mirror of
https://github.com/d0zingcat/gocryptotrader.git
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4a50a72e4afbcf324132dfebaeeea2bfbbee7e87
136 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Ryan O'Hara-Reid
|
7cadc5cffb |
cmd/wrapper_coverage: prevent non-needed REST requests via context timeout (#1154)
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests * linter: fix * exchange_template: fix test --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Adrian Gallagher
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a79e0d2b3e |
qa/spelling: Add Codespell support (#1121)
* Add codespell support * Fix paths * Add HTML files to exclusion list |
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Ryan O'Hara-Reid
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83cfefa45c |
kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing * Ideas * kline: deploy builder functionality across GCT * exchanges: implement across gct * exchanges: Add tests and fix implementations before kline package testing and veri. * kline: Add tests and start to fix ConvertToNewInterval * kline: fix ConvertToNewInterval add tests * kline: complete overarching tests now on to exchanges * kline: finish exchange tests and implement limits * exchanges: more fixes * linter: fix * engine: fix tests * kraken: fix recent trades and other fixes * zb: fix tests * bithumb: fix empty insertion * kline: refactor/optimize CreateKline function * kline: remove the mooos! * kline: prealloc CalculateCandleDateRanges * linter: fix * exchanges: prealloc extended * fix whoopsie * reverse fix because this is a whoopsie * okx: fix risidual issues * linter: fix * kline: initial nits from @gloriouscode * kline: rename builder -> request and cascade change * linter: fix + test * kline: update forced alignment on start and end times when CreateKlineRequest is called. * nits: more more more * NITS: Addressed * tests: fix race issue * Update exchanges/kline/request.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting * kline: Add params start and end to addPadding() to insert blanks in between block * kline: remove test comment code as it's not needed anymore * kline: fix lint and test * kline: sort slice without extra bool check every iteration * okx: fix issues with timeing and candles and such from niterinos & address typo * Update exchanges/kline/kline.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: niterinos * Update exchanges/poloniex/poloniex_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits now onto conflicts YAYA!!! * Update exchanges/exchange_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits again * thrasher: nitters * thrasher: niterinos - adds partial flag for incomplete recent candles and fetching. * kline: rm fmtizzle packageizzle * glorious: nitters * glorious: more niterinos * fix last niterinos Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
|
017cdf1384 |
Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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e4d487e586 |
exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093)
* exchanges: FetchTradablePairs currency pair slice return (1) * exchanges: finish conversion * thrasher: nits + linter * exchanges: shift var dec into for loop * exchanges: Apply changes thanks @thrasher- * Update exchanges/alphapoint/alphapoint_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitters * Update exchanges/bitflyer/bitflyer_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: fix more nitters Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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558a70e87f |
orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055)
* orders: filter options return on validate * exchanges: force filter usage by wrapper return type and shift method functionality * exchanges: update tests and fix err shadow * exchanges: shadowland * exchanges: more shadow land spookyness * glorious: nits and ftx upgrade * linter: fix * orders: preserve unpopulated fields through filtering operation * glorious: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Jaydeep Rajpurohit
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247da918a8 |
exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc |
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Ryan O'Hara-Reid
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663e753f52 |
account: segregate holdings by credentials for future multi-key management (#956)
* exchanges/account: shift credentials to account package and segregate funds to keys * merge: fixes * linter: fix * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits + protection for string panic * glorious_suggestion: add method for matching keys * linter: fix tests * account: add protected method for credentials minimizing access, display full account details to rpc. * linter: spelling kweeeeeeen * accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching. * accounts: theres no point in pointerising everything * linter: ok pointerise this then... * exchanges: fix regression add in little notes. * glorious: nits * Update exchanges/account/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * gloriously: fix glorious glorious test gloriously Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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a12cd3d733 |
orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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a63aa6b616 |
orders: Add derive modify struct method from order.Detail (#948)
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details * exchanges: call modify method in wrappers * linter: fixes * engine/wsroutineman: remove print summary * glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this. * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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16a93b49a4 |
btcm: add modify order functionality, change return to pointer (#940)
* btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... |
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Ryan O'Hara-Reid
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cdcc9630de |
order: slight optimizations (#917)
* order: slight optimizations * orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations. * orders: continue to convert string type -> uint * orders/backtester: interim move type to orders package, later can expand or deprecate. * orders: handle errors * orders: optimize filters and remove error returns when its clearly not needed * orders: remove log call * backtester: zero value check * orders/futures: zero value -> flag * linter: fix * linter: more fixes * linters: rides again * glorious: nits * common: Add zero value unix check for time values; also addresses glorious nits * glorious scott: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
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6a02097431 |
account: storage, processing and method on balances update (#916)
* account: update account storage, retrieval and implement alert functionality when a currency change occurs. * account: Add cancel channel * account: remove old code * account: don't embed mutex * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * account: addr nits * account: Pull out test into indiv. * account: Add test for update method * account: add no change to test * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * account/portfolio: differentiate between asset type segregation and default to spot holdings. * glorious: nits * thrasher: nit * ticker: fix spelling * Update engine/portfolio_manager.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Adrian Gallagher
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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 |
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Ryan O'Hara-Reid
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09fa2f236a |
context: Add authenticated HTTP credentials (#892)
* gRPC: context overide * exchanges: continue update * exchange: Update context handling *Add setter methods for API credentials *Shift credentials functionality to its own file in exchanges package *Add tests *Refactor function DeployCredentialsToContext for library usage *Add function to process credential metadata from API boundary to internal use context value. *Add OTP rpc handling * exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD * template: update * exchanges: fix linter issues * REMOVE THAT AWESOME NEW LINE! * gct: fix some tests * I cant spell :( * exchanges/gctscript: fix more tests * coinnut: fix tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchanges/gctcli: stop applying empty credentials * fix linters * exchanges: add test * rpceserver: actually check error for errors * rpcserver: fix up tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values * exchanges/creds: allow subaccount to override default credentials via gRPC * exchanges/credentials: don't return nil in GetCredentials * creds: spelling * exchanges: fix glorious NITS! * credentials: Add in test and refactor IsEmpty method. * credentials: change type positioning (glorious) * exchange_template: Fix template changes * DOCS: Refresh * docs: fix spelling * DOCS: fix alignment and add package * DOCS: ALIGN! Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
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86d3724507 |
Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Shaznit fixes * Secret Shaznit * Updates account information across wrappers to include more fields * Updates online collateral calculations. Updates RPC data * Accurately calculates collateral offline and online minus testing * Tests and lint chocolate * Simplifies accountinfo results * Fixes shaznits * Adds new func * Increases collateral accuracy again again again x 200 * Increases accuracy of collateral rendering * Fixes minor merge/test issues * Linterino * Fixes ws test. Improves collateral calculations and rendering * Make it prettier * Removes the lock I put on 👀 * Adds `additional_collateral_used` field, renders orig currency * Fixes unrelated test * Fix test * Correctly calculate spot margin borrow collateral * Address fun lint surprise See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331 * Strange lint fixing x2 * Continued lint journey * Nolint the nolint to not lint the lint * Adds two new fields to response * More linting issues arising * fIX3s_c4s|NG * Fixes command flags' incorrect numbering * FairMarket = Won |
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Ryan O'Hara-Reid
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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> |
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Ryan O'Hara-Reid
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da3402476e |
tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface * exchanges: add comment and fix whoopsie * exchanges: fix linter issues * wrapper_cov_tool: add actual full interface method count to get a better perceived deployment * exchanges/tool: addr glorious nits * kraken: remove string in test * exchange_template_tool: fix tmpl issue |
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khcchiu
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8617b50ff6 |
Exchanges: enrich order history with avg executed price, cost, and more (#792)
* Exchanges: enrich order history with avg executed price, cost, and more * Fix division by zero in order detail enrichment * Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing * Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts * BTSE order history populate name and id * Calculate average executed price for market order or when order amount is zero * Minor fixes on infer order amounts, costs, and times * Attach InferAmountsCostsAndTimes to Order.Detail * Binance: fix order status * Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set |
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Ryan O'Hara-Reid
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099ffa1a60 |
stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables. * config: reduce stutter * config: reduce minor stutter * glorious: nits addr. * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * websocket: implement fix * engine/helpers: fix test * exchanges: fix after merge issues * exchange_template: fix output Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Adrian Gallagher
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0c00b7e1df |
exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos |
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Adrian Gallagher
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f0d45aa1d2 |
golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions
Fix remaining linter issues
* Specifically set AppVeyor version
* Fix the infamous typos 👀
* Add go env cmd to AppVeyor
* Add go version cmd to AppVeyor
* Specify AppVeyor image, adjust linters
* Update go get to go install due to deprecation
* Bump golangci-lint timeout time for AppVeyor
* Change NW contract to NQ
* Address nitters
* GetRandomPair -> Pair{}
* Address nits
* Address time nitterinos plus additional tweaks
* More time inception upgrades!
* Bending time and space
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Ryan O'Hara-Reid
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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 |
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Ryan O'Hara-Reid
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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 |
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Luis Rascão
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c9ab0b1164 |
exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)
* exchanges: add an UpdateTickers method to the main exchange interface This method will fetch all currency pair tickers of a given asset type and update them internally, does nothing for now. * exchanges: refactor UpdateTicker on all exchanges Keep the exact previous behaviour but implement the UpdateTickers method and refactor UpdateTicker by using it where applicable. * sync_manager: update all tickers when batching is enabled * binance: UpdateTicker to fetch single ticker symbol * ftx: UpdateTicker to fetch single ticker symbol |
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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 |
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Yordan Miladinov
|
2da239735f |
gctrpc/order manager: Add ModifyOrder endpoint (#724)
* gctcli: modifyorder stubs * gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto * gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs * gctrpc: add ModifyOrder() and regenerate dependent files * gctcli: modifyorder command now uses newly generated ModifyOrder() RPC * exchanges/order/orders.go: use time.Time.Equal() instead of == * gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC * gctcli/commands: rework modifyorder * engine: implement RPCServer.ModifyOrder * engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders * engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes * engine/order_manager.go: comply with golangci-lint * gctcli: fix getOrderCommand.ArgsUsage * gctcli: fix getModifyOrderCommand args and ArgsUsage * engine: OrderManager.Modify() now correctly updates price of modified order * engine: RPCServer.ModifyOrder now uses checkParams() as advised * exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change * exchanges/order: Detail.UpdateOrderFromModify also updates the ID * engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order * exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error * engine: OrdetManager.Modify() now emits an order event * exchanges/bithumb: proper order.payment_currency key * engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments * engine: test OrderManager.Modify() * engine: test store.modifyExisting() * engine: write a docstring for store.modifyExisting * engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values * engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0 * engine: OrderManger.Modify() now uses the commsManager to let observers know of errors * engine: TestOrderManager_Modify() uses t.Fatal() * engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages * exchanges/order_manager_test: fix a golangci-lint complaint * engine/order_manager: fix an error comparison bug and simplify * gctcli/commands: check if either price or amount is set, otherwise we would waste an API call |
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|
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 |
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Adrian Gallagher
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051675255d |
CI: Add support for GitHub actions (#680)
* Add initial workflows config * Add PSQL service * Add 32bit and frontend jobs * Add gcc-multilib and fix typo * Fix backtester test for linux/unix filesystem errors and npm commands * 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert) * Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)" This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e. * Bump workers count for orderbook processing * Remove comments to trigger 32-bit cache hit after job success * Cancel addition plus version bump, spawn more overlords * Update build badge to Github Actions * Brach -> Branch |
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Ryan O'Hara-Reid
|
7b718700f7 |
orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling |
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Scott
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50bbdabf43 |
BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli. * A few fixes * lint * fixes oopsie that affected doopsie * Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance * Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value * Actually fixes things this time * Improves recvWindow to process openOrders * Adds asset type to getOrder as well * Fixes tests * Adds missing date fields * Fixes default time, updates default errors * Default start to last month, instead of last year |
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Adam
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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 |
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Ryan O'Hara-Reid
|
7431bf8866 |
Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification * Exchanges: Consolidate orderbook variables into config struct * Exchanges: Addr nit; set verification bypass on websocket book implementations |
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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 |
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Vazha
|
e3ad2d5731 |
gRPC/Engine/Exchanges: Implement direct getwithdrawalshistory method (#600)
* 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 * linter errors fix Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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Vazha
|
3ee99f0b87 |
Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* 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 Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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Scott
|
80bc8c7e9e |
Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint |
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Ryan O'Hara-Reid
|
220245c5a8 |
Exchanges: Include format pair in wrapper functions and test for formatting issues via tool wrapper issues (#582)
* Adds formatting of pair within binance wrapper, adds return of error from cli.ShowCommmandHelp * Add formatting function to submit order wrapper functions * Remove superfluous functionality * Updated exchange wrapper issues to create a disruptive pair to see which exchanges require attention, updates currency code generation and matching * reinstated format check, fixed tests * fixed niterinos * fix test * fix spelling mistake * make html file more aesthetic * Add missing format pairs * add formatting to pair for BTC Markets func * fix spelling |
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|
Vazha
|
fab9d934fe |
Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* 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 Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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|
Scott
|
0da62b7fbf |
Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB
* STEALS improved time validation code from the original STOLEN validation code :D
* Mini fixes from review
* happy fun comment stealing
* Moves the loop checker earlier to ensure no double appendages
* Fixes sneaky test
* Fixes the important part where mock tests work instead of live tests
* Skips authenticated endpoints for mock testing.
* lint
* Updates candle wrapper functions to respect design
* basic linting fix
* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest
* Tiniest grammatical fix
* Fixes more outdated code references
* Closing out a high
* Fixes spacing
* Replaces all instances of 4 spaces in tmpl files with a tab
* fixes spacing and tab related readme issues once and for all 🤞
* tidy
* indentation violation identification situation
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Ryan O'Hara-Reid
|
4e828a8124 |
(Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference * Fix portfolio withdraw tests * Add nil protection in validator method to reduce prospective panics and for future outbound checking * Updated tests * ch order var to not ref package * rm comparison * Add order ID validation check * Add exchange name validation check * Add in test details * fix tests * fix linter issues * linter issues strikes again * linter rabbit hole * Addr nitterinos * Add validation variadic interface to define sets of functionality check POC * didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be * add coverage * Add validation method options for exchange wrappers and abstracted validation into its own package * Add validation code for structs in exchange template generation * remove extra validation call as this is done in wrapper * fix niterinos for examplerinos * Add template to documentation tool and regenerated documentation * Addr niticles * Fix tests due to validation update * Add more validation checks for modify/submit orders * update tests * fix more tests * Add asset type to submit variable in tests and rpc call. Regen funcs. * Add field to modify struct in tests * applied field asset to cancel struct across project * fix woopsy |
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|
Ryan O'Hara-Reid
|
14c72c9c6b |
Currency System Update (#448)
* initial update of currency system * WIP progress * Finish initial currency string error returns * fix whoopsie testing for non https insecureinos * Current WIP for getEnabledPairs check and error return * WIP continued * When getting enabled pairs throw error when item is not contained in available pairs list * More updates -WIP * Wip continued including potential interface * Current WIP * pairs manager pass * drop asset string and just use the map key, plus return some errors and create more work for myself. * clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set. * purge logger references after merge * go mod tidy after merge * Pointer change WIP * fix some issues and added error returns to a few items (WIP) * WIP * Clean * Fix some linter issues * Fix more linter issues * even more linters * xtda nits * revert pointer change and rm field * Addr madcozbadd nits * fix linter issues: shadow declarations * Fix linter issues: gocritic huge things * linter issue fix * Addr nits * flush go mod files * after merge woops * fix shadow dec * Addr thrasher nits * addr nits * fix some issues * more fixes * RM println * Addr glorious nits * Add helper method for setting assets * add missing format directive * Addr nits * Actually process new futures contracts -_- derp * WIP for GRPC upgrade for pair management * update config pairs * finished disabling and enabling asset * linked update of tradable pairs to cli * fix oopsies * defer writing to file on program termination for currency storage system * update template * don't add disabled asset items to initial sync * Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits * WIP on getting a channel to unsub * Wip track down unsubscribe bug and start creating streaming interface * purge websocket orderbook object and centralised updating routine for orderbook * general clean before interface implementation * stage one connection interface WIP * WIP * repackage wshandler WIP * find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it * design change on mange subscription routine WIP * integrated ZB with the new webosocket updates * WIP - okex conversion * integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene * integrate another range of exchanges for websocket update * Added subscriber and unsubscriber methods to websocket functionality * fixed tests WIP * amalgamate cache setup with main websocket setup * reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations * added in colon * Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection. * Fix subscribe candle bug Fix time conversion in candle Fix inititial candle history to datahandler Include funding to orderbook handling Include funding to trades Reduce code duplication in sub and unsub functions Added the ability to include funding currency websocket subscriptions validated all channels and added more items todo list (Auth items) * RM line * bitstamp pass * btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test. * Batch outgoing subscriptions and fix unsubscribe bug * BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls * fix type field and batch outgoing subs and unsubs for coinbasepro * Batch outgoing subs and unsubs * Fixes bug when matching return from authentication * Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation. * Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function. * Add error handling * Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections. * hitBTC pass * returned nil instead of error due to period null bids and asks updates coming through. * Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe. * Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines. * RM debug output * rm func to get shutdown channel * Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data * okgroup WIP * *Added missing fields for websocket trades *Fix bug processing kline interval *Added fields for websocket ticker struct *Fix auth bug -Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued. -Updated channel inclusion of pair fo auth subs as this was missing. *Assortment of perfomance improvements * poloniex pass * send all trades to data handler, validated enabled and disable pairs * initial clean * centralised request matching mechanism * websocket main improvements WIP * WIP * Websocket management via gctcli WIP * GRPC expansion * Updated GCTCLI with websocket url and proxy setting functionality which flushes connection * Fix continuous spawning of routines bug on error with reconnection * Addr linter issues * fix subscription bug that I caused when I changed to a switch case * fix linter issue * fix woopsie * End of day WIP * Fix order submission REST, time conversion, order type conversion, orderID bugs * fix gateio test and unsubscribe bug * revert comment out code * websocketAPI changed to to true in configtest.json * fix race in gateio test * End of day WIP for websocket tests. * BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs. * Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go * Added verbosity check for setting websocket URL * fix bug where the asset had a mind of its own * purge dodgy coding * Fix tests, drop blocking chan in websocket Dial function * few more changes * race condition fix for websocket tests. * fix intermittent test failure due to underlying hash table storage * Address madcuzbad nit * RM superfluous printlines * Add quick top example with paramater fields * First pass Glorious nits * As per madcozbad suggestion return error when enabled pair not found in full return map. Add test. * addr madcozbadd nits * as per glorious suggestion rm'd loadedJSON field * adjusted ticker, added test and RM'd code that can never be executed * Addr nits and add in crypto rand genration for ID's * remove global channel declaration and rescoped as this was causing a lock * as per glorious suggestion restructured return error for websocket * addr glorious suggestions * fix linter issues * purge non-existent pair from testdata * add side field to struct and parse * addr glorious nits * Add verbosity to error returns and logs and fix string parsing in GCTRPC * fix speeling mistwake * Adds websocket functionality check before flushing websocket connection * Addr kraken panic and setting/flush websocket url stage one. * added websocket url check before setting with tests * Added in edge case test if by the time we call contains on available pairs it has been changed * remove error return for func * Continuation of tests * continuation of tests * Stop potential panic within pair creation function * Implement changes to upstream * rm sup comment * fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli * fix test * Fix linter issues * Fix tests * turn websocket off in config example * Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving * Introduced err var for same error returns * Add err var exchange base not found * restructure function * drop gctscript from generic response name * drop managesub delay const as its not being used * correctly implement websocket rate limiting for coinut * remove quotations * drop pair management check * fix spelling * return error in function to not update currency with unset role * amalagamted enable/disable into set function and added in pairstore fetch function * update error description * rm function * moved test function to sharedtestvals and move type to types.go * append delimiter onto currency delimiter strings * add test coverage * rm functions as they are set as methods in base * remove superfluous methods * Fix issue that would occur when a subscription errored and not appending successful subs * fix after rebase woopsie * fix linter issues * fix bug streamline code * fix linter issues * fix linter issues * fix case where it should not change ID if set but append new * fix whoopsie * fix websocket tests * fix readme, fix wrapper issues reporting template, go mod tidy * add test coverage * add test coverage and verified futures pariing * add in futures bypass as its not currently supported on BTSE until API update and implementation * removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update. * If asset enabled add pair and increase code coverage * remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code. * Add code coverage * log error if setting default currency fails, add code coverage * address glorious nits * Addr xtda nits * fix linter issues * addr glorious nits * xtda nits * Addr glorious nits * add subscription protection and removed a superfluous wait call * fix test * fix whoopsie * addr xtda nits * addr glorious nits * Added asset types to subscriptions structs, also added in error handling for resubscription errors * consolidated rpc returned type and added in sucessful strings * dropped stream timing down to 100ms * DOC changes * proxy and url usage string additions * WIP * go mod tidy rides again * Addr nits * Addr nits, fix tests * fix wording * add in test case for currency matching * Add byte length check on outbound websocket payload subscriptions * addr thrasher nits * Addr madcozbadd nits * addr linter issues * Addr glorious nits by amalgamating function into one mega amazing function. * fix futures account subscription bug * addr glorious nits and reinstated wg.Wait() checks * changed string to currency delimiter string and setconnected by function |
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Andrew
|
4a736fb335 |
(Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods) * coinbene supported added * after and before clean up * gateio wrapper completed * merged upstream/master * Added bsaic KlineIntervalSupported() method * Converted binance fixed test * WIP * new KlineConvertToExchangeStandardString method added * end of day WIP * WIP * end of day WIP started migration of trade history * added kline support to hitbtc huobi lbank * added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method * end of day WIP * removed unused ta and misc changes to flag ready for review * yobit cleanup * revert coinbase changES * general code clean up and added zb support * poloniex support added * renamed method to FormatExchangeKlineInterval other misc fixes * linter fixes * linter fixes * removed verbose * fixed poloniex test coverage * revert poloniex mock data * regenerated poloniex mock data * a very verbose clean up * binance mock clean up * removed unneeded t.Log() * setting verbose to true to debug CI issue * first pass changes addressed * common.ErrNotYetImplemented implemented :D * comments added * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * increased test coverage added kraken support * OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history * convert zb ratelimits * gofmt run on okcoin * increased delay on rate limit * gofmt package * fixed panic with coinbene and bithumb if conversion fails * very broken end of day WIP * added support for GetHistoricCandlesEx to coinbase and binance * gofmt package * coinbase, btcmarkets, zb ex wrapper function added * added all exchange support for ex regenerated mock data * update bithumb to return wrapper method * gofmt package * end of day started work on changes * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * reworked binance tesT * added workaround for kraken panic * renamed command to extended removed interval check on non-implemented commands * added wrapperconfig back * increased test coverage for FormatExchangeKlineInterval * WIP * increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi * linter fixes * zb kraken lbank coinbene btcmarkets support added * removed verbose * OK group support for other asset types added * swapped margin to use spot endpoint * index support added test coverage added for asset types * added asset type to okcoin test * gofmt * add asset to extended method * removed verbose * add support for coinbene swap increase test coverage * removed verbose * small clean up of okgroup wrapper functions * verbose to troubleshoot CI issues * removed verbose * added error check reverted coinbasechanges * readme updated * removed unused start/finish started work on decoupling api requests from kline package * restructured coinbene, bithumb methods, added bitstamp support * kraken time fix * BTCMarkets restructure * typo fix * removed test for futures due to contact changing * added start/end date to extended method over range * converted to assettranslator * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * x -> i * removed verbose * updated fixCasing to allocate var before checks * removed time conversion * sort all outgoing kline candles * fixCasing fix * after/before checks added * added parallel to test * logic check on BTCmarkets * removed unused param, used correct iterator * converted HitBTC to use time.Time * add iszero false check to candle times * updated resultlimit to 5000 * new line added * added comment to exported const * use configured ratelimit * fixed pair for test * panic fixed WIP on fixCasing * fixCasing rework, started work on readme docs * enable rate limiter for wrapper issues tool * docs updated * removed err from return and formatted currency * updated Yobit supported status * Updated HitBTC to use onehour candles due to test exeuction times * added further details to gctcli output * added link to docs * added link to tempalte * disable FTX websocket in config_example * fix poloneix * regenerated poloniex mock data * removed recording flag |
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Adam
|
c2c200cd1b |
(Exchange) Add FTX exchange support with implementation tutorial (#495)
* initial * wip * brokenwip * broken wipzzzz * more functions brokenwip NO API KEYS * broken wip * WIP * wip * WIP work in progress * WIP * WIP * wip * more wip * wip * ws wip * broken wip * adding new functions for websocket to work * trying to fix websocket issues * websocket bug fix wip * broken websocket implementation * WS unauth functions + brokenWS auth func * authentication problems * authentication problems fixed * data handling for websocket * websocket completed * remove verbose * minor error fix changes and testing * reorganising variable declarations and minor errors fixed * enabled exchanges updated * enabled exchanges fixed * remove keys * glorious nits * xdta n shazzy nitzzz * shazzy n thrasher nitz * nitz wip * broken wip * apichecker donee n make code better * apichecker donee n make code better * OB update * wip * wip * all nitz done * merge conflicts * go mod tidy * merge conflicts * PLEASE merge conflicts * new funcs added n binanceapi check update NO APIKEYS * basic tests * linter fixs * linter fixs * remove verbose * test errors fixed * remove comented code * minor changes * some tests fixed no apikeys * documentation work * documentation * wip * ryan nitz * nits addressed * unnecessary conversion * no fail * remove verbose * type field checking * broken * websocket nits fixed * some thangs * remove verbose * fix function * linter issues * test error fixed * nits * bumperino fixed * very small change * nits * errors fixing * errors fixing retry * linters * thrasher glorious nits * more changes * changes * 2 more changes to be addressed * 2 more changes to be addressed * issues addressed * whip * changes * missed change * changes * currency issues * changes * unsaved * int64 * HUGE * HUGE * NO NITS PLS * no more * YES * : * changes * PLEASE * n another one * thanks guys * ill believe in god if this ever ends * :D |
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|
Adrian Gallagher
|
8afee0b4b2 |
Miscellaneous bug fixes (#513)
* Various bug fixes * Deadlink, cleanup plus bug fixes * Various Kraken fixes * Add convert func for decimal unix timestamps * Convert all test times to UTC * Kraken: Make assets a pointer to prevent excessive copying * Docker slash fix * Address nits plus bump ITBit last checked pairs timestamp * Set pairs to enabled pairs when getting active orders * Use asset translator for UpdateAccountInfo and more checks for the exchange template tool * Address MadCozBadd's nits * Make exchange var 2 chars * Make program more user friendly * Project wide comment checks and exchName check * Fix Huobi indexing bug and use correct pair formatting * Address nits + readme change |
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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> |
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|
Adam
|
7dd3f13c8d |
Exchange API modification monitor (#404)
* WIP * Variable Name Changes and other PR Changes * Name Changes and Error Checks * WIP * Some new functionality added and nits fixed * WIP on Nits * More trello functionality added and some PR changes * Minor changes and linter fixes * Errors Fixed and some PR Changes * PR Changes * WIP * WIP * Addition of Config * WIP of Readme file * Readme WIP * Addition of ReadMe * Linter Issues fixed * Minor Errors fixed * fixed test timeout issues and added api keys check for tests * Errors fixed * Nits WIP * Nits fixed * More efficient mutex usage * Consts cleaned up * Readme file fixed * linter issues fixed * format issues: * readme updates and nits * remove backup file and address nits * backup file removed for real * OkexOkcoin updates and linter fixes * errors fixed * Nits * errors fixed * formatting issues * race conditions fixed * files fixed * go mod n go sum * WIP adding rate limits * Added rate limits * Remove test vars * go mod tidy * improving readme file and 2digits for trello auto update * Added space * removed space * addressing nits * documentation update * more nits * board id check * linter fixes * test race fixed * test file match * errors fixed * nitz * LOWERCASE flags * more nitz * broken wip * flag addition fixed * error fixed * documentation updated for adding exchange using flags * something * add comment * nitz fixed * pr changes * added gemini exchange * testfile saving changes * nitz * fixing done * pr changes * nits * WIP * minor error fix * wip * wip * WIP * pr changes * pr changes * pr changes * nits * nits fixed * t.Fail removed * nitz * disable lakeBTC * contributors fixed contributors fixed ALL THE NITZ OMG * OMGGG ALL THE NITZ OMG * name change errors fixed * linter issues fixed * linterzz * Added disabling feature for exchanges * bug fix * small feature added * fixed bug fix: no keys * nits * test * test2 * test 3 * linter fixed * testing * testing * remove logs * OMG * bugfix * cyam88888 * nits * error handled * minor nits fixed createnewcheck issue fixed createnewcheck issue * functionality change some functionality changes no api keys 4u :D * trello names thro config * err check |
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Ryan O'Hara-Reid
|
2c7e531c5c |
Initial kline trade converter && restructure wrapper functions (#454)
* Initial kline trade converter && restructure wrapper function * Addr nits * fix linter issues * fix requested * fix after merge interface issue with fakepassingexchange * consistentizations * Addr glorious nits * Added in explicit interval strings for gctcli client (ease of use) * rm value stutter * Addr nits * update protobuf and push regen * go mod tidy * change description of usage for granularity |
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|
Scott
|
b686cf2e0e |
Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines * Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go * initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides * bitmex Completes new order * Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab: * Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types * Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders. * Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it * Fixes a cancelAllOrders oopsie doopsie * Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep. * Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D * Finishes btc markets without testing * Adds untested ws auth func to btse * Finises btse, fixes btcmarkets bug * Adds coinbasepro support * Fixes a few more fields in coinbase pro and readds the extra subs * Begins work on coinbene. Plus theyve added a new ws connection yeee * Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields * Removes extra websocket connection ;_; * Finishes gemini. Fixes order side unknown * Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details * Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly * Cleans up okroup websocket implementation. Fixes bug in Gemini * Adds poloniex support. Updates ws order handling * new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug * Begins work on authenticated binance websocket * Attempts to track user data via binance websocket * Maybe finishes Binance websocket support * Begins adding test coverage to orders.go. Updates names of script properties to match updated * Begins an experiment with code coverage. Fixes more rebase issues * Completes orders coverage. Botches a few other things though. Fixes more scripting stuff * All tests in engine package pass * Adds some loevely routine tests * Moves ordermanager to test Bot ordermanager Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them * Replaces "wsHandleData" with "wsReadData" as that's what its going to do now. * Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests * Fixes majority of test issues. But data races which are tough on the engine package * "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought * Tests all the binance websocket points * Adds better bitfinex websocket support. * Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered * Adds BTSE ws tests. Fixes bugs in ws * Adds coinbase pro tests. Fixes any issues * Coinbene tests * Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing * Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders. * Finishes the hectic coinut testing * Adds tests for gateio * Fixes rebase issues. Updates tests to work without being overloaded * Begins testing of gemini. fixes up minor issues * ginishes gemini tests and fixes * Adds hitbtc tests. Fixes all the many issues with hitbtc websocket * Adds remaining tests. Increases default test channel limit again * Begins work towards huobi tests * Finishes huobi tests * Fixed all mythical rebase adventures * Begins kraken transformation * Finishes kraken. Fixes coinbene leverage now that its changed * Begins okgroup testing * Adds okgroup ws tests * Does some poloniex * Fixes basic curreny issue by extracting to func * Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth * Finishes poloniex revision * Finishes ZB additions * Fixes data races * Fixes rebase issues. Fixes bad kraken logic * Fixes after reviewing code * lint everywhere * Fixes lingering lints * lint * Adds test coverage to order detail and modify updating * Fixes linting * Fixes huge int, fixes date tests * Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties. Updates bitmex asset type in test * Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities. * Adds coverage to the stringToOrderType/Status functions introduced in PR * Minor fixes addressing some time, error text and use of StringDataCompareInsensitive * Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications * Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type * Adds new error type to track and handle order classification errors separately * Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions * Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors * Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions * minty linty * Broken end of day code addressing basic nits on comments, returns and currency conversion * Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead * Fixes fun rebase fun fun so fun * Addresses minor nits regarding changed interface and comments * Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found. * Fixes test * Adds a single line to the end of the file, because that would be really bad if it wasn't there * Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties * Addresses binance switch linting * Updates leverage property to int64 * Fixes what was broken |
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Andrew
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b26ec86d43 |
Withdraw additional functionality (validation/submission/tracking) (#409)
* reworked request struct and exchange response started work on validation system * removed import cycle until work around * Added intial withdraw support via CLI added * Added Crypto command to gctcli * moved var declartion to single line * Test updates for binance and anx * All exchange tests have been updated test coverage added to validate * First pass at adding withdrawl select from database * started adding basic lru cache system * Added basic LRU cache including Add Get Remove Contains ContainsOrAdd Clear * wording changes on comments * removed exported var's in strut as they are not required * Added README * README updates * corrected ID on commands * rm line :D * merged in origin/cache * linter fixes (gofmt) * Added basic cache lookup to events * swapped to mutex over rwmutex updated comments * unexported getNewest & getOldest * unexported getNewest & getOldest * Updated comments and cited references in source * updated comments * WIP * Migrated exchange WithdrawFiat wrapper to new struct response * Migrated exchange WithdrawFiat wrapper to new struct response * started work on bank management * Added exchange level banking details back with migration to banking package * Removed broken tests for now * Added validation to bank accounts * removed duplicate bank details from withdraw struct * Test coverage increased * gofmt * merged upstream/master with clean up * First pass at adding command line linking to gctcli * added validation for crypto address, added gctcli support to retreive previous withdrawal requests * general cleanup * general cleanup * reordered imports * Increased test coverage moved to database sublogger * Pass incorrect currency no longer return error from c.CheckBankAccountConfig * remove TestMain() for now as other tests in this package will need to be reworked * Happy little race car * Reverted to upstream tests * Added test covarege for validation method, corrected response on cli protobuf * query clean up and removal of duplicated code * cleaned up queries into singlem ethod increased test coverage * Migrated international fund withdraw to new exchange response and added cache size override * Migrated international fund withdraw to new exchange response and added cache size override * Extended gctcli commands * lowered default cache to 25 * small code clean up * added get by date method * add returned error * cli commands cleaing return error on nil results to fix out of bounds * merged write & read helpers into one for test coverage and increased engine/withdraw test coverage * gofmt * Added test coverage for valid ID * removed unused param * converted to use timestamp package from protobuf * gofmt * use built in RFC3339 timestamp * remove setting of CreatedAt & UpdatedAt and allow ORm to take care of it * also use ptype on byid * code flow improvements * remove inverse conditional check and linters run * removed test data * removed comment * removed comment * also write failures to database for auditing * converted to use default time for start & end * Default to time.Now() minus 30 days * Default to time.Now() minus 30 days * small code clean up * fixed missing semicolon on migrations, code clean up * updated sqlite migrations * Added additonal check for exchange level bank account if global is not found * case sensativity fix for currency names * use correct compare * test coverage fixed * removed space * return pointer to banking.Account * return pointer to banking.Account * added else check back to validate() * Added empty string as default to migration over NULL due to retrivial of data |