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169 Commits

Author SHA1 Message Date
dependabot[bot]
d2fa9e9b5b build(deps): bump github.com/d5/tengo/v2 from 2.8.0 to 2.9.0 (#824) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.8.0 to 2.9.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.8.0...v2.9.0)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 2021-11-09 11:45:28 +11:00
dependabot[bot]
77d90a1a6c build(deps): bump google.golang.org/grpc from 1.41.0 to 1.42.0 (#820) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.41.0 to 1.42.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.41.0...v1.42.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-11-03 10:26:23 +11:00
dependabot[bot]
6345014612 build(deps): bump github.com/shopspring/decimal from 1.3.0 to 1.3.1 (#815) 
Bumps [github.com/shopspring/decimal](https://github.com/shopspring/decimal) from 1.3.0 to 1.3.1.
- [Release notes](https://github.com/shopspring/decimal/releases)
- [Changelog](https://github.com/shopspring/decimal/blob/master/CHANGELOG.md)
- [Commits](https://github.com/shopspring/decimal/compare/v1.3.0...v1.3.1)

---
updated-dependencies:
- dependency-name: github.com/shopspring/decimal
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-10-21 10:35:16 +11:00
dependabot[bot]
cb5fd8100c build(deps): bump github.com/mattn/go-sqlite3 from 1.14.8 to 1.14.9 (#812) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.8 to 1.14.9.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.8...v1.14.9)

---
updated-dependencies:
- dependency-name: github.com/mattn/go-sqlite3
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-10-20 10:26:11 +11:00
dependabot[bot]
f209fecfc5 build(deps): bump github.com/gofrs/uuid (#811) 
Bumps [github.com/gofrs/uuid](https://github.com/gofrs/uuid) from 4.0.0+incompatible to 4.1.0+incompatible.
- [Release notes](https://github.com/gofrs/uuid/releases)
- [Commits](https://github.com/gofrs/uuid/compare/v4.0.0...v4.1.0)

---
updated-dependencies:
- dependency-name: github.com/gofrs/uuid
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-10-19 11:40:45 +11:00
dependabot[bot]
f1e068cb21 build(deps): bump github.com/shopspring/decimal from 1.2.0 to 1.3.0 (#807) 
Bumps [github.com/shopspring/decimal](https://github.com/shopspring/decimal) from 1.2.0 to 1.3.0.
- [Release notes](https://github.com/shopspring/decimal/releases)
- [Changelog](https://github.com/shopspring/decimal/blob/master/CHANGELOG.md)
- [Commits](https://github.com/shopspring/decimal/compare/v1.2.0...v1.3.0)

---
updated-dependencies:
- dependency-name: github.com/shopspring/decimal
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-10-15 10:42:25 +11:00
dependabot[bot]
d0caf6e3fe build(deps): bump google.golang.org/grpc from 1.40.0 to 1.41.0 (#787) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.40.0 to 1.41.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.40.0...v1.41.0)

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

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 2021-09-28 11:23:33 +10:00
dependabot[bot]
d7345e1152 build(deps): bump github.com/spf13/viper from 1.8.1 to 1.9.0 (#786) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.8.1 to 1.9.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.8.1...v1.9.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-09-21 11:13:50 +10:00
dependabot[bot]
72516f7268 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#778) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.5.0 to 2.6.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.5.0...v2.6.0)

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

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 2021-09-09 09:36:22 +10:00
dependabot[bot]
4e5d094975 build(deps): bump github.com/lib/pq from 1.10.2 to 1.10.3 (#776) 
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.2 to 1.10.3.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.2...v1.10.3)

---
updated-dependencies:
- dependency-name: github.com/lib/pq
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-09-06 09:49:34 +10:00
dependabot[bot]
e77baf3ad4 build(deps): bump google.golang.org/grpc from 1.39.1 to 1.40.0 (#748) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.39.1 to 1.40.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.39.1...v1.40.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-08-13 10:49:38 +10:00
dependabot[bot]
4602ade809 build(deps): bump google.golang.org/grpc from 1.39.0 to 1.39.1 (#742) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.39.0 to 1.39.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.39.0...v1.39.1)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-08-09 09:28:42 +10:00
dependabot[bot]
0965678fbf Bump github.com/mattn/go-sqlite3 from 1.14.7 to 1.14.8 (#714) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.7 to 1.14.8.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.7...v1.14.8)

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

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 2021-07-16 16:45:33 +10:00
Adrian Gallagher
214ae37b7c Exchanges: Remove LakeBTC exchange implementation (#713) 
* Remove LakeBTC exchange

* Remove more LakeBTC remnants

* Update LBank comment

* go mod tiderinos

* Remove LakeBTC from backup.json file
 2021-07-14 13:24:32 +10:00
dependabot[bot]
7815d0a1f4 Bump github.com/d5/tengo/v2 from 2.7.0 to 2.8.0 (#708) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.7.0 to 2.8.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.7.0...v2.8.0)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 2021-07-06 11:28:14 +10:00
dependabot[bot]
c109cfb6b4 Bump google.golang.org/grpc from 1.38.0 to 1.39.0 (#704) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.38.0 to 1.39.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.38.0...v1.39.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-06-30 09:16:51 +10:00
dependabot[bot]
0090400eae Bump google.golang.org/protobuf from 1.26.0 to 1.27.1 (#703) 
Bumps [google.golang.org/protobuf](https://github.com/protocolbuffers/protobuf-go) from 1.26.0 to 1.27.1.
- [Release notes](https://github.com/protocolbuffers/protobuf-go/releases)
- [Changelog](https://github.com/protocolbuffers/protobuf-go/blob/master/release.bash)
- [Commits](https://github.com/protocolbuffers/protobuf-go/compare/v1.26.0...v1.27.1)

---
updated-dependencies:
- dependency-name: google.golang.org/protobuf
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2021-06-29 09:45:31 +10:00
dependabot[bot]
905214d90d Bump github.com/spf13/viper from 1.8.0 to 1.8.1 (#702) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.8.0 to 1.8.1.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.8.0...v1.8.1)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2021-06-28 09:21:06 +10:00
Ryan O'Hara-Reid
79a47cf569 gctcli: bump urfave cli depends version (#698) 
* gctcli: bump version

* gctcli: flag alias done differenttttttttttttt

* gctcli: add autocomplete scripts to folder within gctcli cmd folder structure
 2021-06-24 15:02:21 +10:00
dependabot[bot]
7a232df990 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.4.0 to 2.5.0 (#700) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.4.0 to 2.5.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.4.0...v2.5.0)

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

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 2021-06-23 10:36:11 +10:00
dependabot[bot]
79f574b1b6 Bump github.com/spf13/viper from 1.7.1 to 1.8.0 (#695) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.7.1 to 1.8.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.7.1...v1.8.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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 2021-06-17 12:12:25 +10:00
dependabot[bot]
a75d7f83f5 Bump google.golang.org/grpc from 1.37.1 to 1.38.0 (#690) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.37.1 to 1.38.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.37.1...v1.38.0)

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 2021-05-21 12:13:09 +10:00
dependabot[bot]
9b5619e40c Bump github.com/lib/pq from 1.10.1 to 1.10.2 (#689) 
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.1 to 1.10.2.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.1...v1.10.2)

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 2021-05-18 09:53:23 +10:00
dependabot[bot]
b4dd570745 Bump google.golang.org/grpc from 1.37.0 to 1.37.1 (#688) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.37.0 to 1.37.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.37.0...v1.37.1)

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 2021-05-13 16:19:21 +10:00
dependabot[bot]
5d445991c7 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.3.0 to 2.4.0 (#676) 
* Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.3.0 to 2.4.0

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.3.0 to 2.4.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.3.0...v2.4.0)

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* Fix deprecated  timestamp funcs

* Address nits

* Typo %w -> %s

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2021-05-03 11:31:42 +10:00
dependabot[bot]
696d9c76b4 Bump github.com/grpc-ecosystem/go-grpc-middleware from 1.2.2 to 1.3.0 (#677) 
Bumps [github.com/grpc-ecosystem/go-grpc-middleware](https://github.com/grpc-ecosystem/go-grpc-middleware) from 1.2.2 to 1.3.0.
- [Release notes](https://github.com/grpc-ecosystem/go-grpc-middleware/releases)
- [Changelog](https://github.com/grpc-ecosystem/go-grpc-middleware/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/go-grpc-middleware/compare/v1.2.2...v1.3.0)

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 2021-04-29 14:25:02 +10:00
dependabot[bot]
a422cb2e7f Bump github.com/google/go-querystring from 1.0.0 to 1.1.0 (#675) 
Bumps [github.com/google/go-querystring](https://github.com/google/go-querystring) from 1.0.0 to 1.1.0.
- [Release notes](https://github.com/google/go-querystring/releases)
- [Commits](https://github.com/google/go-querystring/compare/v1.0.0...v1.1.0)

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 2021-04-29 13:50:59 +10:00
dependabot[bot]
4425132909 Bump github.com/lib/pq from 1.10.0 to 1.10.1 (#673) 
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.0 to 1.10.1.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.0...v1.10.1)

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 2021-04-29 13:45:03 +10:00
dependabot[bot]
2b5ab7f4f8 Bump github.com/mattn/go-sqlite3 from 1.14.6 to 1.14.7 (#672) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.6 to 1.14.7.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.6...v1.14.7)

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 2021-04-29 12:13:22 +10:00
dependabot[bot]
6763f4b325 Bump google.golang.org/grpc from 1.36.0 to 1.37.0 (#671) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.36.0 to 1.37.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.36.0...v1.37.0)

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 2021-04-29 12:10:25 +10:00
Ryan O'Hara-Reid
881bab2d5a Exchanges: Add in exchange defined tolerance settings (#647) 
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)

* Add to tests fix linter

* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits

* binance: Add in test for tolerance set up

* exchanges: add in more tolerance settings and add tests

* nits: addr

* fix linter issue

* RPCServer: Use ordermanager instead of going direct to exchange

* Nits: Addr

* nits: glorious addr phase one

* nits: glorious nits phase 2

* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files

* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on

* nits: mdc addr

* nits: glorious nits

* limits: unexport mutex

* limit: revert maths optim. and fix spelling

* limit: Add decimal package

* limit: don't check price on market order

* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation

* binance: handle case where spot is not enabled but margin is

* backtester: add in amount conforming to back tested events to simulate realistic orders

* rm ln

* order limit: return amount when limit is nil and conformToAmount is requested

* nits: glorious nits + friends

* backtester/orders: fix tests

* nits: glorious nits

* nits: glorious nits

* RMLINE

* nits: more glorious nits!

* nits: pooosh

* binance: fix margin logic

* nits: Add warning, settings log and report item for exchange order execution limits

* backtester: add specific warnings in report output

* backtest: Adjust warnings
 2021-03-25 15:47:15 +11:00
Adrian Gallagher
b30d79b52d Gemini: Fix pair handling and upgrade websocket connection for public market data (#644) 
* Fix Gemini pairs

* Overhaul websocket for marketdata v2

* Code cleanup + returns

* Address shazbert's and glorious's nits

* Go mod tidy
 2021-03-09 13:18:21 +11:00
dependabot-preview[bot]
2292abce61 Bump github.com/lib/pq from 1.9.0 to 1.10.0 (#645) 
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.9.0 to 1.10.0.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.9.0...v1.10.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-03-09 11:12:48 +11:00
Adrian Gallagher
6bd8f27ed6 Coinbase: Fix path issue for GetFills and GetOrders (#641) 
* Fix path issue for GetFills and GetOrders

* Address nit and centralise test pair for user convenience
 2021-03-04 10:06:17 +11:00
dependabot-preview[bot]
49bd39e8f2 Bump github.com/d5/tengo/v2 from 2.6.2 to 2.7.0 (#640) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.6.2 to 2.7.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.6.2...v2.7.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-03-03 09:39:35 +11:00
dependabot-preview[bot]
b08e6b3c2a Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.2.0 to 2.3.0 (#638) 
* Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.2.0 to 2.3.0

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.2.0...v2.3.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

* go mod tidy

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2021-02-26 14:47:18 +11:00
dependabot-preview[bot]
0d29048bae Bump google.golang.org/grpc from 1.35.0 to 1.36.0 (#637) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.35.0 to 1.36.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.35.0...v1.36.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-02-26 10:21:33 +11:00
Adam
504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530) 
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
 2021-02-12 16:19:18 +11:00
dependabot-preview[bot]
e9bd2ad4d8 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.1.0 to 2.2.0 (#629) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.1.0 to 2.2.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.1.0...v2.2.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-02-10 11:31:33 +11:00
Scott
eada300d2f Bugfix: BTSE websocket panic + REST orderbook fix (#626) 
* Fixes issue with BTSE processing of new events. Also prevents panics in the event some other unexpected data comes along

* Removes old auth code

* Parallelogram

* BTSE Filters out zero values for REST orderbooks as they do not provide enough decimal places via API to have accurate orderbooks.
 2021-02-05 16:47:01 +11:00
dependabot-preview[bot]
e611a7542d Bump google.golang.org/grpc from 1.34.1 to 1.35.0 (#621) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.34.1 to 1.35.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.34.1...v1.35.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-01-15 09:56:52 +11:00
Vazha
8d598d30da Binance websocket orderbook sync fix (#619) 
* add Cost param to Kraken GetOrderInfo output

* fmt

* faulty resp.Time handling in Binance GetOrderInfo method

* add orderBookProcess

* Update exchanges/binance/binance_websocket.go

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

* fmt

* comment change

* add param for log

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2021-01-14 10:49:54 +11:00
dependabot-preview[bot]
764661a5fb Bump google.golang.org/grpc from 1.34.0 to 1.34.1 (#620) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.34.0 to 1.34.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.34.0...v1.34.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-01-13 10:55:54 +11:00
dependabot-preview[bot]
dcef8f2754 Bump github.com/grpc-ecosystem/grpc-gateway/v2 from 2.0.1 to 2.1.0 (#617) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.0.1 to 2.1.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.0.1...v2.1.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2021-01-08 09:37:43 +11:00
Ryan O'Hara-Reid
010fab02ca Exchanges: Bypass websocket book validation (#613) 
* Exchanges: Bypass websocket book validation on exchanges when checksum is implemented, fix FTX test, go mod tidy

* Orderbook: Change orderbook base field name
 2021-01-05 15:55:46 +11:00
Ryan O'Hara-Reid
eb0571cc9b exchange: binance orderbook fix (#599) 
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
 2021-01-04 17:19:55 +11:00
dependabot-preview[bot]
59013ea076 Bump github.com/gofrs/uuid from 3.3.0+incompatible to 3.4.0+incompatible (#612) 
Bumps [github.com/gofrs/uuid](https://github.com/gofrs/uuid) from 3.3.0+incompatible to 3.4.0+incompatible.
- [Release notes](https://github.com/gofrs/uuid/releases)
- [Commits](https://github.com/gofrs/uuid/compare/v3.3.0...v3.4.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2020-12-31 17:31:04 +11:00
dependabot-preview[bot]
b95cfaccab Bump github.com/mattn/go-sqlite3 from 1.14.5 to 1.14.6 (#611) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.5 to 1.14.6.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.5...v1.14.6)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2020-12-29 09:49:44 +11:00
Vazha
622e5dc8c8 Poloniex: Implementation of GetOrderInfo method (#607) 
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

* add GetWithdrawalsHistory method to exchanges interface

* param name changes

* add extra params for Binance WithdrawStatus method

* add Binance TestWithdrawHistory

* add GetOrderInfo on Poloniex

* linter errors fix

* switch interface type to avoid panic

* Poloniex has no para errror in OrderbookResponse - removed, added seq param (incrementing sequence) for future use

* linter issues fix

* linter issues fix

* dependencies update

* add tests

* refactored unmarshalling of GetAuthenticatedOrderStatus response

* test fix

* linter issues fix

* unmarshaling logic moved to GetAuthenticatedOrderStatus

* forced Status setting on GetAuthenticatedOrderStatus error

* comment edited

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
 2020-12-15 09:54:17 +11:00
dependabot-preview[bot]
f3da99bf8f Bump google.golang.org/grpc from 1.33.2 to 1.34.0 (#606) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.33.2 to 1.34.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.33.2...v1.34.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
 2020-12-04 16:35:44 +11:00