mirror of
https://github.com/d0zingcat/gocryptotrader.git
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4a50a72e4afbcf324132dfebaeeea2bfbbee7e87
35 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Ryan O'Hara-Reid
|
d2561402c4 |
common: update Errors type (#1129)
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better * zb: forgot to save? * linties: fixies * linties: word change as well. * nitters: glorious * buts * nitters: fix glorious bug * Update common/common.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * nitters: shifty --------- 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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Samuael A
|
2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
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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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Adrian Gallagher
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68588560e3 |
CI: Bump go version, linters and fix minor issues (#1010)
* Bump golang, golangci-lint versions and fix issues * Add -fno-stack-protector * Fix AppVeyor golangci-lint ver * Nitters * Nitters round 2 |
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Scott
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f929b4d51e |
backtester: Futures handling & FTX Cash and Carry example strategy (#930)
* 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 * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts |
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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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c492e6600e |
orders: Add method for creating cancel struct from order details (#947)
* orders: Add method for creating cancel struct from order details * orders: remove uneeded fields * glorious: nit |
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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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5cb26e7ecf |
ordermanager: fix test error introduced in #917 (#942)
* ordermanager: fix residual test issue from #917 and reduce some racey action * glorious: nits; also removed functions that weren't being used and were unexported * rm: pew * linter: fix issues * glourious: nits * credentials: fix test issue with racey racey horse basey |
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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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c6ad429827 |
orderbook/buffer: data integrity and resubscription pass (#910)
* orderbook/buffer: data integrity and resubscription pass * btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!! * buffer: reinstate publish, refaactor, invalidate more and comments * buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments. * dispatch: change publish func to variadic id param * dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests. * dispatch: don't create pointers for every job container * rpcserver: fix assertion issues with data publishing change * linter: fixes * glorious: nits addr * depth: change validation handling to incorporate and store err * linter: fix more issues * dispatch: fix race * travis: update before fetching * depth: wrap and return wrapped error in invalidate call and fix tests * btcmarkets: fix commenting * workflow: check * workflow: check * orderbook: check error * buffer/depth: return invalidation error and fix tests * gctcli: display errors on orderbook streams * buffer: remove unused types * orderbook/bitmex: shift function to bitmex * orderbook: Add specific comments to unexported functions that don't have locking require locking. * orderbook: restrict published data functionality to orderbook.Outbound interface * common: add assertion failure helper for error * dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests * dispatch: export function * engine: revert and change sub logger to manager * engine: remove old test * dispatch: add common variable ;) * btcmarket: don't overflow int in tests on 32bit systems * ci: force 1.17.7 usage for go * Revert "ci: force 1.17.7 usage for go" This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91. * golangci: bump version add and remove linter items * Revert "golangci: bump version add and remove linter items" This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b. * dispatch: remove unsused mutex from mux * order: slight optimizations * nits: glorious * dispatch: fix regression on uuid generation and input inline with master * linter: fix * linter: fix * glorious: nit - rm slice segration * account: fix test after merge * coinbasepro: revert change * account: close channel instead of needing a receiver, push alert in routine to prepare for waiter. Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
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b87a0791b0 |
asset: bitmask type optimisation (#922)
* asset: basic optim. bitmask * glorious: nits * currency: forgot parralel in testttttt * ticker/orderbook: test fixes * engine/rpcserver: fix and expand tests |
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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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022001fecf |
btcmarkets: update order submission (#908)
* btcm/order: update order submission * btcmarkets: addr nits * btcmarkets: reinstate new order test |
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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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11da520dc8 |
Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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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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TaltaM
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fd600972ba |
engine/order manager: Initial REST managed order updating (resolves #772) (#775)
* Initial REST managed order updating
* Apply gloriousCode's changes.go patch
* Update internal order ID handling
* Check error
* Replace string with string pointer
* Avoid nil pointers in upsert
* Update test for UpdateOrderFromDetail()
* Add tests for orders.go
* Remove unnecessary newline
* Address comments
* Add missing nil check
* Add tests for new functions in order_manager.go
* Remove empty line
* Change log level for updates from Info to Debug (keep added orders at Info)
* Initialize orders before running the timer
* [TEMP] Add verbosity for debugging
* Nil checking on exchangeManager in GetExchanges()
- exchangeManager.GetExchanges() and iExchangeManager.GetExchanges() return an error on nil
- bot.GetExchanges() wraps exchangeManager.GetExchanges() and returns an empty slice
* Revert
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Yordan Miladinov
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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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Mark Dzulko
|
e1eceeafe8 |
gctrpc/ordermanager/binance: Add new getManagedOrders command and various improvements (#712)
* first draft of getmanaged orders RPC call * - ClientIDs for binance, especially spot asset - applied old ClientOrderId for cancelled orders - added clientOrderId to GCTRPC * added tests for Matchfilter and GetManagedOrders * smaller fixes * comment fix added getFilteredOrders to store changed store mutex to RWMutex smaller fixes * fixed bug in Detail Copy and added test * fixes for Scotts review * processSubmittedOrder was missing clientOrderId * changed: TestGetOrdersFiltered expanded fixed: warning, where variable name collided with package name fixed: used req.AssetType in binance_wrapper.go Co-authored-by: Mark Dzulko <81071907+Mark-numus@users.noreply.github.com> |
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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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|
Ryan O'Hara-Reid
|
881bab2d5a |
Exchanges: Add in exchange defined tolerance settings (#647)
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial) * Add to tests fix linter * Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits * binance: Add in test for tolerance set up * exchanges: add in more tolerance settings and add tests * nits: addr * fix linter issue * RPCServer: Use ordermanager instead of going direct to exchange * Nits: Addr * nits: glorious addr phase one * nits: glorious nits phase 2 * exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files * nits: Addr thrasher + also include locking of limits struct when we update via syncer later on * nits: mdc addr * nits: glorious nits * limits: unexport mutex * limit: revert maths optim. and fix spelling * limit: Add decimal package * limit: don't check price on market order * Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation * binance: handle case where spot is not enabled but margin is * backtester: add in amount conforming to back tested events to simulate realistic orders * rm ln * order limit: return amount when limit is nil and conformToAmount is requested * nits: glorious nits + friends * backtester/orders: fix tests * nits: glorious nits * nits: glorious nits * RMLINE * nits: more glorious nits! * nits: pooosh * binance: fix margin logic * nits: Add warning, settings log and report item for exchange order execution limits * backtester: add specific warnings in report output * backtest: Adjust warnings |
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|
Scott
|
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
|
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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Vazha
|
6099510698 |
Kraken - fix bugs with wrong indexes (#623)
* add Cost param to Kraken GetOrderInfo output * fmt * faulty resp.Time handling in Binance GetOrderInfo method * add orderBookProcess * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fmt * comment change * add param for log * fixed wrong indexes Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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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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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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Allie
|
80f4cf1784 |
Bug-fixes: #459 #460 (#461)
* Fix bitmex order params * Fix insecure endpoint check * comment on Title funcs * tests for Title func * fix order_test Co-authored-by: Allie c( ⁰ 〰 ⁰ )੭ <88z@pm.me> |
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|
Adrian Gallagher
|
3fae5a0924 |
Implementation of Exchange GetOrder through GRPC for Coinbase (#453)
* fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value * removed gctcli executable and added it to gitignore * implemented GetOrderInfo * getOrder also has trades attached to an order * getOrder also has trades attached to an order * fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value * removed gctcli executable and added it to gitignore * fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value * removed gctcli executable and added it to gitignore * minor * go lint fixes * removed clutter * fixed Amount, Executed Amount, Remaining Amount * removed default value declarations * removed useless nil chceck * iteration rewritten go style from java style * returning error if GetFills fails * returning error if GetOrderInfo fails * ExecutedAmont value is FilledSize * added TODO to fix asset type * chnages after merging #446 * range without copy value, using index * removed useless slice initialisation * couple of nits from code review * fix indentation * Update rpc.proto Fixes indentation Co-authored-by: Adrian Gallagher <thrasher@addictionsoftware.com> |
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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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Scott
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11a68a9bb7 |
Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit * Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types * Adds ticker, trade and orderbook support * Candles sub that returns no data COMPLETE * Adds authenticated ws support * Adds the barebones endpoints to support * Adds more endpoints * Even more endpoints * minicommit to switch and test * All the interactive types * Adds support for simultaneous connections. Updates tests. Nothing is working * Successfully adds place order. Moves all authenticated endpoints to new switch case * Cancel order and modify order * Cancel all orders, cancel multi orders * Finalises implementation. Uses testMain * Adds WS wrapper support for some funcs * Fixing rebasing issues * Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff * Fixes some fun for loops with GetEnabledPairs * Fixes tests impacted by currency var change * Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex * So many panics * I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go * Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint` * Finishes up all of coinuts ws implementations. * GateIO implementation * Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type * Adds forgotten huobi endpoint * Fixes cancel order endpoint * go hates my formatting and so do I * The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet * Finishes open orders handling * Mini update for status only updates * Fixes some kraken points * Finishes WS kraken since it doesn't work * Unfinished commit, cleaning up types * Finishes the const replacing * Fixes extra GetNAmes after rebase * An end to the cleanup. testmain for gateio * Adds ZB support * Bitfinex cleanup. Renamed func * Testmain-47s for everyone!!! yayaaaaaaa * Adds kraken websocket wrapper support * Fixes rebase issues * Fixes tests from rebase * Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws. * Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised * Fixes sloppy error/var declarations * Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel. * Removal of inline string and removal of redundant nil checkerinos * Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations * Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10) * Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts * Fixes oopsie with coinbene const replacement * Fixes currency issue * Cleans up new places that use JSONDecode * Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types * Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name * Added some new scenarios for number splitting * Fixes lint issues * negative num fix * Typo fix * Accuracy warning comment |
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Ryan O'Hara-Reid
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63a9e9fcb1 |
Engine QA - Order update (#372)
Engine QA - Order update |