Commit Graph

58 Commits

Author SHA1 Message Date
Adrian Gallagher
5e9d13f7be Expand RetrieveConfigCurrencyPairs to support different asset types 2019-08-27 08:54:10 +10:00
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00
Adrian Gallagher
94a784d63f Merge branch 'master' into engine 2019-08-22 18:32:57 +10:00
Scott
0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +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
Scott
e209d85d0d Websocket request-response correlation (#328)
* Establishes new websocket functionality. Begins the creation of the websocket request

* Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work

* Successfully moved exchange_websocket into its own wshandler namespace. oof

* Sets up ZB to use a round trip WS request system

* Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation

* Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions

* Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages

* Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano

* Adds GateIO id support

* Adds Coinut support. Prevents nil reference error in constatus when there isnt one

* Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see.

* Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages

* Starts testing. Renames files

* Adds tests for websocket connection

* Reverts request.go change

* Linting everything

* Fixes rebase issue

* Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type

* Final final commit, fixing ZB issues.

* Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines

* Fixed string conversion

* Fixes issue with ZB not sending success codes

* Fixes issue with coinut processing due to nonce handling with subscriptions

* Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests

* Removes unused interface

* Renames wshandler.Init() to wshandler.Run()

* Updates template file

* Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking

* Fixes two inconsistent websocket delay times

* Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests

* Updates exchange template to set and use default websocket response limits
2019-08-07 15:15:01 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
Adrian Gallagher
9ff4471a45 Merge branch 'master' into engine 2019-06-21 18:10:55 +10:00
Scott
3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00
Ryan O'Hara-Reid
20c24601fb Asset update to fix minor stutter (#316) 2019-06-17 09:02:07 +10:00
Adrian Gallagher
04c7c4895f Split common package more and QA 2019-06-07 20:52:44 +10:00
Adrian Gallagher
bd8dc47c38 daily progress build 2019-06-06 17:20:40 +10:00
Adrian Gallagher
6ebafb0f33 Merge branch 'master' into engine 2019-06-04 12:25:40 +10:00
Adrian Gallagher
8048962b60 Remove BTCC exchange 2019-06-03 17:17:17 +10:00
Adrian Gallagher
39718b7f01 Merge branch 'master' into engine 2019-05-29 11:15:50 +10:00
Ryan O'Hara-Reid
e8bc3b5e76 Bump golangci-lint version to 1.16.0 (#311) 2019-05-27 14:10:54 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00
Andrew
071f4f68a8 New NTP Client (#277)
* WIP

* Added check for time out of sync

* merged upstream/master

* added tests

* Increased configuration options for NTPclient and test coverage

* removed unneeded config save at end of ntp update

* Added test for empty response to confirm it will loop

* formatting correction

* converted to pointer to allow for default allowance settings to be checked

* added readme for NTP server

* corrected some formatting

* updated configtest negativedifference value

* gofmt config_test.go for correct import order

* corrected typo value in test

* bugfix for windows newline and changes based on PR feedback

* added minus sign to output

* fixed negative number input

* Fixed spelling mistakes and removed redundant test

* reverted back to a positive number in the config instead of negative for allowednegativedifference

* restructured code for cleaner output
2019-04-18 10:08:19 +10:00
Andrew
76ac98830e optimisation: large structs/huge param fixes (#257)
* Updated SetAPIURL() & UpdateConfig() to use pointers

* Withdraw functions now take a pointer to withdrawrequest struct

* Fund Withdraw is now a pointer

* Moved GetFee functions to use a pointer due to large size of feebuilder struct

* OrderCancellation usage converted to pointer due to size of struct

* merged up upstream/master and changes made to OKgroup code

* GetOrdersRequest usage converted to a pointer

* okgroup pointer migration

* reverted golangci config back to master

* removed old anx benchmark typo
2019-03-21 16:36:06 +11:00
Ryan O'Hara-Reid
0990f9d118 Currency package update (#247)
* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
2019-03-19 11:49:05 +11:00
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
7dcb1ab553 Migrate from gometalinter.v2 to golangci-lint (#249)
* Migrate from gometalinter.v2 to golangci-lint
2019-03-01 16:10:29 +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
5e5ca8a887 Linter fixes (#246)
Linter fixes
2019-02-05 16:26:04 +11:00
Adrian Gallagher
d7368c1a8d Remove Liqui exchange from GCT 2019-02-05 11:17:05 +11:00
Ryan O'Hara-Reid
82a622294c Coinmarketcap implementation (#243)
* Updates requester package to allow unpacking of zipped files and defaults to warn if no JSON is present

* Initial addition of coinmarketcap functionality

* fix requested changes

* Fix issue with displaying false positive in request.go && reorder plan list

* Rename CurrencyProvider -> CryptocurrencyProvider
Skip seeding currency data if not enabled
Rm line in main.go

* Update test procedures and relevant json files

* Fix const issue within config.go
2019-01-31 16:11:42 +11:00
Adrian Gallagher
7413fc41b8 Cleanup non-needed log.Fatal's in various files 2019-01-17 14:10:56 +11:00
Andrew
d01e7bad72 Implement Logger (#228)
* Added new base logger

* updated example and test configs

* updated exchange helpers restful router & server

* logPath is now passed to the logger to remove dependency on common package

* updated everything besides exchanges to use new logger

* alphapoint to bitmex done

* updated bitmex bitstamp bittrex btcc and also performance changes to logger

* btcmarkets coinbase coinut exmo gateio wrappers updated

* gateio and gemini logger updated

* hitbtc huobi itbit & kraken updated

* All exchanges updatd

* return correct error for disabled websocket

* don't disconnect client on invalid json

* updated router internal logging

* log.Fatal to t.Error for tests

* Changed from fatal to error failure to set maxprocs

* output ANSI codes for everything but windows for now due to lack of windows support

* added error handling to logger and unit tests

* clear wording on print -> log.print

* added benchmark test

* cleaned up import sections

* Updated logger based on PR requests (added default config options on failure/setting errors)

* ah this should fix travici enc config issue

* Load entire config and clear out logging to hopefully fix travisci issue

* wording & test error handling

* fixed formatting issues based on feedback

* fixed formatting issues based on feedback

* changed CheckDir to use mkdirall instead of mkdir and other changes based on feedback
2019-01-08 21:56:22 +11:00
cranktakular
4a879bf1a1 Config.go testing (#196)
More coverage for GetExchangeBankAccounts test
More coverage for UpdateExchangeBankAccounts test
Adding CheckClientBankAccounts test
Fixing bug in CheckClientBankAccounts
Adding CheckCommunicationsConfig test
Fixing bugs in CheckCommunicationsConfig
Adding CheckPairConsistency test
Removing superfluous commas
More coverage for GetForexProviderConfig test
More coverage for GetPrimaryForexProvider
2018-10-30 15:55:50 +11:00
Adrian Gallagher
a94d88debf Update config test code 2018-10-19 00:07:42 -07:00
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
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
Marco Franssen
0f209165d5 Improved code quality (#154)
* Removed package-lock.json form gitignore as it ensures specific package versions

* Updated all @angular web dependencies

* Resolved tslint errors using autofix option

* Resolved some more tslint issues

* Added lint scripts to package.json to easy lint the ts files

* Updated codelyzer and tslint

* Run web on travis using node 10 and run the lint task

* Resolved some more tslint issues after upgrading tslint and codelyzer

* Resolved golint issues with regards to exchange comments

* Resolved spelling errors shown by goreportcard.com

* Resolved gofmt warnings using goreportcard.com

* Resolved golint issue by removing unrequired else statement

* Refactored slack.go to reduce cyclomatic complexity

* Fixed govet issue where Slack was passed as value instead of reference
2018-07-18 15:46:47 +10:00
Ryan O'Hara-Reid
ed675bde30 Add bank details support 2018-07-12 12:25:07 +10:00
Ryan O'Hara-Reid
9d0616d8cf New communications package
Support for Slack, SMSGlobal, SMTP and Telegram

Supersedes: https://github.com/thrasher-/gocryptotrader/pull/126
2018-06-08 14:09:36 +10:00
Ryan O'Hara-Reid
58051b89c7 New package provider for foreign exchange rates.
Fixes issue: https://github.com/thrasher-/gocryptotrader/issues/131
Supersedes: https://github.com/thrasher-/gocryptotrader/pull/123
2018-06-06 21:05:17 +10:00
Adrian Gallagher
4903c788b1 Use key derivitive function for encryption/decryption of config data
Fixes https://github.com/thrasher-/gocryptotrader/issues/115
2018-06-04 18:43:13 +10:00
Adrian Gallagher
c0ccc901dc Fix GoReport issues 2018-03-26 12:18:19 +11:00
Ryan O'Hara-Reid
e57aa817dc Added support for Bitflyer exchange 2018-02-09 11:00:58 +11:00
Adrian Gallagher
e8f8e32609 Add/improve common string functions, currency pair handling, fix LBTC orderbook amount 2018-02-08 12:00:55 +11:00
Adrian Gallagher
5f10897b5b Bump number of exchanges supported 2018-02-07 13:11:57 +11:00
Bret Palsson
71333b29c7 Add Exchange: HitBTC 2018-02-04 00:53:22 -08:00
Adrian Gallagher
fca7e5e59a Update tests, config files and README.md 2018-02-03 15:18:12 +11:00
Ryan O'Hara-Reid
28bd0e52bc Added support for Binance exchange 2018-02-01 16:39:26 +11:00
Ryan O'Hara-Reid
3b8835d995 Added support for Bithumb exchange 2018-01-31 14:44:52 +11:00
Adrian Gallagher
784e9e48f5 Link up OKEX and fix config test 2018-01-29 20:52:00 +11:00
Adrian Gallagher
5a2c81346c Added helper functions, exchange method to set currencies and bug fixes 2018-01-18 12:45:19 +11:00
Adrian Gallagher
5dc6df72aa Improvements in config, currency, exchange, pair and helper code 2018-01-17 13:42:09 +11:00