Commit Graph

112 Commits

Author SHA1 Message Date
Rauno Ots
5478442d65 Binance: implement get historic trades (#588)
* Binance: implement get historic trades

* get binance trade data based on aggregate trade list
* fix small issue in rpc server: gctcli stops retrieving when there's
a gap in data

* update binance trade history availability in readme

* limit check batched aggregate requests

* add test for batched aggregated trades
* fix batch fromId query parameter
* update documentation

* send a serialised currency pair to GetAggregatedTrades

the rationale is that the API is kept generic so that callers can shoot
themselves in the foot if they want to

* allow requesting arbitrary limit of trades

* handle some error cases for batching GetAggregateTrades

* fix batch without end time

* don't return from batch too early if end time is not set
* additional check for supported limits

* don't use CheckLimits for GetAggregatedTrades

* the exchange doesn't use predefined valid limits for this request
2020-11-24 10:29:13 +11:00
Scott
80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00
Scott
0da62b7fbf Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB

* STEALS improved time validation code from the original STOLEN validation code :D

* Mini fixes from review

* happy fun comment stealing

* Moves the loop checker earlier to ensure no double appendages

* Fixes sneaky test

* Fixes the important part where mock tests work instead of live tests

* Skips authenticated endpoints for mock testing.

* lint

* Updates candle wrapper functions to respect design

* basic linting fix

* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest

* Tiniest grammatical fix

* Fixes more outdated code references

* Closing out a high

* Fixes spacing

* Replaces all instances of 4 spaces in tmpl files with a tab

* fixes spacing and tab related readme issues once and for all 🤞

* tidy

* indentation violation identification situation
2020-10-07 11:59:08 +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
Ryan O'Hara-Reid
14c72c9c6b Currency System Update (#448)
* initial update of currency system

* WIP progress

* Finish initial currency string error returns

* fix whoopsie testing for non https insecureinos

* Current WIP for getEnabledPairs check and error return

* WIP continued

* When getting enabled pairs throw error when item is not contained in available pairs list

* More updates -WIP

* Wip continued including potential interface

* Current WIP

* pairs manager pass

* drop asset string and just use the map key, plus return some errors and create more work for myself.

* clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set.

* purge logger references after merge

* go mod tidy after merge

* Pointer change WIP

* fix some issues and added error returns to a few items (WIP)

* WIP

* Clean

* Fix some linter issues

* Fix more linter issues

* even more linters

* xtda nits

* revert pointer change and rm field

* Addr madcozbadd nits

* fix linter issues: shadow declarations

* Fix linter issues: gocritic huge things

* linter issue fix

* Addr nits

* flush go mod files

* after merge woops

* fix shadow dec

* Addr thrasher nits

* addr nits

* fix some issues

* more fixes

* RM println

* Addr glorious nits

* Add helper method for setting assets

* add missing format directive

* Addr nits

* Actually process new futures contracts -_- derp

* WIP for GRPC upgrade for pair management

* update config pairs

* finished disabling and enabling asset

* linked update of tradable pairs to cli

* fix oopsies

* defer writing to file on program termination for currency storage system

* update template

* don't add disabled asset items to initial sync

* Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits

* WIP on getting a channel to unsub

* Wip track down unsubscribe bug and start creating streaming interface

* purge websocket orderbook object and centralised updating routine for orderbook

* general clean before interface implementation

* stage one connection interface WIP

* WIP

* repackage wshandler WIP

* find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it

* design change on mange subscription routine WIP

* integrated ZB with the new webosocket updates

* WIP - okex conversion

* integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene

* integrate another range of exchanges for websocket update

* Added subscriber and unsubscriber methods to websocket functionality

* fixed tests WIP

* amalgamate cache setup with main websocket setup

* reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations

* added in colon

* Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection.

* Fix subscribe candle bug
Fix time conversion in candle
Fix inititial candle history to datahandler
Include funding to orderbook handling
Include funding to trades
Reduce code duplication in sub and unsub functions
Added the ability to include funding currency websocket subscriptions
validated all channels and added more items todo list (Auth items)

* RM line

* bitstamp pass

* btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test.

* Batch outgoing subscriptions and fix unsubscribe bug

* BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls

* fix type field and batch outgoing subs and unsubs for coinbasepro

* Batch outgoing subs and unsubs

* Fixes bug when matching return from authentication

* Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation.

* Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function.

* Add error handling

* Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections.

* hitBTC pass

* returned nil instead of error due to period null bids and asks updates coming through.

* Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe.

* Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines.

* RM debug output

* rm func to get shutdown channel

* Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data

* okgroup WIP

* *Added missing fields for websocket trades
*Fix bug processing kline interval
*Added fields for websocket ticker struct
*Fix auth bug
	-Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued.
	-Updated channel inclusion of pair fo auth subs as this was missing.
*Assortment of perfomance improvements

* poloniex pass

* send all trades to data handler, validated enabled and disable pairs

* initial clean

* centralised request matching mechanism

* websocket main improvements WIP

* WIP

* Websocket management via gctcli WIP

* GRPC expansion

* Updated GCTCLI with websocket url and proxy setting functionality which flushes connection

* Fix continuous spawning of routines bug on error with reconnection

* Addr linter issues

* fix subscription bug that I caused when I changed to a switch case

* fix linter issue

* fix woopsie

* End of day WIP

* Fix order submission REST, time conversion, order type conversion, orderID bugs

* fix gateio test and unsubscribe bug

* revert comment out code

* websocketAPI changed to to true in configtest.json

* fix race in gateio test

* End of day WIP for websocket tests.

* BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs.

* Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go

* Added verbosity check for setting websocket URL

* fix bug where the asset had a mind of its own

* purge dodgy coding

* Fix tests, drop blocking chan in websocket Dial function

* few more changes

* race condition fix for websocket tests.

* fix intermittent test failure due to underlying hash table storage

* Address madcuzbad nit

* RM superfluous printlines

* Add quick top example with paramater fields

* First pass Glorious nits

* As per madcozbad suggestion return error when enabled pair not found in full return map. Add test.

* addr madcozbadd nits

* as per glorious suggestion rm'd loadedJSON field

* adjusted ticker, added test and RM'd code that can never be executed

* Addr nits and add in crypto rand genration for ID's

* remove global channel declaration and rescoped as this was causing a lock

* as per glorious suggestion restructured return error for websocket

* addr glorious suggestions

* fix linter issues

* purge non-existent pair from testdata

* add side field to struct and parse

* addr glorious nits

* Add verbosity to error returns and logs and fix string parsing in GCTRPC

* fix speeling mistwake

* Adds websocket functionality check before flushing websocket connection

* Addr kraken panic and setting/flush websocket url stage one.

* added websocket url check before setting with tests

* Added in edge case test if by the time we call contains on available pairs it has been changed

* remove error return for func

* Continuation of tests

* continuation of tests

* Stop potential panic within pair creation function

* Implement changes to upstream

* rm sup comment

* fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli

* fix test

* Fix linter issues

* Fix tests

* turn websocket off in config example

* Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving

* Introduced err var for same error returns

* Add err var exchange base not found

* restructure function

* drop gctscript from generic response name

* drop managesub delay const as its not being used

* correctly implement websocket rate limiting for coinut

* remove quotations

* drop pair management check

* fix spelling

* return error in function to not update currency with unset role

* amalagamted enable/disable into set function and added in pairstore fetch function

* update error description

* rm function

* moved test function to sharedtestvals and move type to types.go

* append delimiter onto currency delimiter strings

* add test coverage

* rm functions as they are set as methods in base

* remove superfluous methods

* Fix issue that would occur when a subscription errored and not appending successful subs

* fix after rebase woopsie

* fix linter issues

* fix bug streamline code

* fix linter issues

* fix linter issues

* fix case where it should not change ID if set but append new

* fix whoopsie

* fix websocket tests

* fix readme, fix wrapper issues reporting template, go mod tidy

* add test coverage

* add test coverage and verified futures pariing

* add in futures bypass as its not currently supported on BTSE until API update and implementation

* removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update.

* If asset enabled add pair and increase code coverage

* remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code.

* Add code coverage

* log error if setting default currency fails, add code coverage

* address glorious nits

* Addr xtda nits

* fix linter issues

* addr glorious nits

* xtda nits

* Addr glorious nits

* add subscription protection and removed a superfluous wait call

* fix test

* fix whoopsie

* addr xtda nits

* addr glorious nits

* Added asset types to subscriptions structs, also added in error handling for resubscription errors

* consolidated rpc returned type and added in sucessful strings

* dropped stream timing down to 100ms

* DOC changes

* proxy and url usage string additions

* WIP

* go mod tidy rides again

* Addr nits

* Addr nits, fix tests

* fix wording

* add in test case for currency matching

* Add byte length check on outbound websocket payload subscriptions

* addr thrasher nits

* Addr madcozbadd nits

* addr linter issues

* Addr glorious nits by amalgamating function into one mega amazing function.

* fix futures account subscription bug

* addr glorious nits and reinstated wg.Wait() checks

* changed string to currency delimiter string and setconnected by function
2020-07-24 13:18:09 +10:00
Andrew
4a736fb335 (Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods)

* coinbene supported added

* after and before clean up

* gateio wrapper completed

* merged upstream/master

* Added bsaic KlineIntervalSupported() method

* Converted binance fixed test

* WIP

* new KlineConvertToExchangeStandardString method added

* end of day WIP

* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

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

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* reworked binance tesT

* added workaround for kraken panic

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* readme updated

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* added start/end date to extended method over range

* converted to assettranslator

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* removed time conversion

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* add iszero false check to candle times

* updated resultlimit to 5000

* new line added

* added comment to exported const

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag
2020-07-08 10:51:54 +10:00
Adam
c2c200cd1b (Exchange) Add FTX exchange support with implementation tutorial (#495)
* initial

* wip

* brokenwip

* broken wipzzzz

* more functions

brokenwip

NO API KEYS

* broken wip

* WIP

* wip

* WIP

work in progress

* WIP

* WIP

* wip

* more wip

* wip

* ws wip

* broken wip

* adding new functions for websocket to work

* trying to fix websocket issues

* websocket bug fix wip

* broken websocket implementation

* WS unauth functions + brokenWS auth func

* authentication problems

* authentication problems fixed

* data handling for websocket

* websocket completed

* remove verbose

* minor error fix changes and testing

* reorganising variable declarations and minor errors fixed

* enabled exchanges updated

* enabled exchanges fixed

* remove keys

* glorious nits

* xdta n shazzy nitzzz

* shazzy n thrasher nitz

* nitz wip

* broken wip

* apichecker donee n make code better

* apichecker donee n make code better

* OB update

* wip

* wip

* all nitz done

* merge conflicts

* go mod tidy

* merge conflicts

* PLEASE merge conflicts

* new funcs added n binanceapi check update

NO APIKEYS

* basic tests

* linter fixs

* linter fixs

* remove verbose

* test errors fixed

* remove comented code

* minor changes

* some tests fixed

no apikeys

* documentation work

* documentation

* wip

* ryan nitz

* nits addressed

* unnecessary conversion

* no fail

* remove verbose

* type field checking

* broken

* websocket nits fixed

* some thangs

* remove verbose

* fix function

* linter issues

* test error fixed

* nits

* bumperino fixed

* very small change

* nits

* errors fixing

* errors fixing retry

* linters

* thrasher glorious nits

* more changes

* changes

* 2 more changes to be addressed

* 2 more changes to be addressed

* issues addressed

* whip

* changes

* missed change

* changes

* currency issues

* changes

* unsaved

* int64

* HUGE

* HUGE

* NO NITS PLS

* no more

* YES

* :

* changes

* PLEASE

* n another one

* thanks guys

* ill believe in god if this ever ends

* :D
2020-07-02 10:38:50 +10:00
Adrian Gallagher
8afee0b4b2 Miscellaneous bug fixes (#513)
* Various bug fixes

* Deadlink, cleanup plus bug fixes

* Various Kraken fixes

* Add convert func for decimal unix timestamps

* Convert all test times to UTC

* Kraken: Make assets a pointer to prevent excessive copying

* Docker slash fix

* Address nits plus bump ITBit last checked pairs timestamp

* Set pairs to enabled pairs when getting active orders

* Use asset translator for UpdateAccountInfo and more checks for the exchange template tool

* Address MadCozBadd's nits

* Make exchange var 2 chars

* Make program more user friendly

* Project wide comment checks and exchName check

* Fix Huobi indexing bug and use correct pair formatting

* Address nits + readme change
2020-06-03 12:48:36 +10:00
Adam
7dd3f13c8d Exchange API modification monitor (#404)
* WIP

* Variable Name Changes and other PR Changes

* Name Changes and Error Checks

* WIP

* Some new functionality added and nits fixed

* WIP on Nits

* More trello functionality added and some PR changes

* Minor changes and linter fixes

* Errors Fixed and some PR Changes

* PR Changes

* WIP

* WIP

* Addition of Config

* WIP of Readme file

* Readme WIP

* Addition of ReadMe

* Linter Issues fixed

* Minor Errors fixed

* fixed test timeout issues and added api keys check for tests

* Errors fixed

* Nits WIP

* Nits fixed

* More efficient mutex usage

* Consts cleaned up

* Readme file fixed

* linter issues fixed

* format issues:

* readme updates and nits

* remove backup file and address nits

* backup file removed for real

* OkexOkcoin updates and linter fixes

* errors fixed

* Nits

* errors fixed

* formatting issues

* race conditions fixed

* files fixed

* go mod n go sum

* WIP adding rate limits

* Added rate limits

* Remove test vars

* go mod tidy

* improving readme file and 2digits for trello auto update

* Added space

* removed space

* addressing nits

* documentation update

* more nits

* board id check

* linter fixes

* test race fixed

* test file match

* errors fixed

* nitz

* LOWERCASE flags

* more nitz

* broken wip

* flag addition fixed

* error fixed

* documentation updated for adding exchange using flags

* something

* add comment

* nitz fixed

* pr changes

* added gemini exchange

* testfile saving changes

* nitz

* fixing done

* pr changes

* nits

* WIP

* minor error fix

* wip

* wip

* WIP

* pr changes

* pr changes

* pr changes

* nits

* nits fixed

* t.Fail removed

* nitz

* disable lakeBTC

* contributors fixed

contributors fixed

ALL THE NITZ

OMG

* OMGGG

ALL THE NITZ

OMG

* name change errors fixed

* linter issues fixed

* linterzz

* Added disabling feature for exchanges

* bug fix

* small feature added

* fixed

bug fix:

no keys

* nits

* test

* test2

* test 3

* linter fixed

* testing

* testing

* remove logs

* OMG

* bugfix

* cyam88888

* nits

* error handled

* minor nits

fixed createnewcheck issue

fixed createnewcheck issue

* functionality change

some functionality changes

no api keys 4u :D

* trello names thro config

* err check
2020-04-01 11:15:10 +11:00
Adrian Gallagher
b949388994 General engine improvements (#437)
* Add exchange manager to engine

* Several improvements for engine and friends

1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised

* Add cert tests and create dir tree if it doesn't exist for file.Write

* Link up donation address to documentation tool plus minor adjustments

* Fix remaining donation addrs

* Move non-needed reload exchange funcs

* Revert accidental config_example.json changes 🕯️

* Use go logger for logging until the logger has initiliased, otherwise no output will be seen

* Link up portfolio delay val and other fixes

* Run go mod tidy after dependabot PR

* Address nitterinos
2020-02-06 12:32:01 +11:00
Andrew
f6fd94ea69 Engine: Scripting support (#383)
* WIP

* updated appveyor and increased deadline 5 seconds due to increased linters being added

* revert files to upstream/engine

* WIP

* WIP

* mod file changes

* added script manager

* Added manager/and cli interfaces to scripting

* Added script task handler

* WIP - Added timer/repeat support and fleshed out wrapper further

* autoload support added + WIP

* WIP commit

* added account balance info

* btc markets temp work around

* WIP - merged with upstream for new order package BTC Markets responses broken

* Cancel order wrapper WIP

*  order wrapper update

* Added test coverage for VM

* moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts

* added override to load/execute for path

* fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands

* increased test coverage for packages

* Added docs cleaned up tests and example scripts

* Test coverage increased for module/gct/exchange package

* windows fixes

* merged upstream/engine

* WIP

* logger fixes - removed pointer to bool check removed duplicate test check for logger

* remove unused mutex

* added inital upload support

* fix linter issues for go-fmt

* added zip support for uploading and added base for fund withdrawing

* changed error return types and also log errors, fix zip path issue

* improved error outputs and code flow

* pairs response fix added protobuf defs for stop all and list all

* added stop all running scripts general clean up and moved across to OrderManager

* linter fixes (gofmt)

* added list all command

* rewrote zip handler to be cleaner also fixed file overwrite on upload

* added query command reworked tests

* added further error checking to compileandrun corrected use of pointers for accountinfo

* bumped tengo version

* Removed named returns reworded log messages removed unused falseptr

* WIP

* Added virutal machine limit improved config options

* added model for script event added upload validation

* script_event table has been completed, tests for wrapper functions implemented

* README updates

* reverted changes opened new PR to move withdraw struct outs

* intial work on adding withdraw support after merger of withdraw package

* started work on examples

* Added crypto withdraw support

* fix switch case assignment and gofmt project

* Reworking Fiat withdraw request pending #402

* removed double pointer call

* added withdraw support for fiat  currencies

* added tests for withdraw methods increased readme

* removed local tengo require and also fix linter issues

* Added default log size const added basic test for invalid script execution

* First pass at moving wrapper to validator package to allow proper validation of uploaded scripts

* Added script details to README added config test added test for no file extension

* moved tests to const and fixed incorrect pathing

* added test coverage to withdraw package

* corrected file close handling

* point to included configtest.json

* extended validator support when a script is uploaded

* Bug fix on bool logic

* Added mutex

* Don't create autit events on test execution

* reverted common to master

* moved file rename to unix timestamp format

* converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob

* started work on autoload add/remove support

* First round of PR fixes (mostly commented exports)

* Moved GCTScript load to last, removed unneeded error from cleanup()

* Comment clairty for AuitEventID

* added autoload add/remove command to cli

* added tests for autoload

* Test updates for Exchanges

* linter fixes (gofmt)

* Removed double check of engine pointer

* remove possible nil pointer on GetSpecificTicker

* Fixed not closing file handler on write that causes archive removal to fail

* file handler Close clean ups

* corrected spelling on error return and return invalid name n autoload

* moved strings to cosnt moved bool pointer creation to convert package

* new zip extractor added

* Validation has been added to archive uploads

* removed shadow var on err

* added ok check to conversion

* converted condition check

* basic test for zip extract added

* new zip handler

* reverted back to old atomic loading system

* removed shadow err

* lets add a new line

* added space to error return

* command line toggle for script now works properly

* readme updated

* set configLoaded to true

* check for configLoaded condition

* added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled

* linked up to enable/disablesubsystem commands

* added start/stop example to readme

* reworked logic on test as check should be done on Load()

* updated to tengo v2

* linters

* lower time on ntp client to stop slippage

* remove all fails if any fail validtion from an archive

* remove vm from list if timer is invalid

* removed shadow on err

* remove config creation from NTPCheck test

* WIP testing DB changes

* add unique constraint

* WIP: created has many model

* linters run

* basic sqlite3 support added for new database format

* linters run

* Added test coverage for script repo

* removed unused print

* updated env vars for CI instances

* updated env vars for CI instances

* Updated test packages

* Test updates for postgresql

* removed invalid tests from postgres

* remove duplication of struct and improved code flow

* general cleanup

* wording changes on log output

* use databasemgr logger and add support for autoload without file extension

* corrected test naming

* return correct error

* return correct error again version 82

* store scriptdata on creation

* Hello

* Errorln -> Errorf

* Removed unused vars

* Read me updates

* testing without parallel

* comment on exported type

* added nil check against VM for test

* add debugging information

* gofmt

* remove verbose and data sent to channel

* Added debug information

* linter fixes (gofmt)

* remove unused CompileAndRun() call

* test sleep to see if issue is timing related

* semi-concurrent map fixes

* one day i will run gofmt or setup precommit hooks

* new line :D

* increased test coverage

* added correct sleep time

* Moved over to sync map

* linter fixes (gofmt)

* goimports

* moved VM related methods to vm.go

* new line at end of file

* trying increased timeout on golangci-lint for appveyor

* add debugging information

* removed timeout

* reworked timeout logic

* linter fixes (gofmt)

* increased test coverage

* increased test coverage

* one day i will run gofmt or setup precommit hooks

* removed unused exchange test

* increased golangci-lint timeout

* Added nil check on shutdown and test coverage for it lowered timeout back to 1:30

* reworked ID system

* removed script hash as it was unused

* added comments on exported methods and read me update

* reorder code

* removed to atomic.value for test execution flag

* increased test coverage

* move add further up execution

* point to correct script file
2020-01-23 13:54:04 +11:00
Adrian Gallagher
4e05ad41e3 Exchanges: Remove ANX from codebase (#408)
* Remove ANX from codebase

* Doc changes
2020-01-03 14:12:52 +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
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
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
Adrian Gallagher
3b1c0825f4 Merge branch 'master' into engine 2019-09-26 11:35:18 +10:00
Adrian Gallagher
8a0c5f95d5 Remove HADAX exchange support (#362)
* Remove Huobi HADAX

* Remove Hadax from root_readme.tmpl
2019-09-26 09:39:28 +10:00
Adrian Gallagher
132d2d03c2 Merge branch 'master' into engine 2019-09-24 17:05:58 +10:00
Adrian Gallagher
bbdf532b16 Update Slack shared invite link 2019-09-24 17:01:32 +10:00
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00
Adam
a81ddead9e Add LBank exchange support (#327)
* wip

* Lbank support being added

* Lbank exchange linter issues fixed

* Removed the incomplete websocket stuff

* PR Requests completed

* PR request fixes

* Lbank Update

* Lbank Update

* Wrapper functions fixed, linter issues fixed

* Changed as per requested in PR

* Changed as per requested in PR

* Changed as per requested in PR

* Changed as per requested in PR

* PR Requests completed

* FINALLY DONE

* appveyor issues fixed

* Skip functionality for new tests

* Test functions fixed

* PR Fixes

* PR Fixes

* PR Fixes

* PR Fixes

* Final Changes

* Final Changes 2

* Final Changes 3

* Final Changes 4
2019-08-23 11:28:38 +10:00
Adrian Gallagher
94a784d63f Merge branch 'master' into engine 2019-08-22 18:32:57 +10:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Adrian Gallagher
2078ba907f Update URLs for transfer into org repo (#338)
* Update URLs for transfer into org repo

* Update codecov, travis and othe remaining links

* Update appveyor paths
2019-08-09 11:50:39 +10:00
Ryan O'Hara-Reid
897bcfd9a4 Documentation Update (#318)
* Initial update

* update

* Fix linter issues

* Add new documentation template and fix
2019-06-21 12:38:35 +10:00
Adrian Gallagher
8048962b60 Remove BTCC exchange 2019-06-03 17:17:17 +10:00
Adrian Gallagher
47152c87e3 Update CONTRIBUTORS and doc templates 2019-04-26 17:36:41 +10:00
Adrian Gallagher
3ac8b7746f Add REST and websocket support for BTSE (#250)
* Add REST and websocket support for BTSE exchange

TO-DO: Finish wrappers and expand test coverage

* Fill out wrapper funcs and expand test coverage
2019-03-08 16:33:10 +11:00
Adrian Gallagher
928a332220 Use official Slack join link instead of herokuapp 2019-02-12 13:45:43 +11:00
Adrian Gallagher
ef51b59c8b Remove OKCoin China exchange support 2019-02-08 14:03:28 +11:00
Adrian Gallagher
26d67f5228 Remove WEX exchange support 2019-02-08 13:52:53 +11:00
Adrian Gallagher
d7368c1a8d Remove Liqui exchange from GCT 2019-02-05 11:17:05 +11:00
Adrian Gallagher
e182248387 Update README.md
Fixes: https://github.com/thrasher-/gocryptotrader/issues/240

Repo has been migrated from travis-ci.org to travis-ci.com (https://travis-ci.com/thrasher-/gocryptotrader)
2019-01-26 00:25:36 +11:00
Ryan O'Hara-Reid
41415ca3b9 Websocket update increasing exchange coverage and bug fixes (#233)
Websocket update increasing exchange coverage and bug fixes
2019-01-23 14:23:11 +11:00
Dan Bent
2993ae17cf Fix code style link in readme to point to contributing doc (#223)
* Fix code style link in readme to point to contributing doc

* Update documentation tool template files and regenerated documentation
2018-12-20 10:54:00 +11:00
Andrew
659f7cc86c Updated readme to match new Go 1.11 module changes (#206) 2018-11-09 17:20:04 +01:00
Ryan O'Hara-Reid
f6060ff1fc Requester update (#203)
* Adds upgrade to re-do request on client timeout.

* Updated readme with documentation tool.

* Add Requester variable for timeout retry
Improve tests
2018-11-05 12:14:54 +11:00
Ryan O'Hara-Reid
06a0caec43 Bitmex exchange (#160)
* Added REST support for Bitmex

* Added Bitmex documentation updates

* Update config_example.json

* Added final REST functions for user account operations.

* Added initial websocket support

* Change function access
Added reconnection logic

* Added initial routine management
Updated wrapper functions

* General fixes
2018-08-09 16:31:29 +10:00
Ryan O'Hara-Reid
391e81b00e Updated docs (#171) 2018-08-06 21:33:57 +10:00
Adrian Gallagher
c63f1b0ff6 Port from idoall's codebase (#161)
* 修复火币Post REST API方法不正确的问题,同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持,支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息,下订单,取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法,获取订单状态,获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后,调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
2018-08-04 08:30:20 +10:00
Ryan O'Hara-Reid
3b8591bcc8 Updated documentation tool (#155)
* Updated documentation tool
Added templates
Updated documentation using tool

* Fixed incorrect version in web README

* Added new templates to tool.
Updated documents in templates across the code base.
Used tool to regenerate documentation.
2018-07-19 16:02:24 +10:00
Ermal Guni
42ea6ba598 Binance websocket (#143)
* optimize dockerfile to not invalidate layers

* added binance websocket

* added binance websocket types

* loading exchanges from the codebase

* Setting Binance websocket to Yes

* revert import naming

* binance websocket was missing

* added gorilla websocket
2018-07-16 10:03:11 +10:00
Adrian Gallagher
48fbe78aa6 Update README.md 2018-07-11 10:51:19 +10:00
Adrian Gallagher
42d458d5ea Rename GDAX -> CoinbasePro 2018-07-11 10:42:37 +10:00
Ryan O'Hara-Reid
dc11f87b8b Updated README template files and regenerated documentation. (#125) 2018-05-14 10:03:17 +10:00
Adrian Gallagher
cbc531ca2c Fix donate logo in README.md 2018-05-10 20:59:47 +10:00
Ryan O'Hara-Reid
9514754960 New documents generated by documentation tool. 2018-02-28 09:55:11 +11:00
Ryan O'Hara-Reid
dd00eba27e Applied fix to documentation.go for contribution HTML_URL.
Added period to documentation templates sentences.
Added logic to documentation.go to fix broken links for godoc in sub-packages.
Fix coding style to conform to golang idiomatic practice.
Applied fix to access main godocs in tools and test data.
Generated new documents using tools.
2018-02-20 11:56:25 +11:00
Ryan O'Hara-Reid
51755d214b Added contributor generation function. Applied updates to README docs. 2018-02-20 10:43:59 +11:00