1075 Commits

Author SHA1 Message Date
dependabot[bot]
179519a3c3 golangci-lint: Bump to v2.0.2 and fix issues (#1871)
* build(deps): Bump golangci/golangci-lint-action from 6 to 7

Bumps [golangci/golangci-lint-action](https://github.com/golangci/golangci-lint-action) from 6 to 7.
- [Release notes](https://github.com/golangci/golangci-lint-action/releases)
- [Commits](https://github.com/golangci/golangci-lint-action/compare/v6...v7)

---
updated-dependencies:
- dependency-name: golangci/golangci-lint-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

* golangci-lint: Bump to v2 and fix issues

* refactor: remove no longer need ifshort nolint directives, fix test grammar and improve for loop logic

* nits: update order pair handling in tests and improve string replacement logic

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-04-02 15:36:05 +11:00
Jun
1b7fa2259a account: refactor for save holdings (#1846)
* account: refactor for save holdings

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* Update exchanges/account/account.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/account/account.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* account: minor changes

Signed-off-by: Ye Sijun <junnplus@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-04-02 12:32:23 +11:00
Gareth Kirwan
e3618e1a09 Huobi: Fix TestPairFromContractExpiryCode on CW (#1866)
When testing CW against today, we were using a time.Now().Truncate() and
documentation says to not do that.

Driveby refactored the tz out of the loop
2025-04-01 17:06:46 +11:00
Adrian Gallagher
f69abcd0ae Bitfinex: Fix intermittent TestGenerateSubscriptions and ticker FRRAmountAvailable failures (#1865)
* Bitfinex: Fix intermittent TestGenerateSubscriptions and ticker FRRAmountAvailable failures

* Bitfinex: Add comment for FRRAmountAvailable
2025-04-01 17:05:34 +11:00
Jun
06afde1460 okx: fix type for AccountConfigurationResponse (#1834)
* 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>
2025-03-28 12:40:14 +11:00
Bea
9a6e230e40 BTC Markets: Fix sending trades to the websocket DataHandler (#1847)
* Fix websocket trade streaming

* Fix lint

* Rename trade.Data var

* Update wsTrade side type

* Add test for the invalid side

* Test the side
2025-03-25 16:20:54 +11:00
Jun
e5a238aa9d okx: optimise GetFuturesPositionOrders (#1830)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-25 16:12:20 +11:00
Adrian Gallagher
4651af5767 modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* 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
2025-03-21 09:17:10 +11:00
Bea
d857d704e3 BTSE: Fix sending trades to the websocket DataHandler (#1845)
* Fix ws trades stream

Update the raw trade data to match the API docs
Fix extracting the pair from the topic
Update the test
Amend the configtest to enable the trade feed

* Rename the test, exctract pair from symbol

* Add check if neither trade feed or save trade data is enabled

* Update the channel name to match the API docs

* Change side parsing

* Change tradeHistory Side type

* Fix linter and nit

* Fix linter

* Fix the channel trades channel name
2025-03-20 12:33:08 +11:00
Gareth Kirwan
fafee93e1b sonic, exchanges/okx: Make sonic opt-in by default and fix various OKX issues (#1816)
* 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.
2025-03-20 12:31:11 +11:00
Adrian Gallagher
f5faca2eb2 linter: Enable gofumpt and run against codebase (#1848)
* linter: Enable gofumpt and run against codebase

* Address shazbert's nits

* gofumpt: Fix issues after rebase
2025-03-18 10:23:16 +11:00
Gareth Kirwan
748ed71455 Huobi: Fix TestPairFromContractExpiryCode NW contract failure (#1809)
Looks like "Within 2 weeks" fails on 22nd November during leap years.
On 2025-02-21 we saw NW come up with 2025-03-07 for a few hours,
and I'm guessing it's because they use local time.
Added 1 day leeway to account for that timezone difference.
2025-03-18 09:45:24 +11:00
Gareth Kirwan
16d2d9f35a Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management

* Assets: Do not error on asset not enabled, or disabled

This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.

* CurrencyManager: Set AssetEnabled when StorePairs(enabled)

* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset

Also assertifies

* Bitfinex: Fix tests for MarginFunding subs

* GCTWrapper: Improve TestMain clarity

* BTSE: Add futures to testconfig

* Exchanges: Rename StoreAssetPairStore

Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.

Now callers need to get their AssetEnabled set as they want it, so
there's no magic

This change also moves responsibility for error wrapping outside to the
caller.

* Config: AssetEnabled upgrade should respect assetTypes

Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value

* Config: Improve exchange config version upgrade error messages
2025-03-17 21:47:37 +11:00
Bea
3d212b6279 Okx: Fix sending trades to the websocket DataHandler (#1833)
* 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
2025-03-17 10:07:28 +11:00
Jun
e544e99c48 binance: use types.Time instead of time.Time (#1828)
* binance: use types.Time instead of time.Time

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* binance: remove type_convert.go

Signed-off-by: Ye Sijun <junnplus@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-13 13:59:26 +11:00
Jun
4474278053 exchanges/account: add UpdatedAt field to Balance and ProtectedBalance (#1827)
* add updatedAt for account balance

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* add nil pointer test for load

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* account: set default updatedAt to balance for Update

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* engine: add UpdatedAt for account info

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* account: force updatedAt for load balance

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* minor change for test

Signed-off-by: Ye Sijun <junnplus@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-13 13:57:14 +11:00
yuhangcangqian
138419e7a8 refactor: use t.TempDir() instead of os.MkdirTemp (#1832)
Signed-off-by: yuhangcangqian <cuibuwei@qq.com>
2025-03-13 10:21:56 +11:00
Jun
5c21e974ee okx: Move WsResponseMultiplexer to SetDefaults (#1829)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-11 13:37:17 +11:00
Bea
72a94a4b6c Huobi: Fix sending trades to the websocket DataHandler (#1817)
* Send trades down the DataHandler

* Send individual trades down the DataHandler

Update the test to send the multiple trades
Remove the ID setting to 0 in the test
Iterate through the trades to send them down individually
Rename the test to match the method

* Fix the timestamp conversion

* Fix the wording

* Update the expected data format

* Update the test name and description

* Fix error case
2025-03-11 10:21:28 +11:00
Adrian Gallagher
d64d56f77c build/ci: Update Go to v1.24, golangci-lint to v1.64.6 and fix issues (#1804)
* 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
2025-03-10 16:33:55 +11:00
Scott
6ee26a7da1 exchanges/margin: Fix marshalling issue (#1812)
* Fixes issue with marshalling margin types

* Update exchanges/order/order_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/margin/margin.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/order/order_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update test name

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-03-06 15:17:05 +11:00
Jun
7a6d6cc002 trade: remove exchangeName for AddTradesToBuffer (#1820)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-06 12:50:03 +11:00
Gareth Kirwan
d069ff2bf4 Subscriptions: Fix no enabled pairs for one asset (#1792)
If one asset is enabled but has no enabled pairs, we should ignore that
asset, even for non-pair related subscriptions.
That matches the existing code, but wasn't happening in the context of
asset.All subscriptions with just one asset in this state.
If a user wanted to have non-pair subscriptions, they should use
asset.Empty. Would expect other breakages with no pairs enabled, too.

Note: No enabled pairs for an enabled asset is a transient issue which
can occur due to enableOnePair racing against no available pairs. The
second run, available pairs would be populated and enableOnePair would
work. This situation could persist due to running with --dry or
containerised, though.

Fixes:
`
Okx websocket: subscription failure, myOrders all : subscription template did not generate the expected number of pair records for spread: Got 1;
Expected 0
`

Relates to #1420
2025-03-06 12:08:08 +11:00
cangqiaoyuzhuo
0796e44063 Poloniex: Fix GetChartData error return value (#1819)
Signed-off-by: cangqiaoyuzhuo <850072022@qq.com>
2025-03-06 11:20:56 +11:00
Jun
8f63b0b07c bybit: support categorised channel (#1823)
* bybit: support categorised channel

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* remove comment for private func

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-03-06 11:15:22 +11:00
Bea
7fa2592e31 Kraken: Fix sending trades to the websocket DataHandler (#1813)
* Send trades down the DataHandler

When the tradeFeed is enabled, send the trades down the DataHandler
Add TestWSProcessTrades

* Update assertions

* Add check against null references in slices

* Add an error for ws parsing field to common

* Update kraken websocket ProcessTrades

Send individual trades down the DataHandler
Send multiple trades in test
Test error if the trade length is too short
Nits

* Fix nits
2025-03-04 17:06:07 +11:00
Ryan O'Hara-Reid
3a80cd2871 stream: force subscription store check as stop gap for wrapper side implementation (#1717)
* Add check for subscription store insertion and validation with tests

* bybit: fix subscriptions

* deribit: fix subscriptions

* linter: fix

* glorious/nits: add test for updateChannelSubscriptions RM GetChannelDifference method as its only used locally and Diff method can be accessed directly

* glorious/nits: add to store in the loop; add correct formatting to template for edge case perps with settlement

* spelling: fix

* glorious/nit: silly billy

* gk: nits

* gk/nits: split PartitionByPresence into Contained and Missing

* gk/nits: formatPerpetualPairWithSettlement -> formatChannelPair

* stream/websocket: stop full websocket disconnect on Connect when encountering subscription specific error paths

* stream/websocket: rm nil assignment

* glorious: nits

* gk: niterinos

* Update exchanges/stream/websocket_test.go

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

* Update exchanges/stream/websocket_test.go

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

* Update exchanges/stream/websocket_test.go

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

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-02-24 15:25:49 +11:00
Adrian Gallagher
ef0f398455 exchanges/btse: Handle TRUMPSOL in MarketPair.Pair and add test coverage (#1808)
* exchanges/btse: Handle TRUMPSOL in MarketPair.Pair and add test coverage

* BTSE: Update test table

* nits: Make slight adjustments to test table
2025-02-24 14:26:11 +11:00
Adrian Gallagher
744ee7c099 CI, sonic: Replace backend-arm64 docker build with native GHA runner, disable sonic for arm64 (#1794)
* CI: Replace docker amd64 with native runner, switch Docker test arch to amd64

* tests: Remove spaces and new lines from test JSON timestamp fields

* builds: Disable sonic for arm64 due to OKX unmarshal issue

* nits: Improve Dockerfile comment and fix build tag
2025-02-24 12:38:12 +11:00
Ryan O'Hara-Reid
636adb8822 orderbook: Add methods for extracting associated details from depth (#1783)
* orderbook: return identification details from depth

* Add methods, drop error as you cannot deploy without it anyway, add tests

* Update exchanges/orderbook/depth_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* linter: fix

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-02-20 16:10:07 +11:00
Ryan O'Hara-Reid
e99adca86f encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* tag optional sonic and allow full library conversion

* Add workflow and disallow arm and darwin usage

* Add basic hotswap benchmark

* linter: fix

* use bash

* linter: fix?

* Fix whoopsie, add to make file, also add mention in features list.

* test enforcement

* actually read documentation see if this works

* linter: fix

* linter: fix

* sonic: bump tagged version

* encoding/json: drop build tag arch and os filters

* encoding/json: consolidate tests

* encoding/json: log build tag usage

* rm superfluous builds

* glorious/nits: add template change and regen docs

* glorious/nits: update commentary on nolint directive

* glorious/nits: rm init func and log results in main.go

* Test to actually pull flag in

* linter: fix

* thrasher: nits

* gk: nits 4 goflags goooooooooo!

* gk: nits rn

* make sonic default json implementation

* screen 386

* linter: fix

* Add commentary

* glorious: nits Makefile not working

* gk: nits

* gk: nits whoops

* whoopsirino

* mention 32bit systems won't be sonic

* gk: super-duper nit of extremes

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-02-20 16:05:55 +11:00
Gareth Kirwan
dc2d7770fb Huobi: V2 subscription support (#1703)
* Huobi: assertify tests

* Testing: Add FixtureToDataHandlerWithErrors

* Huobi: Add V2 websocket support

* Huobi: Fix tests racing on updatePairsOnce

* Huobi: Remove unnecessary funnelData

* Huobi: Clarify V1/V2 pings

* Huobi: Switch to types.Time

* Huobi: Disable websocket Futures and CoinMarginedFutures support

* Huobi: Fix test failures on futureContracts

Per-instance future codes not getting cached causin occassional fails

* Huobi: Fix idiosyncratic naming using TestWs instead of TestWS

* Huobi: Run WS tests in parallel
2025-02-19 16:42:25 +11:00
Ryan O'Hara-Reid
08e015a125 exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine

* fix tests

* linter

* fix_linter

* revert rm ctx param to limit breakages when merging usptream

* linter fix

* Add in priority update grouping so that tests pass

* Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious nits

* fixed spelling

* whoopsie

* aanother whoops

* glorious: NITTERS!

* glorious: further nitters

* srry linter gods

* glorious: nits continued

* sub test p ara lel

* drop main t.Parallel

* fix whoops

* wrappertests: use context with cancel (test)

* linter: fix

* ensure primary execution

* kucoin test fix

* revert standards test changes and bypass non critical errors

* rm single override

* wrap exported error for accounts

* thrasher: nits ch name

* gk: nits

* gk: nits FetchTickerCached -> GetCachedTicker

* gk: nits rn FetchOrderbookCached -> GetCachedOrderbook

* gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo

* linter: fix

* gk: nits

* thrasher: nitters 1

* thrasher: nitters tmpls

* gk: nitter

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-02-19 10:47:10 +11:00
Gareth Kirwan
5463e359bc Bitfinex: Fix websocket trade processing (#1754)
* Bitfinex: Fix WS trade processing

* Add handling for funding trades

Fixes #1746

* Linter: Disable shadow linting for err

It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.

* Bitfinex: Move websocket constants to websocket file

* Bitfinex: Rename channel consts

* Bitfinex: Send individual WS trades down the DataHandler
2025-02-17 13:20:14 +11:00
Ryan O'Hara-Reid
6613c56738 stream/buffer: remove time.ticker publish limiter for websocket orderbook updates (#1681)
* stream/buffer: remove publish period for for signalling change through data handler

* Add config upgrade and downgrade

* linter: fix

* GK: nits

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* config: fix up commited suggestion

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-02-10 16:15:33 +11:00
Ryan O'Hara-Reid
45652564f4 orderbook: fix fields not being retrieved when getting orderbook.Base (#1793)
* orderbook: fix fields not being retrieved

* glorious: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2025-02-10 13:54:02 +11:00
Samuael A.
5c892307c7 exchanges: Okx Update (#1420)
* update acccount ratelimits and added missing endpoints

* completed mapping missing trade accoung REST endpoints and Rate Limit

* added orderbook trading missing REST endpoints

* Added few missing endpoints and unit tests

* Completed grid trading and signal bot trading with unit tests

* Added Recurring Buy endpoints and corresponding unit tests

* Added copy trading endpoints and unit tests

* added newly added block trading and spread endpoints

* completed mapping spread endpoints

* Added new endpoints and unit tests

* Added round 1: Okx types and converts update.

* Update endpoints handling and types update

* Removed constants, updated unit tests, and updated endpoint methods

* Slight endpoint and unit test update

* Added spread and other websocket endpoints and update

* completed Spread WS Orderbook handler

* Added missing spread channels and handlers

* Adding Bussinss websocket and missing subscriptions, update unit tests, and endpoints

* Added spread endpoints to wrapper and unit tests update

* Added missing websocket subscriptions and copy trading endpoints

* Added missing endpoints and re-organize business websocket handlers

* Docs update

* Endpoints code updates

* types, unit test and endpoints update

* Minor unit tests update

* spelling fix

* fix unit test issues

* Updating unit tests error handling

* Updating unit tests error handling

* Unit tests assertion handling update

* Unit tests update

* Resolve linter issues

* linter issues fix

* Orderbook unit test error fix

* Minor fixes

* Change on test handling and types

* Updating unit tests and cleanups

* Fix unit test issues

* Add ratelimit test and update unit tests and methods

* Update method parameters and error declarations

* Added lending endpoints, unit tests, and update endpoint methods and error declarations

* Update ratelimiters, add missing lending and trading endpoints and unit tests

* Update websocket authentication and subscription handling

* Minor update to unit test and types

* Types, error handling, and other minor updates

* Update unit tests and endpoint functions

* error declarations update and unit tests

* Overall update on unit endpoint, unit tests, and types

* Adding review fixes

* Update on endpoints, order types, and unit tests

* Update unit tests and endpoint functions

* Update on endpoint and update missing parameters

* Implemented and tested newly added trading endpoints

* endpoints update and unit tests

* Update missing endpoints and update overall code

* added and testing funding and fiat related endpoints

* Update on convert and fiat related endpoints

* linter fix, types, endpoints, and unit tests update

* linter issues fix

* revert changes on tempos

* Fix Panic and update websocket auth calls handling

* config linter issue fix

* Fix panic issues and update unit tests

* Fix race condition, TestAllExchangeWrappers unit test issues

* Fix withdrawal manager test issue

* Rename ClosePositionForContractrID --> ClosePositionForContractID

* Rename ClosePositionForContractrID --> ClosePositionForContractID

* Fix error

* endpoints update and fix unit test issues

* added unit tests, updated comments, and code sections

* revert change in defaultSubscriptions

* few types comments update

* Minor changes

* remove lending endpoints

* rm mistakenly added code

* fix unit test

* minor unit test fix

* Adding offline error tests, update endpoints function, config update

* Update unit test coverage for offline error handliing

* Updating wrapper algo order coverage, endpoint calls, and unit tests

* Updating wrapper trade functions to accomodate algo orders

* update wrapper unit tests

* Fix wrapper order functions offline errors handling

* Tested and updated wrapper order functions

* Address review comments

* update order unit tests, and okx endpoint functions

* finalize affected order, endpoint, and margin endpoints

* Slight change on margin unit test

* fix margin unit test issues

* Minor change on unit test

* updates on contract settlement and future contract wrapper function

* add test coverage for contract functions and minor fix on wrapper

* Overall update and unit testing

* codespell, unit tests, type declaration and naming, and code-structure updates

* margin types value and validation function fix

* Update tests and helper funcs

* Improve test coverage

* helper functions and unit tests update

* Fix margin unit test

* Minor review updates

* minor fix on if statement

* Update helper functions

* error handling and functions naming update

* update comment

* minor error return fixes

* minor unit test fix

* Minor fix on spread websocket orders handling

* codespell fix

* skip orderbook depth with incomplete price

* skip orderbook depth with incomplete price
2025-02-10 10:44:48 +11:00
Gareth Kirwan
e6d456162a Codespell: Fix failures with v2.4.0 (#1790)
* Codespell: Fix new violations in 2.4.0

* Codespell: Move currency ignoring to regex

* Codespell: Add vendor to ignored files

* Codespell: Remove github action params duplicated from .codespellrc

.codespellrc already exists in the project

* Codespell: Remove unused freez from ignore words
2025-01-31 13:46:43 +11:00
Bea
63f49860ed Binance: Add order side to trade data (#1782)
* Add the initiating side to Binance trades

* Update TradeStream type, move trades declaraction

* Make side declaration in Binance trades consistent
2025-01-24 10:39:41 +11:00
Gareth Kirwan
4c7f48ae0e GateIO: Fix GetFuturesContractDetails for delivery futures and minor other fixes (#1766)
* GateIO: Fix GetFuturesContractDetails for Deliveries

Was returning the product of all the contracts, so 1444 instead of 38
contracts.

* GateIO: Fix GetOpenInterest returning asset.ErrNotEnabled

Using wrong error for pair not enabled

* GateIO: Rename GetSingleContract and GetSingleDeliveryContracts

Especially fixes GetSingleContract, which seems misleading to not say
Futures.
There's a load of `GetSingle*` here that should probably also be fixed,
but these two justified a dyno

* GateIO: Rename GateIOGetPersonalTradingHistory to GetMySpotTradingHistory

* GateIO: Rename GetMyPersonalTradingHistory to GetMyFuturesTradingHistory

* GateIO: Remove duplicate DeliveryTradingHistory

* GateIO: Rename Get*PersonalTradingHistory to GetMy*TradingHistory

* Linter: Disable shadow linting for err

It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.

* GateIO: Add missing Futures and tradinghistory fields

* GateIO: Improve WS Header parsing

This unifies handling for time_ms and time in response headers, since
options and delivery have only time, but spot has time_ms as well.
We use the better of the two results.

Also [improves performance 2x](https://gist.github.com/gbjk/7cacb63b9a256e745534bb05ca853c48)

* GateIO: Use time_ms WS fields where available

Removes the deprecated _time json fields and populates our Time fields
with the time_ms values
2025-01-14 15:19:17 +11:00
Gareth Kirwan
e4479557de Kucoin: Margin subscription fix and improvements (#1761)
As a GCT user with spot and margin assets enabled, but only margin asset enabled websocket subscriptions,
I should still get subscriptions for all the pairs in margin which are also in spot
Currently it only works when spot subscriptions are enabled. Otherwise the spot pairs are ignored.

Fixes #1755
2025-01-10 14:38:56 +11:00
Gareth Kirwan
1efd8e0db0 Subscriptions: Fix IBotExchange not implementing sub.IExchange (#1765)
Thusfar ExpandTemplates had only been called internally.
All methods consumers might want to get, in this case GetPairFormat,
need to be in the interface we're passing out, otherwise users can't
call them (or things that use them, like ExpandTemplates)
2025-01-10 11:21:02 +11:00
Ryan O'Hara-Reid
fcd78add96 bybit: Add protected subtype for account checking to reduce outbound requests (#1739)
* bybit: Add protected sub type for account checking to reduce outbound requests

* add type and string method plus fix linter with comment

* linter: fix

* whoops

* Update exchanges/bybit/bybit.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-01-07 12:03:32 +11:00
Gareth Kirwan
4fcee8489e Deribit: Add subscription configuration (#1636)
* Kline: Fix Raw Short, Marshal and Unmarshal

* Deribit: Rename GenerateDefaultSubs

* Deribit: Remove custom GetDefaultConfig

Moved to exchange base by #1472

* Deribit: Straight Rename of eps to endpoints

Since I had to ask what this abbreviation meant, I think we should
abandon it

* Deribit: Add Subscription configuration

* Deribit: Fix race on Setup with optionsRegex

Calling Setup twice would race on the assignment to this package var.

There was an option to just move the assignment to the package var declaration, but this
change improves the performance and allocations:
```
BenchmarkOptionPairToString-8            1000000              1239 ns/op             485 B/op         10 allocs/op
BenchmarkOptionPairToString2-8           3473804               656.2 ns/op           348 B/op          7 allocs/op
```

I've also removed the t.Run because even success the -v output from
tests would be very noisy, and I don't think we were getting any benefit
from it at all:
```
=== RUN   TestOptionPairToString
=== PAUSE TestOptionPairToString
=== CONT  TestOptionPairToString
=== RUN   TestOptionPairToString/BTC-30MAY24-61000-C
=== PAUSE TestOptionPairToString/BTC-30MAY24-61000-C
=== RUN   TestOptionPairToString/ETH-1JUN24-3200-P
=== PAUSE TestOptionPairToString/ETH-1JUN24-3200-P
=== RUN   TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== PAUSE TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== RUN   TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== PAUSE TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== CONT  TestOptionPairToString/BTC-30MAY24-61000-C
=== CONT  TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== CONT  TestOptionPairToString/ETH-1JUN24-3200-P
=== CONT  TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
--- PASS: TestOptionPairToString (0.00s)
    --- PASS: TestOptionPairToString/BTC-30MAY24-61000-C (0.00s)
    --- PASS: TestOptionPairToString/ETH-1JUN24-3200-P (0.00s)
    --- PASS: TestOptionPairToString/SOL_USDC-31MAY24-162-P (0.00s)
    --- PASS: TestOptionPairToString/MATIC_USDC-6APR24-0d98-P (0.00s)
```

( And that got worse with me adding more tests )
2025-01-03 08:55:58 +11:00
Ryan O'Hara-Reid
50448ec6a0 websocket/gateio: Add request functions for websocket multi-connection [SPOT] (#1598)
* 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

* 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

* 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

* 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

* 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

* bitstamp: fix issue

* glorious: nits

* ch name and commentary

* fix bug add test

* rm a thing

* fix test

* Update engine/engine.go

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

* thrasher: nits

* Update exchanges/stream/stream_match_test.go

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

* Update exchanges/stream/stream_match_test.go

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

* GK: nits rn websocket functions

* explicit function names for single to multi outbound orders

* linter: fix

---------

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>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-12-20 13:50:31 +11:00
Adrian Gallagher
143e336c03 exchanges: Fix GateIO/Coinbase test failures and OKX race (#1753)
* exchanges: Fix gateio/coinbase test failures

* OKX: Fix TestGetAssetsFromInstrumentTypeOrID race

* GateIO: Add/improve comments

* GateIO: Rid additional API call for FetchTradablePairs and provide additional context for test

* GateIO: Prompt test reviewers to take action if BTC settlement is supported again
2024-12-20 12:07:46 +11:00
Gareth Kirwan
16e5398dd5 HitBTC: Add subscription configuration (#1639)
* HitBTC: Upgrade test config

* HitBTC: Add subscription configuration
2024-12-17 11:04:23 +11:00
Ryan O'Hara-Reid
068a4535ed gateio: update rate limit definitions (#1733)
* 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

* gateio: fix race

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-12-12 15:08:24 +11:00
Gareth Kirwan
2a4c2d24a7 Bitstamp: Add subscription configuration (#1620)
* Bitstamp: Add subscription configuration

* Bitstamp: Handle sub/unsub responses

* Bitstamp: Fix TestWsOrderbook
2024-12-12 14:08:06 +11:00
Gareth Kirwan
00556f274d Subscriptions: Respect DisableAssetWebsocketSupport for assets (#1693)
* Bitmex: Add index asset to test config

* Subscriptions: Fix unsupported WS assets included

fixed 1692

* Bitmex: Assertify and fix tests

* Subscriptions: Fix all asset subs erroring on no enabled assets

Only subs with Empty asset should do anything when assets are empty.
If asset is set to all and no assets are enabled, we should return
nothing
2024-12-06 17:01:36 +11:00