engine: Adds shutdown method to exchange manager and unload all exchanges when engine is stopped (#1112)

* engine: shutdown and unload exchange when engine is stopped

* linter: fixes

* engine/exchMan: add nil check

* engine/exchanges: add shutdown method to exchanges, rm len check lock not needed, expanded code coverage, address some nits

* exchMan: report all failed shutdowns across exchanges, implement timer and monitoring routines.

* exchMan: improve shutdown sequence and aloc.

* further improvement

* exchman: log from warn to error

* websockconnection: Suppress error return when closure is caused by library

* linter: fix

* fix racies

* add note on why not parallel tests

* glorious: nits

* spelling kween

* thrasher: nits

* engine: change print of setting using reflection, I keep forgetting to implement this so program around forgetfulness

* engine/exchange_management: remove wait group and just rely on intermediary lock

* glorious: nits

* Update common/common.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update main.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

backtester/engine/backtest_test.go

@@ -331,7 +331,7 @@ func TestLoadDataLive(t *testing.T) {
 		Funding:         &funding.FundManager{},
 		DataHolder:      &data.HandlerHolder{},
 		Statistic:       &fakeStats{},
-		exchangeManager: engine.SetupExchangeManager(),
+		exchangeManager: engine.NewExchangeManager(),
 		shutdown:        make(chan struct{}),
 	}
 
@@ -1103,13 +1103,16 @@ func TestProcessFillEvent(t *testing.T) {
 	ev := &fill.Fill{
 		Base: de.Base,
 	}
-	em := engine.SetupExchangeManager()
+	em := engine.NewExchangeManager()
 	exch, err := em.NewExchangeByName(testExchange)
 	if err != nil {
 		t.Fatal(err)
 	}
 	exch.SetDefaults()
-	em.Add(exch)
+	err = em.Add(exch)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
 	b, err := funding.CreateItem(testExchange, a, cp.Base, decimal.Zero, decimal.Zero)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v' expected '%v'", err, nil)
@@ -1210,13 +1213,16 @@ func TestProcessFuturesFillEvent(t *testing.T) {
 	ev := &fill.Fill{
 		Base: de.Base,
 	}
-	em := engine.SetupExchangeManager()
+	em := engine.NewExchangeManager()
 	exch, err := em.NewExchangeByName(testExchange)
 	if err != nil {
 		t.Fatal(err)
 	}
 	exch.SetDefaults()
-	em.Add(exch)
+	err = em.Add(exch)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, nil)
+	}
 	b, err := funding.CreateItem(testExchange, a, cp.Base, decimal.Zero, decimal.Zero)
 	if !errors.Is(err, expectedError) {
 		t.Errorf("received '%v' expected '%v'", err, expectedError)

backtester/engine/live_test.go

@@ -33,7 +33,7 @@ func TestSetupLiveDataHandler(t *testing.T) {
 		t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
 	}
 
-	bt.exchangeManager = engine.SetupExchangeManager()
+	bt.exchangeManager = engine.NewExchangeManager()
 	err = bt.SetupLiveDataHandler(-1, -1, false, false)
 	if !errors.Is(err, gctcommon.ErrNilPointer) {
 		t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)

backtester/engine/setup.go

@@ -56,7 +56,7 @@ func NewBacktester() (*BackTest, error) {
 	if err != nil {
 		return nil, err
 	}
-	bt.exchangeManager = engine.SetupExchangeManager()
+	bt.exchangeManager = engine.NewExchangeManager()
 
 	return bt, nil
 }
@@ -166,7 +166,10 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
 						return err
 					}
 				}
-				bt.exchangeManager.Add(exch)
+				err = bt.exchangeManager.Add(exch)
+				if err != nil {
+					return err
+				}
 			} else {
 				return err
 			}
@@ -824,9 +827,14 @@ func (bt *BackTest) loadData(cfg *config.Config, exch gctexchange.IBotExchange,
 		}
 	case cfg.DataSettings.LiveData != nil:
 		if !b.Features.Enabled.Kline.Intervals.ExchangeSupported(cfg.DataSettings.Interval) {
-			return nil, fmt.Errorf("%w don't trade live on custom candle interval of %v", gctkline.ErrCannotConstructInterval, cfg.DataSettings.Interval)
+			return nil, fmt.Errorf("%w don't trade live on custom candle interval of %v",
+				gctkline.ErrCannotConstructInterval,
+				cfg.DataSettings.Interval)
+		}
+		err = bt.exchangeManager.Add(exch)
+		if err != nil {
+			return nil, err
 		}
-		bt.exchangeManager.Add(exch)
 		err = bt.LiveDataHandler.AppendDataSource(&liveDataSourceSetup{
 			exchange:                  exch,
 			interval:                  cfg.DataSettings.Interval,