Files
ObsidianDragon/src/data/exchange_candles.h
DanS 40e8128a30 feat(market): candlestick chart for per-exchange OHLC
The exchange candle APIs return full OHLC but we only kept the close (a line).
Now the per-exchange chart draws real candlesticks; the CoinGecko aggregate stays
a line (it's close-only).

- Adapter keeps OHLC: parseExchangeOHLC() returns open/high/low/close candles
  (parseExchangeCandles is now a close-only wrapper over it). New data/candle.h
  holds the dependency-free Candle + bucketOHLC (5-min -> hourly for the 1D view).
- Model stores exchange_ohlc_intraday/daily alongside the close series;
  refreshExchangeChart populates both. market_series::chartCandles() returns the
  bucketed OHLC for the range, empty unless the per-exchange series is active.
- The chart renders wick (low..high) + body (open..close), green up / red down,
  with a low..high y-range; the line-only bits (fill, hi/lo labels, hover tooltip)
  are gated off for candles. Falls back to the line for the aggregate / Live view.

Verified: OHLC parsers + bucketOHLC + chartCandles unit-tested; a forced-state
render shows correct candlesticks; the aggregate still draws a clean line.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-07-12 11:16:44 -05:00

118 lines
5.6 KiB
C++

#pragma once
// Per-exchange OHLC candle adapters. CoinGecko tells us WHICH exchanges list DRGX (via the ticker
// `market.identifier`, e.g. "ourbit" / "nonkyc_io") but NOT their API — this is the hand-maintained
// mapping from that identifier to each venue's public candle endpoint, so the market chart can show the
// SELECTED exchange's real price history instead of CoinGecko's cross-exchange aggregate.
//
// Header-only + pure (no I/O — the actual HTTP fetch happens in app_network.cpp via util::httpGetString)
// so the URL builder + parsers are unit-tested against real captured responses. An unmapped exchange
// returns an empty URL, so the caller falls back to the CoinGecko aggregate and nothing regresses.
#include <algorithm>
#include <ctime>
#include <string>
#include <utility>
#include <vector>
#include <nlohmann/json.hpp>
#include "candle.h"
namespace dragonx {
namespace data {
using PricePoint = std::pair<std::time_t, double>; // (epoch SECONDS, close price)
enum class CandleRange {
Intraday, // ~2 days of 5-minute candles — backs the Live / 1H / 1D views
Daily, // ~1 year of daily candles — backs the 1W / 1M views
};
// True when we have a candle adapter for this CoinGecko exchange identifier.
inline bool hasExchangeCandleAdapter(const std::string& identifier) {
return identifier == "ourbit" || identifier == "nonkyc_io";
}
// Build the venue's candle URL for a pair + range. Returns "" when the exchange isn't mapped.
// `now` is epoch seconds, passed in (no hidden clock reads) so URLs are deterministic in tests.
inline std::string buildExchangeCandleUrl(const std::string& identifier, const std::string& base,
const std::string& quote, CandleRange range, std::time_t now) {
if (identifier == "ourbit") {
// Ourbit = MEXC-style /api/v3/klines: symbol=BASEQUOTE, interval=5m|1d, limit.
const char* iv = (range == CandleRange::Intraday) ? "5m" : "1d";
const int limit = (range == CandleRange::Intraday) ? 576 : 365;
return "https://api.ourbit.com/api/v3/klines?symbol=" + base + quote +
"&interval=" + iv + "&limit=" + std::to_string(limit);
}
if (identifier == "nonkyc_io") {
// NonKYC = TradingView-UDF candles: symbol=BASE_QUOTE, resolution in minutes, from/to seconds.
const char* res = (range == CandleRange::Intraday) ? "5" : "1440";
const std::time_t span = (range == CandleRange::Intraday) ? (std::time_t)2 * 24 * 3600
: (std::time_t)365 * 24 * 3600;
return "https://api.nonkyc.io/api/v2/market/candles?symbol=" + base + "_" + quote +
"&resolution=" + res + "&from=" + std::to_string(now - span) + "&to=" + std::to_string(now);
}
return "";
}
namespace detail {
// Read a JSON value that may be a number or a numeric string (Ourbit sends prices as strings).
inline double jnum(const nlohmann::json& v) {
if (v.is_number()) return v.get<double>();
if (v.is_string()) { try { return std::stod(v.get<std::string>()); } catch (...) { return 0.0; } }
return 0.0;
}
} // namespace detail
// Parse the venue's candle response into ascending OHLC candles. Empty on failure.
inline std::vector<Candle> parseExchangeOHLC(const std::string& identifier, const std::string& body) {
std::vector<Candle> out;
if (body.empty()) return out;
try {
const nlohmann::json j = nlohmann::json::parse(body);
if (identifier == "ourbit") {
// [[openTime_ms, open, high, low, close, volume, closeTime, quoteVol], ...]
if (!j.is_array()) return out;
out.reserve(j.size());
for (const auto& k : j) {
if (!k.is_array() || k.size() < 5) continue;
Candle c;
c.time = (std::time_t)(detail::jnum(k[0]) / 1000.0);
c.open = detail::jnum(k[1]);
c.high = detail::jnum(k[2]);
c.low = detail::jnum(k[3]);
c.close = detail::jnum(k[4]);
if (c.time > 0 && c.close > 0) out.push_back(c);
}
} else if (identifier == "nonkyc_io") {
// {"bars":[{"time":ms,"open":..,"high":..,"low":..,"close":..,"volume":..}, ...]}
if (!j.contains("bars") || !j["bars"].is_array()) return out;
out.reserve(j["bars"].size());
for (const auto& b : j["bars"]) {
if (!b.is_object() || !b.contains("time") || !b.contains("close")) continue;
Candle c;
c.time = (std::time_t)(detail::jnum(b["time"]) / 1000.0);
c.close = detail::jnum(b["close"]);
c.open = b.contains("open") ? detail::jnum(b["open"]) : c.close;
c.high = b.contains("high") ? detail::jnum(b["high"]) : c.close;
c.low = b.contains("low") ? detail::jnum(b["low"]) : c.close;
if (c.time > 0 && c.close > 0) out.push_back(c);
}
}
} catch (...) {
return {};
}
std::sort(out.begin(), out.end(), [](const Candle& a, const Candle& b) { return a.time < b.time; });
return out;
}
// Close-only convenience over parseExchangeOHLC (backs the line chart + change-% fallback). bucketOHLC
// for candlestick resampling lives in candle.h (dependency-free, reused by market_series.h).
inline std::vector<PricePoint> parseExchangeCandles(const std::string& identifier, const std::string& body) {
std::vector<PricePoint> out;
for (const auto& c : parseExchangeOHLC(identifier, body)) out.emplace_back(c.time, c.close);
return out;
}
} // namespace data
} // namespace dragonx