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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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26
gctrpc/rpc.proto
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@@ -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"
};
}
}