Commit Graph

18 Commits

Author SHA1 Message Date
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
Jun
7a6d6cc002 trade: remove exchangeName for AddTradesToBuffer (#1820)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-06 12:50:03 +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
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
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
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
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
Adrian Gallagher
69bb645fc2 docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects

* docs: Replace non-template based references and correct templates
2024-11-08 10:10:49 +11:00
Ryan O'Hara-Reid
ac731ce283 websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* 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

* 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.

* gk: nits

* Leak issue and edge case

* gk: nits

* gk: drain brain

* glorious: nits

* 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

* defer lock and use functions that don't require locking in SetProxyAddress

* lint: fix

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-10-10 15:09:52 +11:00
Ryan O'Hara-Reid
d31fa3ff3d types: Add Time type from Gateio and share across codebase (#1648)
* consolidate type to types package and share across code base

* rm convert type and convert codebase

* rm irrelavant test cases

* Fix tests

* glorious nits

* Update exchanges/gateio/gateio_types.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>
2024-10-01 10:46:55 +10:00
Ryan O'Hara-Reid
b461c32a5e stream/okx: allow rate limit definitions to be used by the stream package (#1641)
* stream: rate limiter definitions

* Update exchanges/request/request_test.go

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

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-09-13 13:56:46 +10:00
Ryan O'Hara-Reid
cb6b3421a7 exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality (#1578)
* exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality.

* glorious: nits

* rm unsused

* updoo

* glorious: purgerino

* reduce duplicate code

* thrasher: engrish

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2024-09-02 16:43:05 +10:00
Ryan O'Hara-Reid
17c2ef2ec7 stream/match: Reduce complexity and limit locking when match occurs (#1581)
* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* glorious: whooops

* 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

* glorious: nits

* glorious: nits

* Update exchanges/stream/stream_match_test.go

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

---------

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>
2024-08-19 10:35:46 +10:00
Ryan O'Hara-Reid
48349bc3bb protocol/order: adds additional fields for trading requirements (#1552)
* Add in initial handling for quote/base currency deployment requirements

* include client order ID checking

* glorious: suggestions

* spell and fix

* linter/context/test

* rework tests and order side specific requirements

* linter

* mend panic at the disco

* mending more panics at the disco

* anudda fix brudda

* glorious: NITTTTTT BOOOOOMB

* leftover things and stuff

* whoops

* tie in gateio

* glorious: nit fixes life and everything.

* thrasher: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-07-03 16:07:23 +10:00
Scott
e16e16b4a1 Deribit: bug fixes, test fixes and implement GetCurrencyTradeURL (#1558)
* initial

* fixes WS instrument parsing, adds new funcs

* lint, err restore, funding rate fixes

* tightens function

* fix breaking test, reimplement option string

* fixes klines

* enhance regex

* WHOOPS

* verbose whoops

* exchange interval for basic too

* Adds err processing, err channel, fix the others

* utilises concurrent error grabber

* minor shrinkage, its cold
2024-06-07 15:56:17 +10:00
Gareth Kirwan
1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00
Ryan O'Hara-Reid
f6a95da536 exchanges/request: abstract and consolidate rate limiting code to request package (#1477)
* initial consolidation of rate limiting code to request package to reduce bespoke code implementation

* continued

* finish abstraction

* lint

* exchanges: fix tests

* linter: fix

* poloniex: fix auth rate limit not being set

* ratelimiter: convert from token to weight

* glorious: nits addressed with fire

* linter: rip

* change func name set -> get

* fix test

* derbit: impl

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-06-03 11:57:31 +10:00
Samuael A
aeb4a87913 exchanges: Add Deribit exchange support (#1082)
* deribit implementation

* add ws impll

* cleanup

* Update deribit_wrapper.go

* Add missing endpoints

* Fix config file

* asset type update

* Update code structure

* Update authenticated private endpoints unit tests

* Updating websocket

* Updating websocket connection and subscription handling

* Finishing up adding subscription push data

* Adding websocket public endpoint

* Adding WS endpoints

* Adding websocket unit tests

* Minor clean-up

* Integrating websocket endpoints into the wrapper funcs

* Updating exchange documentations

* Fixing test issues

* Code cleaning-up

* fix test issues

* Updating validations and logic errors

* Updating wrapper issues

* fix test issues

* Slight test update

* Unit test and code structure update

* Update websocket tempos

* Slight update on code structure

* Minor update on unit tests

* Update depending on review comments

* Minor code fix and doc re-generating

* Update on Candlestick wrapper functions

* Minor updates

* minor unit test updates

* Minor updates on weboscket and unit tests

* minor linter fix

* codespell and rate limiter issues

* single linter issue fix

* adding rate limiter

* Add ratelimiter to websocket conn and overall code update

* fix websocket push data issue

* Implementing missing wrapper function

* Websocket fix

* Minor update on missing endpoint and other

* fixing websocket issues and cleaningup

* Minor tempo fix

* Minor linter issues

* unit test update

* Indexing error fix

* Websocket connection fix

* string formatting fix

* Small fix on unit tests

* fix minor json conversion issue

* websocket and documentation update

* websocket, wrapper and unit test updates

* Documentation and unit tests update

* Fix unit tests

* wrapper fix for new change

* Unit test fix

* timestamp conversion and unit tests update

* Minor instrument ID conversion fix

* instrument formats and unit test update

* formatting and unit test fix

* config update

* Updating websocket and adding the Spot support

* Add small unit test fix

* unit test and websocket handlers update

* Linter issues fix

* minor documentation and code update

* Minor fix

* added a wrapper func GetLatestFundingRates

* Types, wrapper update, and unit tests

* Minor config update

* fix wrapper unit tests

* Resolve all panic and wrapper test issues

* minor unit test fix

* fix issues and adding newly added endpoints

* updates and added remaining endpoints with unit tests

* Update unit tests using assert

* Added missing endpoints and unit tests

* Minor updates and clean-ups

* Resolve tradable pair fetching  panic

* Mutex fix

* Added Options assets test and minor fixes

* subscription mothod updated

* Remove misadded code lines

* resolve websocket

* Updating tests, types, endpoint methods and others

* Added GetFuturesContractDetails and minor fix

* fix linter issue

* revert change on candlestic time

* Added filters to candles

* minor unit test and wrapper fix

* Minor unit tests update

* cahnge param key for GetOrderMarginByID

* updating unit tests and resolve issues

* Update websocket unit tests

* Minor fix based on review

* Revert unit test change

* fix pair config issue

* Added missing wrapper functions

* Fix missing review changes

* Fix options request pair formatting

* fix AllExchangeWrappers test issue

* Changes with unit test and wrapper based on the review

* Fix to options reg-exp

* wrapper functions fix

* Update MaximumFundingRateHistory filter and minor fixes

* Fix besed on review comment

* Fix issues on review comment

* linter fix

* fix minor unit test issue

* Fix unit test issues

* Update trade order cancellation responses

* fix config files issue

* lint update config files

* Update unit tests

* Update return values and response handling

* added missing endpoint and fixes based on review comment

* toggle useTestNet back

* Update cancel by label and other fix

* fix forgotten cancel all response type

* update CancelResp type

* Fix unmarshaling error

* updated websocket orderbook load issue

* fix websocket lock and groups

* Change Items to Tranche and fix linter issues

* Fix orderbook issue

* Update unit tests offline error handling, and endpoints argument and  error handling

* Contributors documentation update and change error return type

* Updated unit tests based on review comment

* Update unit tests and removed password change endpoint

* Fix race condition

* Update on tests, test pairs, and wrapper config

* Update test tradable pairs loading

* Update unit tests, fix linter issues, and update wrapper functions

* remove credentials

* Update test and fix authentication method and few authenticated endpoints

* fix codespell issue

* group the repeated currency code check to a func

* added unit test for repeated pair check func

* Added a base coin and related updates

---------

Co-authored-by: E Sequeira <earncef@earncef.com>
2024-05-29 10:28:03 +10:00