Commit Graph

101 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
7f1bbfc48c GateIO: Add various risk API endpoints (#2106)
* gateio: risk update and tests (cherry-pick)

* Update exchanges/gateio/risk.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* Update exchanges/gateio/risk.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* ai: nits

* Update exchanges/gateio/gateio_types.go

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

* gk: nits

* Update exchanges/gateio/risk.go

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

* gk: paging mr pedantic

* Update exchanges/gateio/risk.go

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

* linter: fix

* crank: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-11-19 13:21:36 +11:00
Ryan O'Hara-Reid
a70c834f04 GateIO: Add GetEstimatedInterestRate REST endpoint (#2102)
* gateio: Add func GetEstimatedInterestRate (cherry-pickable)

* Add tests

* Update exchanges/gateio/gateio.go

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

* Update exchanges/gateio/gateio.go

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

* gk: nits

* thrasher-: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-11-11 15:47:37 +11:00
Gareth Kirwan
73e200e4e7 accounts: Move to instance methods, fix races and isolate tests (#1923)
* Bybit: Fix race in TestUpdateAccountInfo and  TestWSHandleData

* DriveBy rename TestWSHandleData
* This doesn't address running with -race=2+ due to the singleton

* Accounts: Add account.GetService()

* exchange: Assertify TestSetupDefaults

* Exchanges: Add account.Service override for testing

* Exchanges: Remove duplicate IsWebsocketEnabled test from TestSetupDefaults

* Dispatch: Replace nil checks with NilGuard

* Engine: Remove deprecated printAccountHoldingsChangeSummary

* Dispatcher: Add EnsureRunning method

* Accounts: Move singleton accounts service to exchange Accounts

* Move singleton accounts service to exchange Accounts

This maintains the concept of a global store, whilst allowing exchanges
to override it when needed, particularly for testing.

APIServer:

* Remove getAllActiveAccounts from apiserver

Deprecated apiserver only thing using this, so remove it instead of
updating it

* Update comment for UpdateAccountBalances everywhere

* Docs: Add punctuation to function comments

* Bybit: Coverage for wsProcessWalletPushData Save
2025-10-28 13:52:45 +11:00
Ryan O'Hara-Reid
dcf98ec700 exchanges/order, GateIO: Update USDT margined futures pathway for cancel all orders (#2021)
* order/gateio: update USDT margined futures pathway for cancel all orders and drop count field

* gateio: add and expand tests for CancelAllOrders and getExchangeSide

* Add test for load

* linter: fix

* Update exchanges/kraken/kraken_wrapper.go

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

* glorious: nits

* Update exchanges/order/orders.go

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

* gk: nits

* glorious: nits

* reverted change for options

* Update exchanges/gateio/gateio_wrapper_test.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/deribit/deribit_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper_test.go

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

* Update exchanges/gateio/gateio_wrapper_test.go

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

* Add consts for cancel side references

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_websocket_request_futures.go

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

* thrasher-: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-10-02 15:50:51 +10:00
Ryan O'Hara-Reid
454de17bf4 gateio: Fix contract market order validation and refactor related code (#1950)
* :gateio: fix market order requirement for contracts + clean things

* cranktakular: nits

* fix misc check

* Update exchanges/gateio/gateio_types.go

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

* glorious: nits

* mv func to gateio.go

* cranktakular: nit

* glorious: nits

* gk: nits

* revert change errInvalidClientOrderIDTextPrefix

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-09-05 15:58:46 +10:00
Scott
85403fe801 exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)
* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

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

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

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

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-26 12:30:21 +10:00
Samuael A.
fc0f262c42 exchanges: Limit mock test JSON data size by truncating slices and maps (#1968)
* set limiter to first level mock data list and updated unit tests

* address nested slices length limit

* minor fix recording file and update unit tests

* minor updates on unit tests

* re-record mock files and minor fix on the unit tests ti adapt the mock data change

* improve http recording limit value and fix issues with mock data in binance

* added MockDataSliceLimit in request items and resolve minor unit test issues

* resolve missed conflict

* rename mock variables, resolve unit test issues, and other updates

* minor fix to CheckJSON and update unit tests

* minor unit test fix

* further optimization on mock CheckJSON method, unit tests, and re-record poloniex

* common and recording unit tests fix

* minor linter issues fix

* unit tests format fix

* fix miscellaneous error

* unit tests fix and minor docs update

* re-record and reduce mock file size

* indentation fix

* minor assertion test fix

* reverted log.Printf line in live testing

* rename variables

* update NewVCRServer unit test

* replace string comparison with *net.OpError check

* restructur net error test

* exchanges/mock: Remove redundant error assertion message in TestNewVCRServer

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-08-26 10:27:07 +10:00
Ryan O'Hara-Reid
9030ebf3da exchanges/gateio: Add WebsocketSubmitOrders wrapper func for spot (#1924)
* exchanges/gateio: Add WebsocketSubmitOrders wrapper func for spot

* linter: fix

* Update exchanges/gateio/gateio_wrapper.go

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

* glorious 👶 nits

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* gk: nits

* glorious: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-11 17:14:35 +10:00
Ryan O'Hara-Reid
dcf596c72b bybit: enable multiconnection handling across websocket endpoints (#1670)
* 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

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* fix processing issues with tickers

* 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

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* 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

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* 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

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

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

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

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

* Update exchanges/bybit/bybit_test.go

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

* gk: nit words

* cranktakular: nits

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* cranktakular: nits

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

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

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

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

* Update common/common.go

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

* Update common/common_test.go

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

* Update exchanges/bybit/bybit_test.go

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

* gk: nits

* gk: nit with test

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-08-08 14:22:29 +10:00
Samuael A.
3f534a15f1 cmd/exchange_template, exchanges: Update templates and propogate to exchanges (#1777)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* Exchange test template change

* A different approach

* fix conflict with gateio timeInForce

* minor exchange template update

* Minor fix to test_files template

* Update order tests

* Complete updating the order unit tests

* Updating exchange wrapper and test template files

* update kucoin and deribit wrapper to match the time in force change

* minor comment update

* fix time-in-force related test errors

* linter issue fix

* ADD_NEW_EXCHANGE documentation update

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* consistency guideline added

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* update exchange template

* update wrapper template file

* policy comments, and template files update

* rename all exchange types name to Exchange

* update on template files and template generation

* templates and generation code and other updates

* linter issue fix

* added subscriptions and websocket templates

* update ADD_NEW_EXCHANGE.md with recent binance functions and implementations

* rename template files and update unit tests

* minor template and unit test fix

* rename templates and fix on unit tests

* update on template files and documentation

* removed unnecessary tag fix and update templates

* fix Add_NEW_EXCHANGE.md doc file

* formatting, comments, and error checks update on template files

* rename exchange receivers to e and ex for consistency

* rename unit test exchange receiver and minor updates

* linter issues fix

* fix deribit issue and minor style update

* fix test issues caused by receiver change

* raname local variables exchange declaration variables

* update templates comments

* update templates and related comments

* renamed ex to e

* update template comments

* toggle WS to false to improve coverage

* template comments update

* added test coverage to Ws enabled and minor changes

---------

Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
2025-07-17 10:46:36 +10:00
Adrian Gallagher
3cc9a2b9e0 exchanges: Refactor time handling and other minor improvements (#1948)
* exchanges: Refactor time handling and other minor improvements

- Updated Kraken wrapper to utilise new time handling methods.
- Simplified Kucoin types by removing unnecessary structures and using direct JSON unmarshalling.
- Improved websocket handling in Kucoin to directly parse candlestick data.
- Modified Lbank types to use the new time representation.
- Adjusted Poloniex wrapper and types to utilise the new time handling.
- Updated Yobit types and wrapper to reflect changes in time representation.
- Introduced DateTime type for better handling of specific time formats.
- Added tests for DateTime unmarshalling to ensure correctness.
- Rid UTC().Unix and UTC().UnixMilli as it's not needed
- Correct Huobi timestamp usage for some endpoints.
- Rid RFC3339 time parsing since Go does that automatically.

* exchanges: Refactor JSON unmarshalling for various types and improve test coverage

* linter: Update error message in TestGetKlines

* refactor: Simplify JSON unmarshalling in MovementHistory and improve test assertions in GetKlines

* refactor: Improve JSON unmarshalling for channel name and clarify comment in wsProcessOpenOrders

* refactor: Update time handling in Huobi types to use types.Time for createdAt fields and relax GetLiquidationOrders test

* refactor: Move wsTicker, wsSpread, wsTrades, and wsCandle types to kraken_types.go for better organistion

* refactor: Add validation for underlying parameter in GetExpirationTime and update tests
2025-07-01 09:11:55 +10:00
Ryan O'Hara-Reid
062ee2a77e exchanges: Rename UpdatePushedAt field to LastPushed and use field in gateio REST books (#1917)
* Set update pushed at time and general clean

* after merge fix

* gk: nits

* Update exchanges/gateio/gateio_types.go

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

* Update exchanges/gateio/gateio_test.go

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

* boss: nits

* sneaky boss attack: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-06-13 17:24:43 +10:00
Samuael A.
0e9adcd1e1 exchanges: Types and unmarshalling methods update (#1899)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* update slice data processing

* fix linter issues

* remove unnecessary Unmarshal methods and replace type delatration and added unit tests

* minor change

* minor changes to types

* update gateio string to timeInForce conversion and unit test

* removed unused timeInForceString func from kraken

* removed redundant parentheses in slice unmarshaling

* array to slice conversion and other updates

* reverted slice target to array

* Binanceus unit test NotNil check to Len check

* change NotNil to Len check

* rename unmarshal unit test funcs name

* wrap json strings with []byte
2025-06-02 13:54:49 +10:00
Adrian Gallagher
a5b638bfb7 GHA: Add additional checks for common issues (#1922)
* GHA, tests: Add additional checks for common issues

These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages

* Add support for checking backticked string format specifiers and fix issues

* tests: Fix error comparisons

* tests: Replace errors.Is(err, nil) usage with testify and automate check

* refactor: Rename ExtractPort to ExtractPortOrDefault

* tests: Replace assert with require for error handling in multiple test files

* tests: Replace assert with require for error handling and improve assertions in data tests

* tests: Fix typo in assertion message for StreamVol test

* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions

* OKX: Revert intentional error check

* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
2025-05-28 12:26:51 +10:00
Ryan O'Hara-Reid
b281759573 gateio: Fix websocket orderbook incremental updates (#1863)
* gateio: Add websocket orderbook update manager

* RM println

* glorious: nit

* Adds delivery futures update processing as well

* Change to const value for delivery

* Drop check out of order, can reinstate if required.

* Adds in validation methods to ensure config changes are correct when expanding templates and return errors with correct info if not.

* fix some things and add in todo when this gets updated

* fix spelling

* linter: fix

* gk: initial nits

* gk: nits shift to template only verification with funcmap, rm interface for single sub checking.

* rm unused error

* linter: fix

* update to const frequency

* gk: wrap with panic and single invocation in template, change name

* gk: nits to check across stored subs with incoming subs

* linter: fix

* updates names, makes things slightly more efficient and adds tests

* linter: fix

* gk: sexc patch v2

* glorious: nits

* gk: nits

* Update exchanges/subscription/template.go

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

* gk: nits

* linter: make peace with linter regulations

* glorious: Add TODO for future template integration

* glorious: commentary nits

* fix name

* give me a break, have a kit kat

* revert whoops

* update wording on comment

* revert secondary call to expand templates and update tests

* misc lint: fix

* Add spot orderbook update interval for 20ms, expand tests, piggy back limit/level off loaded subscription. Thanks to @thrasher-

* linter/spell: fix

* ai nits: drop go routine on mtx RUnlock

* Update exchanges/gateio/ws_ob_update_manager.go

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

* gk: revert to 100ms from 20ms waiting for config upgrade patch

* test: fix

* cranktakular: nits

* strings quoted in fmt call

* thrasher-: nits

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-05-23 17:29:39 +10:00
Samuael A.
640960aec1 exchanges/order: Add TimeInForce type (#1382)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* updated order test unit tes functions

* minor fixes on unit tests

* nits fix based on feedback

* update TestDeriveCancel unit test assert messages

* update TestDeriveCancel unit test assert messages

* update timeInForceFromString method to return formatted error and update functions using it

* restructure and fix minor exchanges time-in-force handling issues

* replaced unused getTypeFromTimeInForce with inline switch-based order type check

* separated the repeated timeInForce conversion code to  a function

* update exchanges time-in-force handling based on review comments

* limter fix

* edded comment to validTimesInForce var

* added comment to gateio's timeInForceString func

* added goodTillCancel switch case to gateio timeInForceString func
2025-05-23 09:07:09 +10:00
Gareth Kirwan
88ac5274c9 GateIO: Split futures into USDTM and CoinM futures (#1786)
* Config: v5 Split GateIO futures into CoinM and USDT

* GateIO: Split asset.Futures into CoinM and USDT

* Fix CancelBatchOrders using wrong endpoint for CoinMarginedFutures
* Fix TestGetActiveOrders expecting currency.ErrCurrencyPairsEmpty

* Config: Add config version continuity step to CI

* GateIO: Pin CoinM futures to just BTC/USD

Right now we only have a /btc endpoint available, and only BTCUSD is
available.
If GateIO offers more, we'll need to add a settlement currencies list
again
2025-04-30 15:39:39 +10:00
Ryan O'Hara-Reid
977fecab19 gateio: add ConvertSmallBalances, GetAccountDetails and GetUserTransactionRateLimitInfo API endpoints (#1889)
* gateio: add function ConvertSmallBalances

* glorious/Thrasher: nits/additions

* file standard

* glorious: nit

* AI: nit

* boss king: nit

* refactor: rename account detail functions and types for consistency

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-04-22 12:46:54 +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
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
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
d64d56f77c build/ci: Update Go to v1.24, golangci-lint to v1.64.6 and fix issues (#1804)
* build/ci: Update Go to v1.24, golangci-lint to v1.64.5 and fix issues

* Address shazbert's nitters

* linter/config: Fix new linter issue and use versionSize const

* Address gk's nitters and fix additional linter issue after rebase

* Address glorious nits

* staticcheck: Fix additional linter issues after upgrading to Go 1.24.1 and golangci-lint v1.64.6

Also addresses nits

* Improve testing, assertify usage and use common.ErrParsingWSField

* TestCreateNewStrategy: Replace must > should wording
2025-03-10 16:33:55 +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
Gareth Kirwan
4c7f48ae0e GateIO: Fix GetFuturesContractDetails for delivery futures and minor other fixes (#1766)
* GateIO: Fix GetFuturesContractDetails for Deliveries

Was returning the product of all the contracts, so 1444 instead of 38
contracts.

* GateIO: Fix GetOpenInterest returning asset.ErrNotEnabled

Using wrong error for pair not enabled

* GateIO: Rename GetSingleContract and GetSingleDeliveryContracts

Especially fixes GetSingleContract, which seems misleading to not say
Futures.
There's a load of `GetSingle*` here that should probably also be fixed,
but these two justified a dyno

* GateIO: Rename GateIOGetPersonalTradingHistory to GetMySpotTradingHistory

* GateIO: Rename GetMyPersonalTradingHistory to GetMyFuturesTradingHistory

* GateIO: Remove duplicate DeliveryTradingHistory

* GateIO: Rename Get*PersonalTradingHistory to GetMy*TradingHistory

* Linter: Disable shadow linting for err

It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.

* GateIO: Add missing Futures and tradinghistory fields

* GateIO: Improve WS Header parsing

This unifies handling for time_ms and time in response headers, since
options and delivery have only time, but spot has time_ms as well.
We use the better of the two results.

Also [improves performance 2x](https://gist.github.com/gbjk/7cacb63b9a256e745534bb05ca853c48)

* GateIO: Use time_ms WS fields where available

Removes the deprecated _time json fields and populates our Time fields
with the time_ms values
2025-01-14 15:19:17 +11:00
Adrian Gallagher
143e336c03 exchanges: Fix GateIO/Coinbase test failures and OKX race (#1753)
* exchanges: Fix gateio/coinbase test failures

* OKX: Fix TestGetAssetsFromInstrumentTypeOrID race

* GateIO: Add/improve comments

* GateIO: Rid additional API call for FetchTradablePairs and provide additional context for test

* GateIO: Prompt test reviewers to take action if BTC settlement is supported again
2024-12-20 12:07:46 +11:00
Ryan O'Hara-Reid
068a4535ed gateio: update rate limit definitions (#1733)
* 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

* gateio: fix race

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-12-12 15:08:24 +11:00
Adrian Gallagher
d172f3dfe1 gateio: Update contract settlement currencies (#1702)
* gateio: Update contract settlement currencies

* GateIO: Fix TestGetSettlementFromCurrency race
2024-11-08 10:11:13 +11:00
Adrian Gallagher
15e0eedc8b tests: Fix various issues (#1634)
* GateIO: Align struct for int64 usage

* CI/build: Skip specific tests when run under Docker

* slippage: Fix TestRandomSlippage intermittent issue
2024-08-27 12:54:11 +10:00
Ryan O'Hara-Reid
1cabba73b9 common/gateio/stream: add thread-safe counter and overide default GenerateMessageID with connection specific implementation (#1615)
* add counter and update gateio

* Update exchanges/gateio/gateio.go

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

* thrasher: nits

* add test case

* linter: fix

* revert change

* thrasher nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-08-24 12:18:20 +10:00
Adrian Gallagher
225429bda6 CI/build: Update Go version, linters and fix minor issues (#1612)
* CI/build: Update Go version, linters and fix minor issues

* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
2024-08-16 17:41:11 +10:00
Ryan O'Hara-Reid
45ef2b1445 Gateio: Add unified account API endpoint support (#1573)
* gateio: Add unified account fetching

* Add test change name add commentary

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-07-23 13:21:13 +10:00
Ryan O'Hara-Reid
4c4b6935be gateio: update FuturesAccount and Position structs; rename gateioTime to Time (#1532)
* gateio: update FuturesAccount struct

* gateio: update Position struct

* gateio: rm redundant checks and add in actual required checks

* export GateioTime

* linter: fix

* linter: again fix

* issue: fix

* gateio: update fee struct and such

* Update exchanges/gateio/gateio_types.go

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

* Update exchanges/gateio/gateio_convert.go

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

* use Time type acrost file

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-06-14 11:54:27 +10:00
Gareth Kirwan
7d1eecfa7e Tests: Various race fixes and move TestFixtureToDataHandler (#1534)
* Tests: Move and simplify TestFixtureToDataHandler

* Currency: Fix PairsManager.Load breaking matcher

* Tests: Add multi-instance cache to UpdatePairsOnce

* Kraken: Fix TestUpdateTickers race error

Calling StorePairs on global instance can lead to race

* Bitfinex: Fix TestUpdateTickers racing intermittently

* Currency: Fix concurrent access to PM formats

* Currency: Fix SupportsAsset implementation

This should delegate entirely to PairManager's IsAssetSupported

* Okx: Fix PM intrusion, rm GetPairFromInstrumentID

* Exchange: Fix SetGlobalPairsManager to set asset enabled

* Bitflyer: Fix race on set TestGetCurrURL

TestGetCurrencyTradeURL would fail sometimes due to sequencing of
enabling futures but not having pairs for it.

* Tests: Simplify usage pattern for FixtureToDH
2024-05-16 14:09:26 +10:00
Scott
f1ff951199 engine/exchanges: Add GetCurrencyTradeURL wrapper func/gRPC endpoint (#1521)
* beginning the concept

* expands testing and implementations

* test standardisation, expansion

* more

* finish remainder, add rpc func

* lint

* grammar? I barely know her!

* wow i forgot something wow wow wow wow

* rm SendPayload

* enFixio!

* improve binance long-dated support

* update test design, update wrapper funcs

* adds kraken futures, adds bybit support

* fixes SIMPLE bugs

* s is for sucks

* fixed option url x2

* fixed silly test
2024-05-03 17:01:17 +10:00
Ryan O'Hara-Reid
694f2f7944 gateio: fix spot/futures order issues (#1524)
* gateio: fix spot deployment issue

* fix status bug add test

* to actual return type

* fix linter

* ch type

* glorious: nits

* rm space

* glorious: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2024-04-29 13:54:06 +10:00
Ryan O'Hara-Reid
6ccb0e0c2f gateio/kucoin: assortment of fixes (#1404)
* gateio: fix unmarshal bug and update fields

* gateio: fix wrapper function function, add helper methods

* update order types and add kucoin wrapper fix

* currency pairs

* Add tests

* gateio; inspect error and continue for no funds in account, kucoin: fetch all settlement amounts

* futures: order fixit

* finish off gateio updates for market orders

* cute line

* Update exchanges/kucoin/kucoin_wrapper.go

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

* Update exchanges/kucoin/kucoin_wrapper.go

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

* Update exchanges/gateio/gateio.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* glorious: nits

* glorious: nits - filter by pair match and fix bug where the endpoint returns details instead of message

* Add fix for leverage check (non-merge) my ip has been blocked from gateio still... scammmmmmmm

* glorious: nitters

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-03-06 13:06:13 +11:00
Adrian Gallagher
08da42ddb7 CI/build: Update Go version, linters and fix minor issues (#1473)
* CI/build: Update Go version, linters and fix minor issues

* Bump golangci-lint to v1.56.1

* BinanceUS: Make uint usage consistent

* Throw blank identifiers into the trash
2024-02-14 11:02:06 +11:00
Scott
b71bf1f3d1 exchanges/futures: Implement open interest (#1417)
* adds open interest to exchanges

* ADDS TESTING YEAH

* New endpoints, BTSE, RPCS, cached

* slight design change, begin gateio

You will need to get cached for
each exchange that supports it

* gateio, huobi, rpc

* fix up kraken, cache retrieval

* okx, gateio

* finalising all implementations and tests

* definitely my final ever commit on this

* Well, well, well

* final v2

* quick fix of bug

* test coverage, assert notempty, test helper

Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise

* minimises REST requests for Open Interest

* types.Number merge misses

* Minimises Kraken REST calls

* len change, value -> pointer receiver

* further fixup

* fixes gateio, batch calculates open interest

* single gateio, lint const fixes

* rejig and more thorough oi for huobi

* formatting expansion

* minor fix for handling expiring contracts

* rm unused Binance strings

* add bybit support, fix bybit issues

* oopsie doopsie, dont look at my whoopsie

* Fix issue, remove feature

* move an irrelevant function for the pr

* mini bybit upgrades

* fixes cli request bug
2024-01-12 15:27:35 +11:00
Ryan O'Hara-Reid
8b8d96c612 gate.io: Enforce the use of 'convert.StringToFloat64' and permit its use in outbound requests (#1308)
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-09-18 17:15:27 +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
Samuael A
3eac6d12bd exchanges: Update GateIO exchange to V4 (#1058)
* Adding Public Endpoints and test functions

* Adding public endpoints and test functions

* Adding private spot endpoints

* Adding private endpoints and corresponding tests for margin

* Adding Margin Private endpoints

* Adding cross margin and flash swap endpoints

* Adding futures private endpoints

* Adding futures private endpoints and corresponding tests

* Adding Options and SubAccount endpoints and their unit tests

* Adding Wrapper functions

* Complete wrapper functions and corresponding unit test functions

* Fixing wrapper issues and adding websocket functions

* Update of Spot websocket and adding futures websocket handlers

* completed futures WS push data endpoints

* Completed Options websocket endpoints

* Adding websocket support for delivery futures and slight update on endpoint funcs

* Added Delivery websocket support and fix linter issues

* Update on Unit tests

* fix slight currency format error

* Fix slight endpoint tempos

* Update on conditional statements and unit tests issues

* fixing slight tempos

* Slight model and websocket data push method change

* Fix unit test tempos and updating models

* Fix on code structures and update on unit tests

* Slight code fix

* Remove print statements

* Update on tradable pairs fetch eps

* Fix websocket tempos

* Adding types to websocket routine manager

* Fix slight issues

* Slight fixes

* Updating wrapper funcs and models

* Slight update

* Update on test

* Update on tradable pairs

* update conditional statements

* Fixing slight issues

* Updating unit tests

* Minor fixes depending review comments

* Remove redundant method declaration

* Adding missing intervals

* Updating fetch tradable pairs

* update tradable pairs issues

* Addressing small tempos

* Slight fix on ticker

* Minor Fixes

* Minor review comment fixes

* Unit test and minor code updates

* Slight code updates

* Minor updates depending review comments

* Fixes

* Updating incoming message matcher

* Fix missing merge issue

* Fix minor wrapper issues

* Updating ratelimit and other issues

* Updating endpoint models and adding missing eps

* Update on code structure and models

* Minor codespell fixes

* Minor update on models

* fix unit test panic

* Minor race fix

* Fix issues in generating signature and unit tests

* Minor update on wrapper and unit tests

* Minor fix on wrapper

* Mini linter issues fix

* Minor fix

* endpoint fixes and slight update

* Minor fixes

* Updating exchange functions and unit tests

* Unit test and wrapper updates

* Remove options candlestick support

* Minor unit test and wrapper fix

* Unit test update

* minor fix on unit test and wrapper

* endpoints constants name change

* Add minor wrapper issues

* endpoint constants update

* endpoint url updates

* Updating subscriptions

* fixing dual mode endpoint methods

* minor fix

* rm small tempo

* Update on websocket orderbook handling

* Orderbook and currency pair update

* fix linter and test issues

* minor helper function update

* Fix wrapper coverage and wrapper issues

* delete unused variables

* Minor fix on ReadData() call

* separating websocket handlers

* separating websocket handlers

* Minor fix on enabled pair

* minor fix

* check instrument availability in spot

* create a separate subscriber for sake of multiple websocket connection

* linter fix

* minor websocket and gateio endpoints fix

* fix nil pointer exception

* minor fixes

* spelling fix decerializes -> deserializes

* fix Bitfinex unit test issues

* minor unknown currency pair labling fix

* minor currency pair handling fix

* slight update on GetDepositAddress wrapper unit test

* setting max request job to 200

* fixing numerical and timestamp type convert

* fix value overflow error

* change method of parsing orderbook price

* unifying timestamp conversion types to gateioTime

---------

Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local>
2023-05-30 14:03:53 +10:00
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
Ryan O'Hara-Reid
83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

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

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

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

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

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

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

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

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-01-17 16:22:33 +11:00
Ryan O'Hara-Reid
558a70e87f orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055)
* orders: filter options return on validate

* exchanges: force filter usage by wrapper return type and shift method functionality

* exchanges: update tests and fix err shadow

* exchanges: shadowland

* exchanges: more shadow land spookyness

* glorious: nits and ftx upgrade

* linter: fix

* orders: preserve unpopulated fields through filtering operation

* glorious: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-10-24 13:28:32 +11:00
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions

* Specifically set go version as 1.17.x bumps it to 1.18

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

* Address nits, ensure all books are returned on err due to syncer regression

* Fix the wiggins

* Fix duplication

* Fix nitterinos
2022-04-20 13:45:15 +10:00
Ryan O'Hara-Reid
09fa2f236a context: Add authenticated HTTP credentials (#892)
* gRPC: context overide

* exchanges: continue update

* exchange: Update context handling
*Add setter methods for API credentials
*Shift credentials functionality to its own file in exchanges package
*Add tests
*Refactor function DeployCredentialsToContext for library usage
*Add function to process credential metadata from API boundary to internal use context value.
*Add OTP rpc handling

* exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD

* template: update

* exchanges: fix linter issues

* REMOVE THAT AWESOME NEW LINE!

* gct: fix some tests

* I cant spell :(

* exchanges/gctscript: fix more tests

* coinnut: fix tests

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* glorious: nits

* exchanges/gctcli: stop applying empty credentials

* fix linters

* exchanges: add test

* rpceserver: actually check error for errors

* rpcserver: fix up tests

* Update exchanges/credentials.go

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

* exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values

* exchanges/creds: allow subaccount to override default credentials via gRPC

* exchanges/credentials: don't return nil in GetCredentials

* creds: spelling

* exchanges: fix glorious NITS!

* credentials: Add in test and refactor IsEmpty method.

* credentials: change type positioning (glorious)

* exchange_template: Fix template changes

* DOCS: Refresh

* docs: fix spelling

* DOCS: fix alignment and add package

* DOCS: ALIGN!

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-03-21 13:58:08 +11:00
Adrian Gallagher
0c00b7e1df exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support

* Start tidying up

* Add multichain transfer support for Bitfinex and fix poloniex bug

* Add Coinbene multichain support

* Start adjusting the deposit address manager

* Fix deposit tests and further enhancements

* Cleanup

* Add bypass flag, expand tests plus error coverage for Huobi

Adjust helpers

* Address nitterinos

* BFX wd changes

* Address nitterinos

* Minor fixes rebasing on master

* Fix BFX acceptableMethods test

* Add some TO-DOs for 2 tests WRT races

* Fix acceptableMethods test round 2

* Address nitterinos
2021-10-15 15:55:38 +11:00
Adrian Gallagher
f0d45aa1d2 golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions

Fix remaining linter issues

* Specifically set AppVeyor version

* Fix the infamous typos 👀

* Add go env cmd to AppVeyor

* Add go version cmd to AppVeyor

* Specify AppVeyor image, adjust linters

* Update go get to go install due to deprecation

* Bump golangci-lint timeout time for AppVeyor

* Change NW contract to NQ

* Address nitters

* GetRandomPair -> Pair{}

* Address nits

* Address time nitterinos plus additional tweaks

* More time inception upgrades!

* Bending time and space
2021-10-14 16:38:53 +11:00
Ryan O'Hara-Reid
d636049fb2 exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
2021-09-11 13:52:07 +10:00