feat: price-feeder: coinbase provider #648
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| // GetCandlePrices returns candles based off of the saved trades map. | ||
| // Candles need to be cut up into one-minute intervals. | ||
| func (p *CoinbaseProvider) GetCandlePrices(pairs ...types.CurrencyPair) (map[string][]CandlePrice, error) { |
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Yeah, this looks pretty reasonable to me. The only other clean approach I can think of is to bucket all trades that are within 1 minute of each other (after sorting ofc).
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S:backport/price-feeder/v0.1.x
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* coinbase tickers & trades * trades -> candles * test stuff * cleanup :~) * preallocate * a couple nit fixes * leftify the happy path * add GetAvailablePairs function to coinbase provider * cl++ (cherry picked from commit bf606c1)
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* coinbase tickers & trades * trades -> candles * test stuff * cleanup :~) * preallocate * a couple nit fixes * leftify the happy path * add GetAvailablePairs function to coinbase provider * cl++ (cherry picked from commit bf606c1) Co-authored-by: Adam Wozniak <29418299+adamewozniak@users.noreply.github.com>
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Description
Adds coinbase as a provider.
closes: #629
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