Trade history, recent trades, live trade processing and storage (#558)

* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
This commit is contained in:
Scott
2020-10-29 13:00:02 +11:00
committed by GitHub
parent 12263997c0
commit 80bc8c7e9e
204 changed files with 51177 additions and 6023 deletions

View File

@@ -101,7 +101,9 @@ func main() {
flag.Parse()
var err error
c := log.GenDefaultSettings()
log.RWM.Lock()
log.GlobalLogConfig = &c
log.RWM.Unlock()
log.SetupGlobalLogger()
configData, err = readFileData(jsonFile)
if err != nil {

View File

@@ -28,7 +28,9 @@ func TestMain(m *testing.M) {
testMode = true
c := log.GenDefaultSettings()
c.Enabled = convert.BoolPtr(true)
log.RWM.Lock()
log.GlobalLogConfig = &c
log.RWM.Unlock()
log.Infoln(log.Global, "set verbose to true for more detailed output")
var err error
configData, err = readFileData(jsonFile)
@@ -158,7 +160,7 @@ func TestAdd(t *testing.T) {
}
err := addExch("FalseName", htmlScrape, data2, false)
if err == nil {
t.Log("expected an error due to invalid path being parsed in")
t.Error("expected an error due to invalid path being parsed in")
}
}
@@ -635,7 +637,7 @@ func TestWriteAuthVars(t *testing.T) {
trelloCardID = "jdsfl"
err := writeAuthVars(testMode)
if err != nil {
t.Log(err)
t.Error(err)
}
}
}

View File

@@ -0,0 +1,78 @@
{{define "exchanges trade" -}}
{{template "header" .}}
## Current Features for {{.Name}}
+ The trade package contains a processor for both REST and websocket trade history processing
+ Its primary purpose is to collect trade data from multiple sources and save it to the database's trade table
+ If you do not have database enabled, then trades will not be processed
### Requirements to save a trade to the database
+ Database has to be enabled
+ Under `config.json`, under your selected exchange, enable the field `saveTradeData`
+ This will enable trade processing to occur for that specific exchange
+ This can also be done via gRPC under the `SetExchangeTradeProcessing` command
### Usage
+ To send trade data to be processed, use the following example:
```
err := trade.AddTradesToBuffer(b.Name, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].TID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTS,
})
```
_b in this context is an `IBotExchange` implemented struct_
### Rules
+ If the trade processor has not started, it will automatically start upon being sent trade data.
+ The processor will add all received trades to a buffer
+ After 15 seconds, the trade processor will parse and save all trades on the buffer to the trade table
+ This is to save on constant writing to the database. Trade data, especially when received via websocket would cause massive issues on the round trip of saving data for every trade
+ If the processor has not received any trades in that 15 second timeframe, it will shut down.
+ Sending trade data to it later will automatically start it up again
## Exchange Support Table
| Exchange | Recent Trades via REST | Live trade updates via Websocket | Trade history via REST |
|----------|------|-----------|-----|
| Alphapoint | No | No | No |
| Binance| Yes | Yes | No |
| Bitfinex | Yes | Yes | Yes |
| Bitflyer | Yes | No | No |
| Bithumb | Yes | NA | No |
| BitMEX | Yes | Yes | Yes |
| Bitstamp | Yes | Yes | No |
| Bittrex | Yes | No | No |
| BTCMarkets | Yes | Yes | No |
| BTSE | Yes | Yes | No |
| Coinbene | Yes | Yes | No |
| CoinbasePro | Yes | Yes | No|
| COINUT | Yes | Yes | No |
| Exmo | Yes | NA | No |
| FTX | Yes | Yes | Yes |
| GateIO | Yes | Yes | No |
| Gemini | Yes | Yes | Yes |
| HitBTC | Yes | Yes | Yes |
| Huobi.Pro | Yes | Yes | No |
| ItBit | Yes | NA | No |
| Kraken | Yes | Yes | No |
| LakeBTC | Yes | No | No |
| Lbank | Yes | No | Yes |
| LocalBitcoins | Yes | NA | No |
| OKCoin International | Yes | Yes | No |
| OKEX | Yes | Yes | No |
| Poloniex | Yes | Yes | Yes |
| Yobit | Yes | NA | No |
| ZB.COM | Yes | Yes | No |
### Please click GoDocs chevron above to view current GoDoc information for this package
{{template "contributions"}}
{{template "donations" .}}
{{end}}

View File

@@ -27,21 +27,21 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
| BitMEX | Yes | Yes | NA |
| Bitstamp | Yes | Yes | No |
| Bittrex | Yes | No | NA |
| BTCMarkets | Yes | No | NA |
| BTCMarkets | Yes | Yes | NA |
| BTSE | Yes | Yes | NA |
| CoinbasePro | Yes | Yes | No|
| Coinbene | Yes | Yes | No |
| COINUT | Yes | Yes | NA |
| Exmo | Yes | NA | NA |
| FTX | Yes | Yes | No |
| CoinbasePro | Yes | Yes | No|
| Coinbene | Yes | No | No |
| GateIO | Yes | Yes | NA |
| Gemini | Yes | Yes | No |
| HitBTC | Yes | Yes | No |
| Huobi.Pro | Yes | Yes | NA |
| ItBit | Yes | NA | No |
| Kraken | Yes | Yes | NA |
| LakeBTC | Yes | Yes | NA |
| Lbank | Yes | No | NA |
| LakeBTC | Yes | No | NA |
| LocalBitcoins | Yes | NA | NA |
| OKCoin International | Yes | Yes | No |
| OKEX | Yes | Yes | No |
@@ -77,6 +77,7 @@ However, we welcome pull requests for any exchange which does not match this cri
+ Basic event trigger system.
+ OHLCV/Candle retrieval support. See [OHLCV](/docs/OHLCV.md).
+ Scripting support. See [gctscript](/gctscript/README.md).
+ Recent and historic trade processing. See [trades](/exchanges/trade/README.md).
+ WebGUI (discontinued).
## Planned Features

View File

@@ -1,61 +1,61 @@
{{define "test"}}
package {{.Name}}
import (
"log"
"os"
"testing"
"github.com/thrasher-corp/gocryptotrader/config"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
)
// Please supply your own keys here to do authenticated endpoint testing
const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
)
var {{.Variable}} {{.CapitalName}}
func TestMain(m *testing.M) {
{{.Variable}}.SetDefaults()
cfg := config.GetConfig()
err := cfg.LoadConfig("../../testdata/configtest.json", true)
if err != nil {
log.Fatal(err)
}
exchCfg, err := cfg.GetExchangeConfig("{{.CapitalName}}")
if err != nil {
log.Fatal(err)
}
exchCfg.API.AuthenticatedSupport = true
{{ if .WS }} exchCfg.API.AuthenticatedWebsocketSupport = true {{ end }}
exchCfg.API.Credentials.Key = apiKey
exchCfg.API.Credentials.Secret = apiSecret
err = {{.Variable}}.Setup(exchCfg)
if err != nil {
log.Fatal(err)
}
os.Exit(m.Run())
}
// Ensures that this exchange package is compatible with IBotExchange
func TestInterface(t *testing.T) {
var e exchange.IBotExchange
if e = new({{.CapitalName}}); e == nil {
t.Fatal("unable to allocate exchange")
}
}
func areTestAPIKeysSet() bool {
return {{.Variable}}.ValidateAPICredentials()
}
// Implement tests for API endpoints below
{{end}}
{{define "test"}}
package {{.Name}}
import (
"log"
"os"
"testing"
"github.com/thrasher-corp/gocryptotrader/config"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
)
// Please supply your own keys here to do authenticated endpoint testing
const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
)
var {{.Variable}} {{.CapitalName}}
func TestMain(m *testing.M) {
{{.Variable}}.SetDefaults()
cfg := config.GetConfig()
err := cfg.LoadConfig("../../testdata/configtest.json", true)
if err != nil {
log.Fatal(err)
}
exchCfg, err := cfg.GetExchangeConfig("{{.CapitalName}}")
if err != nil {
log.Fatal(err)
}
exchCfg.API.AuthenticatedSupport = true
{{ if .WS }} exchCfg.API.AuthenticatedWebsocketSupport = true {{ end }}
exchCfg.API.Credentials.Key = apiKey
exchCfg.API.Credentials.Secret = apiSecret
err = {{.Variable}}.Setup(exchCfg)
if err != nil {
log.Fatal(err)
}
os.Exit(m.Run())
}
// Ensures that this exchange package is compatible with IBotExchange
func TestInterface(t *testing.T) {
var e exchange.IBotExchange
if e = new({{.CapitalName}}); e == nil {
t.Fatal("unable to allocate exchange")
}
}
func areTestAPIKeysSet() bool {
return {{.Variable}}.ValidateAPICredentials()
}
// Implement tests for API endpoints below
{{end}}

View File

@@ -16,8 +16,9 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
@@ -323,8 +324,13 @@ func ({{.Variable}} *{{.CapitalName}}) GetFundingHistory() ([]exchange.FundHisto
return nil, common.ErrNotYetImplemented
}
// GetExchangeHistory returns historic trade data within the timeframe provided.
func ({{.Variable}} *{{.CapitalName}}) GetExchangeHistory(p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]exchange.TradeHistory, error) {
// GetRecentTrades returns the most recent trades for a currency and asset
func ({{.Variable}} *{{.CapitalName}}) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}
// GetHistoricTrades returns historic trade data within the timeframe provided
func ({{.Variable}} *{{.CapitalName}}) GetHistoricTrades (p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
return nil, common.ErrNotYetImplemented
}

View File

@@ -11,10 +11,11 @@ import (
"github.com/thrasher-corp/gocryptotrader/engine"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
)
const (
totalWrappers = 20
totalWrappers = 25
)
func main() {
@@ -116,9 +117,14 @@ func testWrappers(e exchange.IBotExchange) []string {
funcs = append(funcs, "GetAccountInfo")
}
_, err = e.GetExchangeHistory(p, assetType, time.Time{}, time.Time{})
_, err = e.GetRecentTrades(p, assetType)
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetExchangeHistory")
funcs = append(funcs, "GetRecentTrades")
}
_, err = e.GetHistoricTrades(p, assetType, time.Time{}, time.Time{})
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetHistoricTrades")
}
_, err = e.GetFundingHistory()
@@ -180,5 +186,25 @@ func testWrappers(e exchange.IBotExchange) []string {
funcs = append(funcs, "WithdrawFiatFundsToInternationalBank")
}
_, err = e.GetHistoricCandles(currency.Pair{}, asset.Spot, time.Unix(0, 0), time.Unix(0, 0), kline.OneDay)
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetHistoricCandles")
}
_, err = e.GetHistoricCandlesExtended(currency.Pair{}, asset.Spot, time.Unix(0, 0), time.Unix(0, 0), kline.OneDay)
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetHistoricCandlesExtended")
}
_, err = e.UpdateAccountInfo()
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "UpdateAccountInfo")
}
_, err = e.GetFeeByType(&exchange.FeeBuilder{})
if err == common.ErrNotYetImplemented {
funcs = append(funcs, "GetFeeByType")
}
return funcs
}

View File

@@ -26,6 +26,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
@@ -335,8 +336,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
log.Printf("Executing wrappers for %v %v %v", base.GetName(), assetTypes[i], p)
if !authenticatedOnly {
var r1 *ticker.Price
r1, err = e.FetchTicker(p, assetTypes[i])
var fetchTickerResponse *ticker.Price
fetchTickerResponse, err = e.FetchTicker(p, assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
@@ -346,11 +347,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i]}),
Function: "FetchTicker",
Error: msg,
Response: jsonifyInterface([]interface{}{r1}),
Response: jsonifyInterface([]interface{}{fetchTickerResponse}),
})
var r2 *ticker.Price
r2, err = e.UpdateTicker(p, assetTypes[i])
var updateTickerResponse *ticker.Price
updateTickerResponse, err = e.UpdateTicker(p, assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
@@ -360,11 +361,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i]}),
Function: "UpdateTicker",
Error: msg,
Response: jsonifyInterface([]interface{}{r2}),
Response: jsonifyInterface([]interface{}{updateTickerResponse}),
})
var r3 *orderbook.Base
r3, err = e.FetchOrderbook(p, assetTypes[i])
var fetchOrderbookResponse *orderbook.Base
fetchOrderbookResponse, err = e.FetchOrderbook(p, assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
@@ -374,11 +375,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i]}),
Function: "FetchOrderbook",
Error: msg,
Response: jsonifyInterface([]interface{}{r3}),
Response: jsonifyInterface([]interface{}{fetchOrderbookResponse}),
})
var r4 *orderbook.Base
r4, err = e.UpdateOrderbook(p, assetTypes[i])
var updateOrderbookResponse *orderbook.Base
updateOrderbookResponse, err = e.UpdateOrderbook(p, assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
@@ -388,11 +389,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i]}),
Function: "UpdateOrderbook",
Error: msg,
Response: jsonifyInterface([]interface{}{r4}),
Response: jsonifyInterface([]interface{}{updateOrderbookResponse}),
})
var r5 []string
r5, err = e.FetchTradablePairs(assetTypes[i])
var fetchTradablePairsResponse []string
fetchTradablePairsResponse, err = e.FetchTradablePairs(assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
@@ -402,7 +403,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{assetTypes[i]}),
Function: "FetchTradablePairs",
Error: msg,
Response: jsonifyInterface([]interface{}{r5}),
Response: jsonifyInterface([]interface{}{fetchTradablePairsResponse}),
})
// r6
err = e.UpdateTradablePairs(false)
@@ -417,10 +418,67 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Error: msg,
Response: jsonifyInterface([]interface{}{nil}),
})
var getHistoricTradesResponse []trade.Data
getHistoricTradesResponse, err = e.GetHistoricTrades(p, assetTypes[i], time.Now().Add(-time.Hour*24), time.Now())
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], time.Now().Add(-time.Hour * 24), time.Now()}),
Function: "GetHistoricTrades",
Error: msg,
Response: jsonifyInterface([]interface{}{getHistoricTradesResponse}),
})
var getRecentTradesResponse []trade.Data
getRecentTradesResponse, err = e.GetRecentTrades(p, assetTypes[i])
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i]}),
Function: "GetRecentTrades",
Error: msg,
Response: jsonifyInterface([]interface{}{getRecentTradesResponse}),
})
var getHistoricCandlesResponse kline.Item
startTime, endTime := time.Now().AddDate(0, -1, 0), time.Now()
getHistoricCandlesResponse, err = e.GetHistoricCandles(p, assetTypes[i], startTime, endTime, kline.OneDay)
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "GetHistoricCandles",
Error: msg,
Response: getHistoricCandlesResponse,
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], startTime, endTime, kline.OneDay}),
})
var getHisotirCandlesExtendedResponse kline.Item
getHisotirCandlesExtendedResponse, err = e.GetHistoricCandlesExtended(p, assetTypes[i], startTime, endTime, kline.OneDay)
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "GetHistoricCandlesExtended",
Error: msg,
Response: getHisotirCandlesExtendedResponse,
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], startTime, endTime, kline.OneDay}),
})
}
var r7 account.Holdings
r7, err = e.FetchAccountInfo()
var fetchAccountInfoResponse account.Holdings
fetchAccountInfoResponse, err = e.FetchAccountInfo()
msg = ""
if err != nil {
msg = err.Error()
@@ -429,25 +487,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "FetchAccountInfo",
Error: msg,
Response: jsonifyInterface([]interface{}{r7}),
Response: jsonifyInterface([]interface{}{fetchAccountInfoResponse}),
})
var r8 []exchange.TradeHistory
r8, err = e.GetExchangeHistory(p, assetTypes[i], time.Now().Add(-time.Minute), time.Now())
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], time.Now().Add(-time.Minute), time.Now()}),
Function: "GetExchangeHistory",
Error: msg,
Response: jsonifyInterface([]interface{}{r8}),
})
var r9 []exchange.FundHistory
r9, err = e.GetFundingHistory()
var getFundingHistoryResponse []exchange.FundHistory
getFundingHistoryResponse, err = e.GetFundingHistory()
msg = ""
if err != nil {
msg = err.Error()
@@ -456,7 +500,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "GetFundingHistory",
Error: msg,
Response: jsonifyInterface([]interface{}{r9}),
Response: jsonifyInterface([]interface{}{getFundingHistoryResponse}),
})
feeType := exchange.FeeBuilder{
@@ -465,8 +509,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
PurchasePrice: config.OrderSubmission.Price,
Amount: config.OrderSubmission.Amount,
}
var r10 float64
r10, err = e.GetFeeByType(&feeType)
var getFeeByTypeResponse float64
getFeeByTypeResponse, err = e.GetFeeByType(&feeType)
msg = ""
if err != nil {
msg = err.Error()
@@ -476,7 +520,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{feeType}),
Function: "GetFeeByType-Trade",
Error: msg,
Response: jsonifyInterface([]interface{}{r10}),
Response: jsonifyInterface([]interface{}{getFeeByTypeResponse}),
})
s := &order.Submit{
@@ -488,8 +532,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
ClientID: config.OrderSubmission.OrderID,
AssetType: assetTypes[i],
}
var r11 order.SubmitResponse
r11, err = e.SubmitOrder(s)
var submitOrderResponse order.SubmitResponse
submitOrderResponse, err = e.SubmitOrder(s)
msg = ""
if err != nil {
msg = err.Error()
@@ -499,7 +543,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{*s}),
Function: "SubmitOrder",
Error: msg,
Response: jsonifyInterface([]interface{}{r11}),
Response: jsonifyInterface([]interface{}{submitOrderResponse}),
})
modifyRequest := order.Modify{
@@ -510,8 +554,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Price: config.OrderSubmission.Price,
Amount: config.OrderSubmission.Amount,
}
var r12 string
r12, err = e.ModifyOrder(&modifyRequest)
var modifyOrderResponse string
modifyOrderResponse, err = e.ModifyOrder(&modifyRequest)
msg = ""
if err != nil {
msg = err.Error()
@@ -521,9 +565,9 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{modifyRequest}),
Function: "ModifyOrder",
Error: msg,
Response: r12,
Response: modifyOrderResponse,
})
// r13
cancelRequest := order.Cancel{
Side: testOrderSide,
Pair: p,
@@ -543,8 +587,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Response: jsonifyInterface([]interface{}{nil}),
})
var r14 order.CancelAllResponse
r14, err = e.CancelAllOrders(&cancelRequest)
var cancellAllOrdersResponse order.CancelAllResponse
cancellAllOrdersResponse, err = e.CancelAllOrders(&cancelRequest)
msg = ""
if err != nil {
msg = err.Error()
@@ -554,7 +598,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{cancelRequest}),
Function: "CancelAllOrders",
Error: msg,
Response: jsonifyInterface([]interface{}{r14}),
Response: jsonifyInterface([]interface{}{cancellAllOrdersResponse}),
})
var r15 order.Detail
@@ -576,8 +620,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Side: testOrderSide,
Pairs: []currency.Pair{p},
}
var r16 []order.Detail
r16, err = e.GetOrderHistory(&historyRequest)
var getOrderHistoryResponse []order.Detail
getOrderHistoryResponse, err = e.GetOrderHistory(&historyRequest)
msg = ""
if err != nil {
msg = err.Error()
@@ -587,7 +631,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{historyRequest}),
Function: "GetOrderHistory",
Error: msg,
Response: jsonifyInterface([]interface{}{r16}),
Response: jsonifyInterface([]interface{}{getOrderHistoryResponse}),
})
orderRequest := order.GetOrdersRequest{
@@ -595,8 +639,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
Side: testOrderSide,
Pairs: []currency.Pair{p},
}
var r17 []order.Detail
r17, err = e.GetActiveOrders(&orderRequest)
var getActiveOrdersResponse []order.Detail
getActiveOrdersResponse, err = e.GetActiveOrders(&orderRequest)
msg = ""
if err != nil {
msg = err.Error()
@@ -606,11 +650,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{orderRequest}),
Function: "GetActiveOrders",
Error: msg,
Response: jsonifyInterface([]interface{}{r17}),
Response: jsonifyInterface([]interface{}{getActiveOrdersResponse}),
})
var r18 string
r18, err = e.GetDepositAddress(p.Base, "")
var getDepositAddressResponse string
getDepositAddressResponse, err = e.GetDepositAddress(p.Base, "")
msg = ""
if err != nil {
msg = err.Error()
@@ -620,7 +664,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{p.Base, ""}),
Function: "GetDepositAddress",
Error: msg,
Response: r18,
Response: getDepositAddressResponse,
})
feeType = exchange.FeeBuilder{
@@ -629,8 +673,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
PurchasePrice: config.OrderSubmission.Price,
Amount: config.OrderSubmission.Amount,
}
var r19 float64
r19, err = e.GetFeeByType(&feeType)
var GetFeeByTypeResponse float64
GetFeeByTypeResponse, err = e.GetFeeByType(&feeType)
msg = ""
if err != nil {
msg = err.Error()
@@ -640,7 +684,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{feeType}),
Function: "GetFeeByType-Crypto-Withdraw",
Error: msg,
Response: jsonifyInterface([]interface{}{r19}),
Response: jsonifyInterface([]interface{}{GetFeeByTypeResponse}),
})
withdrawRequest := withdraw.Request{
@@ -650,8 +694,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
},
Amount: config.OrderSubmission.Amount,
}
var r20 *withdraw.ExchangeResponse
r20, err = e.WithdrawCryptocurrencyFunds(&withdrawRequest)
var withdrawCryptocurrencyFundsResponse *withdraw.ExchangeResponse
withdrawCryptocurrencyFundsResponse, err = e.WithdrawCryptocurrencyFunds(&withdrawRequest)
msg = ""
if err != nil {
msg = err.Error()
@@ -661,7 +705,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{withdrawRequest}),
Function: "WithdrawCryptocurrencyFunds",
Error: msg,
Response: r20,
Response: withdrawCryptocurrencyFundsResponse,
})
feeType = exchange.FeeBuilder{
@@ -672,8 +716,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
FiatCurrency: currency.AUD,
BankTransactionType: exchange.WireTransfer,
}
var r21 float64
r21, err = e.GetFeeByType(&feeType)
var getFeeByTypeFiatResponse float64
getFeeByTypeFiatResponse, err = e.GetFeeByType(&feeType)
msg = ""
if err != nil {
msg = err.Error()
@@ -683,7 +727,7 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{feeType}),
Function: "GetFeeByType-FIAT-Withdraw",
Error: msg,
Response: jsonifyInterface([]interface{}{r21}),
Response: jsonifyInterface([]interface{}{getFeeByTypeFiatResponse}),
})
withdrawRequestFiat := withdraw.Request{
@@ -716,8 +760,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
IntermediaryBankCode: config.BankDetails.IntermediaryBankCode,
},
}
var r22 *withdraw.ExchangeResponse
r22, err = e.WithdrawFiatFunds(&withdrawRequestFiat)
var withdrawFiatFundsResponse *withdraw.ExchangeResponse
withdrawFiatFundsResponse, err = e.WithdrawFiatFunds(&withdrawRequestFiat)
msg = ""
if err != nil {
msg = err.Error()
@@ -727,11 +771,11 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{withdrawRequestFiat}),
Function: "WithdrawFiatFunds",
Error: msg,
Response: r22,
Response: withdrawFiatFundsResponse,
})
var r23 *withdraw.ExchangeResponse
r23, err = e.WithdrawFiatFundsToInternationalBank(&withdrawRequestFiat)
var withdrawFiatFundsInternationalResponse *withdraw.ExchangeResponse
withdrawFiatFundsInternationalResponse, err = e.WithdrawFiatFundsToInternationalBank(&withdrawRequestFiat)
msg = ""
if err != nil {
msg = err.Error()
@@ -741,39 +785,8 @@ func testWrappers(e exchange.IBotExchange, base *exchange.Base, config *Config)
SentParams: jsonifyInterface([]interface{}{withdrawRequestFiat}),
Function: "WithdrawFiatFundsToInternationalBank",
Error: msg,
Response: r23,
Response: withdrawFiatFundsInternationalResponse,
})
if !authenticatedOnly {
var r24 kline.Item
startTime, endTime := time.Now().AddDate(0, -1, 0), time.Now()
r24, err = e.GetHistoricCandles(p, assetTypes[i], startTime, endTime, kline.OneDay)
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "GetHistoricCandles",
Error: msg,
Response: r24,
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], startTime, endTime, kline.OneDay}),
})
var r25 kline.Item
r25, err = e.GetHistoricCandlesExtended(p, assetTypes[i], startTime, endTime, kline.OneDay)
msg = ""
if err != nil {
msg = err.Error()
responseContainer.ErrorCount++
}
responseContainer.EndpointResponses = append(responseContainer.EndpointResponses, EndpointResponse{
Function: "GetHistoricCandlesExtended",
Error: msg,
Response: r25,
SentParams: jsonifyInterface([]interface{}{p, assetTypes[i], startTime, endTime, kline.OneDay}),
})
}
response = append(response, responseContainer)
}
return response

View File

@@ -551,17 +551,17 @@ func getTicker(c *cli.Context) error {
return errInvalidAsset
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetTicker(context.Background(),
&gctrpc.GetTickerRequest{
@@ -667,17 +667,17 @@ func getOrderbook(c *cli.Context) error {
return errInvalidAsset
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetOrderbook(context.Background(),
&gctrpc.GetOrderbookRequest{
@@ -938,12 +938,6 @@ func addPortfolioAddress(c *cli.Context) error {
return cli.ShowCommandHelp(c, "addportfolioaddress")
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
var address string
var coinType string
var description string
@@ -968,7 +962,7 @@ func addPortfolioAddress(c *cli.Context) error {
} else {
description = c.Args().Get(2)
}
var err error
if c.IsSet("balance") {
balance = c.Float64("balance")
} else if c.Args().Get(3) != "" {
@@ -993,6 +987,12 @@ func addPortfolioAddress(c *cli.Context) error {
supportedExchanges = c.Args().Get(5)
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.AddPortfolioAddress(context.Background(),
&gctrpc.AddPortfolioAddressRequest{
@@ -1039,12 +1039,6 @@ func removePortfolioAddress(c *cli.Context) error {
return cli.ShowCommandHelp(c, "removeportfolioaddress")
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
var address string
var coinType string
var description string
@@ -1067,6 +1061,12 @@ func removePortfolioAddress(c *cli.Context) error {
description = c.Args().Get(2)
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.RemovePortfolioAddress(context.Background(),
&gctrpc.RemovePortfolioAddressRequest{
@@ -1187,17 +1187,17 @@ func getOrders(c *cli.Context) error {
return errInvalidPair
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetOrders(context.Background(), &gctrpc.GetOrdersRequest{
Exchange: exchangeName,
@@ -1438,17 +1438,17 @@ func submitOrder(c *cli.Context) error {
return errInvalidAsset
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.SubmitOrder(context.Background(), &gctrpc.SubmitOrderRequest{
Exchange: exchangeName,
@@ -1551,17 +1551,17 @@ func simulateOrder(c *cli.Context) error {
return errors.New("amount must be set")
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.SimulateOrder(context.Background(), &gctrpc.SimulateOrderRequest{
Exchange: exchangeName,
@@ -1656,17 +1656,17 @@ func whaleBomb(c *cli.Context) error {
}
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.WhaleBomb(context.Background(), &gctrpc.WhaleBombRequest{
Exchange: exchangeName,
@@ -2029,17 +2029,17 @@ func addEvent(c *cli.Context) error {
return fmt.Errorf("action is required")
}
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.AddEvent(context.Background(), &gctrpc.AddEventRequest{
Exchange: exchangeName,
@@ -2673,19 +2673,15 @@ func withdrawlRequestByDate(c *cli.Context) error {
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err := time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after before")
return errors.New("start cannot be after end")
}
_, offset := time.Now().Zone()
loc := time.FixedZone("", -offset)
conn, err := setupClient()
if err != nil {
return err
@@ -2696,8 +2692,8 @@ func withdrawlRequestByDate(c *cli.Context) error {
result, err := client.WithdrawalEventsByDate(context.Background(),
&gctrpc.WithdrawalEventsByDateRequest{
Exchange: exchange,
Start: s.In(loc).Format(common.SimpleTimeFormat),
End: e.In(loc).Format(common.SimpleTimeFormat),
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
Limit: int32(limit),
},
)
@@ -2885,17 +2881,17 @@ func getOrderbookStream(c *cli.Context) error {
return errInvalidAsset
}
p, err := currency.NewPairDelimiter(pair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(pair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetOrderbookStream(context.Background(),
&gctrpc.GetOrderbookStreamRequest{
@@ -3094,17 +3090,17 @@ func getTickerStream(c *cli.Context) error {
return errInvalidAsset
}
p, err := currency.NewPairDelimiter(pair, pairDelimiter)
if err != nil {
return err
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p, err := currency.NewPairDelimiter(pair, pairDelimiter)
if err != nil {
return err
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetTickerStream(context.Background(),
&gctrpc.GetTickerStreamRequest{
@@ -3288,7 +3284,7 @@ func getAuditEvent(c *cli.Context) error {
}
if e.Before(s) {
return errors.New("start cannot be after before")
return errors.New("start cannot be after end")
}
conn, err := setupClient()
@@ -3300,16 +3296,12 @@ func getAuditEvent(c *cli.Context) error {
client := gctrpc.NewGoCryptoTraderClient(conn)
_, offset := time.Now().Zone()
loc := time.FixedZone("", -offset)
result, err := client.GetAuditEvent(context.Background(),
&gctrpc.GetAuditEventRequest{
StartDate: s.In(loc).Format(common.SimpleTimeFormat),
EndDate: e.In(loc).Format(common.SimpleTimeFormat),
StartDate: negateLocalOffset(s),
EndDate: negateLocalOffset(e),
Limit: int32(limit),
OrderBy: order,
Offset: int32(offset),
})
if err != nil {
@@ -3788,6 +3780,10 @@ var getHistoricCandlesCommand = cli.Command{
Value: 86400,
Destination: &candleGranularity,
},
cli.BoolFlag{
Name: "fillmissingdatawithtrades, fill",
Usage: "will create candles for missing intervals using stored trade data <true/false>",
},
},
}
@@ -3849,6 +3845,13 @@ func getHistoricCandles(c *cli.Context) error {
}
}
var fillMissingData bool
if c.IsSet("fillmissingdatawithtrades") {
fillMissingData = c.Bool("fillmissingdatawithtrades")
} else if c.IsSet("fill") {
fillMissingData = c.Bool("fill")
}
conn, err := setupClient()
if err != nil {
return err
@@ -3857,8 +3860,8 @@ func getHistoricCandles(c *cli.Context) error {
candleInterval := time.Duration(candleGranularity) * time.Second
end := time.Now().UTC().Truncate(candleInterval)
start := end.Add(-candleInterval * time.Duration(candleRangeSize))
e := time.Now().Truncate(candleInterval)
s := e.Add(-candleInterval * time.Duration(candleRangeSize))
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetHistoricCandles(context.Background(),
@@ -3869,10 +3872,11 @@ func getHistoricCandles(c *cli.Context) error {
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: start.Unix(),
End: end.Unix(),
TimeInterval: int64(candleInterval),
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
TimeInterval: int64(candleInterval),
FillMissingWithTrades: fillMissingData,
})
if err != nil {
return err
@@ -3893,11 +3897,11 @@ var getHistoricCandlesExtendedCommand = cli.Command{
Usage: "the exchange to get the candles from",
},
cli.StringFlag{
Name: "pair",
Name: "pair, p",
Usage: "the currency pair to get the candles for",
},
cli.StringFlag{
Name: "asset",
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.Int64Flag{
@@ -3922,10 +3926,18 @@ var getHistoricCandlesExtendedCommand = cli.Command{
Name: "sync",
Usage: "<true/false>",
},
cli.BoolFlag{
Name: "force",
Usage: "will overwrite any conflicting candle data on save <true/false>",
},
cli.BoolFlag{
Name: "db",
Usage: "source data from database <true/false>",
},
cli.BoolFlag{
Name: "fillmissingdatawithtrades, fill",
Usage: "will create candles for missing intervals using stored trade data <true/false>",
},
},
}
@@ -3996,9 +4008,40 @@ func getHistoricCandlesExtended(c *cli.Context) error {
sync = c.Bool("sync")
}
var db bool
var useDB bool
if c.IsSet("db") {
db = c.Bool("db")
useDB = c.Bool("db")
}
var fillMissingData bool
if c.IsSet("fillmissingdatawithtrades") {
fillMissingData = c.Bool("fillmissingdatawithtrades")
} else if c.IsSet("fill") {
fillMissingData = c.Bool("fill")
}
var force bool
if c.IsSet("force") {
force = c.Bool("force")
}
if force && !sync {
return errors.New("cannot forcefully overwrite without sync")
}
candleInterval := time.Duration(candleGranularity) * time.Second
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after end")
}
conn, err := setupClient()
@@ -4007,22 +4050,6 @@ func getHistoricCandlesExtended(c *cli.Context) error {
}
defer conn.Close()
candleInterval := time.Duration(candleGranularity) * time.Second
s, err := time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err := time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after before")
}
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetHistoricCandles(context.Background(),
&gctrpc.GetHistoricCandlesRequest{
@@ -4032,13 +4059,15 @@ func getHistoricCandlesExtended(c *cli.Context) error {
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: s.Unix(),
End: e.Unix(),
TimeInterval: int64(candleInterval),
ExRequest: true,
Sync: sync,
UseDb: db,
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
TimeInterval: int64(candleInterval),
ExRequest: true,
Sync: sync,
UseDb: useDB,
FillMissingWithTrades: fillMissingData,
Force: force,
})
if err != nil {
return err
@@ -4047,3 +4076,167 @@ func getHistoricCandlesExtended(c *cli.Context) error {
jsonOutput(result)
return nil
}
var findMissingSavedCandleIntervalsCommand = cli.Command{
Name: "findmissingsavedcandleintervals",
Usage: "will highlight any interval that is missing candle data so you can fill that gap",
ArgsUsage: "<exchange> <pair> <asset> <interval> <start> <end>",
Action: findMissingSavedCandleIntervals,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to find the missing candles",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.Int64Flag{
Name: "interval, i",
Usage: fmt.Sprintf(klineMessage, "interval"),
Value: 86400,
Destination: &candleGranularity,
},
cli.StringFlag{
Name: "start",
Usage: "<start> rounded down to the nearest hour",
Value: time.Now().AddDate(0, -1, 0).Truncate(time.Hour).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end> rounded down to the nearest hour",
Value: time.Now().Truncate(time.Hour).Format(common.SimpleTimeFormat),
Destination: &endTime,
},
},
}
func findMissingSavedCandleIntervals(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "findmissingsavedcandleintervals")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("interval") {
candleGranularity = c.Int64("interval")
} else if c.Args().Get(3) != "" {
candleGranularity, err = strconv.ParseInt(c.Args().Get(3), 10, 64)
if err != nil {
return err
}
}
if !c.IsSet("start") {
if c.Args().Get(4) != "" {
startTime = c.Args().Get(4)
}
}
if !c.IsSet("end") {
if c.Args().Get(5) != "" {
endTime = c.Args().Get(5)
}
}
candleInterval := time.Duration(candleGranularity) * time.Second
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after end")
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.FindMissingSavedCandleIntervals(context.Background(),
&gctrpc.FindMissingCandlePeriodsRequest{
ExchangeName: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
Interval: int64(candleInterval),
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}
// negateLocalOffset helps negate the offset of time generation
// when the unix time gets to rpcserver, it no longer is the same time
// that was sent as it handles it as a UTC value, even though when
// using starttime it is generated as your local time
// eg 2020-01-01 12:00:00 +10 will convert into
// 2020-01-01 12:00:00 +00 when at RPCServer
// so this function will minus the offset from the local sent time
// to allow for proper use at RPCServer
func negateLocalOffset(t time.Time) string {
_, offset := time.Now().Zone()
loc := time.FixedZone("", -offset)
return t.In(loc).Format(common.SimpleTimeFormat)
}

View File

@@ -141,8 +141,10 @@ func main() {
getAuditEventCommand,
getHistoricCandlesCommand,
getHistoricCandlesExtendedCommand,
findMissingSavedCandleIntervalsCommand,
gctScriptCommand,
websocketManagerCommand,
tradeCommand,
}
err := app.Run(os.Args)

765
cmd/gctcli/trades.go Normal file
View File

@@ -0,0 +1,765 @@
package main
import (
"context"
"errors"
"fmt"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
"github.com/urfave/cli"
)
var tradeCommand = cli.Command{
Name: "trade",
Usage: "execute trade related commands",
ArgsUsage: "<command> <args>",
Subcommands: []cli.Command{
{
Name: "setexchangetradeprocessing",
Usage: "sets whether an exchange can save trades to the database",
ArgsUsage: "<exchange> <status>",
Action: setExchangeTradeProcessing,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to change the status of",
},
cli.BoolFlag{
Name: "status",
Usage: "<true>/<false>",
},
},
},
{
Name: "getrecent",
Usage: "gets recent trades",
ArgsUsage: "<exchange> <pair> <asset>",
Action: getRecentTrades,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to get the trades from",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair to get the trades for",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
},
},
{
Name: "gethistoric",
Usage: "gets trades between two periods",
ArgsUsage: "<exchange> <pair> <asset> <start> <end>",
Action: getHistoricTrades,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to get the trades from",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair to get the trades for",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.StringFlag{
Name: "start",
Usage: "<start>",
Value: time.Now().Add(-time.Hour * 6).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end> WARNING: large date ranges may take considerable time",
Value: time.Now().Format(common.SimpleTimeFormat),
Destination: &endTime,
},
},
},
{
Name: "getsaved",
Usage: "gets trades from the database",
ArgsUsage: "<exchange> <pair> <asset> <start> <end>",
Action: getSavedTrades,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to get the trades from",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair to get the trades for",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.StringFlag{
Name: "start",
Usage: "<start>",
Value: time.Now().AddDate(0, -1, 0).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end>",
Value: time.Now().Format(common.SimpleTimeFormat),
Destination: &endTime,
},
},
},
{
Name: "findmissingsavedtradeintervals",
Usage: "will highlight any interval that is missing trade data so you can fill that gap",
ArgsUsage: "<exchange> <pair> <asset> <start> <end>",
Action: findMissingSavedTradeIntervals,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange to find the missing trades",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.StringFlag{
Name: "start",
Usage: "<start> rounded down to the nearest hour",
Value: time.Now().Add(-time.Hour * 24).Truncate(time.Hour).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end> rounded down to the nearest hour",
Value: time.Now().Truncate(time.Hour).Format(common.SimpleTimeFormat),
Destination: &endTime,
},
},
},
{
Name: "convertsavedtradestocandles",
Usage: "explicitly converts stored trade data to candles and saves the result to the database",
ArgsUsage: "<exchange> <pair> <asset> <interval> <start> <end>",
Action: convertSavedTradesToCandles,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange, e",
Usage: "the exchange",
},
cli.StringFlag{
Name: "pair, p",
Usage: "the currency pair to get the trades for",
},
cli.StringFlag{
Name: "asset, a",
Usage: "the asset type of the currency pair",
},
cli.Int64Flag{
Name: "interval, i",
Usage: fmt.Sprintf(klineMessage, "interval"),
Value: 86400,
Destination: &candleGranularity,
},
cli.StringFlag{
Name: "start",
Usage: "<start>",
Value: time.Now().AddDate(0, -1, 0).Format(common.SimpleTimeFormat),
Destination: &startTime,
},
cli.StringFlag{
Name: "end",
Usage: "<end>",
Value: time.Now().Format(common.SimpleTimeFormat),
Destination: &endTime,
},
cli.BoolFlag{
Name: "sync, s",
Usage: "will sync the resulting candles to the database <true/false>",
},
cli.BoolFlag{
Name: "force, f",
Usage: "will overwrite any conflicting candle data on save <true/false>",
},
},
},
},
}
func findMissingSavedTradeIntervals(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "findmissingsavedtradeintervals")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if !c.IsSet("start") {
if c.Args().Get(3) != "" {
startTime = c.Args().Get(3)
}
}
if !c.IsSet("end") {
if c.Args().Get(4) != "" {
endTime = c.Args().Get(4)
}
}
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.FindMissingSavedTradeIntervals(context.Background(),
&gctrpc.FindMissingTradePeriodsRequest{
ExchangeName: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}
func setExchangeTradeProcessing(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "setexchangetradeprocessing")
}
var exchangeName string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
var status bool
if c.IsSet("status") {
status = c.Bool("status")
} else {
statusStr := c.Args().Get(1)
var err error
status, err = strconv.ParseBool(statusStr)
if err != nil {
return err
}
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.SetExchangeTradeProcessing(context.Background(),
&gctrpc.SetExchangeTradeProcessingRequest{
Exchange: exchangeName,
Status: status,
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}
func getSavedTrades(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "getsaved")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if !c.IsSet("start") {
if c.Args().Get(3) != "" {
startTime = c.Args().Get(3)
}
}
if !c.IsSet("end") {
if c.Args().Get(4) != "" {
endTime = c.Args().Get(4)
}
}
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after end")
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetSavedTrades(context.Background(),
&gctrpc.GetSavedTradesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}
func getRecentTrades(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "getrecent")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetRecentTrades(context.Background(),
&gctrpc.GetSavedTradesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}
func getHistoricTrades(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "gethistoric")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if !c.IsSet("start") {
if c.Args().Get(3) != "" {
startTime = c.Args().Get(3)
}
}
if !c.IsSet("end") {
if c.Args().Get(4) != "" {
endTime = c.Args().Get(4)
}
}
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after end")
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
streamStartTime := time.Now()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetHistoricTrades(context.Background(),
&gctrpc.GetSavedTradesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
})
if err != nil {
return err
}
fmt.Printf("%v\t| Beginning stream retrieving trades in 1 hour batches from %v to %v\n",
time.Now().Format(time.Kitchen),
s.UTC().Format(common.SimpleTimeFormatWithTimezone),
e.UTC().Format(common.SimpleTimeFormatWithTimezone))
fmt.Printf("%v\t| If you have provided a large time range, please be patient\n\n",
time.Now().Format(time.Kitchen))
for {
resp, err := result.Recv()
if err != nil {
return err
}
if len(resp.Trades) == 0 {
break
}
fmt.Printf("%v\t| Processed %v trades between %v and %v\n",
time.Now().Format(time.Kitchen),
len(resp.Trades),
resp.Trades[0].Timestamp,
resp.Trades[len(resp.Trades)-1].Timestamp)
}
fmt.Printf("%v\t| Trade retrieval complete! Process took %v\n",
time.Now().Format(time.Kitchen),
time.Since(streamStartTime))
return nil
}
func convertSavedTradesToCandles(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
return cli.ShowCommandHelp(c, "convertsavedtradestocandles")
}
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, err := currency.NewPairDelimiter(currencyPair, pairDelimiter)
if err != nil {
return err
}
var assetType string
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("interval") {
candleGranularity = c.Int64("interval")
} else if c.Args().Get(3) != "" {
candleGranularity, err = strconv.ParseInt(c.Args().Get(3), 10, 64)
if err != nil {
return err
}
}
if !c.IsSet("start") {
if c.Args().Get(4) != "" {
startTime = c.Args().Get(4)
}
}
if !c.IsSet("end") {
if c.Args().Get(5) != "" {
endTime = c.Args().Get(5)
}
}
var sync bool
if c.IsSet("sync") {
sync = c.Bool("sync")
}
var force bool
if c.IsSet("force") {
force = c.Bool("force")
}
if force && !sync {
return errors.New("cannot forcefully overwrite without sync")
}
candleInterval := time.Duration(candleGranularity) * time.Second
var s, e time.Time
s, err = time.Parse(common.SimpleTimeFormat, startTime)
if err != nil {
return fmt.Errorf("invalid time format for start: %v", err)
}
e, err = time.Parse(common.SimpleTimeFormat, endTime)
if err != nil {
return fmt.Errorf("invalid time format for end: %v", err)
}
if e.Before(s) {
return errors.New("start cannot be after end")
}
conn, err := setupClient()
if err != nil {
return err
}
defer func() {
err = conn.Close()
if err != nil {
fmt.Print(err)
}
}()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.ConvertTradesToCandles(context.Background(),
&gctrpc.ConvertTradesToCandlesRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Delimiter: p.Delimiter,
Base: p.Base.String(),
Quote: p.Quote.String(),
},
AssetType: assetType,
Start: negateLocalOffset(s),
End: negateLocalOffset(e),
TimeInterval: int64(candleInterval),
Sync: sync,
Force: force,
})
if err != nil {
return err
}
jsonOutput(result)
return nil
}