Files
gocryptotrader/gctscript/wrappers/validator/validator.go
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

286 lines
6.8 KiB
Go

package validator
import (
"context"
"math/rand"
"time"
"github.com/thrasher-corp/gocryptotrader/core"
"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/deposit"
"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(ctx context.Context, exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &orderbook.Base{
Exchange: exch,
Asset: 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(ctx context.Context, 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, err := currency.NewPairsFromStrings([]string{"btc_usd",
"btc_aud",
"btc_ltc"})
if err != nil {
return nil, err
}
return &pairs, nil
}
// QueryOrder validator for test execution/scripts
func (w Wrapper) QueryOrder(ctx context.Context, exch, _ string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
pair, err := currency.NewPairFromString("BTCAUD")
if err != nil {
return nil, err
}
return &order.Detail{
Exchange: exch,
AccountID: "hello",
OrderID: "1",
Pair: pair,
Side: order.Ask,
Type: order.Limit,
Date: time.Now(),
Status: order.Cancelled,
Price: 1,
Amount: 2,
ExecutedAmount: 1,
RemainingAmount: 0,
Fee: 0,
Trades: []order.TradeHistory{
{
TID: "",
Price: 1,
Amount: 2,
Exchange: exch,
Type: order.Limit,
Side: order.Ask,
Fee: 0,
Description: "",
},
},
}, nil
}
// SubmitOrder validator for test execution/scripts
func (w Wrapper) SubmitOrder(ctx context.Context, o *order.Submit) (*order.SubmitResponse, error) {
if o == nil {
return nil, errTestFailed
}
if o.Exchange == exchError.String() {
return nil, errTestFailed
}
resp, err := o.DeriveSubmitResponse(o.Exchange)
if err != nil {
return nil, err
}
resp.Status = order.Rejected
if o.Exchange == "true" {
resp.Status = order.New
}
return resp, nil
}
// CancelOrder validator for test execution/scripts
func (w Wrapper) CancelOrder(ctx context.Context, exch, orderid string, cp currency.Pair, a asset.Item) (bool, error) {
if exch == exchError.String() {
return false, errTestFailed
}
if orderid == "" {
return false, errTestFailed
}
if !cp.IsEmpty() && cp.IsInvalid() {
return false, errTestFailed
}
if a != asset.Empty && !a.IsValid() {
return false, errTestFailed
}
return true, nil
}
// AccountInformation validator for test execution/scripts
func (w Wrapper) AccountInformation(ctx context.Context, exch string, assetType asset.Item) (account.Holdings, error) {
if exch == exchError.String() {
return account.Holdings{}, errTestFailed
}
return account.Holdings{
Exchange: exch,
Accounts: []account.SubAccount{
{
ID: exch,
AssetType: assetType,
Currencies: []account.Balance{
{
Currency: currency.Code{
Item: &currency.Item{
ID: 0,
FullName: "Bitcoin",
Symbol: "BTC",
Role: 1,
AssocChain: "",
},
},
Total: 100,
Hold: 0,
},
},
},
},
}, nil
}
// DepositAddress validator for test execution/scripts
func (w Wrapper) DepositAddress(exch, chain string, _ currency.Code) (*deposit.Address, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &deposit.Address{Address: core.BitcoinDonationAddress}, nil
}
// WithdrawalCryptoFunds validator for test execution/scripts
func (w Wrapper) WithdrawalCryptoFunds(ctx context.Context, r *withdraw.Request) (out string, err error) {
if r.Exchange == exchError.String() {
return r.Exchange, errTestFailed
}
return "", nil
}
// WithdrawalFiatFunds validator for test execution/scripts
func (w Wrapper) WithdrawalFiatFunds(ctx context.Context, _ string, r *withdraw.Request) (out string, err error) {
if r.Exchange == exchError.String() {
return r.Exchange, errTestFailed
}
return "123", nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (w Wrapper) OHLCV(ctx context.Context, exch string, p currency.Pair, a asset.Item, start, end time.Time, i kline.Interval) (*kline.Item, error) {
if exch == exchError.String() {
return nil, 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) //nolint:gosec // no need to import crypo/rand
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
}