4 Commits

Author	SHA1	Message	Date
Scott	80bc8c7e9e	Trade history, recent trades, live trade processing and storage (#558) ... * End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint	2020-10-29 13:00:02 +11:00
Andrew	39bbd8dfc9	(Feature) OHLCV data storage and retrieval (#522) ... * WIP * end of day WIP started migration of trade history * added kline support to hitbtc huobi lbank * added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method * end of day WIP * removed unused ta and misc changes to flag ready for review * yobit cleanup * revert coinbase changES * general code clean up and added zb support * poloniex support added * renamed method to FormatExchangeKlineInterval other misc fixes * linter fixes * linter fixes * removed verbose * fixed poloniex test coverage * revert poloniex mock data * regenerated poloniex mock data * a very verbose clean up * binance mock clean up * removed unneeded t.Log() * setting verbose to true to debug CI issue * first pass changes addressed * common.ErrNotYetImplemented implemented :D * comments added * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * increased test coverage added kraken support * OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history * convert zb ratelimits * gofmt run on okcoin * increased delay on rate limit * gofmt package * fixed panic with coinbene and bithumb if conversion fails * very broken end of day WIP * added support for GetHistoricCandlesEx to coinbase and binance * gofmt package * coinbase, btcmarkets, zb ex wrapper function added * added all exchange support for ex regenerated mock data * update bithumb to return wrapper method * gofmt package * end of day started work on changes * models created for exchange/asset/currency/currencypair, new seed system created * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * started work on currency seeding and insertion * reworked binance tesT * added workaround for kraken panic * :D extremely broken WIP * renamed command to extended removed interval check on non-implemented commands * added wrapperconfig back * increased test coverage for FormatExchangeKlineInterval * WIP * increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi * linter fixes * zb kraken lbank coinbene btcmarkets support added * removed verbose * OK group support for other asset types added * swapped margin to use spot endpoint * index support added test coverage added for asset types * added asset type to okcoin test * gofmt * add asset to extended method * removed verbose * Very broken WIP models need to be regenerated * add support for coinbene swap increase test coverage * removed verbose * small clean up of okgroup wrapper functions * verbose to troubleshoot CI issues * removed verbose * added error check reverted coinbasechanges * attempting to fix broken model generation * readme updated * :D i broke so much * model regeneration fixed & complete * candle model filled out * removed unused start/finish started work on decoupling api requests from kline package * restructured coinbene, bithumb methods, added bitstamp support * kraken time fix * BTCMarkets restructure * typo fix * removed test for futures due to contact changing * removed test for futures due to contact changing * added start/end date to extended method over range * WIP * added sync option to candles * converted to assettranslator * removed verbose * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * started work on creating kline from databases eed * x -> i * removed verbose * updated fixCasing to allocate var before checks * sqlite3 supported work started * removed time conversion * further work on tets * sort all outgoing kline candles * fixCasing fix * after/before checks added * added parallel to test * logic check on BTCmarkets * removed unused param, used correct iterator * converted HitBTC to use time.Time * test update * add iszero false check to candle times * Seed exchange & OHCLV data for test usage * updated resultlimit to 5000 * new line added * added comment to exported const * move date forward * use configured ratelimit * fixed pair for test * panic fixed WIP on fixCasing * fixCasing rework, started work on readme docs * enable rate limiter for wrapper issues tool * docs updated * removed unused vars from tests * removed err from return and formatted currency * updated Yobit supported status * Updated HitBTC to use onehour candles due to test exeuction times * added further details to gctcli output * added link to docs * added link to tempalte * disable FTX websocket in config_example * fix poloneix * regenerated poloniex mock data * removed recording flag * format on package * moved exchange var outside of method scope * reworked seeding into package * verbose output improved * removed verbose from candles * Added comments to exported functions * removed verbose output * Reworking of tests * end of day commit * added SQLite migration for asset, test updates for exchange, added support for withdrawal for new exchange_name_id relation * regenerated database models * WIP * test rework, sqlite migration updates for withdrawal * Reworked error returns to stop duplications, format all output to UTC, changed gctscript OHLCV output to be unix timestmap, started work on seeding tool * gofmt * dbseed command for seeding exchanges added, removed seed from dbmigrate, LoadCSV method added for exchange * go mod tidy * added import candle from csv command to dbseed * Removed reset & duplicate migrate command from helper, renamed struct to Item/Candle over Candle/Tick, added test coverage to dbseed, improved withdraw tests * remove broken tests due to ORM generation of Fk, removed go unneeded goroutine for inserting records * removed t.Cleanup usage because appveyor * added test coverage to StoreInDatabase() * removed unneeded data from config for test * added new line * Added down migration support to candle/asset removal, return original error and display rollback error * removed unneeded err assignment, break out of loop on error * add err check to method for test * first pass changes * WIP * Updated migrations for both sqlite3 & postgres to create exchanges if any withdrawal_history records are found, removed migrate command * removed argusage as usage information is provided by flags * added inserted records return count and test coverage * new line added * Database: comment config details out to disable local postgresl testing by default * added asset support * Database: added error return when no exchanges are found, title exchange name across queries * Fixed test data * Database: removed migration bool from ConnectToDatabase(), removed empty line, insert asset on test * Database: verbose linter :D * Database/OHLCV: removed go module from dbseed command and reverted back to main module, converted interval to int64 to match other parts of code base, provided migrations to update database, poloniex fix to skip first candle * dbseed: add completed message to output * Database: added migration to add asset to uniq index for candle table * Database: database -> exchange * Database: add asset to upsert conflict * Poloneix: fix for invalid interval * regenerated poloniex mock data * Database: added down migration for candle interval update * OHCLV/Database: WIP * OHLCV/Datastore: added new ValidateKline() method to check that asset, pair, interval are enabled/supported by exchange and updated tests * revert configtest changes * OHCLV/Kline: pointer assignment to ErrorKline & format pairs on check * goimports * migration updates * Database/Candle: updated tests * revert configtest changes * ZB: updaed defaults to use uppercase pairs * ZB: updaed defaults to use uppercase pairs * revert pair formatting * Switch over to .Cotains() method from pairManagement * Added comment & ftx back 😆 * OHLCV/Datastore: (Candles): added not null to asset, (WithdrawalHistory): added not null to exchange_name_id), reworked KlineError return * set verbose to false * updated btc markets test * Updated readme * removed ability to have blank exchange name as indexing requires it * remove old usedb and empty exchange check, return error on no data instead * Updated kline test to match date range * Renamed candles.exchange_id column to candles.xchange_name_id to match withdrawal table, return err on unwrap, zb fix revert * regenerated sqlite3 models * force UTC for sqlite.... because sqlite * OHLCV/Datastore: upper case pairs on insert for consistency, remove unneeded rollback call on commit failure as it has no effect, move rollback outside of insertsqlite/insertpsql methods * add error check for no candles * nil length/cap is 0 in golang :D * OHLCV/Datastore: updated wording on examples, removed duplicate testfile * OHLCV/Datastore: updated README with links to dbseed * dbtool -> dbseed	2020-09-03 17:13:53 +10:00
Adrian Gallagher	0d787bc259	Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478) ... * Bump golangci-lint version, update Go version deps and generic code improvements * Fix wesbocket resp nil check and zip closures * Update pprof path	2020-04-09 13:07:32 +10:00
Andrew	f515a2bcbd	(QOL) Improve test setup for logger, improve test coverage for database (#447) ... * Improved test setup for logger, improved test coverage for database * removed some new lines * add new line * removed database config detailS * removed lines * code cleanup	2020-02-17 11:29:26 +11:00