d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-21 15:10:12 +00:00
Code Issues Packages Projects Releases Wiki Activity
1,703 Commits 2 Branches 0 Tags
4a50a72e4afbcf324132dfebaeeea2bfbbee7e87
Commit Graph

11 Commits

Author SHA1 Message Date
samuael
ace5e64c10 exchanges: Add Binance.us support (#949) 
* public endpoints methods added

* Completing mapping REST endpoints

* Binanceus Wrapper methods -Partially

* BinaWra functions with test funs; Not Completed

* Finalizing wrapper methods & test

* Finalizing wrapper methods & test

* Fix & Complete wrapper functions

* 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

* CI: Fix comment, method use, error handling, and code handling issues

* build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.4.0...v2.4.8)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* 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

* test: use `T.TempDir` to create temporary test directory (#934)

* test: use `T.TempDir` to create temporary test directory

This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The
directory created by `t.TempDir` is automatically removed when the test
and all its subtests complete.

Prior to this commit, temporary directory created using `ioutil.TempDir`
needs to be removed manually by calling `os.RemoveAll`, which is omitted
in some tests. The error handling boilerplate e.g.
	defer func() {
		if err := os.RemoveAll(dir); err != nil {
			t.Fatal(err)
		}
	}
is also tedious, but `t.TempDir` handles this for us nicely.

Reference: https://pkg.go.dev/testing#T.TempDir
Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestCheckConnection on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: cleanup TestGenerateReport

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* 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>

* build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.4.8...v2.5.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* 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>

* exchange/wrapper: add GetServerTime() for exchange analytics (#938)

* exchange/wrapper: add GetServerTime() for exchange analytics

* binance: fix linter issue

* glorious: nits

* glorious: nits rides again

* thrasher: nits implement huobi

* thrasher: nits add to exchange_wrapper_issues cmd

* 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>

* btcm: add order execution limit wrapper support (#941)

* btcm: add in order execution limit fetching

* btcm/test: add t.Parrrrrralllleeellllllllll

* btcm/wrapper: add update on startup

* glorious: nits

* thrasher: nit add status field

* build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.5.1...v2.6.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* proto/lint: Add protobuf GitHub action and linter (#943)

* Buf upgrades

* Buf format and basic endpoint fixes

* gRPC linter fixes

* Amend buf.yaml linter exceptions

* Update README

* Freshly generated gRPC code after depends update

* Nitterinos

* 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

* engine: Add websocket data handler register function (#935)

* engine: Add websocket interceptor register function

* Update engine/engine.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update engine/websocketroutine_manager_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* engine/websock: switch to data handler function register and range over handlers to still include default gct handling

* engine/websocket: change name

* glorious: nits

* linter: fix

* glorious: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* 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...

* request: adds WithVerbose function to package to add verbosity to request context (#950)

* request: adds WithVerbose function to package to add verbosity to request context

* request: add t.Parr....

* thrasher: nits

* build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954)

* exchange/wrapper: expose GetCredentials func to IBotInterface

* exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions

* interface: change name - RPCSercer: rm GetBase func call.

* glorious: nits (fix panic)

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>

* CI: merge fixes

* CI: fixing github generated lint issues

* 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

* grpc: add shutdown call for external management (#957)

* grpc: add shutdown call for external management

* go mod: tidy

* glorious: suggestion

* Update engine/engine.go

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

* Update engine/rpcserver.go

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

* Update main.go

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

* Update engine/rpcserver.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* build(deps): bump github.com/lib/pq from 1.10.5 to 1.10.6 (#960)

Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.5 to 1.10.6.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.5...v1.10.6)

---
updated-dependencies:
- dependency-name: github.com/lib/pq
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.6.0 to 2.8.0 (#958)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.6.0 to 2.8.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.6.0...v2.8.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#963)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.0 to 2.10.2.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.0...v2.10.2)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* orders: adds method to retrieve snapshot of order execution limit values (#946)

* orders: add method to Limit to retrieve order execution limit snapshots

* currency/btcmarkets: add error and update field name to standard

* linter: fix

* limts: don't return pointer

* limit: Add notes

* glorious: nits

* linter: fix

* limit: reinstate nil check

* exchanges: change field names to be more consistent (@thrasher-) suggestion

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>

* 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>

* build(deps): bump github.com/spf13/viper from 1.11.0 to 1.12.0 (#965)

Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.11.0 to 1.12.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.11.0...v1.12.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.8.0 to 2.8.1 (#964)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.0 to 2.8.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.8.0...v2.8.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* 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>

* build(deps): bump bufbuild/buf-setup-action from 1.4.0 to 1.5.0 (#973)

Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.4.0 to 1.5.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.4.0...v1.5.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump google.golang.org/grpc from 1.46.2 to 1.47.0 (#972)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.2 to 1.47.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.46.2...v1.47.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#971)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.2 to 2.10.3.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.2...v2.10.3)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.10.1 to 2.11.2 (#975)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.1 to 2.11.2.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.10.1...v2.11.2)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.8.1 to 2.10.1 (#979)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.1 to 2.10.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.8.1...v2.10.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.11.2 to 2.12.0 (#978)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.11.2 to 2.12.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.11.2...v2.12.0)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* CI: adding WS and REST tests, and minor fixes

* CI: fixes on available asset and related minor issues

* CI: fixes on endpoint function, test functions, and types

* CI: updating templates and slight fixes

* CI: updating slight fixes on tests and withdraws Request model

* build(deps): bump styfle/cancel-workflow-action from 0.9.1 to 0.10.0 (#985)

Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.1 to 0.10.0.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.1...0.10.0)

---
updated-dependencies:
- dependency-name: styfle/cancel-workflow-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump bufbuild/buf-setup-action from 1.5.0 to 1.6.0 (#984)

Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.5.0 to 1.6.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.5.0...v1.6.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* 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

* build(deps): bump github.com/urfave/cli/v2 from 2.10.1 to 2.10.3 (#982)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.1 to 2.10.3.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.10.1...v2.10.3)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* alert: Add optimizations (#939)

* alert: Add optimizations

* alert: add basic benchmarks

* alert: fix linter issue

* documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert.

* README: Add package name

* alert: link up with engine settings

* request: isVerbose refactor

* Update exchanges/alert/alert_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/alert/alert.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* glorious: fun police

* documentation: regen

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping  (#970)

* kline: add weighted price helpers for candles

* twap/vwap: basic implementation and hook to rpc for protype

* ta: cont implementation. (WIP)

* kline: Add tests

* kline: add helpers

* ta: full impl.

* kline: remove support for macd and add in correlation-coefficient handling

* rpc: change naming convention

* linter: fix

* protolinter: fix

* linter: ++

* kline: reinstate macd handling after adding in check

* glorious: nits

* gctcl: linter

* Update exchanges/kline/weighted_price.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* glorious: nits v2.0

* kline: fix test

* huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests.

* btcmarkets: update supported kline intervals

* zb: fix test

* rpcserver: fix bug and tests

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.10.3 to 2.11.0 (#993)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.3 to 2.11.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.10.3...v2.11.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* FTX: Margin lending/borrow rate history (#981)

* Adds lending rates/borrows to FTX and the command

* Movements, renames, rpc test

* Fleshing out rpc response

* Allows rpcserver to calculate offline (but not gctcli). Expands tests

* rn structs. add exchange_wrapper_issues support

* Adds a nice yearly rate

* Surprise yearly borrow rate!

* Rn+Mv to margin package. Fixes some serious whoopsies

* Adds average lend/borrow rates instead of sum

* rm oopsie whoopsie

* This is what the linter was having an issue with

* re-gen

* lintl

* niteroos

* build(deps): bump google.golang.org/grpc from 1.47.0 to 1.48.0 (#995)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.47.0 to 1.48.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.47.0...v1.48.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* 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>

* CI: fixing linter issue and conflicts

* CI: fixing ratelimit and other slight issues

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#998)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.3 to 2.11.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.3...v2.11.0)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.12.0 to 2.12.1 (#997)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.0 to 2.12.1.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.12.0...v2.12.1)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.11.0 to 2.11.1 (#996)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.11.0 to 2.11.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.11.0...v2.11.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* CI: fixing type and other slight issues

* Cleanup after merge

* Endpoints rate limit update

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
Co-authored-by: Eng Zer Jun <engzerjun@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-08-12 15:30:11 +10:00
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915) 
* Bump CI versions

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

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

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

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

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

* Fix the wiggins

* Fix duplication

* Fix nitterinos
 2022-04-20 13:45:15 +10:00
Ryan O'Hara-Reid
11da520dc8 Currency: Add additional functionality, refactor and improvements (#881) 
* currency: Add method to derive pair

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

* currency/pairs: add filter method

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

* currency/engine: slight adjustments

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

* currency: more linter

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

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

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

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

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

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

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

* currency: cleanup

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

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

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

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

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

* engine: fix tests

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

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

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

* currency: Add temp dir for testing

* Update engine/engine.go

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

* documentation: update and regen

* currency: Address niterinos

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

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2022-02-17 16:24:57 +11:00
Adrian Gallagher
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
 2021-10-15 15:55:38 +11:00
Scott
63257ce4ca Improvement: Speeding up slow tests (#707) 
* Speeds up tests

* Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things

* Removal of unecessary config reads. Parallel tests. Lower times

* Speeds up recent trades results

* mini update

* zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom

* Removes the dupes

* Lint

* post cherrypick

* Fix rare kraken data race

* Fixes banking global issues. Fixes postgres trades

* rmline for appveyor test

* Expands timeout in event that channel is closed before send

* Fix data race

* No rows, no bows and definitely no shows

* Removes parallel from createsnapshot tests

* Extends timedmutext test a smidge. Exchange fatality

* Shorter end timeframe and bigger candle
 2021-07-07 12:42:03 +10:00
Scott
197ef2df21 Feature: Data history manager engine subsystem (#693) 
* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
 2021-07-01 16:21:48 +10:00
Scott
5ea5245afb Improvement: Subsystem separation (#664) 
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

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

* More basic subsystem renaming and file moving

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

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

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

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

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

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

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

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

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

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

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

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

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

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

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

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

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

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
 2021-05-31 10:17:12 +10:00
Adrian Gallagher
2855e68bac FTX: Add REST subaccount support (#653) 
* FTX: Add REST API subaccount support

* Add API key check to GetSubaccounts

* Fix missing comment and expand to rest of the codebase

* Address glorious nits

* Address various nits

* Fix ZB typo

https://www.zb.com/api#hsptccieyyqomlp
 2021-03-29 16:06:30 +11:00
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
 2020-10-02 13:36:01 +10:00
Andrew
39bbd8dfc9 (Feature) OHLCV data storage and retrieval (#522) 
* 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

* models created for exchange/asset/currency/currencypair, new seed system created

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* started work on currency seeding and insertion

* reworked binance tesT

* added workaround for kraken panic

* :D extremely broken WIP

* 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

* Very broken WIP models need to be regenerated

* 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

* attempting to fix broken model generation

* readme updated

* :D i broke so much

* model regeneration fixed & complete

* candle model filled out

* 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

* removed test for futures due to contact changing

* added start/end date to extended method over range

* WIP

* added sync option to candles

* converted to assettranslator

* removed verbose

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* started work on creating kline from databases eed

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* sqlite3 supported work started

* removed time conversion

* further work on tets

* 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

* test update

* add iszero false check to candle times

* Seed exchange & OHCLV data for test usage

* updated resultlimit to 5000

* new line added

* added comment to exported const

* move date forward

* 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 unused vars from tests

* 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

* format on package

* moved exchange var outside of method scope

* reworked seeding into package

* verbose output improved

* removed verbose from candles

* Added comments to exported functions

* removed verbose output

* Reworking of tests

* end of day commit

* added SQLite migration for asset, test updates for exchange, added support for withdrawal for new exchange_name_id relation

* regenerated database models

* WIP

* test rework, sqlite migration updates for withdrawal

* Reworked error returns to stop duplications, format all output to UTC, changed gctscript OHLCV output to be unix timestmap, started work on seeding tool

* gofmt

* dbseed command for seeding exchanges added, removed seed from dbmigrate, LoadCSV method added for exchange

* go mod tidy

* added import candle from csv command to dbseed

* Removed reset & duplicate migrate command from helper, renamed struct to Item/Candle over Candle/Tick, added test coverage to dbseed, improved withdraw tests

* remove broken tests due to ORM generation of Fk, removed go unneeded goroutine for inserting records

* removed t.Cleanup usage because appveyor

* added test coverage to StoreInDatabase()

* removed unneeded data from config for test

* added new line

* Added down migration support to candle/asset removal, return original error and display rollback error

* removed unneeded err assignment, break out of loop on error

* add err check to method for test

* first pass changes

* WIP

* Updated migrations for both sqlite3 & postgres to create exchanges if any withdrawal_history records are found, removed migrate command

* removed argusage as usage information is provided by flags

* added inserted records return count and test coverage

* new line added

* Database: comment config details out to disable local postgresl testing by default

* added asset support

* Database: added error return when no exchanges are found, title exchange name across queries

* Fixed test data

* Database: removed migration bool from ConnectToDatabase(), removed empty line, insert asset on test

* Database: verbose linter :D

* Database/OHLCV: removed go module from dbseed command and reverted back to main module, converted interval to int64 to match other parts of code base, provided migrations to update database, poloniex fix to skip first candle

* dbseed: add completed message to output

* Database: added migration to add asset to uniq index for candle table

* Database: database -> exchange

* Database: add asset to upsert conflict

* Poloneix: fix for invalid interval

* regenerated poloniex mock data

* Database: added down migration for candle interval update

* OHCLV/Database: WIP

* OHLCV/Datastore: added new ValidateKline() method to check that asset, pair, interval are enabled/supported by exchange and updated tests

* revert configtest changes

* OHCLV/Kline: pointer assignment to ErrorKline & format pairs on check

* goimports

* migration updates

* Database/Candle: updated tests

* revert configtest changes

* ZB: updaed defaults to use uppercase pairs

* ZB: updaed defaults to use uppercase pairs

* revert pair formatting

* Switch over to .Cotains() method from pairManagement

* Added comment & ftx back 😆

* OHLCV/Datastore: (Candles): added not null to asset, (WithdrawalHistory): added not null to exchange_name_id), reworked KlineError return

* set verbose to false

* updated btc markets test

* Updated readme

* removed ability to have blank exchange name as indexing requires it

* remove old usedb and empty exchange check, return error on no data instead

* Updated kline test to match date range

* Renamed candles.exchange_id column to candles.xchange_name_id to match withdrawal table, return err on unwrap, zb fix revert

* regenerated sqlite3 models

* force UTC for sqlite.... because sqlite

* OHLCV/Datastore: upper case pairs on insert for consistency, remove unneeded rollback call on commit failure as it has no effect, move rollback outside of insertsqlite/insertpsql methods

* add error check for no candles

* nil length/cap is 0 in golang :D

* OHLCV/Datastore: updated wording on examples, removed duplicate testfile

* OHLCV/Datastore: updated README with links to dbseed

* dbtool -> dbseed
 2020-09-03 17:13:53 +10:00
Andrew
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
 2020-02-26 15:45:13 +11:00