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GoCryptoTrader package Trade

Build Status Software License GoDoc Coverage Status Go Report Card

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 field saveTradeData
    • This will enable trade processing to occur for that specific exchange
    • This can also be done via gRPC under the SetExchangeTradeProcessing command

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.US Yes Yes NA
Binance Yes Yes Yes
Bitfinex Yes Yes Yes
Bitflyer Yes No No
Bithumb Yes Yes No
BitMEX Yes Yes Yes
Bitstamp Yes Yes No
BTCMarkets Yes Yes No
BTSE Yes Yes No
Bybit Yes Yes Yes
CoinbasePro Yes Yes No
COINUT Yes Yes No
Deribit Yes Yes Yes
Exmo Yes NA No
GateIO Yes Yes No
Gemini Yes Yes Yes
HitBTC Yes Yes Yes
Huobi.Pro Yes Yes No
Kraken Yes Yes No
Kucoin Yes No Yes
Lbank Yes No Yes
Okx Yes Yes Yes
Poloniex Yes Yes Yes
Yobit Yes NA 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 master branch.

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