mirror of
https://github.com/d0zingcat/gocryptotrader.git
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kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing * Ideas * kline: deploy builder functionality across GCT * exchanges: implement across gct * exchanges: Add tests and fix implementations before kline package testing and veri. * kline: Add tests and start to fix ConvertToNewInterval * kline: fix ConvertToNewInterval add tests * kline: complete overarching tests now on to exchanges * kline: finish exchange tests and implement limits * exchanges: more fixes * linter: fix * engine: fix tests * kraken: fix recent trades and other fixes * zb: fix tests * bithumb: fix empty insertion * kline: refactor/optimize CreateKline function * kline: remove the mooos! * kline: prealloc CalculateCandleDateRanges * linter: fix * exchanges: prealloc extended * fix whoopsie * reverse fix because this is a whoopsie * okx: fix risidual issues * linter: fix * kline: initial nits from @gloriouscode * kline: rename builder -> request and cascade change * linter: fix + test * kline: update forced alignment on start and end times when CreateKlineRequest is called. * nits: more more more * NITS: Addressed * tests: fix race issue * Update exchanges/kline/request.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting * kline: Add params start and end to addPadding() to insert blanks in between block * kline: remove test comment code as it's not needed anymore * kline: fix lint and test * kline: sort slice without extra bool check every iteration * okx: fix issues with timeing and candles and such from niterinos & address typo * Update exchanges/kline/kline.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: niterinos * Update exchanges/poloniex/poloniex_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits now onto conflicts YAYA!!! * Update exchanges/exchange_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits again * thrasher: nitters * thrasher: niterinos - adds partial flag for incomplete recent candles and fetching. * kline: rm fmtizzle packageizzle * glorious: nitters * glorious: more niterinos * fix last niterinos Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
GitHub
@@ -2447,11 +2447,11 @@ func (s *RPCServer) GetHistoricCandles(ctx context.Context, r *gctrpc.GetHistori
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resp := gctrpc.GetHistoricCandlesResponse{
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Interval: interval.Short(),
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Pair: r.Pair,
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Start: r.Start,
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End: r.End,
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Start: start.UTC().Format(common.SimpleTimeFormatWithTimezone),
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End: end.UTC().Format(common.SimpleTimeFormatWithTimezone),
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}
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var klineItem kline.Item
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var klineItem *kline.Item
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if r.UseDb {
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klineItem, err = kline.LoadFromDatabase(r.Exchange,
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pair,
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@@ -2459,34 +2459,20 @@ func (s *RPCServer) GetHistoricCandles(ctx context.Context, r *gctrpc.GetHistori
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interval,
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start,
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end)
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if err != nil {
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return nil, err
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}
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} else {
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if r.ExRequest {
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klineItem, err = exch.GetHistoricCandlesExtended(ctx,
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pair,
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a,
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start,
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end,
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interval)
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klineItem, err = exch.GetHistoricCandlesExtended(ctx, pair, a, interval, start, end)
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} else {
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klineItem, err = exch.GetHistoricCandles(ctx,
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pair,
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a,
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start,
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end,
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interval)
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klineItem, err = exch.GetHistoricCandles(ctx, pair, a, interval, start, end)
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}
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}
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if err != nil {
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return nil, err
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}
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if r.FillMissingWithTrades {
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var tradeDataKline *kline.Item
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tradeDataKline, err = fillMissingCandlesWithStoredTrades(start, end, &klineItem)
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tradeDataKline, err = fillMissingCandlesWithStoredTrades(start, end, klineItem)
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if err != nil {
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return nil, err
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}
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@@ -2496,17 +2482,18 @@ func (s *RPCServer) GetHistoricCandles(ctx context.Context, r *gctrpc.GetHistori
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resp.Exchange = klineItem.Exchange
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for i := range klineItem.Candles {
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resp.Candle = append(resp.Candle, &gctrpc.Candle{
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Time: klineItem.Candles[i].Time.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
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Low: klineItem.Candles[i].Low,
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High: klineItem.Candles[i].High,
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Open: klineItem.Candles[i].Open,
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Close: klineItem.Candles[i].Close,
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Volume: klineItem.Candles[i].Volume,
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Time: klineItem.Candles[i].Time.UTC().Format(common.SimpleTimeFormatWithTimezone),
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Low: klineItem.Candles[i].Low,
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High: klineItem.Candles[i].High,
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Open: klineItem.Candles[i].Open,
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Close: klineItem.Candles[i].Close,
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Volume: klineItem.Candles[i].Volume,
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IsPartial: klineItem.Candles[i].ValidationIssues == kline.PartialCandle,
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})
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}
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if r.Sync && !r.UseDb {
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_, err = kline.StoreInDatabase(&klineItem, r.Force)
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_, err = kline.StoreInDatabase(klineItem, r.Force)
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if err != nil {
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if errors.Is(err, exchangeDB.ErrNoExchangeFound) {
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return nil, errors.New("exchange was not found in database, you can seed existing data or insert a new exchange via the dbseed")
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@@ -2533,7 +2520,7 @@ func fillMissingCandlesWithStoredTrades(startTime, endTime time.Time, klineItem
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if ranges[i].HasDataInRange {
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continue
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}
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var tradeCandles kline.Item
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var tradeCandles *kline.Item
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trades, err := trade.GetTradesInRange(
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klineItem.Exchange,
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klineItem.Asset.String(),
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@@ -3260,17 +3247,16 @@ func (s *RPCServer) ConvertTradesToCandles(_ context.Context, r *gctrpc.ConvertT
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return nil, err
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}
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var trades []trade.Data
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trades, err = trade.GetTradesInRange(r.Exchange, r.AssetType, r.Pair.Base, r.Pair.Quote, start, end)
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trades, err := trade.GetTradesInRange(r.Exchange, r.AssetType, r.Pair.Base, r.Pair.Quote, start, end)
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if err != nil {
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return nil, err
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}
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if len(trades) == 0 {
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return nil, errNoTrades
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}
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interval := kline.Interval(r.TimeInterval)
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var klineItem kline.Item
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klineItem, err = trade.ConvertTradesToCandles(interval, trades...)
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klineItem, err := trade.ConvertTradesToCandles(interval, trades...)
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if err != nil {
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return nil, err
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}
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@@ -3287,17 +3273,18 @@ func (s *RPCServer) ConvertTradesToCandles(_ context.Context, r *gctrpc.ConvertT
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}
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for i := range klineItem.Candles {
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resp.Candle = append(resp.Candle, &gctrpc.Candle{
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Time: klineItem.Candles[i].Time.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
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Low: klineItem.Candles[i].Low,
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High: klineItem.Candles[i].High,
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Open: klineItem.Candles[i].Open,
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Close: klineItem.Candles[i].Close,
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Volume: klineItem.Candles[i].Volume,
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Time: klineItem.Candles[i].Time.In(time.UTC).Format(common.SimpleTimeFormatWithTimezone),
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Low: klineItem.Candles[i].Low,
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High: klineItem.Candles[i].High,
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Open: klineItem.Candles[i].Open,
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Close: klineItem.Candles[i].Close,
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Volume: klineItem.Candles[i].Volume,
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IsPartial: klineItem.Candles[i].ValidationIssues == kline.PartialCandle,
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})
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}
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if r.Sync {
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_, err = kline.StoreInDatabase(&klineItem, r.Force)
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_, err = kline.StoreInDatabase(klineItem, r.Force)
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if err != nil {
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return nil, err
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}
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@@ -5023,19 +5010,11 @@ func (s *RPCServer) GetTechnicalAnalysis(ctx context.Context, r *gctrpc.GetTechn
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return nil, err
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}
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klineInterval := kline.Interval(r.Interval)
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err = exch.GetBase().ValidateKline(pair, as, klineInterval)
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if err != nil {
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return nil, err
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}
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klines, err := exch.GetHistoricCandlesExtended(ctx,
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pair,
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klines, err := exch.GetHistoricCandlesExtended(ctx, pair,
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as,
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kline.Interval(r.Interval),
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r.Start.AsTime(),
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r.End.AsTime(),
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klineInterval)
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r.End.AsTime())
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if err != nil {
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return nil, err
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}
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@@ -5102,15 +5081,19 @@ func (s *RPCServer) GetTechnicalAnalysis(ctx context.Context, r *gctrpc.GetTechn
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return nil, err
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}
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var otherKlines kline.Item
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var otherKlines *kline.Item
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otherKlines, err = otherExch.GetHistoricCandlesExtended(ctx,
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otherPair, otherAs, r.Start.AsTime(), r.End.AsTime(), klineInterval)
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otherPair,
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otherAs,
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kline.Interval(r.Interval),
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r.Start.AsTime(),
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r.End.AsTime())
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if err != nil {
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return nil, err
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}
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var correlation []float64
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correlation, err = klines.GetCorrelationCoefficient(&otherKlines, r.Period)
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correlation, err = klines.GetCorrelationCoefficient(otherKlines, r.Period)
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if err != nil {
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return nil, err
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}
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