Files
gocryptotrader/gctscript/wrappers/validator/validator.go
Andrew 4a736fb335 (Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
2020-07-08 10:51:54 +10:00

263 lines
6.0 KiB
Go

package validator
import (
"math/rand"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
validatorOpen float64 = 5000
validatorHigh float64 = 6000
validatorLow float64 = 5500
validatorClose float64 = 5700
validatorVol float64 = 10
)
// Exchanges validator for test execution/scripts
func (w Wrapper) Exchanges(enabledOnly bool) []string {
if enabledOnly {
return []string{
"hello world",
}
}
return []string{
"nope",
}
}
// IsEnabled returns if requested exchange is enabled or disabled
func (w Wrapper) IsEnabled(exch string) (v bool) {
if exch == exchError.String() {
return
}
return true
}
// Orderbook validator for test execution/scripts
func (w Wrapper) Orderbook(exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &orderbook.Base{
ExchangeName: exch,
AssetType: item,
Pair: pair,
Bids: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
Asks: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
}, nil
}
// Ticker validator for test execution/scripts
func (w Wrapper) Ticker(exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &ticker.Price{
Last: 1,
High: 2,
Low: 3,
Bid: 4,
Ask: 5,
Volume: 6,
QuoteVolume: 7,
PriceATH: 8,
Open: 9,
Close: 10,
Pair: pair,
ExchangeName: exch,
AssetType: item,
LastUpdated: time.Now(),
}, nil
}
// Pairs validator for test execution/scripts
func (w Wrapper) Pairs(exch string, _ bool, _ asset.Item) (*currency.Pairs, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
pairs := currency.NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
return &pairs, nil
}
// QueryOrder validator for test execution/scripts
func (w Wrapper) QueryOrder(exch, _ string) (*order.Detail, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &order.Detail{
Exchange: exch,
AccountID: "hello",
ID: "1",
Pair: currency.NewPairFromString("BTCAUD"),
Side: "ask",
Type: "limit",
Date: time.Now(),
Status: "cancelled",
Price: 1,
Amount: 2,
ExecutedAmount: 1,
RemainingAmount: 0,
Fee: 0,
Trades: []order.TradeHistory{
{
Timestamp: time.Now(),
TID: "",
Price: 1,
Amount: 2,
Exchange: exch,
Type: "limit",
Side: "ask",
Fee: 0,
Description: "",
},
},
}, nil
}
// SubmitOrder validator for test execution/scripts
func (w Wrapper) SubmitOrder(o *order.Submit) (*order.SubmitResponse, error) {
if o == nil {
return nil, errTestFailed
}
if o.Exchange == exchError.String() {
return nil, errTestFailed
}
tempOrder := &order.SubmitResponse{
IsOrderPlaced: false,
OrderID: o.Exchange,
}
if o.Exchange == "true" {
tempOrder.IsOrderPlaced = true
}
return tempOrder, nil
}
// CancelOrder validator for test execution/scripts
func (w Wrapper) CancelOrder(exch, orderid string) (bool, error) {
if exch == exchError.String() {
return false, errTestFailed
}
return orderid != "false", nil
}
// AccountInformation validator for test execution/scripts
func (w Wrapper) AccountInformation(exch string) (account.Holdings, error) {
if exch == exchError.String() {
return account.Holdings{}, errTestFailed
}
return account.Holdings{
Exchange: exch,
Accounts: []account.SubAccount{
{
ID: exch,
Currencies: []account.Balance{
{
CurrencyName: currency.Code{
Item: &currency.Item{
ID: 0,
FullName: "Bitcoin",
Symbol: "BTC",
Role: 1,
AssocChain: "",
AssocExchange: nil,
},
},
TotalValue: 100,
Hold: 0,
},
},
},
},
}, nil
}
// DepositAddress validator for test execution/scripts
func (w Wrapper) DepositAddress(exch string, _ currency.Code) (string, error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return exch, nil
}
// WithdrawalCryptoFunds validator for test execution/scripts
func (w Wrapper) WithdrawalCryptoFunds(exch string, _ *withdraw.Request) (out string, err error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return "", nil
}
// WithdrawalFiatFunds validator for test execution/scripts
func (w Wrapper) WithdrawalFiatFunds(exch, _ string, _ *withdraw.Request) (out string, err error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return "123", nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (w Wrapper) OHLCV(exch string, p currency.Pair, a asset.Item, start, end time.Time, i kline.Interval) (kline.Item, error) {
if exch == exchError.String() {
return kline.Item{}, errTestFailed
}
var candles []kline.Candle
candles = append(candles, kline.Candle{
Time: start,
Open: validatorOpen,
High: validatorHigh,
Low: validatorLow,
Close: validatorClose,
Volume: validatorVol,
})
for x := 1; x < 200; x++ {
r := validatorLow + rand.Float64()*(validatorHigh-validatorLow)
candle := kline.Candle{
Time: candles[x-1].Time.Add(-i.Duration()),
Open: r,
High: r,
Low: r,
Close: r,
Volume: r,
}
candles = append(candles, candle)
}
return kline.Item{
Exchange: exch,
Pair: p,
Asset: a,
Interval: i,
Candles: candles,
}, nil
}