backtester: Futures handling & FTX Cash and Carry example strategy (#930)

* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
2026-05-13 23:16:45 +00:00 · 2022-06-30 15:43:41 +10:00
parent d3339ad0b8
commit f929b4d51e
161 changed files with 15137 additions and 7292 deletions
--- a/engine/datahistory_manager.go
+++ b/engine/datahistory_manager.go
@@ -192,7 +192,7 @@ func (m *DataHistoryManager) compareJobsToData(jobs ...*DataHistoryJob) error {
 			jobs[i].rangeHolder.SetHasDataFromCandles(candles.Candles)
 		case dataHistoryTradeDataType:
 			for x := range jobs[i].rangeHolder.Ranges {
-				results, ok := jobs[i].Results[jobs[i].rangeHolder.Ranges[x].Start.Time]
+				results, ok := jobs[i].Results[jobs[i].rangeHolder.Ranges[x].Start.Time.Unix()]
 				if !ok {
 					continue
 				}
@@ -358,7 +358,7 @@ ranges:
 			}
 		}
 		if skipProcessing {
-			_, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time]
+			_, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time.Unix()]
 			if !ok && !job.OverwriteExistingData {
 				// we have determined that data is there, however it is not reflected in
 				// this specific job's results, which is required for a job to be complete
@@ -367,7 +367,7 @@ ranges:
 				if err != nil {
 					return err
 				}
-				job.Results[job.rangeHolder.Ranges[i].Start.Time] = []DataHistoryJobResult{
+				job.Results[job.rangeHolder.Ranges[i].Start.Time.Unix()] = []DataHistoryJobResult{
 					{
 						ID:                id,
 						JobID:             job.ID,
@@ -397,7 +397,7 @@ ranges:

 		var failures int64
 		hasDataInRange := false
-		resultLookup, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time]
+		resultLookup, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time.Unix()]
 		if ok {
 			for x := range resultLookup {
 				switch resultLookup[x].Status {
@@ -419,7 +419,7 @@ ranges:
 				for x := range resultLookup {
 					resultLookup[x].Status = dataHistoryIntervalIssuesFound
 				}
-				job.Results[job.rangeHolder.Ranges[i].Start.Time] = resultLookup
+				job.Results[job.rangeHolder.Ranges[i].Start.Time.Unix()] = resultLookup
 				continue
 			}
 		}
@@ -451,16 +451,16 @@ ranges:
 			return errNilResult
 		}

-		lookup := job.Results[result.IntervalStartDate]
+		lookup := job.Results[result.IntervalStartDate.Unix()]
 		lookup = append(lookup, *result)
-		job.Results[result.IntervalStartDate] = lookup
+		job.Results[result.IntervalStartDate.Unix()] = lookup
 	}
 	completed := true // nolint:ifshort,nolintlint // false positive and triggers only on Windows
 	allResultsSuccessful := true
 	allResultsFailed := true
 completionCheck:
 	for i := range job.rangeHolder.Ranges {
-		result, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time]
+		result, ok := job.Results[job.rangeHolder.Ranges[i].Start.Time.Unix()]
 		if !ok {
 			completed = false
 		}
@@ -503,21 +503,22 @@ func (m *DataHistoryManager) runValidationJob(job *DataHistoryJob, exch exchange
 	nextIntervalToProcess := job.StartDate
 timesToFetch:
 	for t, results := range job.Results {
+		tt := time.Unix(t, 0)
 		if len(results) < int(job.MaxRetryAttempts) {
 			for x := range results {
 				if results[x].Status == dataHistoryStatusComplete {
 					continue timesToFetch
 				}
 			}
-			intervalsToCheck = append(intervalsToCheck, t)
+			intervalsToCheck = append(intervalsToCheck, tt)
 		} else {
 			for x := range results {
 				results[x].Status = dataHistoryIntervalIssuesFound
 			}
 			job.Results[t] = results
 		}
-		if t.After(nextIntervalToProcess) {
-			nextIntervalToProcess = t.Add(intervalLength)
+		if tt.After(nextIntervalToProcess) {
+			nextIntervalToProcess = tt.Add(intervalLength)
 		}
 	}
 	for i := nextIntervalToProcess; i.Before(job.EndDate); i = i.Add(intervalLength) {
@@ -548,9 +549,9 @@ timesToFetch:
 		if err != nil {
 			return err
 		}
-		lookup := job.Results[result.IntervalStartDate]
+		lookup := job.Results[result.IntervalStartDate.Unix()]
 		lookup = append(lookup, *result)
-		job.Results[result.IntervalStartDate] = lookup
+		job.Results[result.IntervalStartDate.Unix()] = lookup
 	}

 	completed := true // nolint:ifshort,nolintlint // false positive and triggers only on Windows
@@ -558,7 +559,7 @@ timesToFetch:
 	allResultsFailed := true
 completionCheck:
 	for i := range jobIntervals {
-		results, ok := job.Results[jobIntervals[i]]
+		results, ok := job.Results[jobIntervals[i].Unix()]
 		if !ok {
 			completed = false
 			break
@@ -1198,7 +1199,7 @@ func (m *DataHistoryManager) validateJob(job *DataHistoryJob) error {
 		return fmt.Errorf("job %s exchange %s asset %s currency %s %w", job.Nickname, job.Exchange, job.Asset, job.Pair, errCurrencyNotEnabled)
 	}
 	if job.Results == nil {
-		job.Results = make(map[time.Time][]DataHistoryJobResult)
+		job.Results = make(map[int64][]DataHistoryJobResult)
 	}
 	if job.RunBatchLimit <= 0 {
 		log.Warnf(log.DataHistory, "job %s has unset batch limit, defaulting to %v", job.Nickname, defaultDataHistoryBatchLimit)
@@ -1520,11 +1521,11 @@ func (m *DataHistoryManager) convertDBModelToJob(dbModel *datahistoryjob.DataHis
 	return resp, nil
 }

-func (m *DataHistoryManager) convertDBResultToJobResult(dbModels []*datahistoryjobresult.DataHistoryJobResult) (map[time.Time][]DataHistoryJobResult, error) {
+func (m *DataHistoryManager) convertDBResultToJobResult(dbModels []*datahistoryjobresult.DataHistoryJobResult) (map[int64][]DataHistoryJobResult, error) {
 	if !m.IsRunning() {
 		return nil, ErrSubSystemNotStarted
 	}
-	result := make(map[time.Time][]DataHistoryJobResult)
+	result := make(map[int64][]DataHistoryJobResult)
 	for i := range dbModels {
 		id, err := uuid.FromString(dbModels[i].ID)
 		if err != nil {
@@ -1535,7 +1536,7 @@ func (m *DataHistoryManager) convertDBResultToJobResult(dbModels []*datahistoryj
 		if err != nil {
 			return nil, err
 		}
-		lookup := result[dbModels[i].IntervalStartDate]
+		lookup := result[dbModels[i].IntervalStartDate.Unix()]
 		lookup = append(lookup, DataHistoryJobResult{
 			ID:                id,
 			JobID:             jobID,
@@ -1545,13 +1546,13 @@ func (m *DataHistoryManager) convertDBResultToJobResult(dbModels []*datahistoryj
 			Result:            dbModels[i].Result,
 			Date:              dbModels[i].Date,
 		})
-		result[dbModels[i].IntervalStartDate] = lookup
+		result[dbModels[i].IntervalStartDate.Unix()] = lookup
 	}

 	return result, nil
 }

-func (m *DataHistoryManager) convertJobResultToDBResult(results map[time.Time][]DataHistoryJobResult) []*datahistoryjobresult.DataHistoryJobResult {
+func (m *DataHistoryManager) convertJobResultToDBResult(results map[int64][]DataHistoryJobResult) []*datahistoryjobresult.DataHistoryJobResult {
 	var response []*datahistoryjobresult.DataHistoryJobResult
 	for _, v := range results {
 		for i := range v {
--- a/engine/datahistory_manager_test.go
+++ b/engine/datahistory_manager_test.go
@@ -893,8 +893,8 @@ func TestConverters(t *testing.T) {
 		Result:            "test123",
 		Date:              time.Now(),
 	}
-	mapperino := make(map[time.Time][]DataHistoryJobResult)
-	mapperino[dhj.StartDate] = append(mapperino[dhj.StartDate], jr)
+	mapperino := make(map[int64][]DataHistoryJobResult)
+	mapperino[dhj.StartDate.Unix()] = append(mapperino[dhj.StartDate.Unix()], jr)
 	result := m.convertJobResultToDBResult(mapperino)
 	if jr.ID.String() != result[0].ID ||
 		jr.JobID.String() != result[0].JobID ||
@@ -910,13 +910,13 @@ func TestConverters(t *testing.T) {
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
-	if jr.ID != andBackAgain[dhj.StartDate][0].ID ||
-		jr.JobID != andBackAgain[dhj.StartDate][0].JobID ||
-		jr.Result != andBackAgain[dhj.StartDate][0].Result ||
-		!jr.Date.Equal(andBackAgain[dhj.StartDate][0].Date) ||
-		!jr.IntervalStartDate.Equal(andBackAgain[dhj.StartDate][0].IntervalStartDate) ||
-		!jr.IntervalEndDate.Equal(andBackAgain[dhj.StartDate][0].IntervalEndDate) ||
-		jr.Status != andBackAgain[dhj.StartDate][0].Status {
+	if jr.ID != andBackAgain[dhj.StartDate.Unix()][0].ID ||
+		jr.JobID != andBackAgain[dhj.StartDate.Unix()][0].JobID ||
+		jr.Result != andBackAgain[dhj.StartDate.Unix()][0].Result ||
+		!jr.Date.Equal(andBackAgain[dhj.StartDate.Unix()][0].Date) ||
+		!jr.IntervalStartDate.Equal(andBackAgain[dhj.StartDate.Unix()][0].IntervalStartDate) ||
+		!jr.IntervalEndDate.Equal(andBackAgain[dhj.StartDate.Unix()][0].IntervalEndDate) ||
+		jr.Status != andBackAgain[dhj.StartDate.Unix()][0].Status {
 		t.Error("expected matching job")
 	}
 }
--- a/engine/datahistory_manager_types.go
+++ b/engine/datahistory_manager_types.go
@@ -155,7 +155,7 @@ type DataHistoryJob struct {
 	MaxRetryAttempts         int64
 	Status                   dataHistoryStatus
 	CreatedDate              time.Time
-	Results                  map[time.Time][]DataHistoryJobResult
+	Results                  map[int64][]DataHistoryJobResult
 	rangeHolder              *kline.IntervalRangeHolder
 	OverwriteExistingData    bool
 	ConversionInterval       kline.Interval
--- a/engine/engine.go
+++ b/engine/engine.go
@@ -283,6 +283,7 @@ func PrintSettings(s *Settings) {
 	gctlog.Debugf(gctlog.Global, "\t Enable dispatcher: %v", s.EnableDispatcher)
 	gctlog.Debugf(gctlog.Global, "\t Dispatch package max worker amount: %d", s.DispatchMaxWorkerAmount)
 	gctlog.Debugf(gctlog.Global, "\t Dispatch package jobs limit: %d", s.DispatchJobsLimit)
+	gctlog.Debugf(gctlog.Global, "\t Futures PNL tracking: %v", s.EnableFuturesTracking)
 	gctlog.Debugf(gctlog.Global, "- EXCHANGE SYNCER SETTINGS:\n")
 	gctlog.Debugf(gctlog.Global, "\t Exchange sync continuously: %v\n", s.SyncContinuously)
 	gctlog.Debugf(gctlog.Global, "\t Exchange sync workers count: %v\n", s.SyncWorkersCount)
@@ -513,6 +514,7 @@ func (bot *Engine) Start() error {
 			bot.ExchangeManager,
 			bot.CommunicationsManager,
 			&bot.ServicesWG,
+			bot.Settings.EnableFuturesTracking,
 			bot.Settings.Verbose)
 		if err != nil {
 			gctlog.Errorf(gctlog.Global, "Order manager unable to setup: %s", err)
--- a/engine/engine_types.go
+++ b/engine/engine_types.go
@@ -39,6 +39,7 @@ type Settings struct {
 	EnableWebsocketRoutine      bool
 	EnableCurrencyStateManager  bool
 	EventManagerDelay           time.Duration
+	EnableFuturesTracking       bool
 	Verbose                     bool

 	// Exchange syncer settings
--- a/engine/helpers.go
+++ b/engine/helpers.go
@@ -137,6 +137,7 @@ func (bot *Engine) SetSubsystem(subSystemName string, enable bool) error {
 					bot.ExchangeManager,
 					bot.CommunicationsManager,
 					&bot.ServicesWG,
+					bot.Settings.EnableFuturesTracking,
 					bot.Settings.Verbose)
 				if err != nil {
 					return err
--- a/engine/order_manager.go
+++ b/engine/order_manager.go
@@ -21,7 +21,7 @@ import (
 )

 // SetupOrderManager will boot up the OrderManager
-func SetupOrderManager(exchangeManager iExchangeManager, communicationsManager iCommsManager, wg *sync.WaitGroup, verbose bool) (*OrderManager, error) {
+func SetupOrderManager(exchangeManager iExchangeManager, communicationsManager iCommsManager, wg *sync.WaitGroup, enabledFuturesTracking, verbose bool) (*OrderManager, error) {
 	if exchangeManager == nil {
 		return nil, errNilExchangeManager
 	}
@@ -40,6 +40,7 @@ func SetupOrderManager(exchangeManager iExchangeManager, communicationsManager i
 			commsManager:              communicationsManager,
 			wg:                        wg,
 			futuresPositionController: order.SetupPositionController(),
+			trackFuturesPositions:     enabledFuturesTracking,
 		},
 		verbose: verbose,
 	}, nil
@@ -889,7 +890,7 @@ func (s *store) upsert(od *order.Detail) (*OrderUpsertResponse, error) {
 	}
 	s.m.Lock()
 	defer s.m.Unlock()
-	if od.AssetType.IsFutures() {
+	if s.trackFuturesPositions && od.AssetType.IsFutures() {
 		err = s.futuresPositionController.TrackNewOrder(od)
 		if err != nil && !errors.Is(err, order.ErrPositionClosed) {
 			return nil, err
--- a/engine/order_manager_test.go
+++ b/engine/order_manager_test.go
@@ -93,21 +93,21 @@ func (f omfExchange) ModifyOrder(ctx context.Context, action *order.Modify) (*or
 }

 func TestSetupOrderManager(t *testing.T) {
-	_, err := SetupOrderManager(nil, nil, nil, false)
+	_, err := SetupOrderManager(nil, nil, nil, false, false)
 	if !errors.Is(err, errNilExchangeManager) {
 		t.Errorf("error '%v', expected '%v'", err, errNilExchangeManager)
 	}

-	_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false)
+	_, err = SetupOrderManager(SetupExchangeManager(), nil, nil, false, false)
 	if !errors.Is(err, errNilCommunicationsManager) {
 		t.Errorf("error '%v', expected '%v'", err, errNilCommunicationsManager)
 	}
-	_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false)
+	_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, nil, false, false)
 	if !errors.Is(err, errNilWaitGroup) {
 		t.Errorf("error '%v', expected '%v'", err, errNilWaitGroup)
 	}
 	var wg sync.WaitGroup
-	_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
+	_, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -120,7 +120,7 @@ func TestOrderManagerStart(t *testing.T) {
 		t.Errorf("error '%v', expected '%v'", err, ErrNilSubsystem)
 	}
 	var wg sync.WaitGroup
-	m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
+	m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -141,7 +141,7 @@ func TestOrderManagerIsRunning(t *testing.T) {
 	}

 	var wg sync.WaitGroup
-	m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
+	m, err := SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -166,7 +166,7 @@ func TestOrderManagerStop(t *testing.T) {
 	}

 	var wg sync.WaitGroup
-	m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false)
+	m, err = SetupOrderManager(SetupExchangeManager(), &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -209,7 +209,7 @@ func OrdersSetup(t *testing.T) *OrderManager {
 		IBotExchange: exch,
 	}
 	em.Add(fakeExchange)
-	m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
+	m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -674,7 +674,7 @@ func TestProcessOrders(t *testing.T) {
 		IBotExchange: exch,
 	}
 	em.Add(fakeExchange)
-	m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
+	m, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}
@@ -782,7 +782,7 @@ func TestProcessOrders(t *testing.T) {
 		t.Error(err)
 	}
 	if len(res) != 1 {
-		t.Errorf("Expected 3 result, got: %d", len(res))
+		t.Errorf("Expected 1 result, got: %d", len(res))
 	}
 	if res[0].Status != order.Active {
 		t.Errorf("Order 1 should be active, but status is %s", res[0].Status)
@@ -1285,6 +1285,7 @@ func TestUpdateExisting(t *testing.T) {
 	if !errors.Is(err, ErrOrderNotFound) {
 		t.Errorf("received '%v', expected '%v'", err, ErrOrderNotFound)
 	}
+	od.Exchange = testExchange
 	od.AssetType = asset.Futures
 	od.OrderID = "123"
 	od.Pair = currency.NewPair(currency.BTC, currency.USDT)
@@ -1296,6 +1297,10 @@ func TestUpdateExisting(t *testing.T) {
 		od,
 	}
 	s.futuresPositionController = order.SetupPositionController()
+	err = s.futuresPositionController.TrackNewOrder(od)
+	if !errors.Is(err, nil) {
+		t.Errorf("received '%v', expected '%v'", err, nil)
+	}
 	err = s.updateExisting(od)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v', expected '%v'", err, nil)
--- a/engine/order_manager_types.go
+++ b/engine/order_manager_types.go
@@ -46,6 +46,7 @@ type store struct {
 	exchangeManager           iExchangeManager
 	wg                        *sync.WaitGroup
 	futuresPositionController *order.PositionController
+	trackFuturesPositions     bool
 }

 // OrderManager processes and stores orders across enabled exchanges
--- a/engine/rpcserver.go
+++ b/engine/rpcserver.go
@@ -868,7 +868,7 @@ func (s *RPCServer) GetForexRates(_ context.Context, _ *gctrpc.GetForexRatesRequ
 			continue
 		}

-		// TODO
+		// TODO add inverse rate
 		// inverseRate, err := rates[x].GetInversionRate()
 		// if err != nil {
 		//	 continue
@@ -3375,10 +3375,10 @@ func (s *RPCServer) FindMissingSavedTradeIntervals(_ context.Context, r *gctrpc.
 	start = start.Truncate(time.Hour)
 	end = end.Truncate(time.Hour)

-	intervalMap := make(map[time.Time]bool)
+	intervalMap := make(map[int64]bool)
 	iterationTime := start
 	for iterationTime.Before(end) {
-		intervalMap[iterationTime] = false
+		intervalMap[iterationTime.Unix()] = false
 		iterationTime = iterationTime.Add(time.Hour)
 	}

--- a/engine/rpcserver_test.go
+++ b/engine/rpcserver_test.go
@@ -141,7 +141,6 @@ func (f fExchange) GetFuturesPositions(_ context.Context, a asset.Item, cp curre
 			Price:     1337,
 			Amount:    1337,
 			Fee:       1.337,
-			FeeAsset:  currency.Code{},
 			Exchange:  f.GetName(),
 			OrderID:   "test",
 			Side:      order.Long,
@@ -1139,7 +1138,7 @@ func TestGetOrders(t *testing.T) {
 		RequestFormat: &currency.PairFormat{Uppercase: true}}
 	em.Add(exch)
 	var wg sync.WaitGroup
-	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false)
+	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v', expected '%v'", err, nil)
 	}
@@ -1246,7 +1245,7 @@ func TestGetOrder(t *testing.T) {
 		RequestFormat: &currency.PairFormat{Uppercase: true}}
 	em.Add(exch)
 	var wg sync.WaitGroup
-	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false)
+	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v', expected '%v'", err, nil)
 	}
@@ -1775,7 +1774,7 @@ func TestGetManagedOrders(t *testing.T) {
 		RequestFormat: &currency.PairFormat{Uppercase: true}}
 	em.Add(exch)
 	var wg sync.WaitGroup
-	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false)
+	om, err := SetupOrderManager(em, engerino.CommunicationsManager, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v', expected '%v'", err, nil)
 	}
@@ -2108,6 +2107,7 @@ func TestGetFuturesPositions(t *testing.T) {
 	if err != nil {
 		t.Fatal(err)
 	}
+	cp.Delimiter = ""

 	b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
 	b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
@@ -2129,7 +2129,7 @@ func TestGetFuturesPositions(t *testing.T) {
 	}
 	em.Add(fakeExchange)
 	var wg sync.WaitGroup
-	om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
+	om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("received '%v', expected '%v'", err, nil)
 	}
@@ -2164,7 +2164,37 @@ func TestGetFuturesPositions(t *testing.T) {
 		Secret: "super wow",
 	})

-	r, err := s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
+	_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
+		Exchange: fakeExchangeName,
+		Asset:    asset.Futures.String(),
+		Pair: &gctrpc.CurrencyPair{
+			Delimiter: currency.DashDelimiter,
+			Base:      cp.Base.String(),
+			Quote:     cp.Quote.String(),
+		},
+		Verbose: true,
+	})
+	if !errors.Is(err, order.ErrPositionsNotLoadedForExchange) {
+		t.Fatalf("received '%v', expected '%v'", err, order.ErrPositionsNotLoadedForExchange)
+	}
+
+	od := &order.Detail{
+		Price:     1337,
+		Amount:    1337,
+		Fee:       1.337,
+		Exchange:  fakeExchangeName,
+		OrderID:   "test",
+		Side:      order.Long,
+		Status:    order.Open,
+		AssetType: asset.Futures,
+		Date:      time.Now(),
+		Pair:      cp,
+	}
+	err = s.OrderManager.orderStore.futuresPositionController.TrackNewOrder(od)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received '%v', expected '%v'", err, nil)
+	}
+	_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
 		Exchange: fakeExchangeName,
 		Asset:    asset.Futures.String(),
 		Pair: &gctrpc.CurrencyPair{
@@ -2177,15 +2207,6 @@ func TestGetFuturesPositions(t *testing.T) {
 	if !errors.Is(err, nil) {
 		t.Fatalf("received '%v', expected '%v'", err, nil)
 	}
-	if r == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
-		t.Fatal("expected not nil response")
-	}
-	if len(r.Positions) != 1 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
-		t.Fatal("expected 1 position")
-	}
-	if r.TotalOrders != 1 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
-		t.Fatal("expected 1 order")
-	}

 	_, err = s.GetFuturesPositions(ctx, &gctrpc.GetFuturesPositionsRequest{
 		Exchange: fakeExchangeName,
--- a/engine/websocketroutine_manager_test.go
+++ b/engine/websocketroutine_manager_test.go
@@ -131,7 +131,7 @@ func TestWebsocketRoutineManagerHandleData(t *testing.T) {
 	exch.SetDefaults()
 	em.Add(exch)

-	om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false)
+	om, err := SetupOrderManager(em, &CommunicationManager{}, &wg, false, false)
 	if !errors.Is(err, nil) {
 		t.Errorf("error '%v', expected '%v'", err, nil)
 	}