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kline/exchanges: automatic creation of unsupported candle intervals (#1091)

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* 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
2023-01-17 16:22:33 +11:00
committed by GitHub
parent 72f36d70d1
commit 83cfefa45c
110 changed files with 11312 additions and 5768 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
exchanges/bithumb/bithumb_test.go
View File

@@ -613,13 +613,12 @@ func TestGetCandleStick(t *testing.T) {
func TestGetHistoricCandles(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("BTCKRW")
pair, err := currency.NewPairFromString("BTCKRW")
if err != nil {
t.Fatal(err)
}
startTime := time.Now().Add(-time.Hour * 24)
_, err = b.GetHistoricCandles(context.Background(),
currencyPair, asset.Spot, startTime, time.Now(), kline.OneDay)
startTime := time.Now().AddDate(0, 0, -1)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneMin, startTime, time.Now())
if err != nil {
t.Fatal(err)
}
@@ -627,14 +626,13 @@ func TestGetHistoricCandles(t *testing.T) {
func TestGetHistoricCandlesExtended(t *testing.T) {
t.Parallel()
currencyPair, err := currency.NewPairFromString("BTCKRW")
pair, err := currency.NewPairFromString("BTCKRW")
if err != nil {
t.Fatal(err)
}
startTime := time.Now().Add(-time.Hour * 24)
_, err = b.GetHistoricCandlesExtended(context.Background(),
currencyPair, asset.Spot, startTime, time.Now(), kline.OneDay)
if err != nil {
_, err = b.GetHistoricCandlesExtended(context.Background(), pair, asset.Spot, kline.OneDay, startTime, time.Now())
if !errors.Is(err, common.ErrNotYetImplemented) {
t.Fatal(err)
}
}