* update acccount ratelimits and added missing endpoints
* completed mapping missing trade accoung REST endpoints and Rate Limit
* added orderbook trading missing REST endpoints
* Added few missing endpoints and unit tests
* Completed grid trading and signal bot trading with unit tests
* Added Recurring Buy endpoints and corresponding unit tests
* Added copy trading endpoints and unit tests
* added newly added block trading and spread endpoints
* completed mapping spread endpoints
* Added new endpoints and unit tests
* Added round 1: Okx types and converts update.
* Update endpoints handling and types update
* Removed constants, updated unit tests, and updated endpoint methods
* Slight endpoint and unit test update
* Added spread and other websocket endpoints and update
* completed Spread WS Orderbook handler
* Added missing spread channels and handlers
* Adding Bussinss websocket and missing subscriptions, update unit tests, and endpoints
* Added spread endpoints to wrapper and unit tests update
* Added missing websocket subscriptions and copy trading endpoints
* Added missing endpoints and re-organize business websocket handlers
* Docs update
* Endpoints code updates
* types, unit test and endpoints update
* Minor unit tests update
* spelling fix
* fix unit test issues
* Updating unit tests error handling
* Updating unit tests error handling
* Unit tests assertion handling update
* Unit tests update
* Resolve linter issues
* linter issues fix
* Orderbook unit test error fix
* Minor fixes
* Change on test handling and types
* Updating unit tests and cleanups
* Fix unit test issues
* Add ratelimit test and update unit tests and methods
* Update method parameters and error declarations
* Added lending endpoints, unit tests, and update endpoint methods and error declarations
* Update ratelimiters, add missing lending and trading endpoints and unit tests
* Update websocket authentication and subscription handling
* Minor update to unit test and types
* Types, error handling, and other minor updates
* Update unit tests and endpoint functions
* error declarations update and unit tests
* Overall update on unit endpoint, unit tests, and types
* Adding review fixes
* Update on endpoints, order types, and unit tests
* Update unit tests and endpoint functions
* Update on endpoint and update missing parameters
* Implemented and tested newly added trading endpoints
* endpoints update and unit tests
* Update missing endpoints and update overall code
* added and testing funding and fiat related endpoints
* Update on convert and fiat related endpoints
* linter fix, types, endpoints, and unit tests update
* linter issues fix
* revert changes on tempos
* Fix Panic and update websocket auth calls handling
* config linter issue fix
* Fix panic issues and update unit tests
* Fix race condition, TestAllExchangeWrappers unit test issues
* Fix withdrawal manager test issue
* Rename ClosePositionForContractrID --> ClosePositionForContractID
* Rename ClosePositionForContractrID --> ClosePositionForContractID
* Fix error
* endpoints update and fix unit test issues
* added unit tests, updated comments, and code sections
* revert change in defaultSubscriptions
* few types comments update
* Minor changes
* remove lending endpoints
* rm mistakenly added code
* fix unit test
* minor unit test fix
* Adding offline error tests, update endpoints function, config update
* Update unit test coverage for offline error handliing
* Updating wrapper algo order coverage, endpoint calls, and unit tests
* Updating wrapper trade functions to accomodate algo orders
* update wrapper unit tests
* Fix wrapper order functions offline errors handling
* Tested and updated wrapper order functions
* Address review comments
* update order unit tests, and okx endpoint functions
* finalize affected order, endpoint, and margin endpoints
* Slight change on margin unit test
* fix margin unit test issues
* Minor change on unit test
* updates on contract settlement and future contract wrapper function
* add test coverage for contract functions and minor fix on wrapper
* Overall update and unit testing
* codespell, unit tests, type declaration and naming, and code-structure updates
* margin types value and validation function fix
* Update tests and helper funcs
* Improve test coverage
* helper functions and unit tests update
* Fix margin unit test
* Minor review updates
* minor fix on if statement
* Update helper functions
* error handling and functions naming update
* update comment
* minor error return fixes
* minor unit test fix
* Minor fix on spread websocket orders handling
* codespell fix
* skip orderbook depth with incomplete price
* skip orderbook depth with incomplete price
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* gk: nits
* Leak issue and edge case
* gk: nits
* gk: drain brain
* glorious: nits
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* glorious: panix
* linter: things
* whoops
* defer lock and use functions that don't require locking in SetProxyAddress
* lint: fix
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* CI/build: Update Go version, linters and fix minor issues
* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
* Add in initial handling for quote/base currency deployment requirements
* include client order ID checking
* glorious: suggestions
* spell and fix
* linter/context/test
* rework tests and order side specific requirements
* linter
* mend panic at the disco
* mending more panics at the disco
* anudda fix brudda
* glorious: NITTTTTT BOOOOOMB
* leftover things and stuff
* whoops
* tie in gateio
* glorious: nit fixes life and everything.
* thrasher: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* initial consolidation of rate limiting code to request package to reduce bespoke code implementation
* continued
* finish abstraction
* lint
* exchanges: fix tests
* linter: fix
* poloniex: fix auth rate limit not being set
* ratelimiter: convert from token to weight
* glorious: nits addressed with fire
* linter: rip
* change func name set -> get
* fix test
* derbit: impl
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Tests: Move and simplify TestFixtureToDataHandler
* Currency: Fix PairsManager.Load breaking matcher
* Tests: Add multi-instance cache to UpdatePairsOnce
* Kraken: Fix TestUpdateTickers race error
Calling StorePairs on global instance can lead to race
* Bitfinex: Fix TestUpdateTickers racing intermittently
* Currency: Fix concurrent access to PM formats
* Currency: Fix SupportsAsset implementation
This should delegate entirely to PairManager's IsAssetSupported
* Okx: Fix PM intrusion, rm GetPairFromInstrumentID
* Exchange: Fix SetGlobalPairsManager to set asset enabled
* Bitflyer: Fix race on set TestGetCurrURL
TestGetCurrencyTradeURL would fail sometimes due to sequencing of
enabling futures but not having pairs for it.
* Tests: Simplify usage pattern for FixtureToDH
* initial purge and benchmarks proof before rn overhaul
* rn LinkedList -> Tranche(s) and purge references
* roll out acrost exchanges
* linterino
* rn silly billy label
* linter strikes AAAAAGAIN!
* fix some things
* rm comment
* Add actual comparison from master to branch benchmark for sorting algorithms
* lower case via git mv YAAY!
* drop code
* convert type name
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code
* rm alphapoint bootstrap method as is defined as exchange.Base method
* add tests
* glorious: make it a function and make it IBOTEXCHANGE
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
* Websocket: Remove IsInit and simplify SetProxyAddress
IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)
SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.
* Websocket: Expand and Assertify tests
* Websocket: Simplify state transistions
* Websocket: Simplify Connecting/Connected state
* Websocket: Tests and errors for websocket
* Websocket: Make WebsocketNotEnabled a real error
This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()
* Websocket: Add more testable errors
* Websocket: Improve GenerateMessageID test
Testing just the last id doesn't feel very robust
* Websocket: Protect Setup() from races
* Websocket: Use atomics instead of mutex
This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.
* Websocket: Fix and simplify traffic monitor
trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.
The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.
Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset
* Websocket: Split traficMonitor test on behaviours
* Websocket: Remove trafficMonitor connected status
trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.
Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.
* Websocket: Set disconnected earlier in Shutdown
This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor
* Websocket: Wait 5s for slow tests to pass traffic draining
Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
* CI/build: Update Go version, linters and fix minor issues
* Bump golangci-lint to v1.56.1
* BinanceUS: Make uint usage consistent
* Throw blank identifiers into the trash
* Exchanges: Remove Pair upgrade handling
Now redundant behind #1401. These paths should never be met.
Several legacy coin upgrade paths being deprecated as well: ZUSD and CNY
Expecting any users with bad config from 3+ years ago would have to
reset anyway.
Also: At the time the intention of this was to upgrade the config
format.
However now, instead, it'd mostly serve to reset enabled pairs if
there's a config mistake, which doesn't feel right.
* Kraken: Fix typo in Kraken type struct
* Exchanges: Abstract exchange Start() and Run()
* Exchanges: Add test for abstracted Start
* Exchanges: Move Start to Bootstrap
* Simplify waitgroup usage
* Add call to exchange.Bootstrap to allow overide or supplementation
* Exchanges: Concurrent common bootstap actions
* Gateio: Remove incorrect Run in test
* GateIO: Fix pair dependencies in tests
This ensures that the pairs are initialised no more than needed and
kind-of just-in-time.
Better pattern might be to use a function to get these pairs when we
need them.
* Exchanges: Complete UpdatePairs before ExecLims
If we're going to update pairs, it needs to complete before we check for
limits to avoid errors on old pairs
* Exchanges: Remove Start and Run from tmpl
Since they're replaced by bootstrap now and shouldn't need customisation
normally
* Alphapoint: Move Start to Bootstrap
* GateIO: Fix linter shadow var
* adds open interest to exchanges
* ADDS TESTING YEAH
* New endpoints, BTSE, RPCS, cached
* slight design change, begin gateio
You will need to get cached for
each exchange that supports it
* gateio, huobi, rpc
* fix up kraken, cache retrieval
* okx, gateio
* finalising all implementations and tests
* definitely my final ever commit on this
* Well, well, well
* final v2
* quick fix of bug
* test coverage, assert notempty, test helper
Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise
* minimises REST requests for Open Interest
* types.Number merge misses
* Minimises Kraken REST calls
* len change, value -> pointer receiver
* further fixup
* fixes gateio, batch calculates open interest
* single gateio, lint const fixes
* rejig and more thorough oi for huobi
* formatting expansion
* minor fix for handling expiring contracts
* rm unused Binance strings
* add bybit support, fix bybit issues
* oopsie doopsie, dont look at my whoopsie
* Fix issue, remove feature
* move an irrelevant function for the pr
* mini bybit upgrades
* fixes cli request bug
* 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
* 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>
* 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
* all in a days work
* cleanup
* cleanup for real, also stop it binance.json
* minor coverage
* adds gateio to the slurry
* cleanup of types
* verbose verbose verbose verbose verbose verbose
* fixes huobi parsing issue
* fix bybit contract identification
* cleanup
* merge fixes
* addresses many big problems raised by SHAZ
* tracking errors and fixes
* funding rate if avail, fixes currency formatting
* Addresses nits and sneaks in extra fixes
* lint
* minor fixes after rebase
* better contract splitter for currencies like T-USDT
* forgot to add the exchange name like a fool
* merge fixes x1
* kucoin, direction, contract size
* rn direction, fix kucoin time
* WHOOPS
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* misdirection
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Okx: Remove redundant asset types from conversion
* Okx: Fix list of private channels for subscription
* Okx: Fix ws order update Acc and Rem amounts
The amounts aren't treated as deltas by anything receiving them
upstream, e.g. orderManager or wsRoutineManager.
So we should treat them the same as the REST implementation
* Okx: Add context to stream unmarshall errors
I encountered a series of errors with unmarshalling from okx and have no
idea what the messages which weren't valid json actually were.
This fix adds the raw message for context to the error
* Okx: Reduce ping interval
Seeing occassional disconnects and suspect dropping the ping interval
down might help
* Fix ClientSupplier and ClientSupplied inconsist
This simply removes the Supplie. part in favour of the simpler name used
in binance. Seems safe since its already inconsistent and not populated
in at least ws order handlin
* Okx: Fix ClientOrderID ignored in ws orders
* Okx: Standardise Rfq abbrev; Fix RfqIDs
* Okx: Fix RfqIds outside of ClientRfqIds
* Okx: Simplify TestUpdateOrderExecutionLimits
* Okx: Fix panic on no avgPrice and QuoteAmount
* init
* surprise train commit
* basic distinctions
* the terms of binance are confusing
* renames and introduction of allocatedMargin
* add new margin funcs
* pulling out wires
* implement proper getposition stuff
* bad coding day
* investigate order manager next
* a broken mess, but a progressing one
* finally completes some usdtmargined stuff
* coinMfutures eludes me
* expand to okx
* imports fix
* completes okx wrapper implementations
* cleans and polishes before rpc implementations
* rpc setup, order manager features, exch features
* more rpc, collateral and margin things
* mini test
* looking at rpc response, expansion of features
* reorganising before the storm
* changing how futures requests work
* cleanup and tests of cli usage
* remove silly client side logic
* cleanup
* collateral package, typo fix, margin err, rpc derive
* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR
* fix binance order history bug
* niteroos
* adds new funcs to exchange standards testing
* more post merge fixes
* fix binance
* replace simepletimeformat
* fix for merge
* merge fixes
* micro fixes
* order side now required for leverage
* fix up the rest
* global -> portfolio collateral
* Update exchanges/collateral/collateral_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* adds fields and todos
* rm field redundancy
* lint fix oopsie daisy
* fixes panic, expands error and cli explanations (sorry shaz)
* ensures casing is appropriate for underlying
* Adds a shiny TODO
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* exchanges: Add function to get standard config
* exchanges: add tests (cherry-pick here and above)
* after pick stuff
* cleanup
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Okx: Fix panic during shutdown due to race
Error:
```
panic: runtime error: slice bounds out of range [:13340] with capacity 8192
bufio.(*Reader).Read(0x14000038540, {0x1400059cffc?, 0x4?, 0x0?})
/usr/local/go/src/bufio/bufio.go:250 +0x33c
github.com/gorilla/websocket.(*messageReader).Read(0x1400098bb78, {0x1400059cffc, 0x4, 0x4})
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1050 +0x208
io.ReadAll({0x12f36c618, 0x1400098bb78})
/usr/local/go/src/io/io.go:701 +0xe4
io/ioutil.ReadAll(...)
/usr/local/go/src/io/ioutil/ioutil.go:27
github.com/gorilla/websocket.(*Conn).ReadMessage(0x3?)
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1097 +0x54
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage(0x140006622d0)
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x30
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData(0x140019321e0?, {0x106909450, 0x140006622d0})
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:346 +0x94
created by github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).WsConnect
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:234 +0x134
exit status 2
```
This happens when there's a race in calls to bufio because it over-reads. See [this comment](https://github.com/golang/go/issues/42289#issuecomment-723393783)
Detected using go -race:
```
WARNING: DATA RACE
Read at 0x00c000818bc0 by goroutine 2156:
github.com/gorilla/websocket.(*Conn).NextReader()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1000 +0x38
github.com/gorilla/websocket.(*Conn).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1093 +0x28
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x44
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData()
```
Because we started a new wsFunnelConnectionData for each re-connect.
This bug might apply to other exchanges.
* Okx: Fix websocket waitgroup going negative
Move the waitgroup additions to the actual places that use them
* Okx: Add nolint for revive
* Okx: Move wg Adds to outside goros
There is a risk of a race condition if we let the goros Add themselves.
* Okx: Simplify websocket reading
This fixes the issue that the WsRead and Multiplexer were intrinsically
linked to the websocket, even though they need to survive both
disconnects and Disable/Enables.
Messages are now handled in a goro, which means they might not be
sequential, but there's a very high chance that messages of the same
codepath will be handled sequentially. So orderbook, ticked and order
messages should be sequential
* Okx: Switch to blocking processing of ws msgs
* Okx: Remove nolint from Setup
Actioning a review comment: @gloriousCode prefers to avoid having to nolint this in favour of
a func call return.
* Okx: Remove redundant Wg use inside WsReadData
* Okx: Fix WsMultiplexer Re-Run() shutdown
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* Okx: Fix Instrument unmarshal
This fixes: `json: invalid use of ,string struct tag, trying to unmarshal "" into float64`
when TwapSz or other fields are empty, which happened briefly today.
As a DriveBy it also simplifies the exposed Instrument type to native
types only.
* Okx: Add missing InstrumentFamily to Instrument
* Okx: Add Instrument Unmarshal tests
DriveBy: Removes stray newline in type conversions
* Okx: Fix empty line upsetting linter
* OKX: Support exchange order limits
Adds support for PriceStepIncrementSize and MinAmount limits
* OKX: Test UpdateOrderExecutionLimits on all assets
* OKX: Added asset types for order limit tests
It looks like this was an oversight.
No other exchange uses the funding account for balance and it wouldn't
make sense.
Again, this aims to be minimally invasive and backwards compatible, so
GetBalance is left alone to preserve compat.
* okx: fix get cryptocurrency deposit address for chain bug
* Update exchanges/okx/okx_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/okx/okx_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Revert "Update exchanges/okx/okx_wrapper.go"
This reverts commit 4345f57ce0e984f562ec576aeebc09407a1d2544.
* okx: temp filter for available transfer chain
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
The channels for the ws multiplexer weren't made;
so any interaction with it would block.
Tests passed because they invasively setup the multiplexer.
There are quite a few architectural risks with this implementation
pattern, such as leaking an uncancellable goro in a for-select loop.
Ideally WsConnect should take a cancellable context and any selects
should watch for ctx.Done()
That's a very invasive and pervasive change though, so this fix is as minimal and
atomic as possible.
Will consider opening a PR for cancellable context or improving this
multiplexer pattern.
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.
* exchanges: fin test impl.
* linter: fixes
* exchange_template: fix test
* allocate so it doesn't make a panic at the disco
* glorious: nits
* glorious: nits
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: shhhh
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.
* glorious: nits
* exchange: conjugation
* Update exchanges/exchange.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits and an assortment of differences
* exchanges: remove some comments
* glorious: nits
* cleanup
* tests: fix
* Update exchanges/hitbtc/hitbtc_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* kline: fix test
* rm unused variables
* almost: nits
* glorious: nits
* linter: fix
* rm unused variable
* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests
* linter: fix
* exchange_template: fix test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* stream: set connection monitor delay.
- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.
* multi: add connection monitor delay to exchange config.
- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.
* multi: resolve review issues.
* add backtester support
* Prevent live data custom candles, prevent nanosecond candles
* test coverage
* a more interesting rsi strategy result
* actual custom candle and proper strat date
* add test to old funk
* typos 🌞🌞
* this was definitely worth failing linting for
* Adds stricter processing and adapts to it
* now compat with partial and absent candles
* test fixes, zb fixes
* fix more introduced bugeroos
* fix more introduced bugeroosx2
* linting for one space is so annoying
* addresseroos niteroos
* Update backtester/engine/setup.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
