Initial kline trade converter && restructure wrapper functions (thras…

…her-corp#454) * Initial kline trade converter && restructure wrapper function * Addr nits * fix linter issues * fix requested * fix after merge interface issue with fakepassingexchange * consistentizations * Addr glorious nits * Added in explicit interval strings for gctcli client (ease of use) * rm value stutter * Addr nits * update protobuf and push regen * go mod tidy * change description of usage for granularity
mgufrone · Mar 15, 2020 · 2c7e531 · 2c7e531
1 parent 99e8d2f
commit 2c7e531
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Showing 67 changed files with 976 additions and 657 deletions.
diff --git a/cmd/gctcli/commands.go b/cmd/gctcli/commands.go
@@ -3964,7 +3964,7 @@ var candleRangeSize, candleGranularity int64
 var getHistoricCandlesCommand = cli.Command{
 	Name:      "gethistoriccandles",
 	Usage:     "gets historical candles for the specified granularity up to range size time from now.",
-	ArgsUsage: "<exchange> <pair> <rangesize> <granularity>",
+	ArgsUsage: "<exchange> <pair> <asset> <rangesize> <granularity>",
 	Action:    getHistoricCandles,
 	Flags: []cli.Flag{
 		cli.StringFlag{
@@ -3975,6 +3975,10 @@ var getHistoricCandlesCommand = cli.Command{
 			Name:  "pair",
 			Usage: "the currency pair to get the candles for",
 		},
+		cli.StringFlag{
+			Name:  "asset",
+			Usage: "the asset type of the currency pair",
+		},
 		cli.Int64Flag{
 			Name:        "rangesize, r",
 			Usage:       "the amount of time to go back from now to fetch candles in the given granularity",
@@ -3983,7 +3987,7 @@ var getHistoricCandlesCommand = cli.Command{
 		},
 		cli.Int64Flag{
 			Name:        "granularity, g",
-			Usage:       "value is in seconds and can be one of the following {60, 300, 900, 3600, 21600, 86400}",
+			Usage:       "example values are in seconds and can be one of the following {60 (1 Minute), 300 (5 Minute), 900 (15 Minute), 3600 (1 Hour), 21600 (6 Hour), 86400 (1 Day)}",
 			Value:       86400,
 			Destination: &candleGranularity,
 		},
@@ -4017,21 +4021,32 @@ func getHistoricCandles(c *cli.Context) error {
 	}
 	p := currency.NewPairDelimiter(currencyPair, pairDelimiter)
 
+	var assetType string
+	if c.IsSet("asset") {
+		assetType = c.String("asset")
+	} else {
+		assetType = c.Args().Get(2)
+	}
+
+	if !validAsset(assetType) {
+		return errInvalidAsset
+	}
+
 	if c.IsSet("rangesize") {
 		candleRangeSize = c.Int64("rangesize")
-	} else if c.Args().Get(2) != "" {
+	} else if c.Args().Get(3) != "" {
 		var err error
-		candleRangeSize, err = strconv.ParseInt(c.Args().Get(2), 10, 64)
+		candleRangeSize, err = strconv.ParseInt(c.Args().Get(3), 10, 64)
 		if err != nil {
 			return err
 		}
 	}
 
 	if c.IsSet("granularity") {
 		candleGranularity = c.Int64("granularity")
-	} else if c.Args().Get(3) != "" {
+	} else if c.Args().Get(4) != "" {
 		var err error
-		candleGranularity, err = strconv.ParseInt(c.Args().Get(3), 10, 64)
+		candleGranularity, err = strconv.ParseInt(c.Args().Get(4), 10, 64)
 		if err != nil {
 			return err
 		}
@@ -4043,6 +4058,11 @@ func getHistoricCandles(c *cli.Context) error {
 	}
 	defer conn.Close()
 
+	candleInterval := time.Duration(candleGranularity) * time.Second
+
+	end := time.Now().UTC().Truncate(candleInterval)
+	start := end.Add(-candleInterval * time.Duration(candleRangeSize))
+
 	client := gctrpc.NewGoCryptoTraderClient(conn)
 	result, err := client.GetHistoricCandles(context.Background(),
 		&gctrpc.GetHistoricCandlesRequest{
@@ -4052,10 +4072,11 @@ func getHistoricCandles(c *cli.Context) error {
 				Base:      p.Base.String(),
 				Quote:     p.Quote.String(),
 			},
-			Rangesize:   candleRangeSize,
-			Granularity: candleGranularity,
+			AssetType:    assetType,
+			Start:        start.Unix(),
+			End:          end.Unix(),
+			TimeInterval: int64(candleInterval),
 		})
-
 	if err != nil {
 		return err
 	}

diff --git a/engine/fake_exchange_test.go b/engine/fake_exchange_test.go
@@ -9,6 +9,7 @@ import (
 	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"
@@ -176,8 +177,8 @@ func (h *FakePassingExchange) GetSubscriptions() ([]wshandler.WebsocketChannelSu
 func (h *FakePassingExchange) GetDefaultConfig() (*config.ExchangeConfig, error) { return nil, nil }
 func (h *FakePassingExchange) GetBase() *exchange.Base                           { return nil }
 func (h *FakePassingExchange) SupportsAsset(_ asset.Item) bool                   { return true }
-func (h *FakePassingExchange) GetHistoricCandles(_ currency.Pair, _, _ int64) ([]exchange.Candle, error) {
-	return []exchange.Candle{}, nil
+func (h *FakePassingExchange) GetHistoricCandles(_ currency.Pair, _ asset.Item, _, _ time.Time, _ time.Duration) (kline.Item, error) {
+	return kline.Item{}, nil
 }
 func (h *FakePassingExchange) DisableRateLimiter() error { return nil }
 func (h *FakePassingExchange) EnableRateLimiter() error  { return nil }

diff --git a/engine/rpcserver.go b/engine/rpcserver.go
@@ -1530,21 +1530,24 @@ func (s *RPCServer) GetHistoricCandles(ctx context.Context, req *gctrpc.GetHisto
 		Delimiter: req.Pair.Delimiter,
 		Base:      currency.NewCode(req.Pair.Base),
 		Quote:     currency.NewCode(req.Pair.Quote),
-	}, req.Rangesize, req.Granularity)
+	},
+		asset.Item(req.AssetType),
+		time.Unix(req.Start, 0),
+		time.Unix(req.End, 0),
+		time.Duration(req.TimeInterval))
 	if err != nil {
 		return nil, err
 	}
 	resp := gctrpc.GetHistoricCandlesResponse{}
-	for _, candle := range candles {
-		tempCandle := &gctrpc.Candle{
-			Time:   candle.Time,
-			Low:    candle.Low,
-			High:   candle.High,
-			Open:   candle.Open,
-			Close:  candle.Close,
-			Volume: candle.Volume,
-		}
-		resp.Candle = append(resp.Candle, tempCandle)
+	for i := range candles.Candles {
+		resp.Candle = append(resp.Candle, &gctrpc.Candle{
+			Time:   candles.Candles[i].Time.Unix(),
+			Low:    candles.Candles[i].Low,
+			High:   candles.Candles[i].High,
+			Open:   candles.Candles[i].Open,
+			Close:  candles.Candles[i].Close,
+			Volume: candles.Candles[i].Volume,
+		})
 	}
 	return &resp, nil
 }

diff --git a/exchanges/binance/binance.go b/exchanges/binance/binance.go
@@ -69,11 +69,6 @@ type Binance struct {
 	validIntervals []TimeInterval
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Binance) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetExchangeInfo returns exchange information. Check binance_types for more
 // information
 func (b *Binance) GetExchangeInfo() (ExchangeInfo, error) {

diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go
@@ -13,6 +13,7 @@ import (
 	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/protocol"
@@ -670,3 +671,8 @@ func (b *Binance) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Binance) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitfinex/bitfinex.go b/exchanges/bitfinex/bitfinex.go
@@ -87,11 +87,6 @@ type Bitfinex struct {
 	WebsocketSubdChannels      map[int]WebsocketChanInfo
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bitfinex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetPlatformStatus returns the Bifinex platform status
 func (b *Bitfinex) GetPlatformStatus() (int, error) {
 	var response []int

diff --git a/exchanges/bitfinex/bitfinex_wrapper.go b/exchanges/bitfinex/bitfinex_wrapper.go
@@ -13,6 +13,7 @@ import (
 	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/protocol"
@@ -771,3 +772,8 @@ func (b *Bitfinex) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Bitfinex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitflyer/bitflyer.go b/exchanges/bitflyer/bitflyer.go
@@ -7,7 +7,6 @@ import (
 	"net/url"
 	"strconv"
 
-	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
@@ -72,11 +71,6 @@ type Bitflyer struct {
 	exchange.Base
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bitflyer) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetLatestBlockCA returns the latest block information from bitflyer chain
 // analysis system
 func (b *Bitflyer) GetLatestBlockCA() (ChainAnalysisBlock, error) {

diff --git a/exchanges/bitflyer/bitflyer_wrapper.go b/exchanges/bitflyer/bitflyer_wrapper.go
@@ -3,13 +3,15 @@ package bitflyer
 import (
 	"strings"
 	"sync"
+	"time"
 
 	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	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/protocol"
@@ -388,3 +390,8 @@ func (b *Bitflyer) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Bitflyer) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bithumb/bithumb.go b/exchanges/bithumb/bithumb.go
@@ -11,7 +11,6 @@ import (
 	"strconv"
 	"strings"
 
-	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -48,11 +47,6 @@ type Bithumb struct {
 	exchange.Base
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bithumb) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetTradablePairs returns a list of tradable currencies
 func (b *Bithumb) GetTradablePairs() ([]string, error) {
 	result, err := b.GetAllTickers()

diff --git a/exchanges/bithumb/bithumb_wrapper.go b/exchanges/bithumb/bithumb_wrapper.go
@@ -14,6 +14,7 @@ import (
 	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/protocol"
@@ -592,3 +593,8 @@ func (b *Bithumb) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Bithumb) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitmex/bitmex.go b/exchanges/bitmex/bitmex.go
@@ -9,7 +9,6 @@ import (
 	"strings"
 	"time"
 
-	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -903,8 +902,3 @@ func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
 
 	return fee * purchasePrice * amount
 }
-
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bitmex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
diff --git a/exchanges/bitmex/bitmex_wrapper.go b/exchanges/bitmex/bitmex_wrapper.go
@@ -5,13 +5,15 @@ import (
 	"math"
 	"strings"
 	"sync"
+	"time"
 
 	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/config"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	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/protocol"
@@ -686,3 +688,8 @@ func (b *Bitmex) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Bitmex) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bitstamp/bitstamp.go b/exchanges/bitstamp/bitstamp.go
@@ -65,11 +65,6 @@ type Bitstamp struct {
 	WebsocketConn *wshandler.WebsocketConnection
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bitstamp) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetFee returns an estimate of fee based on type of transaction
 func (b *Bitstamp) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
 	var fee float64

diff --git a/exchanges/bitstamp/bitstamp_wrapper.go b/exchanges/bitstamp/bitstamp_wrapper.go
@@ -13,6 +13,7 @@ import (
 	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/protocol"
@@ -674,3 +675,8 @@ func (b *Bitstamp) ValidateCredentials() error {
 	_, err := b.UpdateAccountInfo()
 	return b.CheckTransientError(err)
 }
+
+// GetHistoricCandles returns candles between a time period for a set time interval
+func (b *Bitstamp) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end time.Time, interval time.Duration) (kline.Item, error) {
+	return kline.Item{}, common.ErrNotYetImplemented
+}
diff --git a/exchanges/bittrex/bittrex.go b/exchanges/bittrex/bittrex.go
@@ -9,7 +9,6 @@ import (
 	"strings"
 	"time"
 
-	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -64,11 +63,6 @@ type Bittrex struct {
 	exchange.Base
 }
 
-// GetHistoricCandles returns rangesize number of candles for the given granularity and pair starting from the latest available
-func (b *Bittrex) GetHistoricCandles(pair currency.Pair, rangesize, granularity int64) ([]exchange.Candle, error) {
-	return nil, common.ErrNotYetImplemented
-}
-
 // GetMarkets is used to get the open and available trading markets at Bittrex
 // along with other meta data.
 func (b *Bittrex) GetMarkets() (Market, error) {