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FTX: Funding rates, payments & stats + order manager tracking (#976)

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* Adds basic PoC for calculating/retrieving position data

* A very unfortunate day of miscalculations

* Adds position summary and funding rate details to RPC

* Offline funding rate calculations

* More helpers, more stats, refining data, automated retrieval

* Adds new rpc server commands and attempts some organisation

* lower string, lower stress

* Adds ordermanager config. Fleshes outcli. Tracks positions automatically

* Adds new separation for funding payments/rates

* Combines funding rates and payments

* Fun test coverage

* ALL THE TESTS... I hope

* Fixes

* polishes ftx tests. improves perp check. Loops rates

* Final touches before nit attax

* buff 💪

* Stops NotYetImplemented spam with one simple trick!

* Some lovely little niteroos

* linteroo

* Clarifies a couple of errors to help narrow likely end user problems

* Fixes asset type bug, fixes closed position order return, fixes unset status bug

* Fixes order manager handling when no rates are available yet

* Continues on no funding rates instead. Removes err

* Don't show predicted rate if the time is zero

* Addresses scenario with no funding rate payments

* Bug fixes and commentary before updating maps to use *currency.Item

* Adds a pair key type

* Polishes pKey, fixes map order bug

* key is not a property in the event someone changes the base/quote

* Adds improvements to order processing...Breaks it all

* Shakes up the design of things by removing a function

* Fixes issues with order manager positions. Limits update range

* Fixes build issues. Identification of bad tests.

* Merges and fixes features from master and this branch

* buff linter 💪

* re-gen

* proto regen

* Addresses some nits. But not all of them.

* Fixes issue where funding rates weren't returned 🎉

* completes transition futures tracking to map[*currency.Item]map[*currency.Item]

* who did that? not me

* removes redundant check on account of being redundant and unnecessary

* so buf

* addresses nits: duplications, startTime, loops, go tidy, typos

* fixes minor mistakes

* fixes 🍣 🐻 changes to int64
This commit is contained in:
Scott
2022-08-23 12:16:50 +10:00
committed by GitHub
parent e93ee83563
commit 46cadd6f15
50 changed files with 9249 additions and 3730 deletions
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6
engine/engine.go
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@@ -163,6 +163,7 @@ func validateSettings(b *Engine, s *Settings, flagSet FlagSet) {
b.Settings = *s
flagSet.WithBool("coinmarketcap", &b.Settings.EnableCoinmarketcapAnalysis, b.Config.Currency.CryptocurrencyProvider.Enabled)
flagSet.WithBool("ordermanager", &b.Settings.EnableOrderManager, b.Config.OrderManager.Enabled != nil && *b.Config.OrderManager.Enabled)
flagSet.WithBool("currencyconverter", &b.Settings.EnableCurrencyConverter, b.Config.Currency.ForexProviders.IsEnabled("currencyconverter"))
@@ -525,8 +526,9 @@ func (bot *Engine) Start() error {
bot.ExchangeManager,
bot.CommunicationsManager,
&bot.ServicesWG,
bot.Settings.EnableFuturesTracking,
bot.Settings.Verbose)
bot.Config.OrderManager.Verbose,
bot.Config.OrderManager.ActivelyTrackFuturesPositions,
bot.Config.OrderManager.FuturesTrackingSeekDuration)
if err != nil {
gctlog.Errorf(gctlog.Global, "Order manager unable to setup: %s", err)
} else {