Commit Graph

1897 Commits

Author SHA1 Message Date
dependabot[bot]
2a72af12cc build(deps): bump actions/setup-go from 4 to 5 (#1419)
Bumps [actions/setup-go](https://github.com/actions/setup-go) from 4 to 5.
- [Release notes](https://github.com/actions/setup-go/releases)
- [Commits](https://github.com/actions/setup-go/compare/v4...v5)

---
updated-dependencies:
- dependency-name: actions/setup-go
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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2023-12-11 19:48:21 +11:00
dependabot[bot]
1f7933fa96 build(deps): bump golang.org/x/time from 0.4.0 to 0.5.0 (#1410)
Bumps [golang.org/x/time](https://github.com/golang/time) from 0.4.0 to 0.5.0.
- [Commits](https://github.com/golang/time/compare/v0.4.0...v0.5.0)

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

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2023-12-04 17:20:41 +11:00
dependabot[bot]
cef7f63f86 build(deps): bump github.com/urfave/cli/v2 from 2.25.7 to 2.26.0 (#1408)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.25.7 to 2.26.0.
- [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/v2.25.7...v2.26.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2023-12-04 17:17:44 +11:00
dependabot[bot]
3e4465792a build(deps): bump golang.org/x/net from 0.18.0 to 0.19.0 (#1409)
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.18.0 to 0.19.0.
- [Commits](https://github.com/golang/net/compare/v0.18.0...v0.19.0)

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

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2023-12-04 17:05:31 +11:00
Gareth Kirwan
0620ee034d Okx: Fix GetInsuranceFundInformation "" resp (#1405)
* 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)
2023-11-28 09:38:37 +11:00
Gareth Kirwan
88182ec414 Engine: Remove Default Forex Provider (#1395)
* Currency: Do not use a default forex provider

exchangerate.host now requires an API key.
Instead of finding a new Free (for now) default, this change simply
disables the currency exchange when nothing is enabled.

* SyncManager: Report ?.?? for an unknown forex amount

In a situation where we thought forex was available but we got an error,
this avoids showing 0.00 when there was actually an error.

* Currency: Tests for no default forex

* Currency: Use mock provider for tests

* Currency: Add API key to exchangerate.host

* Currency: Remove Exchangerate.host

Exchangerate.host was bought by apilayer, the old API deprecated, and
replaced with a proxy to the apilayer api.
We already have currencylayer support, so ther's no reason to keep exh.

Worth noting: New ERH keys actually work on currencylayer

* Currencies: Add test coverage for currency layer

* fixup! Currency: Tests for no default forex

Remove duplicate assignment

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1395178513)

* fixup! Currency: Add API key to exchangerate.host

Remove unused ErrVar

Fixes [review
comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396647418)

* fixup! Currency: Tests for no default forex

Fix spelling of override in test

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396701476)

* fixup! SyncManager: Report ?.?? for an unknown forex amount

Fix display of non-positive currency conversions.

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395/files#r1398527134)
2023-11-24 13:50:01 +11:00
Ryan O'Hara-Reid
f23cc004fd Gateio: Implement GetHistoricalFundingRates wrapper func (#1385)
* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

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

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors

* gateio: Add func GetHistoricalFundingRates

* glorious: nits

* rm: print call

* glorious: nits fix test

---------

Co-authored-by: Scott <scott.grant@thrasher.io>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-11-22 10:52:26 +11:00
Adrian Gallagher
0fd433e865 exchanges/bittrex,kucoin: Remove exchange implementation and fix minor test issue (#1403)
* exchanges/Bittrex: Remove exchange implementation

* Kucoin: Fix TestProcessMarketSnapshot after pair removal update

* Kucoin: Fix race due to duplicate setupWS call

Unleash your inner Max Verstappen

* Kucoin: Actually test spot/margin market snapshot replication
2023-11-22 10:20:09 +11:00
Gareth Kirwan
86e091028f Engine: Fix panic when exchange errors (#1400)
BTSE is currently failing startup.
This fix simply prevents that from panicing.
2023-11-21 12:47:02 +11:00
Ryan O'Hara-Reid
929957cbd6 kucoin: Fix fetching fee rates for multiple pairs (#1370)
* kucoin: Fix fetching fee rates for multiple pairs

* Update exchanges/kucoin/kucoin_test.go

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

* NITS: WOW

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-11-21 12:45:08 +11:00
Bea
06024fcb56 Kucoin: Fix ProcessMarketSnapshot and add a test (#1392)
* 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
2023-11-21 11:28:38 +11:00
dependabot[bot]
dff0581890 build(deps): bump bufbuild/buf-setup-action from 1.28.0 to 1.28.1 (#1402)
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.28.0 to 1.28.1.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.28.0...v1.28.1)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-11-20 16:58:49 +11:00
Ryan O'Hara-Reid
f65a582cd6 kucoin: fix spot order unmarshal bug (#1380)
* kucoin: fix unmarshal bug

* kucoin: Add time in force handling

* kucoin: fix test

* thrasher: nits

* kucoin_test: shift skip check down for coverage, rm market testing, change buy price to reduce chance of instant match

* kucoin: fix nits and force usage of uuid to rm conflicts

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2023-11-14 15:07:35 +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
Bea
340558b8ea Bitfinex: replace errTypeAssert with common.GetTypeAssertError (#1386)
* Bitfinex: Replace errTypeAssert with common.GetTypeAssertError

* Bitfinex/common.GetTypeAssertError description to match the documentation

* Bitfinex/Correct typos, fix type in finalResp error

* Bitfinex: Comments amended from.Symbol to .Data

* Bitfinex: fix the typo

* Bitfinex: fix the comments
2023-11-14 11:25:10 +11:00
dependabot[bot]
0083ae7c9d build(deps): bump bufbuild/buf-setup-action from 1.27.2 to 1.28.0 (#1399)
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.27.2 to 1.28.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.27.2...v1.28.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2023-11-13 17:00:41 +11:00
dependabot[bot]
9279c7983e build(deps): bump golang.org/x/net from 0.17.0 to 0.18.0 (#1398)
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.17.0 to 0.18.0.
- [Commits](https://github.com/golang/net/compare/v0.17.0...v0.18.0)

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

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2023-11-13 16:58:18 +11:00
dependabot[bot]
0520cd7a63 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1396)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.18.0 to 2.18.1.
- [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/v2.18.0...v2.18.1)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-11-13 16:49:24 +11:00
dependabot[bot]
0dd37b255f build(deps): bump golang.org/x/text from 0.13.0 to 0.14.0 (#1389)
Bumps [golang.org/x/text](https://github.com/golang/text) from 0.13.0 to 0.14.0.
- [Release notes](https://github.com/golang/text/releases)
- [Commits](https://github.com/golang/text/compare/v0.13.0...v0.14.0)

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

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2023-11-06 21:35:36 +11:00
dependabot[bot]
b05e1f2826 build(deps): bump github.com/gorilla/mux from 1.8.0 to 1.8.1 (#1390)
Bumps [github.com/gorilla/mux](https://github.com/gorilla/mux) from 1.8.0 to 1.8.1.
- [Release notes](https://github.com/gorilla/mux/releases)
- [Commits](https://github.com/gorilla/mux/compare/v1.8.0...v1.8.1)

---
updated-dependencies:
- dependency-name: github.com/gorilla/mux
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-11-06 21:26:08 +11:00
dependabot[bot]
f39821d8df build(deps): bump github.com/gorilla/websocket from 1.5.0 to 1.5.1 (#1388)
Bumps [github.com/gorilla/websocket](https://github.com/gorilla/websocket) from 1.5.0 to 1.5.1.
- [Release notes](https://github.com/gorilla/websocket/releases)
- [Commits](https://github.com/gorilla/websocket/compare/v1.5.0...v1.5.1)

---
updated-dependencies:
- dependency-name: github.com/gorilla/websocket
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2023-11-06 21:16:41 +11:00
dependabot[bot]
7f0ec8e954 build(deps): bump golang.org/x/time from 0.3.0 to 0.4.0 (#1387)
Bumps [golang.org/x/time](https://github.com/golang/time) from 0.3.0 to 0.4.0.
- [Commits](https://github.com/golang/time/compare/v0.3.0...v0.4.0)

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

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2023-11-06 21:12:37 +11:00
dependabot[bot]
9df2301850 build(deps): bump github.com/mattn/go-sqlite3 from 1.14.17 to 1.14.18 (#1391)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.17 to 1.14.18.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.17...v1.14.18)

---
updated-dependencies:
- dependency-name: github.com/mattn/go-sqlite3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2023-11-06 21:11:19 +11:00
Scott
70690d9a04 futures: Implement GetLatestFundingRates across exchanges (#1339)
* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

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

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

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

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

* Bitfinex: Subscribe and Unsubscribe atomicly

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

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

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

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

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

* Bitfinex: Support period and timeframe for Candles

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

* Bitfinex: Handle conf and info WS channel events

* Bitfinex: Better tests for subscriptions

* fixup! Websockets: Add keys to websocket subscriptions

* fixup! Bitfinex: Subscribe and Unsubscribe atomicly

* fixup! Websockets: Add keys to websocket subscriptions

* Websockets: Add Pending subscription status

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

* Websockets: Add State instead of pending

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

* Bitfinex: Fix first sub message maybe lost

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

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

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

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

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

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

* Websocket: Validate state in SetChanState

* fixup! Bitfinex: Fix first sub message maybe lost

* Websockets: Rename RemoveUnsuccessfulSubs

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

* Bitfinex: Fix race in Tests
2023-11-02 12:10:43 +11:00
dependabot[bot]
dbe41a7412 build(deps): bump actions/setup-node from 3 to 4 (#1383)
Bumps [actions/setup-node](https://github.com/actions/setup-node) from 3 to 4.
- [Release notes](https://github.com/actions/setup-node/releases)
- [Commits](https://github.com/actions/setup-node/compare/v3...v4)

---
updated-dependencies:
- dependency-name: actions/setup-node
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
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2023-10-30 17:14:57 +11:00
dependabot[bot]
b8e3d8ef8b build(deps): bump bufbuild/buf-setup-action from 1.27.1 to 1.27.2 (#1384)
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.27.1 to 1.27.2.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.27.1...v1.27.2)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2023-10-30 17:13:32 +11:00
Ryan O'Hara-Reid
fe779b1aa8 engine/syncer: Stop orderbook fallover to REST when websocket connection is active (#1361)
* sync manager: don't fall over to rest when websocket connection active

* glorious: nits and fix bug

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-10-27 16:30:01 +11:00
dependabot[bot]
75111e08f6 build(deps): bump google.golang.org/grpc from 1.58.3 to 1.59.0 (#1377)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.58.3 to 1.59.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.58.3...v1.59.0)

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

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2023-10-23 18:07:52 +11:00
Scott
2ea3083468 exchanges/kraken,bittrex,gemini: Resolve Kraken panic, lint corrections, Bittrex batch tickers, set Gemini order limits and update tradable pairs (#1372)
* fix kraken, batch bittrex, fix lint

* surprise gemini!

* thought this happened automatically

* fix before shazbert sees

* fixes annoying atoi bug

* rm futures from gemini

* lint

* bittrex UpdatedAt, gemini Limits, stats relook

* STATS used HARDEN!(improve stats package)

* Whoopsies in your Daisies

* rm RWMutex, json stringeroo

* fixes additional index issues 😆 😭
2023-10-23 18:06:25 +11:00
dependabot[bot]
f8e943ea8e build(deps): bump bufbuild/buf-setup-action from 1.27.0 to 1.27.1 (#1378)
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.27.0 to 1.27.1.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.27.0...v1.27.1)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2023-10-23 17:29:58 +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
dependabot[bot]
d3bf4a460a build(deps): bump golang.org/x/net from 0.16.0 to 0.17.0 (#1375)
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.16.0 to 0.17.0.
- [Commits](https://github.com/golang/net/compare/v0.16.0...v0.17.0)

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

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2023-10-17 09:20:34 +11:00
dependabot[bot]
7083f774cb build(deps): bump google.golang.org/grpc from 1.58.2 to 1.58.3 (#1374)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.58.2 to 1.58.3.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.58.2...v1.58.3)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2023-10-16 17:06:01 +11:00
Ryan O'Hara-Reid
51e2e42a19 orderbook: Add optional orderbook.Item string fields for potential checksum calculations (#1354)
* orderbook: Add optional orderbook.Item string fields for potential checksum calculations.

* glorious: nits

* glorious: nits

* thrasher: nits

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-10-13 16:38:49 +11:00
Ryan O'Hara-Reid
773441d5a7 Okx: Integrate websocket book5 processing and add configurable max subscriptions per connection (#1275)
* okx: books 5 (cherry-pick)

* okx: shift types to types file, remove commented code and updated field name to better reflect pushed type

* linter: fix

* remove slowness

* * Introduce function checksubscriptions and shift check of subscriptions to internal websocket package
* Shift Max websocket connection int to Websocket setup (temp) for this use case only.

* glorious: nits

* linter: fix

* websocket: don't try and subscribed with nothing to subscribe to.

* Update exchanges/stream/websocket_test.go

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

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-10-13 15:54:49 +11:00
Bea
859c4512fb Bitstamp: Add new trading fees API endpoint; refine fee calcuations and test coverage (#1289)
* 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
2023-10-13 15:34:21 +11:00
Gareth Kirwan
8430509807 Okx: Websocket order channel fixes (#1346)
* Okx: Fix WS order fields

* Fixes float64 with string annotation erroring on empty strings:
Okx Order Push Data error json: invalid use of ,string struct tag, trying to unmarshal "" into float64
Specifically this came from px field from a market order
* Switch to convert.StringToFloat64 instead of okxNumericalValue
* Fix typo in Notional* field names; Ironically prevented them from erroring

* Okx: Add tests for first order fields

* Okx: CID and maybe set WS order Filled time

* Tests: Set TestFixtureToDataHandler to t.Helper

* Orders: Add UnmarshalJSON to order.Side

* Okx: Fix FillTime not parsed for PendingOrder

* Okx: Switch to order.Side Unmarshal throughout

* Okx: Add Fee and FeeAsset to order processing

* Okx: Fix WS order.Detail amounts and Test

This fixes Amount vs QuoteAmount for market sells where tgtCcy is
quote_ccy

* Add comment to order.Side.UnmarshalJSON

* Okx: Replace PendingOrderItem Unmarshal with local types

* Okx: string type for WS order reduceOnly

Note: Not yet in unit tests, since it's not part of the spot tests I was
originally fixing. I'll circle back to adding full test support for
Reduce only and deleveraging positions.

* Okx: Fix TestOrderPushData Amount

We were expecting 0 when we're given a quoteAmount
In reality, we'll calculate the size from the price

* Okx: Fix order and remAmount in wsOrders

Improved handling for Float64 issues and boundaries when the order is
fully executed but not yet marked as Filled

* Fix ErrSideIsInvalid in tests
2023-10-13 15:18:55 +11:00
Ryan O'Hara-Reid
233a65a778 exchange: refactor credentials.go from PR #1320 (#1360)
* refactor credentials

* glorious: nits

* shazbert: nits

---------

Co-authored-by: romanornr <romanornr@gmail.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-10-10 10:17:07 +11:00
dependabot[bot]
ae7d812478 build(deps): bump github.com/spf13/viper from 1.16.0 to 1.17.0 (#1365)
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.16.0 to 1.17.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.16.0...v1.17.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
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2023-10-10 10:12:50 +11:00
Bea
2799f40401 Bitfinex: Fix websocket panic when seqNo is not sent (#1356) 2023-10-09 17:22:06 +11:00
dependabot[bot]
cd293c43b7 build(deps): bump styfle/cancel-workflow-action from 0.11.0 to 0.12.0 (#1363)
Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.11.0 to 0.12.0.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.11.0...0.12.0)

---
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  dependency-type: direct:production
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2023-10-09 17:18:52 +11:00
dependabot[bot]
6107896d66 build(deps): bump bufbuild/buf-setup-action from 1.26.1 to 1.27.0 (#1362)
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.26.1 to 1.27.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.26.1...v1.27.0)

---
updated-dependencies:
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  dependency-type: direct:production
  update-type: version-update:semver-minor
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2023-10-09 17:15:56 +11:00
dependabot[bot]
9e6383705f build(deps): bump golang.org/x/net from 0.15.0 to 0.16.0 (#1366)
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.15.0 to 0.16.0.
- [Commits](https://github.com/golang/net/compare/v0.15.0...v0.16.0)

---
updated-dependencies:
- dependency-name: golang.org/x/net
  dependency-type: direct:production
  update-type: version-update:semver-minor
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2023-10-09 17:13:54 +11:00
Gareth Kirwan
1212b6750e OrderManager: Fix race condition in submit with ws (#1336)
* OrderManager: Fix race condition in submit with ws

If the ws sees the order before processSubmittedOrder then it will have
assigned it an internal order id already and added it to the store.
Don't treat that as an error. Instead just use the newer ws details

* OrderManager: Fix error comparisson

Should always use errors.Is when possible

* Tests: Simplify btcusd test pair declaration

* OrderManager: Improve test readability

* OrderManager: Add orderstore.getByDetail test

* Return a fresh pointer from orderstore.getByDetail

This protects the order.Details in the store from direct access.
The use-case was to allow the returned objects to be references so that
future changes to them would be reflected.
However we're not ready yet to allow people to touch the orders
directly, because they're not protected directly by a mutex, and nothing
would stop consumers contaminating the integrity of the data.

We can revisit this topic later atomicly, but it's definitely tangental
to the cause of action for PR #1336.

* Fix GetByDetail tests to assert a new pointer

* OrderManager: Avoid possible lock races

This fix internalises the getByDetail because the implication of moving
lock ownership out of exists/getByDetail to consumers breaks the order
store struct encapsulation in a way we really don't want to.
It's also more efficient

* Fix spelling mistake

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

* OrderManager: Fix TestSubmitOrder... description

* OrderManager: Improve clarity of comment

* OrderManager: Capitalise error message

On failure to add to orderstore, capitalise the error message

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

---------

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-10-06 09:21:49 +11:00
Gareth Kirwan
d86da76b1f Bitstamp: Add auth channel subscription handling (#1333)
* 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>
2023-10-05 16:13:05 +11:00
Ryan O'Hara-Reid
4c928b496d engine: Adds new helper functions for default exchange deployment (#1243)
* engine: changes (cherry_pick_me_pls_ser)

* engine/helpers: refactor

* glorious nits: purge code

* engine/helpers: update tests so that we can ensure a default exchange and setup is good to go.

* -_-

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-10-04 12:56:35 +11:00
Scott
91d699be9d maps: expansion of Key concept (#1349)
* moves everything to use single map keys, also breaks

* full rollout

* tests

* fix a little bug

* minor test fixups

* Fix Key use

* rm 🔑 from 🔑 struct name
2023-10-04 10:19:41 +11:00
Ryan O'Hara-Reid
033a72b61a orderbook: fix race condition when function scope is in error (#1357)
* orderbook: fix race condition when in error

* Whoops
2023-10-03 16:08:31 +11:00
Ryan O'Hara-Reid
ecf0a5bcb3 spellcheck: fix and update (#1359)
* spellcheck: fix and update

* spellcheck: add exclude line for gateio_types
2023-10-03 16:07:03 +11:00