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>
2026-06-02 07:26:53 +00:00 · 2023-01-17 16:22:33 +11:00
parent 72f36d70d1
commit 83cfefa45c
110 changed files with 11312 additions and 5768 deletions
--- a/exchanges/bitstamp/bitstamp_test.go
+++ b/exchanges/bitstamp/bitstamp_test.go
@@ -704,29 +704,27 @@ func TestBitstamp_OHLC(t *testing.T) {
 }

 func TestBitstamp_GetHistoricCandles(t *testing.T) {
-	currencyPair, err := currency.NewPairFromString("BTCUSD")
+	pair, err := currency.NewPairFromString("BTCUSD")
 	if err != nil {
 		t.Fatal(err)
 	}
 	start := time.Unix(1546300800, 0)
 	end := time.Unix(1577836799, 0)
-
-	_, err = b.GetHistoricCandles(context.Background(),
-		currencyPair, asset.Spot, start, end, kline.OneDay)
+	_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneDay, start, end)
 	if err != nil {
 		t.Fatal(err)
 	}
 }

 func TestBitstamp_GetHistoricCandlesExtended(t *testing.T) {
-	currencyPair, err := currency.NewPairFromString("BTCUSD")
+	pair, err := currency.NewPairFromString("BTCUSD")
 	if err != nil {
 		t.Fatal(err)
 	}
 	start := time.Unix(1546300800, 0)
 	end := time.Unix(1577836799, 0)
-	_, err = b.GetHistoricCandlesExtended(context.Background(),
-		currencyPair, asset.Spot, start, end, kline.OneDay)
+
+	_, err = b.GetHistoricCandlesExtended(context.Background(), pair, asset.Spot, kline.OneDay, start, end)
 	if err != nil {
 		t.Fatal(err)
 	}
--- a/exchanges/bitstamp/bitstamp_wrapper.go
+++ b/exchanges/bitstamp/bitstamp_wrapper.go
@@ -110,20 +110,20 @@ func (b *Bitstamp) SetDefaults() {
 		Enabled: exchange.FeaturesEnabled{
 			AutoPairUpdates: true,
 			Kline: kline.ExchangeCapabilitiesEnabled{
-				Intervals: map[string]bool{
-					kline.OneMin.Word():     true,
-					kline.ThreeMin.Word():   true,
-					kline.FiveMin.Word():    true,
-					kline.FifteenMin.Word(): true,
-					kline.ThirtyMin.Word():  true,
-					kline.OneHour.Word():    true,
-					kline.TwoHour.Word():    true,
-					kline.FourHour.Word():   true,
-					kline.SixHour.Word():    true,
-					kline.TwelveHour.Word(): true,
-					kline.OneDay.Word():     true,
-					kline.ThreeDay.Word():   true,
-				},
+				Intervals: kline.DeployExchangeIntervals(
+					kline.OneMin,
+					kline.ThreeMin,
+					kline.FiveMin,
+					kline.FifteenMin,
+					kline.ThirtyMin,
+					kline.OneHour,
+					kline.TwoHour,
+					kline.FourHour,
+					kline.SixHour,
+					kline.TwelveHour,
+					kline.OneDay,
+					kline.ThreeDay,
+				),
 				ResultLimit: 1000,
 			},
 		},
@@ -853,42 +853,30 @@ func (b *Bitstamp) ValidateCredentials(ctx context.Context, assetType asset.Item
 }

 // GetHistoricCandles returns candles between a time period for a set time interval
-func (b *Bitstamp) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
-	if err := b.ValidateKline(pair, a, interval); err != nil {
-		return kline.Item{}, err
-	}
-
-	ret := kline.Item{
-		Exchange: b.Name,
-		Pair:     pair,
-		Asset:    a,
-		Interval: interval,
-	}
-
-	formattedPair, err := b.FormatExchangeCurrency(pair, a)
+func (b *Bitstamp) GetHistoricCandles(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
+	req, err := b.GetKlineRequest(pair, a, interval, start, end)
 	if err != nil {
-		return kline.Item{}, err
+		return nil, err
 	}

 	candles, err := b.OHLC(ctx,
-		formattedPair.Lower().String(),
-		start,
-		end,
-		b.FormatExchangeKlineInterval(interval),
-		strconv.FormatInt(int64(b.Features.Enabled.Kline.ResultLimit), 10),
-	)
-
+		req.RequestFormatted.String(),
+		req.Start,
+		req.End,
+		b.FormatExchangeKlineInterval(req.ExchangeInterval),
+		strconv.FormatInt(int64(b.Features.Enabled.Kline.ResultLimit), 10))
 	if err != nil {
-		return kline.Item{}, err
+		return nil, err
 	}

+	timeSeries := make([]kline.Candle, 0, len(candles.Data.OHLCV))
 	for x := range candles.Data.OHLCV {
-		if time.Unix(candles.Data.OHLCV[x].Timestamp, 0).Before(start) ||
-			time.Unix(candles.Data.OHLCV[x].Timestamp, 0).After(end) {
+		timestamp := time.Unix(candles.Data.OHLCV[x].Timestamp, 0)
+		if timestamp.Before(req.Start) || timestamp.After(req.End) {
 			continue
 		}
-		ret.Candles = append(ret.Candles, kline.Candle{
-			Time:   time.Unix(candles.Data.OHLCV[x].Timestamp, 0),
+		timeSeries = append(timeSeries, kline.Candle{
+			Time:   timestamp,
 			Open:   candles.Data.OHLCV[x].Open,
 			High:   candles.Data.OHLCV[x].High,
 			Low:    candles.Data.OHLCV[x].Low,
@@ -896,52 +884,37 @@ func (b *Bitstamp) GetHistoricCandles(ctx context.Context, pair currency.Pair, a
 			Volume: candles.Data.OHLCV[x].Volume,
 		})
 	}
-
-	ret.SortCandlesByTimestamp(false)
-	return ret, nil
+	return req.ProcessResponse(timeSeries)
 }

 // GetHistoricCandlesExtended returns candles between a time period for a set time interval
-func (b *Bitstamp) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
-	if err := b.ValidateKline(pair, a, interval); err != nil {
-		return kline.Item{}, err
-	}
-
-	ret := kline.Item{
-		Exchange: b.Name,
-		Pair:     pair,
-		Asset:    a,
-		Interval: interval,
-	}
-
-	dates, err := kline.CalculateCandleDateRanges(start, end, interval, b.Features.Enabled.Kline.ResultLimit)
+func (b *Bitstamp) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
+	req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
 	if err != nil {
-		return kline.Item{}, err
-	}
-	formattedPair, err := b.FormatExchangeCurrency(pair, a)
-	if err != nil {
-		return kline.Item{}, err
+		return nil, err
 	}

-	for x := range dates.Ranges {
+	timeSeries := make([]kline.Candle, 0, req.Size())
+	for x := range req.Ranges {
 		var candles OHLCResponse
 		candles, err = b.OHLC(ctx,
-			formattedPair.Lower().String(),
-			dates.Ranges[x].Start.Time,
-			dates.Ranges[x].End.Time,
-			b.FormatExchangeKlineInterval(interval),
+			req.RequestFormatted.String(),
+			req.Ranges[x].Start.Time,
+			req.Ranges[x].End.Time,
+			b.FormatExchangeKlineInterval(req.ExchangeInterval),
 			strconv.FormatInt(int64(b.Features.Enabled.Kline.ResultLimit), 10),
 		)
 		if err != nil {
-			return kline.Item{}, err
+			return nil, err
 		}

 		for i := range candles.Data.OHLCV {
-			if time.Unix(candles.Data.OHLCV[i].Timestamp, 0).Before(start) ||
-				time.Unix(candles.Data.OHLCV[i].Timestamp, 0).After(end) {
+			timstamp := time.Unix(candles.Data.OHLCV[i].Timestamp, 0)
+			if timstamp.Before(req.Ranges[x].Start.Time) ||
+				timstamp.After(req.Ranges[x].End.Time) {
 				continue
 			}
-			ret.Candles = append(ret.Candles, kline.Candle{
+			timeSeries = append(timeSeries, kline.Candle{
 				Time:   time.Unix(candles.Data.OHLCV[i].Timestamp, 0),
 				Open:   candles.Data.OHLCV[i].Open,
 				High:   candles.Data.OHLCV[i].High,
@@ -951,13 +924,5 @@ func (b *Bitstamp) GetHistoricCandlesExtended(ctx context.Context, pair currency
 			})
 		}
 	}
-	dates.SetHasDataFromCandles(ret.Candles)
-	summary := dates.DataSummary(false)
-	if len(summary) > 0 {
-		log.Warnf(log.ExchangeSys, "%v - %v", b.Name, summary)
-	}
-	ret.RemoveDuplicateCandlesByTime()
-	ret.RemoveOutsideRange(start, end)
-	ret.SortCandlesByTimestamp(false)
-	return ret, nil
+	return req.ProcessResponse(timeSeries)
 }