Engine QA (#381)

* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
This commit is contained in:
Adrian Gallagher
2019-11-22 16:07:30 +11:00
committed by GitHub
parent 52e2686b9e
commit 63191ce3ec
102 changed files with 3447 additions and 1714 deletions

View File

@@ -42,6 +42,7 @@ const (
btsePendingOrders = "pending"
btseDeleteOrder = "deleteOrder"
btseFills = "fills"
btseTimeLayout = "2006-01-02 15:04:04"
)
// GetMarketsSummary stores market summary data
@@ -238,7 +239,7 @@ func (b *BTSE) SendAuthenticatedHTTPRequest(method, endpoint string, req map[str
b.Name, method, path, string(payload))
}
return b.SendPayload(method,
btseAPIURL+path,
b.API.Endpoints.URL+path,
headers,
body,
&result,
@@ -320,7 +321,6 @@ func calculateTradingFee(isMaker bool) float64 {
return fee
}
func parseOrderTime(timeStr string) time.Time {
t, _ := time.Parse("2006-01-02 15:04:04", timeStr)
return t
func parseOrderTime(timeStr string) (time.Time, error) {
return time.Parse(btseTimeLayout, timeStr)
}

View File

@@ -17,6 +17,7 @@ const (
apiKey = ""
apiSecret = ""
canManipulateRealOrders = false
testPair = "BTC-USD"
)
var b BTSE
@@ -37,7 +38,11 @@ func TestMain(m *testing.M) {
btseConfig.API.Credentials.Key = apiKey
btseConfig.API.Credentials.Secret = apiSecret
b.Setup(btseConfig)
err = b.Setup(btseConfig)
if err != nil {
log.Fatal(err)
}
os.Exit(m.Run())
}
@@ -63,7 +68,7 @@ func TestGetMarkets(t *testing.T) {
func TestFetchOrderBook(t *testing.T) {
t.Parallel()
_, err := b.FetchOrderBook("BTC-USD")
_, err := b.FetchOrderBook(testPair)
if err != nil {
t.Error(err)
}
@@ -71,7 +76,7 @@ func TestFetchOrderBook(t *testing.T) {
func TestGetTrades(t *testing.T) {
t.Parallel()
_, err := b.GetTrades("BTC-USD")
_, err := b.GetTrades(testPair)
if err != nil {
t.Error(err)
}
@@ -79,7 +84,7 @@ func TestGetTrades(t *testing.T) {
func TestGetTicker(t *testing.T) {
t.Parallel()
_, err := b.GetTicker("BTC-USD")
_, err := b.GetTicker(testPair)
if err != nil {
t.Error(err)
}
@@ -87,7 +92,7 @@ func TestGetTicker(t *testing.T) {
func TestGetMarketStatistics(t *testing.T) {
t.Parallel()
_, err := b.GetMarketStatistics("BTC-USD")
_, err := b.GetMarketStatistics(testPair)
if err != nil {
t.Error(err)
}
@@ -117,7 +122,7 @@ func TestGetFills(t *testing.T) {
if !areTestAPIKeysSet() {
t.Skip("API keys not set, skipping test")
}
_, err := b.GetFills("", "BTC-USD", "", "", "", "")
_, err := b.GetFills("", testPair, "", "", "", "")
if err != nil {
t.Error(err)
}
@@ -128,7 +133,13 @@ func TestCreateOrder(t *testing.T) {
if !areTestAPIKeysSet() || !canManipulateRealOrders {
t.Skip("skipping test, either api keys or manipulaterealorders isnt set correctly")
}
_, err := b.CreateOrder(0.1, 10000, "sell", "limit", "BTC-USD", "", "")
_, err := b.CreateOrder(0.1,
10000,
order.Sell.String(),
order.Limit.String(),
testPair,
"",
"")
if err != nil {
t.Error(err)
}
@@ -266,9 +277,12 @@ func TestGetFee(t *testing.T) {
func TestParseOrderTime(t *testing.T) {
expected := int64(1534794360)
actual := parseOrderTime("2018-08-20 19:20:46").Unix()
if expected != actual {
t.Errorf("TestParseOrderTime expected: %d, got %d", expected, actual)
actual, err := parseOrderTime("2018-08-20 19:20:46")
if err != nil {
t.Fatal(err)
}
if expected != actual.Unix() {
t.Errorf("TestParseOrderTime expected: %d, got %d", expected, actual.Unix())
}
}

View File

@@ -103,8 +103,8 @@ func (b *BTSE) WsHandleData() {
b.Websocket.DataHandler <- err
continue
}
var newOB orderbook.Base
var price, amount float64
var asks, bids []orderbook.Item
for i := range t.Data.SellQuote {
p := strings.Replace(t.Data.SellQuote[i].Price, ",", "", -1)
price, err = strconv.ParseFloat(p, 64)
@@ -118,7 +118,10 @@ func (b *BTSE) WsHandleData() {
b.Websocket.DataHandler <- err
continue
}
asks = append(asks, orderbook.Item{Price: price, Amount: amount})
newOB.Asks = append(newOB.Asks, orderbook.Item{
Price: price,
Amount: amount,
})
}
for j := range t.Data.BuyQuote {
p := strings.Replace(t.Data.BuyQuote[j].Price, ",", "", -1)
@@ -133,11 +136,11 @@ func (b *BTSE) WsHandleData() {
b.Websocket.DataHandler <- err
continue
}
bids = append(bids, orderbook.Item{Price: price, Amount: amount})
newOB.Bids = append(newOB.Bids, orderbook.Item{
Price: price,
Amount: amount,
})
}
var newOB orderbook.Base
newOB.Asks = asks
newOB.Bids = bids
newOB.AssetType = asset.Spot
newOB.Pair = currency.NewPairFromString(t.Topic[strings.Index(t.Topic, ":")+1 : strings.Index(t.Topic, "_")])
newOB.ExchangeName = b.Name

View File

@@ -450,7 +450,11 @@ func (b *BTSE) GetOrderInfo(orderID string) (order.Detail, error) {
od.Exchange = b.Name
od.Amount = o[i].Amount
od.ID = o[i].ID
od.OrderDate = parseOrderTime(o[i].CreatedAt)
od.OrderDate, err = parseOrderTime(o[i].CreatedAt)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
od.OrderSide = side
od.OrderType = order.Type(strings.ToUpper(o[i].Type))
od.Price = o[i].Price
@@ -464,7 +468,11 @@ func (b *BTSE) GetOrderInfo(orderID string) (order.Detail, error) {
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
createdAt, err := parseOrderTime(fills[i].CreatedAt)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,
@@ -521,13 +529,21 @@ func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, err
side = order.Sell
}
tm, err := parseOrderTime(resp[i].CreatedAt)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n",
b.Name,
err)
}
openOrder := order.Detail{
CurrencyPair: currency.NewPairDelimiter(resp[i].Symbol,
b.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: b.Name,
Amount: resp[i].Amount,
ID: resp[i].ID,
OrderDate: parseOrderTime(resp[i].CreatedAt),
OrderDate: tm,
OrderSide: side,
OrderType: order.Type(strings.ToUpper(resp[i].Type)),
Price: resp[i].Price,
@@ -544,7 +560,13 @@ func (b *BTSE) GetActiveOrders(req *order.GetOrdersRequest) ([]order.Detail, err
}
for i := range fills {
createdAt, _ := time.Parse(time.RFC3339, fills[i].CreatedAt)
createdAt, err := parseOrderTime(fills[i].CreatedAt)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n",
b.Name,
err)
}
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].ID,