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Author SHA1 Message Date
Gareth Kirwan
2a4c2d24a7 Bitstamp: Add subscription configuration (#1620) 
* Bitstamp: Add subscription configuration

* Bitstamp: Handle sub/unsub responses

* Bitstamp: Fix TestWsOrderbook
 2024-12-12 14:08:06 +11:00
dependabot[bot]
ca62b0a4c2 build(deps): Bump google.golang.org/grpc from 1.68.0 to 1.68.1 (#1745) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.68.0 to 1.68.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.68.0...v1.68.1)

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  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2024-12-09 17:22:04 +11:00
dependabot[bot]
9d0796a3f0 build(deps): Bump golang.org/x/net from 0.31.0 to 0.32.0 (#1742) 
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.31.0 to 0.32.0.
- [Commits](https://github.com/golang/net/compare/v0.31.0...v0.32.0)

---
updated-dependencies:
- dependency-name: golang.org/x/net
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2024-12-09 16:36:59 +11:00
Gareth Kirwan
219ed903bc Config: Add versioning (#1671) 
* Config: Version Management

* Engine: Improve visibility of TestConfigAllJsonResponse failures

* Config: Update cmd/config to allow upgrades

* Config: Add Version2 to rename GDAX

* Config: Restructure versioning to share types

This restructure allows us to share types between versions, avoids
needing to import the versions, and puts the test fixtures in same
package.
It's a win on all fronts

* Config: Fix SetNTPCheck using log

Called from engine before logger is inited, and also just wrong to use
log to communicate with user

* Config: Improve TestMigrateConfig

* Config: Drop requirement for versions to be registered in sequence

Checking the versions at Deploy is much saner.

* Config: Fix file encrypted but flag not set

* Config: Add -edit and encryption upgrade to cmd/config

This simplifies the handling for encryption prompts by moving it to a
field on config, allowing us to simplify all the places were were
passing around config

Also moves password entry to being secure (echo-off)

* Tests: Fix inconsistent should/must assertions
 2024-12-09 15:04:16 +11:00
Gareth Kirwan
00556f274d Subscriptions: Respect DisableAssetWebsocketSupport for assets (#1693) 
* Bitmex: Add index asset to test config

* Subscriptions: Fix unsupported WS assets included

fixed 1692

* Bitmex: Assertify and fix tests

* Subscriptions: Fix all asset subs erroring on no enabled assets

Only subs with Empty asset should do anything when assets are empty.
If asset is set to all and no assets are enabled, we should return
nothing
 2024-12-06 17:01:36 +11:00
Gareth Kirwan
66a3ff021e Gemini: Add subscription configuration (#1625) 
* Gemini: Upgrade test config

* Gemini: Add subscription configuration

* Gemini: Fix negative waitgroup on shutdown

Fixes #1738
 2024-12-06 13:13:32 +11:00
Gareth Kirwan
0c4b070ebc BTCMarkets: Add subscription configuration (#1624) 
* Subscription: Add List.GroupByPairs

* BTCMarkets: Add subscription conf

* BTCMarkets: Upgrade test config
 2024-12-05 14:50:10 +11:00
Gareth Kirwan
6b79e4c0b4 Bithumb: Add subscription configuration (#1618) 2024-12-05 12:02:23 +11:00
Ryan O'Hara-Reid
b98e82db54 types/time: filter string that cannot be a unix timestamp (#1715) 
* types/time: strict usage of time type for usage with unix timestamps

* Update types/time_test.go

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

* @cranktakular: nits

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2024-12-04 10:00:09 +11:00
Scott
291b7b58ea exchanges/Bybit: Fix UpdateOrderExecutionLimits (#1731) 
* potentially resolved

* fixes bug with symbol formatting

* fixing lints

* actually uses nextPageCursor

* refactor transforming symbols, add test

* shazbert1000
 2024-12-03 10:12:39 +11:00
Ryan O'Hara-Reid
a0d82f2a7d common/math: Add math.Abs to PercentageDifference calculation (#1617) 
* fix bug and add decimal calc

* pew pew

* Update common/math/math.go

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

* glorious: nits

* nits: plus change name convention

* gk: nits and splits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
 2024-11-27 10:27:15 +11:00
dependabot[bot]
0fb27542fe build(deps): Bump github.com/stretchr/testify from 1.9.0 to 1.10.0 (#1727) 
* build(deps): Bump github.com/stretchr/testify from 1.9.0 to 1.10.0

Bumps [github.com/stretchr/testify](https://github.com/stretchr/testify) from 1.9.0 to 1.10.0.
- [Release notes](https://github.com/stretchr/testify/releases)
- [Commits](https://github.com/stretchr/testify/compare/v1.9.0...v1.10.0)

---
updated-dependencies:
- dependency-name: github.com/stretchr/testify
  dependency-type: direct:production
  update-type: version-update:semver-minor
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* subscription: Fix assert.NotSame param usage

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2024-11-26 11:19:49 +11:00
Ryan O'Hara-Reid
3c73d973f6 order: Add Side type MarshalJSON method (#1726) 
* Add side MarshalJSON

* glorious: nits

* more removal

* Update exchanges/order/order_test.go

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

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2024-11-26 11:19:13 +11:00
dependabot[bot]
d8de945ee6 build(deps): Bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1728) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.23.0 to 2.24.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/main/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.23.0...v2.24.0)

---
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- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2024-11-25 17:50:57 +11:00
Ryan O'Hara-Reid
3b2b15e256 gateio: Fix futures subscription generation (#1725) 
* gateio/websocket: fix futures filtering when generating subscriptions

* rework test

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2024-11-25 17:49:19 +11:00
Gareth Kirwan
fa9549d142 Assets: Fix LinearContracts support (#1724) 
* Assets: Fix LinearContracts support

* Assets: Fix False positives with IsValid

supportedFlag&a is true for every even number, making the test pretty
close to meaningless.

[This
fix](5b33bc5324)
was a viable fix maintaining bit shifted iota, but there's no benefit to
it at all.

Simplifying.
 2024-11-25 15:35:25 +11:00
Ryan O'Hara-Reid
4bbaf75d34 currency: Fix edge case in NewCode where all string characters are digits (#1593) 
* add fixes and test

* glorious: nits, privatise upper case field, add item field for case sensitivity for format checks, rm dead code.

* fix potential panic

* gk/glorious: nits

* gk: nits and other things

* improve commentary lol

* glorious+gk: nits and improvements (with no sillyness this time)

* Update currency/pairs.go

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

* thrasher: nitssssss

* linter: fix

* bye bye silly boy

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2024-11-25 14:51:35 +11:00
Ryan O'Hara-Reid
1fab9c72d2 gateio: Remove listOfAssetsCurrencyPairEnabledFor method and optimise websocket asset processing (#1723) 
* remove listOfAssetsCurrencyPairEnabledFor and optimise paths

* add helper method and further optimise

* glorious: nits thanksssss!

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2024-11-20 16:15:38 +11:00
dependabot[bot]
105591b2a8 build(deps): Bump bufbuild/buf-setup-action from 1.46.0 to 1.47.2 (#1718) 
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.46.0 to 1.47.2.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.46.0...v1.47.2)

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 2024-11-18 17:23:32 +11:00
dependabot[bot]
8127e13341 build(deps): Bump google.golang.org/protobuf from 1.35.1 to 1.35.2 (#1720) 
Bumps google.golang.org/protobuf from 1.35.1 to 1.35.2.

---
updated-dependencies:
- dependency-name: google.golang.org/protobuf
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2024-11-18 17:16:55 +11:00
dependabot[bot]
a1bf83a97c build(deps): Bump codecov/codecov-action from 4 to 5 (#1719) 
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 4 to 5.
- [Release notes](https://github.com/codecov/codecov-action/releases)
- [Changelog](https://github.com/codecov/codecov-action/blob/main/CHANGELOG.md)
- [Commits](https://github.com/codecov/codecov-action/compare/v4...v5)

---
updated-dependencies:
- dependency-name: codecov/codecov-action
  dependency-type: direct:production
  update-type: version-update:semver-major
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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2024-11-18 17:15:46 +11:00
Scott
85ecd0d4b8 Binance: update orderbook and ticker rate limits (#1697) 
* updates some rate limits

* WOAH FRIDAY FAILURES

* remove secret code, DONT LOOK

* types.Number, rv ob num, fr changes

* ever so slight neaten

* Remove FundingRateInfo for CMF only

* revert to using the funding rate intervals
 2024-11-13 15:32:08 +11:00
Gareth Kirwan
8f9ebcb521 BTSE: Add subscription configuration (#1616) 
* BTSE: Add subscription configuration

* BTSE: Upgrade test config
 2024-11-12 14:29:58 +11:00
Gareth Kirwan
0c0ae7bcaa Okx: Add subscription configuration (#1605) 2024-11-12 13:15:02 +11:00
dependabot[bot]
72a2a16415 build(deps): Bump google.golang.org/grpc from 1.67.1 to 1.68.0 (#1713) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.67.1 to 1.68.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.67.1...v1.68.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2024-11-11 17:24:59 +11:00
dependabot[bot]
60f541479c build(deps): Bump golang.org/x/time from 0.7.0 to 0.8.0 (#1710) 
Bumps [golang.org/x/time](https://github.com/golang/time) from 0.7.0 to 0.8.0.
- [Commits](https://github.com/golang/time/compare/v0.7.0...v0.8.0)

---
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- dependency-name: golang.org/x/time
  dependency-type: direct:production
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 2024-11-11 17:03:22 +11:00
dependabot[bot]
3f31cea979 build(deps): Bump golang.org/x/net from 0.30.0 to 0.31.0 (#1712) 
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.30.0 to 0.31.0.
- [Commits](https://github.com/golang/net/compare/v0.30.0...v0.31.0)

---
updated-dependencies:
- dependency-name: golang.org/x/net
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2024-11-11 16:50:25 +11:00
Gareth Kirwan
fb0fd2e514 Huobi: Fix GetAvailableTransferChains returning unavailable chains (#1709) 2024-11-11 16:18:27 +11:00
Gareth Kirwan
56fa304e19 Huobi: Fix invalid contract type error when autoUpdatePairs is false (#1707) 
We were relying on autoUpdatePairs to fetch contract types before we
need them. If the user disables it in config, we'll get them upfront.
 2024-11-11 15:12:18 +11:00
Ryan O'Hara-Reid
4de4e3dc14 stream/buffer: Improve orderbook verification conditions and fix TestUpdateByIDAndAction test (#1682) 
* don't need to verify if checksum available; don't retroactively verify snapshots

* glorious: nits + allow checksum/validation to be done on updateByIDAndAction

* possible slice manipulation issue fix for test

* thrasher: nit

* this should fix it now

* for subsystem usage disallow deploying a book twice

* reverts strict policy using deploy, it's used in a bunch of tests I don't want to touch just yet, left a note

* rm unused variable

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2024-11-11 14:46:14 +11:00
Gareth Kirwan
a2a7fed273 Huobi: Add subscription configuration (#1604) 
* Huobi: Update test config format

* Huobi: Add subscription configuration

* Huobi: Add subscription documentation

* Huobi: Clarify OB sub Levels usage

* Huobi: Enable websocket for tests

* Subscriptions: Rename ErrPrivateChannelName

Rename ErrPrivateChannelName to ErrUseConstChannelName
 2024-11-11 14:19:25 +11:00
Ryan O'Hara-Reid
d4c4bf1bcd bybit: Add OrderbookLastUpdated field and ensure timestamp usage is correct (#1680) 
* bybit: Add time field for orderbook and handle correct timings

* use UpdateID as this is the localised ID for this pair, rm check result.UpdateID == 1 just use snapshot

* general quick fixes across from #1672 which can be used straight away

* fix test

* glorious: nits

* thrasher: nits

* thrasher: nits thanks @thrasher-

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2024-11-08 15:35:18 +11:00
Adrian Gallagher
d172f3dfe1 gateio: Update contract settlement currencies (#1702) 
* gateio: Update contract settlement currencies

* GateIO: Fix TestGetSettlementFromCurrency race
 2024-11-08 10:11:13 +11:00
Adrian Gallagher
69bb645fc2 docs: Migrate development tracking from Trello to GitHub Projects (#1696) 
* docs: Migrate development tracking from Trello to GitHub Projects

* docs: Replace non-template based references and correct templates
 2024-11-08 10:10:49 +11:00
Gareth Kirwan
199d30d442 Bybit: Add subscription configuration for spot (#1601) 
* Bybit: Subscription configuration for spot

* Bybit: Enable candles ws sub by default

* Orderbook: Use a RW mutex for depth

* Orderbook: Fix race on depth.VerifyOrderbook

Despite being protected by an ob level mutex, this needed to privatise
and protect the option var.
 2024-11-05 16:05:38 +11:00
dependabot[bot]
8fe909d44d build(deps): Bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1698) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.22.0 to 2.23.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/main/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.22.0...v2.23.0)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2024-11-05 09:44:20 +11:00
dependabot[bot]
814c9c2c4e build(deps): Bump bufbuild/buf-setup-action from 1.45.0 to 1.46.0 (#1699) 
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.45.0 to 1.46.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.45.0...v1.46.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
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 2024-11-05 09:40:05 +11:00
Gareth Kirwan
19f8bc45cd tests: Fix TestRootPathFromCWD LICENSE check for web and vendor directories (#1695) 
This fixes looking for LICENSE files in the vendor directory
 2024-10-31 12:17:43 +11:00
dependabot[bot]
e1b24e22c1 build(deps): Bump ikalnytskyi/action-setup-postgres from 6 to 7 (#1694) 
Bumps [ikalnytskyi/action-setup-postgres](https://github.com/ikalnytskyi/action-setup-postgres) from 6 to 7.
- [Release notes](https://github.com/ikalnytskyi/action-setup-postgres/releases)
- [Commits](https://github.com/ikalnytskyi/action-setup-postgres/compare/v6...v7)

---
updated-dependencies:
- dependency-name: ikalnytskyi/action-setup-postgres
  dependency-type: direct:production
  update-type: version-update:semver-major
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 2024-10-28 17:21:17 +11:00
Gareth Kirwan
4d36ea4943 Bitmex: Fix handling index records in WS trade stream (#1685) 
Fixes handling for Size == 0 index records sent to trade stream

fixes #1684
 2024-10-25 19:57:34 +11:00
Gareth Kirwan
4c7c0bc533 Subscriptions: Relax subscription validation for non-existent pairs (#1635) 
The subscription pairs do not need to be validated as enabled or
available. The check was just belt-and-braces and didn't have a specific
use-case in mind.

Coinbase has a use-case for wanting to subscribe to BTC-USD when it's
not enabled.

Moreover, it shouldn't be our job to check this. You want a sub expanded
with these pairs? Fine. Done. If it doesn't work, you can work out why
 2024-10-23 15:34:01 +11:00
Gareth Kirwan
4fc1bf0ad1 Kucoin: Abstract a subscriptionNames for assets solution (#1669) 2024-10-23 12:05:47 +11:00
Gareth Kirwan
2232340d49 Bitmex: Subscription templating (#1586) 
* 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
 2024-10-22 17:21:35 +11:00
Ryan O'Hara-Reid
bd2cc9d7bb gateio: Small update on fields and subscriptions (#1658) 
* Cherry_pickable

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

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2024-10-21 17:05:26 +11:00
Gareth Kirwan
ba77c9946d Bitfinex: Add subscription configuration and templating (#1597) 
* Bitfinex: Correct comment about R0 OB

* Bitfinex: Test config updates

* Bitfinex: Add missing assets to configtest

* Bitfinex: Rename GenerateDefaultSubscriptions

* Bitfinex: Add Subscription configuration

* Subscriptions: Document panic in templates
 2024-10-18 09:23:15 +11:00
Ryan O'Hara-Reid
9645b7b6e7 huobi: Swap ticker amount and volume values (#1679) 
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
 2024-10-15 10:13:29 +11:00
Romano
632d4175ce Bybit: Add CryptoChain field to GetWithdrawalsHistory wrapper (#1675) 2024-10-15 10:02:43 +11:00
dependabot[bot]
609011a790 build(deps): Bump github.com/urfave/cli/v2 from 2.27.4 to 2.27.5 (#1678) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.27.4 to 2.27.5.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.27.4...v2.27.5)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2024-10-14 16:48:59 +11:00
dependabot[bot]
591106d275 build(deps): Bump google.golang.org/protobuf from 1.34.2 to 1.35.1 (#1677) 
Bumps google.golang.org/protobuf from 1.34.2 to 1.35.1.

---
updated-dependencies:
- dependency-name: google.golang.org/protobuf
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2024-10-14 16:46:29 +11:00
dependabot[bot]
be4e0cc161 build(deps): Bump bufbuild/buf-setup-action from 1.44.0 to 1.45.0 (#1676) 
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.44.0 to 1.45.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.44.0...v1.45.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2024-10-14 16:43:32 +11:00