Files
gocryptotrader/docs/OHLCV.md
Ryan O'Hara-Reid 83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-01-17 16:22:33 +11:00

3.9 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(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
	return nil, common.ErrFunctionNotSupported
}

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

func (b *base) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
	return nil, 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.US Y
Binance Y
Bitfinex Y
Bitflyer
Bithumb Y
Bitmex
Bitstamp Y
BTC Markets Y
Bittrex
BTSE Y
Bybit Y
Coinbase Pro Y
Coinut
Exmo
GateIO Y
Gemini
HitBTC Y
Huobi Y
FTX Y
itBIT
Kraken Y
lBank Y
Localbitcoins
Okcoin Y
Okx Y
Poloniex Y
Yobit
ZB Y