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719e6bebfee38f0d8caaa1ea6895e4aa727883be
4 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
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> |
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Ryan O'Hara-Reid
|
c892f492a9 |
buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package * Update exchanges/orderbook/depth.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * linter: fixes * spelling: fix * samboss: add in some todos * sammy nit: add unlock on error * sammy nits: rm ptr to slice field buffer in orderbookHolder * sammy nits: Add more coverage bro * sammy nits: even more coverage * gk: nits on commentary * gk: nits change sort.Slice to slices.SortFunc * gk: fix commentary on buffer clearing * gk: nits fin * linter: fix * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/tranches.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/incremental_updates.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: refresh action types and names * gk nits: consolidate error vars and naming * gk nits: more name changes * gk nits; buffer tests update * gk nits: error var names change * linter: FIX * it gets inlined but there is an alloc * rn field in TODO * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate() * orderbook: validate even in presence of checksum and allow cowboy mode * buffer; fix test * kraken: fix futures orderbook by reversing incoming bids * okx: change default spread pair * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: initial nits * rn fields V(v)erifyorderbook to V(v)alidateOrderbook * buffer/orderbook: nilguard in validate and change method receiver w -> o --------- 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> |
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Adrian Gallagher
|
d5ba674fc4 |
codebase: Cleanup various things (#1935)
* codebase: Rid base64/hex to string common funcs * codebase: Rid local scope variable usage and other improvements * codebase: Refactor currency pair usage across multiple exchanges - Updated HitBTC tests to use the new currency pair format. - Modified Kraken futures types to use currency.Pair instead of string for Symbol. - Adjusted Kraken wrapper methods to handle currency pairs correctly. - Refined OKX tests and types to utilize currency.Pair for instrument IDs. - Enhanced Poloniex tests to consistently use predefined currency pairs. - Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD(). - Improved Yobit tests to utilize a standardized currency pair format. - Updated validator wrapper to use currency pairs directly instead of string conversions. * codebase: Use types.Number where possible * refactor: update PayoutFee type to types.Number for consistency * Refactor: Remove crypto functions to use standard library and other minor changes - Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package. - Replaced usages of removed functions with standard library implementations in various files including: - cmd/websocket_client/main.go - engine/apiserver.go - exchanges/kraken/kraken.go - exchanges/lbank/lbank.go - exchanges/okx/okx_business_websocket.go - exchanges/kucoin/kucoin_websocket.go - gctscript/vm/vm.go - Updated tests to reflect changes in the crypto functions. - Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges. * refactor: replace assert with require for consistency in test assertions * refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism * refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData |
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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> |