Files
gocryptotrader/docs/OHLCV.md
Andrew 7592186a2a Exchange: BTSE API 3.2 upgrade (#548)
* BTSE: bump API version to 3.2

* BTSE: added AccountFee endpoint

* BTSE: ratelimit, modified GetFee() to use GetFeeInformation, CreateWalletAddress support

* BTSE: gofmt

* BTSE: renamed ratelimits to ratelimit

* BTSE: comments on exported methods, reworked const

* BTSE: remove verbose

* BTSE: increased test coverage

* BTSE: removed futures test

* BTSE: comments, correct types, moon

* Add support for futures ticker/orderbook, pass data from OHLCV to append because data is important :D

* BTSE: update futures test pair

* BTSE: updated creatorder test to use negative numbers

* BTSE: updated test wording

* BTSE: no BTSEx anymore

* BTSE: use GetEnabledPairs

* BTSE: updated order structu

* BTSE: goimport test package

* BTSE: added orderIntToType method

* BTSE: added extra params to Trade/OpenOrders, kline format method added

* BTSE: CreateOrder and IndexOrderPeg updates

* removed binary

* BTSE: type fixes for orderid, comments

* BTSE: remove float tos tring conversion correct casing

* BTSE: updated return types

* BTSE: return slice

* BTSE: update type to string, fixed comment on Price(), removed verbose flag

* BTSE: use FormatExchangeCurrency()

* BTSE: status -> string

* BTSE: added withinLimit method to confirm order is within valid limits

* BTSE: gofmt

* BTSE: updated comment

* BTSE: comment update

* BTSE: init map for cancelallexcahgneorders

* BTSE: updated json structs for trade history, reworked withinlimits and ordersizelimits to use sync.map

* BTSE: test other currencies to confirm matching values for incerement

* BTSE: comment, changed type

* BTSE: added ordersizelimits seed data to test

* BTSE: fpair -> fPair naming & kline sort update

* BTSE: removed format call & asset param from withinLimits

* BTSE: range over pairs for active orders

* BTSE: verbose removal pass

* BTSE: ticker batching support

* BTSE: remove old pair formatter
2020-09-18 15:28:56 +10:00

3.8 KiB

GoCryptoTrader OHLCV support

Build Status Software License GoDoc Coverage Status Go Report Card

This exchanges package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Wrapper Methods

Candle retrieval is handled by two methods

GetHistoricCandles which makes a single request to the exchange and follows all exchange limitations

func (b *base) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
	return kline.Item{}, common.ErrFunctionNotSupported
}

GetHistoricCandlesExtended that will make multiple requests to an exchange if the requested periods are outside exchange limits

func (b *base) GetHistoricCandlesExtended(pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
	return kline.Item{}, common.ErrFunctionNotSupported
}

both methods return kline.Item{}

// Item holds all the relevant information for internal kline elements
type Item struct {
	Exchange string
	Pair     currency.Pair
	Asset    asset.Item
	Interval Interval
	Candles  []Candle
}

// Candle holds historic rate information.
type Candle struct {
	Time   time.Time
	Open   float64
	High   float64
	Low    float64
	Close  float64
	Volume float64
}

DBSeed helper

A helper tool cmd/dbseed has been created for assisting with candle data migration

Exchange status

Exchange Supported
Binance Y
Bitfinex Y
Bitflyer
Bithumb Y
Bitmex
Bitstamp Y
BTC Markets Y
Bittrex
BTSE Y
Coinbase Pro Y
Coinbene Y
Coinut
Exmo
GateIO Y
Gemini
HitBTC Y
Huobi Y
FTX Y
itBIT
Kraken Y
LakeBTC
lBank Y
Localbitcoins
Okcoin Y
Okex Y
Poloniex Y
Yobit
ZB Y