* Exchanges: Allow empty batches in ParallelChanOp
In keeping with both common.Batch and "It's not my responsibility",
ParallelChanOp should just do nothing when given an empty list (and
implicitly an empty batch size.
Whatever it's going to do, it'll delegate to common.Batch,
and this allows us to just inline calls:
```
return common.AppendError(
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPublicStream) }, len(subs)),
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPrivateStream) }, len(subs)),
)
```
* Bitmex: Test config updates
* Bitmex: Sub Templating
* Bitmex: Enable websocket for tests
* Bitmex: Handle subscription errors
This switches to multiplexing so that we know which errors belong to
which stream, particularly for the auth attempt
* Bitmex: Fix ws order side err going to data stream
Shouldn't fall into classification error if it's actually a parsing
error
* Convert: Fix TimeFromUnixTimestampDecimal using local
All parsed times should be in UTC
* Subscriptions: Add IgnoringAssetsKey
* Tests: Pass tb to curried WS handlers
* Websocket: Make ErrNoMessageListener a public error
* Kraken: Fix URLMap ignored for websocket URLs
* Kraken: Move SeedAssets from Setup to Bootstrap
Having SeedAssets in Setup is cruel and unusual because it calls the
API. Most other interactive data seeding happens in Bootstrap.
This made it so that fixing and creating unit tests for Kraken was
painfully slow, particularly on flaky internet.
* Kraken: Remove convert test
Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal
* Kraken: Test config upgrades
* Kraken: Sub Channel improvements
* Use Websocket subscriptionChannels instead of local slice
* Remove ChannelID - Deprecated in docs
* Simplify ping handlers and hardcodes message
* Add Depth as configurable orderbook channel param
* Simplify auth/non-auth channel updates
* Add configurable Book depth
* Add configurable Candle timeframes
Kraken: Simplify all WS handlers with reqId
* Kraken: Subscription templating
* Generate N+ subs for pairs
If we generate one sub for all pairs, but then fan it out in the
responses, we end up with a mis-match between the sub store and
GenerateSubs, and when we do FlushChannels it will try to resub
everything again.
* Kraken: Rename channelName var throughout
Avoid shadowing func of same name
* Kraken: Add TestEnforceStandardChannelNames
* Websocket: Fix Resubscribe erroring Duplicate
* Subscriptions: Add List.AssetPairs
* Subscriptions: Add Template and QualifiedChannel
These fields separate the concept of what the channel is from the
qualified resource name
* Subscriptions: Add List.SetStates()
* Subscriptions: Add List.QualifiedChannels
* Subscriptions: Rename testsubs.EqualLists
* Binance: Switch to ExpandTemplates
* Binance: Update ConfigTest format
* Subscriptions: Test Coverage improvements
* Subscriptions: Reenterant List.ExpandTemplates
* Subscriptions: Move templates from subscriptions to exchanges
* Binance: Inline subscription template and improvements
* deribit implementation
* add ws impll
* cleanup
* Update deribit_wrapper.go
* Add missing endpoints
* Fix config file
* asset type update
* Update code structure
* Update authenticated private endpoints unit tests
* Updating websocket
* Updating websocket connection and subscription handling
* Finishing up adding subscription push data
* Adding websocket public endpoint
* Adding WS endpoints
* Adding websocket unit tests
* Minor clean-up
* Integrating websocket endpoints into the wrapper funcs
* Updating exchange documentations
* Fixing test issues
* Code cleaning-up
* fix test issues
* Updating validations and logic errors
* Updating wrapper issues
* fix test issues
* Slight test update
* Unit test and code structure update
* Update websocket tempos
* Slight update on code structure
* Minor update on unit tests
* Update depending on review comments
* Minor code fix and doc re-generating
* Update on Candlestick wrapper functions
* Minor updates
* minor unit test updates
* Minor updates on weboscket and unit tests
* minor linter fix
* codespell and rate limiter issues
* single linter issue fix
* adding rate limiter
* Add ratelimiter to websocket conn and overall code update
* fix websocket push data issue
* Implementing missing wrapper function
* Websocket fix
* Minor update on missing endpoint and other
* fixing websocket issues and cleaningup
* Minor tempo fix
* Minor linter issues
* unit test update
* Indexing error fix
* Websocket connection fix
* string formatting fix
* Small fix on unit tests
* fix minor json conversion issue
* websocket and documentation update
* websocket, wrapper and unit test updates
* Documentation and unit tests update
* Fix unit tests
* wrapper fix for new change
* Unit test fix
* timestamp conversion and unit tests update
* Minor instrument ID conversion fix
* instrument formats and unit test update
* formatting and unit test fix
* config update
* Updating websocket and adding the Spot support
* Add small unit test fix
* unit test and websocket handlers update
* Linter issues fix
* minor documentation and code update
* Minor fix
* added a wrapper func GetLatestFundingRates
* Types, wrapper update, and unit tests
* Minor config update
* fix wrapper unit tests
* Resolve all panic and wrapper test issues
* minor unit test fix
* fix issues and adding newly added endpoints
* updates and added remaining endpoints with unit tests
* Update unit tests using assert
* Added missing endpoints and unit tests
* Minor updates and clean-ups
* Resolve tradable pair fetching panic
* Mutex fix
* Added Options assets test and minor fixes
* subscription mothod updated
* Remove misadded code lines
* resolve websocket
* Updating tests, types, endpoint methods and others
* Added GetFuturesContractDetails and minor fix
* fix linter issue
* revert change on candlestic time
* Added filters to candles
* minor unit test and wrapper fix
* Minor unit tests update
* cahnge param key for GetOrderMarginByID
* updating unit tests and resolve issues
* Update websocket unit tests
* Minor fix based on review
* Revert unit test change
* fix pair config issue
* Added missing wrapper functions
* Fix missing review changes
* Fix options request pair formatting
* fix AllExchangeWrappers test issue
* Changes with unit test and wrapper based on the review
* Fix to options reg-exp
* wrapper functions fix
* Update MaximumFundingRateHistory filter and minor fixes
* Fix besed on review comment
* Fix issues on review comment
* linter fix
* fix minor unit test issue
* Fix unit test issues
* Update trade order cancellation responses
* fix config files issue
* lint update config files
* Update unit tests
* Update return values and response handling
* added missing endpoint and fixes based on review comment
* toggle useTestNet back
* Update cancel by label and other fix
* fix forgotten cancel all response type
* update CancelResp type
* Fix unmarshaling error
* updated websocket orderbook load issue
* fix websocket lock and groups
* Change Items to Tranche and fix linter issues
* Fix orderbook issue
* Update unit tests offline error handling, and endpoints argument and error handling
* Contributors documentation update and change error return type
* Updated unit tests based on review comment
* Update unit tests and removed password change endpoint
* Fix race condition
* Update on tests, test pairs, and wrapper config
* Update test tradable pairs loading
* Update unit tests, fix linter issues, and update wrapper functions
* remove credentials
* Update test and fix authentication method and few authenticated endpoints
* fix codespell issue
* group the repeated currency code check to a func
* added unit test for repeated pair check func
* Added a base coin and related updates
---------
Co-authored-by: E Sequeira <earncef@earncef.com>
* 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
* qa: Enforce JSON lint for GCT configs
* Makefile/GHA: Make output more verbose on success, clean duplicate PHONY and rid excess newlines
* Makefile: Use printf for OS cross-compatibility output
* Currency: Remove Pair Index formatting/parsing
This feature was originally for exchanges with only one pair (e.g. KRW) which made parsing easier.
However there's no examples of this left, and we can reduce complexity
overall by removing it.
* Exchange: Partial assertify tests and fixes
* Currency: Fix panic on a delimiterless small currency
Kucoin delisted XMR temporarily for margin trading.
That seems quite likely long term too, due to XMR's privacy features.
Replace XMR with TRX to hopefully avoid in future
* Binance: Fix subscription failures ignored
* Testing: Fix race on shared config singleton
* Config: Privatise Global config var
We should *either* use a private var *or* use an accessor, but it
doesn't make sense to mix paradigms.
Since GetConfig() is well established this instead removes the limited uses of direct public access and adds a Setter
* Zip: Fix test failure on http mocks
* 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.
* 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
* Adding Bybit public endpoints
* Completed adding market endpoints
* Added trade endpoints
* Adding position endpoints
* completing position endpoints
* Adding Pre-upgrade endpoints
* Completed adding Pre-upgrade and Account endpoints
* Added asset endpoints
* Added user endpoints and unit tests
* Adding spot leverage and margin trade endpoints
* spot margin trade added
* added spot-margin-trade, institutional lending, c2c lending, and broker
* Adding wrapper funnctions
* Working on wrapper public methods
* Added wrapper functions and unit tests
* Added websocket support with unit tests
* Update websocket handlers and added rate-limiter
* wrapper function, websocket handlers, and linter issues fixe
* unit tests fixes and codespell correction
* Update documentation
* Minor websocket handling fix and URL consts merging
* types, unit test other updates
* Updated websocket and methods based on review
* Added GetFeeByType method with unit test and fixes
* add filter for Unified and Normal endpoints
* Mock recording and unit tests update
* minor linter issue fix
* websocket and rest tests and fix
* change asset types and wrapper methods update
* rm: forgotten panic message
* endpoints, websocket and unit tests update
* Added and updated endpoints and unit test
* linter and spell fix
* unit test and orders update
* Update on endpoints, fields, config pairs and formating, and unit tests
* minor update on responses
* Fix unit test and types
* Unit tests, models, and wrapper issues fix and mock test recording
* rm print statement
* Fix issue, add FundingRate wrapper func, mock record
* minor type and unit test update
* Update on order handling and unit test
* Minor test
* Minor fix in wrapper
* unit tests update, recording, and documentation update
* Unit tests and minor wrapper function update
* minor unit test fix
* Added newly added endpoints, unit tests, and mock recording
* Rename GetInstruments -> GetInstrumentInfo
* doc update
* Minor unit tests update
* Minor unit test and wrapper update
* Fix linter issue
* Add unit test and minor updates
* Revert websocket error declaration
* Revert websocket error declaration
* Balace --> Balance
* Fix config issues
* Added next funding time minor fix
* Update GetLatestFundingRates and record mock test data
* Added LatestFundingRate time
* Fix test issue of TestAllExchangeWrappers
* config pairs update
* configtest spot pairs update
* Minor update on options UpdateOrderExecutionLimits wrapper func
* Linter issue fix and added new currency codes
* Added new currency codes
* Update bybit pairs in config_example
* config assets pair format update
* BTSE: Fix duplicate error on Million pairs (M_*)
BTSE has listed Pitbull token with two symbols:
PIT-USD and M_PIT-USD for millons of PIT / USD.
The native token is not tradable, so we ignore them and
get a base of M_PIT because that's what later APIs will accept
* BTSE: Fix test errors on locked market
* Common: Improve AppendError and ExcludeError
This change switches from a stateful multiError to caring more about the
Unwrap() []error interface, the same as [go standard
lib](https://github.com/golang/go/blob/go1.21.4/src/errors/wrap.go#L54-L68)
Notably, if we implement Unwrap() []error and do NOT implement Is() then
we get free compatibility with the core functions.
The only distateful thing here is needing to deeply unwrap fmt.Errorf
errors, since they don't flatten. I can't see any way around that
* Pairs: Fix exchange config Pairs loading
When a pair string contained two punctuation runes, the first one is used,
and the configFormat is ignored.
This fix checks the list and corrects any with the wrong delimiter, or
errors if the format is inconsistent.
* BTSE: Fix all tickers retrieved by GetTicker
PR #764 introduced GetTickers, but it wasn't rolled out to BTSE.
This fix ensures that when one ticker is a locked market, the rest continue to
function. Particularly important if the locked market wasn't even
enabled anyway.
* Kucoin: Fix test config future pairs
* BTSE: Remove PIT tests; Token removed
BTSE have removed the PIT token pairs
All these changes stand, and this just removes the test
* ITBit: Fix fatal error on second run
This fix removes incorrect config pair delimiter, because it would be
re-inserted into config the first run, and then error the second time.
This delimiter doesn't match the config we have.
There's no implementation of fetching pairs, so what's in config files
now is all that matters
* Engine: Fix TestConfigAllJsonResponse
* Clarity of non-matching json improved
* Handling for fixing pair delimiters
* Okx: Fix GetInsuranceFundInformation "" resp
When amount is "" this was erroring
* Test: Standardise configtest.json
Simple jq formatting of configtest
git diff -w or github ignore whitespaces should show no changes.
Any conflicts, just accept --ours and reformat it. Or not :o)
* Kucoin: Fix ProcessMarketSnapshot and add a test
* Kucoin: ProcessMarketSnapshot: move the check before the ticker
* Kucoin: remove time.sleep from the test, add if statement to processmarketSnapshot
* Kucoin: ProcessMarketSnapshot to send margin, spot and both margin and spot pair data
* Kucoin: range over listOfAssetsCurrencyPairEnabledFor which returns a slice
* Kucoin: linter fix and pointers placed
* Kucoin: removed AssetWebsocketSupport and ku.CurrencyPairs.IsAssetEnabled, linter error fixed, comment amended
* 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
* 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
* Bitstamp: WIP fixing trading fees
* Bitstamp/amended the TestGetFee test and currected the getTradingFee function
* Bitstamp: TestGetFee implemented for maker and taker
* Bitfinex: added a wrapped error
* Bitstamp: GetTradingFee and test updated, fetched from the API
Progresses #1271
* Bitstamp: minor changes- whitespace removal and comment added
* Bitstamp: fixed lint issues in TestGetBalance and TestGetTransactions
* Bitstamp:Typo in types TradingFee comment
* Bitstamp: GetAccountTradingFees at view the fees on all pairs
modified: exchanges/bitstamp/bitstamp.go
* Bitstamp: returning the TradingFee info instead of just MakerTakerFees
* Bitstamp:TestGetAccountTradingFees + TestGetAccountTradingFees added,data structure amended to match the outcome
* Bitstamp:error and a test for empty pair added in GetAccountTradingFee
* Bitstamp: RM the whitespace linter error
* Bitstamp: Add auth channel subscription handling
* Bitstamp: Avoid searching for asset type
We've hardcoded asset.Spot in order to find the pair.
Looking the asset up from the pair makes no sense.
* Bitstamp: Add type for wsOrders
* Bitstamp: Working test of Generic DataHandler
* Bitstamp: WS Order chan tests and remove type
orderType could be derived from status == New and Buy & price == 9+e9 or Sell & price == 0
But it would only be true for the first update and it really doesn't feel worth the risk
Consumers are going to have to merge to original request anyway
* Bitstamp: Linter fixes
* Kraken: Switch to shared fixture test
* Bitstamp: Fix lint on TestFixtureToDataHandler
* Engine: Add Clone for PairsManager
go-vet highlighted that the mutex here is a value when we copied the
PairsManager in a test.
Options to fix:
* Add a deep clone method to PairsManager
* Add a shallow clone method with a disclaimer
* Make the mutex a pointer
* Make the PairsManager itself a pointer
Options 3 and 4 are too invasive to justify changing at this point.
There's an inherent risk of PM being passed by value, but govet should
catch the copylock.
There's more risk in changing everything to use a pointer at this stage.
* Engine: Fix linter again, ironically
* Bitstamp: Rename OHLC const
* Bitstamp: Minor fixes to syntax
* Bitstamp: Simplify chanSymb=>pair
* Bitstamp: Still process order updates without ID
If there's a ClientOrderID we'll still process the order.
It doesn't seem likely we'd have this happen, but if it does we still
want consumers to get something.
* Bitstamp: Replace Clone with Lock methods
* Engine: Expose PairsManager's Mutex
Makes more sense than wrapping functions
* Bitstamp: Fix linter copylock (again)
* fixup! Engine: Expose PairsManager's Mutex
Omit Mutex from Json
* fixup! Bitstamp: Add auth channel subscription handling
Remove unused wsAuthToken
* Bitstamp: Simplify OrderData Unmarshal
* Bitstamp: Remove unused contexts
I added these following best practices, but the reality is that when/if
we get context awareness in GCT, there will be a lot more to fix and
this will be a drop in the ocean anyway.
* Bitstamp: Only call handleWSOrder for MyOrders
* Bitstamp: Avoid allocating again in handleWSOrder
* CurrencyPairs: Remove public mutex
Simplified to a Load method to avoid making mutex public
* Tests: Improve test readability and clarity
* Bitstamp: Wrap errWSPairParsingError
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Bitstamp: FetchWSAuth mock and live test
---------
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* init
* updates config
* wrapper configuration
* updates exchange readme
* adds SendAuthHTTPRequest and SendHTTPRequest
* adds ratelimit file
* adds test case and minor fixes
* improve error handling
* update testcases and improve GetSymbols API
* adds SPOT API's
* minor fix
* WIP
* WIP
* adds test case
* adds check in test case
* fixes in Auth. HTTP
* improvements
* adds trade, kline support and testcases
* adds SPOT API and testcases for same
* adds SPOT API and testcases
* adds SPOT API and testcase
* WIP
* adds API's
* adds API's
* adds test cases
* adds comment to exported data types
* adds API and test cases
* adds API
* adds API
* rearrange functions
* WIP: adds API
* adds API for Post Order SPOT
* adds API and few fixes
* fixes
* WIP
* WIP
* add PostBulkOrder API and its test case
* fix issues
* adds cancel order APIs and test cases for same
* add minor test fixes
* add API
* adds API
* fixes
* add API
* adds API and test cases
* fix test
* adds API
* adds test
* fix test
* adds API and test
* adds deposit API and test cases
* WIP
* adds API and test cases
* WIP
* WIP
* add public future API and test cases
* WIP
* remove v2 API and replace them with v1
* update test cases
* adds future order API and test cases
* adds futures order API
* adds API
* add API and test cases
* adds API and test cases
* adds API and test cases
* adds API and test cases
* Adding wrapper functions
* Fix on wrapper function
* Adding websocket support
* Complete addressing WS push datas
* Adding spot push data unit tests
* adding futures websocket push data handlers
* Adding futures websocket push data handlers
* Added unit tests
* Updating unit tests
* Updating wrapper and unit test functions
* Adding missing wrapper functions and code cleaning up
* Resolved linter issues
* Fixing websocket issues
* Fixing websocket issues
* Slight fix on config_example file
* Minor update
* Basic nits updates
* Fix minor linter issues
* Minor update
* Minor unit test update
* Minor unit test update
* Code update and linter issues fix
* Removed unnecessary type conversion codes
* Monor update based on review comment
* Fix based on review comments
* Adding rate-limiter
* Websocket update and overall minor fixes
* Removed IsAssetTypeEnabled method implementation
* Fix connection and formatting issues
* Updating orderbook issues
* Very minor label fix
* Minor error returning fix
* code cleaning up and minor spelling fix
* Updates on unit test
* Update on unit tests and slight code structure
* unit test update
* orderbook update and minor fix
* fix on race
* Mini linter fix
* fix minor parameter and unit test issues
* handler funcs and models update
* Fixing websocket and unit test issues
* order side string for active orders
* Fix on websocket and unit tests
* Minor type changes
* Minor Orderbook fix and unit test update
* Small fix on orderbook
* Updating orderbook functionality
* FIx on websocket orderbook handlers
* Small update on kucoin websocket
* fix missed review comments
* fix based on review comments
* Updating websocket orderbook and fixing unit tests
* Minor fixes
* unit test update
* Updating unit test according to enabled asset type
* toggle canManipulateRealOrders const
* Unit test update
* Fix minor issues
* minor fix
* documentation fix
* wrapper coverage and unused params fix
* testing and minor changes
* documentation, websocket and unit test update
* minor linter fix
* Websocket spot/margin subscription update
* minor ticker update fix
* minor fixes on endpoints
* timestamp and number convert method and unit tests
* timestamp convert minor update
* minor type and conversion fix
* create a common timestamp convert and fix minor issues
* linter and ticker fix
* Updating unit tests and order placing endpoint methods
* Added a pairs check
* Fix config test error
* rm unused error variable
* Fix source of linter issue
* code update: convert, wrapper and websocket fix
* minor code update
* Websocket code and unit tests update
* Websocket ticker ask/bid type change and small error msg fix
* docs update
* fix: websocket orderbook handling
* change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update
* Minor func rename and reciever change
* Minor orderbook unit test issue fix
* comment: about why we used a random delimiter '-' for futures
* update config files and FetchTradablePair func for futures pairs
* futures config pairs update
* remove ConnextionMonitorDelay from websocket setup
* fix on types and futures pair conversion
* updating config pairs
* change NewPairFromString to DeriveFrom
* unit tests update
* unit tests update
* Added TickerBatching
* added GetStandardConfig to GetDefaultConfig
---------
Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com>
* init
* surprise train commit
* basic distinctions
* the terms of binance are confusing
* renames and introduction of allocatedMargin
* add new margin funcs
* pulling out wires
* implement proper getposition stuff
* bad coding day
* investigate order manager next
* a broken mess, but a progressing one
* finally completes some usdtmargined stuff
* coinMfutures eludes me
* expand to okx
* imports fix
* completes okx wrapper implementations
* cleans and polishes before rpc implementations
* rpc setup, order manager features, exch features
* more rpc, collateral and margin things
* mini test
* looking at rpc response, expansion of features
* reorganising before the storm
* changing how futures requests work
* cleanup and tests of cli usage
* remove silly client side logic
* cleanup
* collateral package, typo fix, margin err, rpc derive
* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR
* fix binance order history bug
* niteroos
* adds new funcs to exchange standards testing
* more post merge fixes
* fix binance
* replace simepletimeformat
* fix for merge
* merge fixes
* micro fixes
* order side now required for leverage
* fix up the rest
* global -> portfolio collateral
* Update exchanges/collateral/collateral_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* adds fields and todos
* rm field redundancy
* lint fix oopsie daisy
* fixes panic, expands error and cli explanations (sorry shaz)
* ensures casing is appropriate for underlying
* Adds a shiny TODO
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* starting public endpoints
* Adding public endpoints
* added public spot market endpoints
* websocket subscriptions updates
* websocket push data handlers completing
* linter fix
* Added funding private endpoints
* Adding authenticated account endpoints
* Added fiat and OTC-RFQ authenticated endpoints
* trading authenticated endpoints
* completing trade endpoints and add public wrapper endpoints
* Authenticated wrapper functions and corresponding unit test
* Adding authenticated websocket endpoint and fixing wrapper functions
* Documentation and exchange websocket update
* update websocket orderbook checksum handling
* linter issues fix and unit test update
* remove invalid orderbook endpoint and unit test
* Documentation, handlers, and model types update
* minot fix
* Minor fixes
* Updating unit tests and added missing endpoints
* Add missing credential check
* Minor unit test fixes
* fix minor linter issue
* add snaphot test unit test
* Fix on update checksum and documentation update
* update exchange, add UpdateOrderExecutionLimits, and update documentation
* Minor fix on tickers fetching
* Minor websocket fix and smaill unit tests
* Minor websocket and naming fixes
* uncomment default channels
* Fix type and unit test issues
* websocket channels and data handling update
* Update Advanced-Algo websocket handling and minor fixes
* documentation and minor code fixes
* Fix name changes
* documentation contribution update
* intervalToString method update
* fix exchange_wrapper_standard tests
* Fix minor issues based on exchange_wrapper_standards_test
* Fix wrapper extended candlestick check
* websocket orders fetching error check method update
* Exchange name check and change
* docs: Add missing contributors
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* fixes tests
* pair formats and extra fixes
* quick change before shazbert sees
* sneaky lint
* adds bybit mock testing and fixes test
* whoops
* error response instead
* classic forgetting to lint
* bybit live test no longer auto-records results
* ty thrasher- Update exchanges/bybit/bybit_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* fix_communications_authorised_clients
* Telegram: Link config to authorised clients list
* Telegram: Prevent multiple spam messages from unauthed user
* Telegram: Improve command handling for authenticated users
Telegram doesn't allow you to easily fetch the user ID of a user unless they have previously sent you a message and is currently waiting to be processed, or if they message you on the fly once the bot is connected. This ensures that the user ID is stored for future usage upon a single successful auth command.
It also fixes the offset as the previous code wouldn't be able to process incoming messages once connected and instead only relay them.
* Bump docs
* default to UTC time in case bot is run on a server with diff time zones
* Enhance config for already upgraded configs
---------
Co-authored-by: shanhuhai5739 <shanhu5739@gmail.com>
* Adding Public Endpoints and test functions
* Adding public endpoints and test functions
* Adding private spot endpoints
* Adding private endpoints and corresponding tests for margin
* Adding Margin Private endpoints
* Adding cross margin and flash swap endpoints
* Adding futures private endpoints
* Adding futures private endpoints and corresponding tests
* Adding Options and SubAccount endpoints and their unit tests
* Adding Wrapper functions
* Complete wrapper functions and corresponding unit test functions
* Fixing wrapper issues and adding websocket functions
* Update of Spot websocket and adding futures websocket handlers
* completed futures WS push data endpoints
* Completed Options websocket endpoints
* Adding websocket support for delivery futures and slight update on endpoint funcs
* Added Delivery websocket support and fix linter issues
* Update on Unit tests
* fix slight currency format error
* Fix slight endpoint tempos
* Update on conditional statements and unit tests issues
* fixing slight tempos
* Slight model and websocket data push method change
* Fix unit test tempos and updating models
* Fix on code structures and update on unit tests
* Slight code fix
* Remove print statements
* Update on tradable pairs fetch eps
* Fix websocket tempos
* Adding types to websocket routine manager
* Fix slight issues
* Slight fixes
* Updating wrapper funcs and models
* Slight update
* Update on test
* Update on tradable pairs
* update conditional statements
* Fixing slight issues
* Updating unit tests
* Minor fixes depending review comments
* Remove redundant method declaration
* Adding missing intervals
* Updating fetch tradable pairs
* update tradable pairs issues
* Addressing small tempos
* Slight fix on ticker
* Minor Fixes
* Minor review comment fixes
* Unit test and minor code updates
* Slight code updates
* Minor updates depending review comments
* Fixes
* Updating incoming message matcher
* Fix missing merge issue
* Fix minor wrapper issues
* Updating ratelimit and other issues
* Updating endpoint models and adding missing eps
* Update on code structure and models
* Minor codespell fixes
* Minor update on models
* fix unit test panic
* Minor race fix
* Fix issues in generating signature and unit tests
* Minor update on wrapper and unit tests
* Minor fix on wrapper
* Mini linter issues fix
* Minor fix
* endpoint fixes and slight update
* Minor fixes
* Updating exchange functions and unit tests
* Unit test and wrapper updates
* Remove options candlestick support
* Minor unit test and wrapper fix
* Unit test update
* minor fix on unit test and wrapper
* endpoints constants name change
* Add minor wrapper issues
* endpoint constants update
* endpoint url updates
* Updating subscriptions
* fixing dual mode endpoint methods
* minor fix
* rm small tempo
* Update on websocket orderbook handling
* Orderbook and currency pair update
* fix linter and test issues
* minor helper function update
* Fix wrapper coverage and wrapper issues
* delete unused variables
* Minor fix on ReadData() call
* separating websocket handlers
* separating websocket handlers
* Minor fix on enabled pair
* minor fix
* check instrument availability in spot
* create a separate subscriber for sake of multiple websocket connection
* linter fix
* minor websocket and gateio endpoints fix
* fix nil pointer exception
* minor fixes
* spelling fix decerializes -> deserializes
* fix Bitfinex unit test issues
* minor unknown currency pair labling fix
* minor currency pair handling fix
* slight update on GetDepositAddress wrapper unit test
* setting max request job to 200
* fixing numerical and timestamp type convert
* fix value overflow error
* change method of parsing orderbook price
* unifying timestamp conversion types to gateioTime
---------
Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local>
* add backtester support
* Prevent live data custom candles, prevent nanosecond candles
* test coverage
* a more interesting rsi strategy result
* actual custom candle and proper strat date
* add test to old funk
* typos 🌞🌞
* this was definitely worth failing linting for
* Adds stricter processing and adapts to it
* now compat with partial and absent candles
* test fixes, zb fixes
* fix more introduced bugeroos
* fix more introduced bugeroosx2
* linting for one space is so annoying
* addresseroos niteroos
* Update backtester/engine/setup.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* kline: Add builder and testing
* Ideas
* kline: deploy builder functionality across GCT
* exchanges: implement across gct
* exchanges: Add tests and fix implementations before kline package testing and veri.
* kline: Add tests and start to fix ConvertToNewInterval
* kline: fix ConvertToNewInterval add tests
* kline: complete overarching tests now on to exchanges
* kline: finish exchange tests and implement limits
* exchanges: more fixes
* linter: fix
* engine: fix tests
* kraken: fix recent trades and other fixes
* zb: fix tests
* bithumb: fix empty insertion
* kline: refactor/optimize CreateKline function
* kline: remove the mooos!
* kline: prealloc CalculateCandleDateRanges
* linter: fix
* exchanges: prealloc extended
* fix whoopsie
* reverse fix because this is a whoopsie
* okx: fix risidual issues
* linter: fix
* kline: initial nits from @gloriouscode
* kline: rename builder -> request and cascade change
* linter: fix + test
* kline: update forced alignment on start and end times when CreateKlineRequest is called.
* nits: more more more
* NITS: Addressed
* tests: fix race issue
* Update exchanges/kline/request.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting
* kline: Add params start and end to addPadding() to insert blanks in between block
* kline: remove test comment code as it's not needed anymore
* kline: fix lint and test
* kline: sort slice without extra bool check every iteration
* okx: fix issues with timeing and candles and such from niterinos & address typo
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: niterinos
* Update exchanges/poloniex/poloniex_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits now onto conflicts YAYA!!!
* Update exchanges/exchange_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits again
* thrasher: nitters
* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.
* kline: rm fmtizzle packageizzle
* glorious: nitters
* glorious: more niterinos
* fix last niterinos
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
