* tag optional sonic and allow full library conversion
* Add workflow and disallow arm and darwin usage
* Add basic hotswap benchmark
* linter: fix
* use bash
* linter: fix?
* Fix whoopsie, add to make file, also add mention in features list.
* test enforcement
* actually read documentation see if this works
* linter: fix
* linter: fix
* sonic: bump tagged version
* encoding/json: drop build tag arch and os filters
* encoding/json: consolidate tests
* encoding/json: log build tag usage
* rm superfluous builds
* glorious/nits: add template change and regen docs
* glorious/nits: update commentary on nolint directive
* glorious/nits: rm init func and log results in main.go
* Test to actually pull flag in
* linter: fix
* thrasher: nits
* gk: nits 4 goflags goooooooooo!
* gk: nits rn
* make sonic default json implementation
* screen 386
* linter: fix
* Add commentary
* glorious: nits Makefile not working
* gk: nits
* gk: nits whoops
* whoopsirino
* mention 32bit systems won't be sonic
* gk: super-duper nit of extremes
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* GateIO: Fix GetFuturesContractDetails for Deliveries
Was returning the product of all the contracts, so 1444 instead of 38
contracts.
* GateIO: Fix GetOpenInterest returning asset.ErrNotEnabled
Using wrong error for pair not enabled
* GateIO: Rename GetSingleContract and GetSingleDeliveryContracts
Especially fixes GetSingleContract, which seems misleading to not say
Futures.
There's a load of `GetSingle*` here that should probably also be fixed,
but these two justified a dyno
* GateIO: Rename GateIOGetPersonalTradingHistory to GetMySpotTradingHistory
* GateIO: Rename GetMyPersonalTradingHistory to GetMyFuturesTradingHistory
* GateIO: Remove duplicate DeliveryTradingHistory
* GateIO: Rename Get*PersonalTradingHistory to GetMy*TradingHistory
* Linter: Disable shadow linting for err
It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.
* GateIO: Add missing Futures and tradinghistory fields
* GateIO: Improve WS Header parsing
This unifies handling for time_ms and time in response headers, since
options and delivery have only time, but spot has time_ms as well.
We use the better of the two results.
Also [improves performance 2x](https://gist.github.com/gbjk/7cacb63b9a256e745534bb05ca853c48)
* GateIO: Use time_ms WS fields where available
Removes the deprecated _time json fields and populates our Time fields
with the time_ms values
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* gk: nits
* Leak issue and edge case
* gk: nits
* gk: drain brain
* glorious: nits
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* glorious: panix
* linter: things
* whoops
* defer lock and use functions that don't require locking in SetProxyAddress
* lint: fix
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Add in initial handling for quote/base currency deployment requirements
* include client order ID checking
* glorious: suggestions
* spell and fix
* linter/context/test
* rework tests and order side specific requirements
* linter
* mend panic at the disco
* mending more panics at the disco
* anudda fix brudda
* glorious: NITTTTTT BOOOOOMB
* leftover things and stuff
* whoops
* tie in gateio
* glorious: nit fixes life and everything.
* thrasher: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Common: DriveBy sanitisation of vars
* BTSE: Unify to exchange OrderLimits
* BTSE: Remove SeedAssets and test GetOrderExcutionLimit
* BTSE: Fix handling for K_* pairs
In addition to the M_ pairs we previously handled, BTSE has now
introduced K_* pairs (K_SATS-USD*).
This change moves the handling over to look for an exponent, and moves
the filtering to happen on all market data.
The original MarketSummary is still availiable, but I can't see any of
our current use-cases wanting to get the unfiltered list
* BTSE: Fix marketSummary futures field
BTSE returns no futures field for futures api marketInfo, and the documentation for the futures api shows returning false.
When we know we asked for futures, it makes the data flow much saner if
we can trust this field and not have to track what asset we asked for
* BTSE: Abstract marketPair.Pair()
* BTSE: Fix UpdateTicker symbol format
* Websocket: Use ErrSubscribedAlready
instead of errChannelAlreadySubscribed
* Subscriptions: Replace Pair with Pairs
Given that some subscriptions have multiple pairs, support that as the
standard.
* Docs: Update subscriptions in add new exch
* RPC: Update Subscription Pairs
* Linter: Disable testifylint.Len
We deliberately use Equal over Len to avoid spamming the contents of large Slices
* Websocket: Add suffix to state consts
* Binance: Subscription Pairs support
* Bitfinex: Subscription Pairs support
* Bithumb: Subscription Pairs support
* Bitmex: Subscription Pairs support
* Bitstamp: Subscription Pairs support
* BTCMarkets: Subscription Pairs support
* BTSE: Subscription Pairs support
* Coinbase: Subscription Pairs support
* Coinut: Subscription Pairs support
* GateIO: Subscription Pairs support
* Gemini: Subscription Pairs support and improvement
* Hitbtc: Subscription Pairs support
* Huboi: Subscription Pairs support
* Kucoin: Subscription Pairs support
* Okcoin: Subscription Pairs support
* Poloniex: Subscription Pairs support
* Kraken: Add subscription Pairs support
Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this
* Bybit: Subscription Pairs support
* Okx: Subscription Pairs support
* Bitmex: Subsription configuration
* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately
* CoinbasePro: Subscription Configuration
* Consolidate ProductIDs when all subscriptions are for the same list
* Websocket: Log actual sent message when Verbose
* Subscriptions: Improve clarity of which key is which in Match
* Subscriptions: Lint fix for HugeParam
* Subscriptions: Add AddPairs and move keys from test
* Subscriptions: Simplify subscription keys and add key types
* Subscriptions: Add List.GroupPairs Rename sub.AddPairs
* Subscription: Fix ExactKey not matching 0 pairs
* Subscriptions: Remove unused IdentityKey and HasPairKey
* Subscriptions: Fix GetKey test
* Subscriptions: Test coverage improvements
* Websocket: Change State on Add/Remove
* Subscriptions: Improve error context
* Subscriptions: Fix Enable: false subs not ignored
* Bitfinex: Fix WsAuth test failing on DataHandler
DataHandler is eaten by dataMonitor now, so we need to use ToRoutine
* Deribit: Subscription Pairs support
* Websocket: Accept nil lists for checkSubscriptions
If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient
* Websocket: Add context to NilPointer errors
* Subscriptions: Add context to nil errors
* Exchange: Fix error expectations in UnsubToWSChans
* 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>
* initial purge and benchmarks proof before rn overhaul
* rn LinkedList -> Tranche(s) and purge references
* roll out acrost exchanges
* linterino
* rn silly billy label
* linter strikes AAAAAGAIN!
* fix some things
* rm comment
* Add actual comparison from master to branch benchmark for sorting algorithms
* lower case via git mv YAAY!
* drop code
* convert type name
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code
* rm alphapoint bootstrap method as is defined as exchange.Base method
* add tests
* glorious: make it a function and make it IBOTEXCHANGE
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
* Websocket: Remove IsInit and simplify SetProxyAddress
IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)
SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.
* Websocket: Expand and Assertify tests
* Websocket: Simplify state transistions
* Websocket: Simplify Connecting/Connected state
* Websocket: Tests and errors for websocket
* Websocket: Make WebsocketNotEnabled a real error
This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()
* Websocket: Add more testable errors
* Websocket: Improve GenerateMessageID test
Testing just the last id doesn't feel very robust
* Websocket: Protect Setup() from races
* Websocket: Use atomics instead of mutex
This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.
* Websocket: Fix and simplify traffic monitor
trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.
The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.
Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset
* Websocket: Split traficMonitor test on behaviours
* Websocket: Remove trafficMonitor connected status
trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.
Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.
* Websocket: Set disconnected earlier in Shutdown
This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor
* Websocket: Wait 5s for slow tests to pass traffic draining
Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
Calls for limits for margin asset were not doing anything if spot is
enabled.
This caused intermittent failures when the sequence of tests meant
margin was tested before spot, since the limits wouldn't be loaded.
But it also highlighted that API users calling Update Limits for margin
outside the context of a loop on all assets would not get an update.
Also intermittently when the loop of UpdateLimits on assets puts margin first
* Exchanges: Remove Pair upgrade handling
Now redundant behind #1401. These paths should never be met.
Several legacy coin upgrade paths being deprecated as well: ZUSD and CNY
Expecting any users with bad config from 3+ years ago would have to
reset anyway.
Also: At the time the intention of this was to upgrade the config
format.
However now, instead, it'd mostly serve to reset enabled pairs if
there's a config mistake, which doesn't feel right.
* Kraken: Fix typo in Kraken type struct
* Exchanges: Abstract exchange Start() and Run()
* Exchanges: Add test for abstracted Start
* Exchanges: Move Start to Bootstrap
* Simplify waitgroup usage
* Add call to exchange.Bootstrap to allow overide or supplementation
* Exchanges: Concurrent common bootstap actions
* Gateio: Remove incorrect Run in test
* GateIO: Fix pair dependencies in tests
This ensures that the pairs are initialised no more than needed and
kind-of just-in-time.
Better pattern might be to use a function to get these pairs when we
need them.
* Exchanges: Complete UpdatePairs before ExecLims
If we're going to update pairs, it needs to complete before we check for
limits to avoid errors on old pairs
* Exchanges: Remove Start and Run from tmpl
Since they're replaced by bootstrap now and shouldn't need customisation
normally
* Alphapoint: Move Start to Bootstrap
* GateIO: Fix linter shadow var
* Websockets: Move Subscription to its own package
This allows the small type to be imported from both `config` and from
`stream` without an import cycle, so we don't have to repeat ourselves
* Subs: Renamed Currency to Pair
This was being mis-used through much of the code, and since we're
already touching everything, we might as well fix it
* Websockets: Add Subscription configuration
* Binance: Add subscription configuration
* Kucoin: Subscription configuration
* Simplify GenerateDefaultSubs
* Improve TestGenSubs coverage
* Test Candle Sub generation
* Support Candle intervals
* Full responsibility for formatting Channel name on GenerateDefaultSubs
OR consumer of Subscribe
* Simplify generatePayloads as a result
* Fix test coverage of asset types in processMarketSnapshot
* Exchanges: Abstract ParallelChanOp
* Tests: Generic ws mock instances
* Kucoin: Fix intermittent conflict in test currs
Use isolated test instance for `TestGetOpenInterest`.
`TestGetOpenInterest` would occassionally change pairs before
GenerateDefault Subs.
* 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
* BTSE: Fix duplicate error on Million pairs (M_*)
BTSE has listed Pitbull token with two symbols:
PIT-USD and M_PIT-USD for millons of PIT / USD.
The native token is not tradable, so we ignore them and
get a base of M_PIT because that's what later APIs will accept
* BTSE: Fix test errors on locked market
* Common: Improve AppendError and ExcludeError
This change switches from a stateful multiError to caring more about the
Unwrap() []error interface, the same as [go standard
lib](https://github.com/golang/go/blob/go1.21.4/src/errors/wrap.go#L54-L68)
Notably, if we implement Unwrap() []error and do NOT implement Is() then
we get free compatibility with the core functions.
The only distateful thing here is needing to deeply unwrap fmt.Errorf
errors, since they don't flatten. I can't see any way around that
* Pairs: Fix exchange config Pairs loading
When a pair string contained two punctuation runes, the first one is used,
and the configFormat is ignored.
This fix checks the list and corrects any with the wrong delimiter, or
errors if the format is inconsistent.
* BTSE: Fix all tickers retrieved by GetTicker
PR #764 introduced GetTickers, but it wasn't rolled out to BTSE.
This fix ensures that when one ticker is a locked market, the rest continue to
function. Particularly important if the locked market wasn't even
enabled anyway.
* Kucoin: Fix test config future pairs
* BTSE: Remove PIT tests; Token removed
BTSE have removed the PIT token pairs
All these changes stand, and this just removes the test
* ITBit: Fix fatal error on second run
This fix removes incorrect config pair delimiter, because it would be
re-inserted into config the first run, and then error the second time.
This delimiter doesn't match the config we have.
There's no implementation of fetching pairs, so what's in config files
now is all that matters
* Engine: Fix TestConfigAllJsonResponse
* Clarity of non-matching json improved
* Handling for fixing pair delimiters
* cmd/exchange_template: Add wrapper function
* exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment
* kucoin: Add spot order execution limits
* linter: fix
* glorious: nits
* kucoin: change from name to symbol for correct fee fetching and order deployment
* WHAAAAAAAT says Vitalik
* kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments.
* kucoin: implement master branch changes
* Update exchanges/kucoin/kucoin_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kucoin/test: update commentary
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* 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
* Websockets: Add keys to websocket subscriptions
* This switches all RO uses of the mutex to use a RLock method.
* The mutex used for discrete field access has had scope drift from
name 'connectionMutex' so rename to more appropriate fieldsMutex
* The mutex used for Set/CanUseAuthEndpoints moves from the
subscriptions endpoint to the fieldsMutex
* Add GetSubscription by key
* Expose stream.Matcher type
* Bitfinex: Subscribe and Unsubscribe atomicly
* Fix Auth failures ignored
* This change makes it so that Subscribe and Unsubscribe wait for success
** Tells the DataHandler about errors
** Errors are returned to consumers
* Subscribes concurrently to the channels
* It also simplifies the chanId to stream mapping
* Removes unable to locate chanID: %d errors which are just noise
* Paves the way for unified channelSubscription id handling
* Adds support for subId for Book subscriptions, which is more robust
* Vastly simplifies what we need to test TestWsSubscribedResponse
This test was working to ensure that the various fancy key parsing
mechanisms all worked. Now that we use subId, we just need a thorough
test of that
* Expose Match.Set in order to capture websocket incoming data
Can't see another way of doing this. Doesn't seem too bad
* Allow tests to run with auth or WS
These flags made it difficult to run the tests whilst working on
websockets
* Enable API auth and WS in testconfig
This change minimises the changes requires for a full test run against
live endpoints, so that new contributors have a clearer testing path.
I cannot see any reason to turn WS off and Auth endpoints off when we're
not going to run API tests without Creds being set, and we're not going
to do live fire tests without canManipulateRealOrders
* TestWsSubscribe and various fixes
** Enables the websocket for live non-authed integration tests by default
** Adds an integration test for subscriptions
** Changes the Ws tests to respect canManipulateRealOrders
** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests
** Allows api creds to live in config/testdata.json which might be
less likely to accidentally commit, and less obtrusive
* Bitfinex: Support period and timeframe for Candles
* Fixes manual Subscribe() symbol or key formatting
* Unifies handling of params for DefaultSubscriptions and manual
subsrciptions
* Bitfinex: Handle conf and info WS channel events
* Bitfinex: Better tests for subscriptions
* fixup! Websockets: Add keys to websocket subscriptions
* fixup! Bitfinex: Subscribe and Unsubscribe atomicly
* fixup! Websockets: Add keys to websocket subscriptions
* Websockets: Add Pending subscription status
Add a status tracker so that Sub/Unsub can prevent duplicates,
and also fixes when first message comes before we have added the sub
to the tracker
* Websockets: Add State instead of pending
This change allows more clarity about the current state and
checks for specifically already Unsubing
* Bitfinex: Fix first sub message maybe lost
The only link we have between a sub req and the sub resp is the subID.
And the only link we have between a sub message and the sub is the chanID.
We can't derive a link using Pair or anything else.
This meant that by sending the resp and its chanID down the IncomingData
channel, we allowed the channel reader to maybe process the next
message, the first message on the channel, before the runtime executed
the switch back to subscribeToChan waiting on the chan.
To fix this, we key initially on subId.(string), and then replace it
with chanId.(int64) when we have it *inside* the wsHandleData so we
know we've procedurally handled it before the next message.
subscribeToChan is then free to remove the subId keyed Sub regardless of
error or not
If there's an error, we don't need to inline handling because there
won't be any second update.
Expands test coverage to make sure those subId keyed subscriptions are
removed.
* Websocket: Validate state in SetChanState
* fixup! Bitfinex: Fix first sub message maybe lost
* Websockets: Rename RemoveUnsuccessfulSubs
Implementation doesn't imply Unsuccessful or need to.
This change supports the registering of Pending subs
* Bitfinex: Fix race in Tests
* all in a days work
* cleanup
* cleanup for real, also stop it binance.json
* minor coverage
* adds gateio to the slurry
* cleanup of types
* verbose verbose verbose verbose verbose verbose
* fixes huobi parsing issue
* fix bybit contract identification
* cleanup
* merge fixes
* addresses many big problems raised by SHAZ
* tracking errors and fixes
* funding rate if avail, fixes currency formatting
* Addresses nits and sneaks in extra fixes
* lint
* minor fixes after rebase
* better contract splitter for currencies like T-USDT
* forgot to add the exchange name like a fool
* merge fixes x1
* kucoin, direction, contract size
* rn direction, fix kucoin time
* WHOOPS
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* misdirection
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* exchanges: Add function to get standard config
* exchanges: add tests (cherry-pick here and above)
* after pick stuff
* cleanup
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* orderbook: Check assignment of time values and reject if not set.
* linter: fix
* buffer: additional linter winter fixter
* Implement through pending exchanges
* finished push
* linty: minty
* gomod: tidy
* thrasher: nits
* glorious: nits
* orderbook: purge type now in favour of external call allocation
* orderbook: push last param
* orderbook: only 1 unlock call is needed
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* switch over to package defined const for time layout
* bump appveyor playa
* bumperino to latest while setting patherino
* whoooops
* bump VS version set GOROOT
* puge build cache
* Revert "puge build cache"
This reverts commit 315bb578afc19529457f435e52af2172f5143bc5.
* bumperino to test
* purge setting of golang directory for version and allow default
* purge cache state when file change
* whoops
* thrasher: nits
* don't need to flusherino the cacherino
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* 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
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.
* exchanges: fin test impl.
* linter: fixes
* exchange_template: fix test
* allocate so it doesn't make a panic at the disco
* glorious: nits
* glorious: nits
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: shhhh
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.
* glorious: nits
* exchange: conjugation
* Update exchanges/exchange.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits and an assortment of differences
* exchanges: remove some comments
* glorious: nits
* cleanup
* tests: fix
* Update exchanges/hitbtc/hitbtc_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* kline: fix test
* rm unused variables
* almost: nits
* glorious: nits
* linter: fix
* rm unused variable
* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests
* linter: fix
* exchange_template: fix test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* stream: set connection monitor delay.
- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.
* multi: add connection monitor delay to exchange config.
- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.
* multi: resolve review issues.
* kline: Add builder and testing
* Ideas
* kline: deploy builder functionality across GCT
* exchanges: implement across gct
* exchanges: Add tests and fix implementations before kline package testing and veri.
* kline: Add tests and start to fix ConvertToNewInterval
* kline: fix ConvertToNewInterval add tests
* kline: complete overarching tests now on to exchanges
* kline: finish exchange tests and implement limits
* exchanges: more fixes
* linter: fix
* engine: fix tests
* kraken: fix recent trades and other fixes
* zb: fix tests
* bithumb: fix empty insertion
* kline: refactor/optimize CreateKline function
* kline: remove the mooos!
* kline: prealloc CalculateCandleDateRanges
* linter: fix
* exchanges: prealloc extended
* fix whoopsie
* reverse fix because this is a whoopsie
* okx: fix risidual issues
* linter: fix
* kline: initial nits from @gloriouscode
* kline: rename builder -> request and cascade change
* linter: fix + test
* kline: update forced alignment on start and end times when CreateKlineRequest is called.
* nits: more more more
* NITS: Addressed
* tests: fix race issue
* Update exchanges/kline/request.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting
* kline: Add params start and end to addPadding() to insert blanks in between block
* kline: remove test comment code as it's not needed anymore
* kline: fix lint and test
* kline: sort slice without extra bool check every iteration
* okx: fix issues with timeing and candles and such from niterinos & address typo
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: niterinos
* Update exchanges/poloniex/poloniex_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits now onto conflicts YAYA!!!
* Update exchanges/exchange_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits again
* thrasher: nitters
* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.
* kline: rm fmtizzle packageizzle
* glorious: nitters
* glorious: more niterinos
* fix last niterinos
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Modifications for a smoother live run
* Fixes data appending
* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy
* Attempting to get cash and carry working
* Poor attempts at sorting out data and appending it properly with USD in mind
* =designs new live data handler
* Updates cash and carry strat to work
* adds test coverage. begins closeallpositions function
* Updates cash and carry to work live
* New kline.Event type. Cancels orders on close. Rn types
* =Fixes USD funding issue
* =fixes tests
* fixes tests AGAIN
* adds coverage to close all orders
* crummy tests, should override
* more tests
* more tests
* more coverage
* removes scourge of currency.Pair maps. More tests
* missed currency stuff
* Fixes USD data issue & collateral issue. Needs to close ALL orders
* Now triggers updates on the very first data entry
* All my problems are solved now????
* fixes tests, extends coverage
* there is some really funky candle stuff going on
* my brain is melting
* better shutdown management, fixes freezing bug
* fixes data duplication issues, adds retries to requests
* reduces logging, adds verbose options
* expands coverage over all new functionality
* fixes fun bug from curr == curr to curr.Equal(curr)
* fixes setup issues and tests
* starts adding external wallet amounts for funding
* more setup for assets
* setup live fund calcs and placing orders
* successfully performs automated cash and carry
* merge fixes
* funding properly set at all times
* fixes some bugs, need to address currencystatistics still
* adds 'appeneded' trait, attempts to fix some stats
* fixes stat bugs, adds cool new fetchfees feature
* fixes terrible processing bugs
* tightens realorder stats, sadly loses some live stats
* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!
* fix tests
* coverage
* beautiful new test coverage
* docs
* adds new fee getter delayer
* commits from the correct directory
* Lint
* adds verbose to fund manager
* Fix bug in t2b2 strat. Update dca live config. Docs
* go mod tidy
* update buf
* buf + test improvement
* Post merge fixes
* fixes surprise offset bug
* fix sizing restrictions for cash and carry
* fix server lints
* merge fixes
* test fixesss
* lintle fixles
* slowloris
* rn run to task, bug fixes, close all on close
* rpc lint and fixes
* bugfix: order manager not processing orders properly
* somewhat addresses nits
* absolutely broken end of day commit
* absolutely massive knockon effects from nits
* massive knockon effects continue
* fixes things
* address remaining nits
* jk now fixes things
* addresses the easier nits
* more nit fixers
* more niterinos addressederinos
* refactors holdings and does some nits
* so buf
* addresses some nits, fixes holdings bugs
* cleanup
* attempts to fix alert chans to prevent many chans waiting?
* terrible code, will revert
* to be reviewed in detail tomorrow
* Fixes up channel system
* smashes those nits
* fixes extra candles, fixes collateral bug, tests
* fixes data races, introduces reflection
* more checks n tests
* Fixes cash and carry issues. Fixes more cool bugs
* fixes ~typer~ typo
* replace spot strats from ftx to binance
* fixes all the tests I just destroyed
* removes example path, rm verbose
* 1) what 2) removes FTX references from the Backtester
* renamed, non-working strategies
* Removes FTX references almost as fast as sbf removes funds
* regen docs, add contrib names,sort contrib names
* fixes merge renamings
* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval
* Fixes live order bugs with real orders and without
* Apply suggestions from code review
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/config/strategyconfigbuilder/main.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* updates docs
* even better docs
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* few fixes and add ratelimiter
* adds test
* revert configtest.json changes
* configtest updated
* WIP: adds public endpoint support
* WIP: adds public endpoint support
* adds public endpoint support
* WIP: adds auth. endpoint support
* adds test for auth. endpoint
* fixes
* adds auth. endpoint support
* WIP: ws support
* WIP
* WIP
* WIP
* WIP
* WIP
* WIP
* WIP
* Testing
* Complete WS spot testing
* adds support for ws events
* minor change
* WIP: adds REST support for CoinMarginedFutures
* Fixes
* WIP: adds REST support for CoinMarginedFutures
* Fixes
* improvement in SPOT REST
* Typo fix
* WIP: add REST support for CMF Account API
* minor fixes
* WIP: add support for CMF conditional orders and few minor fixes
* complete support for CMF conditional orders
* adds support for public CMF endpoint
* adds support for CMF position API
* Complete REST CMF support
* WIP
* Testing REST CMF support
* Testing REST CMF support
* Testing REST CMF support completed
* WIP: add support for UMF
* completed non-auth UMF
* WIP: add support for REST Auth. UMF
* WIP: add support for REST Auth. UMF and some improvements
* WIP
* WIP
* WIP
* completed REST UMF
* renaming
* adds REST support for futures
* add testcases for UMF and some optimizations
* add testcases for futures
* Testing UMF, futures and its changes
* Fixes
* Fixes after testing
* WIP
* WIP
* WIP
* completed ws USDT futures support
* WIP: ws support for futures
* fixes in WS futures
* fixes in WS support
* roll back changes made for WS CMF, USDT and Futures
* fixes
* WIP
* WIP
* fixes
* Steps for new PR
* WIP
* WIP
* WIP
* WIP
* complete PR setup
* fixes for successfully running tests
* update in symbol for futures pair in test file
* WIP
* Fixes in test file and other minor fix
* fix testdata/configtest.json
* reset CONTRIBUTORS file
* review changes
* remove unwanted file
* remove redundant code
* improvisation
* adds comment for exported functions
* remove unwanted TODO and commented code
* fix
* improvisation
* fix
* defined errors
* improvisation
* improvisation
* improvisation
* updates test
* adds comment for exported types
* review changes
* review changes
* fix
* fixes
* Changes for making BYBIT compatible with existing code base
* Test file changes
* Changes for making BYBIT compatible with existing code base
* Changes for making BYBIT compatible with existing code base
* fix lint issues
* fix
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* WIP
* add test cases for new API's
* minor improvements
* add missing API and their tests
* minor fixes
* add bybitTime
* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support
* fix GetTradeHistory function
* error handling
* test fixes
* add GetServerTime API
* adds GetHistoricCandlesExtended and review changes
* test fixes
* minor fix
* integrating CMF Bybit recent change log
* minor fixes
* adds extractCurrencyPair
* minor fixes
* minor fix
* review changes
* adds variable declaration of error
* review commit
* adds embeddable type in API response for all API and integrate it
* fixes
* adds authentication WS connection
* review changes
* review changes
* compatible changes
* adds asset to GetWithdrawalsHistory
* adds asset_type in rpc.proto
* adds asset argument in gctcli withdrawal request command
* improve error handling in exchange API error
* web socket fix
* review changes
* improvements
* improvements
* minor fix
* review changes
* fixing wrapper issues
* fixes
* fixes
* review changes
* add test cases
* fix for GetActiveOrders
* lint fixes
* fixes in websocket
* adds wrapper testcases
* adds wrapper testcases
* adds wrapper testcases
* fixes
* fix issue with GetHistoricCandlesExtended
* fix merge issues
* improving error reporting
* adds wrapper testcases and a minor fix
* gctrpc changes
* adds test cases
fixes in websocket
* review changes for ws
* review changes in WS
* fix gctrpc
* merge fixes
* review changes
* WIP
* updates pair in configs
* adds new asset USDCMarginedFutures
* adds URL const for USDCMarginedFutures
* adds API support
* minor fixes
* adds kline API
* minor fix
* adds API
* adds API
* adds API
* WIP
* WIP
* WIP
* adds support for USDC auth requests to SendAuthHTTPRequest
* adds SendUSDCAuthHTTPRequest
* run test and fix them
* rollback support added for Auth. USDC request inside SendAuthHTTPRequest
* adds API and test cases
* adds API and test cases
* adds APIs and test cases
* adds APIs
* adds rate limit for USDC
* adds USDCMarginedFutures to wrapper
* adds USDC testcases in wrapper and fix few issues
* minor test fixes
* minor test fixes
* fix lint issues
* WIP
* Merge changes
* minor fixes
* remove "else" and optimize
* review changes
* review changes
* review changes
* fix lint issue
* merge fix
* fix test
* fix templates and run them
* changes after merge
* review changes and improvements
* code improvement
* fixes with respect to changes in API response in documentation
* fixed review change in test
* adds check in CancelExistingOrder
* update exchange template
* review changes
* adds GetDepositAddress API
* WIP: adds GetOrderHistory
* complete GetOrderHistory
* fixes
* adds test case
* fixes and add WithdrawFund API
* WIP
* WIP
* updating all SendAuthHTTPRequest call
* adds WithdrawCryptocurrencyFunds
* update test cases
* fix lint issues
* fixes after merge
* adds GetAvailableTransferChains and few fixes
* minor fix in GetDepositAddress
* minor fix with WS ping/pong handling
* add ping handler for WS Auth.
* fix typo mistake
* update doc
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct
* orders: add coverage, fix tests
* coinut: rm test for checking
* orders: revert change for return and change field ID to a more explicit name OrderID
* orders: Add method to see if the order was placed
* order: change field name in Cancel type to be more explicit
* orders: standardize field -> OrderID
* backtester: populate change
* orders: add test
* gctscript: fix field name
* linter: fix issues
* linter: more fixes
* linter: forever
* exchanges_tests: populate order.Submit field exchange name
* Update exchanges/order/order_types.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/order/orders.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* glorious: nits
* thrasher: nits
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details
* exchanges: call modify method in wrappers
* linter: fixes
* engine/wsroutineman: remove print summary
* glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this.
* Update exchanges/order/orders.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
