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https://github.com/d0zingcat/gocryptotrader.git
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* 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>
53 lines
1.7 KiB
Go
53 lines
1.7 KiB
Go
package api
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import (
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"context"
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"fmt"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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)
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// LoadData retrieves data from a GoCryptoTrader exchange wrapper which calls the exchange's API
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func LoadData(ctx context.Context, dataType int64, startDate, endDate time.Time, interval time.Duration, exch exchange.IBotExchange, fPair currency.Pair, a asset.Item) (*kline.Item, error) {
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var candles *kline.Item
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var err error
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switch dataType {
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case common.DataCandle:
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candles, err = exch.GetHistoricCandlesExtended(ctx,
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fPair,
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a,
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kline.Interval(interval),
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startDate,
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endDate)
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if err != nil {
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return nil, fmt.Errorf("could not retrieve candle data for %v %v %v, %v", exch.GetName(), a, fPair, err)
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}
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case common.DataTrade:
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var trades []trade.Data
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trades, err = exch.GetHistoricTrades(ctx,
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fPair,
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a,
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startDate,
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endDate)
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if err != nil {
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return nil, fmt.Errorf("could not retrieve trade data for %v %v %v, %v", exch.GetName(), a, fPair, err)
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}
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candles, err = trade.ConvertTradesToCandles(kline.Interval(interval), trades...)
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if err != nil {
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return nil, fmt.Errorf("could not convert trade data to candles for %v %v %v, %v", exch.GetName(), a, fPair, err)
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}
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default:
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return nil, fmt.Errorf("could not retrieve data for %v %v %v, %w", exch.GetName(), a, fPair, common.ErrInvalidDataType)
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}
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candles.Exchange = strings.ToLower(candles.Exchange)
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return candles, nil
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}
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