=grpc:. rpc.proto
protoc -I=. -I=$GOPATH/src -I=$GOPATH/src/github.com/grpc-ecosystem/grpc-gateway/third_party/googleapis --grpc-gateway_out=logtostderr=true:. rpc.proto
protoc -I=. -I=$GOPATH/src -I=$GOPATH/src/github.com/grpc-ecosystem/grpc-gateway/third_party/googleapis --swagger_out=logtostderr=true:. rpc.proto

926
gctrpc/rpc.pb.go
View File

File diff suppressed because it is too large Load Diff

77
gctrpc/rpc.pb.gw.go
View File

@@ -1711,6 +1711,39 @@ func local_request_GoCryptoTrader_GCTScriptAutoLoadToggle_0(ctx context.Context,
}
var (
filter_GoCryptoTrader_GetHistoricCandles_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTrader_GetHistoricCandles_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq GetHistoricCandlesRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetHistoricCandles_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := client.GetHistoricCandles(ctx, &protoReq, grpc.Header(&metadata.HeaderMD), grpc.Trailer(&metadata.TrailerMD))
return msg, metadata, err
}
func local_request_GoCryptoTrader_GetHistoricCandles_0(ctx context.Context, marshaler runtime.Marshaler, server GoCryptoTraderServer, req *http.Request, pathParams map[string]string) (proto.Message, runtime.ServerMetadata, error) {
var protoReq GetHistoricCandlesRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetHistoricCandles_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
msg, err := server.GetHistoricCandles(ctx, &protoReq)
return msg, metadata, err
}
// RegisterGoCryptoTraderHandlerServer registers the http handlers for service GoCryptoTrader to "mux".
// UnaryRPC :call GoCryptoTraderServer directly.
// StreamingRPC :currently unsupported pending https://github.com/grpc/grpc-go/issues/906.
@@ -2804,6 +2837,26 @@ func RegisterGoCryptoTraderHandlerServer(ctx context.Context, mux *runtime.Serve
})
mux.Handle("GET", pattern_GoCryptoTrader_GetHistoricCandles_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateIncomingContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := local_request_GoCryptoTrader_GetHistoricCandles_0(rctx, inboundMarshaler, server, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetHistoricCandles_0(ctx, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
return nil
}
@@ -3985,6 +4038,26 @@ func RegisterGoCryptoTraderHandlerClient(ctx context.Context, mux *runtime.Serve
})
mux.Handle("GET", pattern_GoCryptoTrader_GetHistoricCandles_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_GetHistoricCandles_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetHistoricCandles_0(ctx, mux, outboundMarshaler, w, req, resp, mux.GetForwardResponseOptions()...)
})
return nil
}
@@ -4102,6 +4175,8 @@ var (
pattern_GoCryptoTrader_GCTScriptListAll_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1, 2, 2}, []string{"v1", "gctscript", "stop"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GCTScriptAutoLoadToggle_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1, 2, 2}, []string{"v1", "gctscript", "autoload"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetHistoricCandles_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "gethistoriccandles"}, "", runtime.AssumeColonVerbOpt(true)))
)
var (
@@ -4218,4 +4293,6 @@ var (
forward_GoCryptoTrader_GCTScriptListAll_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_GCTScriptAutoLoadToggle_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_GetHistoricCandles_0 = runtime.ForwardResponseMessage
)

26
gctrpc/rpc.proto
View File

@@ -521,6 +521,26 @@ message GetAuditEventResponse {
repeated AuditEvent events = 1;
}
message GetHistoricCandlesRequest {
string exchange = 1;
CurrencyPair pair = 2;
int64 rangesize = 3;
int64 granularity = 4;
}
message GetHistoricCandlesResponse {
repeated Candle candle =1;
}
message Candle {
int64 time = 1;
double low = 2;
double high = 3;
double open = 4;
double close = 5;
double volume = 6;
}
message AuditEvent {
string type = 1 ;
string identifier = 2;
@@ -956,5 +976,9 @@ service GoCryptoTrader {
};
}
rpc GetHistoricCandles(GetHistoricCandlesRequest) returns (GetHistoricCandlesResponse) {
option (google.api.http) = {
get: "/v1/gethistoriccandles"
};
}
}

96
gctrpc/rpc.swagger.json
View File

@@ -840,6 +840,62 @@
]
}
},
"/v1/gethistoriccandles": {
"get": {
"operationId": "GetHistoricCandles",
"responses": {
"200": {
"description": "A successful response.",
"schema": {
"$ref": "#/definitions/gctrpcGetHistoricCandlesResponse"
}
}
},
"parameters": [
{
"name": "exchange",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.delimiter",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.base",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.quote",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "rangesize",
"in": "query",
"required": false,
"type": "string",
"format": "int64"
},
{
"name": "granularity",
"in": "query",
"required": false,
"type": "string",
"format": "int64"
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/getinfo": {
"get": {
"operationId": "GetInfo",
@@ -1548,6 +1604,35 @@
"gctrpcCancelOrderResponse": {
"type": "object"
},
"gctrpcCandle": {
"type": "object",
"properties": {
"time": {
"type": "string",
"format": "int64"
},
"low": {
"type": "number",
"format": "double"
},
"high": {
"type": "number",
"format": "double"
},
"open": {
"type": "number",
"format": "double"
},
"close": {
"type": "number",
"format": "double"
},
"volume": {
"type": "number",
"format": "double"
}
}
},
"gctrpcCoin": {
"type": "object",
"properties": {
@@ -2032,6 +2117,17 @@
}
}
},
"gctrpcGetHistoricCandlesResponse": {
"type": "object",
"properties": {
"candle": {
"type": "array",
"items": {
"$ref": "#/definitions/gctrpcCandle"
}
}
}
},
"gctrpcGetInfoResponse": {
"type": "object",
"properties": {