gocryptotrader/exchanges/trade

GoCryptoTrader package Trade

This trade 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

Current Features for trade

• The trade package contains a processor for both REST and websocket trade history processing
  • Its primary purpose is to collect trade data from multiple sources and save it to the database's trade table
  • If you do not have database enabled, then trades will not be processed

Requirements to save a trade to the database

• Database has to be enabled
• Under config.json, under your selected exchange, enable the field saveTradeData
  • This will enable trade processing to occur for that specific exchange
  • This can also be done via gRPC under the SetExchangeTradeProcessing command

Usage

• To send trade data to be processed, use the following example:

err := trade.AddTradesToBuffer(b.Name, trade.Data{
    Exchange:     b.Name,
    TID:          strconv.FormatInt(tradeData[i].TID, 10),
    CurrencyPair: p,
    AssetType:    assetType,
    Side:         side,
    Price:        tradeData[i].Price,
    Amount:       tradeData[i].Amount,
    Timestamp:    tradeTS,
})

b in this context is an IBotExchange implemented struct

Rules

• If the trade processor has not started, it will automatically start upon being sent trade data.
• The processor will add all received trades to a buffer
• After 15 seconds, the trade processor will parse and save all trades on the buffer to the trade table
  • This is to save on constant writing to the database. Trade data, especially when received via websocket would cause massive issues on the round trip of saving data for every trade
• If the processor has not received any trades in that 15 second timeframe, it will shut down.
  • Sending trade data to it later will automatically start it up again

Exchange Support Table

Exchange	Recent Trades via REST	Live trade updates via Websocket	Trade history via REST
Alphapoint	No	No	No
Binance	Yes	Yes	Yes
Bitfinex	Yes	Yes	Yes
Bitflyer	Yes	No	No
Bithumb	Yes	NA	No
BitMEX	Yes	Yes	Yes
Bitstamp	Yes	Yes	No
Bittrex	Yes	Yes	No
BTCMarkets	Yes	Yes	No
BTSE	Yes	Yes	No
Coinbene	Yes	Yes	No
CoinbasePro	Yes	Yes	No
COINUT	Yes	Yes	No
Exmo	Yes	NA	No
FTX	Yes	Yes	Yes
GateIO	Yes	Yes	No
Gemini	Yes	Yes	Yes
HitBTC	Yes	Yes	Yes
Huobi.Pro	Yes	Yes	No
ItBit	Yes	NA	No
Kraken	Yes	Yes	No
LakeBTC	Yes	No	No
Lbank	Yes	No	Yes
LocalBitcoins	Yes	NA	No
OKCoin International	Yes	Yes	No
OKEX	Yes	Yes	No
Poloniex	Yes	Yes	Yes
Yobit	Yes	NA	No
ZB.COM	Yes	Yes	No

Please click GoDocs chevron above to view current GoDoc information for this package

Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

• Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
• Code must be documented adhering to the official Go commentary guidelines.
• Code must adhere to our coding style.
• Pull requests need to be based on and opened against the master branch.

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

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