README
¶
GoCryptoTrader package Trade
This trade package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack
Current Features for trade
- The trade package contains a processor for both REST and websocket trade history processing
- Its primary purpose is to collect trade data from multiple sources and save it to the database's trade table
- If you do not have database enabled, then trades will not be processed
Requirements to save a trade to the database
- Database has to be enabled
- Under
config.json, under your selected exchange, enable the fieldsaveTradeData- This will enable trade processing to occur for that specific exchange
- This can also be done via gRPC under the
SetExchangeTradeProcessingcommand
Usage
- To send trade data to be processed, use the following example:
err := trade.AddTradesToBuffer(b.Name, trade.Data{
Exchange: b.Name,
TID: strconv.FormatInt(tradeData[i].TID, 10),
CurrencyPair: p,
AssetType: assetType,
Side: side,
Price: tradeData[i].Price,
Amount: tradeData[i].Amount,
Timestamp: tradeTS,
})
b in this context is an IBotExchange implemented struct
Rules
- If the trade processor has not started, it will automatically start upon being sent trade data.
- The processor will add all received trades to a buffer
- After 15 seconds, the trade processor will parse and save all trades on the buffer to the trade table
- This is to save on constant writing to the database. Trade data, especially when received via websocket would cause massive issues on the round trip of saving data for every trade
- If the processor has not received any trades in that 15 second timeframe, it will shut down.
- Sending trade data to it later will automatically start it up again
Exchange Support Table
| Exchange | Recent Trades via REST | Live trade updates via Websocket | Trade history via REST |
|---|---|---|---|
| Alphapoint | No | No | No |
| Binance | Yes | Yes | Yes |
| Bitfinex | Yes | Yes | Yes |
| Bitflyer | Yes | No | No |
| Bithumb | Yes | Yes | No |
| BitMEX | Yes | Yes | Yes |
| Bitstamp | Yes | Yes | No |
| Bittrex | Yes | Yes | No |
| BTCMarkets | Yes | Yes | No |
| BTSE | Yes | Yes | No |
| CoinbasePro | Yes | Yes | No |
| COINUT | Yes | Yes | No |
| Exmo | Yes | NA | No |
| FTX | Yes | Yes | Yes |
| GateIO | Yes | Yes | No |
| Gemini | Yes | Yes | Yes |
| HitBTC | Yes | Yes | Yes |
| Huobi.Pro | Yes | Yes | No |
| ItBit | Yes | NA | No |
| Kraken | Yes | Yes | No |
| Lbank | Yes | No | Yes |
| LocalBitcoins | Yes | NA | No |
| OKCoin International | Yes | Yes | No |
| OKEX | Yes | Yes | No |
| Poloniex | Yes | Yes | Yes |
| Yobit | Yes | NA | No |
| ZB.COM | Yes | Yes | No |
Please click GoDocs chevron above to view current GoDoc information for this package
Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc
Documentation
¶
Index ¶
- Constants
- Variables
- func AddTradesToBuffer(exchangeName string, data ...Data) error
- func ConvertTradesToCandles(interval kline.Interval, trades ...Data) (kline.Item, error)
- func HasTradesInRanges(exchangeName, assetType, base, quote string, ...) error
- func SaveTradesToDatabase(trades ...Data) error
- type ByDate
- type Data
- type Processor
- type Trade
Constants ¶
const DefaultProcessorIntervalTime = time.Second * 15
DefaultProcessorIntervalTime is the default timer to process queued trades and save them to the database
Variables ¶
var ( // BufferProcessorIntervalTime is the interval to save trade buffer data to the database. // Change this by changing the runtime param `-tradeprocessinginterval=15s` BufferProcessorIntervalTime = DefaultProcessorIntervalTime // ErrNoTradesSupplied is returned when an attempt is made to process trades, but is an empty slice ErrNoTradesSupplied = errors.New("no trades supplied") )
Functions ¶
func AddTradesToBuffer ¶
AddTradesToBuffer will push trade data onto the buffer
func ConvertTradesToCandles ¶
ConvertTradesToCandles turns trade data into kline.Items
func HasTradesInRanges ¶
func HasTradesInRanges(exchangeName, assetType, base, quote string, rangeHolder *kline.IntervalRangeHolder) error
HasTradesInRanges Creates an executes an SQL query to verify if a trade exists within a timeframe
func SaveTradesToDatabase ¶
SaveTradesToDatabase converts trades and saves results to database
Types ¶
type Data ¶
type Data struct {
ID uuid.UUID `json:"ID,omitempty"`
TID string
Exchange string
CurrencyPair currency.Pair
AssetType asset.Item
Side order.Side
Price float64
Amount float64
Timestamp time.Time
}
Data defines trade data
func FilterTradesByTime ¶
FilterTradesByTime removes any trades that are not between the start and end times
type Processor ¶
type Processor struct {
// contains filtered or unexported fields
}
Processor used for processing trade data in batches and saving them to the database
Source Files