mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-04 23:16:54 +00:00
* added mfi and example * renamed to moving average * converted to array return type and added obv and mfi * started work on test coverage * test coverage added for rsi & mfi * test coverage added for all indicators removed go mod replace moved to append helper method * moved all indicators to new appendTo and increased test coverage * added additional test and bumped go-talib to latest commi * go.mod update * linter fixes * go mod clean up * small fixes * reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding * testing new structure of passing full ohlcv data * started linking ohlcv to gctscript * OHCLV link up completed reworking passing back to indicators started * OHCLV link up completed reworking passing back to indicators started * added test coverage for tofloat * linter fixes (gofmt) * removed unused value * improved test coverage * added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const * removed unused value * first round of changes addressed * all indicators have been split with packages named after each indicator and a new calculate() method added * linters * fixed tests * added check to check ta is running in validator for uploading * Added test data for OHLCV testing new indicator interface for wrapper * typed const to float64 * reworked validator data to generate previous timestamps * rewored macd to return slice of array * adding bbands linking and example * why didn't this pick it up before :D * bumped up total number of modules for test * moved parseIndicator to exchange added comments * test coverage added for ParseMAType & ParseIndicatorSelector * gofmt * WIP changes * updated tests for bbands & obv bumped to latest go-talib * move multiple use strong to const * reverted rpc.pb.go to master * added 4w option * removed selector from obv as unneeded * improved test coverage and reworked all indicator methods on how they pass errors back * order incoming OHCLV data * revert go.mod * removed verbose toggles * added spot asset type * removed 4w as its unused/uncommon * renamed * reworked further tests * converted all examples to use coinbasepro for consistency * updated all date ranges to 2019 + 6 months * backported binance OHLCV wrapper from #479 * removed o * rounded numbers * chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D * Migrated to gct-ta library * Corrected test import * wording changes on test * removed TA lib from go.mod * PR changes addressed Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage * removed pkg folder * bumped gct-ta version * gct-ta version bump
231 lines
6.5 KiB
Go
231 lines
6.5 KiB
Go
package exchange
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import (
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"errors"
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"fmt"
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"sort"
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"strconv"
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"time"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/engine"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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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/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// Exchange implements all required methods for Wrapper
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type Exchange struct{}
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// Exchanges returns slice of all current exchanges
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func (e Exchange) Exchanges(enabledOnly bool) []string {
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return engine.GetExchangeNames(enabledOnly)
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}
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// GetExchange returns IBotExchange for exchange or error if exchange is not found
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func (e Exchange) GetExchange(exch string) (exchange.IBotExchange, error) {
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ex := engine.GetExchangeByName(exch)
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if ex == nil {
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return nil, fmt.Errorf("%v exchange not found", exch)
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}
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return ex, nil
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}
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// IsEnabled returns if requested exchange is enabled or disabled
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func (e Exchange) IsEnabled(exch string) bool {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return false
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}
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return ex.IsEnabled()
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}
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// Orderbook returns current orderbook requested exchange, pair and asset
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func (e Exchange) Orderbook(exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
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return engine.GetSpecificOrderbook(pair, exch, item)
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}
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// Ticker returns ticker for provided currency pair & asset type
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func (e Exchange) Ticker(exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return nil, err
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}
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return ex.FetchTicker(pair, item)
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}
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// Pairs returns either all or enabled currency pairs
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func (e Exchange) Pairs(exch string, enabledOnly bool, item asset.Item) (*currency.Pairs, error) {
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x, err := engine.Bot.Config.GetExchangeConfig(exch)
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if err != nil {
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return nil, err
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}
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if enabledOnly {
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return &x.CurrencyPairs.Get(item).Enabled, nil
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}
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return &x.CurrencyPairs.Get(item).Available, nil
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}
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// QueryOrder returns details of a valid exchange order
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func (e Exchange) QueryOrder(exch, orderID string) (*order.Detail, error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return nil, err
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}
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r, err := ex.GetOrderInfo(orderID)
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if err != nil {
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return nil, err
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}
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return &r, nil
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}
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// SubmitOrder submit new order on exchange
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func (e Exchange) SubmitOrder(submit *order.Submit) (*order.SubmitResponse, error) {
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r, err := engine.Bot.OrderManager.Submit(submit)
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if err != nil {
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return nil, err
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}
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return &r.SubmitResponse, nil
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}
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// CancelOrder wrapper to cancel order on exchange
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func (e Exchange) CancelOrder(exch, orderID string) (bool, error) {
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orderDetails, err := e.QueryOrder(exch, orderID)
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if err != nil {
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return false, err
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}
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cancel := &order.Cancel{
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AccountID: orderDetails.AccountID,
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ID: orderDetails.ID,
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Pair: orderDetails.Pair,
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Side: orderDetails.Side,
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}
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err = engine.Bot.OrderManager.Cancel(cancel)
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if err != nil {
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return false, err
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}
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return true, nil
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}
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// AccountInformation returns account information (balance etc) for requested exchange
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func (e Exchange) AccountInformation(exch string) (account.Holdings, error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return account.Holdings{}, err
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}
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accountInfo, err := ex.FetchAccountInfo()
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if err != nil {
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return account.Holdings{}, err
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}
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return accountInfo, nil
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}
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// DepositAddress gets the address required to deposit funds for currency type
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func (e Exchange) DepositAddress(exch string, currencyCode currency.Code) (out string, err error) {
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if currencyCode.IsEmpty() {
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err = errors.New("currency code is empty")
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return
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}
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return engine.Bot.DepositAddressManager.GetDepositAddressByExchange(exch, currencyCode)
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}
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// WithdrawalFiatFunds withdraw funds from exchange to requested fiat source
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func (e Exchange) WithdrawalFiatFunds(exch, bankAccountID string, request *withdraw.Request) (string, error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return "", err
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}
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var v *banking.Account
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v, err = banking.GetBankAccountByID(bankAccountID)
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if err != nil {
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v, err = ex.GetBase().GetExchangeBankAccounts(bankAccountID, request.Currency.String())
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if err != nil {
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return "", err
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}
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}
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otp, err := engine.GetExchangeoOTPByName(exch)
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if err == nil {
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otpValue, errParse := strconv.ParseInt(otp, 10, 64)
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if errParse != nil {
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return "", errors.New("failed to generate OTP unable to continue")
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}
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request.OneTimePassword = otpValue
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}
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request.Exchange = exch
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request.Fiat.Bank.AccountName = v.AccountName
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request.Fiat.Bank.AccountNumber = v.AccountNumber
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request.Fiat.Bank.BankName = v.BankName
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request.Fiat.Bank.BankAddress = v.BankAddress
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request.Fiat.Bank.BankPostalCity = v.BankPostalCity
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request.Fiat.Bank.BankCountry = v.BankCountry
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request.Fiat.Bank.BankPostalCode = v.BankPostalCode
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request.Fiat.Bank.BSBNumber = v.BSBNumber
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request.Fiat.Bank.SWIFTCode = v.SWIFTCode
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request.Fiat.Bank.IBAN = v.IBAN
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resp, err := engine.SubmitWithdrawal(ex.GetName(), request)
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if err != nil {
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return "", err
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}
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return resp.Exchange.ID, nil
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}
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// WithdrawalCryptoFunds withdraw funds from exchange to requested Crypto source
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func (e Exchange) WithdrawalCryptoFunds(exch string, request *withdraw.Request) (out string, err error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return "", err
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}
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otp, err := engine.GetExchangeoOTPByName(exch)
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if err == nil {
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v, errParse := strconv.ParseInt(otp, 10, 64)
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if errParse != nil {
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return "", errors.New("failed to generate OTP unable to continue")
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}
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request.OneTimePassword = v
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}
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resp, err := engine.SubmitWithdrawal(ex.GetName(), request)
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if err != nil {
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return "", err
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}
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return resp.Exchange.ID, nil
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}
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// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
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func (e Exchange) OHLCV(exch string, pair currency.Pair, item asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
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ex, err := e.GetExchange(exch)
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if err != nil {
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return kline.Item{}, err
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}
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ret, err := ex.GetHistoricCandles(pair, item, start, end, interval)
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if err != nil {
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return kline.Item{}, err
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}
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sort.Slice(ret.Candles, func(i, j int) bool {
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return ret.Candles[i].Time.Before(ret.Candles[j].Time)
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})
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return ret, nil
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}
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