* 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>
* update acccount ratelimits and added missing endpoints
* completed mapping missing trade accoung REST endpoints and Rate Limit
* added orderbook trading missing REST endpoints
* Added few missing endpoints and unit tests
* Completed grid trading and signal bot trading with unit tests
* Added Recurring Buy endpoints and corresponding unit tests
* Added copy trading endpoints and unit tests
* added newly added block trading and spread endpoints
* completed mapping spread endpoints
* Added new endpoints and unit tests
* Added round 1: Okx types and converts update.
* Update endpoints handling and types update
* Removed constants, updated unit tests, and updated endpoint methods
* Slight endpoint and unit test update
* Added spread and other websocket endpoints and update
* completed Spread WS Orderbook handler
* Added missing spread channels and handlers
* Adding Bussinss websocket and missing subscriptions, update unit tests, and endpoints
* Added spread endpoints to wrapper and unit tests update
* Added missing websocket subscriptions and copy trading endpoints
* Added missing endpoints and re-organize business websocket handlers
* Docs update
* Endpoints code updates
* types, unit test and endpoints update
* Minor unit tests update
* spelling fix
* fix unit test issues
* Updating unit tests error handling
* Updating unit tests error handling
* Unit tests assertion handling update
* Unit tests update
* Resolve linter issues
* linter issues fix
* Orderbook unit test error fix
* Minor fixes
* Change on test handling and types
* Updating unit tests and cleanups
* Fix unit test issues
* Add ratelimit test and update unit tests and methods
* Update method parameters and error declarations
* Added lending endpoints, unit tests, and update endpoint methods and error declarations
* Update ratelimiters, add missing lending and trading endpoints and unit tests
* Update websocket authentication and subscription handling
* Minor update to unit test and types
* Types, error handling, and other minor updates
* Update unit tests and endpoint functions
* error declarations update and unit tests
* Overall update on unit endpoint, unit tests, and types
* Adding review fixes
* Update on endpoints, order types, and unit tests
* Update unit tests and endpoint functions
* Update on endpoint and update missing parameters
* Implemented and tested newly added trading endpoints
* endpoints update and unit tests
* Update missing endpoints and update overall code
* added and testing funding and fiat related endpoints
* Update on convert and fiat related endpoints
* linter fix, types, endpoints, and unit tests update
* linter issues fix
* revert changes on tempos
* Fix Panic and update websocket auth calls handling
* config linter issue fix
* Fix panic issues and update unit tests
* Fix race condition, TestAllExchangeWrappers unit test issues
* Fix withdrawal manager test issue
* Rename ClosePositionForContractrID --> ClosePositionForContractID
* Rename ClosePositionForContractrID --> ClosePositionForContractID
* Fix error
* endpoints update and fix unit test issues
* added unit tests, updated comments, and code sections
* revert change in defaultSubscriptions
* few types comments update
* Minor changes
* remove lending endpoints
* rm mistakenly added code
* fix unit test
* minor unit test fix
* Adding offline error tests, update endpoints function, config update
* Update unit test coverage for offline error handliing
* Updating wrapper algo order coverage, endpoint calls, and unit tests
* Updating wrapper trade functions to accomodate algo orders
* update wrapper unit tests
* Fix wrapper order functions offline errors handling
* Tested and updated wrapper order functions
* Address review comments
* update order unit tests, and okx endpoint functions
* finalize affected order, endpoint, and margin endpoints
* Slight change on margin unit test
* fix margin unit test issues
* Minor change on unit test
* updates on contract settlement and future contract wrapper function
* add test coverage for contract functions and minor fix on wrapper
* Overall update and unit testing
* codespell, unit tests, type declaration and naming, and code-structure updates
* margin types value and validation function fix
* Update tests and helper funcs
* Improve test coverage
* helper functions and unit tests update
* Fix margin unit test
* Minor review updates
* minor fix on if statement
* Update helper functions
* error handling and functions naming update
* update comment
* minor error return fixes
* minor unit test fix
* Minor fix on spread websocket orders handling
* codespell fix
* skip orderbook depth with incomplete price
* skip orderbook depth with incomplete price
* Assets: Fix LinearContracts support
* Assets: Fix False positives with IsValid
supportedFlag&a is true for every even number, making the test pretty
close to meaningless.
[This
fix](5b33bc5324)
was a viable fix maintaining bit shifted iota, but there's no benefit to
it at all.
Simplifying.
* types and orderbook handling fix
* Minor types and endpoints update
* Minor fixes on Kucoin
* Add benchmarking test
* Unit tests update and minor endpoints update
* Adding updates and newly added endpoints
* Add and correct funding, withdrawal, and deposit endpoints
* linter and codespell fix
* Adding and correcting spot trading endpoints
* Completed Spot HF endpoints
* Minor fix
* Added OCO and Margin HF trade and other endpoints
* Adding missing endpoints
* Updating Isolated margin, margin v3, and v3market lending endpoints
* minor codespell fix
* Completed adding and fixing futures endpoints
* wrapper update and fix unit tests
* Updating endpoint ratelimits
* Complete ratelimiter setup and endpoint functions update
* Unit test configuration and update
* fix linter issue
* Added a ratelimiter test and heavy update on unit tests
* Adding websocket update based on ChangeLog
* Added newly added Earn General, Kucoin Earn and Staking endpoints
* Added VIP lending endpoints
* Minor linter and endpoints fix
* Added unit tests, publicised functions, and minor updates
* Update on wrapper funcs, unit tests, and other methods
* Enexport exchange specific websocket methods
* remove deprecated topic
* Update wrapper based on Type, add and fix unit tests
* Added a margin configuration endpoint and unit test
* Update methods, types, and unit tests
* Update error declaration and handling unit tests
* Update method parameters and error handling
* Updating unit tests and error handling
* Update methods arguments, added and update unit tests
* Fix unit tests and wrapper methods
* Resolving unit test issues and fix faulty endpoints
* Fix on unit tests and working on passphrase errors
* Minor fixed on websocket and endpoint url
* comment and wrapper filters issue fix
* Unit tests and other minor updates
* Update wrapper functions, endpoint methods, and unit tests
* change require to change on two unit tests
* Update unit tests, types, and endpoints
* Refine and update wrapper tempo for minor adjustments
* Remove code that enabled logging
* Update wrapper functions, missing endpoints, response and parameter values, and unit tests
* removed High-frequency orders from wrapper functions, and updated unit tests and types
* Added missing fields and minor update on wrapper
* Update types
* Update tests and websocket channels
* Update unit tests and methods error returns
* CI/build: Update Go version, linters and fix minor issues
* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
* 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
* gateio: fix spot deployment issue
* fix status bug add test
* to actual return type
* fix linter
* ch type
* glorious: nits
* rm space
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* gateio: fix unmarshal bug and update fields
* gateio: fix wrapper function function, add helper methods
* update order types and add kucoin wrapper fix
* currency pairs
* Add tests
* gateio; inspect error and continue for no funds in account, kucoin: fetch all settlement amounts
* futures: order fixit
* finish off gateio updates for market orders
* cute line
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* glorious: nits - filter by pair match and fix bug where the endpoint returns details instead of message
* Add fix for leverage check (non-merge) my ip has been blocked from gateio still... scammmmmmmm
* glorious: nitters
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* CI/build: Update Go version, linters and fix minor issues
* Bump golangci-lint to v1.56.1
* BinanceUS: Make uint usage consistent
* Throw blank identifiers into the trash
* Adding Bybit public endpoints
* Completed adding market endpoints
* Added trade endpoints
* Adding position endpoints
* completing position endpoints
* Adding Pre-upgrade endpoints
* Completed adding Pre-upgrade and Account endpoints
* Added asset endpoints
* Added user endpoints and unit tests
* Adding spot leverage and margin trade endpoints
* spot margin trade added
* added spot-margin-trade, institutional lending, c2c lending, and broker
* Adding wrapper funnctions
* Working on wrapper public methods
* Added wrapper functions and unit tests
* Added websocket support with unit tests
* Update websocket handlers and added rate-limiter
* wrapper function, websocket handlers, and linter issues fixe
* unit tests fixes and codespell correction
* Update documentation
* Minor websocket handling fix and URL consts merging
* types, unit test other updates
* Updated websocket and methods based on review
* Added GetFeeByType method with unit test and fixes
* add filter for Unified and Normal endpoints
* Mock recording and unit tests update
* minor linter issue fix
* websocket and rest tests and fix
* change asset types and wrapper methods update
* rm: forgotten panic message
* endpoints, websocket and unit tests update
* Added and updated endpoints and unit test
* linter and spell fix
* unit test and orders update
* Update on endpoints, fields, config pairs and formating, and unit tests
* minor update on responses
* Fix unit test and types
* Unit tests, models, and wrapper issues fix and mock test recording
* rm print statement
* Fix issue, add FundingRate wrapper func, mock record
* minor type and unit test update
* Update on order handling and unit test
* Minor test
* Minor fix in wrapper
* unit tests update, recording, and documentation update
* Unit tests and minor wrapper function update
* minor unit test fix
* Added newly added endpoints, unit tests, and mock recording
* Rename GetInstruments -> GetInstrumentInfo
* doc update
* Minor unit tests update
* Minor unit test and wrapper update
* Fix linter issue
* Add unit test and minor updates
* Revert websocket error declaration
* Revert websocket error declaration
* Balace --> Balance
* Fix config issues
* Added next funding time minor fix
* Update GetLatestFundingRates and record mock test data
* Added LatestFundingRate time
* Fix test issue of TestAllExchangeWrappers
* config pairs update
* configtest spot pairs update
* Minor update on options UpdateOrderExecutionLimits wrapper func
* Linter issue fix and added new currency codes
* Added new currency codes
* Update bybit pairs in config_example
* config assets pair format update
* 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
* Okx: Fix WS order fields
* Fixes float64 with string annotation erroring on empty strings:
Okx Order Push Data error json: invalid use of ,string struct tag, trying to unmarshal "" into float64
Specifically this came from px field from a market order
* Switch to convert.StringToFloat64 instead of okxNumericalValue
* Fix typo in Notional* field names; Ironically prevented them from erroring
* Okx: Add tests for first order fields
* Okx: CID and maybe set WS order Filled time
* Tests: Set TestFixtureToDataHandler to t.Helper
* Orders: Add UnmarshalJSON to order.Side
* Okx: Fix FillTime not parsed for PendingOrder
* Okx: Switch to order.Side Unmarshal throughout
* Okx: Add Fee and FeeAsset to order processing
* Okx: Fix WS order.Detail amounts and Test
This fixes Amount vs QuoteAmount for market sells where tgtCcy is
quote_ccy
* Add comment to order.Side.UnmarshalJSON
* Okx: Replace PendingOrderItem Unmarshal with local types
* Okx: string type for WS order reduceOnly
Note: Not yet in unit tests, since it's not part of the spot tests I was
originally fixing. I'll circle back to adding full test support for
Reduce only and deleveraging positions.
* Okx: Fix TestOrderPushData Amount
We were expecting 0 when we're given a quoteAmount
In reality, we'll calculate the size from the price
* Okx: Fix order and remAmount in wsOrders
Improved handling for Float64 issues and boundaries when the order is
fully executed but not yet marked as Filled
* Fix ErrSideIsInvalid 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>
* init
* updates config
* wrapper configuration
* updates exchange readme
* adds SendAuthHTTPRequest and SendHTTPRequest
* adds ratelimit file
* adds test case and minor fixes
* improve error handling
* update testcases and improve GetSymbols API
* adds SPOT API's
* minor fix
* WIP
* WIP
* adds test case
* adds check in test case
* fixes in Auth. HTTP
* improvements
* adds trade, kline support and testcases
* adds SPOT API and testcases for same
* adds SPOT API and testcases
* adds SPOT API and testcase
* WIP
* adds API's
* adds API's
* adds test cases
* adds comment to exported data types
* adds API and test cases
* adds API
* adds API
* rearrange functions
* WIP: adds API
* adds API for Post Order SPOT
* adds API and few fixes
* fixes
* WIP
* WIP
* add PostBulkOrder API and its test case
* fix issues
* adds cancel order APIs and test cases for same
* add minor test fixes
* add API
* adds API
* fixes
* add API
* adds API and test cases
* fix test
* adds API
* adds test
* fix test
* adds API and test
* adds deposit API and test cases
* WIP
* adds API and test cases
* WIP
* WIP
* add public future API and test cases
* WIP
* remove v2 API and replace them with v1
* update test cases
* adds future order API and test cases
* adds futures order API
* adds API
* add API and test cases
* adds API and test cases
* adds API and test cases
* adds API and test cases
* Adding wrapper functions
* Fix on wrapper function
* Adding websocket support
* Complete addressing WS push datas
* Adding spot push data unit tests
* adding futures websocket push data handlers
* Adding futures websocket push data handlers
* Added unit tests
* Updating unit tests
* Updating wrapper and unit test functions
* Adding missing wrapper functions and code cleaning up
* Resolved linter issues
* Fixing websocket issues
* Fixing websocket issues
* Slight fix on config_example file
* Minor update
* Basic nits updates
* Fix minor linter issues
* Minor update
* Minor unit test update
* Minor unit test update
* Code update and linter issues fix
* Removed unnecessary type conversion codes
* Monor update based on review comment
* Fix based on review comments
* Adding rate-limiter
* Websocket update and overall minor fixes
* Removed IsAssetTypeEnabled method implementation
* Fix connection and formatting issues
* Updating orderbook issues
* Very minor label fix
* Minor error returning fix
* code cleaning up and minor spelling fix
* Updates on unit test
* Update on unit tests and slight code structure
* unit test update
* orderbook update and minor fix
* fix on race
* Mini linter fix
* fix minor parameter and unit test issues
* handler funcs and models update
* Fixing websocket and unit test issues
* order side string for active orders
* Fix on websocket and unit tests
* Minor type changes
* Minor Orderbook fix and unit test update
* Small fix on orderbook
* Updating orderbook functionality
* FIx on websocket orderbook handlers
* Small update on kucoin websocket
* fix missed review comments
* fix based on review comments
* Updating websocket orderbook and fixing unit tests
* Minor fixes
* unit test update
* Updating unit test according to enabled asset type
* toggle canManipulateRealOrders const
* Unit test update
* Fix minor issues
* minor fix
* documentation fix
* wrapper coverage and unused params fix
* testing and minor changes
* documentation, websocket and unit test update
* minor linter fix
* Websocket spot/margin subscription update
* minor ticker update fix
* minor fixes on endpoints
* timestamp and number convert method and unit tests
* timestamp convert minor update
* minor type and conversion fix
* create a common timestamp convert and fix minor issues
* linter and ticker fix
* Updating unit tests and order placing endpoint methods
* Added a pairs check
* Fix config test error
* rm unused error variable
* Fix source of linter issue
* code update: convert, wrapper and websocket fix
* minor code update
* Websocket code and unit tests update
* Websocket ticker ask/bid type change and small error msg fix
* docs update
* fix: websocket orderbook handling
* change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update
* Minor func rename and reciever change
* Minor orderbook unit test issue fix
* comment: about why we used a random delimiter '-' for futures
* update config files and FetchTradablePair func for futures pairs
* futures config pairs update
* remove ConnextionMonitorDelay from websocket setup
* fix on types and futures pair conversion
* updating config pairs
* change NewPairFromString to DeriveFrom
* unit tests update
* unit tests update
* Added TickerBatching
* added GetStandardConfig to GetDefaultConfig
---------
Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com>
* init
* surprise train commit
* basic distinctions
* the terms of binance are confusing
* renames and introduction of allocatedMargin
* add new margin funcs
* pulling out wires
* implement proper getposition stuff
* bad coding day
* investigate order manager next
* a broken mess, but a progressing one
* finally completes some usdtmargined stuff
* coinMfutures eludes me
* expand to okx
* imports fix
* completes okx wrapper implementations
* cleans and polishes before rpc implementations
* rpc setup, order manager features, exch features
* more rpc, collateral and margin things
* mini test
* looking at rpc response, expansion of features
* reorganising before the storm
* changing how futures requests work
* cleanup and tests of cli usage
* remove silly client side logic
* cleanup
* collateral package, typo fix, margin err, rpc derive
* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR
* fix binance order history bug
* niteroos
* adds new funcs to exchange standards testing
* more post merge fixes
* fix binance
* replace simepletimeformat
* fix for merge
* merge fixes
* micro fixes
* order side now required for leverage
* fix up the rest
* global -> portfolio collateral
* Update exchanges/collateral/collateral_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* adds fields and todos
* rm field redundancy
* lint fix oopsie daisy
* fixes panic, expands error and cli explanations (sorry shaz)
* ensures casing is appropriate for underlying
* Adds a shiny TODO
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* starting public endpoints
* Adding public endpoints
* added public spot market endpoints
* websocket subscriptions updates
* websocket push data handlers completing
* linter fix
* Added funding private endpoints
* Adding authenticated account endpoints
* Added fiat and OTC-RFQ authenticated endpoints
* trading authenticated endpoints
* completing trade endpoints and add public wrapper endpoints
* Authenticated wrapper functions and corresponding unit test
* Adding authenticated websocket endpoint and fixing wrapper functions
* Documentation and exchange websocket update
* update websocket orderbook checksum handling
* linter issues fix and unit test update
* remove invalid orderbook endpoint and unit test
* Documentation, handlers, and model types update
* minot fix
* Minor fixes
* Updating unit tests and added missing endpoints
* Add missing credential check
* Minor unit test fixes
* fix minor linter issue
* add snaphot test unit test
* Fix on update checksum and documentation update
* update exchange, add UpdateOrderExecutionLimits, and update documentation
* Minor fix on tickers fetching
* Minor websocket fix and smaill unit tests
* Minor websocket and naming fixes
* uncomment default channels
* Fix type and unit test issues
* websocket channels and data handling update
* Update Advanced-Algo websocket handling and minor fixes
* documentation and minor code fixes
* Fix name changes
* documentation contribution update
* intervalToString method update
* fix exchange_wrapper_standard tests
* Fix minor issues based on exchange_wrapper_standards_test
* Fix wrapper extended candlestick check
* websocket orders fetching error check method update
* Exchange name check and change
* docs: Add missing contributors
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* fixes tests
* pair formats and extra fixes
* quick change before shazbert sees
* sneaky lint
* adds bybit mock testing and fixes test
* whoops
* error response instead
* classic forgetting to lint
* bybit live test no longer auto-records results
* ty thrasher- Update exchanges/bybit/bybit_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@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
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better
* zb: forgot to save?
* linties: fixies
* linties: word change as well.
* nitters: glorious
* buts
* nitters: fix glorious bug
* Update common/common.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* nitters: shifty
---------
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>
* public endpoints methods added
* Completing mapping REST endpoints
* Binanceus Wrapper methods -Partially
* Binanceus Wrapper methods -Partially
* BinaWra functions with test funs; Not Completed
* Finalizing wrapper methods & test
* Fix & Complete wrapper functions
* Finalizing wrapper methods & test
* Adding Stream Datas
* WS Test functions
* CI: Fix golangci-lint linter issues
* CI: Fix reverting unnessesary changes and type conversion issues
* CI: Fix reverting unnessesary changes and type conversion issues
* Adding Public endpoints and tests
* Adding Market and Public Endpoints
* Adding Public endoints
* Public Trading Endpoints & Authenticated Trade order methods
* Adding Authenticated Methods and Tests
* Adding algo and Funding Authenticated endpoints
* Adding funding trading endpoints and correspondint tests
* adding authenticated endpoints
* Completing Block Trading endpoints and added subaccount endpoints
* Completing sub account and grid Trading endpoints
* Adding Rate Limit and missing endpoints
* Wrapper and Websocket handlers
* Fixing Websocket Test and Push Data Handler Issues
* Fixing Websocket Test and Push Data Handler Issues
* Fixing linter issues, package dependency, and other slight tempos
* Fixing linter and slight tempos
* Update on test functions, and Rest and Websocket Endpoint handlers
* Remove okex, adding comments, and slight fixes on endpoints.
* Fixing linter issues and adding comments
* Slight code changes, updating documentation, and n and linter issues
* Fix context and configuration endpoint issues
* slight fixes on config and test files
* adding some missing test and fix linter issues
* fix linter issue
* Slight fixes on code structure, shorthand exp,and ot and other
* Fix slight linter issue
* Slight code fixes and fixing linter issues
* fixing linter iissues
* fixing linter iissues
* slight linter issue fix
* slight linter issue fix
* Fix on models, type convert funcs and endpoints
* Adding Error messages map and update of models
* Fix on error message string and linter issues
* Fix slight linter issue
* Fix slight linter issue
* Fixing type converts, models, and linter issues
* Adding Ws fixes
* Slight fix on websocket and other issues
* Adding slight websocket fixes
* Remove 'books5' channel default subscription
* Small changes on default subscription and checksum
* Fix slight websocket tempos
* Fix Wrapper function tempost and linter issues
* Resolving slight naming and other issues
* Resolve slight pointer issues
* resolve slight linter issues
* Resolve config files issue
* Update websocket and wrapper funcs with test and docs
* fixs on websocket multiplexer, types, and other slight issues
* fix slight linter issues
* slight update on web-socket orderbook and tickers
* fix slight issues and websocket runtime errors
* Slight unit test fix and assing simple semaphore
* FIx race issue
* Update on authenticated endpoints
* Fix wsSetupRun check in websocket 'setupWsAuth' func
* Update wsSetupRun check in websocket 'setupWsAuth' func
* Slight update on websocket handling
* Fix some race conditions
* fix slight tempos
* fix authenticated test issues
* Update on conditional statements
* slight update on unit test
* fix unit test tempos
* Fix slight tempos
* Change check map from struct valued to bool valued
* slight fix trial
* Slight unit test update
* Fix websocket timeout error
* Updating websocket subscription endpoints, and unit tests
* update unit tests
* Slight issue on wrapper method 'GetActiveOrders'
* Overall code update
* Addressing missing review comments
* Fix unit test tempo and linter issue
* Monor fix
* Slight update
* Slight unit test fix
* Slight fixes
* Slight fixes
* Fixing on missing review comments
* Adding WS Fixes
* slight fix
* Monor fix on unit test
* Minor convert issue
* Minor change on WS
* Monor logic fix
* Fix code structure and logic issues
* Fixing small typos
* fix slight data format issue
* Update on trade and order wrapper methods
* Adding slight update
* fix on order detail
* Slight update on FetchTradablePairs wrapper method
* Slight update on wrapper
* Update on deserialization and other slight issues
* Final update
* Resolve missing review comments
* Slight update on config and unit test
* minor fix on GetDepositAddress param
* Minor fix
* Adds basic PoC for calculating/retrieving position data
* A very unfortunate day of miscalculations
* Adds position summary and funding rate details to RPC
* Offline funding rate calculations
* More helpers, more stats, refining data, automated retrieval
* Adds new rpc server commands and attempts some organisation
* lower string, lower stress
* Adds ordermanager config. Fleshes outcli. Tracks positions automatically
* Adds new separation for funding payments/rates
* Combines funding rates and payments
* Fun test coverage
* ALL THE TESTS... I hope
* Fixes
* polishes ftx tests. improves perp check. Loops rates
* Final touches before nit attax
* buff 💪
* Stops NotYetImplemented spam with one simple trick!
* Some lovely little niteroos
* linteroo
* Clarifies a couple of errors to help narrow likely end user problems
* Fixes asset type bug, fixes closed position order return, fixes unset status bug
* Fixes order manager handling when no rates are available yet
* Continues on no funding rates instead. Removes err
* Don't show predicted rate if the time is zero
* Addresses scenario with no funding rate payments
* Bug fixes and commentary before updating maps to use *currency.Item
* Adds a pair key type
* Polishes pKey, fixes map order bug
* key is not a property in the event someone changes the base/quote
* Adds improvements to order processing...Breaks it all
* Shakes up the design of things by removing a function
* Fixes issues with order manager positions. Limits update range
* Fixes build issues. Identification of bad tests.
* Merges and fixes features from master and this branch
* buff linter 💪
* re-gen
* proto regen
* Addresses some nits. But not all of them.
* Fixes issue where funding rates weren't returned 🎉
* completes transition futures tracking to map[*currency.Item]map[*currency.Item]
* who did that? not me
* removes redundant check on account of being redundant and unnecessary
* so buf
* addresses nits: duplications, startTime, loops, go tidy, typos
* fixes minor mistakes
* fixes 🍣🐻 changes to int64
* Adds lending rates/borrows to FTX and the command
* Movements, renames, rpc test
* Fleshing out rpc response
* Allows rpcserver to calculate offline (but not gctcli). Expands tests
* rn structs. add exchange_wrapper_issues support
* Adds a nice yearly rate
* Surprise yearly borrow rate!
* Rn+Mv to margin package. Fixes some serious whoopsies
* Adds average lend/borrow rates instead of sum
* rm oopsie whoopsie
* This is what the linter was having an issue with
* re-gen
* lintl
* niteroos
* implements futures functions and GRPC functions on new branch
* lint and test fixes
* Fix uneven split pnl. Adds collateral weight test. docs. New clear func
* Test protection if someone has zero collateral
* Uses string instead of double for accuracy
* Fixes old code panic
* context, match, docs
* Addresses Shazniterinos, var names, expanded tests
* Returns subaccount name, provides USD values when offlinecalc
* Fixes oopsie
* Fixes cool bug which allowed made up subaccount results
* Subaccount override on FTX, subaccount results for collateral
* Strenghten collateral account info checks. Improve FTX test
* English is my first language
* Fixes oopsies
* Adds some conceptual futures order details to track PNL
* Initial design of future order processing in the backtester
* Introduces futures concept for collateral and spot/futures config diffs
* Fixes most tests
* Simple designs for collateral funding pair concept
* Expands interface use so much it hurts
* Implements more collateral interfaces
* Adds liquidation, adds strategy, struggles with Binance
* Attempts at getting FTX to work
* Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check
* Successfully loads backtester with collateral currency
* Fails to really get much going for supporting futures
* Merges master changes
* Fleshes out how FTX processes collateral
* Further FTX collateral workings
* hooks up more ftx collateral and pnl calculations
* more funcs to flesh out handling
* Adds more links, just can't fit the pieces together :(
* Greatly expands futures order processing
* Fleshes out position tracker to also handle asset and exchange +testing
* RM linkedOrderID. rn positioncontroller, unexport
* Successfully tracks futures order positions
* Fails to calculate PNL
* Calculates pnl from orders accurately with exception to flipping orders
* Calculates PNL from orders
* Adds another controller layer to make it ez from orderstore
* Backtester now compiles. Adds test coverage
* labels things add scaling collateral test
* Calculates pnl in line with fees
* Mostly accurate PNL, with exception to appending with diff prices
* Adds locks, adds rpc function
* grpc implementations
* Gracefully handles rpc function
* beautiful tests!
* rejiggles tests to polish
* Finishes FTX testing, adds comments
* Exposes collateral calculations to rpc
* Adds commands and testing for rpcserver.go functions
* Increase testing and fix up backtester code
* Returns cool changes to original branch
* end of day fixes
* Fixing some tests
* Fixing tests 🎉
* Fixes all the tests
* Splits the backtester setup and running into different files
* Merge, minor fixes
* Messing with some strategy updates
* Failed understanding at collateral usage
* Begins the creation of cash and carry strategy
* Adds underlying pair, adds filldependentevent for futures
* Completes fill prerequsite event implementation. Can't short though
* Some bug fixes
* investigating funds
* CAN NOW CREATE A SHORT ORDER
* Minor change in short size
* Fixes for unrealised PNL & collateral rendering
* Fixes lint and tests
* Adds some verbosity
* Updates to pnl calc
* Tracks pnl for short orders, minor update to strategy
* Close and open event based on conditions
* Adds pnl data for currency statistics
* Working through PNL calculation automatically. Now panics
* Adds tracking, is blocked from design
* Work to flesh out closing a position
* vain attempts at tracking zeroing out bugs
* woww, super fun new subloggers 🎉
* Begins attempt at automatically handling contracts and collateral based on direction
* Merge master + fixes
* Investigating issues with pnl and holdings
* Minor pnl fixes
* Fixes future position sizing, needs contract sizing
* Can render pnl results, focussing on funding statistics
* tracking candles for futures, but why not btc
* Improves funding statistics
* Colours and stats
* Fixes collateral and snapshot bugs
* Completes test
* Fixes totals bug
* Fix double buy, expand stats, fixes usd totals, introduce interface
* Begins report formatting and calculations
* Appends pnl to receiving curr. Fixes map[time]. accurate USD
* Improves report output rendering
* PNL stats in report. New tests for futures
* Fixes existing tests before adding new coverage
* Test coverage
* Completes portfolio coverage
* Increase coverage exchange, portfolio. fix size bug. NEW CHART
* WHAT IS GOING ON WITH PNL
* Fixes PNL calculation. Adds ability to skip om futures tracking
* minor commit before merge
* Adds basic liquidation to backtester
* Changes liquidation to order based
* Liquidationnnnnn
* Further fleshes out liquidations
* Completes liquidations in a honorable manner. Adds AppendReasonf
* Beginnings of spot futures gap chart. Needs to link currencies to render difference
* Removes fake liquidation. Adds cool new chart
* Fixes somet tests,allows for zero fee value v nil distinction,New tests
* Some annoying test fixes that took too long
* portfolio coverage
* holding coverage, privatisation funding
* Testwork
* boring tests
* engine coverage
* More backtesting coverage
* Funding, strategy, report test coverage
* Completes coverage of report package
* Documentation, fixes some assumptions on asset errors
* Changes before master merge
* Lint and Tests
* defaults to non-coloured rendering
* Chart rendering
* Fixes surprise non-local-lints
* Niterinos to the extremeos
* Fixes merge problems
* The linter splintered across the glinting plinths
* Many nits addressed. Now sells spot position on final candle
* Adds forgotten coverage
* Adds ability to size futures contracts to match spot positions.
* fixes order sell sizing
* Adds tests to sizing. Fixes charting issue
* clint splintered the linters with flint
* Improves stats, stat rendering
* minifix
* Fixes tests and fee bug
* Merge fixeroos
* Microfixes
* Updates orderPNL on first Correctly utilises fees. Adds committed funds
* New base funcs. New order summary
* Fun test updates
* Fix logo colouring
* Fixes niteroonies
* Fix report
* BAD COMMIT
* Fixes funding issues.Updates default fee rates.Combines cashcarry case
* doc regen
* Now returns err
* Fixes sizing bug issue introduced in PR
* Fixes fun fee/total US value bug
* Fix chart bug. Show log charts with disclaimer
* sellside fee
* fixes fee and slippage view
* Fixed slippage price issue
* Fixes calculation and removes rendering
* Fixes stats and some rendering
* Merge fix
* Fixes merge issues
* go mod tidy, lint updates
* New linter attempt
* Version bump in appveyor and makefile
* Regex filename, config fixes, template h2 fixes
* Removes bad stats.
* neatens config builder. Moves filename generator
* Fixes issue where linter wants to fix my spelling
* Fixes pointers and starts
* 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>
* orders: add method to Limit to retrieve order execution limit snapshots
* currency/btcmarkets: add error and update field name to standard
* linter: fix
* limts: don't return pointer
* limit: Add notes
* glorious: nits
* linter: fix
* limit: reinstate nil check
* exchanges: change field names to be more consistent (@thrasher-) suggestion
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* ordermanager: fix residual test issue from #917 and reduce some racey action
* glorious: nits; also removed functions that weren't being used and were unexported
* rm: pew
* linter: fix issues
* glourious: nits
* credentials: fix test issue with racey racey horse basey
