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

exchanges/kline/kline_types.go

@@ -44,8 +44,6 @@ const (
 )
 
 var (
-	// ErrUnsetInterval is an error for date range calculation
-	ErrUnsetInterval = errors.New("cannot calculate range, interval unset")
 	// ErrRequestExceedsExchangeLimits locale for exceeding rate limits message
 	ErrRequestExceedsExchangeLimits = errors.New("request will exceed exchange limits, please reduce start-end time window or use GetHistoricCandlesExtended")
 	// ErrUnsupportedInterval returns when the provided interval is not supported by an exchange

exchanges/kline/request.go

@@ -13,9 +13,11 @@ import (
 
 var (
 	// ErrUnsetName is an error for when the exchange name is not set
-	ErrUnsetName                    = errors.New("unset exchange name")
+	ErrUnsetName = errors.New("unset exchange name")
+	// ErrNoTimeSeriesDataToConvert is returned when no data can be processed
+	ErrNoTimeSeriesDataToConvert = errors.New("no candle data returned to process")
+
 	errNilRequest                   = errors.New("nil kline request")
-	errNoTimeSeriesDataToConvert    = errors.New("no time series data to convert")
 	errInvalidSpecificEndpointLimit = errors.New("specific endpoint limit must be greater than 0")
 
 	// PartialCandle is string flag for when the most recent candle is partially
@@ -145,7 +147,7 @@ func (r *Request) ProcessResponse(timeSeries []Candle) (*Item, error) {
 	}
 
 	if len(timeSeries) == 0 {
-		return nil, errNoTimeSeriesDataToConvert
+		return nil, ErrNoTimeSeriesDataToConvert
 	}
 
 	holder := &Item{
@@ -190,6 +192,15 @@ func (r *Request) ProcessResponse(timeSeries []Candle) (*Item, error) {
 	return holder, err
 }
 
+// Size returns the max length of return for pre-allocation.
+func (r *Request) Size() int {
+	if r == nil {
+		return 0
+	}
+
+	return int(TotalCandlesPerInterval(r.Start, r.End, r.ExchangeInterval))
+}
+
 // ExtendedRequest used in extended functionality for when candles requested
 // exceed exchange limits and require multiple requests.
 type ExtendedRequest struct {
@@ -205,7 +216,7 @@ func (r *ExtendedRequest) ProcessResponse(timeSeries []Candle) (*Item, error) {
 	}
 
 	if len(timeSeries) == 0 {
-		return nil, errNoTimeSeriesDataToConvert
+		return nil, ErrNoTimeSeriesDataToConvert
 	}
 
 	holder, err := r.Request.ProcessResponse(timeSeries)

exchanges/kline/request_test.go

@@ -208,8 +208,8 @@ func TestRequest_ProcessResponse(t *testing.T) {
 
 	r = &Request{}
 	_, err = r.ProcessResponse(nil)
-	if !errors.Is(err, errNoTimeSeriesDataToConvert) {
-		t.Fatalf("received: '%v', but expected '%v'", err, errNoTimeSeriesDataToConvert)
+	if !errors.Is(err, ErrNoTimeSeriesDataToConvert) {
+		t.Fatalf("received: '%v', but expected '%v'", err, ErrNoTimeSeriesDataToConvert)
 	}
 
 	_, err = CreateKlineRequest("name", pair, pair, asset.Spot, OneHour, OneHour, start, end, 0)
@@ -343,8 +343,8 @@ func TestExtendedRequest_ProcessResponse(t *testing.T) {
 
 	rExt = &ExtendedRequest{}
 	_, err = rExt.ProcessResponse(nil)
-	if !errors.Is(err, errNoTimeSeriesDataToConvert) {
-		t.Fatalf("received: '%v', but expected '%v'", err, errNoTimeSeriesDataToConvert)
+	if !errors.Is(err, ErrNoTimeSeriesDataToConvert) {
+		t.Fatalf("received: '%v', but expected '%v'", err, ErrNoTimeSeriesDataToConvert)
 	}
 
 	// no conversion
@@ -406,3 +406,21 @@ func TestExtendedRequest_Size(t *testing.T) {
 		t.Fatalf("received: '%v', but expected '%v'", rExt.Size(), 200)
 	}
 }
+
+func TestRequest_Size(t *testing.T) {
+	t.Parallel()
+
+	var r *Request
+	if r.Size() != 0 {
+		t.Fatalf("received: '%v', but expected '%v'", r.Size(), 0)
+	}
+
+	r = &Request{
+		Start:            time.Now().Add(-time.Hour * 2).Truncate(time.Hour),
+		End:              time.Now().Truncate(time.Hour),
+		ExchangeInterval: OneHour,
+	}
+	if r.Size() != 2 {
+		t.Fatalf("received: '%v', but expected '%v'", r.Size(), 2)
+	}
+}