exchanges/qa: Add exchange wrapper testing suite (#1159)

* initial concept of a nice validation tester for exchanges

* adds some datahandler design

* expand testing

* more tests and fixes

* minor end of day fix for bithumb

* fixes implementation issues

* more test coverage and improvements, but not sure if i should continue

* fix more wrapper implementations

* adds error type, more fixes

* changes signature, fixes implementations

* fixes more wrapper implementations

* one more bit

* more cleanup

* WOW things work?

* lintle 1/1337

* mini bump

* fixes all linting

* neaten

* GetOrderInfo+ asset pair fixes+improvements

* adds new websocket test

* expand ws testing

* fix bug, expand tests, improve implementation

* code coverage of a lot of new codes

* fixes everything

* reverts accidental changes

* minor fixes from reviewing code

* removes Bitfinex cancelBatchOrder implementation

* fixes dumb baby typo for babies

* mini nit fixes

* so many nits to address

* addresses all the nits

* Titlecase

* switcheroo

* removes websocket testing for now

* fix appveyor, minor test fix

* fixes typo, re-kindles killed kode

* skip binance wrapper tests when running CI

* expired context, huobi okx fixes

* kodespull

* fix ordering

* time fix because why not

* fix exmo, others

* hopefully this fixes all of my life's problems

* last thing today

* huobi, more like hypotrophy

* golangci-lint, more like mypooroldknee-splint

* fix huobi times by removing them

* should fix okx currency issues

* blocks the application

* adds last little contingency for pairs

* addresses most nits and new problems

* lovely fixed before seeing why okx sucks

* fixes issues with okx websocket

* the classic receieieivaier

* lintle

* adds test and fixes existing tests

* expands error handling messages during setup

* fixes dumb okx bugs introduced

* quick fix for lint and exmo

* fixes nixes

* fix exmo deposit issue

* lint

* fixes issue with extra asset runs missing

* fix surprise race

* all the lint and merge fixes

* fixes surprise bugs in OKx

* fixes issues with times and chains

* fixing all the merge stuff

* merge fix

* rm logs and a panic potential

* lovely lint lament

* an easy demonstration of scenario, but not of initial purpose

* put it in the bin

* Revert "put it in the bin"

This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.

* re-add after immediate error popup

* fix mini poor test design

* okx okay

* merge fixes

* fixes issues discovered in lovely test

* I FORGOT TO COMMIT THIS

* nit fixaroonaboo

* forgoetten test fix

* revert old okx asset intrument work

* fixes

* revert problems I didnt understand. update bybit

* fix merge bugs

* test cleanup

* further improvements

* reshuffle and lint

* rm redundant CI_TEST by rm the CI_TEST field that is redundant

* path fix

* move to its own section, dont run on 32 bit + appveyor

* lint

* fix lbank

* address nits

* let it rip

* fix failing test time range

* niteroo boogaloo

* mod tidy, use common.SimpleTimeFormat
This commit is contained in:
Scott
2023-07-03 11:09:43 +10:00
committed by GitHub
parent ef605a3c19
commit fcc5ad4551
210 changed files with 38548 additions and 6519 deletions

View File

@@ -133,8 +133,8 @@ func (b *BTSE) GetTrades(ctx context.Context, symbol string, start, end time.Tim
common.EncodeURLValues(btseTrades, urlValues), &t, spot, queryFunc)
}
// OHLCV retrieve and return OHLCV candle data for requested symbol
func (b *BTSE) OHLCV(ctx context.Context, symbol string, start, end time.Time, resolution int) (OHLCV, error) {
// GetOHLCV retrieve and return OHLCV candle data for requested symbol
func (b *BTSE) GetOHLCV(ctx context.Context, symbol string, start, end time.Time, resolution int, a asset.Item) (OHLCV, error) {
var o OHLCV
urlValues := url.Values{}
urlValues.Add("symbol", symbol)
@@ -152,7 +152,8 @@ func (b *BTSE) OHLCV(ctx context.Context, symbol string, start, end time.Time, r
}
urlValues.Add("resolution", strconv.FormatInt(int64(res), 10))
endpoint := common.EncodeURLValues(btseOHLCV, urlValues)
return o, b.SendHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, endpoint, &o, true, queryFunc)
return o, b.SendHTTPRequest(ctx, exchange.RestSpot, http.MethodGet, endpoint, &o, a == asset.Spot, queryFunc)
}
// GetPrice get current price for requested symbol
@@ -446,7 +447,7 @@ func (b *BTSE) SendHTTPRequest(ctx context.Context, ep exchange.URL, method, end
}
return b.SendPayload(ctx, f, func() (*request.Item, error) {
return item, nil
})
}, request.UnauthenticatedRequest)
}
// SendAuthenticatedHTTPRequest sends an authenticated HTTP request to the desired endpoint
@@ -491,7 +492,7 @@ func (b *BTSE) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL
body = bytes.NewBuffer(reqPayload)
hmac, err = crypto.GetHMAC(
crypto.HashSHA512_384,
[]byte((expandedEndpoint + nonce + string(reqPayload))),
[]byte(expandedEndpoint+nonce+string(reqPayload)),
[]byte(creds.Secret),
)
if err != nil {
@@ -501,7 +502,7 @@ func (b *BTSE) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL
} else {
hmac, err = crypto.GetHMAC(
crypto.HashSHA512_384,
[]byte((expandedEndpoint + nonce)),
[]byte(expandedEndpoint+nonce),
[]byte(creds.Secret),
)
if err != nil {
@@ -519,13 +520,12 @@ func (b *BTSE) SendAuthenticatedHTTPRequest(ctx context.Context, ep exchange.URL
Headers: headers,
Body: body,
Result: result,
AuthRequest: true,
Verbose: b.Verbose,
HTTPDebugging: b.HTTPDebugging,
HTTPRecording: b.HTTPRecording,
}, nil
}
return b.SendPayload(ctx, f, newRequest)
return b.SendPayload(ctx, f, newRequest, request.AuthenticatedRequest)
}
// GetFee returns an estimate of fee based on type of transaction

View File

@@ -27,10 +27,10 @@ const (
apiSecret = ""
canManipulateRealOrders = false
testSPOTPair = "BTC-USD"
testFUTURESPair = "BTCPFC"
)
var b = &BTSE{}
var testFUTURESPair = currency.NewPair(currency.ENJ, currency.PFC)
func TestMain(m *testing.M) {
b.SetDefaults()
@@ -52,6 +52,14 @@ func TestMain(m *testing.M) {
if err != nil {
log.Fatal(err)
}
err = b.UpdateTradablePairs(context.Background(), true)
if err != nil {
log.Fatal(err)
}
err = b.CurrencyPairs.EnablePair(asset.Futures, testFUTURESPair)
if err != nil {
log.Fatal(err)
}
os.Exit(m.Run())
}
@@ -90,6 +98,11 @@ func TestGetMarketsSummary(t *testing.T) {
if len(ret) != 1 {
t.Errorf("expected only one result when requesting BTC-USD data received: %v", len(ret))
}
_, err = b.GetMarketSummary(context.Background(), "", false)
if err != nil {
t.Error(err)
}
}
func TestFetchOrderBook(t *testing.T) {
@@ -99,7 +112,7 @@ func TestFetchOrderBook(t *testing.T) {
t.Error(err)
}
_, err = b.FetchOrderBook(context.Background(), testFUTURESPair, 0, 1, 1, false)
_, err = b.FetchOrderBook(context.Background(), testFUTURESPair.String(), 0, 1, 1, false)
if err != nil {
t.Error(err)
}
@@ -122,13 +135,9 @@ func TestUpdateOrderbook(t *testing.T) {
t.Fatal(err)
}
f, err := currency.NewPairFromString(testFUTURESPair)
_, err = b.UpdateOrderbook(context.Background(), testFUTURESPair, asset.Futures)
if err != nil {
t.Fatal(err)
}
_, err = b.UpdateOrderbook(context.Background(), f, asset.Futures)
if err != nil {
if !errors.Is(err, common.ErrNotYetImplemented) {
if !errors.Is(err, nil) {
t.Fatal(err)
}
}
@@ -144,19 +153,35 @@ func TestFetchOrderBookL2(t *testing.T) {
func TestOHLCV(t *testing.T) {
t.Parallel()
_, err := b.OHLCV(context.Background(),
_, err := b.GetOHLCV(context.Background(),
testSPOTPair,
time.Now().AddDate(0, 0, -1),
time.Now(), 60)
time.Now(),
60,
asset.Spot)
if err != nil {
t.Fatal(err)
}
_, err = b.OHLCV(context.Background(),
testSPOTPair, time.Now(), time.Now().AddDate(0, 0, -1), 60)
_, err = b.GetOHLCV(context.Background(),
testSPOTPair,
time.Now(),
time.Now().AddDate(0, 0, -1),
60,
asset.Spot)
if err == nil {
t.Fatal("expected error if start is after end date")
}
_, err = b.GetOHLCV(context.Background(),
testFUTURESPair.String(),
time.Now().AddDate(0, 0, -1),
time.Now(),
60,
asset.Futures)
if err != nil {
t.Fatal(err)
}
}
func TestGetPrice(t *testing.T) {
@@ -181,12 +206,11 @@ func TestGetHistoricCandles(t *testing.T) {
t.Fatal(err)
}
start := time.Now().AddDate(0, 0, -1)
start := time.Now().AddDate(0, 0, -3)
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneHour, start, time.Now())
if err != nil {
t.Fatal(err)
}
_, err = b.GetHistoricCandles(context.Background(), pair, asset.Spot, kline.OneDay, start, time.Now())
if err != nil {
t.Fatal(err)
@@ -201,8 +225,12 @@ func TestGetHistoricCandlesExtended(t *testing.T) {
}
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) {
_, err = b.GetHistoricCandlesExtended(context.Background(), pair, asset.Spot, kline.OneHour, start, time.Now())
if !errors.Is(err, nil) {
t.Fatal(err)
}
_, err = b.GetHistoricCandlesExtended(context.Background(), testFUTURESPair, asset.Futures, kline.OneHour, start, time.Now())
if !errors.Is(err, nil) {
t.Fatal(err)
}
}
@@ -226,7 +254,7 @@ func TestGetTrades(t *testing.T) {
}
_, err = b.GetTrades(context.Background(),
testFUTURESPair,
testFUTURESPair.String(),
time.Now().AddDate(0, 0, -1), time.Now(),
0, 0, 50, false, false)
if err != nil {
@@ -400,7 +428,7 @@ func TestGetActiveOrders(t *testing.T) {
t.Parallel()
sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
var getOrdersRequest = order.GetOrdersRequest{
var getOrdersRequest = order.MultiOrderRequest{
Pairs: []currency.Pair{
{
Delimiter: "-",
@@ -428,7 +456,7 @@ func TestGetOrderHistory(t *testing.T) {
t.Parallel()
sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
var getOrdersRequest = order.GetOrdersRequest{
var getOrdersRequest = order.MultiOrderRequest{
Type: order.AnyType,
AssetType: asset.Spot,
Side: order.AnySide,
@@ -798,42 +826,42 @@ func TestWithinLimits(t *testing.T) {
t.Parallel()
seedOrderSizeLimitMap()
p, _ := currency.NewPairDelimiter("XRP-USD", "-")
v := b.withinLimits(p, 1.0)
if !v {
t.Fatal("expected valid limits")
err := b.withinLimits(p, 1.0)
if err != nil {
t.Error(err)
}
v = b.withinLimits(p, 5.0000001)
if v {
t.Fatal("expected invalid limits")
err = b.withinLimits(p, 5.0000001)
if err != nil {
t.Error(err)
}
v = b.withinLimits(p, 100)
if !v {
t.Fatal("expected valid limits")
err = b.withinLimits(p, 100)
if err != nil {
t.Error(err)
}
v = b.withinLimits(p, 10.1)
if v {
t.Fatal("expected invalid limits")
err = b.withinLimits(p, 10.1)
if err != nil {
t.Error(err)
}
p.Base = currency.LTC
v = b.withinLimits(p, 10)
if v {
t.Fatal("expected valid limits")
err = b.withinLimits(p, 10)
if err != nil {
t.Error(err)
}
v = b.withinLimits(p, 0.009)
if !v {
t.Fatal("expected invalid limits")
err = b.withinLimits(p, 0.009)
if !errors.Is(err, order.ErrAmountBelowMin) {
t.Error(err)
}
p.Base = currency.BTC
v = b.withinLimits(p, 10)
if v {
t.Fatal("expected valid limits")
err = b.withinLimits(p, 10)
if err != nil {
t.Error(err)
}
v = b.withinLimits(p, 0.001)
if !v {
t.Fatal("expected invalid limits")
err = b.withinLimits(p, 0.001)
if !errors.Is(err, order.ErrAmountBelowMin) {
t.Error(err)
}
}
@@ -847,11 +875,7 @@ func TestGetRecentTrades(t *testing.T) {
if err != nil {
t.Error(err)
}
currencyPair, err = currency.NewPairFromString(testFUTURESPair)
if err != nil {
t.Fatal(err)
}
_, err = b.GetRecentTrades(context.Background(), currencyPair, asset.Futures)
_, err = b.GetRecentTrades(context.Background(), testFUTURESPair, asset.Futures)
if err != nil {
t.Error(err)
}

View File

@@ -22,7 +22,7 @@ import (
)
const (
btseWebsocket = "wss://ws.btse.com/spotWS"
btseWebsocket = "wss://ws.btse.com/ws/spot"
btseWebsocketTimer = time.Second * 57
)

View File

@@ -64,11 +64,11 @@ func (b *BTSE) SetDefaults() {
fmt1 := currency.PairStore{
RequestFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
Delimiter: currency.DashDelimiter,
},
ConfigFormat: &currency.PairFormat{
Uppercase: true,
Delimiter: "-",
Delimiter: currency.DashDelimiter,
},
}
err := b.StoreAssetPairFormat(asset.Spot, fmt1)
@@ -259,8 +259,18 @@ func (b *BTSE) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.P
(m[x].LowestAsk == 0 && m[x].HighestBid == 0) {
continue
}
var pair currency.Pair
pair, err = currency.NewPairFromString(m[x].Symbol)
quote := m[x].Quote
if a == asset.Futures {
symSplit := strings.Split(m[x].Symbol, m[x].Base)
if len(symSplit) <= 1 {
continue
}
quote = symSplit[1]
}
pair, err = currency.NewPairFromStrings(m[x].Base, quote)
if err != nil {
return nil, err
}
@@ -283,11 +293,14 @@ func (b *BTSE) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error
return err
}
}
return nil
return b.EnsureOnePairEnabled()
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
if !b.SupportsAsset(a) {
return fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
tickers, err := b.GetMarketSummary(ctx, "", a == asset.Spot)
if err != nil {
return err
@@ -319,6 +332,12 @@ func (b *BTSE) UpdateTickers(ctx context.Context, a asset.Item) error {
// UpdateTicker updates and returns the ticker for a currency pair
func (b *BTSE) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if !b.SupportsAsset(a) {
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
if err := b.UpdateTickers(ctx, a); err != nil {
return nil, err
}
@@ -345,6 +364,12 @@ func (b *BTSE) FetchOrderbook(ctx context.Context, p currency.Pair, assetType as
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *BTSE) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
Exchange: b.Name,
Pair: p,
@@ -443,25 +468,32 @@ func (b *BTSE) FetchAccountInfo(ctx context.Context, assetType asset.Item) (acco
return acc, nil
}
// GetFundingHistory returns funding history, deposits and
// GetAccountFundingHistory returns funding history, deposits and
// withdrawals
func (b *BTSE) GetFundingHistory(_ context.Context) ([]exchange.FundHistory, error) {
func (b *BTSE) GetAccountFundingHistory(_ context.Context) ([]exchange.FundingHistory, error) {
return nil, common.ErrFunctionNotSupported
}
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) bool {
func (b *BTSE) withinLimits(pair currency.Pair, amount float64) error {
val, found := OrderSizeLimits(pair.String())
if !found {
return false
return fmt.Errorf("%w for pair %v", order.ErrExchangeLimitNotLoaded, pair)
}
return (math.Mod(amount, val.MinSizeIncrement) == 0) ||
amount < val.MinOrderSize ||
amount > val.MaxOrderSize
if math.Mod(amount, val.MinSizeIncrement) < 0 {
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinSizeIncrement)
}
if amount < val.MinOrderSize {
return fmt.Errorf("%w %v %v %v", order.ErrAmountBelowMin, pair, amount, val.MinOrderSize)
}
if amount > val.MaxOrderSize {
return fmt.Errorf("%w %v %v %v", order.ErrAmountExceedsMax, pair, amount, val.MinSizeIncrement)
}
return nil
}
// GetWithdrawalsHistory returns previous withdrawals data
func (b *BTSE) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) (resp []exchange.WithdrawalHistory, err error) {
return nil, common.ErrNotYetImplemented
func (b *BTSE) GetWithdrawalsHistory(_ context.Context, _ currency.Code, _ asset.Item) ([]exchange.WithdrawalHistory, error) {
return nil, common.ErrFunctionNotSupported
}
// GetRecentTrades returns the most recent trades for a currency and asset
@@ -527,9 +559,9 @@ func (b *BTSE) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitR
if err != nil {
return nil, err
}
inLimits := b.withinLimits(fPair, s.Amount)
if !inLimits {
return nil, errors.New("order outside of limits")
err = b.withinLimits(fPair, s.Amount)
if err != nil {
return nil, err
}
r, err := b.CreateOrder(ctx,
@@ -581,8 +613,8 @@ func (b *BTSE) CancelOrder(ctx context.Context, o *order.Cancel) error {
}
// CancelBatchOrders cancels an orders by their corresponding ID numbers
func (b *BTSE) CancelBatchOrders(_ context.Context, _ []order.Cancel) (order.CancelBatchResponse, error) {
return order.CancelBatchResponse{}, common.ErrNotYetImplemented
func (b *BTSE) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
return nil, common.ErrFunctionNotSupported
}
// CancelAllOrders cancels all orders associated with a currency pair
@@ -625,20 +657,20 @@ func orderIntToType(i int) order.Type {
}
// GetOrderInfo returns order information based on order ID
func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (order.Detail, error) {
func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
o, err := b.GetOrders(ctx, "", orderID, "")
if err != nil {
return order.Detail{}, err
return nil, err
}
var od order.Detail
if len(o) == 0 {
return od, errors.New("no orders found")
return nil, errors.New("no orders found")
}
format, err := b.GetPairFormat(asset.Spot, false)
if err != nil {
return order.Detail{}, err
return nil, err
}
for i := range o {
@@ -679,8 +711,7 @@ func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair
false,
"", orderID)
if err != nil {
return od,
fmt.Errorf("unable to get order fills for orderID %s", orderID)
return nil, fmt.Errorf("unable to get order fills for orderID %s", orderID)
}
for i := range th {
@@ -692,7 +723,7 @@ func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair
var orderSide order.Side
orderSide, err = order.StringToOrderSide(th[i].Side)
if err != nil {
return order.Detail{}, err
return nil, err
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
@@ -705,7 +736,7 @@ func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair
})
}
}
return od, nil
return &od, nil
}
// GetDepositAddress returns a deposit address for a specified currency
@@ -778,7 +809,7 @@ func (b *BTSE) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdr
}
// GetActiveOrders retrieves any orders that are active/open
func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (order.FilteredOrders, error) {
func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := req.Validate()
if err != nil {
return nil, err
@@ -895,7 +926,7 @@ func matchType(input int, required order.Type) bool {
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetOrdersRequest) (order.FilteredOrders, error) {
func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.MultiOrderRequest) (order.FilteredOrders, error) {
err := getOrdersRequest.Validate()
if err != nil {
return nil, err
@@ -980,6 +1011,11 @@ 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, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
switch a {
case asset.Spot, asset.Futures:
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
req, err := b.GetKlineRequest(pair, a, interval, start, end, false)
if err != nil {
return nil, err
@@ -990,40 +1026,71 @@ func (b *BTSE) GetHistoricCandles(ctx context.Context, pair currency.Pair, a ass
return nil, err
}
var timeSeries []kline.Candle
switch req.Asset {
case asset.Spot:
req, err := b.OHLCV(ctx,
req.RequestFormatted.String(),
req.Start,
req.End.Add(-req.ExchangeInterval.Duration()), // End time is inclusive so we need to subtract the interval.
intervalInt)
if err != nil {
return nil, err
}
candles, err := b.GetOHLCV(ctx,
req.RequestFormatted.String(),
req.Start,
req.End.Add(-req.ExchangeInterval.Duration()), // End time is inclusive, so we need to subtract the interval.
intervalInt,
a)
if err != nil {
return nil, err
}
timeSeries = make([]kline.Candle, len(req))
for x := range req {
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],
}
timeSeries := make([]kline.Candle, len(candles))
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(int64(candles[x][0]), 0),
Open: candles[x][1],
High: candles[x][2],
Low: candles[x][3],
Close: candles[x][4],
Volume: candles[x][5],
}
case asset.Futures:
return nil, common.ErrNotYetImplemented
default:
return nil, fmt.Errorf("asset %s not supported", req.Asset)
}
return req.ProcessResponse(timeSeries)
}
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
func (b *BTSE) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
return nil, common.ErrNotYetImplemented
func (b *BTSE) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
switch a {
case asset.Spot, asset.Futures:
default:
return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
}
req, err := b.GetKlineExtendedRequest(pair, a, interval, start, end)
if err != nil {
return nil, err
}
intervalInt, err := strconv.Atoi(b.FormatExchangeKlineInterval(req.ExchangeInterval))
if err != nil {
return nil, err
}
timeSeries := make([]kline.Candle, req.Size())
for i := range req.RangeHolder.Ranges {
var candles OHLCV
candles, err = b.GetOHLCV(ctx,
req.RequestFormatted.String(),
req.RangeHolder.Ranges[i].Start.Time,
req.RangeHolder.Ranges[i].End.Time,
intervalInt,
a)
if err != nil {
return nil, err
}
for x := range candles {
timeSeries[x] = kline.Candle{
Time: time.Unix(int64(candles[x][0]), 0),
Open: candles[x][1],
High: candles[x][2],
Low: candles[x][3],
Close: candles[x][4],
Volume: candles[x][5],
}
}
}
return req.ProcessResponse(timeSeries)
}
func (b *BTSE) seedOrderSizeLimits(ctx context.Context) error {