Commit Graph

1033 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
454de17bf4 gateio: Fix contract market order validation and refactor related code (#1950)
* :gateio: fix market order requirement for contracts + clean things

* cranktakular: nits

* fix misc check

* Update exchanges/gateio/gateio_types.go

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

* glorious: nits

* mv func to gateio.go

* cranktakular: nit

* glorious: nits

* gk: nits

* revert change errInvalidClientOrderIDTextPrefix

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-09-05 15:58:46 +10:00
Adrian Gallagher
d5b2cf1759 linters: Add modernise tool check and fix issues (#2012)
* linters: Add modernise tool check and fix issues

* engine: Simplify exch.SetDefaults call and remove localWG

* CI: Revert config versions lint workflow
2025-08-26 12:45:13 +10:00
Scott
85403fe801 exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)
* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

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

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

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

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-26 12:30:21 +10:00
Samuael A.
fc0f262c42 exchanges: Limit mock test JSON data size by truncating slices and maps (#1968)
* 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>
2025-08-26 10:27:07 +10:00
Adrian Gallagher
7ebc392532 build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0 (#2005)
* 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
2025-08-20 11:55:15 +10:00
Copilot
7879633c4a exchanges: Remove self-explanatory comments from test functions (#2004)
* Initial plan

* Remove self-explanatory comments from websocket test functions

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Remove remaining self-explanatory comments from test functions

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
2025-08-19 12:01:04 +10:00
youzichuan
43927553e8 chore: Fix inconsistent function names in comments (#2002)
Signed-off-by: youzichuan <youzichuan6@outlook.com>
2025-08-18 15:23:33 +10:00
Ryan O'Hara-Reid
9030ebf3da exchanges/gateio: Add WebsocketSubmitOrders wrapper func for spot (#1924)
* exchanges/gateio: Add WebsocketSubmitOrders wrapper func for spot

* linter: fix

* Update exchanges/gateio/gateio_wrapper.go

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

* glorious 👶 nits

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* gk: nits

* glorious: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-11 17:14:35 +10:00
Nikolaos Polizopoulos
edf5d84d34 Bithumb: Filter zero quantity values in GetOrderBook (#1969)
* #1947
bugfix: added a filter to eliminate zero quantity of bids and asks at bithumb::GetOrderBook

feature: added assertions in TestGetOrderBook

* resolved comments

* refactor: rename FilterZeros to FilterZeroQuantities and update orderbook filtering logic

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-08-11 09:01:56 +10:00
Ryan O'Hara-Reid
dcf596c72b bybit: enable multiconnection handling across websocket endpoints (#1670)
* 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>
2025-08-08 14:22:29 +10:00
Adrian Gallagher
ba92ba3254 docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* 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
2025-08-08 12:10:53 +10:00
Ryan O'Hara-Reid
90187a3a5a stream/match: allow a single connection to maintain its own match lookup for multi-connection (#1613)
* 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

* glorious: nits

* glorious: nits

* glorious: nits

* start to decouple match from a global reference to a connection

* 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

* 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

* match naming with master changes

* stream: Add tests

* gk: nits on potential blockage in test

* gk; nits assert value

---------

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>
2025-08-06 10:42:35 +10:00
Adrian Gallagher
3178366d86 workflows: Add check for common LLM targeted unicode characters (#1974)
* workflows: Add check for zero width unicode characters

* refactor: exclude .git directory in zero width unicode character check

* Include additional zero width unicode character in check

* refactor: update zero width unicode check to include format characters
2025-08-01 11:05:32 +10:00
Copilot
0fd33341da OKX: Fix intermittent TestGetBlockTrade failure by allowing zero FillVolatility (#1977)
* Initial plan

* Fix intermittent TestGetBlockTrade failure by allowing zero FillVolatility

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Make FillVolatility assertion message more concise

Co-authored-by: gbjk <86617+gbjk@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
Co-authored-by: gbjk <86617+gbjk@users.noreply.github.com>
2025-07-21 10:20:10 +10:00
Copilot
844b3b03b4 Alphapoint: Remove exchange implementation (#1956)
* Initial plan

* Initial analysis: Plan to remove Alphapoint exchange implementation

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Remove Alphapoint exchange implementation and all references

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
2025-07-21 10:18:48 +10:00
Samuael A.
3f534a15f1 cmd/exchange_template, exchanges: Update templates and propogate to exchanges (#1777)
* 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>
2025-07-17 10:46:36 +10:00
gopherorg
0be9b7769d chore: fix some minor issues in comments (#1960)
Signed-off-by: gopherorg <gopherworld@icloud.com>
2025-07-11 11:30:02 +10:00
Adrian Gallagher
16c1ff3bdf Slack: Update shared invite link (#1967)
* Slack: Update shared invite link

* fix: add rel="noopener noreferrer" to Slack invite links for security
2025-07-08 13:19:46 +10:00
Adrian Gallagher
3cc9a2b9e0 exchanges: Refactor time handling and other minor improvements (#1948)
* 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
2025-07-01 09:11:55 +10:00
Adrian Gallagher
48a66c9faa Bitmex: Use mock server for leaderboard and historical stats tests (#1939)
* Bitmex: Enhance leaderboard and stats history tests with mock server responses

* Bitmex: Validate HTTP method in leaderboard and stats historical tests

* Bitmex: Improve assertions in leaderboard and stats historical tests for clarity
2025-06-25 15:48:25 +10:00
Adrian Gallagher
ebcbfab358 exchanges: Improve TestMain usage (#1946)
* exchanges: Improve TestMain usage

* exchanges: Further cleanups

* exchanges/kucoin: update TestProcessOrderbook to use test context

* refactor: rename SetRunning to SetRunningURL for clarity across exchanges
2025-06-25 13:02:47 +10:00
Ryan O'Hara-Reid
61a3d765ee kraken: Sort futures orderbook bids in UpdateOrderbook (#1954)
* kraken: fix orderbook test

* thrasher/gk: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2025-06-25 09:05:06 +10:00
gcmutator
12748ffaa7 chore: Update function comments (#1938)
Signed-off-by: gcmutator <329964069@qq.com>
2025-06-24 17:35:13 +10:00
Ryan O'Hara-Reid
c892f492a9 buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package

* Update exchanges/orderbook/depth.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* linter: fixes

* spelling: fix

* samboss: add in some todos

* sammy nit: add unlock on error

* sammy nits: rm ptr to slice field buffer in orderbookHolder

* sammy nits: Add more coverage bro

* sammy nits: even more coverage

* gk: nits on commentary

* gk: nits change sort.Slice to slices.SortFunc

* gk: fix commentary on buffer clearing

* gk: nits fin

* linter: fix

* Update exchange/websocket/buffer/buffer.go

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

* Update exchange/websocket/buffer/buffer.go

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

* Update exchanges/orderbook/tranches.go

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

* Update exchanges/orderbook/orderbook.go

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

* Update exchange/websocket/buffer/buffer_test.go

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

* Update exchange/websocket/buffer/buffer_test.go

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

* Update exchanges/orderbook/incremental_updates.go

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

* gk: refresh action types and names

* gk nits: consolidate error vars and naming

* gk nits: more name changes

* gk nits; buffer tests update

* gk nits: error var names change

* linter: FIX

* it gets inlined but there is an alloc

* rn field in TODO

* Update exchanges/binance/binance_websocket.go

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

* Update exchanges/binance/binance_websocket.go

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

* orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate()

* orderbook: validate even in presence of checksum and allow cowboy mode

* buffer; fix test

* kraken: fix futures orderbook by reversing incoming bids

* okx: change default spread pair

* Update exchanges/orderbook/validate.go

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

* Update exchanges/orderbook/validate.go

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

* Update exchanges/orderbook/validate.go

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

* Update exchanges/orderbook/validate.go

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

* Update exchanges/orderbook/validate.go

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

* gk: initial nits

* rn fields V(v)erifyorderbook to V(v)alidateOrderbook

* buffer/orderbook: nilguard in validate and change method receiver w -> o

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-06-18 16:19:58 +10:00
Ryan O'Hara-Reid
3e80f1b9e5 websocket/exchanges: populate context before multi connection upgrade (#1933)
* websocket/exchanges: populate context before multi connection upgrade

* fix test

* linter: fix

* gk: dial

* gk: nits rm param names

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-06-17 13:43:00 +10:00
Ryan O'Hara-Reid
2958e64afe orderbook: change Base struct name to Book (#1914)
* orderbook: change Base struct name to Snapshot

* linter: fix

* Update exchanges/exchange.go

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

* Update exchanges/orderbook/depth.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Snapshot -> Book

* Tranche(s) -> Level(s)

* Tranche(s) -> Level(s)

* rm tranche ref

* linter: fix

* linter: rides again

* update tests

* Update exchange/websocket/buffer/buffer.go

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

* Update backtester/eventhandlers/exchange/slippage/slippage.go

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

* Update exchange/websocket/buffer/buffer.go

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

* Update exchange/websocket/buffer/buffer.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* fixup tests

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* gk: nits and rm stuff that is not needed

* Update exchanges/orderbook/orderbook_test.go

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

* gk: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-06-16 17:09:25 +10:00
Ryan O'Hara-Reid
062ee2a77e exchanges: Rename UpdatePushedAt field to LastPushed and use field in gateio REST books (#1917)
* Set update pushed at time and general clean

* after merge fix

* gk: nits

* Update exchanges/gateio/gateio_types.go

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

* Update exchanges/gateio/gateio_test.go

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

* boss: nits

* sneaky boss attack: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-06-13 17:24:43 +10:00
Samuael A.
a8a3bc4ee2 exchanges: Order types update (#1850)
* 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
2025-06-12 15:39:17 +10:00
Adrian Gallagher
d5ba674fc4 codebase: Cleanup various things (#1935)
* 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
2025-06-12 14:12:36 +10:00
Adrian Gallagher
ce134a0a1d types/time, exchanges/kraken: Refactor spot/futures time types (#1936)
* types/time, exchanges/kraken: Refactor spot/futures time types

- Updated WSFuturesTickerData, WsFuturesTradeData, and other related structs to replace int64 timestamps with the new types.Time.
- Adjusted related test cases to accommodate changes in timestamp handling.
- Modified functions in kraken_wrapper and kraken_websocket to utilise the new Time type for better time management.
- Enhanced JSON unmarshalling in the Time type to handle various timestamp formats, including "0" and "0.0".

* refactor: Update JSON field name/types and improve perf

* types/time: revert to more precise check, just check for 'n'

* refactor: Ryan the F1 driver is so back 🏎️

* refactor: Enhance UnmarshalJSON error handling and simplify test cases

* ocd: Fix trigger
2025-06-11 08:43:36 +10:00
Adrian Gallagher
19b8957f3f codebase: Replace !errors.Is(err, target) with testify (#1931)
* 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
2025-06-10 16:29:57 +10:00
Adrian Gallagher
11468ab1b3 Kraken: Protect authToken with RWMutex to prevent race (#1926)
* Fix(kraken): Protect authToken with RWMutex to prevent race

This commit introduces a sync.RWMutex to protect the global `authToken`
variable in `exchanges/kraken/kraken_websocket.go`.

The race condition occurred due to concurrent read/write access to
`authToken` from different goroutines, notably between `WsConnect` (write)
and functions like `wsCancelOrder`, `wsAddOrder`, `wsCancelAllOrders`,
and `manageSubs` (read).

The fix involves:
- Adding `authTokenMutex.Lock()` before writing to `authToken` in `WsConnect`
  and `authTokenMutex.Unlock()` after.
- Adding `authTokenMutex.RLock()` before reading `authToken` in
  `wsAddOrder`, `wsCancelOrder`, `wsCancelAllOrders`, and `manageSubs`,
  and `authTokenMutex.RUnlock()` after.

This change resolves the data race reported in
https://github.com/thrasher-corp/gocryptotrader/issues/1762.
I ran tests in the `exchanges/kraken` package with the `-race`
detector, and all tests passed without detecting any race conditions.

* kraken: Add common websocketAuthToken func for concurrent read access

* Kraken: Only set authToken on mission success

* Refactor: Adjust websocket authentication handling to use setWebsocketAuthToken method and rename wsAuthMu to wsAuthMtx for clarity

---------

Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com>
2025-06-07 12:59:04 +10:00
Samuael A.
0e9adcd1e1 exchanges: Types and unmarshalling methods update (#1899)
* 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
2025-06-02 13:54:49 +10:00
Ryan O'Hara-Reid
8fa6179f65 orderbook: flatpack map and mutex to rwmutex (#1909)
* orderbook: flatpack map and mutex to rwmutex

* glorious: benchmark

* Update exchanges/orderbook/orderbook.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* gk: nits

* linter: fix

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* thrasher-: nits

* okx: fix tests/thrasher niterino

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-05-29 12:31:27 +10:00
Adrian Gallagher
a5b638bfb7 GHA: Add additional checks for common issues (#1922)
* 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
2025-05-28 12:26:51 +10:00
Adrian Gallagher
1e5739dffa LBank: Fix TestGetWithdrawConfig, assertify tests and other minor changes (#1920)
* LBank: Fix TestGetWithdrawConfig, assertify tests and other minor changes

* refactor: Update pair var and other tweaks

* refactor: Increase test coverage for crypto funcs and minor adjustments

* refactor: Replace assert with require for error checks in TestCreateOrder

* Update exchanges/lbank/lbank.go

Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>

* refactor: Correct spelling of HighestPrice in KlineResponse and increase test coverage

* refactor: Update error handling in CreateOrder and improve GetTrades comment

---------

Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
2025-05-27 19:03:09 +10:00
Adrian Gallagher
9f659e71e3 exchanges: Fix race, improve error handling in ValidateKline and assertify related tests (#1919)
* exchanges: Fix race, improve error handling in ValidateKline and assertify related tests

* exchanges: Refactor ValidateKline error handling and enhance related tests

* refactor: Fix spaghetti bolognese if else error logic

* exchanges: Simplify error assertion in TestGetKlineRequest
2025-05-23 17:30:11 +10:00
Ryan O'Hara-Reid
b281759573 gateio: Fix websocket orderbook incremental updates (#1863)
* gateio: Add websocket orderbook update manager

* RM println

* glorious: nit

* Adds delivery futures update processing as well

* Change to const value for delivery

* Drop check out of order, can reinstate if required.

* Adds in validation methods to ensure config changes are correct when expanding templates and return errors with correct info if not.

* fix some things and add in todo when this gets updated

* fix spelling

* linter: fix

* gk: initial nits

* gk: nits shift to template only verification with funcmap, rm interface for single sub checking.

* rm unused error

* linter: fix

* update to const frequency

* gk: wrap with panic and single invocation in template, change name

* gk: nits to check across stored subs with incoming subs

* linter: fix

* updates names, makes things slightly more efficient and adds tests

* linter: fix

* gk: sexc patch v2

* glorious: nits

* gk: nits

* Update exchanges/subscription/template.go

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

* gk: nits

* linter: make peace with linter regulations

* glorious: Add TODO for future template integration

* glorious: commentary nits

* fix name

* give me a break, have a kit kat

* revert whoops

* update wording on comment

* revert secondary call to expand templates and update tests

* misc lint: fix

* Add spot orderbook update interval for 20ms, expand tests, piggy back limit/level off loaded subscription. Thanks to @thrasher-

* linter/spell: fix

* ai nits: drop go routine on mtx RUnlock

* Update exchanges/gateio/ws_ob_update_manager.go

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

* gk: revert to 100ms from 20ms waiting for config upgrade patch

* test: fix

* cranktakular: nits

* strings quoted in fmt call

* thrasher-: nits

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-05-23 17:29:39 +10:00
Samuael A.
640960aec1 exchanges/order: Add TimeInForce type (#1382)
* 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
2025-05-23 09:07:09 +10:00
Gareth Kirwan
8c678063b5 Huobi: Relax TestPairFromContractExpiryCode expiry date tests (#1903)
We saw another false negative failure on huobi NW testing [here](https://github.com/thrasher-corp/gocryptotrader/actions/runs/14926487990/job/41932452598?pr=1901#step:11:731)

On Friday 2025-05-09 the end date for the next week moved to 2025-05-25.

This fix relaxes our tests, and handles the predictable failure on Next Quarter in the same manner as Next Week.
For the quarterly tests, we add another 7 days.

Hopefully this will be the end of this recurring test failure.
2025-05-20 18:48:00 +10:00
Adrian Gallagher
fa3892ff52 Deribit: Remove deprecated public and private portfolio margin endpoints (#1913) 2025-05-19 22:50:55 +10:00
Adrian Gallagher
a22870a89c OKX: Fix intermittent GetFuturesContractDetails issue, add spread endpoints and various refactors (#1900)
* 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
2025-05-19 22:48:34 +10:00
Gareth Kirwan
c2bb050eac Bitmex: Fix deprecated API endpoints and add config migration support (#1901)
* Bitmex: Fix configured WS url ignored

* Bitmex: Replace deprecated WS api endpoint

* [Bitmex deprecated the old WS multiplexing endpoint](https://blog.bitmex.com/api_announcement/api-update-remove-support-realtimemd/)
* [Bitmex deprecated the www WS endpoint in 2021](https://blog.bitmex.com/api_announcement/change-of-websocket-endpoint/). Apparently still in service though.

Fixes #1894
2025-05-14 13:56:53 +10:00
Ryan O'Hara-Reid
61fc778818 okx: Remove WsResponseMultiplexer and various refactors (#1851)
* 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>
2025-05-14 13:37:41 +10:00
Jun
05880d62e6 account: add ProcessChange for update balance (#1875)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-05-09 14:52:11 +10:00
Romano
c9bead8ff3 exchanges/credentials: Improve handling and error reporting (#1886)
* Improve credential handling and error reporting
Swapped out empty credential returns with more specific errors to make things clearer and avoid weird behavior. Added safeguards to handle nil credentials in WebSocket data processing. This gives us better error handling and more reliable fallback options when managing credentials.

* Rewrite gctwrapper test assertions to use substring matching instead of exact string matching

This prevents test failures caused by minor error message formatting changes

* Correct mutex use in GetCredentials

Move mutex from local credentials copy to shares resource access
We were locking the mutex when modifying a local copy instead of when reading from shared credentials
Moved RLock/RUnlock to wrap b.API.credentials access remoived the unnecessary locks when changing the local copy

Reduce lock contention and fix potential race conditions

* Replace test assertions with testify/require package in gctwrapper_test.go

* remove unnecesarry mutex locks in GetCredentials and fix test

* credentials test use require.ErrorIs

* Fix: improve credential handling in BTCMarkets websocket

* Refactor error messages and improve test assertions

* Update exchanges/credentials.go

* Update gctscript/wrappers/gct/gctwrapper_test.go

* credentials: Remove redundant comment for sub account override

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-05-07 12:26:51 +10:00
Gareth Kirwan
3caa149d8e Tests: Use currency.NewBTCUSD and NewBTCUSDT (#1895)
* 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
2025-05-07 11:32:06 +10:00
Gareth Kirwan
def70c5057 GateIO: Fix regression of statusOpen from #1603 (#1896)
PR #1786 regressed the tests in #1603 where statusOpen replaced "open"

This just fixes that
2025-05-07 09:08:16 +10:00
Adrian Gallagher
bea16af380 golangci-lint: Enable usetesting and unused linters (#1893)
* 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
2025-05-01 14:44:29 +10:00
Gareth Kirwan
c2d876d8b0 Exchanges: Remove WalletAddress (#1882)
* 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.
2025-04-30 17:10:36 +10:00