Commit Graph

1318 Commits

Author SHA1 Message Date
Vazha
2064743252 Binance: websocket orderbook reconnection fix, some bug fix (#630)
* binance websocket orderbook reconnection fix

* add context.WithDeadline

* Deadline() context still not resolved

* stage1

* fmt

* cleanup

* fix applyBufferUpdate err returning

* remove comment

* remove extra return

* increase Binance maxWSUpdateBuffer

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
Co-authored-by: gloriousCode <scott.grant@thrasher.io>
2021-03-03 11:20:14 +11:00
dependabot-preview[bot]
49bd39e8f2 Bump github.com/d5/tengo/v2 from 2.6.2 to 2.7.0 (#640)
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.6.2 to 2.7.0.
- [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/v2.6.2...v2.7.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-03-03 09:39:35 +11:00
dependabot-preview[bot]
b08e6b3c2a Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.2.0 to 2.3.0 (#638)
* Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.2.0 to 2.3.0

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.2.0...v2.3.0)

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

* go mod tidy

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2021-02-26 14:47:18 +11:00
dependabot-preview[bot]
0d29048bae Bump google.golang.org/grpc from 1.35.0 to 1.36.0 (#637)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.35.0 to 1.36.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.35.0...v1.36.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-02-26 10:21:33 +11:00
Adrian Gallagher
6e06d18b18 Bugfix: Fix LocalBitcoins orderbook path issue (#636)
* Fix LBTC path issue

* Add t.Parallel()

* Adjust bittrex withdrawal fee
2021-02-26 10:20:02 +11:00
Scott
50bbdabf43 BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli.

* A few fixes

* lint

* fixes oopsie that affected doopsie

* Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance

* Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value

* Actually fixes things this time

* Improves recvWindow to process openOrders

* Adds asset type to getOrder as well

* Fixes tests

* Adds missing date fields

* Fixes default time, updates default errors

* Default start to last month, instead of last year
2021-02-25 17:13:21 +11:00
Adrian Gallagher
e80091de35 FTX: Various bug fixes (#631)
* FTX: Various bug fixes

* ImPrOvE CaSe SenSitVity

* Shazbert nitterinos

* "Rm newline"

* Switch from API specified timestamp values to valid FTTBTC ones for auth requests

* Move comment to specific test
2021-02-16 10:17:47 +11:00
Adam
504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00
dependabot-preview[bot]
e9bd2ad4d8 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.1.0 to 2.2.0 (#629)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.1.0...v2.2.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-02-10 11:31:33 +11:00
dependabot[bot]
8cb0a5cbff Bump electron from 7.2.4 to 9.4.0 in /web (#628)
Bumps [electron](https://github.com/electron/electron) from 7.2.4 to 9.4.0.
- [Release notes](https://github.com/electron/electron/releases)
- [Changelog](https://github.com/electron/electron/blob/master/docs/breaking-changes.md)
- [Commits](https://github.com/electron/electron/compare/v7.2.4...v9.4.0)

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

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2021-02-08 11:02:45 +11:00
Scott
eada300d2f Bugfix: BTSE websocket panic + REST orderbook fix (#626)
* Fixes issue with BTSE processing of new events. Also prevents panics in the event some other unexpected data comes along

* Removes old auth code

* Parallelogram

* BTSE Filters out zero values for REST orderbooks as they do not provide enough decimal places via API to have accurate orderbooks.
2021-02-05 16:47:01 +11:00
Vazha
6099510698 Kraken - fix bugs with wrong indexes (#623)
* add Cost param to Kraken GetOrderInfo output

* fmt

* faulty resp.Time handling in Binance GetOrderInfo method

* add orderBookProcess

* Update exchanges/binance/binance_websocket.go

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

* fmt

* comment change

* add param for log

* fixed wrong indexes

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2021-01-27 10:51:18 +11:00
dependabot-preview[bot]
e611a7542d Bump google.golang.org/grpc from 1.34.1 to 1.35.0 (#621)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.34.1 to 1.35.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.34.1...v1.35.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-01-15 09:56:52 +11:00
Vazha
8d598d30da Binance websocket orderbook sync fix (#619)
* add Cost param to Kraken GetOrderInfo output

* fmt

* faulty resp.Time handling in Binance GetOrderInfo method

* add orderBookProcess

* Update exchanges/binance/binance_websocket.go

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

* fmt

* comment change

* add param for log

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2021-01-14 10:49:54 +11:00
dependabot-preview[bot]
764661a5fb Bump google.golang.org/grpc from 1.34.0 to 1.34.1 (#620)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.34.0 to 1.34.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.34.0...v1.34.1)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-01-13 10:55:54 +11:00
dependabot-preview[bot]
dcef8f2754 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.0.1 to 2.1.0 (#617)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.0.1 to 2.1.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.0.1...v2.1.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2021-01-08 09:37:43 +11:00
Vazha
29f7faea54 Binance: GetOrderInfo method issue. Kraken - add Cost param to GetOrderInfo output (#615)
* add Cost param to Kraken GetOrderInfo output

* fmt

* faulty resp.Time handling in Binance GetOrderInfo method

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2021-01-07 16:33:27 +11:00
Ryan O'Hara-Reid
7431bf8866 Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification

* Exchanges: Consolidate orderbook variables into config struct

* Exchanges: Addr nit; set verification bypass on websocket book implementations
2021-01-06 12:56:30 +11:00
Ryan O'Hara-Reid
010fab02ca Exchanges: Bypass websocket book validation (#613)
* Exchanges: Bypass websocket book validation on exchanges when checksum is implemented, fix FTX test, go mod tidy

* Orderbook: Change orderbook base field name
2021-01-05 15:55:46 +11:00
Ryan O'Hara-Reid
eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00
dependabot-preview[bot]
59013ea076 Bump github.com/gofrs/uuid from 3.3.0+incompatible to 3.4.0+incompatible (#612)
Bumps [github.com/gofrs/uuid](https://github.com/gofrs/uuid) from 3.3.0+incompatible to 3.4.0+incompatible.
- [Release notes](https://github.com/gofrs/uuid/releases)
- [Commits](https://github.com/gofrs/uuid/compare/v3.3.0...v3.4.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-31 17:31:04 +11:00
Rauno Ots
d1b206c45b engine/websocket: subscribe to default channels only when actually needed (#610)
* if this is required by ws routines or sync manager
* restore previous subscriptions on reconnect
2020-12-29 12:10:37 +11:00
dependabot-preview[bot]
b95cfaccab Bump github.com/mattn/go-sqlite3 from 1.14.5 to 1.14.6 (#611)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.5 to 1.14.6.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.5...v1.14.6)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-29 09:49:44 +11:00
Rauno Ots
752d62133d engine: add test for parallel bots (#609)
* enable a no longer failing test
2020-12-23 13:10:32 +11:00
Vazha
622e5dc8c8 Poloniex: Implementation of GetOrderInfo method (#607)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

* add GetWithdrawalsHistory method to exchanges interface

* param name changes

* add extra params for Binance WithdrawStatus method

* add Binance TestWithdrawHistory

* add GetOrderInfo on Poloniex

* linter errors fix

* switch interface type to avoid panic

* Poloniex has no para errror in OrderbookResponse - removed, added seq param (incrementing sequence) for future use

* linter issues fix

* linter issues fix

* dependencies update

* add tests

* refactored unmarshalling of GetAuthenticatedOrderStatus response

* test fix

* linter issues fix

* unmarshaling logic moved to GetAuthenticatedOrderStatus

* forced Status setting on GetAuthenticatedOrderStatus error

* comment edited

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-12-15 09:54:17 +11:00
Rauno Ots
ddd19ab6d9 binance: use currency.Pair for request arguments (#608)
* binance: use currency.Pair for request arguments

* request calls use type safe arguments
* binance API handles the correct conversion now on a lower level
* consolidate formatting to a single place
* remove unused Pair.ID

* add tests for formatting

* fix linter issue
2020-12-14 09:36:46 +11:00
dependabot-preview[bot]
f3da99bf8f Bump google.golang.org/grpc from 1.33.2 to 1.34.0 (#606)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.33.2 to 1.34.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.33.2...v1.34.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-04 16:35:44 +11:00
Vazha
e3ad2d5731 gRPC/Engine/Exchanges: Implement direct getwithdrawalshistory method (#600)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

* add GetWithdrawalsHistory method to exchanges interface

* param name changes

* add extra params for Binance WithdrawStatus method

* add Binance TestWithdrawHistory

* linter errors fix

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-12-04 16:34:50 +11:00
dependabot-preview[bot]
8cc1e585d8 Bump github.com/lib/pq from 1.8.0 to 1.9.0 (#604)
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.8.0 to 1.9.0.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.8.0...v1.9.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-03 10:32:50 +11:00
Rauno Ots
45d0973137 gen_sqlboiler: fix incorrect database path for non-default sqlite location (#603)
* the generator should use the same path as the database/drivers/sqlite3
* remove unused data directory
* generate sqlboiler.json for model generation
* ignore target folder
2020-12-02 10:11:10 +11:00
Mikhail Shogin
ba4ac4f3d6 engine/gRPC: Add update account info to grpc interface (#602)
* Add update account info to grpc interface

* Fix lbank tests

* Review corrections

* Review corrections

* Fix linter
2020-11-30 11:29:31 +11:00
Rauno Ots
b7d99f741d Binance: convert timestamps to time.Time (#601)
* add custom Unmarshal function for JSON types
* pass KlinesRequestParams as pointer, because now the object is bigger
2020-11-30 11:17:27 +11:00
Vazha
46747c13f4 Engine: Fixed issue with initial setting of PortfolioManagerDelay param from flags (#598)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-11-25 12:16:53 +11:00
Vazha
3ee99f0b87 Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-11-24 10:35:31 +11:00
Rauno Ots
5478442d65 Binance: implement get historic trades (#588)
* Binance: implement get historic trades

* get binance trade data based on aggregate trade list
* fix small issue in rpc server: gctcli stops retrieving when there's
a gap in data

* update binance trade history availability in readme

* limit check batched aggregate requests

* add test for batched aggregated trades
* fix batch fromId query parameter
* update documentation

* send a serialised currency pair to GetAggregatedTrades

the rationale is that the API is kept generic so that callers can shoot
themselves in the foot if they want to

* allow requesting arbitrary limit of trades

* handle some error cases for batching GetAggregateTrades

* fix batch without end time

* don't return from batch too early if end time is not set
* additional check for supported limits

* don't use CheckLimits for GetAggregatedTrades

* the exchange doesn't use predefined valid limits for this request
2020-11-24 10:29:13 +11:00
dependabot-preview[bot]
695198b628 Bump github.com/mattn/go-sqlite3 from 1.14.4 to 1.14.5 (#597)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.4 to 1.14.5.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.4...v1.14.5)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-16 22:05:15 +00:00
dependabot-preview[bot]
d2722b49fa Bump github.com/pquerna/otp from 1.2.0 to 1.3.0 (#595)
Bumps [github.com/pquerna/otp](https://github.com/pquerna/otp) from 1.2.0 to 1.3.0.
- [Release notes](https://github.com/pquerna/otp/releases)
- [Commits](https://github.com/pquerna/otp/compare/v1.2.0...v1.3.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-12 00:50:23 +00:00
dependabot-preview[bot]
1857bf640f Bump google.golang.org/grpc from 1.33.1 to 1.33.2 (#593)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.33.1 to 1.33.2.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.33.1...v1.33.2)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:56:07 +00:00
dependabot-preview[bot]
8f2464b3b4 Bump github.com/urfave/cli/v2 from 2.2.0 to 2.3.0 (#592)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.2.0...v2.3.0)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:47:15 +00:00
dependabot-preview[bot]
e62b34106c Bump github.com/urfave/cli from 1.22.4 to 1.22.5 (#594)
Bumps [github.com/urfave/cli](https://github.com/urfave/cli) from 1.22.4 to 1.22.5.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v1.22.4...v1.22.5)

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

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:26:10 +00:00
Adrian Gallagher
7b9b68558c gRPC: Uptime runtime to v2 (#590)
* Upgrade to gRPC v2 runtime

* Fix tests

* Update docs

* Win/Linus/macOS path friendliness

* Swagger/docs update
2020-11-09 04:53:23 +00:00
Ryan O'Hara-Reid
f050c13daa remove rounding from scripting TA (#591) 2020-11-09 04:14:10 +00:00
jimako
70e0cd11af Added MarketType field in MarketInfo of bitflyer (#587) 2020-11-09 00:00:51 +00:00
Rauno Ots
1b65d97b65 Engine/GCTScript: Refactor script manager (#580)
* refactor script manager

* remove singleton GCTScriptConfig
* create constant for ".gct" extension
* move GctScriptManager into vm package
* reduce script manager global dependencies
* use manager struct to store runtime override values
* enable/disable scripting subsystem now doesn't store the setting in
config (aligned with other subsystems)
* setting max VMs via start option doesn't change config

* instantiate scriptmanager as part of creating a new Engine

    * script manager config is now set during instantiation
    * run script manager when enabled in conf or explicitly enabled
    * use the Started() method to check if script manager is running

* in tests set script manager as running

* script manager adjustments

* create manager before attempting overrides
* check for nil config when creating script manager

* fix script manager waitgroup counter increased too late

* move autoload() function to autoload.go
* add tests to script manager
2020-11-05 15:44:53 +11:00
Rauno Ots
ee55ae5d0f Config: refactor config file loaders (#577)
* Config: fix don't create empty dir when resolving path

* Config: refactor config file loaders

* add a layer of abstraction so that config can be loaded from non-files
* use io.Reader / io.Writer abstraction to separate data operations from
file operations
* remove dryrun option from SaveConfig - now it always saves

* rename read and save methods to mention file operations

* log error when encryption prompt fails

* as the user didn't make a choice, we'd prompt again next time the file
is loaded
* add file.Writer tests
* skip permissions test for windows

* defer creating the writer on save to the last moment

* this avoids truncating file when there is error with password prompt
* add a test

* tests with StdIn cannot run in parallel
2020-11-04 11:46:13 +11:00
Scott
80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00
Scott
12263997c0 Bugfix: Submit/Cancel order scripting errors + Ordermanager GetOrder & CancelOrder improvements (#584)
* Fixes Submit and Cancel order functions for scripting. Adds tests to ensure that wrapper functions actually execute as expected. Adds more coverage. Fixes a few other tests

* Fixes issues

* Simplifies tests

* Update cancel order to properly cancel an order. Adds example script. Adds sweet tests.

* Fixes bad test setup for cancelling orders

* Adds new order manager GetOrderInfo function to call the wrapper function and then store it in the order manager

* Addresses order concerns

* LOWERS THE CASE OF ALL EXCHANGE NAMES BECAUSE ORDER MANAGER NEVER CARED ABOUT CASING OR YOUR FAMILY

* Removes asset and currency requirement from cancelling orders via validation test

* Fixes old cancel order assumptions that had requirements for currency and asset

* Moves all the logs and events to the dedicated Cancel function instead of exclusively doing it in CancelAllOrders

* Adds more detail logging. Fixes lbank fee test

* Addresses comms manager issues

* Removes go routine for pushing events. Better to let them fail
2020-10-27 17:05:43 +11:00
Ryan O'Hara-Reid
220245c5a8 Exchanges: Include format pair in wrapper functions and test for formatting issues via tool wrapper issues (#582)
* Adds formatting of pair within binance wrapper, adds return of error from cli.ShowCommmandHelp

* Add formatting function to submit order wrapper functions

* Remove superfluous functionality

* Updated exchange wrapper issues to create a disruptive pair to see which exchanges require attention, updates currency code generation and matching

* reinstated format check, fixed tests

* fixed niterinos

* fix test

* fix spelling mistake

* make html file more aesthetic

* Add missing format pairs

* add formatting to pair for BTC Markets func

* fix spelling
2020-10-26 16:54:51 +11:00
Adrian Gallagher
8a241c2efa FTX: Fix order placement/cancellation issues (#583)
* Fix FTX order bugs

* Add CancelOrderID support
2020-10-26 13:07:33 +11:00
Vazha
fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00