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| Original file line number | Diff line number | Diff line change |
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@@ -13,5 +13,6 @@ | |
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| # Prject configuration by Goland | ||
| .idea/ | ||
| .vscode/ | ||
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| vendor/ | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,93 @@ | ||
| package exchange | ||
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| import ( | ||
| "fmt" | ||
| "github.com/preichenberger/go-coinbasepro/v2" | ||
| "github.com/sirupsen/logrus" | ||
| "math" | ||
| "net/http" | ||
| "sort" | ||
| "strconv" | ||
| "time" | ||
| ) | ||
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| type coinbaseClient struct { | ||
| coinbasepro *coinbasepro.Client | ||
| } | ||
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| //type coinbaseClient *coinbasepro.Client | ||
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| func NewCoinBaseClient(httpClient *http.Client) *coinbaseClient { | ||
| client := coinbasepro.NewClient() | ||
| client.HTTPClient = httpClient | ||
| return &coinbaseClient{coinbasepro: client} | ||
| } | ||
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| func (client *coinbaseClient) GetName() string { | ||
| return "Coinbase" | ||
| } | ||
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| func (client *coinbaseClient) GetPriceRightAfter(candles []coinbasepro.HistoricRate, after time.Time) (float64, error) { | ||
| for _, candle := range candles { | ||
| if after.Equal(candle.Time) || after.After(candle.Time) { | ||
| // Assume candles are sorted in desc order, so the first less than or equal to is the candle looking for | ||
| logrus.Debugf("%s - Kline for %v uses open price at %v", client.GetName(), after.Local(), candle.Time.Local()) | ||
| return candle.Open, nil | ||
| } | ||
| } | ||
| return 0, fmt.Errorf("no time found right after %v", after) | ||
| } | ||
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| func (client *coinbaseClient) GetSymbolPrice(symbol string) (*SymbolPrice, error) { | ||
| ticker, err := client.coinbasepro.GetTicker(symbol) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| currentPrice, err := strconv.ParseFloat(ticker.Price, 64) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
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| var percentChange1h, percentChange24h = math.MaxFloat64, math.MaxFloat64 | ||
| candles, err := client.coinbasepro.GetHistoricRates(symbol, coinbasepro.GetHistoricRatesParams{ | ||
| Granularity: 300, | ||
| }) | ||
| if err != nil { | ||
| logrus.Warnf("%s - Failed to get kline ticks, error: %v", client.GetName(), err) | ||
| } else { | ||
| now := time.Now() | ||
| sort.Slice(candles, func(i, j int) bool { return candles[i].Time.After(candles[j].Time) }) | ||
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| lastHour := now.Add(-1 * time.Hour) | ||
| price1hAgo, err := client.GetPriceRightAfter(candles, lastHour) | ||
| if err != nil { | ||
| logrus.Warnf("%s - Failed to get price 1 hour ago, error: %v\n", client.GetName(), err) | ||
| } else if price1hAgo != 0 { | ||
| percentChange1h = (currentPrice - price1hAgo) / price1hAgo * 100 | ||
| } | ||
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| last24Hour := now.Add(-24 * time.Hour) | ||
| price24hAgo, err := client.GetPriceRightAfter(candles, last24Hour) | ||
| if err != nil { | ||
| logrus.Warnf("%s - Failed to get price 24 hours ago, error: %v\n", client.GetName(), err) | ||
| } else if price24hAgo != 0 { | ||
| percentChange24h = (currentPrice - price24hAgo) / price24hAgo * 100 | ||
| } | ||
| } | ||
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| return &SymbolPrice{ | ||
| Symbol: symbol, | ||
| Price: ticker.Price, | ||
| UpdateAt: time.Time(ticker.Time), | ||
| Source: client.GetName(), | ||
| PercentChange1h: percentChange1h, | ||
| PercentChange24h: percentChange24h, | ||
| }, nil | ||
| } | ||
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| func init() { | ||
| register((&coinbaseClient{}).GetName(), func(client *http.Client) ExchangeClient { | ||
| // Limited by type system in Go, I hate wrapper/adapter | ||
| return NewCoinBaseClient(client) | ||
| }) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,37 @@ | ||
| package exchange | ||
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| import ( | ||
| "math" | ||
| "net/http" | ||
| "testing" | ||
| ) | ||
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| func TestCoinbaseClient(t *testing.T) { | ||
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| var client = NewCoinBaseClient(http.DefaultClient) | ||
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| t.Run("GetSymbolPrice", func(t *testing.T) { | ||
| sp, err := client.GetSymbolPrice("BTC-USd") | ||
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| if err != nil { | ||
| t.Fatalf("Unexpected error: %v", err) | ||
| } | ||
| if sp.Price == "" { | ||
| t.Fatalf("Get an empty price?") | ||
| } | ||
| if sp.PercentChange1h == math.MaxFloat64 { | ||
| t.Logf("WARNING - PercentChange1h unset?") | ||
| } | ||
| if sp.PercentChange24h == math.MaxFloat64 { | ||
| t.Logf("WARNING - PercentChange24h unset?") | ||
| } | ||
| }) | ||
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| t.Run("GetUnexistSymbolPrice", func(t *testing.T) { | ||
| _, err := client.GetSymbolPrice("ABC123") | ||
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| if err == nil { | ||
| t.Fatalf("Should throws on invalid symbol") | ||
| } | ||
| }) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
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@@ -78,4 +78,8 @@ exchanges: | |
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| - name: Kraken | ||
| tokens: | ||
| - EOSETH | ||
| - EOSETH | ||
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| - name: Coinbase | ||
| tokens: | ||
| - BTC-USD | ||