Files
gocryptotrader/gctscript/wrappers/gct/exchange/exchange.go
Andrew 70615279bd (GCTScript) Add technical analysis support via script bindings (#467)
* 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
2020-04-24 15:36:49 +10:00

231 lines
6.5 KiB
Go

package exchange
import (
"errors"
"fmt"
"sort"
"strconv"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/engine"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"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/banking"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
// Exchange implements all required methods for Wrapper
type Exchange struct{}
// Exchanges returns slice of all current exchanges
func (e Exchange) Exchanges(enabledOnly bool) []string {
return engine.GetExchangeNames(enabledOnly)
}
// GetExchange returns IBotExchange for exchange or error if exchange is not found
func (e Exchange) GetExchange(exch string) (exchange.IBotExchange, error) {
ex := engine.GetExchangeByName(exch)
if ex == nil {
return nil, fmt.Errorf("%v exchange not found", exch)
}
return ex, nil
}
// IsEnabled returns if requested exchange is enabled or disabled
func (e Exchange) IsEnabled(exch string) bool {
ex, err := e.GetExchange(exch)
if err != nil {
return false
}
return ex.IsEnabled()
}
// Orderbook returns current orderbook requested exchange, pair and asset
func (e Exchange) Orderbook(exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
return engine.GetSpecificOrderbook(pair, exch, item)
}
// Ticker returns ticker for provided currency pair & asset type
func (e Exchange) Ticker(exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return nil, err
}
return ex.FetchTicker(pair, item)
}
// Pairs returns either all or enabled currency pairs
func (e Exchange) Pairs(exch string, enabledOnly bool, item asset.Item) (*currency.Pairs, error) {
x, err := engine.Bot.Config.GetExchangeConfig(exch)
if err != nil {
return nil, err
}
if enabledOnly {
return &x.CurrencyPairs.Get(item).Enabled, nil
}
return &x.CurrencyPairs.Get(item).Available, nil
}
// QueryOrder returns details of a valid exchange order
func (e Exchange) QueryOrder(exch, orderID string) (*order.Detail, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return nil, err
}
r, err := ex.GetOrderInfo(orderID)
if err != nil {
return nil, err
}
return &r, nil
}
// SubmitOrder submit new order on exchange
func (e Exchange) SubmitOrder(submit *order.Submit) (*order.SubmitResponse, error) {
r, err := engine.Bot.OrderManager.Submit(submit)
if err != nil {
return nil, err
}
return &r.SubmitResponse, nil
}
// CancelOrder wrapper to cancel order on exchange
func (e Exchange) CancelOrder(exch, orderID string) (bool, error) {
orderDetails, err := e.QueryOrder(exch, orderID)
if err != nil {
return false, err
}
cancel := &order.Cancel{
AccountID: orderDetails.AccountID,
ID: orderDetails.ID,
Pair: orderDetails.Pair,
Side: orderDetails.Side,
}
err = engine.Bot.OrderManager.Cancel(cancel)
if err != nil {
return false, err
}
return true, nil
}
// AccountInformation returns account information (balance etc) for requested exchange
func (e Exchange) AccountInformation(exch string) (account.Holdings, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return account.Holdings{}, err
}
accountInfo, err := ex.FetchAccountInfo()
if err != nil {
return account.Holdings{}, err
}
return accountInfo, nil
}
// DepositAddress gets the address required to deposit funds for currency type
func (e Exchange) DepositAddress(exch string, currencyCode currency.Code) (out string, err error) {
if currencyCode.IsEmpty() {
err = errors.New("currency code is empty")
return
}
return engine.Bot.DepositAddressManager.GetDepositAddressByExchange(exch, currencyCode)
}
// WithdrawalFiatFunds withdraw funds from exchange to requested fiat source
func (e Exchange) WithdrawalFiatFunds(exch, bankAccountID string, request *withdraw.Request) (string, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return "", err
}
var v *banking.Account
v, err = banking.GetBankAccountByID(bankAccountID)
if err != nil {
v, err = ex.GetBase().GetExchangeBankAccounts(bankAccountID, request.Currency.String())
if err != nil {
return "", err
}
}
otp, err := engine.GetExchangeoOTPByName(exch)
if err == nil {
otpValue, errParse := strconv.ParseInt(otp, 10, 64)
if errParse != nil {
return "", errors.New("failed to generate OTP unable to continue")
}
request.OneTimePassword = otpValue
}
request.Exchange = exch
request.Fiat.Bank.AccountName = v.AccountName
request.Fiat.Bank.AccountNumber = v.AccountNumber
request.Fiat.Bank.BankName = v.BankName
request.Fiat.Bank.BankAddress = v.BankAddress
request.Fiat.Bank.BankPostalCity = v.BankPostalCity
request.Fiat.Bank.BankCountry = v.BankCountry
request.Fiat.Bank.BankPostalCode = v.BankPostalCode
request.Fiat.Bank.BSBNumber = v.BSBNumber
request.Fiat.Bank.SWIFTCode = v.SWIFTCode
request.Fiat.Bank.IBAN = v.IBAN
resp, err := engine.SubmitWithdrawal(ex.GetName(), request)
if err != nil {
return "", err
}
return resp.Exchange.ID, nil
}
// WithdrawalCryptoFunds withdraw funds from exchange to requested Crypto source
func (e Exchange) WithdrawalCryptoFunds(exch string, request *withdraw.Request) (out string, err error) {
ex, err := e.GetExchange(exch)
if err != nil {
return "", err
}
otp, err := engine.GetExchangeoOTPByName(exch)
if err == nil {
v, errParse := strconv.ParseInt(otp, 10, 64)
if errParse != nil {
return "", errors.New("failed to generate OTP unable to continue")
}
request.OneTimePassword = v
}
resp, err := engine.SubmitWithdrawal(ex.GetName(), request)
if err != nil {
return "", err
}
return resp.Exchange.ID, nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (e Exchange) OHLCV(exch string, pair currency.Pair, item asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
ex, err := e.GetExchange(exch)
if err != nil {
return kline.Item{}, err
}
ret, err := ex.GetHistoricCandles(pair, item, start, end, interval)
if err != nil {
return kline.Item{}, err
}
sort.Slice(ret.Candles, func(i, j int) bool {
return ret.Candles[i].Time.Before(ret.Candles[j].Time)
})
return ret, nil
}