package poloniex import ( "fmt" "sort" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" "github.com/thrasher-corp/gocryptotrader/portfolio/withdraw" ) // GetDefaultConfig returns a default exchange config func (p *Poloniex) GetDefaultConfig() (*config.ExchangeConfig, error) { p.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = p.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = p.BaseCurrencies err := p.SetupDefaults(exchCfg) if err != nil { return nil, err } if p.Features.Supports.RESTCapabilities.AutoPairUpdates { err = p.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default settings for poloniex func (p *Poloniex) SetDefaults() { p.Name = "Poloniex" p.Enabled = true p.Verbose = true p.API.CredentialsValidator.RequiresKey = true p.API.CredentialsValidator.RequiresSecret = true requestFmt := ¤cy.PairFormat{ Delimiter: currency.UnderscoreDelimiter, Uppercase: true, } configFmt := ¤cy.PairFormat{ Delimiter: currency.UnderscoreDelimiter, Uppercase: true, } err := p.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot) if err != nil { log.Errorln(log.ExchangeSys, err) } p.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, TradeFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, CancelOrders: true, SubmitOrder: true, DepositHistory: true, WithdrawalHistory: true, UserTradeHistory: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, OrderbookFetching: true, Subscribe: true, Unsubscribe: true, AuthenticatedEndpoints: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission | exchange.NoFiatWithdrawals, Kline: kline.ExchangeCapabilitiesSupported{ Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.TwoHour.Word(): true, kline.FourHour.Word(): true, kline.OneDay.Word(): true, }, }, }, } p.Requester = request.New(p.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) p.API.Endpoints = p.NewEndpoints() err = p.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: poloniexAPIURL, exchange.WebsocketSpot: poloniexWebsocketAddress, }) if err != nil { log.Errorln(log.ExchangeSys, err) } p.Websocket = stream.New() p.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit p.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout p.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit } // Setup sets user exchange configuration settings func (p *Poloniex) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { p.SetEnabled(false) return nil } err := p.SetupDefaults(exch) if err != nil { return err } wsRunningURL, err := p.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = p.Websocket.Setup(&stream.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: poloniexWebsocketAddress, ExchangeName: exch.Name, RunningURL: wsRunningURL, Connector: p.WsConnect, Subscriber: p.Subscribe, UnSubscriber: p.Unsubscribe, GenerateSubscriptions: p.GenerateDefaultSubscriptions, Features: &p.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, SortBuffer: true, SortBufferByUpdateIDs: true, }) if err != nil { return err } return p.Websocket.SetupNewConnection(stream.ConnectionSetup{ ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) } // Start starts the Poloniex go routine func (p *Poloniex) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { p.Run() wg.Done() }() } // Run implements the Poloniex wrapper func (p *Poloniex) Run() { if p.Verbose { log.Debugf(log.ExchangeSys, "%s Websocket: %s (url: %s).\n", p.Name, common.IsEnabled(p.Websocket.IsEnabled()), poloniexWebsocketAddress) p.PrintEnabledPairs() } forceUpdate := false avail, err := p.GetAvailablePairs(asset.Spot) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", p.Name, err) return } if common.StringDataCompare(avail.Strings(), "BTC_USDT") { log.Warnf(log.ExchangeSys, "%s contains invalid pair, forcing upgrade of available currencies.\n", p.Name) forceUpdate = true } if !p.GetEnabledFeatures().AutoPairUpdates && !forceUpdate { return } err = p.UpdateTradablePairs(forceUpdate) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", p.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (p *Poloniex) FetchTradablePairs(asset asset.Item) ([]string, error) { resp, err := p.GetTicker() if err != nil { return nil, err } var currencies []string for x := range resp { currencies = append(currencies, x) } return currencies, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (p *Poloniex) UpdateTradablePairs(forceUpgrade bool) error { pairs, err := p.FetchTradablePairs(asset.Spot) if err != nil { return err } ps, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } return p.UpdatePairs(ps, asset.Spot, false, forceUpgrade) } // UpdateTicker updates and returns the ticker for a currency pair func (p *Poloniex) UpdateTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) { tick, err := p.GetTicker() if err != nil { return nil, err } enabledPairs, err := p.GetEnabledPairs(assetType) if err != nil { return nil, err } for i := range enabledPairs { fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType) if err != nil { return nil, err } curr := fpair.String() if _, ok := tick[curr]; !ok { continue } err = ticker.ProcessTicker(&ticker.Price{ Pair: enabledPairs[i], Ask: tick[curr].LowestAsk, Bid: tick[curr].HighestBid, High: tick[curr].High24Hr, Last: tick[curr].Last, Low: tick[curr].Low24Hr, Volume: tick[curr].BaseVolume, QuoteVolume: tick[curr].QuoteVolume, ExchangeName: p.Name, AssetType: assetType}) if err != nil { return nil, err } } return ticker.GetTicker(p.Name, currencyPair, assetType) } // FetchTicker returns the ticker for a currency pair func (p *Poloniex) FetchTicker(currencyPair currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(p.Name, currencyPair, assetType) if err != nil { return p.UpdateTicker(currencyPair, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (p *Poloniex) FetchOrderbook(currencyPair currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(p.Name, currencyPair, assetType) if err != nil { return p.UpdateOrderbook(currencyPair, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (p *Poloniex) UpdateOrderbook(c currency.Pair, assetType asset.Item) (*orderbook.Base, error) { callingBook := &orderbook.Base{ Exchange: p.Name, Pair: c, Asset: assetType, VerifyOrderbook: p.CanVerifyOrderbook, } orderbookNew, err := p.GetOrderbook("", poloniexMaxOrderbookDepth) if err != nil { return callingBook, err } enabledPairs, err := p.GetEnabledPairs(assetType) if err != nil { return callingBook, err } for i := range enabledPairs { book := &orderbook.Base{ Exchange: p.Name, Pair: enabledPairs[i], Asset: assetType, VerifyOrderbook: p.CanVerifyOrderbook, } fpair, err := p.FormatExchangeCurrency(enabledPairs[i], assetType) if err != nil { return book, err } data, ok := orderbookNew.Data[fpair.String()] if !ok { continue } for y := range data.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: data.Bids[y].Amount, Price: data.Bids[y].Price, }) } for y := range data.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: data.Asks[y].Amount, Price: data.Asks[y].Price, }) } err = book.Process() if err != nil { return book, err } } return orderbook.Get(p.Name, c, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // Poloniex exchange func (p *Poloniex) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var response account.Holdings response.Exchange = p.Name accountBalance, err := p.GetBalances() if err != nil { return response, err } var currencies []account.Balance for x, y := range accountBalance.Currency { var exchangeCurrency account.Balance exchangeCurrency.CurrencyName = currency.NewCode(x) exchangeCurrency.TotalValue = y currencies = append(currencies, exchangeCurrency) } response.Accounts = append(response.Accounts, account.SubAccount{ Currencies: currencies, }) err = account.Process(&response) if err != nil { return account.Holdings{}, err } return response, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (p *Poloniex) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(p.Name, assetType) if err != nil { return p.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (p *Poloniex) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (p *Poloniex) GetWithdrawalsHistory(c currency.Code) (resp []exchange.WithdrawalHistory, err error) { return nil, common.ErrNotYetImplemented } // GetRecentTrades returns the most recent trades for a currency and asset func (p *Poloniex) GetRecentTrades(currencyPair currency.Pair, assetType asset.Item) ([]trade.Data, error) { return p.GetHistoricTrades(currencyPair, assetType, time.Now().Add(-time.Minute*15), time.Now()) } // GetHistoricTrades returns historic trade data within the timeframe provided func (p *Poloniex) GetHistoricTrades(currencyPair currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) { if timestampEnd.After(time.Now()) || timestampEnd.Before(timestampStart) { return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v", timestampStart, timestampEnd) } var err error currencyPair, err = p.FormatExchangeCurrency(currencyPair, assetType) if err != nil { return nil, err } var resp []trade.Data ts := timestampStart allTrades: for { var tradeData []TradeHistory tradeData, err = p.GetTradeHistory(currencyPair.String(), ts.Unix(), timestampEnd.Unix()) if err != nil { return nil, err } for i := range tradeData { var tt time.Time tt, err = time.Parse(common.SimpleTimeFormat, tradeData[i].Date) if err != nil { return nil, err } if (tt.Before(timestampStart) && !timestampStart.IsZero()) || (tt.After(timestampEnd) && !timestampEnd.IsZero()) { break allTrades } var side order.Side side, err = order.StringToOrderSide(tradeData[i].Type) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: p.Name, TID: strconv.FormatInt(tradeData[i].TradeID, 10), CurrencyPair: currencyPair, AssetType: assetType, Side: side, Price: tradeData[i].Rate, Amount: tradeData[i].Amount, Timestamp: tt, }) if i == len(tradeData)-1 { if ts.Equal(tt) { // reached end of trades to crawl break allTrades } if timestampStart.IsZero() { break allTrades } ts = tt } } } err = p.AddTradesToBuffer(resp...) if err != nil { return nil, err } resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd) sort.Sort(trade.ByDate(resp)) return resp, nil } // SubmitOrder submits a new order func (p *Poloniex) SubmitOrder(s *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse if err := s.Validate(); err != nil { return submitOrderResponse, err } fPair, err := p.FormatExchangeCurrency(s.Pair, s.AssetType) if err != nil { return submitOrderResponse, err } fillOrKill := s.Type == order.Market isBuyOrder := s.Side == order.Buy response, err := p.PlaceOrder(fPair.String(), s.Price, s.Amount, false, fillOrKill, isBuyOrder) if err != nil { return submitOrderResponse, err } if response.OrderNumber > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response.OrderNumber, 10) } submitOrderResponse.IsOrderPlaced = true if s.Type == order.Market { submitOrderResponse.FullyMatched = true } return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (p *Poloniex) ModifyOrder(action *order.Modify) (string, error) { if err := action.Validate(); err != nil { return "", err } oID, err := strconv.ParseInt(action.ID, 10, 64) if err != nil { return "", err } resp, err := p.MoveOrder(oID, action.Price, action.Amount, action.PostOnly, action.ImmediateOrCancel) if err != nil { return "", err } return strconv.FormatInt(resp.OrderNumber, 10), nil } // CancelOrder cancels an order by its corresponding ID number func (p *Poloniex) CancelOrder(o *order.Cancel) error { if err := o.Validate(o.StandardCancel()); err != nil { return err } orderIDInt, err := strconv.ParseInt(o.ID, 10, 64) if err != nil { return err } return p.CancelExistingOrder(orderIDInt) } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (p *Poloniex) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (p *Poloniex) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } openOrders, err := p.GetOpenOrdersForAllCurrencies() if err != nil { return cancelAllOrdersResponse, err } for key := range openOrders.Data { for i := range openOrders.Data[key] { err = p.CancelExistingOrder(openOrders.Data[key][i].OrderNumber) if err != nil { id := strconv.FormatInt(openOrders.Data[key][i].OrderNumber, 10) cancelAllOrdersResponse.Status[id] = err.Error() } } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (p *Poloniex) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { orderInfo := order.Detail{ Exchange: p.Name, Pair: pair, } trades, err := p.GetAuthenticatedOrderTrades(orderID) if err != nil && !strings.Contains(err.Error(), "Order not found") { return orderInfo, err } for i := range trades { var tradeHistory order.TradeHistory tradeHistory.Exchange = p.Name tradeHistory.Side, err = order.StringToOrderSide(trades[i].Type) if err != nil { return orderInfo, err } tradeHistory.TID = strconv.FormatInt(trades[i].GlobalTradeID, 10) tradeHistory.Timestamp, err = time.Parse(common.SimpleTimeFormat, trades[i].Date) if err != nil { return orderInfo, err } tradeHistory.Price = trades[i].Rate tradeHistory.Amount = trades[i].Amount tradeHistory.Total = trades[i].Total tradeHistory.Fee = trades[i].Fee orderInfo.Trades = append(orderInfo.Trades, tradeHistory) } resp, err := p.GetAuthenticatedOrderStatus(orderID) if err != nil { if len(orderInfo.Trades) > 0 { // on closed orders return trades only if strings.Contains(err.Error(), "Order not found") { orderInfo.Status = order.Closed } return orderInfo, nil } return orderInfo, err } orderInfo.Status, _ = order.StringToOrderStatus(resp.Status) orderInfo.Price = resp.Rate orderInfo.Amount = resp.Amount orderInfo.Cost = resp.Total orderInfo.Fee = resp.Fee orderInfo.TargetAmount = resp.StartingAmount orderInfo.Side, err = order.StringToOrderSide(resp.Type) if err != nil { return orderInfo, err } orderInfo.Date, err = time.Parse(common.SimpleTimeFormat, resp.Date) if err != nil { return orderInfo, err } return orderInfo, nil } // GetDepositAddress returns a deposit address for a specified currency func (p *Poloniex) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { a, err := p.GetDepositAddresses() if err != nil { return "", err } address, ok := a.Addresses[cryptocurrency.Upper().String()] if !ok { return "", fmt.Errorf("cannot find deposit address for %s", cryptocurrency) } return address, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (p *Poloniex) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := p.Withdraw(withdrawRequest.Currency.String(), withdrawRequest.Crypto.Address, withdrawRequest.Amount) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ Status: v.Response, }, err } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (p *Poloniex) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (p *Poloniex) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (p *Poloniex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if (!p.AllowAuthenticatedRequest() || p.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return p.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open func (p *Poloniex) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } resp, err := p.GetOpenOrdersForAllCurrencies() if err != nil { return nil, err } format, err := p.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } var orders []order.Detail for key := range resp.Data { var symbol currency.Pair symbol, err = currency.NewPairDelimiter(key, format.Delimiter) if err != nil { return nil, err } for i := range resp.Data[key] { orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type)) orderDate, err := time.Parse(common.SimpleTimeFormat, resp.Data[key][i].Date) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", p.Name, "GetActiveOrders", resp.Data[key][i].OrderNumber, resp.Data[key][i].Date) } orders = append(orders, order.Detail{ ID: strconv.FormatInt(resp.Data[key][i].OrderNumber, 10), Side: orderSide, Amount: resp.Data[key][i].Amount, Date: orderDate, Price: resp.Data[key][i].Rate, Pair: symbol, Exchange: p.Name, }) } } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) order.FilterOrdersByCurrencies(&orders, req.Pairs) order.FilterOrdersBySide(&orders, req.Side) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status func (p *Poloniex) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } resp, err := p.GetAuthenticatedTradeHistory(req.StartTime.Unix(), req.EndTime.Unix(), 10000) if err != nil { return nil, err } format, err := p.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } var orders []order.Detail for key := range resp.Data { var symbol currency.Pair symbol, err = currency.NewPairDelimiter(key, format.Delimiter) if err != nil { return nil, err } for i := range resp.Data[key] { orderSide := order.Side(strings.ToUpper(resp.Data[key][i].Type)) orderDate, err := time.Parse(common.SimpleTimeFormat, resp.Data[key][i].Date) if err != nil { log.Errorf(log.ExchangeSys, "Exchange %v Func %v Order %v Could not parse date to unix with value of %v", p.Name, "GetActiveOrders", resp.Data[key][i].OrderNumber, resp.Data[key][i].Date) } orders = append(orders, order.Detail{ ID: strconv.FormatInt(resp.Data[key][i].GlobalTradeID, 10), Side: orderSide, Amount: resp.Data[key][i].Amount, Date: orderDate, Price: resp.Data[key][i].Rate, Pair: symbol, Exchange: p.Name, }) } } order.FilterOrdersByCurrencies(&orders, req.Pairs) order.FilterOrdersBySide(&orders, req.Side) return orders, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (p *Poloniex) ValidateCredentials(assetType asset.Item) error { _, err := p.UpdateAccountInfo(assetType) return p.CheckTransientError(err) } // GetHistoricCandles returns candles between a time period for a set time interval func (p *Poloniex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if err := p.ValidateKline(pair, a, interval); err != nil { return kline.Item{}, err } formattedPair, err := p.FormatExchangeCurrency(pair, a) if err != nil { return kline.Item{}, err } // we use Truncate here to round star to the nearest even number that matches the requested interval // example 10:17 with an interval of 15 minutes will go down 10:15 // this is due to poloniex returning a non-complete candle if the time does not match candles, err := p.GetChartData(formattedPair.String(), start.Truncate(interval.Duration()), end, p.FormatExchangeKlineInterval(interval)) if err != nil { return kline.Item{}, err } ret := kline.Item{ Exchange: p.Name, Interval: interval, Pair: pair, Asset: a, } for x := range candles { ret.Candles = append(ret.Candles, kline.Candle{ Time: time.Unix(candles[x].Date, 0), Open: candles[x].Open, High: candles[x].High, Low: candles[x].Low, Close: candles[x].Close, Volume: candles[x].Volume, }) } ret.SortCandlesByTimestamp(false) return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (p *Poloniex) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { return p.GetHistoricCandles(pair, a, start, end, interval) }