Commit Graph

163 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
2958e64afe orderbook: change Base struct name to Book (#1914)
* orderbook: change Base struct name to Snapshot

* linter: fix

* Update exchanges/exchange.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/depth.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Snapshot -> Book

* Tranche(s) -> Level(s)

* Tranche(s) -> Level(s)

* rm tranche ref

* linter: fix

* linter: rides again

* update tests

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update backtester/eventhandlers/exchange/slippage/slippage.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer.go

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

* Update exchange/websocket/buffer/buffer.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* fixup tests

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits and rm stuff that is not needed

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-06-16 17:09:25 +10:00
Adrian Gallagher
d5ba674fc4 codebase: Cleanup various things (#1935)
* codebase: Rid base64/hex to string common funcs

* codebase: Rid local scope variable usage and other improvements

* codebase: Refactor currency pair usage across multiple exchanges

- Updated HitBTC tests to use the new currency pair format.
- Modified Kraken futures types to use currency.Pair instead of string for Symbol.
- Adjusted Kraken wrapper methods to handle currency pairs correctly.
- Refined OKX tests and types to utilize currency.Pair for instrument IDs.
- Enhanced Poloniex tests to consistently use predefined currency pairs.
- Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD().
- Improved Yobit tests to utilize a standardized currency pair format.
- Updated validator wrapper to use currency pairs directly instead of string conversions.

* codebase: Use types.Number where possible

* refactor: update PayoutFee type to types.Number for consistency

* Refactor: Remove crypto functions to use standard library and other minor changes

- Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package.
- Replaced usages of removed functions with standard library implementations in various files including:
  - cmd/websocket_client/main.go
  - engine/apiserver.go
  - exchanges/kraken/kraken.go
  - exchanges/lbank/lbank.go
  - exchanges/okx/okx_business_websocket.go
  - exchanges/kucoin/kucoin_websocket.go
  - gctscript/vm/vm.go
- Updated tests to reflect changes in the crypto functions.
- Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges.

* refactor: replace assert with require for consistency in test assertions

* refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism

* refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData
2025-06-12 14:12:36 +10:00
Adrian Gallagher
a5b638bfb7 GHA: Add additional checks for common issues (#1922)
* GHA, tests: Add additional checks for common issues

These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages

* Add support for checking backticked string format specifiers and fix issues

* tests: Fix error comparisons

* tests: Replace errors.Is(err, nil) usage with testify and automate check

* refactor: Rename ExtractPort to ExtractPortOrDefault

* tests: Replace assert with require for error handling in multiple test files

* tests: Replace assert with require for error handling and improve assertions in data tests

* tests: Fix typo in assertion message for StreamVol test

* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions

* OKX: Revert intentional error check

* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
2025-05-28 12:26:51 +10:00
Gareth Kirwan
3caa149d8e Tests: Use currency.NewBTCUSD and NewBTCUSDT (#1895)
* Tests: Use currency.NewUSD and NewUSDT

Simple refactor to use the provided shortcut methods

* Github: Add CI check to ensure NewPair not used

Add a step to ensure NewPair(BTC, USD*) isn't used
2025-05-07 11:32:06 +10:00
Adrian Gallagher
bea16af380 golangci-lint: Enable usetesting and unused linters (#1893)
* golangci-lint: Enable usetesting and unused linters

* tests: Improve assertions in various test cases for clarity and accuracy

* tests: Enhance error assertions in TestExecuteStrategyFromFile for improved clarity

* tests: Update assertions for improved clarity and accuracy

* tests: Replace assert with require for task count checks

* config/versions/v7: Replace context.Background() with t.Context()

* Bithumb: Centralise and consoliate testPair, relax UpdateTickers check

with some glorious Doom Eternal music

* Bithumb: Use UpdatePairsOnce and update remaining pair string

* Bithumb: Add UpdatePairsOnce to TestUpdateTickers
2025-05-01 14:44:29 +10:00
Gareth Kirwan
c2d876d8b0 Exchanges: Remove WalletAddress (#1882)
* Exchanges: Remove cancel order walletAddress

* Order: Refactor TestMatchFilter

TestMatchFilter had inconsistent testing of empty values, and was
painful when a field was removed due to index methodology.
This should provide equal test clarity, but improve maintainability and
improve coverage on empty values.
2025-04-30 17:10:36 +10:00
Adrian Gallagher
4651af5767 modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase

* Address shazbert's nits

* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling

* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS

* refactor: Various slice usage improvements and rename TODO

* tranches: Revert deleteByID changes due to performance decrease

Shazbert was a F1 driver in a past lifetime 🏎️

* tranches: Simply retrieve copy

Thanks to shazbert

* documentation: Sort contributors list by contributions

* tranches: Remove deadcode in deleteByID
2025-03-21 09:17:10 +11:00
Adrian Gallagher
f5faca2eb2 linter: Enable gofumpt and run against codebase (#1848)
* linter: Enable gofumpt and run against codebase

* Address shazbert's nits

* gofumpt: Fix issues after rebase
2025-03-18 10:23:16 +11:00
Ryan O'Hara-Reid
08e015a125 exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine

* fix tests

* linter

* fix_linter

* revert rm ctx param to limit breakages when merging usptream

* linter fix

* Add in priority update grouping so that tests pass

* Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

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

* glorious nits

* fixed spelling

* whoopsie

* aanother whoops

* glorious: NITTERS!

* glorious: further nitters

* srry linter gods

* glorious: nits continued

* sub test p ara lel

* drop main t.Parallel

* fix whoops

* wrappertests: use context with cancel (test)

* linter: fix

* ensure primary execution

* kucoin test fix

* revert standards test changes and bypass non critical errors

* rm single override

* wrap exported error for accounts

* thrasher: nits ch name

* gk: nits

* gk: nits FetchTickerCached -> GetCachedTicker

* gk: nits rn FetchOrderbookCached -> GetCachedOrderbook

* gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo

* linter: fix

* gk: nits

* thrasher: nitters 1

* thrasher: nitters tmpls

* gk: nitter

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-02-19 10:47:10 +11:00
Adrian Gallagher
69bb645fc2 docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects

* docs: Replace non-template based references and correct templates
2024-11-08 10:10:49 +11:00
Ryan O'Hara-Reid
48349bc3bb protocol/order: adds additional fields for trading requirements (#1552)
* Add in initial handling for quote/base currency deployment requirements

* include client order ID checking

* glorious: suggestions

* spell and fix

* linter/context/test

* rework tests and order side specific requirements

* linter

* mend panic at the disco

* mending more panics at the disco

* anudda fix brudda

* glorious: NITTTTTT BOOOOOMB

* leftover things and stuff

* whoops

* tie in gateio

* glorious: nit fixes life and everything.

* thrasher: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-07-03 16:07:23 +10:00
Ryan O'Hara-Reid
f6a95da536 exchanges/request: abstract and consolidate rate limiting code to request package (#1477)
* initial consolidation of rate limiting code to request package to reduce bespoke code implementation

* continued

* finish abstraction

* lint

* exchanges: fix tests

* linter: fix

* poloniex: fix auth rate limit not being set

* ratelimiter: convert from token to weight

* glorious: nits addressed with fire

* linter: rip

* change func name set -> get

* fix test

* derbit: impl

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-06-03 11:57:31 +10:00
Ryan O'Hara-Reid
4cd4fb06b4 orderbook: Refactor package structure for simplicity and efficiency (#1465)
* initial purge and benchmarks proof before rn overhaul

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

* roll out acrost exchanges

* linterino

* rn silly billy label

* linter strikes AAAAAGAIN!

* fix some things

* rm comment

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

* lower case via git mv YAAY!

* drop code

* convert type name

* glorious: nits

---------

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

* expands testing and implementations

* test standardisation, expansion

* more

* finish remainder, add rpc func

* lint

* grammar? I barely know her!

* wow i forgot something wow wow wow wow

* rm SendPayload

* enFixio!

* improve binance long-dated support

* update test design, update wrapper funcs

* adds kraken futures, adds bybit support

* fixes SIMPLE bugs

* s is for sucks

* fixed option url x2

* fixed silly test
2024-05-03 17:01:17 +10:00
Ryan O'Hara-Reid
e823f9edd8 request/nonce: Refactor to simplify package and prevent consecutive mutex lock calls when accessing/setting nonce values (#1506)
* improv. timed mutex

* Add all protection back in and jankyness because races. :'(

* Add intial benchmarkeroos

* Add master benchmarks

* goodness me

* what?

* what again?

* glorious: nits

* just a swaperino instead

* clean up package nonce so that we only need to aquire mutex once

* unlock before checking master

* commentary

* wha

* more comment

* ch comment

* nonce: Allow for broad customisation externally with a ~2ns overhead

* glorious: nits maybe works?

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-04-12 16:54:21 +10:00
Ryan O'Hara-Reid
9657a570dd exchanges: shift GetDefaultConfig wrapper function to exchange.go (#1472)
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code

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

* add tests

* glorious: make it a function and make it IBOTEXCHANGE

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2024-04-12 16:15:43 +10:00
Gareth Kirwan
d7818ea956 Exchanges: Remove bespoke pair upgrade handling and abstract Start/Run (#1424)
* Exchanges: Remove Pair upgrade handling

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

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

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

* Kraken: Fix typo in Kraken type struct

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

* Exchanges: Add test for abstracted Start

* Exchanges: Move Start to Bootstrap

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

* Exchanges: Concurrent common bootstap actions

* Gateio: Remove incorrect Run in test

* GateIO: Fix pair dependencies in tests

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

* Exchanges: Complete UpdatePairs before ExecLims

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

* Exchanges: Remove Start and Run from tmpl

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

* Alphapoint: Move Start to Bootstrap

* GateIO: Fix linter shadow var
2024-01-31 19:29:36 +11:00
Ryan O'Hara-Reid
a13a6c3248 Kucoin: Add order execution limits (#1369)
* cmd/exchange_template: Add wrapper function

* exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment

* kucoin: Add spot order execution limits

* linter: fix

* glorious: nits

* kucoin: change from name to symbol for correct fee fetching and order deployment

* WHAAAAAAAT says Vitalik

* kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments.

* kucoin: implement master branch changes

* Update exchanges/kucoin/kucoin_test.go

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

* kucoin/test: update commentary

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-11-14 11:34:38 +11:00
Scott
70690d9a04 futures: Implement GetLatestFundingRates across exchanges (#1339)
* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

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

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors
2023-11-03 11:01:32 +11:00
Ryan O'Hara-Reid
ceef7a14e0 currency: Adds matching lookup table built from available pairs (#1312)
* currency: Add pair matching update (cherry-pick)

* exchange/currency: Add tests and update func

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

* gemini: fix test

* currency/manager: potential optimisation

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

* glorious: nits

* glorious: nits

* linter: fix

* glorious: nits

* whoops

* whoops

* glorious: nits continued

* glorious: diff THANKS!

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

* glorious: nits

* linter: fix

* Update exchanges/exmo/exmo_wrapper.go

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

* bitstamp: fix test when 32 biterinos architecturinos

* capture more strings for speed

* swapsies because whos running 32bit \0/?

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-10-18 11:57:27 +11:00
Scott
7f0faf7850 futures: add GetFuturesContractDetails wrapper function (#1274)
* all in a days work

* cleanup

* cleanup for real, also stop it binance.json

* minor coverage

* adds gateio to the slurry

* cleanup of types

* verbose verbose verbose verbose verbose verbose

* fixes huobi parsing issue

* fix bybit contract identification

* cleanup

* merge fixes

* addresses many big problems raised by SHAZ

* tracking errors and fixes

* funding rate if avail, fixes currency formatting

* Addresses nits and sneaks in extra fixes

* lint

* minor fixes after rebase

* better contract splitter for currencies like T-USDT

* forgot to add the exchange name like a fool

* merge fixes x1

* kucoin, direction, contract size

* rn direction, fix kucoin time

* WHOOPS

* Update exchanges/kucoin/kucoin_wrapper.go

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

* misdirection

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-10-03 16:04:45 +11:00
Ryan O'Hara-Reid
1adbc99526 exchanges: improves GetDefaultConfig method (#1245)
* exchanges: Add function to get standard config

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

* after pick stuff

* cleanup

---------

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

Progresses #1270

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

* Bithumb: SubmitOrder- order.Buy replaced with IsLong

Progresses #1270

* Binanceus: SubmitOrder- order.Buy replaced with IsLong

Progresses #1720

* Bistamp: SubmitOrder- order.Buy replaced with IsLong

Progresses #1270

* Bitfinex: Changed order Side to IsLong

* Binance:switch added to SubmitOrder

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

* Binance:SubmitOrder if statement for order side simplified
2023-08-11 14:05:43 +10:00
Scott
fcc5ad4551 exchanges/qa: Add exchange wrapper testing suite (#1159)
* 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
2023-07-03 11:09:43 +10:00
Ryan O'Hara-Reid
616b45ae14 exmo: refactor UpdateTickers function (#1180)
* exmo: filter pairs that are not currently enabled by last update time

* stop filtering, add tests to qualify all deployable can be retrieved

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-05-09 10:17:15 +10:00
Ryan O'Hara-Reid
b20cf75d13 sharedtestvalues: Add helper functions and implement throughout exchange tests (#1163)
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.

* exchanges: fin test impl.

* linter: fixes

* exchange_template: fix test

* allocate so it doesn't make a panic at the disco

* glorious: nits

* glorious: nits

* Update exchanges/sharedtestvalues/sharedtestvalues.go

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

* Update exchanges/sharedtestvalues/sharedtestvalues.go

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

* glorious: nits

* linter: fix

* linter: shhhh

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-28 13:05:42 +10:00
Samuael A
969669cb0d linters: Bump golangci-lint version to v1.52.2 and fix issues (#1169)
* fix linter issues

* linter issue suppressing and fixing

* change linter version and linter issues fix

* Bump version
2023-04-27 10:13:46 +10:00
Ryan O'Hara-Reid
7cadc5cffb cmd/wrapper_coverage: prevent non-needed REST requests via context timeout (#1154)
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests

* linter: fix

* exchange_template: fix test

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-04-02 11:20:25 +10:00
Adrian Gallagher
a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00
Ryan O'Hara-Reid
83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* 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>
2023-01-17 16:22:33 +11:00
Scott
017cdf1384 Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run

* Fixes data appending

* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy

* Attempting to get cash and carry working

* Poor attempts at sorting out data and appending it properly with USD in mind

* =designs new live data handler

* Updates cash and carry strat to work

* adds test coverage. begins closeallpositions function

* Updates cash and carry to work live

* New kline.Event type. Cancels orders on close. Rn types

* =Fixes USD funding issue

* =fixes tests

* fixes tests AGAIN

* adds coverage to close all orders

* crummy tests, should override

* more tests

* more tests

* more coverage

* removes scourge of currency.Pair maps. More tests

* missed currency stuff

* Fixes USD data issue & collateral issue. Needs to close ALL orders

* Now triggers updates on the very first data entry

* All my problems are solved now????

* fixes tests, extends coverage

* there is some really funky candle stuff going on

* my brain is melting

* better shutdown management, fixes freezing bug

* fixes data duplication issues, adds retries to requests

* reduces logging, adds verbose options

* expands coverage over all new functionality

* fixes fun bug from curr == curr to curr.Equal(curr)

* fixes setup issues and tests

* starts adding external wallet amounts for funding

* more setup for assets

* setup live fund calcs and placing orders

* successfully performs automated cash and carry

* merge fixes

* funding properly set at all times

* fixes some bugs, need to address currencystatistics still

* adds 'appeneded' trait, attempts to fix some stats

* fixes stat bugs, adds cool new fetchfees feature

* fixes terrible processing bugs

* tightens realorder stats, sadly loses some live stats

* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!

* fix tests

* coverage

* beautiful new test coverage

* docs

* adds new fee getter delayer

* commits from the correct directory

* Lint

* adds verbose to fund manager

* Fix bug in t2b2 strat. Update dca live config. Docs

* go mod tidy

* update buf

* buf + test improvement

* Post merge fixes

* fixes surprise offset bug

* fix sizing restrictions for cash and carry

* fix server lints

* merge fixes

* test fixesss

* lintle fixles

* slowloris

* rn run to task, bug fixes, close all on close

* rpc lint and fixes

* bugfix: order manager not processing orders properly

* somewhat addresses nits

* absolutely broken end of day commit

* absolutely massive knockon effects from nits

* massive knockon effects continue

* fixes things

* address remaining nits

* jk now fixes things

* addresses the easier nits

* more nit fixers

* more niterinos addressederinos

* refactors holdings and does some nits

* so buf

* addresses some nits, fixes holdings bugs

* cleanup

* attempts to fix alert chans to prevent many chans waiting?

* terrible code, will revert

* to be reviewed in detail tomorrow

* Fixes up channel system

* smashes those nits

* fixes extra candles, fixes collateral bug, tests

* fixes data races, introduces reflection

* more checks n tests

* Fixes cash and carry issues. Fixes more cool bugs

* fixes ~typer~ typo

* replace spot strats from ftx to binance

* fixes all the tests I just destroyed

* removes example path, rm verbose

* 1) what 2) removes FTX references from the Backtester

* renamed, non-working strategies

* Removes FTX references almost as fast as sbf removes funds

* regen docs, add contrib names,sort contrib names

* fixes merge renamings

* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval

* Fixes live order bugs with real orders and without

* Apply suggestions from code review

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

* Update backtester/engine/live.go

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

* Update backtester/engine/live.go

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

* Update backtester/config/strategyconfigbuilder/main.go

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

* updates docs

* even better docs

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-05 13:03:17 +11:00
Ryan O'Hara-Reid
e4d487e586 exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093)
* exchanges: FetchTradablePairs currency pair slice return (1)

* exchanges: finish conversion

* thrasher: nits + linter

* exchanges: shift var dec into for loop

* exchanges: Apply changes thanks @thrasher-

* Update exchanges/alphapoint/alphapoint_wrapper.go

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

* thrasher: nitters

* Update exchanges/bitflyer/bitflyer_wrapper.go

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

* thrasher: fix more nitters

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-12-09 15:40:34 +11:00
Ryan O'Hara-Reid
558a70e87f orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055)
* orders: filter options return on validate

* exchanges: force filter usage by wrapper return type and shift method functionality

* exchanges: update tests and fix err shadow

* exchanges: shadowland

* exchanges: more shadow land spookyness

* glorious: nits and ftx upgrade

* linter: fix

* orders: preserve unpopulated fields through filtering operation

* glorious: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-10-24 13:28:32 +11:00
Jaydeep Rajpurohit
247da918a8 exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter

* adds test

* revert configtest.json changes

* configtest updated

* WIP: adds public endpoint support

* WIP: adds public endpoint support

* adds public endpoint support

* WIP: adds auth. endpoint support

* adds test for auth. endpoint

* fixes

* adds auth. endpoint support

* WIP: ws support

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* Testing

* Complete WS spot testing

* adds support for ws events

* minor change

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* improvement in SPOT REST

* Typo fix

* WIP: add REST support for CMF Account API

* minor fixes

* WIP: add support for CMF conditional orders and few minor fixes

* complete support for CMF conditional orders

* adds support for public CMF endpoint

* adds support for CMF position API

* Complete REST CMF support

* WIP

* Testing REST CMF support

* Testing REST CMF support

* Testing REST CMF support completed

* WIP: add support for UMF

* completed non-auth UMF

* WIP: add support for REST Auth. UMF

* WIP: add support for REST Auth. UMF and some improvements

* WIP

* WIP

* WIP

* completed REST UMF

* renaming

* adds REST support for futures

* add testcases for UMF and some optimizations

* add testcases for futures

* Testing UMF, futures and its changes

* Fixes

* Fixes after testing

* WIP

* WIP

* WIP

* completed ws USDT futures support

* WIP: ws support for futures

* fixes in WS futures

* fixes in WS support

* roll back changes made for WS CMF, USDT and Futures

* fixes

* WIP

* WIP

* fixes

* Steps for new PR

* WIP

* WIP

* WIP

* WIP

* complete PR setup

* fixes for successfully running tests

* update in symbol for futures pair in test file

* WIP

* Fixes in test file and other minor fix

* fix testdata/configtest.json

* reset CONTRIBUTORS file

* review changes

* remove unwanted file

* remove redundant code

* improvisation

* adds comment for exported functions

* remove unwanted TODO and commented code

* fix

* improvisation

* fix

* defined errors

* improvisation

* improvisation

* improvisation

* updates test

* adds comment for exported types

* review changes

* review changes

* fix

* fixes

* Changes for making BYBIT compatible with existing code base

* Test file changes

* Changes for making BYBIT compatible with existing code base

* Changes for making BYBIT compatible with existing code base

* fix lint issues

* fix

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* WIP

* add test cases for new API's

* minor improvements

* add missing API and their tests

* minor fixes

* add bybitTime

* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support

* fix GetTradeHistory function

* error handling

* test fixes

* add GetServerTime API

* adds GetHistoricCandlesExtended and review changes

* test fixes

* minor fix

* integrating CMF Bybit recent change log

* minor fixes

* adds extractCurrencyPair

* minor fixes

* minor fix

* review changes

* adds variable declaration of error

* review commit

* adds embeddable type in API response for all API and integrate it

* fixes

* adds authentication WS connection

* review changes

* review changes

* compatible changes

* adds asset to GetWithdrawalsHistory

* adds asset_type in rpc.proto

* adds asset argument in gctcli withdrawal request command

* improve error handling in exchange API error

* web socket fix

* review changes

* improvements

* improvements

* minor fix

* review changes

* fixing wrapper issues

* fixes

* fixes

* review changes

* add test cases

* fix for GetActiveOrders

* lint fixes

* fixes in websocket

* adds wrapper testcases

* adds wrapper testcases

* adds wrapper testcases

* fixes

* fix issue with GetHistoricCandlesExtended

* fix merge issues

* improving error reporting

* adds wrapper testcases and a minor fix

* gctrpc changes

* adds test cases
fixes in websocket

* review changes for ws

* review changes in WS

* fix gctrpc

* merge fixes

* review changes

* WIP

* updates pair in configs

* adds new asset USDCMarginedFutures

* adds URL const for USDCMarginedFutures

* adds API support

* minor fixes

* adds kline API

* minor fix

* adds API

* adds API

* adds API

* WIP

* WIP

* WIP

* adds support for USDC auth requests to SendAuthHTTPRequest

* adds SendUSDCAuthHTTPRequest

* run test and fix them

* rollback support added for Auth. USDC request inside SendAuthHTTPRequest

* adds API and test cases

* adds API and test cases

* adds APIs and test cases

* adds APIs

* adds rate limit for USDC

* adds USDCMarginedFutures to wrapper

* adds USDC testcases in wrapper and fix few issues

* minor test fixes

* minor test fixes

* fix lint issues

* WIP

* Merge changes

* minor fixes

* remove "else" and optimize

* review changes

* review changes

* review changes

* fix lint issue

* merge fix

* fix test

* fix templates and run them

* changes after merge

* review changes and improvements

* code improvement

* fixes with respect to changes in API response in documentation

* fixed review change in test

* adds check in CancelExistingOrder

* update exchange template

* review changes

* adds GetDepositAddress API

* WIP: adds GetOrderHistory

* complete GetOrderHistory

* fixes

* adds test case

* fixes and add WithdrawFund API

* WIP

* WIP

* updating all SendAuthHTTPRequest call

* adds WithdrawCryptocurrencyFunds

* update test cases

* fix lint issues

* fixes after merge

* adds GetAvailableTransferChains and few fixes

* minor fix in GetDepositAddress

* minor fix with WS ping/pong handling

* add ping handler for WS Auth.

* fix typo mistake

* update doc
2022-08-08 11:29:43 +10:00
Ryan O'Hara-Reid
663e753f52 account: segregate holdings by credentials for future multi-key management (#956)
* exchanges/account: shift credentials to account package and segregate funds to keys

* merge: fixes

* linter: fix

* Update exchanges/account/account.go

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

* glorious: nits + protection for string panic

* glorious_suggestion: add method for matching keys

* linter: fix tests

* account: add protected method for credentials minimizing access, display full account details to rpc.

* linter: spelling kweeeeeeen

* accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching.

* accounts: theres no point in pointerising everything

* linter: ok pointerise this then...

* exchanges: fix regression add in little notes.

* glorious: nits

* Update exchanges/account/credentials.go

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

* Update exchanges/account/credentials_test.go

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

* Update exchanges/account/credentials_test.go

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

* glorious: nits

* gloriously: fix glorious glorious test gloriously

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-07-21 15:05:31 +10:00
Ryan O'Hara-Reid
a12cd3d733 orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct

* orders: add coverage, fix tests

* coinut: rm test for checking

* orders: revert change for return and change field ID to a more explicit name OrderID

* orders: Add method to see if the order was placed

* order: change field name in Cancel type to be more explicit

* orders: standardize field -> OrderID

* backtester: populate change

* orders: add test

* gctscript: fix field name

* linter: fix issues

* linter: more fixes

* linter: forever

* exchanges_tests: populate order.Submit field exchange name

* Update exchanges/order/order_types.go

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

* Update exchanges/order/orders.go

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

* glorious: nits

* glorious: nits

* thrasher: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-06-06 11:52:15 +10:00
Ryan O'Hara-Reid
a63aa6b616 orders: Add derive modify struct method from order.Detail (#948)
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details

* exchanges: call modify method in wrappers

* linter: fixes

* engine/wsroutineman: remove print summary

* glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this.

* Update exchanges/order/orders.go

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

* glorious: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-05-30 14:38:21 +10:00
Ryan O'Hara-Reid
16a93b49a4 btcm: add modify order functionality, change return to pointer (#940)
* btcm: add modify order functionality, change return to pointer

* glorious: nits

* glorious: nits

* btcm: Adjust function name

* thrasher: nits

* thrasher: nits cont...
2022-05-16 10:55:23 +10:00
Ryan O'Hara-Reid
cdcc9630de order: slight optimizations (#917)
* order: slight optimizations

* orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations.

* orders: continue to convert string type -> uint

* orders/backtester: interim move type to orders package, later can expand or deprecate.

* orders: handle errors

* orders: optimize filters and remove error returns when its clearly not needed

* orders: remove log call

* backtester: zero value check

* orders/futures: zero value -> flag

* linter: fix

* linter: more fixes

* linters: rides again

* glorious: nits

* common: Add zero value unix check for time values; also addresses glorious nits

* glorious scott: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-05-06 12:27:21 +10:00
Ryan O'Hara-Reid
6a02097431 account: storage, processing and method on balances update (#916)
* account: update account storage, retrieval and implement alert functionality when a currency change occurs.

* account: Add cancel channel

* account: remove old code

* account: don't embed mutex

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* account: addr nits

* account: Pull out test into indiv.

* account: Add test for update method

* account: add no change to test

* Update exchanges/account/account.go

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

* glorious: nits

* account/portfolio: differentiate between asset type segregation and default to spot holdings.

* glorious: nits

* thrasher: nit

* ticker: fix spelling

* Update engine/portfolio_manager.go

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

* thrasher: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-05-02 14:01:03 +10:00
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions

* Specifically set go version as 1.17.x bumps it to 1.18

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

* Address nits, ensure all books are returned on err due to syncer regression

* Fix the wiggins

* Fix duplication

* Fix nitterinos
2022-04-20 13:45:15 +10:00
Ryan O'Hara-Reid
09fa2f236a context: Add authenticated HTTP credentials (#892)
* gRPC: context overide

* exchanges: continue update

* exchange: Update context handling
*Add setter methods for API credentials
*Shift credentials functionality to its own file in exchanges package
*Add tests
*Refactor function DeployCredentialsToContext for library usage
*Add function to process credential metadata from API boundary to internal use context value.
*Add OTP rpc handling

* exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD

* template: update

* exchanges: fix linter issues

* REMOVE THAT AWESOME NEW LINE!

* gct: fix some tests

* I cant spell :(

* exchanges/gctscript: fix more tests

* coinnut: fix tests

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* glorious: nits

* exchanges/gctcli: stop applying empty credentials

* fix linters

* exchanges: add test

* rpceserver: actually check error for errors

* rpcserver: fix up tests

* Update exchanges/credentials.go

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

* exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values

* exchanges/creds: allow subaccount to override default credentials via gRPC

* exchanges/credentials: don't return nil in GetCredentials

* creds: spelling

* exchanges: fix glorious NITS!

* credentials: Add in test and refactor IsEmpty method.

* credentials: change type positioning (glorious)

* exchange_template: Fix template changes

* DOCS: Refresh

* docs: fix spelling

* DOCS: fix alignment and add package

* DOCS: ALIGN!

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-03-21 13:58:08 +11:00
Scott
86d3724507 Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch

* lint and test fixes

* Fix uneven split pnl. Adds collateral weight test. docs. New clear func

* Test protection if someone has zero collateral

* Uses string instead of double for accuracy

* Fixes old code panic

* context, match, docs

* Addresses Shazniterinos, var names, expanded tests

* Returns subaccount name, provides USD values when offlinecalc

* Fixes oopsie

* Fixes cool bug which allowed made up subaccount results

* Subaccount override on FTX, subaccount results for collateral

* Strenghten collateral account info checks. Improve FTX test

* English is my first language

* Fixes oopsies

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Shaznit fixes

* Secret Shaznit

* Updates account information across wrappers to include more fields

* Updates online collateral calculations. Updates RPC data

* Accurately calculates collateral offline and online minus testing

* Tests and lint chocolate

* Simplifies accountinfo results

* Fixes shaznits

* Adds new func

* Increases collateral accuracy again again again x 200

* Increases accuracy of collateral rendering

* Fixes minor merge/test issues

* Linterino

* Fixes ws test. Improves collateral calculations and rendering

* Make it prettier

* Removes the lock I put on 👀

* Adds `additional_collateral_used` field, renders orig currency

* Fixes unrelated test

* Fix test

* Correctly calculate spot margin borrow collateral

* Address fun lint surprise

See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331

* Strange lint fixing x2

* Continued lint journey

* Nolint the nolint to not lint the lint

* Adds two new fields to response

* More linting issues arising

* fIX3s_c4s|NG

* Fixes command flags' incorrect numbering

* FairMarket = Won
2022-02-28 16:39:36 +11:00
Ryan O'Hara-Reid
6127e2ab73 Request: Fix http.Client race issue when setting transport layer proxy and timeouts (#885)
* backtester/request: trying to fix panic (WIP)

* request: fix race for transport layer

* request: linter issue fix

* request: more linter issues

* requester: Add function to remove the tracking of underlying http client and add to engine unload exchange.

* request: add more context to error return

* request: Fix after cherry pick issues

* request: fix niterinos

* exchanges: change return to package variable

* request: changed named

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-02-18 09:22:10 +11:00
Ryan O'Hara-Reid
da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface

* exchanges: add comment and fix whoopsie

* exchanges: fix linter issues

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

* exchanges/tool: addr glorious nits

* kraken: remove string in test

* exchange_template_tool: fix tmpl issue
2021-11-17 15:41:21 +11:00
khcchiu
8617b50ff6 Exchanges: enrich order history with avg executed price, cost, and more (#792)
* Exchanges: enrich order history with avg executed price, cost, and more

* Fix division by zero in order detail enrichment

* Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing

* Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts

* BTSE order history populate name and id

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

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

* Attach InferAmountsCostsAndTimes to Order.Detail

* Binance: fix order status

* Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
2021-10-26 11:22:30 +11:00
Ryan O'Hara-Reid
099ffa1a60 stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables.

* config: reduce stutter

* config: reduce minor stutter

* glorious: nits addr.

* Update exchanges/stream/websocket.go

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

* websocket: implement fix

* engine/helpers: fix test

* exchanges: fix after merge issues

* exchange_template: fix output

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-10-20 15:45:06 +11:00
Adrian Gallagher
0c00b7e1df exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support

* Start tidying up

* Add multichain transfer support for Bitfinex and fix poloniex bug

* Add Coinbene multichain support

* Start adjusting the deposit address manager

* Fix deposit tests and further enhancements

* Cleanup

* Add bypass flag, expand tests plus error coverage for Huobi

Adjust helpers

* Address nitterinos

* BFX wd changes

* Address nitterinos

* Minor fixes rebasing on master

* Fix BFX acceptableMethods test

* Add some TO-DOs for 2 tests WRT races

* Fix acceptableMethods test round 2

* Address nitterinos
2021-10-15 15:55:38 +11:00
Adrian Gallagher
f0d45aa1d2 golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions

Fix remaining linter issues

* Specifically set AppVeyor version

* Fix the infamous typos 👀

* Add go env cmd to AppVeyor

* Add go version cmd to AppVeyor

* Specify AppVeyor image, adjust linters

* Update go get to go install due to deprecation

* Bump golangci-lint timeout time for AppVeyor

* Change NW contract to NQ

* Address nitters

* GetRandomPair -> Pair{}

* Address nits

* Address time nitterinos plus additional tweaks

* More time inception upgrades!

* Bending time and space
2021-10-14 16:38:53 +11:00
Ryan O'Hara-Reid
d636049fb2 exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
2021-09-11 13:52:07 +10:00