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

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Markdown

# GoCryptoTrader OHLCV support
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/page-logo.png?raw=true" width="350px" height="350px" hspace="70">
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[![Software License](https://img.shields.io/badge/License-MIT-orange.svg?style=flat-square)](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
[![GoDoc](https://godoc.org/github.com/thrasher-corp/gocryptotrader?status.svg)](https://godoc.org/github.com/thrasher-corp/gocryptotrader/exchanges)
[![Coverage Status](http://codecov.io/github/thrasher-corp/gocryptotrader/coverage.svg?branch=master)](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
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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](https://trello.com/b/ZAhMhpOy/gocryptotrader).
Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
## Wrapper Methods
Candle retrieval is handled by two methods
GetHistoricCandles which makes a single request to the exchange and follows all exchange limitations
```go
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
```go
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{}
```go
// 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](../cmd/dbseed/README.md) 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 |