package zb import ( "errors" "fmt" "sort" "strconv" "strings" "sync" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "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 (z *ZB) GetDefaultConfig() (*config.ExchangeConfig, error) { z.SetDefaults() exchCfg := new(config.ExchangeConfig) exchCfg.Name = z.Name exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout exchCfg.BaseCurrencies = z.BaseCurrencies err := z.SetupDefaults(exchCfg) if err != nil { return nil, err } if z.Features.Supports.RESTCapabilities.AutoPairUpdates { err = z.UpdateTradablePairs(true) if err != nil { return nil, err } } return exchCfg, nil } // SetDefaults sets default values for the exchange func (z *ZB) SetDefaults() { z.Name = "ZB" z.Enabled = true z.Verbose = true z.API.CredentialsValidator.RequiresKey = true z.API.CredentialsValidator.RequiresSecret = true requestFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter} configFmt := ¤cy.PairFormat{Delimiter: currency.UnderscoreDelimiter, Uppercase: true} err := z.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot) if err != nil { log.Errorln(log.ExchangeSys, err) } z.Features = exchange.Features{ Supports: exchange.FeaturesSupported{ REST: true, Websocket: true, RESTCapabilities: protocol.Features{ TickerBatching: true, TickerFetching: true, KlineFetching: true, OrderbookFetching: true, AutoPairUpdates: true, AccountInfo: true, GetOrder: true, GetOrders: true, CancelOrder: true, CryptoDeposit: true, CryptoWithdrawal: true, TradeFee: true, CryptoDepositFee: true, CryptoWithdrawalFee: true, }, WebsocketCapabilities: protocol.Features{ TickerFetching: true, TradeFetching: true, OrderbookFetching: true, Subscribe: true, AuthenticatedEndpoints: true, AccountInfo: true, CancelOrder: true, SubmitOrder: true, MessageCorrelation: true, GetOrders: true, GetOrder: true, }, WithdrawPermissions: exchange.AutoWithdrawCrypto | exchange.NoFiatWithdrawals, Kline: kline.ExchangeCapabilitiesSupported{ Intervals: true, }, }, Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, Kline: kline.ExchangeCapabilitiesEnabled{ Intervals: map[string]bool{ kline.OneMin.Word(): true, kline.ThreeMin.Word(): true, kline.FiveMin.Word(): true, kline.FifteenMin.Word(): true, kline.ThirtyMin.Word(): true, kline.OneHour.Word(): true, kline.TwoHour.Word(): true, kline.FourHour.Word(): true, kline.SixHour.Word(): true, kline.TwelveHour.Word(): true, kline.OneDay.Word(): true, kline.ThreeDay.Word(): true, kline.OneWeek.Word(): true, }, ResultLimit: 1000, }, }, } z.Requester = request.New(z.Name, common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout), request.WithLimiter(SetRateLimit())) z.API.Endpoints = z.NewEndpoints() err = z.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{ exchange.RestSpot: zbTradeURL, exchange.RestSpotSupplementary: zbMarketURL, exchange.WebsocketSpot: zbWebsocketAPI, }) if err != nil { log.Errorln(log.ExchangeSys, err) } z.Websocket = stream.New() z.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit z.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout } // Setup sets user configuration func (z *ZB) Setup(exch *config.ExchangeConfig) error { if !exch.Enabled { z.SetEnabled(false) return nil } err := z.SetupDefaults(exch) if err != nil { return err } wsRunningURL, err := z.API.Endpoints.GetURL(exchange.WebsocketSpot) if err != nil { return err } err = z.Websocket.Setup(&stream.WebsocketSetup{ Enabled: exch.Features.Enabled.Websocket, Verbose: exch.Verbose, AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport, WebsocketTimeout: exch.WebsocketTrafficTimeout, DefaultURL: zbWebsocketAPI, ExchangeName: exch.Name, RunningURL: wsRunningURL, Connector: z.WsConnect, GenerateSubscriptions: z.GenerateDefaultSubscriptions, Subscriber: z.Subscribe, Features: &z.Features.Supports.WebsocketCapabilities, OrderbookBufferLimit: exch.OrderbookConfig.WebsocketBufferLimit, BufferEnabled: exch.OrderbookConfig.WebsocketBufferEnabled, }) if err != nil { return err } return z.Websocket.SetupNewConnection(stream.ConnectionSetup{ URL: z.Websocket.GetWebsocketURL(), RateLimit: zbWebsocketRateLimit, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseMaxLimit: exch.WebsocketResponseMaxLimit, }) } // Start starts the OKEX go routine func (z *ZB) Start(wg *sync.WaitGroup) { wg.Add(1) go func() { z.Run() wg.Done() }() } // Run implements the OKEX wrapper func (z *ZB) Run() { if z.Verbose { z.PrintEnabledPairs() } if !z.GetEnabledFeatures().AutoPairUpdates { return } err := z.UpdateTradablePairs(false) if err != nil { log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", z.Name, err) } } // FetchTradablePairs returns a list of the exchanges tradable pairs func (z *ZB) FetchTradablePairs(asset asset.Item) ([]string, error) { markets, err := z.GetMarkets() if err != nil { return nil, err } var currencies []string for x := range markets { currencies = append(currencies, x) } return currencies, nil } // UpdateTradablePairs updates the exchanges available pairs and stores // them in the exchanges config func (z *ZB) UpdateTradablePairs(forceUpdate bool) error { pairs, err := z.FetchTradablePairs(asset.Spot) if err != nil { return err } p, err := currency.NewPairsFromStrings(pairs) if err != nil { return err } return z.UpdatePairs(p, asset.Spot, false, forceUpdate) } // UpdateTicker updates and returns the ticker for a currency pair func (z *ZB) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { result, err := z.GetTickers() if err != nil { return nil, err } enabledPairs, err := z.GetEnabledPairs(assetType) if err != nil { return nil, err } for x := range enabledPairs { // We can't use either pair format here, so format it to lower- // case and without any delimiter curr := enabledPairs[x].Format("", false).String() if _, ok := result[curr]; !ok { continue } err = ticker.ProcessTicker(&ticker.Price{ Pair: enabledPairs[x], High: result[curr].High, Last: result[curr].Last, Ask: result[curr].Sell, Bid: result[curr].Buy, Low: result[curr].Low, Volume: result[curr].Volume, ExchangeName: z.Name, AssetType: assetType}) if err != nil { return nil, err } } return ticker.GetTicker(z.Name, p, assetType) } // FetchTicker returns the ticker for a currency pair func (z *ZB) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) { tickerNew, err := ticker.GetTicker(z.Name, p, assetType) if err != nil { return z.UpdateTicker(p, assetType) } return tickerNew, nil } // FetchOrderbook returns orderbook base on the currency pair func (z *ZB) FetchOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { ob, err := orderbook.Get(z.Name, p, assetType) if err != nil { return z.UpdateOrderbook(p, assetType) } return ob, nil } // UpdateOrderbook updates and returns the orderbook for a currency pair func (z *ZB) UpdateOrderbook(p currency.Pair, assetType asset.Item) (*orderbook.Base, error) { book := &orderbook.Base{ Exchange: z.Name, Pair: p, Asset: assetType, VerifyOrderbook: z.CanVerifyOrderbook, } currFormat, err := z.FormatExchangeCurrency(p, assetType) if err != nil { return book, err } orderbookNew, err := z.GetOrderbook(currFormat.String()) if err != nil { return book, err } for x := range orderbookNew.Bids { book.Bids = append(book.Bids, orderbook.Item{ Amount: orderbookNew.Bids[x][1], Price: orderbookNew.Bids[x][0], }) } for x := range orderbookNew.Asks { book.Asks = append(book.Asks, orderbook.Item{ Amount: orderbookNew.Asks[x][1], Price: orderbookNew.Asks[x][0], }) } err = book.Process() if err != nil { return book, err } return orderbook.Get(z.Name, p, assetType) } // UpdateAccountInfo retrieves balances for all enabled currencies for the // ZB exchange func (z *ZB) UpdateAccountInfo(assetType asset.Item) (account.Holdings, error) { var info account.Holdings var balances []account.Balance var coins []AccountsResponseCoin if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() { resp, err := z.wsGetAccountInfoRequest() if err != nil { return info, err } coins = resp.Data.Coins } else { bal, err := z.GetAccountInformation() if err != nil { return info, err } coins = bal.Result.Coins } for i := range coins { hold, err := strconv.ParseFloat(coins[i].Freeze, 64) if err != nil { return info, err } avail, err := strconv.ParseFloat(coins[i].Available, 64) if err != nil { return info, err } balances = append(balances, account.Balance{ CurrencyName: currency.NewCode(coins[i].EnName), TotalValue: hold + avail, Hold: hold, }) } info.Exchange = z.Name info.Accounts = append(info.Accounts, account.SubAccount{ Currencies: balances, }) err := account.Process(&info) if err != nil { return account.Holdings{}, err } return info, nil } // FetchAccountInfo retrieves balances for all enabled currencies func (z *ZB) FetchAccountInfo(assetType asset.Item) (account.Holdings, error) { acc, err := account.GetHoldings(z.Name, assetType) if err != nil { return z.UpdateAccountInfo(assetType) } return acc, nil } // GetFundingHistory returns funding history, deposits and // withdrawals func (z *ZB) GetFundingHistory() ([]exchange.FundHistory, error) { return nil, common.ErrFunctionNotSupported } // GetWithdrawalsHistory returns previous withdrawals data func (z *ZB) 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 (z *ZB) GetRecentTrades(p currency.Pair, assetType asset.Item) ([]trade.Data, error) { var err error p, err = z.FormatExchangeCurrency(p, assetType) if err != nil { return nil, err } var tradeData TradeHistory tradeData, err = z.GetTrades(p.String()) if err != nil { return nil, err } var resp []trade.Data for i := range tradeData { var side order.Side side, err = order.StringToOrderSide(tradeData[i].Type) if err != nil { return nil, err } resp = append(resp, trade.Data{ Exchange: z.Name, TID: strconv.FormatInt(tradeData[i].Tid, 10), CurrencyPair: p, AssetType: assetType, Side: side, Price: tradeData[i].Price, Amount: tradeData[i].Amount, Timestamp: time.Unix(tradeData[i].Date, 0), }) } err = z.AddTradesToBuffer(resp...) if err != nil { return nil, err } sort.Sort(trade.ByDate(resp)) return resp, nil } // GetHistoricTrades returns historic trade data within the timeframe provided func (z *ZB) GetHistoricTrades(_ currency.Pair, _ asset.Item, _, _ time.Time) ([]trade.Data, error) { return nil, common.ErrFunctionNotSupported } // SubmitOrder submits a new order func (z *ZB) SubmitOrder(o *order.Submit) (order.SubmitResponse, error) { var submitOrderResponse order.SubmitResponse err := o.Validate() if err != nil { return submitOrderResponse, err } if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() { var isBuyOrder int64 if o.Side == order.Buy { isBuyOrder = 1 } else { isBuyOrder = 0 } var response *WsSubmitOrderResponse response, err = z.wsSubmitOrder(o.Pair, o.Amount, o.Price, isBuyOrder) if err != nil { return submitOrderResponse, err } submitOrderResponse.OrderID = strconv.FormatInt(response.Data.EntrustID, 10) } else { var oT SpotNewOrderRequestParamsType if o.Side == order.Buy { oT = SpotNewOrderRequestParamsTypeBuy } else { oT = SpotNewOrderRequestParamsTypeSell } fPair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType) if err != nil { return submitOrderResponse, err } var params = SpotNewOrderRequestParams{ Amount: o.Amount, Price: o.Price, Symbol: fPair.Lower().String(), Type: oT, } var response int64 response, err = z.SpotNewOrder(params) if err != nil { return submitOrderResponse, err } if response > 0 { submitOrderResponse.OrderID = strconv.FormatInt(response, 10) } } submitOrderResponse.IsOrderPlaced = true if o.Type == order.Market { submitOrderResponse.FullyMatched = true } return submitOrderResponse, nil } // ModifyOrder will allow of changing orderbook placement and limit to // market conversion func (z *ZB) ModifyOrder(action *order.Modify) (string, error) { return "", common.ErrFunctionNotSupported } // CancelOrder cancels an order by its corresponding ID number func (z *ZB) 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 } if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() { var response *WsCancelOrderResponse response, err = z.wsCancelOrder(o.Pair, orderIDInt) if err != nil { return err } if !response.Success { return fmt.Errorf("%v - Could not cancel order %v", z.Name, o.ID) } return nil } fpair, err := z.FormatExchangeCurrency(o.Pair, o.AssetType) if err != nil { return err } return z.CancelExistingOrder(orderIDInt, fpair.String()) } // CancelBatchOrders cancels an orders by their corresponding ID numbers func (z *ZB) CancelBatchOrders(o []order.Cancel) (order.CancelBatchResponse, error) { return order.CancelBatchResponse{}, common.ErrNotYetImplemented } // CancelAllOrders cancels all orders associated with a currency pair func (z *ZB) CancelAllOrders(_ *order.Cancel) (order.CancelAllResponse, error) { cancelAllOrdersResponse := order.CancelAllResponse{ Status: make(map[string]string), } var allOpenOrders []Order enabledPairs, err := z.GetEnabledPairs(asset.Spot) if err != nil { return cancelAllOrdersResponse, err } for x := range enabledPairs { fPair, err := z.FormatExchangeCurrency(enabledPairs[x], asset.Spot) if err != nil { return cancelAllOrdersResponse, err } for y := int64(1); ; y++ { openOrders, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), y, 10) if err != nil { if strings.Contains(err.Error(), "3001") { break } return cancelAllOrdersResponse, err } if len(openOrders) == 0 { break } allOpenOrders = append(allOpenOrders, openOrders...) if len(openOrders) != 10 { break } } } for i := range allOpenOrders { p, err := currency.NewPairFromString(allOpenOrders[i].Currency) if err != nil { cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error() continue } err = z.CancelOrder(&order.Cancel{ ID: strconv.FormatInt(allOpenOrders[i].ID, 10), Pair: p, AssetType: asset.Spot, }) if err != nil { cancelAllOrdersResponse.Status[strconv.FormatInt(allOpenOrders[i].ID, 10)] = err.Error() } } return cancelAllOrdersResponse, nil } // GetOrderInfo returns order information based on order ID func (z *ZB) GetOrderInfo(orderID string, pair currency.Pair, assetType asset.Item) (order.Detail, error) { var orderDetail order.Detail return orderDetail, common.ErrNotYetImplemented } // GetDepositAddress returns a deposit address for a specified currency func (z *ZB) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) { address, err := z.GetCryptoAddress(cryptocurrency) if err != nil { return "", err } return address.Message.Data.Key, nil } // WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is // submitted func (z *ZB) WithdrawCryptocurrencyFunds(withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) { if err := withdrawRequest.Validate(); err != nil { return nil, err } v, err := z.Withdraw(withdrawRequest.Currency.Lower().String(), withdrawRequest.Crypto.Address, withdrawRequest.TradePassword, withdrawRequest.Amount, withdrawRequest.Crypto.FeeAmount, false) if err != nil { return nil, err } return &withdraw.ExchangeResponse{ ID: v, }, nil } // WithdrawFiatFunds returns a withdrawal ID when a // withdrawal is submitted func (z *ZB) WithdrawFiatFunds(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a // withdrawal is submitted func (z *ZB) WithdrawFiatFundsToInternationalBank(_ *withdraw.Request) (*withdraw.ExchangeResponse, error) { return nil, common.ErrFunctionNotSupported } // GetFeeByType returns an estimate of fee based on type of transaction func (z *ZB) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) { if (!z.AllowAuthenticatedRequest() || z.SkipAuthCheck) && // Todo check connection status feeBuilder.FeeType == exchange.CryptocurrencyTradeFee { feeBuilder.FeeType = exchange.OfflineTradeFee } return z.GetFee(feeBuilder) } // GetActiveOrders retrieves any orders that are active/open // This function is not concurrency safe due to orderSide/orderType maps func (z *ZB) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } var allOrders []Order for x := range req.Pairs { for i := int64(1); ; i++ { fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot) if err != nil { return nil, err } resp, err := z.GetUnfinishedOrdersIgnoreTradeType(fPair.String(), i, 10) if err != nil { if strings.Contains(err.Error(), "3001") { break } return nil, err } if len(resp) == 0 { break } allOrders = append(allOrders, resp...) if len(resp) != 10 { break } } } format, err := z.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } var orders []order.Detail for i := range allOrders { var symbol currency.Pair symbol, err = currency.NewPairDelimiter(allOrders[i].Currency, format.Delimiter) if err != nil { return nil, err } orderDate := time.Unix(int64(allOrders[i].TradeDate), 0) orderSide := orderSideMap[allOrders[i].Type] orders = append(orders, order.Detail{ ID: strconv.FormatInt(allOrders[i].ID, 10), Amount: allOrders[i].TotalAmount, Exchange: z.Name, Date: orderDate, Price: allOrders[i].Price, Side: orderSide, Pair: symbol, }) } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) order.FilterOrdersBySide(&orders, req.Side) return orders, nil } // GetOrderHistory retrieves account order information // Can Limit response to specific order status // This function is not concurrency safe due to orderSide/orderType maps func (z *ZB) GetOrderHistory(req *order.GetOrdersRequest) ([]order.Detail, error) { if err := req.Validate(); err != nil { return nil, err } if req.Side == order.AnySide || req.Side == "" { return nil, errors.New("specific order side is required") } var allOrders []Order var orders []order.Detail var side int64 if z.Websocket.CanUseAuthenticatedWebsocketForWrapper() { for x := range req.Pairs { for y := int64(1); ; y++ { resp, err := z.wsGetOrdersIgnoreTradeType(req.Pairs[x], y, 10) if err != nil { return nil, err } allOrders = append(allOrders, resp.Data...) if len(resp.Data) != 10 { break } } } } else { if req.Side == order.Buy { side = 1 } for x := range req.Pairs { for y := int64(1); ; y++ { fPair, err := z.FormatExchangeCurrency(req.Pairs[x], asset.Spot) if err != nil { return nil, err } resp, err := z.GetOrders(fPair.String(), y, side) if err != nil { return nil, err } if len(resp) == 0 { break } allOrders = append(allOrders, resp...) if len(resp) != 10 { break } } } } format, err := z.GetPairFormat(asset.Spot, false) if err != nil { return nil, err } for i := range allOrders { var symbol currency.Pair symbol, err = currency.NewPairDelimiter(allOrders[i].Currency, format.Delimiter) if err != nil { return nil, err } orderDate := time.Unix(int64(allOrders[i].TradeDate), 0) orderSide := orderSideMap[allOrders[i].Type] orders = append(orders, order.Detail{ ID: strconv.FormatInt(allOrders[i].ID, 10), Amount: allOrders[i].TotalAmount, Exchange: z.Name, Date: orderDate, Price: allOrders[i].Price, Side: orderSide, Pair: symbol, }) } order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime) return orders, nil } // ValidateCredentials validates current credentials used for wrapper // functionality func (z *ZB) ValidateCredentials(assetType asset.Item) error { _, err := z.UpdateAccountInfo(assetType) return z.CheckTransientError(err) } // FormatExchangeKlineInterval returns Interval to exchange formatted string func (z *ZB) FormatExchangeKlineInterval(in kline.Interval) string { switch in { case kline.OneMin, kline.ThreeMin, kline.FiveMin, kline.FifteenMin, kline.ThirtyMin: return in.Short() + "in" case kline.OneHour, kline.TwoHour, kline.FourHour, kline.SixHour, kline.TwelveHour: return in.Short()[:len(in.Short())-1] + "hour" case kline.OneDay: return "1day" case kline.ThreeDay: return "3day" case kline.OneWeek: return "1week" } return "" } // GetHistoricCandles returns candles between a time period for a set time interval func (z *ZB) GetHistoricCandles(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { ret, err := z.validateCandlesRequest(p, a, start, end, interval) if err != nil { return kline.Item{}, err } p, err = z.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } klineParams := KlinesRequestParams{ Type: z.FormatExchangeKlineInterval(interval), Symbol: p.String(), Since: convert.UnixMillis(start), Size: int64(z.Features.Enabled.Kline.ResultLimit), } var candles KLineResponse candles, err = z.GetSpotKline(klineParams) if err != nil { return kline.Item{}, err } for x := range candles.Data { if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) { continue } ret.Candles = append(ret.Candles, kline.Candle{ Time: candles.Data[x].KlineTime, Open: candles.Data[x].Open, High: candles.Data[x].High, Low: candles.Data[x].Low, Close: candles.Data[x].Close, Volume: candles.Data[x].Volume, }) } ret.SortCandlesByTimestamp(false) return ret, nil } // GetHistoricCandlesExtended returns candles between a time period for a set time interval func (z *ZB) GetHistoricCandlesExtended(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { ret, err := z.validateCandlesRequest(p, a, start, end, interval) if err != nil { return kline.Item{}, err } p, err = z.FormatExchangeCurrency(p, a) if err != nil { return kline.Item{}, err } startTime := start allKlines: for { klineParams := KlinesRequestParams{ Type: z.FormatExchangeKlineInterval(interval), Symbol: p.String(), Since: convert.UnixMillis(startTime), Size: int64(z.Features.Enabled.Kline.ResultLimit), } candles, err := z.GetSpotKline(klineParams) if err != nil { return kline.Item{}, err } for x := range candles.Data { if candles.Data[x].KlineTime.Before(start) || candles.Data[x].KlineTime.After(end) { continue } if startTime.Equal(candles.Data[x].KlineTime) { // no new data has been sent break allKlines } ret.Candles = append(ret.Candles, kline.Candle{ Time: candles.Data[x].KlineTime, Open: candles.Data[x].Open, High: candles.Data[x].High, Low: candles.Data[x].Low, Close: candles.Data[x].Close, Volume: candles.Data[x].Volume, }) if x == len(candles.Data)-1 { startTime = candles.Data[x].KlineTime } } if len(candles.Data) != int(z.Features.Enabled.Kline.ResultLimit) { break allKlines } } ret.SortCandlesByTimestamp(false) return ret, nil } func (z *ZB) validateCandlesRequest(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) { if start.Equal(end) || end.After(time.Now()) || end.Before(start) || (start.IsZero() && !end.IsZero()) { return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v", start, end) } if err := z.ValidateKline(p, a, interval); err != nil { return kline.Item{}, err } return kline.Item{ Exchange: z.Name, Pair: p, Asset: a, Interval: interval, }, nil }