* Updating wrapper template, updating documentation, regenerating documentation
* Renaming "streaming api" to "websocket"
* Context is now t
* Update docs/ADD_NEW_EXCHANGE.md
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update cmd/documentation/root_templates/root_readme.tmpl
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Fixes an improper example and regenerates documentation
* Corrects typos
* Makes a table label consistent across files
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Bybit: Fix race in TestUpdateAccountInfo and TestWSHandleData
* DriveBy rename TestWSHandleData
* This doesn't address running with -race=2+ due to the singleton
* Accounts: Add account.GetService()
* exchange: Assertify TestSetupDefaults
* Exchanges: Add account.Service override for testing
* Exchanges: Remove duplicate IsWebsocketEnabled test from TestSetupDefaults
* Dispatch: Replace nil checks with NilGuard
* Engine: Remove deprecated printAccountHoldingsChangeSummary
* Dispatcher: Add EnsureRunning method
* Accounts: Move singleton accounts service to exchange Accounts
* Move singleton accounts service to exchange Accounts
This maintains the concept of a global store, whilst allowing exchanges
to override it when needed, particularly for testing.
APIServer:
* Remove getAllActiveAccounts from apiserver
Deprecated apiserver only thing using this, so remove it instead of
updating it
* Update comment for UpdateAccountBalances everywhere
* Docs: Add punctuation to function comments
* Bybit: Coverage for wsProcessWalletPushData Save
* Exchanges: Remove example BespokeGenerateMessageID
* Okx: Replace conn.RequestIDGenerator with MesssageID
Continued overall direction to remove the closed-loop of e => conn => e
roundtrip for message ids
* Exchanges: Add MessageSequence
This method removes the either/or nature of message id generation.
We don't tie the message ids to connections, or to anything.
Consumers just call whichever they want, or even combine them as they
want.
Anything more complicated will need a separate installation anyway
* GateIO: Split usage of MessageID and MessageSequence
* Binance: Switch to UUID message IDs
* Kraken: Switch to e.MessageSequence
* Kucoin: Switch to MessageID
* HitBTC: Switch to UUIDv7 for ws message ID
* Bybit: Switch to UUIDv7 for ws message ID
* Bitfinex: Switch to UUIDv7 and MessageSequence
Tested CID - It accepts 53 bits only for an int, so MessageSequence
makes sense. Can't use MessageID
* Websocket: Remove now unused MessageID function
Moved all MessageID usage into funcs and onto base methods, to remove
the closed loop of message IDs
* Docs: Update guidance for message signatures
* codebase: Remove web frontend and related services
* refactor: Update StartPPROF to accept context and adjust related tests
* refactor: Simplify SetIfZero functions and update related tests
* config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields
* refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls
* refactor: Update error handling in DataHistoryManager and remove redundant error variable
* set limiter to first level mock data list and updated unit tests
* address nested slices length limit
* minor fix recording file and update unit tests
* minor updates on unit tests
* re-record mock files and minor fix on the unit tests ti adapt the mock data change
* improve http recording limit value and fix issues with mock data in binance
* added MockDataSliceLimit in request items and resolve minor unit test issues
* resolve missed conflict
* rename mock variables, resolve unit test issues, and other updates
* minor fix to CheckJSON and update unit tests
* minor unit test fix
* further optimization on mock CheckJSON method, unit tests, and re-record poloniex
* common and recording unit tests fix
* minor linter issues fix
* unit tests format fix
* fix miscellaneous error
* unit tests fix and minor docs update
* re-record and reduce mock file size
* indentation fix
* minor assertion test fix
* reverted log.Printf line in live testing
* rename variables
* update NewVCRServer unit test
* replace string comparison with *net.OpError check
* restructur net error test
* exchanges/mock: Remove redundant error assertion message in TestNewVCRServer
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0
* refactor: Update TODO comments for net.Listen and net.DialTimeout; improve variable naming in websocket and exchange methods
* refactor: Rename massageMissingData to backfillMissingData for clarity and update references in RSI and MFI calculations
* fix: Correct typo in TODO comment for net.Listen in RPC server
* glorious: whooops
* gk: nits
* Leak issue and edge case
* Websocket: Add SendMessageReturnResponses
* whooooooopsie
* gk: nitssssss
* Update exchanges/stream/stream_match.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* linter: appease the linter gods
* gk: nits
* gk: drain brain
* started
* more changes before merge match pr
* gateio: still building out
* gateio: finish spot
* fix up tests in gateio
* Add tests for stream package
* rm unused field
* glorious: nits
* rn files, specifically set function names to asset and offload routing to websocket type.
* linter: fix
* Add futures websocket request support
* gateio: integrate with IBOTExchange (cherry pick my nose)
* linter: fix
* glorious: nits
* add counter and update gateio
* fix collision issue
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* upgrade to upstream merge
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* Set correct price
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* fix ID bug, why I do this, I don't know.
* glorious: panix
* linter: things
* whoops
* dont need to make consecutive Unix() calls
* websocket: fix potential panic on error and no responses and adding waitForResponses
* bybit: enable multiconnection handling across websocket endpoints
* rm debug lines
* rm json parser and handle in json package instead
* in favour of json package unmarshalling
* fix processing issues with tickers
* linter: fix
* linter: fix again
* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity
* spells and magic and wands
* merge: fixup
* linter: fix
* spelling: fix
* glorious: nits
* comparable check for signature
* mv err var
* glorious: nits and stuff
* attempt to fix race
* linter: fix
* fix tests
* types/time: strict usage of time type for usage with unix timestamps
* fix tests etc
* glorious: nits
* gk: nits; engine log cleanup
* gk: nits; OCD
* gk: nits; move function change file names
* gk: nits; 🚀
* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call
* gk: nits; continued
* gk: engine nits; rm loaded exchange
* gk: nits; drop WebsocketLoginResponse
* stream: Add match method EnsureMatchWithData
* gk: nits; rn Inspect to IsFinal
* gk: nits; rn to MessageFilter
* linter: fix
* gateio: update rate limit definitions (cherry-pick)
* Add test and missing
* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit
* integrate rate limits for websocket trading spot
* bybit: split public and private processing to dedicated handler add supporting function and tests
* use correct handler for private inbound connection
* conform to match upstream changes
* standardise names to upstream style
* fix wrapper standards test when sending a auth request through a websocket connection
* whoops
* Update exchanges/gateio/gateio_types.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: overload
* whoops
* spelling fixes on recent merge
* glorious: nits
* linter: fix?
* glorious: nits
* gk: assert errors touched
* gk: unexport derive functions
* gk: nitssssssss
* fix test
* gk: nitters v1
* gk: http status
* gk/nits: Add getAssetFromFuturesPair
* gk: nits single response when submitting
* gk: new pair with delimiter in tests
* gk: param update slice to slice of pointers
* gk: add asset type in params, includes t.Context() for tests
* linter: fix
* linter: fix
* fix merge whoopsie
* glorious: nits
* gk: nit
* linter: fix
* glorious: nits
* linter/misc: fix and remove meows
* okx: update requestID gen func without func wrapping
* RM: functions not needed
* Update docs/ADD_NEW_EXCHANGE.md
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nitsssssss
* linter: fix
* Update exchanges/bybit/bybit_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nit words
* cranktakular: nits
* linter: fix
* cranktakular: nits and expand coverage
* linter: fix?
* misc fix
* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy
* cranktakular: nits
* cranktakular: purge DCP ref/handling and add another TODO
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* fix test
* fix alignment issue and rm println
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: fix
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update common/common.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update common/common_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nits
* gk: nit with test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* docs: Create new CODING_GUIDELINES doc
Rids excess contribution instructions from other packages
Adds AGENTS.md file for the AI overlords
Rids unused templates
Updates ADD_NEW_EXCHANGE.md with minor fixes
* docs: Fix linter issues and minor adjustments based on Copilot feedback
* docs: Update coding guidelines for API parameters and testing practices
* docs: Remove redundant GoDoc references
Adds copilot-instructions.md
* docs: Update CODING_GUIDELINES with export recommendations and test commentary
* docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links
* docs: Update struct naming conventions for request and response types
* docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md
* refactor: Simplify error handling in QueryOrder method
* Added TimeInForce type and updated related files
* Linter issue fix and minor coinbasepro type update
* Bitrex consts update
* added unit test and minor changes in bittrex
* Unit tests update
* Fix minor linter issues
* Update TestStringToTimeInForce unit test
* Exchange test template change
* A different approach
* fix conflict with gateio timeInForce
* minor exchange template update
* Minor fix to test_files template
* Update order tests
* Complete updating the order unit tests
* Updating exchange wrapper and test template files
* update kucoin and deribit wrapper to match the time in force change
* minor comment update
* fix time-in-force related test errors
* linter issue fix
* ADD_NEW_EXCHANGE documentation update
* time in force constants, functions and unit tests update
* shift tif policies to TimeInForce
* Update time-in-force, related functions, and unit tests
* fix linter issue and time-in-force processing
* added a good till crossing tif value
* order type fix and fix related tim-in-force entries
* update time-in-force unmarshaling and unit test
* consistency guideline added
* fix time-in-force error in gateio
* linter issue fix
* update based on review comments
* add unit test and fix missing issues
* minor fix and added benchmark unit test
* change GTT to GTC for limit
* fix linter issue
* added time-in-force value to place order param
* fix minor issues based on review comment and move tif code to separate files
* update on exchanges linked to time-in-force
* resolve missing review comments
* minor linter issues fix
* added time-in-force handler and update timeInForce parametered endpoint
* minor fixes based on review
* nits fix
* update based on review
* linter fix
* rm getTimeInForce func and minor change to time-in-force
* minor change
* update based on review comments
* wrappers and time-in-force calling approach
* minor change
* update gateio string to timeInForce conversion and unit test
* update exchange template
* update wrapper template file
* policy comments, and template files update
* rename all exchange types name to Exchange
* update on template files and template generation
* templates and generation code and other updates
* linter issue fix
* added subscriptions and websocket templates
* update ADD_NEW_EXCHANGE.md with recent binance functions and implementations
* rename template files and update unit tests
* minor template and unit test fix
* rename templates and fix on unit tests
* update on template files and documentation
* removed unnecessary tag fix and update templates
* fix Add_NEW_EXCHANGE.md doc file
* formatting, comments, and error checks update on template files
* rename exchange receivers to e and ex for consistency
* rename unit test exchange receiver and minor updates
* linter issues fix
* fix deribit issue and minor style update
* fix test issues caused by receiver change
* raname local variables exchange declaration variables
* update templates comments
* update templates and related comments
* renamed ex to e
* update template comments
* toggle WS to false to improve coverage
* template comments update
* added test coverage to Ws enabled and minor changes
---------
Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
* exchanges: Refactor time handling and other minor improvements
- Updated Kraken wrapper to utilise new time handling methods.
- Simplified Kucoin types by removing unnecessary structures and using direct JSON unmarshalling.
- Improved websocket handling in Kucoin to directly parse candlestick data.
- Modified Lbank types to use the new time representation.
- Adjusted Poloniex wrapper and types to utilise the new time handling.
- Updated Yobit types and wrapper to reflect changes in time representation.
- Introduced DateTime type for better handling of specific time formats.
- Added tests for DateTime unmarshalling to ensure correctness.
- Rid UTC().Unix and UTC().UnixMilli as it's not needed
- Correct Huobi timestamp usage for some endpoints.
- Rid RFC3339 time parsing since Go does that automatically.
* exchanges: Refactor JSON unmarshalling for various types and improve test coverage
* linter: Update error message in TestGetKlines
* refactor: Simplify JSON unmarshalling in MovementHistory and improve test assertions in GetKlines
* refactor: Improve JSON unmarshalling for channel name and clarify comment in wsProcessOpenOrders
* refactor: Update time handling in Huobi types to use types.Time for createdAt fields and relax GetLiquidationOrders test
* refactor: Move wsTicker, wsSpread, wsTrades, and wsCandle types to kraken_types.go for better organistion
* refactor: Add validation for underlying parameter in GetExpirationTime and update tests
* exchanges: Improve TestMain usage
* exchanges: Further cleanups
* exchanges/kucoin: update TestProcessOrderbook to use test context
* refactor: rename SetRunning to SetRunningURL for clarity across exchanges
* Added TimeInForce type and updated related files
* Linter issue fix and minor coinbasepro type update
* Bitrex consts update
* added unit test and minor changes in bittrex
* Unit tests update
* Fix minor linter issues
* Update TestStringToTimeInForce unit test
* fix conflict with gateio timeInForce
* Update order tests
* Complete updating the order unit tests
* update kucoin and deribit wrapper to match the time in force change
* fix time-in-force related test errors
* linter issue fix
* time in force constants, functions and unit tests update
* shift tif policies to TimeInForce
* Update time-in-force, related functions, and unit tests
* fix linter issue and time-in-force processing
* added a good till crossing tif value
* order type fix and fix related tim-in-force entries
* update time-in-force unmarshaling and unit test
* update order type to support time-in-force and hybrid order type representation
* added tests for type and time-in-force check from order type
* fix time-in-force error in gateio
* fix minor unit test issues
* linter issue fix
* update based on review comments
* add unit test and fix missing issues
* minor fix and added benchmark unit test
* change GTT to GTC for limit
* fix linter issue
* linter issues fix
* update order types declaration and handling by endpoints
* added time-in-force value to place order param
* fix minor issues based on review comment and move tif code to separate files
* update on exchanges linked to time-in-force
* resolve missing review comments
* minor linter issues fix
* added time-in-force handler and update timeInForce parametered endpoint
* minor fixes based on review
* nits fix
* update based on review
* linter fix
* rm getTimeInForce func and minor change to time-in-force
* minor change
* update based on review comments
* wrappers and time-in-force calling approach
* minor change
* update gateio string to timeInForce conversion and unit test
* fix types to string conversion
* fix build errors
* update on order types handling and unit tests
* fix linter issue
* order type unit tests update
* order types string as constant replacement and unit tests update
* update order type-string functions unit test
* codebase: Rid base64/hex to string common funcs
* codebase: Rid local scope variable usage and other improvements
* codebase: Refactor currency pair usage across multiple exchanges
- Updated HitBTC tests to use the new currency pair format.
- Modified Kraken futures types to use currency.Pair instead of string for Symbol.
- Adjusted Kraken wrapper methods to handle currency pairs correctly.
- Refined OKX tests and types to utilize currency.Pair for instrument IDs.
- Enhanced Poloniex tests to consistently use predefined currency pairs.
- Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD().
- Improved Yobit tests to utilize a standardized currency pair format.
- Updated validator wrapper to use currency pairs directly instead of string conversions.
* codebase: Use types.Number where possible
* refactor: update PayoutFee type to types.Number for consistency
* Refactor: Remove crypto functions to use standard library and other minor changes
- Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package.
- Replaced usages of removed functions with standard library implementations in various files including:
- cmd/websocket_client/main.go
- engine/apiserver.go
- exchanges/kraken/kraken.go
- exchanges/lbank/lbank.go
- exchanges/okx/okx_business_websocket.go
- exchanges/kucoin/kucoin_websocket.go
- gctscript/vm/vm.go
- Updated tests to reflect changes in the crypto functions.
- Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges.
* refactor: replace assert with require for consistency in test assertions
* refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism
* refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData
* tests: Replace !errors.Is(err, target) with testify equivalents
* codebase: Manual !errors.Is(err, target) replacements
* typo: Replace errMisMatchedEvent with errMismatchedEvent
* tests: Enhance error messages for better output
* tests: Refactor error assertions in various test cases to use require and improve clarity
* misc linter: Fix assert should wording
* tests: Simplify assertions in TestCreateSignals for clarity and conciseness
* tests: Enhance assertion message in TestCreateSignals
* Added TimeInForce type and updated related files
* Linter issue fix and minor coinbasepro type update
* Bitrex consts update
* added unit test and minor changes in bittrex
* Unit tests update
* Fix minor linter issues
* Update TestStringToTimeInForce unit test
* fix conflict with gateio timeInForce
* Update order tests
* Complete updating the order unit tests
* update kucoin and deribit wrapper to match the time in force change
* fix time-in-force related test errors
* linter issue fix
* time in force constants, functions and unit tests update
* shift tif policies to TimeInForce
* Update time-in-force, related functions, and unit tests
* fix linter issue and time-in-force processing
* added a good till crossing tif value
* order type fix and fix related tim-in-force entries
* update time-in-force unmarshaling and unit test
* fix time-in-force error in gateio
* linter issue fix
* update based on review comments
* add unit test and fix missing issues
* minor fix and added benchmark unit test
* change GTT to GTC for limit
* fix linter issue
* added time-in-force value to place order param
* fix minor issues based on review comment and move tif code to separate files
* update on exchanges linked to time-in-force
* resolve missing review comments
* minor linter issues fix
* added time-in-force handler and update timeInForce parametered endpoint
* minor fixes based on review
* nits fix
* update based on review
* linter fix
* rm getTimeInForce func and minor change to time-in-force
* minor change
* update based on review comments
* wrappers and time-in-force calling approach
* update slice data processing
* fix linter issues
* remove unnecessary Unmarshal methods and replace type delatration and added unit tests
* minor change
* minor changes to types
* update gateio string to timeInForce conversion and unit test
* removed unused timeInForceString func from kraken
* removed redundant parentheses in slice unmarshaling
* array to slice conversion and other updates
* reverted slice target to array
* Binanceus unit test NotNil check to Len check
* change NotNil to Len check
* rename unmarshal unit test funcs name
* wrap json strings with []byte
* GHA, tests: Add additional checks for common issues
These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages
* Add support for checking backticked string format specifiers and fix issues
* tests: Fix error comparisons
* tests: Replace errors.Is(err, nil) usage with testify and automate check
* refactor: Rename ExtractPort to ExtractPortOrDefault
* tests: Replace assert with require for error handling in multiple test files
* tests: Replace assert with require for error handling and improve assertions in data tests
* tests: Fix typo in assertion message for StreamVol test
* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions
* OKX: Revert intentional error check
* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
* Added TimeInForce type and updated related files
* Linter issue fix and minor coinbasepro type update
* Bitrex consts update
* added unit test and minor changes in bittrex
* Unit tests update
* Fix minor linter issues
* Update TestStringToTimeInForce unit test
* fix conflict with gateio timeInForce
* Update order tests
* Complete updating the order unit tests
* update kucoin and deribit wrapper to match the time in force change
* fix time-in-force related test errors
* linter issue fix
* time in force constants, functions and unit tests update
* shift tif policies to TimeInForce
* Update time-in-force, related functions, and unit tests
* fix linter issue and time-in-force processing
* added a good till crossing tif value
* order type fix and fix related tim-in-force entries
* update time-in-force unmarshaling and unit test
* fix time-in-force error in gateio
* linter issue fix
* update based on review comments
* add unit test and fix missing issues
* minor fix and added benchmark unit test
* change GTT to GTC for limit
* fix linter issue
* added time-in-force value to place order param
* fix minor issues based on review comment and move tif code to separate files
* update on exchanges linked to time-in-force
* resolve missing review comments
* minor linter issues fix
* added time-in-force handler and update timeInForce parametered endpoint
* minor fixes based on review
* nits fix
* update based on review
* linter fix
* rm getTimeInForce func and minor change to time-in-force
* minor change
* update based on review comments
* wrappers and time-in-force calling approach
* minor change
* update gateio string to timeInForce conversion and unit test
* updated order test unit tes functions
* minor fixes on unit tests
* nits fix based on feedback
* update TestDeriveCancel unit test assert messages
* update TestDeriveCancel unit test assert messages
* update timeInForceFromString method to return formatted error and update functions using it
* restructure and fix minor exchanges time-in-force handling issues
* replaced unused getTypeFromTimeInForce with inline switch-based order type check
* separated the repeated timeInForce conversion code to a function
* update exchanges time-in-force handling based on review comments
* limter fix
* edded comment to validTimesInForce var
* added comment to gateio's timeInForceString func
* added goodTillCancel switch case to gateio timeInForceString func
* OKX: Fix intermittent GetFuturesContractDetails issue and various refactors
* refactor: Update LeadTraderRanksRequest fields for clarity and improve parameter checks
* refactor: Simplify live contract check in GetFuturesContractDetails
* OKX: Fix spread related issues and enhance tests
* OKX: Disable spread websocket support and adjust conditional logic in test
* refactor: Improve error handling in syncLeadTraderUniqueID and clean up variable usage
* refactor: Update LeadTraderRanksRequest State type to bool and adjust rate limit
* refactor: Rename State to HasVacancy in LeadTraderRanksRequest and update related logic
* rm WsResponseMultiplexer with added fixes
* linter: fix
* use const and testnet ctx update
* rename error to status for field name
* rm verbosity for random test
* gk: nits v1
* glorious/gk: nits
* linter: fix
* fix and consolidate this direction
* fix linter
* gk: nits cont
* gk: nits I missed
* gk: counter name change to messageIDSeq
* gk/glorious: nits untested
* glorious: nits and tested live endpoints
* Update exchanges/okx/ws_requests.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/okx/ws_requests.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/okx/ws_requests.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/okx/okx.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/okx/okx.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* thrasher-: nits!
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Tests: Use currency.NewUSD and NewUSDT
Simple refactor to use the provided shortcut methods
* Github: Add CI check to ensure NewPair not used
Add a step to ensure NewPair(BTC, USD*) isn't used
* golangci-lint: Enable usetesting and unused linters
* tests: Improve assertions in various test cases for clarity and accuracy
* tests: Enhance error assertions in TestExecuteStrategyFromFile for improved clarity
* tests: Update assertions for improved clarity and accuracy
* tests: Replace assert with require for task count checks
* config/versions/v7: Replace context.Background() with t.Context()
* Bithumb: Centralise and consoliate testPair, relax UpdateTickers check
with some glorious Doom Eternal music
* Bithumb: Use UpdatePairsOnce and update remaining pair string
* Bithumb: Add UpdatePairsOnce to TestUpdateTickers
* Exchanges: Remove cancel order walletAddress
* Order: Refactor TestMatchFilter
TestMatchFilter had inconsistent testing of empty values, and was
painful when a field was removed due to index methodology.
This should provide equal test clarity, but improve maintainability and
improve coverage on empty values.
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stream match update
* update tests
* linter: fix
* glorious: nits + handle context cancellations
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* glorious: whooops
* gk: nits
* Leak issue and edge case
* Websocket: Add SendMessageReturnResponses
* whooooooopsie
* gk: nitssssss
* Update exchanges/stream/stream_match.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* linter: appease the linter gods
* gk: nits
* gk: drain brain
* started
* more changes before merge match pr
* gateio: still building out
* gateio: finish spot
* fix up tests in gateio
* Add tests for stream package
* rm unused field
* glorious: nits
* rn files, specifically set function names to asset and offload routing to websocket type.
* linter: fix
* Add futures websocket request support
* gateio: integrate with IBOTExchange (cherry pick my nose)
* linter: fix
* glorious: nits
* add counter and update gateio
* fix collision issue
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* upgrade to upstream merge
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* Set correct price
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* fix ID bug, why I do this, I don't know.
* glorious: panix
* linter: things
* whoops
* dont need to make consecutive Unix() calls
* websocket: fix potential panic on error and no responses and adding waitForResponses
* rm json parser and handle in json package instead
* in favour of json package unmarshalling
* linter: fix
* linter: fix again
* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity
* spells and magic and wands
* glorious: nits
* comparable check for signature
* mv err var
* glorious: nits and stuff
* attempt to fix race
* glorious: nits
* gk: nits; engine log cleanup
* gk: nits; OCD
* gk: nits; move function change file names
* gk: nits; 🚀
* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call
* gk: nits; continued
* gk: engine nits; rm loaded exchange
* gk: nits; drop WebsocketLoginResponse
* stream: Add match method EnsureMatchWithData
* gk: nits; rn Inspect to IsFinal
* gk: nits; rn to MessageFilter
* linter: fix
* gateio: update rate limit definitions (cherry-pick)
* Add test and missing
* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit
* integrate rate limits for websocket trading spot
* conform to match upstream changes
* standardise names to upstream style
* fix wrapper standards test when sending a auth request through a websocket connection
* whoops
* Update exchanges/gateio/gateio_types.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: overload
* whoops
* spelling fixes on recent merge
* glorious: nits
* linter: fix?
* glorious: nits
* gk: assert errors touched
* gk: unexport derive functions
* gk: nitssssssss
* fix test
* gk: nitters v1
* gk: http status
* gk/nits: Add getAssetFromFuturesPair
* gk: nits single response when submitting
* gk: new pair with delimiter in tests
* gk: param update slice to slice of pointers
* gk: add asset type in params, includes t.Context() for tests
* linter: fix
* linter: fix
* fix merge whoopsie
* glorious: nits
* gk: nit
* shift over to websocket package error
* internal/exchange/websocket -> exchange/websocket
* PEAK OCD!
* appease the OCD gods
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Websocket: Rename stream package
* Websocket: Rename Websocket to Manager
* Websocket: Replace explicit errs with common.NilGuard
* Websocket: Move websocket_types.go to types.go
* Websocket: Minor field comment and alignment in types
* Webosocket: Rename WebsocketConnection to Connection
* Alphapoint: Make gorilla ws import explicit
Just to avoid confusion with our own packages.
* Websocket: Move stream_match to match
* Websocket: Move websocket_connection to connection
* Websocket: Move websocket.go to manager.go
* Websocket: Break out all subscription methods into subscriptions.go
* Websocket: Move connection type into its file
* Websocket: Remove PositionUpdated
Type is not used anywhere
* Kraken: Use local constant for pong
Was the only use of websocket.Pong and doesn't really feel right to
represent kraken's api resp in one of our packages
* Websocket: Move connection sub-types to connection package
* Websocket: Move manager types into manager
* Websocket: Move ConnectionWrapper into manager
* Websocket: Move websocket_test to manager_test
* Websocket: Privatise connectionWrapper
* Websocket: Remaining types into types.go
These really belong somewhere else mostly, but this will do for now
* Websocket: Tidy up connection method vars
* Gofumpt: Moving package imports around
* Websocket: Rename errDuplicateConnectionSetup
* Websocket: Fix duplicate import of gws
* Websocket: Fix gofumpt -extra
* Websocket: Standardise import of gws across other pkgs
* Kraken: Remove unused sub conf consts
These were replaced by the generic Levels and Depth fields on all subs
* Websocket: Privitise ConnectioWrapper fields
* Websocket: inline single use var WebsocketNotAuthenticatedUsingRest
* Websocket: Move documentation to template
* Bithumb: Assertify TestWsHandleData
* okx: fix type for AccountConfigurationResponse
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* OKX: Further AccountConfigurationResponse type adjustments
---------
Signed-off-by: Ye Sijun <junnplus@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* modernise: Run new gopls modernise tool against codebase
* Address shazbert's nits
* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling
* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS
* refactor: Various slice usage improvements and rename TODO
* tranches: Revert deleteByID changes due to performance decrease
Shazbert was a F1 driver in a past lifetime 🏎️
* tranches: Simply retrieve copy
Thanks to shazbert
* documentation: Sort contributors list by contributions
* tranches: Remove deadcode in deleteByID
* Sonic: Add sonic_on build tag
Thinking about other ways to do this, but they amount to the same thing.
It's messy, but I don't have another idea.
* Okx: Remove redundant useAsIs on slices
Slices are automatically used-as-is, so passing true for these types was
unnecessary.
Removing the field simplifies rationalising inverting the flag
* Okx: Unify timestamp response types
* Okx: Change ResetRFQMMPStatus to return a types.Time
* Okx: Move withdrawData type to types
* Okx: Fix AccountConfiguration slice return
* Okx: Improve SendHTTPRequest documentation
* Okx: Extend tests for UseAsIs non-defaults
* Okx: Fix GetPublicUnderlying with sonic 1.12.9
Using **result for slices with useAsItIs causes sonic to fail.
This might be addressed upstream, but it's also not clear what the
unmarshal behaviour for an untyped reference to a typed reference should
be in the RFC, so we could get a golang.org/encoding/json regression on
this too.
There's no harm in fixing this, for consistency, to match our handling
for non-slice []any wrapping to just use the pointer as is.
Note: As of today this requires sonic:main for this to work, because of
the other bug:
```
M go.mod
- github.com/bytedance/sonic v1.12.9
+ github.com/bytedance/sonic v1.12.10-0.20250224121557-e30ac4f2e4fe
```
* Okx: Remove redundant slice check
This code didn't work, and if I make it look at rv.Elem().Kind() it
errors.
Haven't dug too deeply but right now I think we just remove it.
* Okx: Simplify SendHTTPRequest by removing UseAsIs
Looks to be entirely derivable
* Okx: Remove http check that resps must contain data
GetAnnouncementTyeps failing in US because of empty response.
But also any situation where there really is no data.
e.g. GetCandlesticks might return no candlesticks for a period and instrument, because there aren't any.
That shouldn't be an error.
More saliently if you request orders, or something similar.
So, since that check wasn't working before, and it's causing issues now, I'm going to remove it.
* Okx: Fix TestGetAnnouncementTypes failing in US
announcement-types returns empty in the US, where our github actions
run.
That's kinda okay. Just don't test we get any back
* Sonic: Default to sonic off
We've seen too many fatal panics and races with sonic, both in GCT runs
and being reported in sonic, to default to it being turned on right now.
Whilst we have faith sonic will get through these with time, for now the
sensible thing to do for our users is make sonic opt-in.
This also removes any of the conditions around 386, etc.
If someone wants to run with sonic, they can. Most notably if they're
trying out an experimental sonic branch that supports 386, etc.
* Send trades down the DataHandler, add test
* Send the trades down to the DataHandler
Update the test to process trades for each asset type
Add raw trade data from OKX
Update the timestamp in the method
* Replace pair repetition with p var
* Update the test, remove repetition
* Rename trade var in the test
* Fix nits and slice sorting
* Compare trades
* Fix nits
* build/ci: Update Go to v1.24, golangci-lint to v1.64.5 and fix issues
* Address shazbert's nitters
* linter/config: Fix new linter issue and use versionSize const
* Address gk's nitters and fix additional linter issue after rebase
* Address glorious nits
* staticcheck: Fix additional linter issues after upgrading to Go 1.24.1 and golangci-lint v1.64.6
Also addresses nits
* Improve testing, assertify usage and use common.ErrParsingWSField
* TestCreateNewStrategy: Replace must > should wording
