Commit Graph

103 Commits

Author SHA1 Message Date
Pavlo Olizko
a1e464c275 docs: Correct table formatting in README (#2107)
* Correct table formatting in README

Fix formatting issue in the Exchange Support Table.

* format: Fix formatting for Exchange Support Table
2025-11-17 09:36:08 +11:00
cranktakular
2fd4f5ec5b cmd/exchange_template: Update wrapper template, improve documentation (#2009)
* Updating wrapper template, updating documentation, regenerating documentation

* Renaming "streaming api" to "websocket"

* Context is now t

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update cmd/documentation/root_templates/root_readme.tmpl

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Fixes an improper example and regenerates documentation

* Corrects typos

* Makes a table label consistent across files

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-11-11 11:07:26 +11:00
Gareth Kirwan
bda9bbec66 websocket: Remove GenerateMessageID (#2008)
* Exchanges: Remove example BespokeGenerateMessageID

* Okx: Replace conn.RequestIDGenerator with MesssageID

Continued overall direction to remove the closed-loop of e => conn => e
roundtrip for message ids

* Exchanges: Add MessageSequence

This method removes the either/or nature of message id generation.
We don't tie the message ids to connections, or to anything.
Consumers just call whichever they want, or even combine them as they
want.
Anything more complicated will need a separate installation anyway

* GateIO: Split usage of MessageID and MessageSequence

* Binance: Switch to UUID message IDs

* Kraken: Switch to e.MessageSequence

* Kucoin: Switch to MessageID

* HitBTC: Switch to UUIDv7 for ws message ID

* Bybit: Switch to UUIDv7 for ws message ID

* Bitfinex: Switch to UUIDv7 and MessageSequence

Tested CID - It accepts 53 bits only for an int, so MessageSequence
makes sense. Can't use MessageID

* Websocket: Remove now unused MessageID function

Moved all MessageID usage into funcs and onto base methods, to remove
the closed loop of message IDs

* Docs: Update guidance for message signatures
2025-10-24 11:14:24 +11:00
Adrian Gallagher
bb122dcafa codebase: Remove web frontend and related services (#2067)
* codebase: Remove web frontend and related services

* refactor: Update StartPPROF to accept context and adjust related tests

* refactor: Simplify SetIfZero functions and update related tests

* config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields

* refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls

* refactor: Update error handling in DataHistoryManager and remove redundant error variable
2025-09-30 13:32:09 +10:00
Ryan O'Hara-Reid
0b60693ff5 exchanges: Update ModifyOrder comments for clarity (#2044)
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2025-09-30 11:23:10 +10:00
quantpoet
b4a272de02 backtester/eventtypes/event: Remove redundant word from README (#2065)
Signed-off-by: quantpoet <quantway@outlook.com>
2025-09-19 14:06:18 +10:00
cranktakular
fd9aaf00a2 Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests

Continual enhance of Coinbase tests

The revamp continues

Oh jeez the Orderbook part's unfinished don't look

Coinbase revamp, Orderbook still unfinished

* Coinbase revamp; CreateReport is still WIP

* More coinbase improvements; onto sandbox testing

* Coinbase revamp continues

* Coinbase revamp continues

* Coinbasepro revamp is ceaseless

* Coinbase revamp, starting on advanced trade API

* Coinbase Advanced Trade Starts in Ernest

V3 done, onto V2

Coinbase revamp nears completion

Coinbase revamp nears completion

Test commit should fail

Coinbase revamp nears completion

* Coinbase revamp stage wrapper

* Coinbase wrapper coherence continues

* Coinbase wrapper continues writhing

* Coinbase wrapper & codebase cleanup

* Coinbase updates & wrap progress

* More Coinbase wrapper progress

* Wrapper is wrapped, kinda

* Test & type checking

* Coinbase REST revamp finished

* Post-merge fix

* WS revamp begins

* WS Main Revamp Done?

* CB websocket tidying up

* Coinbase WS wrapperupperer

* Coinbase revamp done??

* Linter progress

* Continued lint cleanup

* Further lint cleanup

* Increased lint coverage

* Does this fix all sloppy reassigns & shadowing?

* Undoing retry policy change

* Documentation regeneration

* Coinbase code improvements

* Providing warning about known issue

* Updating an error to new format

* Making gocritic happy

* Review adherence

* Endpoints moved to V3 & nil pointer fixes

* Removing seemingly superfluous constant

* Glorious improvements

* Removing unused error

* Partial public endpoint addition

* Slight improvements

* Wrapper improvements; still a few errors left in other packages

* A lil Coinbase progress

* Json cleaning

* Lint appeasement

* Config repair

* Config fix (real)

* Little fix

* New public endpoint incorporation

* Additional fixes

* Improvements & Appeasements

* LineSaver

* Additional fixes

* Another fix

* Fixing picked nits

* Quick fixies

* Lil fixes

* Subscriptions: Add List.Enabled

* CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* Comment fix

* Subsequent fixes

* Issues hopefully fixed

* Lint fix

* Glorious fixes

* Json formatting

* ShazNits

* (L/N)i(n/)t

* Adding a test

* Tiny test improvement

* Template patch testing

* Fixes

* Further shaznits

* Lint nit

* JWT move and other fixes

* Small nits

* Shaznit, singular

* Post-merge fix

* Post-merge fixes

* Typo fix

* Some glorious nits

* Required changes

* Stop going

* Alias attempt

* Alias fix & test cleanup

* Test fix

* GetDepositAddress logic improvement

* Status update: Fixed

* Lint fix

* Happy birthday to PR 1480

* Cleanups

* Necessary nit corrections

* Fixing sillybug

* As per request

* Programming progress

* Order fixes

* Further fixies

* Test fix

* Pre-merge fixes

* More shaznits

* Context

* Sonic error handling

* Import fix

* Better Sonic error handling

* Perfect Sonic error handling?

* F purge

* Coinbase improvements

* API Update Conformity

* Coinbase continuation

* Coinbase order improvements

* Coinbase order improvements

* CreateOrderConfig improvements

* Managing API updates

* Coinbase API update progression

* jwt rename

* Comment link fix

* Coinbase v2 cleanup

* Post-merge fixes

* Review fixes

* GK's suggestions

* Linter fix

* Minor gbjk fixes

* Nit fixes

* Merge fix

* Lint fixes

* Coinbase rename stage 1

* Coinbase rename stage 2

* Coinbase rename stage 3

* Coinbase rename stage 4

* Coinbase rename final fix

* Coinbase: PoC on converting to request structs

* Applying requested changes

* Many review fixes, handled

* Thrashed by nits

* More minor modifications

* The last nit!?

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-16 13:37:00 +10:00
Adrian Gallagher
ba92ba3254 docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* docs: Create new CODING_GUIDELINES doc

Rids excess contribution instructions from other packages
Adds AGENTS.md file for the AI overlords
Rids unused templates
Updates ADD_NEW_EXCHANGE.md with minor fixes

* docs: Fix linter issues and minor adjustments based on Copilot feedback

* docs: Update coding guidelines for API parameters and testing practices

* docs: Remove redundant GoDoc references

Adds copilot-instructions.md

* docs: Update CODING_GUIDELINES with export recommendations and test commentary

* docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links

* docs: Update struct naming conventions for request and response types

* docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md

* refactor: Simplify error handling in QueryOrder method
2025-08-08 12:10:53 +10:00
Copilot
844b3b03b4 Alphapoint: Remove exchange implementation (#1956)
* Initial plan

* Initial analysis: Plan to remove Alphapoint exchange implementation

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Remove Alphapoint exchange implementation and all references

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
2025-07-21 10:18:48 +10:00
Adrian Gallagher
16c1ff3bdf Slack: Update shared invite link (#1967)
* Slack: Update shared invite link

* fix: add rel="noopener noreferrer" to Slack invite links for security
2025-07-08 13:19:46 +10:00
Adrian Gallagher
f21a18fa67 cmd/documentation: Add GitHub token support for contributor list retrieval (#1940)
* cmd/documentation: Add GitHub token support for contributor list retrieval

* docs: Clarify GITHUB_TOKEN usage

* cmd/documentation: Improve error logging and handling in GetContributorList function

* fix: Improve error message formatting in GetContributorList function

* docs: Clarify comment on GITHUB_TOKEN usage in documentation.go

* ci: Add GITHUB_TOKEN to CI environment variables
2025-06-18 16:20:30 +10:00
Adrian Gallagher
a1d06686d3 cmd/apichecker: Remove tool (#1921)
* chore: Remove apichecker.tmpl

Removed template file related to the decommissioned apichecker.

* chore: Remove apichecker.tmpl

Removed template file related to the decommissioned apichecker.

---------

Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com>
2025-05-27 16:28:36 +10:00
Adrian Gallagher
3fc40292b7 cmd/documentation: Add pagination support for contributors (#1885)
* cmd/documentation: Add pagination support for contributors

* Drop break and return immediately

* documentation: change defaultGithubAPIPerPageLimit to an integer and update usage in GetContributorList
2025-04-15 15:08:02 +10:00
Ryan O'Hara-Reid
cad7586e98 exchange/websocket, gateio: Rename/export package again, add websocket request functions for futures trading (#1603)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* glorious: whooops

* gk: nits

* Leak issue and edge case

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* gk: nits

* gk: drain brain

* started

* more changes before merge match pr

* gateio: still building out

* gateio: finish spot

* fix up tests in gateio

* Add tests for stream package

* rm unused field

* glorious: nits

* rn files, specifically set function names to asset and offload routing to websocket type.

* linter: fix

* Add futures websocket request support

* gateio: integrate with IBOTExchange (cherry pick my nose)

* linter: fix

* glorious: nits

* add counter and update gateio

* fix collision issue

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* upgrade to upstream merge

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* Set correct price

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* shift over to websocket package error

* internal/exchange/websocket -> exchange/websocket

* PEAK OCD!

* appease the OCD gods

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-04-11 16:47:33 +10:00
Gareth Kirwan
b4e45e9a1b Websocket: Restructure files and types (#1859)
* Websocket: Rename stream package

* Websocket: Rename Websocket to Manager

* Websocket: Replace explicit errs with common.NilGuard

* Websocket: Move websocket_types.go to types.go

* Websocket: Minor field comment and alignment in types

* Webosocket: Rename WebsocketConnection to Connection

* Alphapoint: Make gorilla ws import explicit

Just to avoid confusion with our own packages.

* Websocket: Move stream_match to match

* Websocket: Move websocket_connection to connection

* Websocket: Move websocket.go to manager.go

* Websocket: Break out all subscription methods into subscriptions.go

* Websocket: Move connection type into its file

* Websocket: Remove PositionUpdated

Type is not used anywhere

* Kraken: Use local constant for pong

Was the only use of websocket.Pong and doesn't really feel right to
represent kraken's api resp in one of our packages

* Websocket: Move connection sub-types to connection package

* Websocket: Move manager types into manager

* Websocket: Move ConnectionWrapper into manager

* Websocket: Move websocket_test to manager_test

* Websocket: Privatise connectionWrapper

* Websocket: Remaining types into types.go

These really belong somewhere else mostly, but this will do for now

* Websocket: Tidy up connection method vars

* Gofumpt: Moving package imports around

* Websocket: Rename errDuplicateConnectionSetup

* Websocket: Fix duplicate import of gws

* Websocket: Fix gofumpt -extra

* Websocket: Standardise import of gws across other pkgs

* Kraken: Remove unused sub conf consts

These were replaced by the generic Levels and Depth fields on all subs

* Websocket: Privitise ConnectioWrapper fields

* Websocket: inline single use var WebsocketNotAuthenticatedUsingRest

* Websocket: Move documentation to template

* Bithumb: Assertify TestWsHandleData
2025-04-10 16:25:02 +10:00
dependabot[bot]
179519a3c3 golangci-lint: Bump to v2.0.2 and fix issues (#1871)
* build(deps): Bump golangci/golangci-lint-action from 6 to 7

Bumps [golangci/golangci-lint-action](https://github.com/golangci/golangci-lint-action) from 6 to 7.
- [Release notes](https://github.com/golangci/golangci-lint-action/releases)
- [Commits](https://github.com/golangci/golangci-lint-action/compare/v6...v7)

---
updated-dependencies:
- dependency-name: golangci/golangci-lint-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

* golangci-lint: Bump to v2 and fix issues

* refactor: remove no longer need ifshort nolint directives, fix test grammar and improve for loop logic

* nits: update order pair handling in tests and improve string replacement logic

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-04-02 15:36:05 +11:00
Adrian Gallagher
4651af5767 modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase

* Address shazbert's nits

* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling

* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS

* refactor: Various slice usage improvements and rename TODO

* tranches: Revert deleteByID changes due to performance decrease

Shazbert was a F1 driver in a past lifetime 🏎️

* tranches: Simply retrieve copy

Thanks to shazbert

* documentation: Sort contributors list by contributions

* tranches: Remove deadcode in deleteByID
2025-03-21 09:17:10 +11:00
Gareth Kirwan
fafee93e1b sonic, exchanges/okx: Make sonic opt-in by default and fix various OKX issues (#1816)
* Sonic: Add sonic_on build tag

Thinking about other ways to do this, but they amount to the same thing.
It's messy, but I don't have another idea.

* Okx: Remove redundant useAsIs on slices

Slices are automatically used-as-is, so passing true for these types was
unnecessary.
Removing the field simplifies rationalising inverting the flag

* Okx: Unify timestamp response types

* Okx: Change ResetRFQMMPStatus to return a types.Time

* Okx: Move withdrawData type to types

* Okx: Fix AccountConfiguration slice return

* Okx: Improve SendHTTPRequest documentation

* Okx: Extend tests for UseAsIs non-defaults

* Okx: Fix GetPublicUnderlying with sonic 1.12.9

Using **result for slices with useAsItIs causes sonic to fail.
This might be addressed upstream, but it's also not clear what the
unmarshal behaviour for an untyped reference to a typed reference should
be in the RFC, so we could get a golang.org/encoding/json regression on
this too.

There's no harm in fixing this, for consistency, to match our handling
for non-slice []any wrapping to just use the pointer as is.

Note: As of today this requires sonic:main for this to work, because of
the other bug:
```
M go.mod
-	github.com/bytedance/sonic v1.12.9
+	github.com/bytedance/sonic v1.12.10-0.20250224121557-e30ac4f2e4fe
```

* Okx: Remove redundant slice check

This code didn't work, and if I make it look at rv.Elem().Kind() it
errors.
Haven't dug too deeply but right now I think we just remove it.

* Okx: Simplify SendHTTPRequest by removing UseAsIs

Looks to be entirely derivable

* Okx: Remove http check that resps must contain data

GetAnnouncementTyeps failing in US because of empty response.
But also any situation where there really is no data.
e.g. GetCandlesticks might return no candlesticks for a period and instrument, because there aren't any.
That shouldn't be an error.
More saliently if you request orders, or something similar.

So, since that check wasn't working before, and it's causing issues now, I'm going to remove it.

* Okx: Fix TestGetAnnouncementTypes failing in US

announcement-types returns empty in the US, where our github actions
run.
That's kinda okay. Just don't test we get any back

* Sonic: Default to sonic off

We've seen too many fatal panics and races with sonic, both in GCT runs
and being reported in sonic, to default to it being turned on right now.
Whilst we have faith sonic will get through these with time, for now the
sensible thing to do for our users is make sonic opt-in.

This also removes any of the conditions around 386, etc.
If someone wants to run with sonic, they can. Most notably if they're
trying out an experimental sonic branch that supports 386, etc.
2025-03-20 12:31:11 +11:00
Adrian Gallagher
f5faca2eb2 linter: Enable gofumpt and run against codebase (#1848)
* linter: Enable gofumpt and run against codebase

* Address shazbert's nits

* gofumpt: Fix issues after rebase
2025-03-18 10:23:16 +11:00
Adrian Gallagher
744ee7c099 CI, sonic: Replace backend-arm64 docker build with native GHA runner, disable sonic for arm64 (#1794)
* CI: Replace docker amd64 with native runner, switch Docker test arch to amd64

* tests: Remove spaces and new lines from test JSON timestamp fields

* builds: Disable sonic for arm64 due to OKX unmarshal issue

* nits: Improve Dockerfile comment and fix build tag
2025-02-24 12:38:12 +11:00
Ryan O'Hara-Reid
e99adca86f encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* 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>
2025-02-20 16:05:55 +11:00
Ryan O'Hara-Reid
08e015a125 exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine

* fix tests

* linter

* fix_linter

* revert rm ctx param to limit breakages when merging usptream

* linter fix

* Add in priority update grouping so that tests pass

* Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious nits

* fixed spelling

* whoopsie

* aanother whoops

* glorious: NITTERS!

* glorious: further nitters

* srry linter gods

* glorious: nits continued

* sub test p ara lel

* drop main t.Parallel

* fix whoops

* wrappertests: use context with cancel (test)

* linter: fix

* ensure primary execution

* kucoin test fix

* revert standards test changes and bypass non critical errors

* rm single override

* wrap exported error for accounts

* thrasher: nits ch name

* gk: nits

* gk: nits FetchTickerCached -> GetCachedTicker

* gk: nits rn FetchOrderbookCached -> GetCachedOrderbook

* gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo

* linter: fix

* gk: nits

* thrasher: nitters 1

* thrasher: nitters tmpls

* gk: nitter

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-02-19 10:47:10 +11:00
Gareth Kirwan
e4479557de Kucoin: Margin subscription fix and improvements (#1761)
As a GCT user with spot and margin assets enabled, but only margin asset enabled websocket subscriptions,
I should still get subscriptions for all the pairs in margin which are also in spot
Currently it only works when spot subscriptions are enabled. Otherwise the spot pairs are ignored.

Fixes #1755
2025-01-10 14:38:56 +11:00
Gareth Kirwan
4fcee8489e Deribit: Add subscription configuration (#1636)
* Kline: Fix Raw Short, Marshal and Unmarshal

* Deribit: Rename GenerateDefaultSubs

* Deribit: Remove custom GetDefaultConfig

Moved to exchange base by #1472

* Deribit: Straight Rename of eps to endpoints

Since I had to ask what this abbreviation meant, I think we should
abandon it

* Deribit: Add Subscription configuration

* Deribit: Fix race on Setup with optionsRegex

Calling Setup twice would race on the assignment to this package var.

There was an option to just move the assignment to the package var declaration, but this
change improves the performance and allocations:
```
BenchmarkOptionPairToString-8            1000000              1239 ns/op             485 B/op         10 allocs/op
BenchmarkOptionPairToString2-8           3473804               656.2 ns/op           348 B/op          7 allocs/op
```

I've also removed the t.Run because even success the -v output from
tests would be very noisy, and I don't think we were getting any benefit
from it at all:
```
=== RUN   TestOptionPairToString
=== PAUSE TestOptionPairToString
=== CONT  TestOptionPairToString
=== RUN   TestOptionPairToString/BTC-30MAY24-61000-C
=== PAUSE TestOptionPairToString/BTC-30MAY24-61000-C
=== RUN   TestOptionPairToString/ETH-1JUN24-3200-P
=== PAUSE TestOptionPairToString/ETH-1JUN24-3200-P
=== RUN   TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== PAUSE TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== RUN   TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== PAUSE TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== CONT  TestOptionPairToString/BTC-30MAY24-61000-C
=== CONT  TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== CONT  TestOptionPairToString/ETH-1JUN24-3200-P
=== CONT  TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
--- PASS: TestOptionPairToString (0.00s)
    --- PASS: TestOptionPairToString/BTC-30MAY24-61000-C (0.00s)
    --- PASS: TestOptionPairToString/ETH-1JUN24-3200-P (0.00s)
    --- PASS: TestOptionPairToString/SOL_USDC-31MAY24-162-P (0.00s)
    --- PASS: TestOptionPairToString/MATIC_USDC-6APR24-0d98-P (0.00s)
```

( And that got worse with me adding more tests )
2025-01-03 08:55:58 +11:00
Gareth Kirwan
16e5398dd5 HitBTC: Add subscription configuration (#1639)
* HitBTC: Upgrade test config

* HitBTC: Add subscription configuration
2024-12-17 11:04:23 +11:00
Gareth Kirwan
a2a7fed273 Huobi: Add subscription configuration (#1604)
* Huobi: Update test config format

* Huobi: Add subscription configuration

* Huobi: Add subscription documentation

* Huobi: Clarify OB sub Levels usage

* Huobi: Enable websocket for tests

* Subscriptions: Rename ErrPrivateChannelName

Rename ErrPrivateChannelName to ErrUseConstChannelName
2024-11-11 14:19:25 +11:00
Adrian Gallagher
69bb645fc2 docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects

* docs: Replace non-template based references and correct templates
2024-11-08 10:10:49 +11:00
Adrian Gallagher
74f4df6348 okcoin: Remove exchange implementation (#1626)
* okcoin: Remove exchange implementation

* exchanges/order: Rid TradeMode from Submit type
2024-08-24 12:19:04 +10:00
Gareth Kirwan
b41fe27684 Kucoin: Add subscription templating and various fixes (#1579)
* Currency: Variadic Pairs.Add

This version of Pairs.Add is simpler and [more
performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74)

Behavioural difference: If there's nothing to add, the same slice is
returned unaltered. This seems like good sauce

* Currency: Variadic Remove

* Common: Add Batch function

* Common: Add common.SortStrings for stringers

* Subscriptions: Add batching to templates

* Subscriptions: Sort list of pairs

* Kucoin: Switch to sub templating

* Kucoin: Simplify channel prefix usage

* Kucoin: Fix race on fetchedFuturesOrderbook

* Subscriptions: Filter AssetPairs

Now only the assetPairs relevant to the subscription are in the context

* Subscriptions: Respect subscription Pairs

* Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset

* Kucoin: Fix empty margin asset added

* Kucoin: Add Subscription batching

Turns out that contary to the documentation, kucoin supports batching of
all symbols and currencies

* Kucoin: Fix checkSubscriptions and coverage

* Subscriptions: Simplify error checking

This reduces the complexity of error checking to just be "do we get the
correct numbers".

Fixes Asset.All with only one asset erroring on xpandPairs, because we
trimmed the only asset separator, and then errored that we're not
xpanding Assets and the asset on the sub is asset.All

This use-case conflicted with commit 6bbd546d74, which required:
```
Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
```

Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters.

I've removed the asset tests for this, but they were correctly erroring
on the number of asset lines instead.

Everything hits coverage, as well.

* Kucoin: Remove deprecated fundingBook endpoint

* BTCMarkets: Use common.Batch
2024-08-09 12:33:15 +10:00
Gareth Kirwan
c601575c66 subscriptions: Add templating support and integrate with Binance (#1568)
* Subscriptions: Add List.AssetPairs

* Subscriptions: Add Template and QualifiedChannel

These fields separate the concept of what the channel is from the
qualified resource name

* Subscriptions: Add List.SetStates()

* Subscriptions: Add List.QualifiedChannels

* Subscriptions: Rename testsubs.EqualLists

* Binance: Switch to ExpandTemplates

* Binance: Update ConfigTest format

* Subscriptions: Test Coverage improvements

* Subscriptions: Reenterant List.ExpandTemplates

* Subscriptions: Move templates from subscriptions to exchanges

* Binance: Inline subscription template and improvements
2024-07-09 15:53:00 +10:00
Samuael A
aeb4a87913 exchanges: Add Deribit exchange support (#1082)
* deribit implementation

* add ws impll

* cleanup

* Update deribit_wrapper.go

* Add missing endpoints

* Fix config file

* asset type update

* Update code structure

* Update authenticated private endpoints unit tests

* Updating websocket

* Updating websocket connection and subscription handling

* Finishing up adding subscription push data

* Adding websocket public endpoint

* Adding WS endpoints

* Adding websocket unit tests

* Minor clean-up

* Integrating websocket endpoints into the wrapper funcs

* Updating exchange documentations

* Fixing test issues

* Code cleaning-up

* fix test issues

* Updating validations and logic errors

* Updating wrapper issues

* fix test issues

* Slight test update

* Unit test and code structure update

* Update websocket tempos

* Slight update on code structure

* Minor update on unit tests

* Update depending on review comments

* Minor code fix and doc re-generating

* Update on Candlestick wrapper functions

* Minor updates

* minor unit test updates

* Minor updates on weboscket and unit tests

* minor linter fix

* codespell and rate limiter issues

* single linter issue fix

* adding rate limiter

* Add ratelimiter to websocket conn and overall code update

* fix websocket push data issue

* Implementing missing wrapper function

* Websocket fix

* Minor update on missing endpoint and other

* fixing websocket issues and cleaningup

* Minor tempo fix

* Minor linter issues

* unit test update

* Indexing error fix

* Websocket connection fix

* string formatting fix

* Small fix on unit tests

* fix minor json conversion issue

* websocket and documentation update

* websocket, wrapper and unit test updates

* Documentation and unit tests update

* Fix unit tests

* wrapper fix for new change

* Unit test fix

* timestamp conversion and unit tests update

* Minor instrument ID conversion fix

* instrument formats and unit test update

* formatting and unit test fix

* config update

* Updating websocket and adding the Spot support

* Add small unit test fix

* unit test and websocket handlers update

* Linter issues fix

* minor documentation and code update

* Minor fix

* added a wrapper func GetLatestFundingRates

* Types, wrapper update, and unit tests

* Minor config update

* fix wrapper unit tests

* Resolve all panic and wrapper test issues

* minor unit test fix

* fix issues and adding newly added endpoints

* updates and added remaining endpoints with unit tests

* Update unit tests using assert

* Added missing endpoints and unit tests

* Minor updates and clean-ups

* Resolve tradable pair fetching  panic

* Mutex fix

* Added Options assets test and minor fixes

* subscription mothod updated

* Remove misadded code lines

* resolve websocket

* Updating tests, types, endpoint methods and others

* Added GetFuturesContractDetails and minor fix

* fix linter issue

* revert change on candlestic time

* Added filters to candles

* minor unit test and wrapper fix

* Minor unit tests update

* cahnge param key for GetOrderMarginByID

* updating unit tests and resolve issues

* Update websocket unit tests

* Minor fix based on review

* Revert unit test change

* fix pair config issue

* Added missing wrapper functions

* Fix missing review changes

* Fix options request pair formatting

* fix AllExchangeWrappers test issue

* Changes with unit test and wrapper based on the review

* Fix to options reg-exp

* wrapper functions fix

* Update MaximumFundingRateHistory filter and minor fixes

* Fix besed on review comment

* Fix issues on review comment

* linter fix

* fix minor unit test issue

* Fix unit test issues

* Update trade order cancellation responses

* fix config files issue

* lint update config files

* Update unit tests

* Update return values and response handling

* added missing endpoint and fixes based on review comment

* toggle useTestNet back

* Update cancel by label and other fix

* fix forgotten cancel all response type

* update CancelResp type

* Fix unmarshaling error

* updated websocket orderbook load issue

* fix websocket lock and groups

* Change Items to Tranche and fix linter issues

* Fix orderbook issue

* Update unit tests offline error handling, and endpoints argument and  error handling

* Contributors documentation update and change error return type

* Updated unit tests based on review comment

* Update unit tests and removed password change endpoint

* Fix race condition

* Update on tests, test pairs, and wrapper config

* Update test tradable pairs loading

* Update unit tests, fix linter issues, and update wrapper functions

* remove credentials

* Update test and fix authentication method and few authenticated endpoints

* fix codespell issue

* group the repeated currency code check to a func

* added unit test for repeated pair check func

* Added a base coin and related updates

---------

Co-authored-by: E Sequeira <earncef@earncef.com>
2024-05-29 10:28:03 +10:00
Adrian Gallagher
9f968151be ItBit: Remove exchange implementation (#1463) 2024-02-15 10:40:02 +11:00
Adrian Gallagher
804cee4287 ZB: Remove exchange implementation (#1450) 2024-01-25 15:45:55 +11:00
Gareth Kirwan
e007f69f7c exchanges/websocket: Implement subscription configuration (#1394)
* Websockets: Move Subscription to its own package

This allows the small type to be imported from both `config` and from
`stream` without an import cycle, so we don't have to repeat ourselves

* Subs: Renamed Currency to Pair

This was being mis-used through much of the code, and since we're
already touching everything, we might as well fix it

* Websockets: Add Subscription configuration

* Binance: Add subscription configuration

* Kucoin: Subscription configuration

* Simplify GenerateDefaultSubs
* Improve TestGenSubs coverage
* Test Candle Sub generation
* Support Candle intervals
* Full responsibility for formatting Channel name on GenerateDefaultSubs
  OR consumer of Subscribe
* Simplify generatePayloads as a result
* Fix test coverage of asset types in processMarketSnapshot

* Exchanges: Abstract ParallelChanOp

* Tests: Generic ws mock instances

* Kucoin: Fix intermittent conflict in test currs

Use isolated test instance for `TestGetOpenInterest`.

`TestGetOpenInterest` would occassionally change pairs before
GenerateDefault Subs.
2024-01-24 15:54:07 +11:00
Gareth Kirwan
88182ec414 Engine: Remove Default Forex Provider (#1395)
* Currency: Do not use a default forex provider

exchangerate.host now requires an API key.
Instead of finding a new Free (for now) default, this change simply
disables the currency exchange when nothing is enabled.

* SyncManager: Report ?.?? for an unknown forex amount

In a situation where we thought forex was available but we got an error,
this avoids showing 0.00 when there was actually an error.

* Currency: Tests for no default forex

* Currency: Use mock provider for tests

* Currency: Add API key to exchangerate.host

* Currency: Remove Exchangerate.host

Exchangerate.host was bought by apilayer, the old API deprecated, and
replaced with a proxy to the apilayer api.
We already have currencylayer support, so ther's no reason to keep exh.

Worth noting: New ERH keys actually work on currencylayer

* Currencies: Add test coverage for currency layer

* fixup! Currency: Tests for no default forex

Remove duplicate assignment

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1395178513)

* fixup! Currency: Add API key to exchangerate.host

Remove unused ErrVar

Fixes [review
comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396647418)

* fixup! Currency: Tests for no default forex

Fix spelling of override in test

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396701476)

* fixup! SyncManager: Report ?.?? for an unknown forex amount

Fix display of non-positive currency conversions.

Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395/files#r1398527134)
2023-11-24 13:50:01 +11:00
Adrian Gallagher
0fd433e865 exchanges/bittrex,kucoin: Remove exchange implementation and fix minor test issue (#1403)
* exchanges/Bittrex: Remove exchange implementation

* Kucoin: Fix TestProcessMarketSnapshot after pair removal update

* Kucoin: Fix race due to duplicate setupWS call

Unleash your inner Max Verstappen

* Kucoin: Actually test spot/margin market snapshot replication
2023-11-22 10:20:09 +11:00
Ryan O'Hara-Reid
ecf0a5bcb3 spellcheck: fix and update (#1359)
* spellcheck: fix and update

* spellcheck: add exclude line for gateio_types
2023-10-03 16:07:03 +11:00
Samuael A
6105071114 exchanges: Add Kucoin support (#1102)
* 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>
2023-09-27 15:09:38 +10:00
Samuael A
9c83231696 exchanges: Update OKCoin V5 exchange support (#1206)
* 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>
2023-08-22 09:44:39 +10:00
Scott
fcc5ad4551 exchanges/qa: Add exchange wrapper testing suite (#1159)
* 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
2023-07-03 11:09:43 +10:00
Adrian Gallagher
400bcb6b56 telegram: Fix pushing events to an authorised client list (#1208)
* fix_communications_authorised_clients

* Telegram: Link config to authorised clients list

* Telegram: Prevent multiple spam messages from unauthed user

* Telegram: Improve command handling for authenticated users

Telegram doesn't allow you to easily fetch the user ID of a user unless they have previously sent you a message and is currently waiting to be processed, or if they message you on the fly once the bot is connected. This ensures that the user ID is stored for future usage upon a single successful auth command.

It also fixes the offset as the previous code wouldn't be able to process incoming messages once connected and instead only relay them.

* Bump docs

* default to UTC time in case bot is run on a server with diff time zones

* Enhance config for already upgraded configs

---------

Co-authored-by: shanhuhai5739 <shanhu5739@gmail.com>
2023-06-05 10:37:13 +10:00
Samuael A
969669cb0d linters: Bump golangci-lint version to v1.52.2 and fix issues (#1169)
* fix linter issues

* linter issue suppressing and fixing

* change linter version and linter issues fix

* Bump version
2023-04-27 10:13:46 +10:00
Scott
80b2136ce9 GCT: fix spelling (#1164)
* kodespull

* fix my spelling

* silly sausage, rm sneaky pointer
2023-04-02 10:21:13 +10:00
Adrian Gallagher
e44ae3d75f exchanges: Remove LocalBitcoins and fix Bybit tests (#1142) 2023-02-22 15:23:18 +11:00
Adrian Gallagher
a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00
Adrian Gallagher
c785ae73a7 exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX

* Get tests happy again

* okx: improve logic and add basic coverage

* Fix linterino

* Round 2 plus rm useless assignment in test

* Fix exchange_wrapper_issues test error

* Fix nitters

* Address nitters
2023-01-25 16:40:04 +11:00
Scott
017cdf1384 Backtester: Live trading upgrades (#1023)
* 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>
2023-01-05 13:03:17 +11:00
Samuael A
2ac165a477 exchanges: Add OKX support (#1005)
* 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
2022-12-09 11:44:29 +11:00
Ryan O'Hara-Reid
4e135c9590 logger: reduce go routine generation (#992)
* logger: reduce go routine generation

* logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool

* logger: shift fmt package calls to worker pool

* logger: conform tests to new design

* linter: fix issues

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* UN-GLORIOUS: nits

* logger: Handle config variable

* logger: NITERINOS BY GLORIOUS CODE

* logger: revert

* glorious: nits

* Panic at the disco: fix

* Panic at the disco: fix

* logger: make sure logger closed and job channel emptied on start up error

* fix tests

* logger: reduce globals

* logger: finished reduces globals, reduce workers to one too keep everything in line.

* logger: remove comments

* logger/exhchange: linter issues

* db/test: fix linter

* logger: add tests shift wait before unlock

* logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing.

* logger: fix race and warn for conflict in config

* logger: fix name and add to tests

* logger: remove zero value field

* glorious: panic fix and removal of code

* logger: reinstate channels in close

* logger: shift reinstate processing to SetupGlobalLogger

* logger: segregate config.json from internal log.Config

* logger: fix silly mistake that is silly

* engine: Add protection for nil issues and implement new constructor in tests

* logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests.

* logger: actually set advanced settings

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_multiwriter.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* logger: test issue when not purging temp file and contents

* loggertest: add more protections for the panics

* linter: fix

* glorious: nits

* cleanup

* logger: linter fix

* linter: fix(?) :/

* linter: revert change

* linter: fix

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-10-24 11:46:18 +11:00
Scott
1461cba363 backtester: standalone application (#988)
* Ramshackle early leads to GRPC backtester

* Adds GRPC server, default config generation

* Partial support for GRPC backtester config

* Update to use Buf, merge fixes

* Full config for GRPC

* Adds new commands, causes big panic

* Fixes panics

* Setup for the future

* Docs update

* test

* grpc tests

* Fix merge issues. Lint and test

* minor fixes after rebase

* Docs, formatting and main fixes

* Change buf owner

* shazNits

* test-123

* rpc fixes

* string fixes

* Removes --singlerun flag and just relies on --singlerunstrategypath

* fixes test

* initial post merge compatability fixes

* this actually all seems to work? unexpected

* adds pluginpath to config

* rm unused func. add gitignore

* rm unused func. add gitignore

* lintle

* tITLE cASE lOG fIX,rm auth package, gitignore, tmpdir fix

* buf updates + gen. go mod tidy

* x2

* Update default port, update error text
2022-09-08 16:22:30 +10:00