Commit Graph

76 Commits

Author SHA1 Message Date
Andrew
b26ec86d43 Withdraw additional functionality (validation/submission/tracking) (#409)
* reworked request struct and exchange response started work on validation system

* removed import cycle until work around

* Added intial withdraw support via CLI added

* Added Crypto command to gctcli

* moved var declartion to single line

* Test updates for binance and anx

* All exchange tests have been updated test coverage added to validate

* First pass at adding withdrawl select from database

* started adding basic lru cache system

* Added basic LRU cache including Add Get Remove Contains ContainsOrAdd Clear

* wording changes on comments

* removed exported var's in strut as they are not required

* Added README

* README updates

* corrected ID on commands

* rm line :D

* merged in origin/cache

* linter fixes (gofmt)

* Added basic cache lookup to events

* swapped to mutex over rwmutex updated comments

* unexported getNewest & getOldest

* unexported getNewest & getOldest

* Updated comments and cited references in source

* updated comments

* WIP

* Migrated exchange WithdrawFiat wrapper to new struct response

* Migrated exchange WithdrawFiat wrapper to new struct response

* started work on bank management

* Added exchange level banking details back with migration to banking package

* Removed broken tests for now

* Added validation to bank accounts

* removed duplicate bank details from withdraw struct

* Test coverage increased

* gofmt

* merged upstream/master with clean up

* First pass at adding command line linking to gctcli

* added validation for crypto address, added gctcli support to retreive previous withdrawal requests

* general cleanup

* general cleanup

* reordered imports

* Increased test coverage moved to database sublogger

* Pass incorrect currency no longer return error from c.CheckBankAccountConfig

* remove TestMain() for now as other tests in this package will need to be reworked

* Happy little race car

* Reverted to upstream tests

* Added test covarege for validation method, corrected response on cli protobuf

* query clean up and removal of duplicated code

* cleaned up queries into singlem ethod increased test coverage

* Migrated international fund withdraw to new exchange response and added cache size override

* Migrated international fund withdraw to new exchange response and added cache size override

* Extended gctcli commands

* lowered default cache to 25

* small code clean up

* added get by date method

* add returned error

* cli commands cleaing return error on nil results to fix out of bounds

* merged write & read helpers into one for test coverage and increased engine/withdraw test coverage

* gofmt

* Added test coverage for valid ID

* removed unused param

* converted to use timestamp package from protobuf

* gofmt

* use built in RFC3339 timestamp

* remove setting of CreatedAt & UpdatedAt and allow ORm to take care of it

* also use ptype on byid

* code flow improvements

* remove inverse conditional check and linters run

* removed test data

* removed comment

* removed comment

* also write failures to database for auditing

* converted to use default time for start & end

* Default to time.Now() minus 30 days

* Default to time.Now() minus 30 days

* small code clean up

* fixed missing semicolon on migrations, code clean up

* updated sqlite migrations

* Added additonal check for exchange level bank account if global is not found

* case sensativity fix for currency names

* use correct compare

* test coverage fixed

* removed space

* return pointer to banking.Account

* return pointer to banking.Account

* added else check back to validate()

* Added empty string as default to migration over NULL due to retrivial of data
2020-02-26 15:45:13 +11:00
Andrew
7fccc03164 (Logger) Rename package to log (#444)
* renamed package to log to stop side import requirement

* reverted comment changes

* reverted comment changes

* one more reverting wording back to logger

* wording changes on comments
2020-02-12 18:09:56 +11:00
Adrian Gallagher
168c966441 Minor general cleanup and bug fixes (#443)
* Bugfix, remove non-needed code and cleanup some code

* Run go mod tidy

* Remove non-needed test and fix tautological err

* Fix Huobi interim var reference
2020-02-12 16:52:05 +11:00
Adrian Gallagher
b949388994 General engine improvements (#437)
* Add exchange manager to engine

* Several improvements for engine and friends

1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised

* Add cert tests and create dir tree if it doesn't exist for file.Write

* Link up donation address to documentation tool plus minor adjustments

* Fix remaining donation addrs

* Move non-needed reload exchange funcs

* Revert accidental config_example.json changes 🕯️

* Use go logger for logging until the logger has initiliased, otherwise no output will be seen

* Link up portfolio delay val and other fixes

* Run go mod tidy after dependabot PR

* Address nitterinos
2020-02-06 12:32:01 +11:00
Vazha
2e6ff1c398 Engine: SyncTimeout can't be set (#438)
* Bittrex GetDepositHistory method return new DepositHistory struct type

* Id field of DepositHistory type changed to int64

* check exchange (exist and enabled) before calling methods on, to avoid program crashes

* Update bittrex_types.go

* t2

* Program always uses the DefaultSyncerTimeout because c.SyncTimeout in engine/syncer.go newer set in code

* gofmt file

Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
2020-02-06 12:02:37 +11:00
Ryan O'Hara-Reid
0a84c5d97a Request package update & rate limit system expansion (#413)
* Initial rework of rework of requester - WIP

* Implementing and checking rate limits - WIP

* implemented coinbene rate limiting shenanigans

* add in remaining WIP

* fixy

* use authenticated rate limit

* drop ceiling as this can be done with a counter later

* add functionality to struct

* purge config options for rate limiting so as to keep things minimal

* prepare futures and swap rate limiting for implementation

* Address linter issues

* Addressed nits, fixed race

* fix linter issue

* remove global var as this was only setting when newrequester was called

* moved rate limit functionality into its own file

* Update Bitfinex with correct rate limit and test endpoints (WIP)

* finish off bitfinex adjustments

* fixes

* fix linter issues

* slowed rate for coinbasepro

* drop rate limit for huobi as the doc times have intermittent 429 issues.

* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning

* Addr Thrasher nits

* Addr glorious nits

* unexport do request function

* fixed nitorinos

* Fixed something I missed

* move disabled rate limiter into loadexchange and use interface functionality

* Add temp quick fix
2020-02-06 11:44:28 +11:00
Ryan O'Hara-Reid
a32d16e1f5 Expose auth validator functionality for wrapper (#416)
* expose auth validator functionality for wrapper

* Add REST validation after keys set, package account types for future syncing

* Add transient error checking for initial creddemtial validation

* fix command types

* Addressed nits from glorious person

* Amalgamate body within error when not between 2xx status, added btcmarket specific auth error check

* nit fix for glorious person

* Format fix

* removed unused code

* check transient first then validate if its an exchange specific authentication error, all others will be disregarded

* Addressed glorious nits

* Addressed glorious nits

* Moved account processing to updateaccountinfo func and added in fetch account info

* Add GRPC Account streaming (NOTE: could not complete until sync item added)

* RM exchange check

* Address xtda nits

* RM comment code

* Fix linter issues

* used most recent protoc version

* lbank linter issues fixed

* Addressed nits and changed len check to range in for loops

* Fixed timeout issue

* thrasher nits addressed

* add string holdings
2020-01-31 12:09:24 +11:00
Andrew
bc0c32de3e (PROFILING): Add config support for setting runtime.SetMutexProfileFraction() value (#432)
* Added config option for SetMutexProfileFraction() to profiler increased test coverage and made tests runnable standalone

* Removed duplicate host and no longer const

* Added pprof endpoint to log
2020-01-30 13:20:41 +11:00
Christian Achilli
5ac5ec8fc1 Add OHLC retrieval func (GetHistoricCandles) to all exchanges and expose it as a wrapper func (#414)
* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* initial wiring to providegethistoricalcandles

* gethistriccandles work from cli using hard coded inputs

* gethistoriccandles RPC service and CLI working fine for coinbasepro

* fixed unit test

* input check on grpc for gethistoriccandles

* updated deps

* fixed the return value when a method is not yet implemented

* code review: fixed CLI input check and int32->int64

* code review: handling wrong exchange name

* added check on granularity and allowing start and end being empty

* code review: removed currency2

* code review: dependency reverted

* improved func comment

* typo in func comment

* get historic values tests

* unit tests for get historical rates on coinbasepro

* using time format time.RFC3339

* names to camel case and improved comments

* test cleanup

* changed to camel case

* added InArray tests

* dropped not needed string time

* enforced use of int64

* fixed make check

* cleaned up code organisation to be consistent

* fixed Travis remarks

* more Travis remarks

* added comments

* regenerated proto files after merge

* linter fix
2020-01-24 16:10:33 +11:00
Andrew
f6fd94ea69 Engine: Scripting support (#383)
* WIP

* updated appveyor and increased deadline 5 seconds due to increased linters being added

* revert files to upstream/engine

* WIP

* WIP

* mod file changes

* added script manager

* Added manager/and cli interfaces to scripting

* Added script task handler

* WIP - Added timer/repeat support and fleshed out wrapper further

* autoload support added + WIP

* WIP commit

* added account balance info

* btc markets temp work around

* WIP - merged with upstream for new order package BTC Markets responses broken

* Cancel order wrapper WIP

*  order wrapper update

* Added test coverage for VM

* moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts

* added override to load/execute for path

* fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands

* increased test coverage for packages

* Added docs cleaned up tests and example scripts

* Test coverage increased for module/gct/exchange package

* windows fixes

* merged upstream/engine

* WIP

* logger fixes - removed pointer to bool check removed duplicate test check for logger

* remove unused mutex

* added inital upload support

* fix linter issues for go-fmt

* added zip support for uploading and added base for fund withdrawing

* changed error return types and also log errors, fix zip path issue

* improved error outputs and code flow

* pairs response fix added protobuf defs for stop all and list all

* added stop all running scripts general clean up and moved across to OrderManager

* linter fixes (gofmt)

* added list all command

* rewrote zip handler to be cleaner also fixed file overwrite on upload

* added query command reworked tests

* added further error checking to compileandrun corrected use of pointers for accountinfo

* bumped tengo version

* Removed named returns reworded log messages removed unused falseptr

* WIP

* Added virutal machine limit improved config options

* added model for script event added upload validation

* script_event table has been completed, tests for wrapper functions implemented

* README updates

* reverted changes opened new PR to move withdraw struct outs

* intial work on adding withdraw support after merger of withdraw package

* started work on examples

* Added crypto withdraw support

* fix switch case assignment and gofmt project

* Reworking Fiat withdraw request pending #402

* removed double pointer call

* added withdraw support for fiat  currencies

* added tests for withdraw methods increased readme

* removed local tengo require and also fix linter issues

* Added default log size const added basic test for invalid script execution

* First pass at moving wrapper to validator package to allow proper validation of uploaded scripts

* Added script details to README added config test added test for no file extension

* moved tests to const and fixed incorrect pathing

* added test coverage to withdraw package

* corrected file close handling

* point to included configtest.json

* extended validator support when a script is uploaded

* Bug fix on bool logic

* Added mutex

* Don't create autit events on test execution

* reverted common to master

* moved file rename to unix timestamp format

* converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob

* started work on autoload add/remove support

* First round of PR fixes (mostly commented exports)

* Moved GCTScript load to last, removed unneeded error from cleanup()

* Comment clairty for AuitEventID

* added autoload add/remove command to cli

* added tests for autoload

* Test updates for Exchanges

* linter fixes (gofmt)

* Removed double check of engine pointer

* remove possible nil pointer on GetSpecificTicker

* Fixed not closing file handler on write that causes archive removal to fail

* file handler Close clean ups

* corrected spelling on error return and return invalid name n autoload

* moved strings to cosnt moved bool pointer creation to convert package

* new zip extractor added

* Validation has been added to archive uploads

* removed shadow var on err

* added ok check to conversion

* converted condition check

* basic test for zip extract added

* new zip handler

* reverted back to old atomic loading system

* removed shadow err

* lets add a new line

* added space to error return

* command line toggle for script now works properly

* readme updated

* set configLoaded to true

* check for configLoaded condition

* added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled

* linked up to enable/disablesubsystem commands

* added start/stop example to readme

* reworked logic on test as check should be done on Load()

* updated to tengo v2

* linters

* lower time on ntp client to stop slippage

* remove all fails if any fail validtion from an archive

* remove vm from list if timer is invalid

* removed shadow on err

* remove config creation from NTPCheck test

* WIP testing DB changes

* add unique constraint

* WIP: created has many model

* linters run

* basic sqlite3 support added for new database format

* linters run

* Added test coverage for script repo

* removed unused print

* updated env vars for CI instances

* updated env vars for CI instances

* Updated test packages

* Test updates for postgresql

* removed invalid tests from postgres

* remove duplication of struct and improved code flow

* general cleanup

* wording changes on log output

* use databasemgr logger and add support for autoload without file extension

* corrected test naming

* return correct error

* return correct error again version 82

* store scriptdata on creation

* Hello

* Errorln -> Errorf

* Removed unused vars

* Read me updates

* testing without parallel

* comment on exported type

* added nil check against VM for test

* add debugging information

* gofmt

* remove verbose and data sent to channel

* Added debug information

* linter fixes (gofmt)

* remove unused CompileAndRun() call

* test sleep to see if issue is timing related

* semi-concurrent map fixes

* one day i will run gofmt or setup precommit hooks

* new line :D

* increased test coverage

* added correct sleep time

* Moved over to sync map

* linter fixes (gofmt)

* goimports

* moved VM related methods to vm.go

* new line at end of file

* trying increased timeout on golangci-lint for appveyor

* add debugging information

* removed timeout

* reworked timeout logic

* linter fixes (gofmt)

* increased test coverage

* increased test coverage

* one day i will run gofmt or setup precommit hooks

* removed unused exchange test

* increased golangci-lint timeout

* Added nil check on shutdown and test coverage for it lowered timeout back to 1:30

* reworked ID system

* removed script hash as it was unused

* added comments on exported methods and read me update

* reorder code

* removed to atomic.value for test execution flag

* increased test coverage

* move add further up execution

* point to correct script file
2020-01-23 13:54:04 +11:00
Vazha
4c33a0738a Bittrex - changed type of field "Id" in DepositHistory struct (#419)
* Bittrex GetDepositHistory method return new DepositHistory struct type

* Id field of DepositHistory type changed to int64

* check exchange (exist and enabled) before calling methods on, to avoid program crashes

* Update bittrex_types.go
2020-01-22 11:30:14 +11:00
Adrian Gallagher
26b8e95eb0 Use atomic.LoadInt32/AddInt32 for database subsystem (#412) 2020-01-14 10:27:26 +11:00
Adrian Gallagher
4e05ad41e3 Exchanges: Remove ANX from codebase (#408)
* Remove ANX from codebase

* Doc changes
2020-01-03 14:12:52 +11:00
Ryan O'Hara-Reid
98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00
Adrian Gallagher
467d8d91a2 Coinbene: Add swap endpoints and code cleanup/bugfixes (#403)
* Start Coinbene SWAP implementation

* Flesh out more API endpoints

* Code cleanup

* Add more endpoints, bug fixes and order validation checks

* More endpoints, tests and bugfixes

* Remove omitempty for enabled/available pairs
2019-12-18 17:36:07 +11:00
Andrew
40122b3094 (CLI) Fix getorders command currency pair filtering (#400)
* add currency pair filtering to getorders

* long live the Queen

* fixed wording on tests
2019-12-18 09:12:58 +11:00
Andrew
75ac5ee791 (Exchange Interface) Convert Fetch & Update orderbook/ticker methods to return pointers (#398)
* moved order and ticker fetching to return a pointer

* return nil instead of empty struct

* fixed incorrect nil

* general cleanup
2019-12-17 15:54:09 +11:00
Andrew
a727beeb15 (BTC Markets): Wrapper SubmitOrder parameter order fix & IsOrderPlaced condition correction (#394)
* corrected param order Side -> Type, also corrected condition check for IsOrderPlaced

* send open status for GetActiveOrders

* GetActiveOrder() changes to include OrderID and status matching

* BTC Markets batch order limit fixes & SplitStringSliceByLimit  method

BTC markets batch end points have limits (20 for cancel 50 for query) adds new method SplitStringSliceByLimit in common to split a slice by limit and return slice of slice

* rm line :D

* Added test for SplitStringSliceByLimit and moved to const

* ntp client reworked to not return error if no valid time servers are found but default to system

* clean up

* new line added

* use TimeMgr sublogger and wording correction on output

* Moved to DialTimeout() & Removed SetDeadline call

* removed line

* added setdeadline fix

* goimport file

* removed unused error from NTPClient as we now default to system time if no server can be reached

* Added checks for number overflows

* converted to uint as you should not be passing a negative number in

* Increased test cases for NTPClient

* Removed Helper call as no longer outputting any data from function

* removed unused param
2019-12-16 14:47:54 +11:00
Adrian Gallagher
25e290563c Exchange: Pair formatting/loading/SetDefaults improvements (#396)
* Improve exchange pair loading/setting/formatting

* Update configs

* Link up forceUpdate for OKEX

* Fix linter issues

* Rearrange exchPS

* Fix typerino

* Config updates
2019-12-13 13:10:17 +11:00
Andrew Jackson
b8e8c25f78 Renamed structs to remove package name 2019-12-13 08:26:55 +11:00
Andrew Jackson
a91d147781 Moved withdraw structs into own package 2019-12-12 14:16:45 +11:00
Adrian Gallagher
17a786536d Engine pre-merge changes (#392)
* Engine pre merge changes

* Remove redundant "seconds"
2019-12-04 16:25:55 +11:00
Scott
11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00
Ryan O'Hara-Reid
0c5d75b22c (Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed

* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.

* add in string

* explicitly throw away return error value

* atleast return the error that websocket initialise returns

* return error when not connected

* fix comment

* Adds comments

* move package declarations

* drop append whenever we call supported

* remove unused import

* Change incorrect spelling

* fix tests

* fix go import issue
2019-12-03 10:06:08 +11:00
Adrian Gallagher
e20d204b19 Fix Docker os.Rename invalid cross-device link issue (#386)
* Adds new file.Move func to address a bug with Golang/Docker volumes when using os.Rename

Also uses TempDir for tests instead of live directories and increases test coverage for file.Write

* Goimport the imports

* Make usage of file package name consistent so it no longer clashes with vars

* Remove outputFile if io.Copy fails
2019-11-28 11:56:05 +11:00
Adrian Gallagher
63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00
Adrian Gallagher
da81ea6c08 Merge branch 'master' into engine 2019-11-11 17:11:11 +11:00
Adrian Gallagher
26bc33ce89 Merge branch 'master' into engine 2019-11-07 15:08:00 +11:00
Ryan O'Hara-Reid
22ff33cd54 Engine QA (#367)
* Improved error message when no config is set on startup

* Change inccorect error wording

* bump Bitfinex websocket orderbook return length to max

* temporary fix of incorrect orderbook updates, limit to bid and ask len of 100, will be extended later if needed

* Fixed issue in binance websocket that appended 0 volume bid/ask items

* Fix panic when unmarshalling an empty pair from config

* Add get pair asset method for exchange base
Fix Bitmex orderbook stream
Unbuffer Bitmex orderbook stream

* force syncer to update ticker instead of fetch, which allows a stream

* Fix websocket last price for coinbasepro

* fix websocket ticker for coinut

* Fix websocket orderbook stream Huobi

* increase orderbook depth REST for Huobi

* Fix websocket support and ensure data integrity

* Fix time parsing issue after error checks

* check error, only process enabled currency pairs, signal websocket data processing

* expanded websocket functionality for okgroup

* Add logic to not process zero length slice for orderbooks

* fix websocket ticker only updating enabled and individual book updates

* ZB fixes to order submission/retrieval/cancellation w/ general fixes

* Quiet unnecessary warning

* updated config entry values for REST and websocket (initial hack until I come up with a better solution for asset types)

* Ch GetName function to field access modifyer & rm useless code

* Add in error I missed

* Nits addressed

* some more fixes

* Turned kraken default websocket to true and some small changes

* fixes linter issues

* Ensured okgroup books and sent update through to datahandler. Zb update as well.

* Add test case to get asset type from pair

* Add test for pairs unmarshal

* Add testing and addressed nits

* FIX linter issue

* Addressed Gees nits

* Thanks glorious spotter

* more nitorinos

* Addres even more nits

* Add stringerino 4000

* Fix for panic cause by sort slice out of range, also nits addressed

* fix linter issues

* Changed from function to field access

* Changed from function to field access

* fix for orderbook update panic, removes quick fix - caused by sync item fetching through same protocol

* Add new test and update random generator

* pass in invalid string to future ob fetching, due to futures contract expire and a http 400 error is returned
2019-11-04 15:34:30 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Scott
242b02c382 (Engine) Bugfix: Unlocking an unlocked mutex PANIC + Increase dispatcher job capacity via commandline (#371)
* Removes lock unlock timer and instead sets unlocks between getting a nonce and sending a payload. Increases dispatch channel buffer to deal with len(enabledCurrencies) > ~100

* Adds additional comments to help explain the situation

* Fixes bug that could unlock mutex too early

* Fixes LIES where Gemini gets a nonce and then proceeds to declare it doesn't get a nonce causing an unrecoverable lock

* Fun new concept! The creation of a tested timed mutex. Unlocking an unlocked mutex cannot occur and response can be checked to verify whether the mutex was unlocked from timeout or command.

* Adds new cmd parameter "dispatchjobbuffer"

* Expands comments and renames benchmark. Makes `Timer` property private

* Happy little linters

* Renames jobBuffer and all related instances to jobs limit

* Tiny error message update

* Grammatical fix and setting dispatch.Start to use defaults
2019-10-29 14:00:45 +11:00
Adrian Gallagher
596be31b6a dispatcher: Use int32 for atomic operations to prevent crash on ARM 32bit systems (#370)
See https://github.com/golang/go/issues/599
2019-10-23 11:30:40 +11:00
Scott
ccfcdf26aa Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
2019-10-22 10:56:20 +11:00
Andrew
92147cdc5f (Engine): Database system improvements (#358)
* Migrated to goose & sqlboiler

* create tests with sqlboiler

* code clean up

* Added gct -> sqlboiler config gen

* dropped pgx support

* dropped pgx support because who needs connection pools

* reenable sqlite audit tests

* first pass of migration changes

* stuff is broken :D

* sqlboiler :D

* end of date commit

* Added comments code clean up

* revert go module files back to upstream

* bug fix

* pushed go.mod update to use correc goose version

* renamed sqlite to sqlite3 for consistency across codebase and PR feedback changes

* makefile updates

* things are broken end of day commit

* added postgresql test

* use correct database name

* travis fixes for env vars

* travis fixes for env vars

* test fixes

* run migration on test setup

* test adding postgres support to appveyor

* Skip tests on appveyor due to issues with missing binaries

* oh yeah i have to support windows don't i

* bumped goose version up

* add postgres to osx

* fix travis config as osx does not support services move spin up to before_script

* added PGDATA path fix

* pass PG_DATA to pg_ctl

* added initdb to before install

* fixes to wording and bumps up goose version

* who needs ssl anyway

* moved ssl to correct section :D

* bumped goose version up

* unbreak travis

* unbreak travis

* fix if database is disabled in config

* move strings to consts

* converted more strings to const

* improvements to sqlboiler mmodel gen

* Added contrib\sqlboiler file

* sqlboiler windows contrib fixes

* bumped goose version up

* :D whoops

* further fixes to sql models

* further fixes to sql models

* database type fix for config gen

* README update

* go.mod clean up

* added config details for appveyor

* appveyor ordering fix

* force psql9.6

* appveyor config changes

* all the environmen vars

* model changes for psql

* model changes for psql

* sqlite model fixes

* attempt at osx fix

* added error check for migration

* typos and check against goose error instead of string :D

* updated sqlboiler commit id

* bump sqlboiler version again

* set decimal package to @0bb1631

* readme and makefile updates

* bump goose version update readme and add override flag to config gen

* README typo fix and lowered inserts in test down to 20 as we are only testing that inserts work running 200 was unnecessary

* added gctcli command for audit event

* Added debug output toggle to config added both postgres & sqlite support to gctcli command

* Wording changes on errors

* set sqlite to 1 connection to stop locke database issues

* Usage update for order

* README updates with config examples

* go.mod/sum tidy

* removed lines in import second

* removed lines in imports

* convert local time to utc for database and display output

* go mod clean up and error checking to time

* renamed all packages to sqlite3

* added windows command output for sql model gen

* time conversion fix

* time conversion on gctcli
2019-10-08 15:28:31 +11:00
Adrian Gallagher
2a13551dd1 Minor QA changes
1) Add ability to enable all pairs using the new pair manager
2) Add abiity to enable/disable database subsystem via gRPC
3) Fix spelling mistakes
2019-10-04 19:31:04 +10:00
Adrian Gallagher
8ca1e5c36f Fix utils.AdjustGoMaxProcs
Since Go 1.5, Go will use the total number of logical processers that the
system has available. Caveats to this are if someone has set the
GOMAXPROCS env var set or wish to limit usage of the number of logical processers
between a range from 1 to NumCPUs
2019-10-03 10:45:59 +10:00
Ryan O'Hara-Reid
db317a2447 Engine: Dispatch service (#346)
* Added dispatch service

* Added orderbook streaming capabilities

* Assigned correct orderbook.base exchange name

* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming

* Add ticker streaming support through dispatch package

* Added in some more info on error returns for orderbook.go

* fix linter issues

* Fix some issues

* Update

* Fix requested

* move dispatch out of exchanges folder to its own independant folder

* Fix requested

* change orderbook string to tickers

* Limit orderbooks to 50 and made dispatch system more stateless in operation

* lower cases for update/retrieve/sub exchange name

* Adds in asset validation and lower case conversion on cli

* Remove comment

* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error

* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go

* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go

* Fix some issues

* change to start/stop service, added in service state change via cli, updated logger

* fix requested

* Add worker amount init spawning

* fix linter issues

* Fix more linter issues

* More fixes

* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system

* Moved all types to dispatch_types.go && remove panic

* Moved types into serperate file && improve test coverage

* RM unnecessary select case for draining channel && fixed error string

* Added orderbook_types file and improved code coverage

* gofmt file

* reinstated select cases on drain because I am silly

* Remove error for drop worker

* Added more test cases

* not checking error issue fix

* remove func causing race in test, this has required protection via an exported function

* set Gemini websocket orderbook exchange name
2019-10-03 09:47:37 +10:00
Scott
c2a33300f5 Feature+Bugfix: Engine websocket management (#360)
* Initial commit tearing down the websocket connection management. The purpose is to remove the traffic monitoring and dropping as syncer.go is a better manager

* Adds a readwrite mutex and helper functions to minimise inline lock/unlocks and prevent races

* Creates new WebsocketType struct to contain all parameters required. Deletes WebsocketReset. Utilises ReadMessageErrors channel for all websocket readmessages to analyse when an error returned is due to a disconnect

* Fixes issue with syncer trying to connect while connecting

* Simplifies initialisation function for websocket. Reconnects and resubscribes after disconnection

* Adds WebsocketTimeout config value to dictate when the websocket traffic monitor should die. Default to two minutes of no traffic activity. Increases test coverage and updates existing tests to work with new technologic. RE-ADDS TESTS I ACCIDENTALLY DELETED FROM PREVIOUS PR

* Removes snapshot override as its always necessary when considering reconnections. Increases test coverage. Re-adds tests that were ACCIDENTALLY DELETED. Removes unused websocket channels. Bug fix for traffic monitor to shutdown via goroutine instead of killing itself

* Fixes gateio bug for authentication errors when null. Adds little entry to syncer for when websocket is switched to rest and then back, you get a log notifying of the return. Fixes okgroup bug where ws message is sent on a disconnected ws, causing panic. Renames setConnectionStatus to setConnectedStatus. Puts connection monitor log behind verbose bool

* Fixes lingering races. Fixes bug where websocket was enabled whether you liked it or not. Removes demonstration test

* Fixes log message, renames unc, removes comments

* Fixes data race

* Removes verbosity, ensures shutdown sets connection status appropriately

* Removes go routine causing CPU spike. Stops timers properly and resets timers properly

* Renames `WsEnabled` to `Enabled`. Increases test coverage. Fixes typos. Handles unhandled errors

* The forgotten lint

* With using RWlocks, removes the channel nil check and relies on !w.IsConnected() to prevent a shutdown from recurring

* Removes extra closure step in the defer as it causes all the issues

* Prevents timer channel hangups. Minimises use of websocket Connect(). Expands disconnection error definition. Removes routine disconnection error handling. Ensures only one traffic monitor can ever be run. Renames subscriptionLock to subscriptionMutext for consistency

* Extends timeout to 30 seconds to cover for non-popular exchanges and non-popular currencies

* Updates test from rebase to use new websocket setup function

* Fixes test to ensure it tests what it says it does
2019-10-02 09:06:52 +10:00
Adrian Gallagher
6951b4c342 Start expanding test coverage for exchange.go and fix minor issues 2019-09-30 17:40:51 +10:00
Ryan O'Hara-Reid
e2d57540a6 Config overwrite bugfix (#363)
* Fix bug where on parsing an alternate new config it will overwrite main config.json in gct dir

* Stop movement of config.json file from root dir when a new config is parsed in

* Stop overiding config.json at gct dir with new config.json from root directory

* RM LN :D

* Fix bug where promptforconfig in config_encryption.go overwrites default config
Ensure periphery command packages do not interact or save over configuration
Ensure tests to not save over or change current testdata/config
2019-09-27 16:03:41 +10:00
Adrian Gallagher
6bdbe236c0 Rid GCT os.Exit's in packages outside of main 2019-09-27 15:18:54 +10:00
Adrian Gallagher
3b1c0825f4 Merge branch 'master' into engine 2019-09-26 11:35:18 +10:00
Adrian Gallagher
7c49ada7f6 Add bash/zsh autocomplete files and minor fixes 2019-09-18 10:22:52 +10:00
Adrian Gallagher
870fd6f4f3 Increase config test coverage 2019-09-13 16:53:41 +10:00
Adrian Gallagher
e8b517ef0a Daily engine changes
1) Although gRPC does server side validation currently, validate basic things
on gctcli before relaying the request to the gRPC server
2) Make pair format consistent for the exchange sycner
3) Fix OKEX ticker failure due to thinking futures info is authenticated
4) Start filling out config tests
5) Extend timeout for golangci config so that AppVeyor has time to
complete (Travis is fine)
6) Add IsSupported exchange func for easy lookup
2019-09-10 17:07:00 +10:00
Adrian Gallagher
0fcf867697 Add support for get/set/rm of exchange pairs via gRPC 2019-09-06 11:47:58 +10:00
Adrian Gallagher
2307834fb6 Minor fixes
1) Fixes go fmt issue
2) Removes TO-DO item for supported asset pairs for GetExchangeInfo API
3) Fixes useless select used for testing
2019-09-03 10:32:17 +10:00
Adrian Gallagher
939953211d Merge branch 'master' into engine 2019-09-03 08:57:21 +10:00
Scott
74d5bca03b engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined

* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume

* Adds poloniex and ZB ticker datas

* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/

* Updates tickers everywhere. Will revert batch ones

* Re-Preseves ticker batching

* Minor fixes to ticks and removal of comment

* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug

* Removes bad code I wrote preventing function from running if feature not enabled

* Fixes issue with bitmex and rebase issues

* Fixes bitmex iterator error, splits hitbtc ticker requests

* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported

* Updates config example to reflect the underscore dash situation

* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.

* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.

* Updates config example for kraken

* Adds lbank batch ticker support. Adds details to errors

* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes

* Fixes nil reference bug. Uses NAme not GetNAme

* Fixes hardcoded delimiter in Binance.  Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.

* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set

* Updates broken tests

* Simplifies poloniex frozen check

* Updates configtest.json with new delimiters

* Renames shorthand properties of structs. Fixes delimiter referencing

* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling

* Adds config upgrade path for okcoin and okex. Reverts configtest.json.

* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value

* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES

* Adds support for optional delimiter
2019-09-02 18:05:09 +10:00
Adrian Gallagher
5e9d13f7be Expand RetrieveConfigCurrencyPairs to support different asset types 2019-08-27 08:54:10 +10:00