* initial consolidation of rate limiting code to request package to reduce bespoke code implementation
* continued
* finish abstraction
* lint
* exchanges: fix tests
* linter: fix
* poloniex: fix auth rate limit not being set
* ratelimiter: convert from token to weight
* glorious: nits addressed with fire
* linter: rip
* change func name set -> get
* fix test
* derbit: impl
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* adds open interest to exchanges
* ADDS TESTING YEAH
* New endpoints, BTSE, RPCS, cached
* slight design change, begin gateio
You will need to get cached for
each exchange that supports it
* gateio, huobi, rpc
* fix up kraken, cache retrieval
* okx, gateio
* finalising all implementations and tests
* definitely my final ever commit on this
* Well, well, well
* final v2
* quick fix of bug
* test coverage, assert notempty, test helper
Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise
* minimises REST requests for Open Interest
* types.Number merge misses
* Minimises Kraken REST calls
* len change, value -> pointer receiver
* further fixup
* fixes gateio, batch calculates open interest
* single gateio, lint const fixes
* rejig and more thorough oi for huobi
* formatting expansion
* minor fix for handling expiring contracts
* rm unused Binance strings
* add bybit support, fix bybit issues
* oopsie doopsie, dont look at my whoopsie
* Fix issue, remove feature
* move an irrelevant function for the pr
* mini bybit upgrades
* fixes cli request bug
* adds funding rate implementations and improvements
* merge fixes x1
* lint
* kucoin funding rates func make
* migrate sync-manager to keys
* some kucoin work
* adds some kucoin wrapper funcs
* ehhh, todo
* kucoin position
* start of orders
* adds the kucoin tests yay
* multiplier
* nits, EWS includes order limits
* NotYetImplemented, IsPerp improvements, cleaning
* lint, test fix, huobi time
* fixes issues, improves testing
* fixes linters I WRECKED
* local lint but remote lint, lint, lint, lint
* fixes err
* skip CI
* lint
* Supported rates, binance endpoints
* fixes weird mocktest problems
* no, CZ is invalid
* fixes some new EWS test errors
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* 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
* bitmex: normalize account info currencies
Bitmex has an interesting way of returning BTC balances, it returns them
as XBt and denominated in Satoshis instead. Normalize that still in the
bitmex wrapper by performing the conversion and returning the normal use
BTC currency.
* Change NW contract to NQ
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* gct: phase one context awareness pass
* exchanges: context propagation pass
* common/requester: force context requirement
* gctcli/exchanges: linter fix
* rpcserver: fix test using dummy rpc server
* backtester: fix comments
* grpc: add correct cancel and timeout for commands
* rpcserver_test: add comment on dummy server
* common: deprecated SendHTTPGetRequest
* linter: fix
* linter: turn on no context check
* apichecker: fix context linter issue
* binance: use param context
* common: remove checks as this gets executed before main
* common: change mutex to RW as clients can be used by multiple go routines.
* common: remove init and JIT default client. Unexport global variables and add protection.
* common: Add comments
* bithumb: after dinner mints fix
* golangci: Enable err checking linter to expose unchecked errors.
* gct: handle errors across the board
* gct: handle errors NOTE: Found bug in FTX (WIP)
* linter: fix issues
* ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state
* bitmex: fix bug where a dangly supported asset in config danglied up the place.
* linter: fix more linter issues
* linter: fix my terrible spelling.
* currency: fix test
* exchanges: fix tests
* logger: fix test
* exchanges: fix tests
* glorious: nits
* vm: revert rm variable and instigate test
* requester: defer execution of request.Item generation in closure.
* bithumb: fix issue
* coinut/itbit: fix linter issues
* binance: fix bug on recvWindow setting
* requester: standardize sendpayload + add readme update
* nonce: remove inc() function
* request: defer unlockiflocked
* binance: revert changes for open orders
* btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request.
* binance: move const to top
* exmo: remove debug output as its generated in the requester function
* ftx: defer auth functionality
* requester: move error to top
* bittrex: defer auth functionality
* bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting.
* btse: defer auth functionality
* coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting
* coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: remove deadline protection for timestamp generation
* okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting
* poloniex: defer auth functionality
* zb: defer auth functionality and remove context deadline as this is generated after rate limiting
* exchanges: clean up log output which are done and inspected in the requester package
* binance: fix path bug on every retry, rm timeout context as this is not needed
* coinbene: fix path bug on retry
* binance: consolidate functionality
* coinbene: fix linter issues
* poloniex: linter fix
* kraken: change add -> set
* bitstamp: fix path bug for retry
* BTSE: fix retry path bug
* coinbene: fix path bug whoopsie by me
* gateio: fix bug where on retry it does not reset reader
* localbitcoins: fix path bug on retry
* zb: change domain to land
* exchanges: make sure io.Reader is generated every request
* exchanges: move reader generation into function scope
* wrapper_issues: setup exchange manager
* engine: expand withdraw manager test
* engine: dont look for environment
* bitstamp: fix pathing bug (@thrasher-)
* engine/withdraw_manager: purge tests as this is covered in repository withdraw
* Initial codes for a trade tracker
* Moving everything in a broken fashion
* Removes tradetracker. Removes some errors for subsystems
* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage
* More basic subsystem renaming and file moving
* Removes engine dependency from events,ntpserver,ordermanager,comms manager
* Exports eventManager, fixes rpcserver. puts rpcserver back for now
* Removes redundant error message, further removes engine dependencies
* experimental end of day interface usage
* adds ability to build the application
* Withdraw and event manager handling
* cleans up apiserver and communications manager
* Cleans up some start/setup processes. Though should separate
* More consistency with Setup Start Stop IsRunning funcs
* Final consistency pass before testing phase
* Fixes engine tests. Fixes stop nil issue
* api server tests
* Communications manager testing
* Connection manager tests and nilsubsystem error
* End of day currencypairsyncer tests
* Adds databaseconnection/databaseconnection_test.go
* Adds withdrawal manager tests
* Deposit address testing. Moved orderbook sync first as its more important
* Adds test for event manager
* More full eventmanager testing
* Adds testfile. Enables skipped test.
* ntp manager tests
* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles
* Adds websocket routine manager tests
* Basic portfolio manager testing
* Fixes issue with currency pair sync startup
* Fixes issue with event manager startup
* Starts the order manager before backtester starts
* Fixes fee tests. Expands testing. Doesnt fix races
* Fixes most test races
* Resolves data races
* Fixes subsystem test issues
* currency pair syncer coverage tests
* Refactors portfolio. Fixes tests. Withdraw validation
Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level
Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint
* lint -fix
* golang lint fixes
* lints and comments everything
* Updates GCT logo, adds documentation for some subsystems
* More documentation and more logo updates
* Fixes backtesting and apiserver errors encountered
* Fixes errors and typos from reviewing
* More minor fixes
* Changes %h verb to %w
* reverbs to %s
* Humbly begins reverting to more flat engine package
The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.
This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.
* Manages to re-flatten things. Everything is within its own file
* mini fixes
* Fixes tests and data races and lints
* Updates docs tool for engine to create filename readmes
* os -> ioutil
* remove err
* Appveyor version increase test
* Removes tCleanup as its unsupported on appveyor
* Adds stuff that I thought was in previous merge master commit
* Removes cancel from test
* Fixes really fun test-exclusive data race
* minor nit fixes
* niterinos
* docs gen
* rm;rf test
* Remove typoline. expands startstop helper. Splits apiserver
* Removes accidental folder
* Uses update instead of replace for order upsert
* addresses nits. Renames files. Regenerates documentation.
* lint and removal of comments
* Add new test for default scenario
* Fixes typo
* regen docs
* 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
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* Initial rework of rework of requester - WIP
* Implementing and checking rate limits - WIP
* implemented coinbene rate limiting shenanigans
* add in remaining WIP
* fixy
* use authenticated rate limit
* drop ceiling as this can be done with a counter later
* add functionality to struct
* purge config options for rate limiting so as to keep things minimal
* prepare futures and swap rate limiting for implementation
* Address linter issues
* Addressed nits, fixed race
* fix linter issue
* remove global var as this was only setting when newrequester was called
* moved rate limit functionality into its own file
* Update Bitfinex with correct rate limit and test endpoints (WIP)
* finish off bitfinex adjustments
* fixes
* fix linter issues
* slowed rate for coinbasepro
* drop rate limit for huobi as the doc times have intermittent 429 issues.
* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning
* Addr Thrasher nits
* Addr glorious nits
* unexport do request function
* fixed nitorinos
* Fixed something I missed
* move disabled rate limiter into loadexchange and use interface functionality
* Add temp quick fix
* GCTCLI param and linter fixes
* Linter fixes
* Add more basic validation and address codelingo nits
* Add arg number support to cancelOrder and more validity checks
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* gethistriccandles work from cli using hard coded inputs
* gethistoriccandles RPC service and CLI working fine for coinbasepro
* fixed unit test
* input check on grpc for gethistoriccandles
* updated deps
* fixed the return value when a method is not yet implemented
* code review: fixed CLI input check and int32->int64
* code review: handling wrong exchange name
* added check on granularity and allowing start and end being empty
* code review: removed currency2
* code review: dependency reverted
* improved func comment
* typo in func comment
* get historic values tests
* unit tests for get historical rates on coinbasepro
* using time format time.RFC3339
* names to camel case and improved comments
* test cleanup
* changed to camel case
* added InArray tests
* dropped not needed string time
* enforced use of int64
* fixed make check
* cleaned up code organisation to be consistent
* fixed Travis remarks
* more Travis remarks
* added comments
* regenerated proto files after merge
* linter fix
* drop common uuid v4 func and imported package as needed
* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.
* add in string
* explicitly throw away return error value
* atleast return the error that websocket initialise returns
* return error when not connected
* fix comment
* Adds comments
* move package declarations
* drop append whenever we call supported
* remove unused import
* Change incorrect spelling
* fix tests
* fix go import issue
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.
* Moves namespaces again
* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests
* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps
* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests
* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic
* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation
* Implements orderbook update for okgroup, but forgets about the orderbook hash checking
* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.
* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains
* Fixes Gemini rate limit and parsing. Removes comments and fixes typos
* Fixes bitfinex orderbook processing
* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage
* Adds surprise LakeBTC websocket support
* Fixes data race
* Fixes rebasing issues due to namespace movements
* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments
* Adds poloniex orderook sorting support
* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting
* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well
* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines
* Fixes test with exchange name output change
* Fixes issues where copy and paste and replace all were used poorly
* Establishes new websocket functionality. Begins the creation of the websocket request
* Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work
* Successfully moved exchange_websocket into its own wshandler namespace. oof
* Sets up ZB to use a round trip WS request system
* Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation
* Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions
* Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages
* Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano
* Adds GateIO id support
* Adds Coinut support. Prevents nil reference error in constatus when there isnt one
* Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see.
* Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages
* Starts testing. Renames files
* Adds tests for websocket connection
* Reverts request.go change
* Linting everything
* Fixes rebase issue
* Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type
* Final final commit, fixing ZB issues.
* Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines
* Fixed string conversion
* Fixes issue with ZB not sending success codes
* Fixes issue with coinut processing due to nonce handling with subscriptions
* Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests
* Removes unused interface
* Renames wshandler.Init() to wshandler.Run()
* Updates template file
* Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking
* Fixes two inconsistent websocket delay times
* Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests
* Updates exchange template to set and use default websocket response limits
* Improves subscribing by not allowing duplicates. Adds bitmex auth support
* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support
* Adds Coinut support
* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint
* Adds HitBTC ws authenticated support. Fixes var names
* Adds huobi and hadax authenticated websocket support
* Adds auth to okgroup (okex, okcoin). Fixes some linting
* Adds Poloniex support
* Adds ZB support
* Adds proper bitmex support
* Improves bitfinex support, improves websocket functionality definitions
* Fixes coinbasepro auth
* Tests all endpoints
* go formatting, importing, linting run
* Adds wrapper supports
* General clean up. Data race destruction
* Improves testing on all exchanges except ZB
* Fixes ZB hashing, parsing and tests
* minor nits before someone else sees them <_<
* Fixes some nits pertaining to variable usage, comments, typos and rate limiting
* Addresses nits regarding types and test responses where applicable
* fmt import
* Fixes linting issues
* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types
* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport
* Trim Test Typos
* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
* Step one: Sets up connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed
* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check
* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb
* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax
* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter
* Adds it to websocket functionality so managesubscriptions will close when not supported
* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects
* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier
* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.
* Adds subscribe and unsubscribe to wrappers
* Fixes deadlock. Fixes ws verbosity.
* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....
* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs
* Fixes lint/critic issues. Fixes tests. Removes unused function.
* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable
* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped
* Fixes issue with slice copying. Re-adds okgroup default channels
* Adds nolint to append
* Adds comments and adds support for gateio auth request subscriptions
* Adds new test to ensure slices dont point to the same vars
* removes fatals. gofmt goimports
* more gofmts
* Addresses PR comments, removing empty and redundant lines
* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.
* Removes unused mutex. FMTS and IMPORTS
* Fixes request lock time change
* More specific logs
* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb
* changes recieved typo due to not being well received
* Fixes parsing issue with Huobi and hadax
* Fixes data race with more locks
* removes defer locks. fixes huobi/hadax verbose output
* Fixes double JSONEncode for coinut. Fixes verbose output for coinut
* gofmt,goimport for coinut
* Fixes issue where multiple connection monitors can spawn
* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead
* gofmt and go import
* More fmts
* First pass adding DumpResponse
* WIP
* Added httpDebug flag to SendPayload
* anx -> coinbase converted
* HTTPDebug flag added to all exchanges
* Updated Alphapoint:
* reworded error message
* Corrected itbit and huobihadax sendpayload
* Removed setting of default value
* don't return body for response as we already get this in verbose mode
* body is now included based on verbose setting
* WIP
* Due to issues with DumpResponse and gzip decoding use raw response from exchange for body output Also adds gzip decoding back as bug fix for OK group exchange
* removed additional new line
* Added URL path to dumpbody display as well
* Updates nonce generation to adhere to fifo channel buffer before request executes by routine
* removed unused variables, lns etc
* Fix requested changes and added in timer that disengages lock if out of scope error occurs
* Fixed woopsy daisy issue
* Add benchmark, reduce time in force to unlock before stack insertion, add nil check for edge case
* Remove unusued waitgroup field
* use return nonce.Value and method, rm redundant nonce code, fix tests.
* Fix linter issue: unnecessary conversion
* Really basic getSimulated fee function everywhere
* Worst case fees for all exchanges
* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests
* Removes redundant functions
* linting issues. Fixes introduces huobi issues
* More linting
* Stops trying to hide ETT problems, uses iota
* Skips ETT tests for now
* updated golangci config to enable hugeparam linter
* ModifyOrder struct usage converted to a pointer
* OrderBook conversion to struct
* More conversion of large structs to pointers
* updated golangci config to enable hugeparam linter
* ModifyOrder struct usage converted to a pointer
* OrderBook conversion to struct
* More conversion of large structs to pointers
* disabled hugeParam check for golang again
* changed based on suggested feedback and fix for no default provider
* fixed typing
* Updated SetAPIURL() & UpdateConfig() to use pointers
* Withdraw functions now take a pointer to withdrawrequest struct
* Fund Withdraw is now a pointer
* Moved GetFee functions to use a pointer due to large size of feebuilder struct
* OrderCancellation usage converted to pointer due to size of struct
* merged up upstream/master and changes made to OKgroup code
* GetOrdersRequest usage converted to a pointer
* okgroup pointer migration
* reverted golangci config back to master
* removed old anx benchmark typo
* Initial currency overhaul before service system implementation
* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook
* Remove redundant currency string in ticker.Price
Unexport lastupdated field in ticker.Price
Add error handling for process ticker function and fix tests
* Phase Two Update
* Update translations to use map type - thankyou to kempeng for spotting this
* Change pair method name from Display -> Format for better readability
* Fixes misspelling and tests
* Implement requested changes from GloriousCode
* Remove reduntant function and streamlined return in currency_translation.go
* Revert pair method naming conventions
* Change currency naming conventions
* Changed code type to exported Item type with underlying string to reduce complexity
* Added interim orderbook process method to orderbook.Base type
* Changed feebuilder struct field to currency.Pair
* Adds fall over system for backup fx providers
* deprecate function and children and fix linter issue with btcmarkets
* Fixed requested changes
* Fix bug and move mtx for rates
* Fixed after rebase oopsies
* Fix linter issues
* Fixes race conditions in testing functions
* Final phase coinmarketcap update
* fix linter issues
* Implement requested changes
* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates
* Add a collection of tests to improve codecov
* After rebase oopsy fixes for btse
* Fix requested changes
* fix after rebase oopsies and add more efficient comparison checks within currency pair
* Fix linter issues
* Initial commit
* Successful authenticated request implementation.
* Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests
* Finishes account API endpoint implementations.
* Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData
* Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible
* Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments
* Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting
* Adds all ETT endpoints with tests
* Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration
* Rebase fixes
* Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again
* Maps the wrapper
* Parses json into time.Time instead of string + conversion
* Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests
* Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues
* Handles the calculation of okgroup websocket checksums. Adds tests
* Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check
* Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling
* updates btse func name
* linting
* Fixes websocket connection issue with tests. Removes test verbosity
* Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places.
* Removes logging. Fixes orderbook wrapper references
* Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors
* Fixes linting issues
* Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout
* Adds test comments. Fixes parallel issues for futures tests
* Fixes error output for wrapper function
* Adds signature to all exchange wrappers
* Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX
* Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations.
* Adds bitstamp wrapper support
* Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange
* Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType.
* Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets.
* Adds support for coinut and coinbasepro
* Adds Exmo support
* Adds GateIO support
* Adds Gemini support
* Adds hitbtc, huobi, hadax, itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results
* Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX
* Adds poloniex support
* Adds Wex support
* Adds Yobit support. Updates Wex support
* Adds ZB support. Removes ArrangeActAssert from tests
* Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup
* Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues
* Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini
* Fixes verbose typo
* Removes spacing for old act assert test comments. Limits previous infinite loop to 10
* Fixes issue with filtering where orderside is never specified
* Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic
* Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion
* Adds missed files
* Removes blank line
* Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs
* Fixes rebase issues. Condenses append loops.
* Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop
* Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues
* Fixes formatting
* Add get deposit address and fix authentication issue for ZB exchange
* Add get deposit address for Yobit exchange
* Add get deposit address for Poloniex exchange
* Add get deposit address for LocalBitcoins exchange
* Remove support for deposit address on Liqui exchange
* Add get deposit address for LakeBTC exchange
* Add notes as to the reason of non implementation
* Add get deposit address for Kraken exchange
* Add get deposit address for HitBTC exchange
* Add get deposit address for GateIO exchange
* Add get deposit address for Exmo exchange
* Remove support for deposit address on Coinut exchange
* Add test case for BTC Markets function still not supported yet.
* Add get deposit address for Bittrex exchange
* Add get deposit address for Bitstamp exchange
* Add get deposit address for Bitmex exchange
Rm unused swagger.json file in Bitmex exchange
* Add get deposit address for Bithumb exchange
* Add get deposit address for Binance exchange
Fix bug in Authenticated requests, concatenates sig string on end of query
* Remove support for deposit address on ANX exchange
* Updated account type to segregate multiple accounts on an exchange.
* Fix requested changes
* Add get deposit address for Bitfinex exchange
Add parameter for getting deposit address to wrapper
* Add get deposit address for ANX exchange
* Fix misspelling in Poloniex
* Drop working field and initialisation of zero value for Account Type
* Change switch to symbol package currency code
* Adds tests for withdrawFiat and withdrawFiat to international bank to all exchanges
* Sets unsupported where FIAT withdrawal not allowed
* Updates test signatures. Adds support for bitfinex FIAT withdrawals. Adds withdrawal type of NoFiatWithdrawals. Updates exchange wrapper implementations to return errnotsupported when... not supported. Updates withdraw permissions tests to reflect nofiatwithdrawals. Adds intermediary bank support in withdrawRequest type struct
* Adds bithumb and bistamp fiat withdrawl wrapper support
* Adds BTCMarkets withdrawal support
* Adds kraken withdraw support (uses existing methods)
* Fixes line issue from rebase
* Updates notsupported for localbitcoins and okex. Updates withdraw permissions for liqui
* Adds coinbasePro withdraw support. Fixes withdraw permissions tests for liqui and localbitcoins
* Removes unnecessary data from test structs for fiat withdrawal tests
* Readds intermediary bank flag
* Removes reference
* Improves bitfinex testing, improves withdraw fiat error handling
* Reverts Kraken hardcoded testing value
