csvsource

package
v1.64.2 Latest Latest
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 Go to latest Published: Apr 14, 2026 License: AGPL-3.0 Imports: 19 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	SPOT      MarketType = "spot"
	FUTURES   MarketType = "futures"
	TRADES    DataType   = "trades"
	AGGTRADES DataType   = "aggTrades"
)

Variables

View Source 
var (
	// ErrNotEnoughColumns is returned when the CSV price record does not have enough columns.
	ErrNotEnoughColumns = errors.New("not enough columns")

	// ErrInvalidTimeFormat is returned when the CSV price record does not have a valid time unix milli format.
	ErrInvalidIDFormat = errors.New("cannot parse trade id string")

	// ErrInvalidBoolFormat is returned when the CSV isBuyerMaker record does not have a valid bool representation.
	ErrInvalidBoolFormat = errors.New("cannot parse bool to string")

	// ErrInvalidTimeFormat is returned when the CSV price record does not have a valid time unix milli format.
	ErrInvalidTimeFormat = errors.New("cannot parse time string")

	// ErrInvalidOrderSideFormat is returned when the CSV side record does not have a valid buy or sell string.
	ErrInvalidOrderSideFormat = errors.New("cannot parse order side string")

	// ErrInvalidPriceFormat is returned when the CSV price record does not prices in expected format.
	ErrInvalidPriceFormat = errors.New("OHLC prices must be valid number format")

	// ErrInvalidVolumeFormat is returned when the CSV price record does not have a valid volume format.
	ErrInvalidVolumeFormat = errors.New("volume must be valid number format")
)

Functions

func Download 

func Download(
	path, symbol string,
	exchange types.ExchangeName,
	market MarketType,
	granularity DataType,
	since, until time.Time,
) (err error)

func ReadAllCsv 

func ReadAllCsv(dir string, interval time.Duration) ([]types.KLine, error)

ReadAllCsv reads all the .csv files in a given directory or a single file into a slice of KLines. Wraps a default CSVKLineReader with Binance decoder for convenience. For finer grained memory management use the base kline reader.

func ReadTicksFromCSV 

func ReadTicksFromCSV(
	path, symbol string,
	intervals []types.Interval,
) (
	klineMap map[types.Interval][]types.KLine,
	err error,
)

ReadTicksFromCSV reads all the .csv files in a given directory or a single file into KLines.

func WriteKLines 

func WriteKLines(path, symbol string, klines []types.KLine) (err error)

WriteKLines writes csv to path.

Types

type CSVKLineReader 

type CSVKLineReader struct {
	// contains filtered or unexported fields
}

CSVKLineReader is a KLineReader that reads from a CSV file.

func NewCSVKLineReader 

func NewCSVKLineReader(csv *csv.Reader) *CSVKLineReader

NewCSVKLineReader creates a new CSVKLineReader with the default Binance decoder.

func (*CSVKLineReader) Read 

func (r *CSVKLineReader) Read(interval time.Duration) (types.KLine, error)

Read reads the next KLine from the underlying CSV data.

func (*CSVKLineReader) ReadAll 

func (r *CSVKLineReader) ReadAll(interval time.Duration) ([]types.KLine, error)

ReadAll reads all the KLines from the underlying CSV data.

type CSVTickConverter 

type CSVTickConverter struct {
	// contains filtered or unexported fields
}

CSVTickConverter takes a tick and internally converts it to a KLine slice

func (*CSVTickConverter) AddKLine 

func (c *CSVTickConverter) AddKLine(interval types.Interval, k types.KLine)

func (*CSVTickConverter) CsvTickToKLine 

func (c *CSVTickConverter) CsvTickToKLine(tick *CsvTick) (closesKLine bool)

Convert ticks to KLine with interval

func (*CSVTickConverter) GetKLineResults 

func (c *CSVTickConverter) GetKLineResults() map[types.Interval][]types.KLine

GetKLineResults returns the converted ticks as kLine of all constructed intervals

func (*CSVTickConverter) GetTicks 

func (c *CSVTickConverter) GetTicks() []*CsvTick

func (*CSVTickConverter) LatestKLine 

func (c *CSVTickConverter) LatestKLine(interval types.Interval) (k *types.KLine)

GetKLineResult returns the converted ticks as kLine of interval

type CSVTickReader 

type CSVTickReader struct {
	// contains filtered or unexported fields
}

CSVTickReader reads CsvTick records from a CSV file.

func NewCSVTickReader 

func NewCSVTickReader(csv *csv.Reader) *CSVTickReader

NewCSVTickReader creates a new CSVTickReader.

func (*CSVTickReader) Read 

func (r *CSVTickReader) Read() (*CsvTick, error)

Read reads the next CsvTick from the underlying CSV data.

func (*CSVTickReader) ReadAll 

func (r *CSVTickReader) ReadAll() (ticks []*CsvTick, err error)

ReadAll reads all CsvTicks from the underlying CSV data.

type CsvConfig 

type CsvConfig struct {
	Market      MarketType `json:"market"`
	Granularity DataType   `json:"granularity"`
}

type CsvTick 

type CsvTick struct {
	Exchange        types.ExchangeName `json:"exchange"`
	Market          MarketType         `json:"market"`
	TradeID         uint64             `json:"tradeID"`
	Symbol          string             `json:"symbol"`
	TickDirection   string             `json:"tickDirection"`
	Side            types.SideType     `json:"side"`
	IsBuyerMaker    bool
	Size            fixedpoint.Value           `json:"size"`
	Price           fixedpoint.Value           `json:"price"`
	HomeNotional    fixedpoint.Value           `json:"homeNotional"`
	ForeignNotional fixedpoint.Value           `json:"foreignNotional"`
	Timestamp       types.MillisecondTimestamp `json:"timestamp"`
}

func CSVTickDecoder 

func CSVTickDecoder(row []string) (*CsvTick, error)

CSVTickDecoder decodes a normalized CSV record into a CsvTick. The normalized format is: trade_id, side, size, price, timestamp where side is "buy" or "sell" and timestamp is in milliseconds.

func (*CsvTick) ToGlobalTrade 

func (c *CsvTick) ToGlobalTrade() (*types.Trade, error)

type DataType 

type DataType string

type ICSVTickConverter 

type ICSVTickConverter interface {
	CsvTickToKLine(tick *CsvTick) (closesKLine bool)
	GetTicks() []*CsvTick
	LatestKLine(interval types.Interval) (k *types.KLine)
	GetKLineResults() map[types.Interval][]types.KLine
}

func NewCSVTickConverter 

func NewCSVTickConverter(intervals []types.Interval) ICSVTickConverter

type KLineReader 

type KLineReader interface {
	Read(interval time.Duration) (types.KLine, error)
	ReadAll(interval time.Duration) ([]types.KLine, error)
}

KLineReader is an interface for reading candlesticks.

type MarketType 

type MarketType string

type TickReader 

type TickReader interface {
	Read() (*CsvTick, error)
	ReadAll() (ticks []*CsvTick, err error)
}

TickReader is an interface for reading CsvTicks.

Source Files

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