Commit Graph

206 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
1fab9c72d2 gateio: Remove listOfAssetsCurrencyPairEnabledFor method and optimise websocket asset processing (#1723)
* remove listOfAssetsCurrencyPairEnabledFor and optimise paths

* add helper method and further optimise

* glorious: nits thanksssss!

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-11-20 16:15:38 +11:00
Adrian Gallagher
d172f3dfe1 gateio: Update contract settlement currencies (#1702)
* gateio: Update contract settlement currencies

* GateIO: Fix TestGetSettlementFromCurrency race
2024-11-08 10:11:13 +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
bd2cc9d7bb gateio: Small update on fields and subscriptions (#1658)
* Cherry_pickable

* gateio/websocket: use millisecond time for more accurate push time

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-10-21 17:05:26 +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
Gareth Kirwan
bfd499f0c9 GateIO: Add websocket subscription configuration (#1599)
* GateIO: Switch TestMain to using testexch.Setup

* GateIO: Test config updates

* GateIO: Privatise and rename genSubs

* GateIO: Subscription configuration
2024-10-01 09:39:24 +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
46f3080737 gateio: fix and optimise time parsing (#1647)
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-09-12 13:21:31 +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
Adrian Gallagher
15e0eedc8b tests: Fix various issues (#1634)
* GateIO: Align struct for int64 usage

* CI/build: Skip specific tests when run under Docker

* slippage: Fix TestRandomSlippage intermittent issue
2024-08-27 12:54:11 +10:00
Ryan O'Hara-Reid
1cabba73b9 common/gateio/stream: add thread-safe counter and overide default GenerateMessageID with connection specific implementation (#1615)
* add counter and update gateio

* Update exchanges/gateio/gateio.go

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

* thrasher: nits

* add test case

* linter: fix

* revert change

* thrasher nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-08-24 12:18:20 +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
Adrian Gallagher
225429bda6 CI/build: Update Go version, linters and fix minor issues (#1612)
* CI/build: Update Go version, linters and fix minor issues

* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
2024-08-16 17:41:11 +10:00
Ryan O'Hara-Reid
facf291069 currency/exchanges: Add bespoke exchange translator and pair matching helper (#1556)
* currency: translation and matching pairs

* Update exchanges/exchange_types.go

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

* glorious: nits

* linter: fix?

* translation

* fix cherry pick

* gateio: translation for mbabydoge with 1e6 divisor

* okx: add translation

* cherry-pick: fix

* glorious: todos

* thrasher: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-08-16 16:47:17 +10:00
Ryan O'Hara-Reid
91ff6c5c12 orderbook/gateio: add field UpdatePushedAt and InsertedAt for specific websocket updates (#1590)
* Add in extra field for colocation monitoring

* rm tags

* populate through gateio orderbooks

* populate through incremental updates

* Add insert at field for orderbook depth

* I AM A BAD SPELLLLLLA

* add it in

* c change

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-08-15 16:11:22 +10:00
Ryan O'Hara-Reid
425ec0ce62 orders/gateio: Add GetTradeAmount method to order.Submit type (#1584)
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-07-23 14:30:42 +10:00
Ryan O'Hara-Reid
45ef2b1445 Gateio: Add unified account API endpoint support (#1573)
* gateio: Add unified account fetching

* Add test change name add commentary

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-07-23 13:21:13 +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
Ryan O'Hara-Reid
4c4b6935be gateio: update FuturesAccount and Position structs; rename gateioTime to Time (#1532)
* gateio: update FuturesAccount struct

* gateio: update Position struct

* gateio: rm redundant checks and add in actual required checks

* export GateioTime

* linter: fix

* linter: again fix

* issue: fix

* gateio: update fee struct and such

* Update exchanges/gateio/gateio_types.go

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

* Update exchanges/gateio/gateio_convert.go

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

* use Time type acrost file

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-06-14 11:54:27 +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
Gareth Kirwan
7d1eecfa7e Tests: Various race fixes and move TestFixtureToDataHandler (#1534)
* Tests: Move and simplify TestFixtureToDataHandler

* Currency: Fix PairsManager.Load breaking matcher

* Tests: Add multi-instance cache to UpdatePairsOnce

* Kraken: Fix TestUpdateTickers race error

Calling StorePairs on global instance can lead to race

* Bitfinex: Fix TestUpdateTickers racing intermittently

* Currency: Fix concurrent access to PM formats

* Currency: Fix SupportsAsset implementation

This should delegate entirely to PairManager's IsAssetSupported

* Okx: Fix PM intrusion, rm GetPairFromInstrumentID

* Exchange: Fix SetGlobalPairsManager to set asset enabled

* Bitflyer: Fix race on set TestGetCurrURL

TestGetCurrencyTradeURL would fail sometimes due to sequencing of
enabling futures but not having pairs for it.

* Tests: Simplify usage pattern for FixtureToDH
2024-05-16 14:09:26 +10:00
Ryan O'Hara-Reid
4cd4fb06b4 orderbook: Refactor package structure for simplicity and efficiency (#1465)
* initial purge and benchmarks proof before rn overhaul

* rn LinkedList -> Tranche(s) and purge references

* roll out acrost exchanges

* linterino

* rn silly billy label

* linter strikes AAAAAGAIN!

* fix some things

* rm comment

* Add actual comparison from master to branch benchmark for sorting algorithms

* lower case via git mv YAAY!

* drop code

* convert type name

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-05-14 15:51:34 +10:00
Scott
f1ff951199 engine/exchanges: Add GetCurrencyTradeURL wrapper func/gRPC endpoint (#1521)
* beginning the concept

* expands testing and implementations

* test standardisation, expansion

* more

* finish remainder, add rpc func

* lint

* grammar? I barely know her!

* wow i forgot something wow wow wow wow

* rm SendPayload

* enFixio!

* improve binance long-dated support

* update test design, update wrapper funcs

* adds kraken futures, adds bybit support

* fixes SIMPLE bugs

* s is for sucks

* fixed option url x2

* fixed silly test
2024-05-03 17:01:17 +10:00
Ryan O'Hara-Reid
694f2f7944 gateio: fix spot/futures order issues (#1524)
* gateio: fix spot deployment issue

* fix status bug add test

* to actual return type

* fix linter

* ch type

* glorious: nits

* rm space

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-04-29 13:54:06 +10:00
Ryan O'Hara-Reid
9657a570dd exchanges: shift GetDefaultConfig wrapper function to exchange.go (#1472)
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code

* rm alphapoint bootstrap method as is defined as exchange.Base method

* add tests

* glorious: make it a function and make it IBOTEXCHANGE

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2024-04-12 16:15:43 +10:00
Gareth Kirwan
3e4b9becfe Tests: Abstract UpdatePairsOnce (#1503) 2024-03-15 16:37:06 +11:00
Ryan O'Hara-Reid
6ccb0e0c2f gateio/kucoin: assortment of fixes (#1404)
* gateio: fix unmarshal bug and update fields

* gateio: fix wrapper function function, add helper methods

* update order types and add kucoin wrapper fix

* currency pairs

* Add tests

* gateio; inspect error and continue for no funds in account, kucoin: fetch all settlement amounts

* futures: order fixit

* finish off gateio updates for market orders

* cute line

* Update exchanges/kucoin/kucoin_wrapper.go

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

* Update exchanges/kucoin/kucoin_wrapper.go

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

* Update exchanges/gateio/gateio.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* glorious: nits

* glorious: nits - filter by pair match and fix bug where the endpoint returns details instead of message

* Add fix for leverage check (non-merge) my ip has been blocked from gateio still... scammmmmmmm

* glorious: nitters

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-03-06 13:06:13 +11:00
Ryan O'Hara-Reid
32a35b3f52 Kucoin: Change default websocket subscription channel for tickers and orderbooks (#1371)
* kucoin: quick batching support for ticker/trades and orderbooks

* fix test

* kucoin: move pieces add commentry

* kucoin: optimise listOfAssetsCurrencyPairEnabledFor and refactor implementations, address specific orderbook channel subscription handling

* glorious: nits

* thx @thrasher-: nits addressed

* rm types and tests that are not needed

* rm subs checking code, and convert to types.Number

* not needed anymore

* fix tests

* set up reader routine to process updates before init a potential slow websocket subscriber

* implement glorious suggestion

* glorious: nitters

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-03-04 12:05:26 +11:00
Gareth Kirwan
52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress

IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)

SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.

* Websocket: Expand and Assertify tests

* Websocket: Simplify state transistions

* Websocket: Simplify Connecting/Connected state

* Websocket: Tests and errors for websocket

* Websocket: Make WebsocketNotEnabled a real error

This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()

* Websocket: Add more testable errors

* Websocket: Improve GenerateMessageID test

Testing just the last id doesn't feel very robust

* Websocket: Protect Setup() from races

* Websocket: Use atomics instead of mutex

This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.

* Websocket: Fix and simplify traffic monitor

trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.

The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.

Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset

* Websocket: Split traficMonitor test on behaviours

* Websocket: Remove trafficMonitor connected status

trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.

Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.

* Websocket: Set disconnected earlier in Shutdown

This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor

* Websocket: Wait 5s for slow tests to pass traffic draining

Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
2024-02-23 18:39:25 +11:00
Adrian Gallagher
08da42ddb7 CI/build: Update Go version, linters and fix minor issues (#1473)
* CI/build: Update Go version, linters and fix minor issues

* Bump golangci-lint to v1.56.1

* BinanceUS: Make uint usage consistent

* Throw blank identifiers into the trash
2024-02-14 11:02:06 +11:00
Gareth Kirwan
d7818ea956 Exchanges: Remove bespoke pair upgrade handling and abstract Start/Run (#1424)
* Exchanges: Remove Pair upgrade handling

Now redundant behind #1401. These paths should never be met.

Several legacy coin upgrade paths being deprecated as well: ZUSD and CNY
Expecting any users with bad config from 3+ years ago would have to
reset anyway.

Also: At the time the intention of this was to upgrade the config
format.
However now, instead, it'd mostly serve to reset enabled pairs if
there's a config mistake, which doesn't feel right.

* Kraken: Fix typo in Kraken type struct

* Exchanges: Abstract exchange Start() and Run()

* Exchanges: Add test for abstracted Start

* Exchanges: Move Start to Bootstrap

* Simplify waitgroup usage
* Add call to exchange.Bootstrap to allow overide or supplementation

* Exchanges: Concurrent common bootstap actions

* Gateio: Remove incorrect Run in test

* GateIO: Fix pair dependencies in tests

This ensures that the pairs are initialised no more than needed and
kind-of just-in-time.
Better pattern might be to use a function to get these pairs when we
need them.

* Exchanges: Complete UpdatePairs before ExecLims

If we're going to update pairs, it needs to complete before we check for
limits to avoid errors on old pairs

* Exchanges: Remove Start and Run from tmpl

Since they're replaced by bootstrap now and shouldn't need customisation
normally

* Alphapoint: Move Start to Bootstrap

* GateIO: Fix linter shadow var
2024-01-31 19:29:36 +11:00
Gareth Kirwan
e007f69f7c exchanges/websocket: Implement subscription configuration (#1394)
* Websockets: Move Subscription to its own package

This allows the small type to be imported from both `config` and from
`stream` without an import cycle, so we don't have to repeat ourselves

* Subs: Renamed Currency to Pair

This was being mis-used through much of the code, and since we're
already touching everything, we might as well fix it

* Websockets: Add Subscription configuration

* Binance: Add subscription configuration

* Kucoin: Subscription configuration

* Simplify GenerateDefaultSubs
* Improve TestGenSubs coverage
* Test Candle Sub generation
* Support Candle intervals
* Full responsibility for formatting Channel name on GenerateDefaultSubs
  OR consumer of Subscribe
* Simplify generatePayloads as a result
* Fix test coverage of asset types in processMarketSnapshot

* Exchanges: Abstract ParallelChanOp

* Tests: Generic ws mock instances

* Kucoin: Fix intermittent conflict in test currs

Use isolated test instance for `TestGetOpenInterest`.

`TestGetOpenInterest` would occassionally change pairs before
GenerateDefault Subs.
2024-01-24 15:54:07 +11:00
Ryan O'Hara-Reid
0c40f90ceb requester: purge max request jobs (#1379)
* requester: purge max request jobs

* request: rm unused error

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2024-01-22 12:48:45 +11:00
Scott
b71bf1f3d1 exchanges/futures: Implement open interest (#1417)
* adds open interest to exchanges

* ADDS TESTING YEAH

* New endpoints, BTSE, RPCS, cached

* slight design change, begin gateio

You will need to get cached for
each exchange that supports it

* gateio, huobi, rpc

* fix up kraken, cache retrieval

* okx, gateio

* finalising all implementations and tests

* definitely my final ever commit on this

* Well, well, well

* final v2

* quick fix of bug

* test coverage, assert notempty, test helper

Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise

* minimises REST requests for Open Interest

* types.Number merge misses

* Minimises Kraken REST calls

* len change, value -> pointer receiver

* further fixup

* fixes gateio, batch calculates open interest

* single gateio, lint const fixes

* rejig and more thorough oi for huobi

* formatting expansion

* minor fix for handling expiring contracts

* rm unused Binance strings

* add bybit support, fix bybit issues

* oopsie doopsie, dont look at my whoopsie

* Fix issue, remove feature

* move an irrelevant function for the pr

* mini bybit upgrades

* fixes cli request bug
2024-01-12 15:27:35 +11:00
Gareth Kirwan
2b3c63c5b3 Exchanges: Convert bespoke Number types to types.Number (#1429)
* Kucoin: Rename WsSpotTicker => WsSnapshot

* Kucoin: Replace kucoinNumber => types.Number

* Okcoin: Convert to types.Number

* Gateio: Convert to types.Number

* Okx: Convert to types.Number
2023-12-28 14:55:23 +11:00
Gareth Kirwan
f05f24da8b Types: Switch convert.StringToFloat64 to types.Number (#1415)
* Types: Add Number type

* Types: Switch StringToFloat64 for Number

This change mostly just renames the type.
convert package and StringToFloat64 represent actions, not types,
and make it misleading to use outside of the API context,
especially when using it for a Float64ToString operation.

* Common: Remove StringToFloat64

Replaced by types.Number

* fixup! Types: Switch StringToFloat64 for Number

Second pass at Okx

* Spellcheck: Fix whitespace handling for okx line
2023-12-20 13:01:27 +11:00
Ryan O'Hara-Reid
f23cc004fd Gateio: Implement GetHistoricalFundingRates wrapper func (#1385)
* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

* local lint but remote lint, lint, lint, lint

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors

* gateio: Add func GetHistoricalFundingRates

* glorious: nits

* rm: print call

* glorious: nits fix test

---------

Co-authored-by: Scott <scott.grant@thrasher.io>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-11-22 10:52:26 +11:00
Scott
70690d9a04 futures: Implement GetLatestFundingRates across exchanges (#1339)
* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

* local lint but remote lint, lint, lint, lint

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors
2023-11-03 11:01:32 +11:00
Gareth Kirwan
f9437dbd08 Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions

* This switches all RO uses of the mutex to use a RLock method.
* The mutex used for discrete field access has had scope drift from
  name 'connectionMutex' so rename to more appropriate fieldsMutex
* The mutex used for Set/CanUseAuthEndpoints moves from the
  subscriptions endpoint to the fieldsMutex
* Add GetSubscription by key
* Expose stream.Matcher type

* Bitfinex: Subscribe and Unsubscribe atomicly

* Fix Auth failures ignored
* This change makes it so that Subscribe and Unsubscribe wait for success
** Tells the DataHandler about errors
** Errors are returned to consumers
* Subscribes concurrently to the channels
* It also simplifies the chanId to stream mapping
* Removes unable to locate chanID: %d errors which are just noise
* Paves the way for unified channelSubscription id handling
* Adds support for subId for Book subscriptions, which is more robust

* Vastly simplifies what we need to test TestWsSubscribedResponse
This test was working to ensure that the various fancy key parsing
mechanisms all worked. Now that we use subId, we just need a thorough
test of that
* Expose Match.Set in order to capture websocket incoming data
Can't see another way of doing this. Doesn't seem too bad

* Allow tests to run with auth or WS
These flags made it difficult to run the tests whilst working on
websockets

* Enable API auth and WS in testconfig
This change minimises the changes requires for a full test run against
live endpoints, so that new contributors have a clearer testing path.
I cannot see any reason to turn WS off and Auth endpoints off when we're
not going to run API tests without Creds being set, and we're not going
to do live fire tests without canManipulateRealOrders

* TestWsSubscribe and various fixes
** Enables the websocket for live non-authed integration tests by default
** Adds an integration test for subscriptions
** Changes the Ws tests to respect canManipulateRealOrders
** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests
** Allows api creds to live in config/testdata.json which might be
  less likely to accidentally commit, and less obtrusive

* Bitfinex: Support period and timeframe for Candles

* Fixes manual Subscribe() symbol or key formatting
* Unifies handling of params for DefaultSubscriptions and manual
  subsrciptions

* Bitfinex: Handle conf and info WS channel events

* Bitfinex: Better tests for subscriptions

* fixup! Websockets: Add keys to websocket subscriptions

* fixup! Bitfinex: Subscribe and Unsubscribe atomicly

* fixup! Websockets: Add keys to websocket subscriptions

* Websockets: Add Pending subscription status

Add a status tracker so that Sub/Unsub can prevent duplicates,
and also fixes when first message comes before we have added the sub
to the tracker

* Websockets: Add State instead of pending

This change allows more clarity about the current state and
checks for specifically already Unsubing

* Bitfinex: Fix first sub message maybe lost

The only link we have between a sub req and the sub resp is the subID.
And the only link we have between a sub message and the sub is the chanID.
We can't derive a link using Pair or anything else.

This meant that by sending the resp and its chanID down the IncomingData
channel, we allowed the channel reader to maybe process the next
message, the first message on the channel, before the runtime executed
the switch back to subscribeToChan waiting on the chan.

To fix this, we key initially on subId.(string), and then replace it
with chanId.(int64) when we have it *inside* the wsHandleData so we
know we've procedurally handled it before the next message.

subscribeToChan is then free to remove the subId keyed Sub regardless of
error or not

If there's an error, we don't need to inline handling because there
won't be any second update.

Expands test coverage to make sure those subId keyed subscriptions are
removed.

* Websocket: Validate state in SetChanState

* fixup! Bitfinex: Fix first sub message maybe lost

* Websockets: Rename RemoveUnsuccessfulSubs

Implementation doesn't imply Unsuccessful or need to.
This change supports the registering of Pending subs

* Bitfinex: Fix race in Tests
2023-11-02 12:10:43 +11:00
Ryan O'Hara-Reid
ceef7a14e0 currency: Adds matching lookup table built from available pairs (#1312)
* currency: Add pair matching update (cherry-pick)

* exchange/currency: Add tests and update func

* linter fix, also if using json unmarshal functionality stop usage of string conversion without delimiter

* gemini: fix test

* currency/manager: potential optimisation

* exchanges: purge derive from wrapper cases and add warning comment

* glorious: nits

* glorious: nits

* linter: fix

* glorious: nits

* whoops

* whoops

* glorious: nits continued

* glorious: diff THANKS!

* hitbtc: fix update tradable pairs strings splitting. continue if not enabled tickers update pair.

* glorious: nits

* linter: fix

* Update exchanges/exmo/exmo_wrapper.go

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

* bitstamp: fix test when 32 biterinos architecturinos

* capture more strings for speed

* swapsies because whos running 32bit \0/?

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-10-18 11:57:27 +11:00
Ryan O'Hara-Reid
ecf0a5bcb3 spellcheck: fix and update (#1359)
* spellcheck: fix and update

* spellcheck: add exclude line for gateio_types
2023-10-03 16:07:03 +11:00
Scott
7f0faf7850 futures: add GetFuturesContractDetails wrapper function (#1274)
* all in a days work

* cleanup

* cleanup for real, also stop it binance.json

* minor coverage

* adds gateio to the slurry

* cleanup of types

* verbose verbose verbose verbose verbose verbose

* fixes huobi parsing issue

* fix bybit contract identification

* cleanup

* merge fixes

* addresses many big problems raised by SHAZ

* tracking errors and fixes

* funding rate if avail, fixes currency formatting

* Addresses nits and sneaks in extra fixes

* lint

* minor fixes after rebase

* better contract splitter for currencies like T-USDT

* forgot to add the exchange name like a fool

* merge fixes x1

* kucoin, direction, contract size

* rn direction, fix kucoin time

* WHOOPS

* Update exchanges/kucoin/kucoin_wrapper.go

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

* misdirection

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-10-03 16:04:45 +11:00
Ryan O'Hara-Reid
8b8d96c612 gate.io: Enforce the use of 'convert.StringToFloat64' and permit its use in outbound requests (#1308)
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-09-18 17:15:27 +10:00
Ryan O'Hara-Reid
1adbc99526 exchanges: improves GetDefaultConfig method (#1245)
* exchanges: Add function to get standard config

* exchanges: add tests (cherry-pick here and above)

* after pick stuff

* cleanup

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-09-18 11:45:02 +10:00
Bea
26692669c6 exchanges/order: Improve order side handling in SubmitOrder (#1299)
* SubmitOrder- order.Buy replaced with IsLong

Progresses #1270

* Btcmarkets: order.Buy and order.Sell changed to order.Bid and order.Ask

* Bithumb: SubmitOrder- order.Buy replaced with IsLong

Progresses #1270

* Binanceus: SubmitOrder- order.Buy replaced with IsLong

Progresses #1720

* Bistamp: SubmitOrder- order.Buy replaced with IsLong

Progresses #1270

* Bitfinex: Changed order Side to IsLong

* Binance:switch added to SubmitOrder

* Binance: Replaced Buy and Sell in SubmitOrder with IsLong and IsShort

* Binance:SubmitOrder if statement for order side simplified
2023-08-11 14:05:43 +10:00
Romano
555bb76f4d exchanges/fill: Add test coverage (#1223)
* Fill go test

* Add return error into Update function

* Update exchanges/fill/fill_test.go

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

* GateIO: Fix websocket trade tests

* GateIO: More test coverage

* GateIO: Options tests

* GateIO: Fix woopsies

* Address nits

* GateIO: Fix nitters

---------

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-10 12:33:42 +10:00
Ryan O'Hara-Reid
43a8044b44 gateio: websocket updates (#1282)
* gateio: websocket updates

* Update exchanges/gateio/gateio_websocket.go

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

* glorious: nits

* revert that trick

* glorious:nits

* Update exchanges/gateio/gateio_ws_futures.go

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

* Update exchanges/gateio/gateio_ws_futures.go

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

* Update exchanges/gateio/gateio_websocket.go

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

* Update exchanges/gateio/gateio_websocket.go

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

* Update exchanges/gateio/gateio_ws_option.go

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

* Update exchanges/gateio/gateio_ws_option.go

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

* Update exchanges/gateio/gateio_websocket.go

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

* Update exchanges/gateio/gateio_websocket.go

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

* thrasher-nits

* Update exchanges/gateio/gateio_ws_futures.go

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

* Update exchanges/gateio/gateio_ws_futures.go

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

* thrasher: nits rides again chapter 2 volume 1

* rm unmarshaljson method for orderbook

* use gateio time where it can and update tests

* math.trunc and lower time frame on big books

* :eagle

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-04 17:39:38 +10:00
Ryan O'Hara-Reid
a0bc2c0cf3 gateio: Implement UpdateOrderExecutionLimits for spot instruments (#1281)
* gateio: limits (cherry-pick)

* clean

* linter: fix

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-07-31 18:17:58 +10:00