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Author SHA1 Message Date
Luis Rascão
058db10984 exchanges: make ErrPairNotFound an exportable error 
Stop erroring out when receiving execution reports from currency pairs
that have not been enabled.
 2022-01-17 11:18:59 +11:00
Luis Rascão
58c0616a46 binance_cfutures: TimeOnForce is an optional order submission field (#867) 
Do not add it to the request unless filled out as the API will deny the
request otherwise.
 2022-01-17 11:18:34 +11:00
dependabot[bot]
92047dac87 build(deps): bump shelljs from 0.8.2 to 0.8.5 in /web (#874) 
Bumps [shelljs](https://github.com/shelljs/shelljs) from 0.8.2 to 0.8.5.
- [Release notes](https://github.com/shelljs/shelljs/releases)
- [Changelog](https://github.com/shelljs/shelljs/blob/master/CHANGELOG.md)
- [Commits](https://github.com/shelljs/shelljs/compare/v0.8.2...v0.8.5)

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  dependency-type: indirect
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 2022-01-17 11:03:49 +11:00
dependabot[bot]
4a72170f49 build(deps): bump follow-redirects from 1.12.1 to 1.14.7 in /web (#875) 
Bumps [follow-redirects](https://github.com/follow-redirects/follow-redirects) from 1.12.1 to 1.14.7.
- [Release notes](https://github.com/follow-redirects/follow-redirects/releases)
- [Commits](https://github.com/follow-redirects/follow-redirects/compare/v1.12.1...v1.14.7)

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- dependency-name: follow-redirects
  dependency-type: indirect
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 2022-01-17 11:03:18 +11:00
Luis Rascão
98c4725e61 kraken futures: add support for market orders (#870) 
Kraken Futures supports a `mkt` order type which is a market order at
best price with a 1% order protection.
 2022-01-14 10:00:52 +11:00
Ryan O'Hara-Reid
31b969856e cmd: remove empty template files (#872) 
* rm empty files

* docs: regen to test

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-01-14 09:31:19 +11:00
Ryan O'Hara-Reid
008d2a9418 ftx: add greek field support for GetFutureStats function (#864) 
* ftx: update with greeks @romano thankyou

* ftx: fix nits
 2021-12-31 15:18:58 +11:00
dependabot[bot]
b2797b181a build(deps): bump github.com/mattn/go-sqlite3 from 1.14.9 to 1.14.10 (#865) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.9 to 1.14.10.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.9...v1.14.10)

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  update-type: version-update:semver-patch
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 2021-12-31 11:29:23 +11:00
Luis Rascão
15fcfe60a9 request: provide observability over HTTP request latency (#848) 2021-12-17 11:39:34 +11:00
dependabot[bot]
6232914112 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#862) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.7.1 to 2.7.2.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.7.1...v2.7.2)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-12-17 11:05:09 +11:00
dependabot[bot]
815de5e3c5 build(deps): bump github.com/spf13/viper from 1.10.0 to 1.10.1 (#861) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.10.0 to 1.10.1.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.10.0...v1.10.1)

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- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-12-16 09:45:26 +11:00
Ryan O'Hara-Reid
19b76bf2e2 engine/okgroup: fix panic when calling GetDepositAddress() (#858) 
* engine/okgroup: fix caller panic and patched for re-occurance

* engine/helpers: remove nil check as it was not neccessary.
 2021-12-16 09:43:50 +11:00
dependabot[bot]
5aee88c7c5 build(deps): bump google.golang.org/grpc from 1.42.0 to 1.43.0 (#860) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.42.0 to 1.43.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.42.0...v1.43.0)

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  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-12-16 09:42:29 +11:00
Adrian Gallagher
9a1fd796d0 ftx: set TestGetPublicOptionsTrades start date one week from current date to allow for more trade volume (#857) 2021-12-14 12:31:26 +11:00
dependabot[bot]
feb05f1f9a build(deps): bump github.com/spf13/viper from 1.9.0 to 1.10.0 (#856) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.9.0 to 1.10.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.9.0...v1.10.0)

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- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-12-14 10:43:32 +11:00
Luis Rascão
12e3cd9c2b kraken futures: generate a larger nonce on requests (#854) 2021-12-08 12:09:07 +11:00
Florent Clairambault
d1df77171a tiny fixes: Path separator + typos (#853) 
When we are on a *NIX system, the path is incorrect and we can't copy-paste it.

Added some tiny typo fixes.
 2021-12-06 09:23:47 +11:00
dependabot[bot]
d5b90d1539 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#852) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.7.0 to 2.7.1.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.7.0...v2.7.1)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-12-03 10:22:23 +11:00
Ryan O'Hara-Reid
ac692b04f4 log: fix bug, expand test coverage and slightly optimize (#847) 
* log: fix bugs expand coverage and optimise

* log: fix linter issues

* log: fix linter issue and pack methods in same file

* log: drop defer

* logger: move global check inside getfields  and remove unused test function

* logger: Increase note thanks @gloriouscode

* logger: wrap error with writer type

* logger: change variable name

* logger: change variable names and remove validsublogger func as it doesn't add functionality over a standard map call

* logs: error when unsupported output is applied on setup calls

* logs: add glorious suggestion

* logger: add protection to reduce olympic gold medal races

* logger: fix linter issues

* log: glorious niterinos
 2021-11-30 16:43:27 +11:00
taewdy
f266bd14f5 build: bump go version in go.mod (#851) 
* bump go version in go.mod

* go mod tidy
 2021-11-30 09:17:54 +11:00
Adrian Gallagher
02afa1e98b exchanges: remove Coinbene exchange support (#849) 
* exchanges: remove Coinbene exchange support

* RM Coinbene from apichecker backup
 2021-11-29 11:34:35 +11:00
dependabot[bot]
0c5a666854 build(deps): bump github.com/gofrs/uuid (#850) 
Bumps [github.com/gofrs/uuid](https://github.com/gofrs/uuid) from 4.1.0+incompatible to 4.2.0+incompatible.
- [Release notes](https://github.com/gofrs/uuid/releases)
- [Commits](https://github.com/gofrs/uuid/compare/v4.1.0...v4.2.0)

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- dependency-name: github.com/gofrs/uuid
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-11-29 10:34:22 +11:00
Luis Rascão
0e6b653b4f log: expose output writer interface (#845) 
This allows applications that import GCT to define their own
writer on their own terms.
 2021-11-26 09:58:26 +11:00
Luis Rascão
00c1d73ddf huobi futures: fix return type when fetching positions (#844) 2021-11-24 12:36:14 +11:00
Ryan O'Hara-Reid
5c07f3bd34 huobi: Use method IsEmpty (#846) 
* huobi: use method

* huobi: use IsEmpty method for pair type
 2021-11-24 09:51:06 +11:00
Yordan Miladinov
6f72838131 exchanges/binance/coin: FuturesAccountInformation now has all position fields (#835) 
Co-authored-by: Yordan Miladinov <jordanmiladinov@gmail.bg>
 2021-11-23 14:15:37 +11:00
dependabot[bot]
42b292a718 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#843) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.6.0 to 2.7.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.6.0...v2.7.0)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-11-23 09:15:13 +11:00
Scott
3cde5ad7dd Backtester: Fix dividing by zero when missing data (#841) 
* Fixes zero data issues on backtester & fixes drawdown calcs for zeros

* Fixes valuation of holdings + when simultaneous processing disabled

* Fixes an issue for when there is a lot of missing data
 2021-11-19 12:59:34 +11:00
Ryan O'Hara-Reid
da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837) 
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface

* exchanges: add comment and fix whoopsie

* exchanges: fix linter issues

* wrapper_cov_tool: add actual full interface method count to get a better perceived deployment

* exchanges/tool: addr glorious nits

* kraken: remove string in test

* exchange_template_tool: fix tmpl issue
 2021-11-17 15:41:21 +11:00
Scott
7c7aebe22f Binance: Fixes expiring futures contract pair formatting (#836) 
* Fixes expiring contract formatting

* minor simplification

* shazniterinos

* Removes secret scientific test

* continue to address nits

* Shazniterinos

* Adds `bypassConfigFormatUpgrades` feature. Fixes Binance pair parsing.

* lint fix

* Adds test for binance func

* Consistent messaging and oopsie fix
 2021-11-16 15:02:31 +11:00
dependabot[bot]
25e9d284d0 build(deps): bump github.com/d5/tengo/v2 from 2.9.0 to 2.10.0 (#839) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.9.0 to 2.10.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.9.0...v2.10.0)

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- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-11-16 14:20:42 +11:00
Luis Rascão
8124e55add binance: don't enable BTC/USDT instrument without user's knowledge (#821) 
If not instruments were enabled refrain from trying to be clever and
auto-enabling BTC/USDT.
 2021-11-12 10:28:46 +11:00
dependabot[bot]
2899f3978f build(deps): bump y18n from 3.2.1 to 3.2.2 in /web (#833) 
Bumps [y18n](https://github.com/yargs/y18n) from 3.2.1 to 3.2.2.
- [Release notes](https://github.com/yargs/y18n/releases)
- [Changelog](https://github.com/yargs/y18n/blob/master/CHANGELOG.md)
- [Commits](https://github.com/yargs/y18n/commits)

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  dependency-type: indirect
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 2021-11-11 13:11:23 +11:00
dependabot[bot]
0abc6a2b7c build(deps): bump github.com/lib/pq from 1.10.3 to 1.10.4 (#834) 
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.3 to 1.10.4.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.3...v1.10.4)

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- dependency-name: github.com/lib/pq
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-11-10 12:07:00 +11:00
Yordan Miladinov
417b2a77ef exchanges/binance/coinm: fix order submission (#819) 
* exchanges/binance: proper arguments order when calling Binance.FuturesNewOrder

* exchanges/binance: adapt FuturesOrderPlaceData (+ unmarshaling) to latest coin/delivery futures API

* exchanges/binance: introduce futuresNewOrderRequest and use it to pass order parameters for coin margined futures

* exchanges/binance: test json unmarshaling of FuturesOrderPlaceData

* exchanges/binance: reorder fields as per docs, include missing fields (also in tests)

* exchanges/binance/coinm: use constants instead of hard coded strings (also fixes linting)

* exchanges/binance/coinm: pass futuresNewOrderRequest by reference

* exchanges/binance/coinm: expose FuturesNewOrderRequest

* exchanges/binance/coinm: do not explicitly assign default values fields of FuturesNewOrderRequest

* exchanges/binance/coinm: document FuturesNewOrderRequest

* exchanges/binance/coinm: expose all fields of FuturesNewOrderRequest

* exchanges/binance/coinm: expose fields of FuturesNewOrderRequest

* exchange/binance/coin: order submission: add support for priceProtect

Co-authored-by: Yordan Miladinov <jordanmiladinov@gmail.bg>
 2021-11-10 10:24:30 +11:00
dependabot[bot]
da8a9f8372 build(deps): bump lodash from 4.17.19 to 4.17.21 in /web (#832) 
Bumps [lodash](https://github.com/lodash/lodash) from 4.17.19 to 4.17.21.
- [Release notes](https://github.com/lodash/lodash/releases)
- [Commits](https://github.com/lodash/lodash/compare/4.17.19...4.17.21)

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- dependency-name: lodash
  dependency-type: indirect
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 2021-11-09 13:34:35 +11:00
dependabot[bot]
5004c1b905 build(deps): bump handlebars from 4.7.6 to 4.7.7 in /web (#831) 
Bumps [handlebars](https://github.com/wycats/handlebars.js) from 4.7.6 to 4.7.7.
- [Release notes](https://github.com/wycats/handlebars.js/releases)
- [Changelog](https://github.com/handlebars-lang/handlebars.js/blob/master/release-notes.md)
- [Commits](https://github.com/wycats/handlebars.js/compare/v4.7.6...v4.7.7)

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 2021-11-09 13:09:40 +11:00
dependabot[bot]
78df31030a build(deps): bump hosted-git-info from 2.6.0 to 2.8.9 in /web (#830) 
Bumps [hosted-git-info](https://github.com/npm/hosted-git-info) from 2.6.0 to 2.8.9.
- [Release notes](https://github.com/npm/hosted-git-info/releases)
- [Changelog](https://github.com/npm/hosted-git-info/blob/v2.8.9/CHANGELOG.md)
- [Commits](https://github.com/npm/hosted-git-info/compare/v2.6.0...v2.8.9)

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 2021-11-09 12:35:59 +11:00
dependabot[bot]
0424f7a609 build(deps): bump browserslist from 4.13.0 to 4.17.6 in /web (#827) 
Bumps [browserslist](https://github.com/browserslist/browserslist) from 4.13.0 to 4.17.6.
- [Release notes](https://github.com/browserslist/browserslist/releases)
- [Changelog](https://github.com/browserslist/browserslist/blob/main/CHANGELOG.md)
- [Commits](https://github.com/browserslist/browserslist/compare/4.13.0...4.17.6)

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- dependency-name: browserslist
  dependency-type: indirect
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 2021-11-09 12:33:53 +11:00
dependabot[bot]
407cd2e4e3 build(deps): bump path-parse from 1.0.5 to 1.0.7 in /web (#825) 
Bumps [path-parse](https://github.com/jbgutierrez/path-parse) from 1.0.5 to 1.0.7.
- [Release notes](https://github.com/jbgutierrez/path-parse/releases)
- [Commits](https://github.com/jbgutierrez/path-parse/commits/v1.0.7)

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- dependency-name: path-parse
  dependency-type: indirect
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 2021-11-09 12:26:52 +11:00
dependabot[bot]
5ffb88646f build(deps): bump dns-packet from 1.3.1 to 1.3.4 in /web (#826) 
Bumps [dns-packet](https://github.com/mafintosh/dns-packet) from 1.3.1 to 1.3.4.
- [Release notes](https://github.com/mafintosh/dns-packet/releases)
- [Changelog](https://github.com/mafintosh/dns-packet/blob/master/CHANGELOG.md)
- [Commits](https://github.com/mafintosh/dns-packet/compare/v1.3.1...v1.3.4)

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  dependency-type: indirect
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 2021-11-09 12:25:07 +11:00
dependabot[bot]
ddb7089747 build(deps): bump url-parse from 1.4.7 to 1.5.3 in /web (#828) 
Bumps [url-parse](https://github.com/unshiftio/url-parse) from 1.4.7 to 1.5.3.
- [Release notes](https://github.com/unshiftio/url-parse/releases)
- [Commits](https://github.com/unshiftio/url-parse/compare/1.4.7...1.5.3)

---
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 2021-11-09 12:22:59 +11:00
dependabot[bot]
41d862295e build(deps): bump jszip from 3.1.5 to 3.7.1 in /web (#829) 
Bumps [jszip](https://github.com/Stuk/jszip) from 3.1.5 to 3.7.1.
- [Release notes](https://github.com/Stuk/jszip/releases)
- [Changelog](https://github.com/Stuk/jszip/blob/master/CHANGES.md)
- [Commits](https://github.com/Stuk/jszip/compare/v3.1.5...v3.7.1)

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  dependency-type: indirect
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 2021-11-09 12:18:39 +11:00
dependabot[bot]
d2fa9e9b5b build(deps): bump github.com/d5/tengo/v2 from 2.8.0 to 2.9.0 (#824) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.8.0 to 2.9.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.8.0...v2.9.0)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 2021-11-09 11:45:28 +11:00
Luis Rascão
ca428f5203 binance: allow exposure of trade feed through data channel (#823) 2021-11-08 12:17:01 +11:00
Scott
6eaa2e4073 Backtester: USD tracking (#818) 
* Initial concept for creating price tracking pairs

* Completes coverage, even with a slow test

* I dont know what point to hook this stuff up

* Bit of a broken way of handling tracking pairs

* Correctly calculates USD rates against all currencies

* Removes dependency on GCT config

* Failed currency statistics redesign

* initial Update chart to use highcharts

* Minor changes to stats

* Creats funding stats to handle the stat calculations. Needs more work

* tracks USD snapshots and BREAKS THINGS FURTHER

* Fixed!

* Adds ratio calculations and such, but its WRONG. do it at totals level dummy

* End of day basic lint

* Remaining lints

* USD totals statistics

* Minor panic fixes

* Printing of funding stats, but its bad

* Properly calculates overall benchmark, moves funding stat output

* Adds some template charge, removes duplicate fields

* New charts!

* Darkcharts. funding protection when disabled

* Now works with usd tracking/funding disabled!

* Attempting to only show working stats based on settings.

* Spruces up the goose/reporting

* Completes report HTML rendering

* lint and test fixes

* funding statistics testing

* slightly more test coverage

* Test coverage

* Initial documentation

* Fixes tests

* Database testing and rendering improvements and breakages

* report and cmd rendering, linting. fix comma output. rm gct cfg

* PR mode 🎉 Path field, config builder support,testing,linting,docs

* minor calculation improvement

* Secret lint that did not show up locally

* Disable USD tracking for example configs

* ShazNitNoScope

* Forgotten errors

* ""

* literally Logarithmically logically renders the date 👀

* Fixes typos, fixes parallel test, fixes chart gui and exporting
 2021-11-08 12:10:15 +11:00
dependabot[bot]
77d90a1a6c build(deps): bump google.golang.org/grpc from 1.41.0 to 1.42.0 (#820) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.41.0 to 1.42.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.41.0...v1.42.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 2021-11-03 10:26:23 +11:00
Luis Rascão
4531fdcb4a exchanges/websocket: Expose Trades/Fills feed through data channel (#814) 
* Expose trade feed websocket exchange data through data channel

Most relevant to applications that import GCT as a lib, this allows
them to (through configuration, disabled by default) receive trade data
through the data channel similarly to the orderbook feed.

* exchanges: allow exposure of trade websocket feed through data channel

* Expose fill feed websocket abstracted exchange data through data channel

* exchanges: allow exposure of fill websocket feed through data channel
 2021-10-28 10:25:15 +11:00
khcchiu
8617b50ff6 Exchanges: enrich order history with avg executed price, cost, and more (#792) 
* Exchanges: enrich order history with avg executed price, cost, and more

* Fix division by zero in order detail enrichment

* Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing

* Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts

* BTSE order history populate name and id

* Calculate average executed price for market order or when order amount is zero

* Minor fixes on infer order amounts, costs, and times

* Attach InferAmountsCostsAndTimes to Order.Detail

* Binance: fix order status

* Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
 2021-10-26 11:22:30 +11:00
dependabot[bot]
6345014612 build(deps): bump github.com/shopspring/decimal from 1.3.0 to 1.3.1 (#815) 
Bumps [github.com/shopspring/decimal](https://github.com/shopspring/decimal) from 1.3.0 to 1.3.1.
- [Release notes](https://github.com/shopspring/decimal/releases)
- [Changelog](https://github.com/shopspring/decimal/blob/master/CHANGELOG.md)
- [Commits](https://github.com/shopspring/decimal/compare/v1.3.0...v1.3.1)

---
updated-dependencies:
- dependency-name: github.com/shopspring/decimal
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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

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 2021-10-21 10:35:16 +11:00