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

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* 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
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38
engine/rpcserver.go
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@@ -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 {