Commit Graph

1080 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Scott
242b02c382 (Engine) Bugfix: Unlocking an unlocked mutex PANIC + Increase dispatcher job capacity via commandline (#371)
* Removes lock unlock timer and instead sets unlocks between getting a nonce and sending a payload. Increases dispatch channel buffer to deal with len(enabledCurrencies) > ~100

* Adds additional comments to help explain the situation

* Fixes bug that could unlock mutex too early

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

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

* Adds new cmd parameter "dispatchjobbuffer"

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

* Happy little linters

* Renames jobBuffer and all related instances to jobs limit

* Tiny error message update

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

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

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

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

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

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

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

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

* Removes import cycle via duplicate structs.

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

* Increase coverage in code.go

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

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

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

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

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

* imports and casing

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

* Update patherinos and spacing fixes

* Consistent namerinos

* Fix spelling mistakes

* Add fancy headers

* Uperaterinos

* Fix feedback nitterinos
2019-10-21 13:09:56 +11:00
Andrew
92147cdc5f (Engine): Database system improvements (#358)
* Migrated to goose & sqlboiler

* create tests with sqlboiler

* code clean up

* Added gct -> sqlboiler config gen

* dropped pgx support

* dropped pgx support because who needs connection pools

* reenable sqlite audit tests

* first pass of migration changes

* stuff is broken :D

* sqlboiler :D

* end of date commit

* Added comments code clean up

* revert go module files back to upstream

* bug fix

* pushed go.mod update to use correc goose version

* renamed sqlite to sqlite3 for consistency across codebase and PR feedback changes

* makefile updates

* things are broken end of day commit

* added postgresql test

* use correct database name

* travis fixes for env vars

* travis fixes for env vars

* test fixes

* run migration on test setup

* test adding postgres support to appveyor

* Skip tests on appveyor due to issues with missing binaries

* oh yeah i have to support windows don't i

* bumped goose version up

* add postgres to osx

* fix travis config as osx does not support services move spin up to before_script

* added PGDATA path fix

* pass PG_DATA to pg_ctl

* added initdb to before install

* fixes to wording and bumps up goose version

* who needs ssl anyway

* moved ssl to correct section :D

* bumped goose version up

* unbreak travis

* unbreak travis

* fix if database is disabled in config

* move strings to consts

* converted more strings to const

* improvements to sqlboiler mmodel gen

* Added contrib\sqlboiler file

* sqlboiler windows contrib fixes

* bumped goose version up

* :D whoops

* further fixes to sql models

* further fixes to sql models

* database type fix for config gen

* README update

* go.mod clean up

* added config details for appveyor

* appveyor ordering fix

* force psql9.6

* appveyor config changes

* all the environmen vars

* model changes for psql

* model changes for psql

* sqlite model fixes

* attempt at osx fix

* added error check for migration

* typos and check against goose error instead of string :D

* updated sqlboiler commit id

* bump sqlboiler version again

* set decimal package to @0bb1631

* readme and makefile updates

* bump goose version update readme and add override flag to config gen

* README typo fix and lowered inserts in test down to 20 as we are only testing that inserts work running 200 was unnecessary

* added gctcli command for audit event

* Added debug output toggle to config added both postgres & sqlite support to gctcli command

* Wording changes on errors

* set sqlite to 1 connection to stop locke database issues

* Usage update for order

* README updates with config examples

* go.mod/sum tidy

* removed lines in import second

* removed lines in imports

* convert local time to utc for database and display output

* go mod clean up and error checking to time

* renamed all packages to sqlite3

* added windows command output for sql model gen

* time conversion fix

* time conversion on gctcli
2019-10-08 15:28:31 +11:00
Adrian Gallagher
2a13551dd1 Minor QA changes
1) Add ability to enable all pairs using the new pair manager
2) Add abiity to enable/disable database subsystem via gRPC
3) Fix spelling mistakes
2019-10-04 19:31:04 +10:00
Scott
62a528a064 Bugfix/improvement: Orderbook/ticker update processing (#364)
* Greatly increases efficiency of web socket orderbook processing by minimising multiple map lookups. Changes buffer to use pointers. Ensures orderbook benchmarks are on equal footing and set correctly. Removes data race by not setting waitgroup adds inside go routine causing wait and add to happen simultaneously. Updates ticker and orderbook service to use a pointer var instead of map lookups when setting data.

* Removes misguided comment

* Removes waitgroups and goroutines for updating bids and asks for non-id orderbook updates via websocket. Updates benchmarks to be consistent
2019-10-04 16:24:29 +10:00
Adrian Gallagher
8ca1e5c36f Fix utils.AdjustGoMaxProcs
Since Go 1.5, Go will use the total number of logical processers that the
system has available. Caveats to this are if someone has set the
GOMAXPROCS env var set or wish to limit usage of the number of logical processers
between a range from 1 to NumCPUs
2019-10-03 10:45:59 +10:00
Ryan O'Hara-Reid
db317a2447 Engine: Dispatch service (#346)
* Added dispatch service

* Added orderbook streaming capabilities

* Assigned correct orderbook.base exchange name

* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming

* Add ticker streaming support through dispatch package

* Added in some more info on error returns for orderbook.go

* fix linter issues

* Fix some issues

* Update

* Fix requested

* move dispatch out of exchanges folder to its own independant folder

* Fix requested

* change orderbook string to tickers

* Limit orderbooks to 50 and made dispatch system more stateless in operation

* lower cases for update/retrieve/sub exchange name

* Adds in asset validation and lower case conversion on cli

* Remove comment

* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error

* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go

* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go

* Fix some issues

* change to start/stop service, added in service state change via cli, updated logger

* fix requested

* Add worker amount init spawning

* fix linter issues

* Fix more linter issues

* More fixes

* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system

* Moved all types to dispatch_types.go && remove panic

* Moved types into serperate file && improve test coverage

* RM unnecessary select case for draining channel && fixed error string

* Added orderbook_types file and improved code coverage

* gofmt file

* reinstated select cases on drain because I am silly

* Remove error for drop worker

* Added more test cases

* not checking error issue fix

* remove func causing race in test, this has required protection via an exported function

* set Gemini websocket orderbook exchange name
2019-10-03 09:47:37 +10:00
Adrian Gallagher
4a0fcc7f0f Fix exchange.go test after PR 2019-10-02 09:33:30 +10:00
Scott
c2a33300f5 Feature+Bugfix: Engine websocket management (#360)
* Initial commit tearing down the websocket connection management. The purpose is to remove the traffic monitoring and dropping as syncer.go is a better manager

* Adds a readwrite mutex and helper functions to minimise inline lock/unlocks and prevent races

* Creates new WebsocketType struct to contain all parameters required. Deletes WebsocketReset. Utilises ReadMessageErrors channel for all websocket readmessages to analyse when an error returned is due to a disconnect

* Fixes issue with syncer trying to connect while connecting

* Simplifies initialisation function for websocket. Reconnects and resubscribes after disconnection

* Adds WebsocketTimeout config value to dictate when the websocket traffic monitor should die. Default to two minutes of no traffic activity. Increases test coverage and updates existing tests to work with new technologic. RE-ADDS TESTS I ACCIDENTALLY DELETED FROM PREVIOUS PR

* Removes snapshot override as its always necessary when considering reconnections. Increases test coverage. Re-adds tests that were ACCIDENTALLY DELETED. Removes unused websocket channels. Bug fix for traffic monitor to shutdown via goroutine instead of killing itself

* Fixes gateio bug for authentication errors when null. Adds little entry to syncer for when websocket is switched to rest and then back, you get a log notifying of the return. Fixes okgroup bug where ws message is sent on a disconnected ws, causing panic. Renames setConnectionStatus to setConnectedStatus. Puts connection monitor log behind verbose bool

* Fixes lingering races. Fixes bug where websocket was enabled whether you liked it or not. Removes demonstration test

* Fixes log message, renames unc, removes comments

* Fixes data race

* Removes verbosity, ensures shutdown sets connection status appropriately

* Removes go routine causing CPU spike. Stops timers properly and resets timers properly

* Renames `WsEnabled` to `Enabled`. Increases test coverage. Fixes typos. Handles unhandled errors

* The forgotten lint

* With using RWlocks, removes the channel nil check and relies on !w.IsConnected() to prevent a shutdown from recurring

* Removes extra closure step in the defer as it causes all the issues

* Prevents timer channel hangups. Minimises use of websocket Connect(). Expands disconnection error definition. Removes routine disconnection error handling. Ensures only one traffic monitor can ever be run. Renames subscriptionLock to subscriptionMutext for consistency

* Extends timeout to 30 seconds to cover for non-popular exchanges and non-popular currencies

* Updates test from rebase to use new websocket setup function

* Fixes test to ensure it tests what it says it does
2019-10-02 09:06:52 +10:00
Adrian Gallagher
580190638c Increase exchange.go test coverage to 100% 2019-10-01 16:12:49 +10:00
Adrian Gallagher
6951b4c342 Start expanding test coverage for exchange.go and fix minor issues 2019-09-30 17:40:51 +10:00
Ryan O'Hara-Reid
e2d57540a6 Config overwrite bugfix (#363)
* Fix bug where on parsing an alternate new config it will overwrite main config.json in gct dir

* Stop movement of config.json file from root dir when a new config is parsed in

* Stop overiding config.json at gct dir with new config.json from root directory

* RM LN :D

* Fix bug where promptforconfig in config_encryption.go overwrites default config
Ensure periphery command packages do not interact or save over configuration
Ensure tests to not save over or change current testdata/config
2019-09-27 16:03:41 +10:00
Adrian Gallagher
6bdbe236c0 Rid GCT os.Exit's in packages outside of main 2019-09-27 15:18:54 +10:00
Adrian Gallagher
3b1c0825f4 Merge branch 'master' into engine 2019-09-26 11:35:18 +10:00
Adrian Gallagher
8a0c5f95d5 Remove HADAX exchange support (#362)
* Remove Huobi HADAX

* Remove Hadax from root_readme.tmpl
2019-09-26 09:39:28 +10:00
Scott
0493a215a6 Exchange wrapper test tool (#353)
* Initial commit which runs through all wrapper funcs for one of each currency pair for each asset type for each exchange and then outputs it all into a JSON file

* Fixes up data holding responses to allow for good json output after completion

* Starting work for reading credentials from a config. Some variable names are more appropriate

* Keys can now be read from keys.json and applied to exchanges. Fixes naming bug for console output

* Cleans up implementation. Uses templating to output some pretty html report

* Changes config to include a bank account to customise for withdrawals. Updates template for warnings for not implemented. Updates template to include jsonified parameters that are sent to the wrapper. Jsonifies the response so you actually understand whats returned.

* Adds bank for withdrawals. Adds wallet address for crypto withdrawals

* Adds ordersubmission configuration to config. Sets command line overrides. Adds lbank to config. Adds okgroup clientid to config.

* Adds missing comma

* Adds config to gitignore

* Removes because thats not how it works...

* Revert go mod changes

* Formatting for prettiness

* Adds asset type override

* Adds verbose, exchangesToExclude, filename CL flags. Removes wg redeclaration. Creates func to check to load exchange before its loaded. Removes double variables and uses flag.Stringvar instead

* Prettifies the JSON output

* Stringifies the []byteified jsonified wrapper response in the template

* Puts types in their own EXCLUSIVE types.go. LOWERCASES COMMAND LINE ARGUMENTS. Wraps vars in var so theres less vars to look at.

* Generates wrapperconfig.json on the fly if not present. Adds missing config fields and exchanges when not present. Saves config file on finish. Fixes some formatting on output when its just a number

* micro format update

* Changes printfs to printlns. Handles config error. Comments on types. Fixes lint issue with shadow err declaration

* Fixes linting issue, removes returns after fatals, evaluates assetType, formats template

* Stringifies byte output when console output is selected. Verbose mode now includes wrapper responses in console output
2019-09-24 18:28:07 +10:00
Adrian Gallagher
4c5b0a4aa1 Coinut code impovements and websocket pair formatting fixes 2019-09-24 18:16:42 +10:00
Adrian Gallagher
132d2d03c2 Merge branch 'master' into engine 2019-09-24 17:05:58 +10:00
Adrian Gallagher
bbdf532b16 Update Slack shared invite link 2019-09-24 17:01:32 +10:00
Adrian Gallagher
7c49ada7f6 Add bash/zsh autocomplete files and minor fixes 2019-09-18 10:22:52 +10:00
Adrian Gallagher
09d642c381 Expand config test coverage 2019-09-16 17:15:38 +10:00
Adrian Gallagher
870fd6f4f3 Increase config test coverage 2019-09-13 16:53:41 +10:00
Adrian Gallagher
7f576d0d4f Merge branch 'master' into engine 2019-09-13 14:29:48 +10:00
Adrian Gallagher
b1ed894d99 Bump golangci-lint to v1.18.0 (#354)
* Bump golangci-lint to v0.18.0

* Bump AppVeyor golangci-lint to v1.18

For science

* Bump golangci deadline

* Fix notifications typo

* Fix grammar

* Update DisableNTPCheck test string comparison
2019-09-13 13:36:52 +10:00
Scott
3bcaa5db96 Fixes infinite loop (#355) 2019-09-13 13:01:28 +10:00
Adrian Gallagher
427f9c9d40 Expand config test coverage 2019-09-12 17:28:05 +10:00
Andrew
ba7e387643 (Engine) Gate-IO Websocket subscription pairs case sensitivity (#352)
* convert pairs to upper case as gateio websocket subscription is case sensative

* Update gateio_websocket.go
2019-09-12 15:00:24 +10:00
Adrian Gallagher
6579196c57 Daily engine changes
Expand config test coverage
2019-09-11 18:00:31 +10:00
Adrian Gallagher
e8b517ef0a Daily engine changes
1) Although gRPC does server side validation currently, validate basic things
on gctcli before relaying the request to the gRPC server
2) Make pair format consistent for the exchange sycner
3) Fix OKEX ticker failure due to thinking futures info is authenticated
4) Start filling out config tests
5) Extend timeout for golangci config so that AppVeyor has time to
complete (Travis is fine)
6) Add IsSupported exchange func for easy lookup
2019-09-10 17:07:00 +10:00
Scott
0824ee04c9 Engine: bugfix: OKEX Future swap panic (#350)
* Ensures that futures, index and swap currencies are properly set on OKEX startup with an existing engine config that hasn't been updated yet

* Removes package/variable CLASH
2019-09-10 10:53:25 +10:00
Adrian Gallagher
0fcf867697 Add support for get/set/rm of exchange pairs via gRPC 2019-09-06 11:47:58 +10:00
Adrian Gallagher
c041c990a9 Improve ticker batching and websocket pair consistency 2019-09-06 11:24:38 +10:00
Adrian Gallagher
2307834fb6 Minor fixes
1) Fixes go fmt issue
2) Removes TO-DO item for supported asset pairs for GetExchangeInfo API
3) Fixes useless select used for testing
2019-09-03 10:32:17 +10:00
Adrian Gallagher
939953211d Merge branch 'master' into engine 2019-09-03 08:57:21 +10:00
Adrian Gallagher
5bd80fc758 Merge branch 'engine' of https://github.com/thrasher-corp/gocryptotrader into engine 2019-09-02 18:05:49 +10:00
Scott
74d5bca03b engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined

* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume

* Adds poloniex and ZB ticker datas

* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/

* Updates tickers everywhere. Will revert batch ones

* Re-Preseves ticker batching

* Minor fixes to ticks and removal of comment

* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug

* Removes bad code I wrote preventing function from running if feature not enabled

* Fixes issue with bitmex and rebase issues

* Fixes bitmex iterator error, splits hitbtc ticker requests

* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported

* Updates config example to reflect the underscore dash situation

* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.

* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.

* Updates config example for kraken

* Adds lbank batch ticker support. Adds details to errors

* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes

* Fixes nil reference bug. Uses NAme not GetNAme

* Fixes hardcoded delimiter in Binance.  Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.

* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set

* Updates broken tests

* Simplifies poloniex frozen check

* Updates configtest.json with new delimiters

* Renames shorthand properties of structs. Fixes delimiter referencing

* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling

* Adds config upgrade path for okcoin and okex. Reverts configtest.json.

* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value

* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES

* Adds support for optional delimiter
2019-09-02 18:05:09 +10:00
Andrew
833a866506 (Engine) Logger - fixes issues with multiwriter go routine (#347)
* Fixes goroutine leak and comments

* passed error down from newLogEvent to each sub logger to handle and display

* Update loggers.go
2019-09-02 09:58:23 +10:00
Adrian Gallagher
fb7149a372 BTSE orderbook 2019-08-27 12:06:52 +10:00
Adrian Gallagher
c7ca29a6d7 Remove unnecessary log.Fatals and suboptimal os.Exits (#343)
Engine fixes up the rest for exchange setup loading
2019-08-27 10:47:47 +10:00
Adrian Gallagher
5e9d13f7be Expand RetrieveConfigCurrencyPairs to support different asset types 2019-08-27 08:54:10 +10:00
Adrian Gallagher
c1ad7657b1 Periodic update of available pairs 2019-08-26 15:52:01 +10:00
Ryan O'Hara-Reid
c191dfc666 Bugfix: Bitstamp race condition and ANX format directive issue (#342)
* Fix issue for ANX live testing, incorrect format directive

* Used cpy of Balances as param for Bitstamp function, added space for ANX fatal error.

* Fix linter issue

* Drop struct field for balance and localised a variable in each individual getfee call as needed
2019-08-26 15:06:50 +10:00
Adrian Gallagher
f6afeee800 Minor improvements
1) gen_otp supports single use OTP secrets
2) improve database config check logic
3) reconnect websocket routine to engine (apart from the exchange pair syncer)
4) ImPrOvE CoNsIsTeNcY wItH LoG OuTpUt
2019-08-26 12:46:53 +10:00
Adrian Gallagher
c1f9e04015 Merge branch 'master' into engine 2019-08-23 22:21:01 +10:00
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00