* implemented binance and bitfinex GetHistoricCandles wrapper methods)
* coinbene supported added
* after and before clean up
* gateio wrapper completed
* merged upstream/master
* Added bsaic KlineIntervalSupported() method
* Converted binance fixed test
* WIP
* new KlineConvertToExchangeStandardString method added
* end of day WIP
* 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
* reworked test coverage added okgroup support general fixes/change requests addressed
* Added OneMonth
* limit checks on supportedexchanges
* reverted getexchangehistory
* reworked binance tesT
* added workaround for kraken panic
* 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
* 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
* readme updated
* 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
* added start/end date to extended method over range
* converted to assettranslator
* removed verbose
* removed invalid char
* reverted incorrectly removed return
* added import
* further template updates
* macos hates my keyboard :D
* misc canges
* x -> i
* removed verbose
* updated fixCasing to allocate var before checks
* removed time conversion
* 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
* add iszero false check to candle times
* updated resultlimit to 5000
* new line added
* added comment to exported const
* 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 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
* Various bug fixes
* Deadlink, cleanup plus bug fixes
* Various Kraken fixes
* Add convert func for decimal unix timestamps
* Convert all test times to UTC
* Kraken: Make assets a pointer to prevent excessive copying
* Docker slash fix
* Address nits plus bump ITBit last checked pairs timestamp
* Set pairs to enabled pairs when getting active orders
* Use asset translator for UpdateAccountInfo and more checks for the exchange template tool
* Address MadCozBadd's nits
* Make exchange var 2 chars
* Make program more user friendly
* Project wide comment checks and exchName check
* Fix Huobi indexing bug and use correct pair formatting
* Address nits + readme change
With the incorrect implementation currently, orderbooks have incorrect
entries in them which never get removed. This results in an
unsynchronised state, having issues such as bid prices greater than the
lowest ask prices
The websocket depth updates must be subscribed to before getting a
snapshot. Any updates from the websocket that have earlier update ids
must be discarded.
https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* * Adds script link to GCT logger package
* Adds ability to save data as csv via script
* addr nits
* go mod tidy
* add glorious suggestion
* rm unused function
* fix linter issues
* clean up some issues
* Add in configuration fields to object for reflection to the csv file
* RM line :D
* address nits
* update to check for target already being set and add more test coverage
* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs
* fix whoopsie
* linter issues
* purge getter methods
* Added glorious suggestion
* go mod tidy after merge
* niterinos
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* added mfi and example
* renamed to moving average
* converted to array return type and added obv and mfi
* started work on test coverage
* test coverage added for rsi & mfi
* test coverage added for all indicators removed go mod replace moved to append helper method
* moved all indicators to new appendTo and increased test coverage
* added additional test and bumped go-talib to latest commi
* go.mod update
* linter fixes
* go mod clean up
* small fixes
* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding
* testing new structure of passing full ohlcv data
* started linking ohlcv to gctscript
* OHCLV link up completed reworking passing back to indicators started
* OHCLV link up completed reworking passing back to indicators started
* added test coverage for tofloat
* linter fixes (gofmt)
* removed unused value
* improved test coverage
* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const
* removed unused value
* first round of changes addressed
* all indicators have been split with packages named after each indicator and a new calculate() method added
* linters
* fixed tests
* added check to check ta is running in validator for uploading
* Added test data for OHLCV testing new indicator interface for wrapper
* typed const to float64
* reworked validator data to generate previous timestamps
* rewored macd to return slice of array
* adding bbands linking and example
* why didn't this pick it up before :D
* bumped up total number of modules for test
* moved parseIndicator to exchange added comments
* test coverage added for ParseMAType & ParseIndicatorSelector
* gofmt
* WIP changes
* updated tests for bbands & obv bumped to latest go-talib
* move multiple use strong to const
* reverted rpc.pb.go to master
* added 4w option
* removed selector from obv as unneeded
* improved test coverage and reworked all indicator methods on how they pass errors back
* order incoming OHCLV data
* revert go.mod
* removed verbose toggles
* added spot asset type
* removed 4w as its unused/uncommon
* renamed
* reworked further tests
* converted all examples to use coinbasepro for consistency
* updated all date ranges to 2019 + 6 months
* backported binance OHLCV wrapper from #479
* removed o
* rounded numbers
* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D
* Migrated to gct-ta library
* Corrected test import
* wording changes on test
* removed TA lib from go.mod
* PR changes addressed
Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage
* removed pkg folder
* bumped gct-ta version
* gct-ta version bump
Request types / variations contribute different weights towards the limit
Binance enforces. These can be considerably more than 1 per request,
which results in the server side limits being hit, producing 429 and 418
responses and bans
Several /v1 API calls have been deprecated, and will be removed shortly.
Moving these across to their /v3 equivalents
Capturing of the klines request via the recorder was failing, as it did
not handle the structure where the klines response in an array of
mixed primitive arrays. Excluding primitive values from the exclusion
checks addresses this
* Updates websocket URL
* Minor test changes, URL changes too
* verbosity purposity prepostery
* Fixes issue where websocket data passed through the round trip was invalid
* Adds a test protection
* fix the return problem
* fix the return problem
* add the mandatory parameter
* fix the symbol empity problem
* fix the symbol empty problem
* add Pair parameter for order.Cancel parameters
* follow the gofmt rule
Co-authored-by: MK <mk@MKdeMacBook-Pro.local>
