mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-22 23:16:48 +00:00
d636049fb2
* gct: phase one context awareness pass * exchanges: context propagation pass * common/requester: force context requirement * gctcli/exchanges: linter fix * rpcserver: fix test using dummy rpc server * backtester: fix comments * grpc: add correct cancel and timeout for commands * rpcserver_test: add comment on dummy server * common: deprecated SendHTTPGetRequest * linter: fix * linter: turn on no context check * apichecker: fix context linter issue * binance: use param context * common: remove checks as this gets executed before main * common: change mutex to RW as clients can be used by multiple go routines. * common: remove init and JIT default client. Unexport global variables and add protection. * common: Add comments * bithumb: after dinner mints fix
69 lines
2.3 KiB
Go
69 lines
2.3 KiB
Go
package live
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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 for the latest interval
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func LoadData(ctx context.Context, exch exchange.IBotExchange, dataType int64, interval time.Duration, 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.GetHistoricCandles(ctx,
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fPair,
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a,
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time.Now().Add(-interval*2), // multiplied by 2 to ensure the latest candle is always included
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time.Now(),
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kline.Interval(interval))
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if err != nil {
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return nil, fmt.Errorf("could not retrieve live 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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time.Now().Add(-interval*2), // multiplied by 2 to ensure the latest candle is always included
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time.Now())
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if err != nil {
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return nil, 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, err
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}
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base := exch.GetBase()
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if len(candles.Candles) <= 1 && base.GetSupportedFeatures().RESTCapabilities.TradeHistory {
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trades, err = exch.GetHistoricTrades(ctx,
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fPair,
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a,
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time.Now().Add(-interval),
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time.Now())
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if err != nil {
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return nil, fmt.Errorf("could not retrieve live 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 live trade data to candles for %v %v %v, %v", exch.GetName(), a, fPair, err)
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}
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}
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default:
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return nil, fmt.Errorf("could not retrieve live data for %v %v %v, %w", exch.GetName(), a, fPair, common.ErrInvalidDataType)
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}
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candles.Exchange = strings.ToLower(exch.GetName())
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return &candles, nil
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}
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