Commit Graph

13 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
20c24601fb Asset update to fix minor stutter (#316) 2019-06-17 09:02:07 +10:00
Adrian Gallagher
f777e68716 Engine improvements 2019-06-10 20:02:09 +10:00
Adrian Gallagher
6ebafb0f33 Merge branch 'master' into engine 2019-06-04 12:25:40 +10:00
Ryan O'Hara-Reid
a80acb16de General fixes for CancelAllOrders exchange wrapper function (#313)
* General fixes for CancelAllOrders

* Fix error shadowing issue

* Initialise order status map and rm reduntant initialisations
2019-05-31 16:06:10 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00
Scott
6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00
Adam
d69713f59d Fix rangeValCopy linter issues (#275)
* first pass of linter fixes for range val

* fixed the remaining issues for pointers

* changed as requested
2019-04-10 17:04:32 +10:00
Scott
e56fc26d93 Offline worst case trade fees (#274)
* Really basic getSimulated fee function everywhere

* Worst case fees for all exchanges

* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests

* Removes redundant functions

* linting issues. Fixes introduces huobi issues

* More linting

* Stops trying to hide ETT problems, uses iota

* Skips ETT tests for now
2019-04-09 19:38:31 +10:00
Andrew
ca55f2f965 Optimisation: Large struct pointer conversion (final part) (#265)
Completes large struct pointer optomisations over the entire codebase and enables hugeParams linter by default
2019-04-04 15:31:49 +11:00
Andrew
dc236c251e Optimisation: large structs/huge param fixes (part 2) (#262)
* updated golangci config to enable hugeparam linter

* ModifyOrder struct usage converted to a pointer

* OrderBook conversion to struct

* More conversion of large structs to pointers

* updated golangci config to enable hugeparam linter

* ModifyOrder struct usage converted to a pointer

* OrderBook conversion to struct

* More conversion of large structs to pointers

* disabled hugeParam check for golang again

* changed based on suggested feedback and fix for no default provider

* fixed typing
2019-03-26 15:40:46 +11:00
Andrew
76ac98830e optimisation: large structs/huge param fixes (#257)
* Updated SetAPIURL() & UpdateConfig() to use pointers

* Withdraw functions now take a pointer to withdrawrequest struct

* Fund Withdraw is now a pointer

* Moved GetFee functions to use a pointer due to large size of feebuilder struct

* OrderCancellation usage converted to pointer due to size of struct

* merged up upstream/master and changes made to OKgroup code

* GetOrdersRequest usage converted to a pointer

* okgroup pointer migration

* reverted golangci config back to master

* removed old anx benchmark typo
2019-03-21 16:36:06 +11:00
Ryan O'Hara-Reid
0990f9d118 Currency package update (#247)
* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
2019-03-19 11:49:05 +11:00
Adrian Gallagher
3ac8b7746f Add REST and websocket support for BTSE (#250)
* Add REST and websocket support for BTSE exchange

TO-DO: Finish wrappers and expand test coverage

* Fill out wrapper funcs and expand test coverage
2019-03-08 16:33:10 +11:00