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>
2026-06-06 15:10:59 +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/btse/btse_test.go
+++ b/exchanges/btse/btse_test.go
@@ -180,49 +180,33 @@ func TestFormatExchangeKlineInterval(t *testing.T) {

 func TestGetHistoricCandles(t *testing.T) {
 	t.Parallel()
-	curr, err := currency.NewPairFromString(testSPOTPair)
+	pair, err := currency.NewPairFromString(testSPOTPair)
 	if err != nil {
 		t.Fatal(err)
 	}

-	_, err = b.GetHistoricCandles(context.Background(),
-		curr, asset.Spot,
-		time.Time{}, time.Time{},
-		kline.OneMin)
+	start := time.Now().AddDate(0, 0, -1)
+	_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneHour, start, time.Now())
 	if err != nil {
 		t.Fatal(err)
 	}

-	_, err = b.GetHistoricCandles(context.Background(),
-		curr, asset.Spot,
-		time.Time{}, time.Time{},
-		kline.OneDay)
+	_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneDay, start, time.Now())
 	if err != nil {
 		t.Fatal(err)
 	}
-
-	curr.Quote = currency.XRP
-	_, err = b.GetHistoricCandles(context.Background(),
-		curr, asset.Spot,
-		time.Time{}, time.Time{},
-		kline.OneMin)
-	if err == nil {
-		t.Fatal("expected error when requesting with disabled pair")
-	}
 }

 func TestGetHistoricCandlesExtended(t *testing.T) {
 	t.Parallel()
-	curr, err := currency.NewPairFromString(testSPOTPair)
+	pair, err := currency.NewPairFromString(testSPOTPair)
 	if err != nil {
 		t.Fatal(err)
 	}

-	_, err = b.GetHistoricCandlesExtended(context.Background(),
-		curr, asset.Spot,
-		time.Time{}, time.Time{},
-		kline.OneMin)
-	if err != nil {
+	start := time.Now().AddDate(0, 0, -1)
+	_, err = b.GetHistoricCandlesExtended(context.Background(), pair, asset.Spot, kline.OneMin, start, time.Now())
+	if !errors.Is(err, common.ErrNotYetImplemented) {
 		t.Fatal(err)
 	}
 }
--- a/exchanges/btse/btse_wrapper.go
+++ b/exchanges/btse/btse_wrapper.go
@@ -129,22 +129,15 @@ func (b *BTSE) 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,
-					kline.OneWeek.Word():    true,
-					kline.OneMonth.Word():   true,
-				},
+				Intervals: kline.DeployExchangeIntervals(
+					kline.OneMin,
+					kline.FiveMin,
+					kline.FifteenMin,
+					kline.ThirtyMin,
+					kline.OneHour,
+					kline.SixHour,
+					kline.OneDay,
+				),
 				ResultLimit: 300,
 			},
 		},
@@ -977,111 +970,51 @@ func (b *BTSE) FormatExchangeKlineInterval(in kline.Interval) string {
 }

 // GetHistoricCandles returns candles between a time period for a set time interval
-func (b *BTSE) 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
-	}
-
-	fPair, err := b.FormatExchangeCurrency(pair, a)
+func (b *BTSE) 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
 	}
-	intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
+
+	intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
 	if err != nil {
-		return kline.Item{}, err
+		return nil, err
 	}

-	klineRet := kline.Item{
-		Exchange: b.Name,
-		Pair:     fPair,
-		Asset:    a,
-		Interval: interval,
-	}
-
-	switch a {
+	var timeSeries []kline.Candle
+	switch req.Asset {
 	case asset.Spot:
 		req, err := b.OHLCV(ctx,
-			fPair.String(),
-			start,
-			end,
+			req.RequestFormatted.String(),
+			req.Start,
+			req.End,
 			intervalInt)
 		if err != nil {
-			return kline.Item{}, err
+			return nil, err
 		}
+
+		timeSeries = make([]kline.Candle, len(req))
 		for x := range req {
-			klineRet.Candles = append(klineRet.Candles, kline.Candle{
+			timeSeries[x] = kline.Candle{
 				Time:   time.Unix(int64(req[x][0]), 0),
 				Open:   req[x][1],
 				High:   req[x][2],
 				Low:    req[x][3],
 				Close:  req[x][4],
 				Volume: req[x][5],
-			})
+			}
 		}
 	case asset.Futures:
-		return kline.Item{}, common.ErrNotYetImplemented
+		return nil, common.ErrNotYetImplemented
 	default:
-		return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
+		return nil, fmt.Errorf("asset %s not supported", req.Asset)
 	}
-
-	klineRet.SortCandlesByTimestamp(false)
-	return klineRet, nil
+	return req.ProcessResponse(timeSeries)
 }

 // GetHistoricCandlesExtended returns candles between a time period for a set time interval
-func (b *BTSE) 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
-	}
-
-	if kline.TotalCandlesPerInterval(start, end, interval) > float64(b.Features.Enabled.Kline.ResultLimit) {
-		return kline.Item{}, errors.New(kline.ErrRequestExceedsExchangeLimits)
-	}
-
-	fPair, err := b.FormatExchangeCurrency(pair, a)
-	if err != nil {
-		return kline.Item{}, err
-	}
-	intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(interval))
-	if err != nil {
-		return kline.Item{}, err
-	}
-
-	klineRet := kline.Item{
-		Exchange: b.Name,
-		Pair:     fPair,
-		Asset:    a,
-		Interval: interval,
-	}
-
-	switch a {
-	case asset.Spot:
-		req, err := b.OHLCV(ctx,
-			fPair.String(),
-			start,
-			end,
-			intervalInt)
-		if err != nil {
-			return kline.Item{}, err
-		}
-		for x := range req {
-			klineRet.Candles = append(klineRet.Candles, kline.Candle{
-				Time:   time.Unix(int64(req[x][0]), 0),
-				Open:   req[x][1],
-				High:   req[x][2],
-				Low:    req[x][3],
-				Close:  req[x][4],
-				Volume: req[x][5],
-			})
-		}
-	case asset.Futures:
-		return kline.Item{}, common.ErrNotYetImplemented
-	default:
-		return kline.Item{}, fmt.Errorf("asset %v not supported", a.String())
-	}
-
-	klineRet.SortCandlesByTimestamp(false)
-	return klineRet, nil
+func (b *BTSE) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
+	return nil, common.ErrNotYetImplemented
 }

 func (b *BTSE) seedOrderSizeLimits(ctx context.Context) error {