d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-29 23:16:51 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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

5131
testdata/http_mock/binance/binance.json vendored
View File

File diff suppressed because it is too large Load Diff

458
testdata/http_mock/poloniex/poloniex.json vendored
View File

@@ -6780,143 +6780,6 @@
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"close": 0.00518763,
"date": 1588741200,
"high": 0.00518763,
"low": 0.005187,
"open": 0.00518701,
"quoteVolume": 25.95091903,
"volume": 0.13460756,
"weightedAverage": 0.005187
},
{
"close": 0.00518401,
"date": 1588741500,
"high": 0.00518818,
"low": 0.00518401,
"open": 0.00518818,
"quoteVolume": 65.00109374,
"volume": 0.33723736,
"weightedAverage": 0.00518817
},
{
"close": 0.0051839,
"date": 1588741800,
"high": 0.00518444,
"low": 0.0051839,
"open": 0.00518444,
"quoteVolume": 0.43601529,
"volume": 0.00226025,
"weightedAverage": 0.0051839
},
{
"close": 0.00518201,
"date": 1588742100,
"high": 0.00518614,
"low": 0.00518201,
"open": 0.00518401,
"quoteVolume": 90.59918563,
"volume": 0.46972322,
"weightedAverage": 0.00518462
},
{
"close": 0.00518373,
"date": 1588742400,
"high": 0.0051847,
"low": 0.00517971,
"open": 0.00517972,
"quoteVolume": 8.6152343,
"volume": 0.04465903,
"weightedAverage": 0.00518372
},
{
"close": 0.00519266,
"date": 1588742700,
"high": 0.00519266,
"low": 0.00518553,
"open": 0.00518553,
"quoteVolume": 81.37365353,
"volume": 0.42217513,
"weightedAverage": 0.0051881
},
{
"close": 0.00519104,
"date": 1588743000,
"high": 0.00519597,
"low": 0.00519104,
"open": 0.00519597,
"quoteVolume": 1.10021375,
"volume": 0.0057163,
"weightedAverage": 0.00519562
},
{
"close": 0.00518988,
"date": 1588743300,
"high": 0.00518988,
"low": 0.00518905,
"open": 0.00518905,
"quoteVolume": 0.00086904,
"volume": 0.0000045,
"weightedAverage": 0.00518961
},
{
"close": 0.00519395,
"date": 1588743600,
"high": 0.00519395,
"low": 0.00518901,
"open": 0.00518903,
"quoteVolume": 0.03395903,
"volume": 0.0001763,
"weightedAverage": 0.00519181
},
{
"close": 0.00519098,
"date": 1588743900,
"high": 0.00519526,
"low": 0.00519098,
"open": 0.00519126,
"quoteVolume": 209.14700529,
"volume": 1.08631528,
"weightedAverage": 0.00519402
},
{
"close": 0.00518534,
"date": 1588744200,
"high": 0.00519198,
"low": 0.00518534,
"open": 0.00519179,
"quoteVolume": 176.01313731,
"volume": 0.91303131,
"weightedAverage": 0.00518729
},
{
"close": 0.00518573,
"date": 1588744500,
"high": 0.00518752,
"low": 0.00518572,
"open": 0.00518752,
"quoteVolume": 97.1672869,
"volume": 0.50399966,
"weightedAverage": 0.00518692
},
{
"close": 0.00518864,
"date": 1588744800,
"high": 0.00519153,
"low": 0.00518657,
"open": 0.00518826,
"quoteVolume": 74.95742178,
"volume": 0.38903394,
"weightedAverage": 0.00519006
}
],
"queryString": "command=returnChartData\u0026currencyPair=BTC_LTC\u0026end=1588745003\u0026period=300\u0026start=1588741200",
"bodyParams": "",
"headers": {}
},
{
"data": {
"error": "Invalid currency pair."
@@ -19940,6 +19803,327 @@
"queryString": "command=returnCurrencies\u0026includeMultiChainCurrencies=true",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"close": "0.005187",
"date": "1588741200000",
"high": "0.005187",
"low": "0.005187",
"open": "0.005187",
"quoteVolume": "0.134607560000000000",
"volume": "25.950919030000000000",
"weightedAverage": "0.005187000000000000"
},
{
"close": "0.005184",
"date": "1588741500000",
"high": "0.005188",
"low": "0.005184",
"open": "0.005188",
"quoteVolume": "0.337237360000000000",
"volume": "65.001093740000000000",
"weightedAverage": "0.005188170000000000"
},
{
"close": "0.005183",
"date": "1588741800000",
"high": "0.005184",
"low": "0.005183",
"open": "0.005184",
"quoteVolume": "0.002260250000000000",
"volume": "0.436015290000000000",
"weightedAverage": "0.005183900000000000"
},
{
"close": "0.005182",
"date": "1588742100000",
"high": "0.005186",
"low": "0.005182",
"open": "0.005184",
"quoteVolume": "0.469723220000000000",
"volume": "90.599185630000000000",
"weightedAverage": "0.005184620000000000"
},
{
"close": "0.005183",
"date": "1588742400000",
"high": "0.005184",
"low": "0.005179",
"open": "0.005179",
"quoteVolume": "0.044659030000000000",
"volume": "8.615234300000000000",
"weightedAverage": "0.005183720000000000"
},
{
"close": "0.005192",
"date": "1588742700000",
"high": "0.005192",
"low": "0.005185",
"open": "0.005185",
"quoteVolume": "0.422175130000000000",
"volume": "81.373653530000000000",
"weightedAverage": "0.005188100000000000"
},
{
"close": "0.005191",
"date": "1588743000000",
"high": "0.005195",
"low": "0.005191",
"open": "0.005195",
"quoteVolume": "0.005716300000000000",
"volume": "1.100213750000000000",
"weightedAverage": "0.005195620000000000"
},
{
"close": "0.005189",
"date": "1588743300000",
"high": "0.005189",
"low": "0.005189",
"open": "0.005189",
"quoteVolume": "0.000004500000000000",
"volume": "0.000869040000000000",
"weightedAverage": "0.005189610000000000"
},
{
"close": "0.005193",
"date": "1588743600000",
"high": "0.005193",
"low": "0.005189",
"open": "0.005189",
"quoteVolume": "0.000176300000000000",
"volume": "0.033959030000000000",
"weightedAverage": "0.005191810000000000"
},
{
"close": "0.005190",
"date": "1588743900000",
"high": "0.005195",
"low": "0.005190",
"open": "0.005191",
"quoteVolume": "1.086315280000000000",
"volume": "209.147005290000000000",
"weightedAverage": "0.005194020000000000"
},
{
"close": "0.005185",
"date": "1588744200000",
"high": "0.005191",
"low": "0.005185",
"open": "0.005191",
"quoteVolume": "0.913031310000000000",
"volume": "176.013137310000000000",
"weightedAverage": "0.005187290000000000"
},
{
"close": "0.005185",
"date": "1588744500000",
"high": "0.005187",
"low": "0.005185",
"open": "0.005187",
"quoteVolume": "0.503999660000000000",
"volume": "97.167286900000000000",
"weightedAverage": "0.005186920000000000"
},
{
"close": "0.005188",
"date": "1588744800000",
"high": "0.005191",
"low": "0.005186",
"open": "0.005188",
"quoteVolume": "0.389033940000000000",
"volume": "74.957421780000000000",
"weightedAverage": "0.005190060000000000"
}
],
"queryString": "command=returnChartData\u0026currencyPair=BTC_LTC\u0026end=1588745003\u0026period=300\u0026start=1588741200",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"close": "0.005192",
"date": "1588741200000",
"high": "0.005192",
"low": "0.005179",
"open": "0.005187",
"quoteVolume": "1.410662590000000000",
"volume": "271.976101520000000000",
"weightedAverage": "0.005186710000000000"
},
{
"close": "0.005185",
"date": "1588743000000",
"high": "0.005195",
"low": "0.005185",
"open": "0.005195",
"quoteVolume": "2.509243380000000000",
"volume": "483.462471320000000000",
"weightedAverage": "0.005190150000000000"
},
{
"close": "0.005190",
"date": "1588744800000",
"high": "0.005192",
"low": "0.005185",
"open": "0.005188",
"quoteVolume": "1.503792520000000000",
"volume": "289.807027890000000000",
"weightedAverage": "0.005188940000000000"
}
],
"queryString": "command=returnChartData\u0026currencyPair=BTC_LTC\u0026end=1588745003\u0026period=1800\u0026start=1588741200",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"close": "0.005187",
"date": "1588741200000",
"high": "0.005187",
"low": "0.005187",
"open": "0.005187",
"quoteVolume": "0.134607560000000000",
"volume": "25.950919030000000000",
"weightedAverage": "0.005187000000000000"
},
{
"close": "0.005184",
"date": "1588741500000",
"high": "0.005188",
"low": "0.005184",
"open": "0.005188",
"quoteVolume": "0.337237360000000000",
"volume": "65.001093740000000000",
"weightedAverage": "0.005188170000000000"
},
{
"close": "0.005183",
"date": "1588741800000",
"high": "0.005184",
"low": "0.005183",
"open": "0.005184",
"quoteVolume": "0.002260250000000000",
"volume": "0.436015290000000000",
"weightedAverage": "0.005183900000000000"
},
{
"close": "0.005182",
"date": "1588742100000",
"high": "0.005186",
"low": "0.005182",
"open": "0.005184",
"quoteVolume": "0.469723220000000000",
"volume": "90.599185630000000000",
"weightedAverage": "0.005184620000000000"
},
{
"close": "0.005183",
"date": "1588742400000",
"high": "0.005184",
"low": "0.005179",
"open": "0.005179",
"quoteVolume": "0.044659030000000000",
"volume": "8.615234300000000000",
"weightedAverage": "0.005183720000000000"
},
{
"close": "0.005192",
"date": "1588742700000",
"high": "0.005192",
"low": "0.005185",
"open": "0.005185",
"quoteVolume": "0.422175130000000000",
"volume": "81.373653530000000000",
"weightedAverage": "0.005188100000000000"
},
{
"close": "0.005191",
"date": "1588743000000",
"high": "0.005195",
"low": "0.005191",
"open": "0.005195",
"quoteVolume": "0.005716300000000000",
"volume": "1.100213750000000000",
"weightedAverage": "0.005195620000000000"
},
{
"close": "0.005189",
"date": "1588743300000",
"high": "0.005189",
"low": "0.005189",
"open": "0.005189",
"quoteVolume": "0.000004500000000000",
"volume": "0.000869040000000000",
"weightedAverage": "0.005189610000000000"
},
{
"close": "0.005193",
"date": "1588743600000",
"high": "0.005193",
"low": "0.005189",
"open": "0.005189",
"quoteVolume": "0.000176300000000000",
"volume": "0.033959030000000000",
"weightedAverage": "0.005191810000000000"
},
{
"close": "0.005190",
"date": "1588743900000",
"high": "0.005195",
"low": "0.005190",
"open": "0.005191",
"quoteVolume": "1.086315280000000000",
"volume": "209.147005290000000000",
"weightedAverage": "0.005194020000000000"
},
{
"close": "0.005185",
"date": "1588744200000",
"high": "0.005191",
"low": "0.005185",
"open": "0.005191",
"quoteVolume": "0.913031310000000000",
"volume": "176.013137310000000000",
"weightedAverage": "0.005187290000000000"
},
{
"close": "0.005185",
"date": "1588744500000",
"high": "0.005187",
"low": "0.005185",
"open": "0.005187",
"quoteVolume": "0.503999660000000000",
"volume": "97.167286900000000000",
"weightedAverage": "0.005186920000000000"
},
{
"close": "0.005188",
"date": "1588744800000",
"high": "0.005191",
"low": "0.005186",
"open": "0.005188",
"quoteVolume": "0.389033940000000000",
"volume": "74.957421780000000000",
"weightedAverage": "0.005190060000000000"
},
{
"close": "0.005186",
"date": "1588745100000",
"high": "0.005188",
"low": "0.005185",
"open": "0.005185",
"quoteVolume": "0.535108970000000000",
"volume": "103.162198930000000000",
"weightedAverage": "0.005187060000000000"
}
],
"queryString": "command=returnChartData\u0026currencyPair=BTC_LTC\u0026end=1588745100\u0026period=300\u0026start=1588741200",
"bodyParams": "",
"headers": {}
}
]
},