Commit Graph

23 Commits

Author SHA1 Message Date
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions

* Specifically set go version as 1.17.x bumps it to 1.18

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

* Address nits, ensure all books are returned on err due to syncer regression

* Fix the wiggins

* Fix duplication

* Fix nitterinos
2022-04-20 13:45:15 +10:00
Ryan O'Hara-Reid
6127e2ab73 Request: Fix http.Client race issue when setting transport layer proxy and timeouts (#885)
* backtester/request: trying to fix panic (WIP)

* request: fix race for transport layer

* request: linter issue fix

* request: more linter issues

* requester: Add function to remove the tracking of underlying http client and add to engine unload exchange.

* request: add more context to error return

* request: Fix after cherry pick issues

* request: fix niterinos

* exchanges: change return to package variable

* request: changed named

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-02-18 09:22:10 +11:00
Ryan O'Hara-Reid
11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.

* currency/pairs: add filter method

* currency: add function to derive select currencies from currency pairs

* currency/engine: slight adjustments

* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.

* currency: more linter

* pairs: optimize; reduce allocs/op and B/op

* currency: Add in function 'NewPairsFromString' for testing purposes

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs

* currency: add pairs method to derive stable coins from internal list.

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.

* currency: cleanup

* currency: change match -> equal for comparison which is more of a standard and little easier to find

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields

* engine: fix tests

* currency: return the amount when no conversion needs to take place

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades

* currency: Add temp dir for testing

* Update engine/engine.go

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

* documentation: update and regen

* currency: Address niterinos

* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00
Ryan O'Hara-Reid
d636049fb2 exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
2021-09-11 13:52:07 +10:00
Ryan O'Hara-Reid
8020e1ec6a linter: Enable error checking linter (#766)
* golangci: Enable err checking linter to expose unchecked errors.

* gct: handle errors across the board

* gct: handle errors NOTE: Found bug in FTX (WIP)

* linter: fix issues

* ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state

* bitmex: fix bug where a dangly supported asset in config danglied up the place.

* linter: fix more linter issues

* linter: fix my terrible spelling.

* currency: fix test

* exchanges: fix tests

* logger: fix test

* exchanges: fix tests

* glorious: nits

* vm: revert rm variable and instigate test
2021-08-30 14:06:40 +10:00
Ryan O'Hara-Reid
279b53827f requester: defer execution of request.Item generation in closure (#723)
* requester: defer execution of request.Item generation in closure.

* bithumb: fix issue

* coinut/itbit: fix linter issues

* binance: fix bug on recvWindow setting

* requester: standardize sendpayload + add readme update

* nonce: remove inc() function

* request: defer unlockiflocked

* binance: revert changes for open orders

* btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request.

* binance: move const to top

* exmo: remove debug output as its generated in the requester function

* ftx: defer auth functionality

* requester: move error to top

* bittrex: defer auth functionality

* bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting.

* btse: defer auth functionality

* coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting

* coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting

* huobi: defer auth functionality and remove context deadline as this is generated after rate limiting

* huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting

* kraken: defer auth functionality and remove context deadline as this is generated after rate limiting

* kraken: remove deadline protection for timestamp generation

* okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting

* poloniex: defer auth functionality

* zb: defer auth functionality and remove context deadline as this is generated after rate limiting

* exchanges: clean up log output which are done and inspected in the requester package

* binance: fix path bug on every retry, rm timeout context as this is not needed

* coinbene: fix path bug on retry

* binance: consolidate functionality

* coinbene: fix linter issues

* poloniex: linter fix

* kraken: change add -> set

* bitstamp: fix path bug for retry

* BTSE: fix retry path bug

* coinbene: fix path bug whoopsie by me

* gateio: fix bug where on retry it does not reset reader

* localbitcoins: fix path bug on retry

* zb: change domain to land

* exchanges: make sure io.Reader is generated every request

* exchanges: move reader generation into function scope

* wrapper_issues: setup exchange manager

* engine: expand withdraw manager test

* engine: dont look for environment

* bitstamp: fix pathing bug (@thrasher-)

* engine/withdraw_manager: purge tests as this is covered in repository withdraw
2021-08-06 17:24:38 +10:00
Scott
5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00
Adrian Gallagher
6ff453c364 Currency: Add new forex provider exchangerate.host (#682)
* Add new forex provider ExchangeRateHost.io

* Fix linter paramTypeComine

* Add templates and README files

* Convert all times to UTC

* Fix cosmetic issue and address nits

* Add support for fx exchangerate.host engine override

* Address nit plus use remove plural
2021-05-05 15:32:49 +10:00
David Ackroyd
56e535001c Implement Request Retry and Backoff (#491)
Refactoring the timeout retries into a more general 'retry policy' with
 support for retrying on HTTP 429 (Too Many Requests) and other responses
 with a `Retry-After` header

The delay between requests is controlled by a combination of a 'backoff'
 (currently only a simple linear backoff), and honouring the
 `Retry-After` value (longest delay wins)

This makes the 'rate limiter' an optional argument as well, removing the
 use of `nil` when one isn't supplied

Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
2020-05-05 13:12:29 +10:00
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
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
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
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Adrian Gallagher
2078ba907f Update URLs for transfer into org repo (#338)
* Update URLs for transfer into org repo

* Update codecov, travis and othe remaining links

* Update appveyor paths
2019-08-09 11:50:39 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
Adrian Gallagher
3010b62ac1 Use string.EqualFold where necessary 2019-06-04 17:27:00 +10:00
Adrian Gallagher
e965e54e09 Split up common.go, file path fixes and much more 2019-06-04 17:04:32 +10:00
Andrew
5bce701d43 Add httputil.DumpRequestOut & httputil.DumpResponse to SendPayload (#298)
* First pass adding DumpResponse

* WIP

* Added httpDebug flag to SendPayload

* anx -> coinbase converted

* HTTPDebug flag added to all exchanges

* Updated Alphapoint:

* reworded error message

* Corrected itbit and huobihadax sendpayload

* Removed setting of default value

* don't return body for response as we already get this in verbose mode

* body is now included based on verbose setting

* WIP

* Due to issues with DumpResponse and gzip decoding use raw response from exchange for body output Also adds gzip decoding back as bug fix for OK group exchange

* removed additional new line

* Added URL path to dumpbody display as well
2019-05-16 13:46:28 +10:00
Ryan O'Hara-Reid
35b94268e0 Update request.go to fix concurrency nonce issues (#285)
* Updates nonce generation to adhere to fifo channel buffer before request executes by routine

* removed unused variables, lns etc

* Fix requested changes and added in timer that disengages lock if out of scope error occurs

* Fixed woopsy daisy issue

* Add benchmark, reduce time in force to unlock before stack insertion, add nil check for edge case

* Remove unusued waitgroup field

* use return nonce.Value and method, rm redundant nonce code, fix tests.

* Fix linter issue: unnecessary conversion
2019-05-06 13:46:34 +10:00
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
7dcb1ab553 Migrate from gometalinter.v2 to golangci-lint (#249)
* Migrate from gometalinter.v2 to golangci-lint
2019-03-01 16:10:29 +11:00
Adrian Gallagher
3066f3d027 New forex provider ExchangeRatesAPI which is used by default (#248)
* Add new unauthenticated forex provider and use it by default

This is in response to currencyconverterapi requiring an API key for the free version

* Fix golinter complaint

* Added additional endpoints, tests and improve config forex logic
2019-02-20 17:17:27 +11:00