d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-02 07:26:53 +00:00
Code Issues Packages Projects Releases Wiki Activity

exchanges: Initial context propagation (#744)

Browse Source 
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
This commit is contained in:
Ryan O'Hara-Reid
2021-09-11 13:52:07 +10:00
committed by GitHub
parent 72516f7268
commit d636049fb2
168 changed files with 8085 additions and 6996 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
backtester/data/kline/api/api.go
View File

@@ -1,6 +1,7 @@
package api
import (
"context"
"fmt"
"strings"
"time"
@@ -14,12 +15,12 @@ import (
)
// LoadData retrieves data from a GoCryptoTrader exchange wrapper which calls the exchange's API
func LoadData(dataType int64, startDate, endDate time.Time, interval time.Duration, exch exchange.IBotExchange, fPair currency.Pair, a asset.Item) (*kline.Item, error) {
func LoadData(ctx context.Context, dataType int64, startDate, endDate time.Time, interval time.Duration, exch exchange.IBotExchange, fPair currency.Pair, a asset.Item) (*kline.Item, error) {
var candles kline.Item
var err error
switch dataType {
case common.DataCandle:
candles, err = exch.GetHistoricCandlesExtended(
candles, err = exch.GetHistoricCandlesExtended(ctx,
fPair,
a,
startDate,
@@ -30,7 +31,7 @@ func LoadData(dataType int64, startDate, endDate time.Time, interval time.Durati
}
case common.DataTrade:
var trades []trade.Data
trades, err = exch.GetHistoricTrades(
trades, err = exch.GetHistoricTrades(ctx,
fPair,
a,
startDate,

10
backtester/data/kline/api/api_test.go
View File

@@ -1,6 +1,7 @@
package api
import (
"context"
"errors"
"testing"
"time"
@@ -37,7 +38,8 @@ func TestLoadCandles(t *testing.T) {
interval := gctkline.OneMin
a := asset.Spot
var data *gctkline.Item
data, err = LoadData(common.DataCandle, tt1, tt2, interval.Duration(), exch, cp, a)
data, err = LoadData(context.Background(),
common.DataCandle, tt1, tt2, interval.Duration(), exch, cp, a)
if err != nil {
t.Fatal(err)
}
@@ -45,7 +47,8 @@ func TestLoadCandles(t *testing.T) {
t.Error("expected candles")
}
_, err = LoadData(-1, tt1, tt2, interval.Duration(), exch, cp, a)
_, err = LoadData(context.Background(),
-1, tt1, tt2, interval.Duration(), exch, cp, a)
if !errors.Is(err, common.ErrInvalidDataType) {
t.Errorf("expected '%v' received '%v'", err, common.ErrInvalidDataType)
}
@@ -73,7 +76,8 @@ func TestLoadTrades(t *testing.T) {
tt2 := time.Now().Round(interval.Duration())
a := asset.Spot
var data *gctkline.Item
data, err = LoadData(common.DataTrade, tt1, tt2, interval.Duration(), exch, cp, a)
data, err = LoadData(context.Background(),
common.DataTrade, tt1, tt2, interval.Duration(), exch, cp, a)
if err != nil {
t.Fatal(err)
}

15
backtester/data/kline/live/live.go
View File

@@ -1,6 +1,7 @@
package live
import (
"context"
"fmt"
"strings"
"time"
@@ -14,12 +15,12 @@ import (
)
// LoadData retrieves data from a GoCryptoTrader exchange wrapper which calls the exchange's API for the latest interval
func LoadData(exch exchange.IBotExchange, dataType int64, interval time.Duration, fPair currency.Pair, a asset.Item) (*kline.Item, error) {
func LoadData(ctx context.Context, exch exchange.IBotExchange, dataType int64, interval time.Duration, fPair currency.Pair, a asset.Item) (*kline.Item, error) {
var candles kline.Item
var err error
switch dataType {
case common.DataCandle:
candles, err = exch.GetHistoricCandles(
candles, err = exch.GetHistoricCandles(ctx,
fPair,
a,
time.Now().Add(-interval*2), // multiplied by 2 to ensure the latest candle is always included
@@ -30,7 +31,11 @@ func LoadData(exch exchange.IBotExchange, dataType int64, interval time.Duration
}
case common.DataTrade:
var trades []trade.Data
trades, err = exch.GetHistoricTrades(fPair, a, time.Now().Add(-interval*2), time.Now()) // multiplied by 2 to ensure the latest candle is always included
trades, err = exch.GetHistoricTrades(ctx,
fPair,
a,
time.Now().Add(-interval*2), // multiplied by 2 to ensure the latest candle is always included
time.Now())
if err != nil {
return nil, err
}
@@ -41,10 +46,10 @@ func LoadData(exch exchange.IBotExchange, dataType int64, interval time.Duration
}
base := exch.GetBase()
if len(candles.Candles) <= 1 && base.GetSupportedFeatures().RESTCapabilities.TradeHistory {
trades, err = exch.GetHistoricTrades(
trades, err = exch.GetHistoricTrades(ctx,
fPair,
a,
time.Now().Add(-interval), // multiplied by 2 to ensure the latest candle is always included
time.Now().Add(-interval),
time.Now())
if err != nil {
return nil, fmt.Errorf("could not retrieve live trade data for %v %v %v, %v", exch.GetName(), a, fPair, err)

8
backtester/data/kline/live/live_test.go
View File

@@ -1,6 +1,7 @@
package live
import (
"context"
"errors"
"testing"
@@ -36,14 +37,15 @@ func TestLoadCandles(t *testing.T) {
ConfigFormat: pFormat,
}
var data *gctkline.Item
data, err = LoadData(exch, common.DataCandle, interval.Duration(), cp1, a)
data, err = LoadData(context.Background(),
exch, common.DataCandle, interval.Duration(), cp1, a)
if err != nil {
t.Fatal(err)
}
if len(data.Candles) == 0 {
t.Error("expected candles")
}
_, err = LoadData(exch, -1, interval.Duration(), cp1, a)
_, err = LoadData(context.Background(), exch, -1, interval.Duration(), cp1, a)
if !errors.Is(err, common.ErrInvalidDataType) {
t.Errorf("expected '%v' received '%v'", err, common.ErrInvalidDataType)
}
@@ -71,7 +73,7 @@ func TestLoadTrades(t *testing.T) {
ConfigFormat: pFormat,
}
var data *gctkline.Item
data, err = LoadData(exch, common.DataTrade, interval.Duration(), cp1, a)
data, err = LoadData(context.Background(), exch, common.DataTrade, interval.Duration(), cp1, a)
if err != nil {
t.Fatal(err)
}