Commit Graph

1123 Commits

Author SHA1 Message Date
Adrian Gallagher
4e05ad41e3 Exchanges: Remove ANX from codebase (#408)
* Remove ANX from codebase

* Doc changes
2020-01-03 14:12:52 +11:00
Scott
f8ef6da93d Logger: Add support for toggling sub logger name output for log events (#407)
* Adds new optional log field. Adds padding to the fields to make it have a consistent output

* Line space and correct err message

* Removes padding code

* Moves `ShowLogSystemName` to advanced settings

* Uppers the names. Prevents pointer crash. Adds to config_example.json

* Adds test scenario for nil and true ShowLogSystemName

* buffer reset
2020-01-03 14:12:23 +11:00
Ryan O'Hara-Reid
98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00
Adrian Gallagher
467d8d91a2 Coinbene: Add swap endpoints and code cleanup/bugfixes (#403)
* Start Coinbene SWAP implementation

* Flesh out more API endpoints

* Code cleanup

* Add more endpoints, bug fixes and order validation checks

* More endpoints, tests and bugfixes

* Remove omitempty for enabled/available pairs
2019-12-18 17:36:07 +11:00
Andrew
edc07f7839 [Config] Add "ID" field to BankAccount struct & GetBankAccountByID method (#402)
* added id field to bank struct

* fixed casing on error message

* whitespace :D

* turns out you shouldn't turn multiple tests at the same time that modify a var
2019-12-18 11:38:36 +11:00
Andrew
e37512e94f (BTC Markets) Ticker batching support (#399)
* moved to getticekers endpoint

* add support for tickerbatching

* const and things

* moved openOrders to bool

* gofmt and clean up test logs

* revert canManipulateRealOrders to false
2019-12-18 10:56:02 +11:00
Andrew
40122b3094 (CLI) Fix getorders command currency pair filtering (#400)
* add currency pair filtering to getorders

* long live the Queen

* fixed wording on tests
2019-12-18 09:12:58 +11:00
Andrew
75ac5ee791 (Exchange Interface) Convert Fetch & Update orderbook/ticker methods to return pointers (#398)
* moved order and ticker fetching to return a pointer

* return nil instead of empty struct

* fixed incorrect nil

* general cleanup
2019-12-17 15:54:09 +11:00
Adrian Gallagher
44aa1e306c Fix exchange_template missing import (#401) 2019-12-17 15:53:11 +11:00
Andrew
a727beeb15 (BTC Markets): Wrapper SubmitOrder parameter order fix & IsOrderPlaced condition correction (#394)
* corrected param order Side -> Type, also corrected condition check for IsOrderPlaced

* send open status for GetActiveOrders

* GetActiveOrder() changes to include OrderID and status matching

* BTC Markets batch order limit fixes & SplitStringSliceByLimit  method

BTC markets batch end points have limits (20 for cancel 50 for query) adds new method SplitStringSliceByLimit in common to split a slice by limit and return slice of slice

* rm line :D

* Added test for SplitStringSliceByLimit and moved to const

* ntp client reworked to not return error if no valid time servers are found but default to system

* clean up

* new line added

* use TimeMgr sublogger and wording correction on output

* Moved to DialTimeout() & Removed SetDeadline call

* removed line

* added setdeadline fix

* goimport file

* removed unused error from NTPClient as we now default to system time if no server can be reached

* Added checks for number overflows

* converted to uint as you should not be passing a negative number in

* Increased test cases for NTPClient

* Removed Helper call as no longer outputting any data from function

* removed unused param
2019-12-16 14:47:54 +11:00
Adrian Gallagher
25e290563c Exchange: Pair formatting/loading/SetDefaults improvements (#396)
* Improve exchange pair loading/setting/formatting

* Update configs

* Link up forceUpdate for OKEX

* Fix linter issues

* Rearrange exchPS

* Fix typerino

* Config updates
2019-12-13 13:10:17 +11:00
Adrian Gallagher
bab4cd98be Merge pull request #395 from xtda/withdrawal
[Exchanges] Move withdraw related struct's into own package
2019-12-13 13:03:53 +11:00
Andrew Jackson
64e5997ab1 goimport file 2019-12-13 12:15:35 +11:00
Andrew Jackson
9178dbcc61 removed withdraw from struct name: 2019-12-13 08:36:07 +11:00
Andrew Jackson
b8e8c25f78 Renamed structs to remove package name 2019-12-13 08:26:55 +11:00
Andrew Jackson
732e9735ba reverted rpc.pb.go change 2019-12-12 14:22:47 +11:00
Andrew Jackson
db25bb1374 removed empty file 2019-12-12 14:17:02 +11:00
Andrew Jackson
a91d147781 Moved withdraw structs into own package 2019-12-12 14:16:45 +11:00
Adrian Gallagher
473092a69c Merge pull request #382 from thrasher-corp/engine
Merge engine branch into master
2019-12-09 16:35:58 +11:00
lozdog245
8c30505d46 String concatenation/conversion/formatting improvements (#393)
* Magic strings

* Comment, format and builder fixes
2019-12-09 11:44:01 +11:00
Adrian Gallagher
17a786536d Engine pre-merge changes (#392)
* Engine pre merge changes

* Remove redundant "seconds"
2019-12-04 16:25:55 +11:00
Scott
11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00
Adam
a33ddcfa0a Engine: BTC Markets V3 Updates (#385)
* Broken WIP

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* Errors Fixed

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* PR Changes

* Offline Fees Fixed

* MarketCandles fixed and constants added

* t.log deleted

* Broken WIP

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* Errors Fixed

* PR Changes

* PR Changes

* PR Changes

* MarketCandles fixed and constants added

* t.log deleted

* Added BSB and Order Status

* WIP

* Websocket and BatchPlaceCancelOrder and other minor nits fixed

* Linter Issues Fixed

* Function Name Change

* Replacing b.GetMarkets with b.GetEnabledPairs

* Pagination param changes and PlaceCancelBatch changes

* Merge Conflicts WIP

* Linter Issue Fixed

* optional params fixed
2019-12-04 11:53:35 +11:00
Adrian Gallagher
49b9eced66 Always set go.sum/go.mod line endings as LF (#391)
Saves having Windows users experience pain and suffering as documented
here:

https://github.com/golang/go/issues/31870
2019-12-03 13:33:28 +11:00
Ryan O'Hara-Reid
0c5d75b22c (Engine) Variety of engine updates (#390)
* 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
2019-12-03 10:06:08 +11:00
Adrian Gallagher
c27b8657e2 Add 32-bit linux build target for Travis (#389)
* Add 32bit build matrix test

* Adjust travis/Makefile

* Set dist back to xenial

* export CGO_ENABLED=1

* Add gcc-multilib

* Sudo installerino

* make check -> make test
2019-12-03 08:44:57 +11:00
Ryan O'Hara-Reid
24bddcc090 Add directories to exclusion list && change default repo string (#387)
* Add directories to exclusion list && change default repo string

* Add in .idea folder to directory exclusion list

* cleaned

* Added support for calling the tool outside of its file

* fix formatting

* changed strings
2019-11-29 11:14:19 +11:00
Adrian Gallagher
d636882310 Use sync.Mutex instead of sync/atomic for 32 bit systems (#388)
Change CLRF -> LF
2019-11-29 10:38:44 +11:00
Adrian Gallagher
e20d204b19 Fix Docker os.Rename invalid cross-device link issue (#386)
* Adds new file.Move func to address a bug with Golang/Docker volumes when using os.Rename

Also uses TempDir for tests instead of live directories and increases test coverage for file.Write

* Goimport the imports

* Make usage of file package name consistent so it no longer clashes with vars

* Remove outputFile if io.Copy fails
2019-11-28 11:56:05 +11:00
Adrian Gallagher
63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00
lozdog245
52e2686b9e Change exchanges usage of GetName to Name (#378)
* Change exchanges usage of GetName to Name

* Changed GetName to Name
2019-11-20 09:50:14 +11:00
Adrian Gallagher
af5556efe6 Merge branch 'master' into engine 2019-11-18 17:19:11 +11:00
Adrian Gallagher
0fb4fdf4ef OKEX: Fix OKGroup GetFuturesContractInformationResponse json.Unmarshal issue (#379)
* OKEX: Fix contract value json.Unmarshal issue

* Add missing fields
2019-11-18 17:16:20 +11:00
Adrian Gallagher
bd3d58edb2 Merge branch 'master' into engine 2019-11-15 17:53:50 +11:00
Adam
ae7cbc452d Minor LBank Changes (#377)
* Minor Changes

* PR Changes
2019-11-14 13:38:15 +11:00
Adrian Gallagher
da81ea6c08 Merge branch 'master' into engine 2019-11-11 17:11:11 +11:00
Adrian Gallagher
e9b3e3d328 Bump golangci-lint and AppVeyor versions now that 1.13.x is supported (#375) 2019-11-11 15:15:29 +11:00
Adrian Gallagher
26bc33ce89 Merge branch 'master' into engine 2019-11-07 15:08:00 +11:00
Adam
0501455a2e Add Coinbene exchange support (#366)
Add Coinbene exchange support
2019-11-06 16:07:11 +11:00
Ryan O'Hara-Reid
22ff33cd54 Engine QA (#367)
* Improved error message when no config is set on startup

* Change inccorect error wording

* bump Bitfinex websocket orderbook return length to max

* temporary fix of incorrect orderbook updates, limit to bid and ask len of 100, will be extended later if needed

* Fixed issue in binance websocket that appended 0 volume bid/ask items

* Fix panic when unmarshalling an empty pair from config

* Add get pair asset method for exchange base
Fix Bitmex orderbook stream
Unbuffer Bitmex orderbook stream

* force syncer to update ticker instead of fetch, which allows a stream

* Fix websocket last price for coinbasepro

* fix websocket ticker for coinut

* Fix websocket orderbook stream Huobi

* increase orderbook depth REST for Huobi

* Fix websocket support and ensure data integrity

* Fix time parsing issue after error checks

* check error, only process enabled currency pairs, signal websocket data processing

* expanded websocket functionality for okgroup

* Add logic to not process zero length slice for orderbooks

* fix websocket ticker only updating enabled and individual book updates

* ZB fixes to order submission/retrieval/cancellation w/ general fixes

* Quiet unnecessary warning

* updated config entry values for REST and websocket (initial hack until I come up with a better solution for asset types)

* Ch GetName function to field access modifyer & rm useless code

* Add in error I missed

* Nits addressed

* some more fixes

* Turned kraken default websocket to true and some small changes

* fixes linter issues

* Ensured okgroup books and sent update through to datahandler. Zb update as well.

* Add test case to get asset type from pair

* Add test for pairs unmarshal

* Add testing and addressed nits

* FIX linter issue

* Addressed Gees nits

* Thanks glorious spotter

* more nitorinos

* Addres even more nits

* Add stringerino 4000

* Fix for panic cause by sort slice out of range, also nits addressed

* fix linter issues

* Changed from function to field access

* Changed from function to field access

* fix for orderbook update panic, removes quick fix - caused by sync item fetching through same protocol

* Add new test and update random generator

* pass in invalid string to future ob fetching, due to futures contract expire and a http 400 error is returned
2019-11-04 15:34:30 +11:00
Adrian Gallagher
e2c349424f Merge branch 'master' into engine 2019-10-31 12:02:50 +11:00
Adrian Gallagher
84734dbeb7 Add in types for order fields (#373) 2019-10-31 11:59:42 +11:00
Adrian Gallagher
5ad68c38cb GateIO: Update websocket endpoint from certificate failure (#374) 2019-10-31 11:57:33 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Scott
242b02c382 (Engine) Bugfix: Unlocking an unlocked mutex PANIC + Increase dispatcher job capacity via commandline (#371)
* Removes lock unlock timer and instead sets unlocks between getting a nonce and sending a payload. Increases dispatch channel buffer to deal with len(enabledCurrencies) > ~100

* Adds additional comments to help explain the situation

* Fixes bug that could unlock mutex too early

* Fixes LIES where Gemini gets a nonce and then proceeds to declare it doesn't get a nonce causing an unrecoverable lock

* Fun new concept! The creation of a tested timed mutex. Unlocking an unlocked mutex cannot occur and response can be checked to verify whether the mutex was unlocked from timeout or command.

* Adds new cmd parameter "dispatchjobbuffer"

* Expands comments and renames benchmark. Makes `Timer` property private

* Happy little linters

* Renames jobBuffer and all related instances to jobs limit

* Tiny error message update

* Grammatical fix and setting dispatch.Start to use defaults
2019-10-29 14:00:45 +11:00
Adrian Gallagher
1805c40f20 Merge branch 'master' into engine 2019-10-28 11:01:23 +11:00
Adam
f60051a331 Update BTSE RESTful API to version 2 (#349)
Update BTSE RESTful API to version 2
2019-10-25 18:07:26 +11:00
Adrian Gallagher
596be31b6a dispatcher: Use int32 for atomic operations to prevent crash on ARM 32bit systems (#370)
See https://github.com/golang/go/issues/599
2019-10-23 11:30:40 +11:00
Scott
ccfcdf26aa Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
2019-10-22 10:56:20 +11:00
Adrian Gallagher
ec0ed1c1e5 Basic documentation update for engine branch (#369)
* Add basic docs for gRPC/gctcli/unified API and a few markdown fixes

* Update patherinos and spacing fixes

* Consistent namerinos

* Fix spelling mistakes

* Add fancy headers

* Uperaterinos

* Fix feedback nitterinos
2019-10-21 13:09:56 +11:00