* 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
* 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
* 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
* 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
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>
* 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
* drop common uuid v4 func and imported package as needed
* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.
* add in string
* explicitly throw away return error value
* atleast return the error that websocket initialise returns
* return error when not connected
* fix comment
* Adds comments
* move package declarations
* drop append whenever we call supported
* remove unused import
* Change incorrect spelling
* fix tests
* fix go import issue
* 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
* 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
* Adds signature to all exchange wrappers
* Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX
* Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations.
* Adds bitstamp wrapper support
* Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange
* Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType.
* Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets.
* Adds support for coinut and coinbasepro
* Adds Exmo support
* Adds GateIO support
* Adds Gemini support
* Adds hitbtc, huobi, hadax, itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results
* Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX
* Adds poloniex support
* Adds Wex support
* Adds Yobit support. Updates Wex support
* Adds ZB support. Removes ArrangeActAssert from tests
* Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup
* Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues
* Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini
* Fixes verbose typo
* Removes spacing for old act assert test comments. Limits previous infinite loop to 10
* Fixes issue with filtering where orderside is never specified
* Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic
* Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion
* Adds missed files
* Removes blank line
* Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs
* Fixes rebase issues. Condenses append loops.
* Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop
* Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues
* Fixes formatting
* Adds tests for withdrawFiat and withdrawFiat to international bank to all exchanges
* Sets unsupported where FIAT withdrawal not allowed
* Updates test signatures. Adds support for bitfinex FIAT withdrawals. Adds withdrawal type of NoFiatWithdrawals. Updates exchange wrapper implementations to return errnotsupported when... not supported. Updates withdraw permissions tests to reflect nofiatwithdrawals. Adds intermediary bank support in withdrawRequest type struct
* Adds bithumb and bistamp fiat withdrawl wrapper support
* Adds BTCMarkets withdrawal support
* Adds kraken withdraw support (uses existing methods)
* Fixes line issue from rebase
* Updates notsupported for localbitcoins and okex. Updates withdraw permissions for liqui
* Adds coinbasePro withdraw support. Fixes withdraw permissions tests for liqui and localbitcoins
* Removes unnecessary data from test structs for fiat withdrawal tests
* Readds intermediary bank flag
* Removes reference
* Improves bitfinex testing, improves withdraw fiat error handling
* Reverts Kraken hardcoded testing value
* Added new base logger
* updated example and test configs
* updated exchange helpers restful router & server
* logPath is now passed to the logger to remove dependency on common package
* updated everything besides exchanges to use new logger
* alphapoint to bitmex done
* updated bitmex bitstamp bittrex btcc and also performance changes to logger
* btcmarkets coinbase coinut exmo gateio wrappers updated
* gateio and gemini logger updated
* hitbtc huobi itbit & kraken updated
* All exchanges updatd
* return correct error for disabled websocket
* don't disconnect client on invalid json
* updated router internal logging
* log.Fatal to t.Error for tests
* Changed from fatal to error failure to set maxprocs
* output ANSI codes for everything but windows for now due to lack of windows support
* added error handling to logger and unit tests
* clear wording on print -> log.print
* added benchmark test
* cleaned up import sections
* Updated logger based on PR requests (added default config options on failure/setting errors)
* ah this should fix travici enc config issue
* Load entire config and clear out logging to hopefully fix travisci issue
* wording & test error handling
* fixed formatting issues based on feedback
* fixed formatting issues based on feedback
* changed CheckDir to use mkdirall instead of mkdir and other changes based on feedback
* Changes method signature for cancelling all orders (experitmental). Implements cancelAllOrders wrapper for alphapoint, anx, binance
* Implements cancel all wrapper for bitfinex, bitmex, bitstamp, bittrex, btcmarkets, coinbasepro and hilariously coinut
* Changes method signature to only use one OrderCancellation type. Adds support for Exmo, gateio, gemini, itbit, lakebtc
* Adds/updates support for hitbtc, huobi, hadax, itbit and kraken
* Adds support for liqui, localbitcoins, okcoin, poloniex, wex and yobit. Splits up open order methods for poloniex
* Adds bithumb, okex and zb support. BTCC for another PR
* Updates bitflyer, bithumb, bitmex, coinut, okex and zb cancelAllOrders method to cancel via enabled currency pairs rather than a singular currency
* Adds tests to all exchanges to test wrapper function CancelAllOrders
* Fixes OKEX and huobi, btcmarkets, kraken, okCoin cancel order implementations
* Fixes coinut, hitbtc and okex api for authenticated requests
* Fixes comment and spacing
* Changes the CancelAllOrders signature to return orderids and errors along with a generic error.
* Fixes OKEX delimiter
* Removes spacing and test verbosity
* Removes more spacing
* Removes space
* Fixes okex rebasing issue. Also makes the maps instead of assuming they just work
* Reimplements order cancellation for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp, bittrex, btcmarkets, coinbasepro, coinut, exmo, gateio, gemini, gitbtc, huobi, hadax, itbit, kraken, lakebtc, liqui, okcoin, okex, poloniex, wex, yobit and zb wrappers. Adds new order cancellation struct type. Updates old tests that pointed to the wrong unrenamed methods
* Sets up tests for all supported exchanges. request.DoRequest errors when response status is not 200
* Updates alphapoint, coinut, hitbtc, lakebtc cancel order implementations. Finishes testing
* Adds localbitcoin cancel order wrapper support
* Fixes tests and build issues. Adds WexIssue flag for tests
* Changes CancelOrder signature to only return error. Allows exchange to format currency pairs with delimiters
* Sets up Alphapoint and ANX wrappers to use exchange implementations of submit orders
Creates const types for orderType and orderSides
* Changes wrapper func SubmitExchangeOrder return type to string to account for GUID order ID responses
* Adds binance and bitfinex new order wrapper support. Fixes alphapoint order wrapper.
* Adds bitflyer type for exchange order. Adds bithumb and bitmex wrapper support for SubmitExchangeOrder
* Fixes bitmex typo. Adds bitstamp, bittrex, coinbasePro, coinut SubmitExchangeOrder wrapper support
* Maps exchange wrapper function 'SubmitExchangeOrder' to exchange methods for exmo, gateio, gemini, hitbtc, huobi, huobihadax and itbit
* Maps exchange wrapper function 'SubmitExchangeOrder' to exchange methods for kraken, lakebtc, liqui, okcoin, okex, poloniex, wex, yobit and zb
* Updates interface, fixes wrapper type mismatch and fixes tests from changed parameters
* Adds generic support for SubmitExchangeOrder for localbitcoins_wrapper
* Updates wrappers tests and submit order implementations for anx, binance, bitfinex, bitflyer (cannot test), bitmex, bitstamp
* Fixes bitstamp tests
* Adds tests for submitting orders with bittrex, btcmarkets, coinbasepro and coinut
* Adds tests for exmo, gatio, gemini and hitbtc
Makes adjustments where necessary
* Adds tests and updates order implementations for huobi, huobiHadax, itbit, kraken, lakebtc, liqui, okcoin, okex, poloniex, wex, yobit and zb. Not all have been verified due to exchange issues
* Fixes variable names and symbol usages
* Fixes HitBTC order API implementation
* Removes formatting code. Adds error handling for unsupported order types. Fixes typo
* Fixes missed replace for new ToString function. Removes unused functions
* Changes report of unknown withdrawal type with bitshift approximation.
Improved code cov
* Updates wrapper SubmitExchangeOrder return to use a fancy new SubmitOrderResponse struct type to clarify if an order submission is successful or not
* Initial broken commit for updating exchanges to store data on whether withdrawals can be handled completely by the API
* Changes to use base exchange method to determine withdrawal permissions using bitshifting
* Adds withdrawal capabilities for alphapoint, anx, binance, bitfinex, bitflyer, bithumb, bitmex, bitstamp, bittrex exchanges
* Adds withdraw capabilities for btcmarkets, coinbasepro, coinut, exmo, gateio, gemini, hitbtc, huobi, hadax
* Adds withdraw capabilities for itbit, kraken, lakebtc, liqui, localbitcoins, okcoin, okex, poloniex, wex, yobit, zb
* Titillating tests & Wonderful wrappers
* Fixes typo, double checks all apis and corrects permissions
* Fixes gemini test
* Fixes incorrect log placement. Removes breaks
* Addresses PR comments. Changes readable function to: FormatWithdrawPermissions, adds new function 'GetWithdrawPermissions' and 'SupportsWithdrawPermissions'. Adds three functions to interface
* Removes unnecessary config_example.json additions
* Fixes bitwise comparisons. Adds more tests to highlight expected outcomes
* Initial overhaul of websocket connection and feeds
* Added proxy support
* Piped to routines.go
* Added new websocket file in exchanges
Refactored orderbook handling into exchange_websocket.go
Added better error responses for binance_websocket.go
General clean for binance_websocket.go
* General fixes - bitfinex_websocket.go
Refactored orderbook cache code - bitfinex_websocket.go
Removed fatal error with unhandled type - routines.go
* Added general improvements to bitmex_websocket.go
Refactored orderbook handling to exchange_websocket.go
Added variable in Item struct in orderbook.go for looking up orders by ID
* Fix issue when routines are blocked due to Data Handler not started
Updated traffic handler
General fixes for bitstamp_websocket.go
* General fixes for coinbasepro_websocket.go
* General fixes for coinut_websocket.go
Fixed error return in exchange_websocket.go
* Removed comments in coinut_wrapper.go
Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go
* General fixes
* Removed comments
General fixes
* Updated routines.go
* After rebase fix
* Fixed update config pairs in okcoin.go
* fixed config currency issue in okcoin.go for okcoin China
* exchange_websocket.go
*Removed unused const dec
*Removed state change routine
*Improved trafficMonitor routine
*Increased verbosity for error returns
*Removed uneeded mutex locks
exchange_websocket_test.go
*Added new tests for websocket and orderbook updating
routines.go
*Removed string cased
* Fixed race conditions on sync.waitgroup in exchanges_websocket.go
* Changes variable name in config.go
* Removes unnecessary comment
* Removes indefinite lock on error return
* Removes unnecessary comment
* Adds support for BTCC websocket
Drops support for BTCC REST
* Rewords comment in exchange_websocket.go
Moves types to poloniex_types.go
* Moves types to coinut_types.go
* Removes uneeded range for accessing array variables for coinbase_websocket.go
Removes comments in coinut_types.go
* Adds verbosity flag to GCT
Suppresses verbose output from routines.go
* Fixes setting proxy for REST and Websocket per exchange
Upgrades error handling
Drops unused *url.Url variable in exchange type
* Adds test for setting proxy
* Fixes bug that closes connection due to incorrect timeout time through a proxy connection
* Clarify verbose flag message
- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
