* 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>
* build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0
* refactor: Update TODO comments for net.Listen and net.DialTimeout; improve variable naming in websocket and exchange methods
* refactor: Rename massageMissingData to backfillMissingData for clarity and update references in RSI and MFI calculations
* fix: Correct typo in TODO comment for net.Listen in RPC server
* 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>
* 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
* 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
* 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
* 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
* 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>
* 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
* 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
* 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>
* Adds basic PoC for calculating/retrieving position data
* A very unfortunate day of miscalculations
* Adds position summary and funding rate details to RPC
* Offline funding rate calculations
* More helpers, more stats, refining data, automated retrieval
* Adds new rpc server commands and attempts some organisation
* lower string, lower stress
* Adds ordermanager config. Fleshes outcli. Tracks positions automatically
* Adds new separation for funding payments/rates
* Combines funding rates and payments
* Fun test coverage
* ALL THE TESTS... I hope
* Fixes
* polishes ftx tests. improves perp check. Loops rates
* Final touches before nit attax
* buff 💪
* Stops NotYetImplemented spam with one simple trick!
* Some lovely little niteroos
* linteroo
* Clarifies a couple of errors to help narrow likely end user problems
* Fixes asset type bug, fixes closed position order return, fixes unset status bug
* Fixes order manager handling when no rates are available yet
* Continues on no funding rates instead. Removes err
* Don't show predicted rate if the time is zero
* Addresses scenario with no funding rate payments
* Bug fixes and commentary before updating maps to use *currency.Item
* Adds a pair key type
* Polishes pKey, fixes map order bug
* key is not a property in the event someone changes the base/quote
* Adds improvements to order processing...Breaks it all
* Shakes up the design of things by removing a function
* Fixes issues with order manager positions. Limits update range
* Fixes build issues. Identification of bad tests.
* Merges and fixes features from master and this branch
* buff linter 💪
* re-gen
* proto regen
* Addresses some nits. But not all of them.
* Fixes issue where funding rates weren't returned 🎉
* completes transition futures tracking to map[*currency.Item]map[*currency.Item]
* who did that? not me
* removes redundant check on account of being redundant and unnecessary
* so buf
* addresses nits: duplications, startTime, loops, go tidy, typos
* fixes minor mistakes
* fixes 🍣🐻 changes to int64
* 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
* 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
* golangci: Enable err checking linter to expose unchecked errors.
* gct: handle errors across the board
* gct: handle errors NOTE: Found bug in FTX (WIP)
* linter: fix issues
* ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state
* bitmex: fix bug where a dangly supported asset in config danglied up the place.
* linter: fix more linter issues
* linter: fix my terrible spelling.
* currency: fix test
* exchanges: fix tests
* logger: fix test
* exchanges: fix tests
* glorious: nits
* vm: revert rm variable and instigate test
* requester: defer execution of request.Item generation in closure.
* bithumb: fix issue
* coinut/itbit: fix linter issues
* binance: fix bug on recvWindow setting
* requester: standardize sendpayload + add readme update
* nonce: remove inc() function
* request: defer unlockiflocked
* binance: revert changes for open orders
* btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request.
* binance: move const to top
* exmo: remove debug output as its generated in the requester function
* ftx: defer auth functionality
* requester: move error to top
* bittrex: defer auth functionality
* bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting.
* btse: defer auth functionality
* coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting
* coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: remove deadline protection for timestamp generation
* okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting
* poloniex: defer auth functionality
* zb: defer auth functionality and remove context deadline as this is generated after rate limiting
* exchanges: clean up log output which are done and inspected in the requester package
* binance: fix path bug on every retry, rm timeout context as this is not needed
* coinbene: fix path bug on retry
* binance: consolidate functionality
* coinbene: fix linter issues
* poloniex: linter fix
* kraken: change add -> set
* bitstamp: fix path bug for retry
* BTSE: fix retry path bug
* coinbene: fix path bug whoopsie by me
* gateio: fix bug where on retry it does not reset reader
* localbitcoins: fix path bug on retry
* zb: change domain to land
* exchanges: make sure io.Reader is generated every request
* exchanges: move reader generation into function scope
* wrapper_issues: setup exchange manager
* engine: expand withdraw manager test
* engine: dont look for environment
* bitstamp: fix pathing bug (@thrasher-)
* engine/withdraw_manager: purge tests as this is covered in repository withdraw
* Initial codes for a trade tracker
* Moving everything in a broken fashion
* Removes tradetracker. Removes some errors for subsystems
* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage
* More basic subsystem renaming and file moving
* Removes engine dependency from events,ntpserver,ordermanager,comms manager
* Exports eventManager, fixes rpcserver. puts rpcserver back for now
* Removes redundant error message, further removes engine dependencies
* experimental end of day interface usage
* adds ability to build the application
* Withdraw and event manager handling
* cleans up apiserver and communications manager
* Cleans up some start/setup processes. Though should separate
* More consistency with Setup Start Stop IsRunning funcs
* Final consistency pass before testing phase
* Fixes engine tests. Fixes stop nil issue
* api server tests
* Communications manager testing
* Connection manager tests and nilsubsystem error
* End of day currencypairsyncer tests
* Adds databaseconnection/databaseconnection_test.go
* Adds withdrawal manager tests
* Deposit address testing. Moved orderbook sync first as its more important
* Adds test for event manager
* More full eventmanager testing
* Adds testfile. Enables skipped test.
* ntp manager tests
* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles
* Adds websocket routine manager tests
* Basic portfolio manager testing
* Fixes issue with currency pair sync startup
* Fixes issue with event manager startup
* Starts the order manager before backtester starts
* Fixes fee tests. Expands testing. Doesnt fix races
* Fixes most test races
* Resolves data races
* Fixes subsystem test issues
* currency pair syncer coverage tests
* Refactors portfolio. Fixes tests. Withdraw validation
Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level
Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint
* lint -fix
* golang lint fixes
* lints and comments everything
* Updates GCT logo, adds documentation for some subsystems
* More documentation and more logo updates
* Fixes backtesting and apiserver errors encountered
* Fixes errors and typos from reviewing
* More minor fixes
* Changes %h verb to %w
* reverbs to %s
* Humbly begins reverting to more flat engine package
The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.
This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.
* Manages to re-flatten things. Everything is within its own file
* mini fixes
* Fixes tests and data races and lints
* Updates docs tool for engine to create filename readmes
* os -> ioutil
* remove err
* Appveyor version increase test
* Removes tCleanup as its unsupported on appveyor
* Adds stuff that I thought was in previous merge master commit
* Removes cancel from test
* Fixes really fun test-exclusive data race
* minor nit fixes
* niterinos
* docs gen
* rm;rf test
* Remove typoline. expands startstop helper. Splits apiserver
* Removes accidental folder
* Uses update instead of replace for order upsert
* addresses nits. Renames files. Regenerates documentation.
* lint and removal of comments
* Add new test for default scenario
* Fixes typo
* regen docs
* End of day commit moving packages and setting foundation into how trade processing will go
* Conformity
* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...
* Formalises test functions and designs the trade processor
* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer
* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data
* One more trade data
* Adds more exchange support
* Adds PSQL stuff
* Begins creating sql implementation
* End of day commit. Helper functions and understanding sql usage in GCT
* Adds delete and cleans up table design
* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles
* Initial handling of trades in coinbene
* Proto
* Fixing of some bugs, attempting to address coinbene asset type ws issues
* Fixes up coinbene websocket implementation for the most part
* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter
* Implements rpc commands and adds testing
* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer
* Changes trade to be its own entity rather than attached to a websocket.
* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data
* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change
* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests
* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met
* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history
* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id
* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled
* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db
* Adds support for generating candles from candlesextended. May extend it further, idk
* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data
* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands
* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible
* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits
* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.
* Adds unique constraint. Fixes up niggling issues for wrappers and websockets
* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds
* Updates trades to use timestamps instead of int64 unix
* Adds missing FTX wrapper implementation. Regens docs
* Linting the linters. Updating readme
* Adds new command to set whether an exchange can process trades
* Doc update
* Adds recent trades and historic trade endpoints to grpc
* formats pair_test.go to appease linter gods
* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.
* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references
* Reduces map lookups. Adds base func and moves wrappers to use it
* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json
* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY
* oopsie doopsie missed a whoopsie
* mint flavoured lint
* Fixes issues caused by rebase
* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var
* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie
* missed a line
* 🎉🎉 :tada:Breaks everything in an end of day commit 🎉🎉🎉
* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries
* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo
* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo
* Improves testing and handling of historical trades function
* Fixes tests after latest changes
* Fix potential fatal err now that db is enabled in test config now
* Fixes up some database settings to use a local engine instead of global var
* DELICIOUS LINT CHOCOLATE FIXES
* Fixes data race by slashing competitor's tyres
* Adds mock test fixes to allow for live and stored data test
* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund
* Oopsie doopsie, fixed a whoopsie
* Loggers can no longer do data drag races on my lawn 👴
* Removes bad lock
* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail
* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response
* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept
* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands
* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions
* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.
* Addresses nits, runs linting fix and ensures a test is consistent
* Fix merge issues
* Moves sort to timeperiods. Adds test coverage. Fixes typo
* Removes log package in CLI
* Fixes `GetTrades` url
* Reorders all instances of validation occuring after settingup RPC connection
* Fixes test to ensure that it is setup before testing that it is setup
* Fixed issue with bool retrieval. Removes double append
* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses
* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell
* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does
* Fixes migration for postgres to downscale properly
* Really really fixes the psql index changes
* Fixes broken tests
* Now with working tests and no pocket lint
* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc
* Lint & Sprüngli
* Updates zb to use more appropriate side
* Fixes oopsie
* Attempts to address a data race from globals
* Fixes build
* Fixes missed regen rpc files
* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`
* mint flavoured lint
* Uses the real default to set the default value by default
* Fixes some extra tests surrounding email sending and number incompatibility
* Reverts test config
* re-adds gom2/usdt currency
* Fixes typo, don't look!
* Fixes minor codelingo pickups
* Adds more precision to handling of trade data from Kraken. Expands test
* interface christmas tree
* lint
* initial update of currency system
* WIP progress
* Finish initial currency string error returns
* fix whoopsie testing for non https insecureinos
* Current WIP for getEnabledPairs check and error return
* WIP continued
* When getting enabled pairs throw error when item is not contained in available pairs list
* More updates -WIP
* Wip continued including potential interface
* Current WIP
* pairs manager pass
* drop asset string and just use the map key, plus return some errors and create more work for myself.
* clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set.
* purge logger references after merge
* go mod tidy after merge
* Pointer change WIP
* fix some issues and added error returns to a few items (WIP)
* WIP
* Clean
* Fix some linter issues
* Fix more linter issues
* even more linters
* xtda nits
* revert pointer change and rm field
* Addr madcozbadd nits
* fix linter issues: shadow declarations
* Fix linter issues: gocritic huge things
* linter issue fix
* Addr nits
* flush go mod files
* after merge woops
* fix shadow dec
* Addr thrasher nits
* addr nits
* fix some issues
* more fixes
* RM println
* Addr glorious nits
* Add helper method for setting assets
* add missing format directive
* Addr nits
* Actually process new futures contracts -_- derp
* WIP for GRPC upgrade for pair management
* update config pairs
* finished disabling and enabling asset
* linked update of tradable pairs to cli
* fix oopsies
* defer writing to file on program termination for currency storage system
* update template
* don't add disabled asset items to initial sync
* Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits
* WIP on getting a channel to unsub
* Wip track down unsubscribe bug and start creating streaming interface
* purge websocket orderbook object and centralised updating routine for orderbook
* general clean before interface implementation
* stage one connection interface WIP
* WIP
* repackage wshandler WIP
* find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it
* design change on mange subscription routine WIP
* integrated ZB with the new webosocket updates
* WIP - okex conversion
* integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene
* integrate another range of exchanges for websocket update
* Added subscriber and unsubscriber methods to websocket functionality
* fixed tests WIP
* amalgamate cache setup with main websocket setup
* reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations
* added in colon
* Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection.
* Fix subscribe candle bug
Fix time conversion in candle
Fix inititial candle history to datahandler
Include funding to orderbook handling
Include funding to trades
Reduce code duplication in sub and unsub functions
Added the ability to include funding currency websocket subscriptions
validated all channels and added more items todo list (Auth items)
* RM line
* bitstamp pass
* btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test.
* Batch outgoing subscriptions and fix unsubscribe bug
* BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls
* fix type field and batch outgoing subs and unsubs for coinbasepro
* Batch outgoing subs and unsubs
* Fixes bug when matching return from authentication
* Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation.
* Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function.
* Add error handling
* Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections.
* hitBTC pass
* returned nil instead of error due to period null bids and asks updates coming through.
* Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe.
* Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines.
* RM debug output
* rm func to get shutdown channel
* Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data
* okgroup WIP
* *Added missing fields for websocket trades
*Fix bug processing kline interval
*Added fields for websocket ticker struct
*Fix auth bug
-Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued.
-Updated channel inclusion of pair fo auth subs as this was missing.
*Assortment of perfomance improvements
* poloniex pass
* send all trades to data handler, validated enabled and disable pairs
* initial clean
* centralised request matching mechanism
* websocket main improvements WIP
* WIP
* Websocket management via gctcli WIP
* GRPC expansion
* Updated GCTCLI with websocket url and proxy setting functionality which flushes connection
* Fix continuous spawning of routines bug on error with reconnection
* Addr linter issues
* fix subscription bug that I caused when I changed to a switch case
* fix linter issue
* fix woopsie
* End of day WIP
* Fix order submission REST, time conversion, order type conversion, orderID bugs
* fix gateio test and unsubscribe bug
* revert comment out code
* websocketAPI changed to to true in configtest.json
* fix race in gateio test
* End of day WIP for websocket tests.
* BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs.
* Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go
* Added verbosity check for setting websocket URL
* fix bug where the asset had a mind of its own
* purge dodgy coding
* Fix tests, drop blocking chan in websocket Dial function
* few more changes
* race condition fix for websocket tests.
* fix intermittent test failure due to underlying hash table storage
* Address madcuzbad nit
* RM superfluous printlines
* Add quick top example with paramater fields
* First pass Glorious nits
* As per madcozbad suggestion return error when enabled pair not found in full return map. Add test.
* addr madcozbadd nits
* as per glorious suggestion rm'd loadedJSON field
* adjusted ticker, added test and RM'd code that can never be executed
* Addr nits and add in crypto rand genration for ID's
* remove global channel declaration and rescoped as this was causing a lock
* as per glorious suggestion restructured return error for websocket
* addr glorious suggestions
* fix linter issues
* purge non-existent pair from testdata
* add side field to struct and parse
* addr glorious nits
* Add verbosity to error returns and logs and fix string parsing in GCTRPC
* fix speeling mistwake
* Adds websocket functionality check before flushing websocket connection
* Addr kraken panic and setting/flush websocket url stage one.
* added websocket url check before setting with tests
* Added in edge case test if by the time we call contains on available pairs it has been changed
* remove error return for func
* Continuation of tests
* continuation of tests
* Stop potential panic within pair creation function
* Implement changes to upstream
* rm sup comment
* fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli
* fix test
* Fix linter issues
* Fix tests
* turn websocket off in config example
* Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving
* Introduced err var for same error returns
* Add err var exchange base not found
* restructure function
* drop gctscript from generic response name
* drop managesub delay const as its not being used
* correctly implement websocket rate limiting for coinut
* remove quotations
* drop pair management check
* fix spelling
* return error in function to not update currency with unset role
* amalagamted enable/disable into set function and added in pairstore fetch function
* update error description
* rm function
* moved test function to sharedtestvals and move type to types.go
* append delimiter onto currency delimiter strings
* add test coverage
* rm functions as they are set as methods in base
* remove superfluous methods
* Fix issue that would occur when a subscription errored and not appending successful subs
* fix after rebase woopsie
* fix linter issues
* fix bug streamline code
* fix linter issues
* fix linter issues
* fix case where it should not change ID if set but append new
* fix whoopsie
* fix websocket tests
* fix readme, fix wrapper issues reporting template, go mod tidy
* add test coverage
* add test coverage and verified futures pariing
* add in futures bypass as its not currently supported on BTSE until API update and implementation
* removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update.
* If asset enabled add pair and increase code coverage
* remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code.
* Add code coverage
* log error if setting default currency fails, add code coverage
* address glorious nits
* Addr xtda nits
* fix linter issues
* addr glorious nits
* xtda nits
* Addr glorious nits
* add subscription protection and removed a superfluous wait call
* fix test
* fix whoopsie
* addr xtda nits
* addr glorious nits
* Added asset types to subscriptions structs, also added in error handling for resubscription errors
* consolidated rpc returned type and added in sucessful strings
* dropped stream timing down to 100ms
* DOC changes
* proxy and url usage string additions
* WIP
* go mod tidy rides again
* Addr nits
* Addr nits, fix tests
* fix wording
* add in test case for currency matching
* Add byte length check on outbound websocket payload subscriptions
* addr thrasher nits
* Addr madcozbadd nits
* addr linter issues
* Addr glorious nits by amalgamating function into one mega amazing function.
* fix futures account subscription bug
* addr glorious nits and reinstated wg.Wait() checks
* changed string to currency delimiter string and setconnected by function
* implemented binance and bitfinex GetHistoricCandles wrapper methods)
* coinbene supported added
* after and before clean up
* gateio wrapper completed
* merged upstream/master
* Added bsaic KlineIntervalSupported() method
* Converted binance fixed test
* WIP
* new KlineConvertToExchangeStandardString method added
* end of day WIP
* WIP
* end of day WIP started migration of trade history
* added kline support to hitbtc huobi lbank
* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method
* end of day WIP
* removed unused ta and misc changes to flag ready for review
* yobit cleanup
* revert coinbase changES
* general code clean up and added zb support
* poloniex support added
* renamed method to FormatExchangeKlineInterval other misc fixes
* linter fixes
* linter fixes
* removed verbose
* fixed poloniex test coverage
* revert poloniex mock data
* regenerated poloniex mock data
* a very verbose clean up
* binance mock clean up
* removed unneeded t.Log()
* setting verbose to true to debug CI issue
* first pass changes addressed
* common.ErrNotYetImplemented implemented :D
* comments added
* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes
* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes
* increased test coverage added kraken support
* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history
* convert zb ratelimits
* gofmt run on okcoin
* increased delay on rate limit
* gofmt package
* fixed panic with coinbene and bithumb if conversion fails
* very broken end of day WIP
* added support for GetHistoricCandlesEx to coinbase and binance
* gofmt package
* coinbase, btcmarkets, zb ex wrapper function added
* added all exchange support for ex regenerated mock data
* update bithumb to return wrapper method
* gofmt package
* end of day started work on changes
* reworked test coverage added okgroup support general fixes/change requests addressed
* Added OneMonth
* limit checks on supportedexchanges
* reverted getexchangehistory
* reworked binance tesT
* added workaround for kraken panic
* renamed command to extended removed interval check on non-implemented commands
* added wrapperconfig back
* increased test coverage for FormatExchangeKlineInterval
* WIP
* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi
* linter fixes
* zb kraken lbank coinbene btcmarkets support added
* removed verbose
* OK group support for other asset types added
* swapped margin to use spot endpoint
* index support added test coverage added for asset types
* added asset type to okcoin test
* gofmt
* add asset to extended method
* removed verbose
* add support for coinbene swap increase test coverage
* removed verbose
* small clean up of okgroup wrapper functions
* verbose to troubleshoot CI issues
* removed verbose
* added error check reverted coinbasechanges
* readme updated
* removed unused start/finish started work on decoupling api requests from kline package
* restructured coinbene, bithumb methods, added bitstamp support
* kraken time fix
* BTCMarkets restructure
* typo fix
* removed test for futures due to contact changing
* added start/end date to extended method over range
* converted to assettranslator
* removed verbose
* removed invalid char
* reverted incorrectly removed return
* added import
* further template updates
* macos hates my keyboard :D
* misc canges
* x -> i
* removed verbose
* updated fixCasing to allocate var before checks
* removed time conversion
* sort all outgoing kline candles
* fixCasing fix
* after/before checks added
* added parallel to test
* logic check on BTCmarkets
* removed unused param, used correct iterator
* converted HitBTC to use time.Time
* add iszero false check to candle times
* updated resultlimit to 5000
* new line added
* added comment to exported const
* use configured ratelimit
* fixed pair for test
* panic fixed WIP on fixCasing
* fixCasing rework, started work on readme docs
* enable rate limiter for wrapper issues tool
* docs updated
* removed err from return and formatted currency
* updated Yobit supported status
* Updated HitBTC to use onehour candles due to test exeuction times
* added further details to gctcli output
* added link to docs
* added link to tempalte
* disable FTX websocket in config_example
* fix poloneix
* regenerated poloniex mock data
* removed recording flag
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* Bugfix, remove non-needed code and cleanup some code
* Run go mod tidy
* Remove non-needed test and fix tautological err
* Fix Huobi interim var reference
* Initial rework of rework of requester - WIP
* Implementing and checking rate limits - WIP
* implemented coinbene rate limiting shenanigans
* add in remaining WIP
* fixy
* use authenticated rate limit
* drop ceiling as this can be done with a counter later
* add functionality to struct
* purge config options for rate limiting so as to keep things minimal
* prepare futures and swap rate limiting for implementation
* Address linter issues
* Addressed nits, fixed race
* fix linter issue
* remove global var as this was only setting when newrequester was called
* moved rate limit functionality into its own file
* Update Bitfinex with correct rate limit and test endpoints (WIP)
* finish off bitfinex adjustments
* fixes
* fix linter issues
* slowed rate for coinbasepro
* drop rate limit for huobi as the doc times have intermittent 429 issues.
* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning
* Addr Thrasher nits
* Addr glorious nits
* unexport do request function
* fixed nitorinos
* Fixed something I missed
* move disabled rate limiter into loadexchange and use interface functionality
* Add temp quick fix
* GCTCLI param and linter fixes
* Linter fixes
* Add more basic validation and address codelingo nits
* Add arg number support to cancelOrder and more validity checks
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* gethistriccandles work from cli using hard coded inputs
* gethistoriccandles RPC service and CLI working fine for coinbasepro
* fixed unit test
* input check on grpc for gethistoriccandles
* updated deps
* fixed the return value when a method is not yet implemented
* code review: fixed CLI input check and int32->int64
* code review: handling wrong exchange name
* added check on granularity and allowing start and end being empty
* code review: removed currency2
* code review: dependency reverted
* improved func comment
* typo in func comment
* get historic values tests
* unit tests for get historical rates on coinbasepro
* using time format time.RFC3339
* names to camel case and improved comments
* test cleanup
* changed to camel case
* added InArray tests
* dropped not needed string time
* enforced use of int64
* fixed make check
* cleaned up code organisation to be consistent
* fixed Travis remarks
* more Travis remarks
* added comments
* regenerated proto files after merge
* linter fix
* Basic concept commit
* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types
* Adds ticker, trade and orderbook support
* Candles sub that returns no data COMPLETE
* Adds authenticated ws support
* Adds the barebones endpoints to support
* Adds more endpoints
* Even more endpoints
* minicommit to switch and test
* All the interactive types
* Adds support for simultaneous connections. Updates tests. Nothing is working
* Successfully adds place order. Moves all authenticated endpoints to new switch case
* Cancel order and modify order
* Cancel all orders, cancel multi orders
* Finalises implementation. Uses testMain
* Adds WS wrapper support for some funcs
* Fixing rebasing issues
* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff
* Fixes some fun for loops with GetEnabledPairs
* Fixes tests impacted by currency var change
* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex
* So many panics
* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go
* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`
* Finishes up all of coinuts ws implementations.
* GateIO implementation
* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type
* Adds forgotten huobi endpoint
* Fixes cancel order endpoint
* go hates my formatting and so do I
* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet
* Finishes open orders handling
* Mini update for status only updates
* Fixes some kraken points
* Finishes WS kraken since it doesn't work
* Unfinished commit, cleaning up types
* Finishes the const replacing
* Fixes extra GetNAmes after rebase
* An end to the cleanup. testmain for gateio
* Adds ZB support
* Bitfinex cleanup. Renamed func
* Testmain-47s for everyone!!! yayaaaaaaa
* Adds kraken websocket wrapper support
* Fixes rebase issues
* Fixes tests from rebase
* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.
* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised
* Fixes sloppy error/var declarations
* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.
* Removal of inline string and removal of redundant nil checkerinos
* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations
* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)
* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts
* Fixes oopsie with coinbene const replacement
* Fixes currency issue
* Cleans up new places that use JSONDecode
* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types
* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name
* Added some new scenarios for number splitting
* Fixes lint issues
* negative num fix
* Typo fix
* Accuracy warning comment
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined
* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume
* Adds poloniex and ZB ticker datas
* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/
* Updates tickers everywhere. Will revert batch ones
* Re-Preseves ticker batching
* Minor fixes to ticks and removal of comment
* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug
* Removes bad code I wrote preventing function from running if feature not enabled
* Fixes issue with bitmex and rebase issues
* Fixes bitmex iterator error, splits hitbtc ticker requests
* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported
* Updates config example to reflect the underscore dash situation
* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.
* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.
* Updates config example for kraken
* Adds lbank batch ticker support. Adds details to errors
* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes
* Fixes nil reference bug. Uses NAme not GetNAme
* Fixes hardcoded delimiter in Binance. Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.
* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set
* Updates broken tests
* Simplifies poloniex frozen check
* Updates configtest.json with new delimiters
* Renames shorthand properties of structs. Fixes delimiter referencing
* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling
* Adds config upgrade path for okcoin and okex. Reverts configtest.json.
* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value
* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES
* Adds support for optional delimiter
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.
* Moves namespaces again
* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests
* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps
* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests
* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic
* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation
* Implements orderbook update for okgroup, but forgets about the orderbook hash checking
* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.
* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains
* Fixes Gemini rate limit and parsing. Removes comments and fixes typos
* Fixes bitfinex orderbook processing
* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage
* Adds surprise LakeBTC websocket support
* Fixes data race
* Fixes rebasing issues due to namespace movements
* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments
* Adds poloniex orderook sorting support
* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting
* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well
* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines
* Fixes test with exchange name output change
* Fixes issues where copy and paste and replace all were used poorly
* Establishes new websocket functionality. Begins the creation of the websocket request
* Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work
* Successfully moved exchange_websocket into its own wshandler namespace. oof
* Sets up ZB to use a round trip WS request system
* Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation
* Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions
* Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages
* Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano
* Adds GateIO id support
* Adds Coinut support. Prevents nil reference error in constatus when there isnt one
* Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see.
* Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages
* Starts testing. Renames files
* Adds tests for websocket connection
* Reverts request.go change
* Linting everything
* Fixes rebase issue
* Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type
* Final final commit, fixing ZB issues.
* Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines
* Fixed string conversion
* Fixes issue with ZB not sending success codes
* Fixes issue with coinut processing due to nonce handling with subscriptions
* Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests
* Removes unused interface
* Renames wshandler.Init() to wshandler.Run()
* Updates template file
* Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking
* Fixes two inconsistent websocket delay times
* Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests
* Updates exchange template to set and use default websocket response limits
* Improves subscribing by not allowing duplicates. Adds bitmex auth support
* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support
* Adds Coinut support
* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint
* Adds HitBTC ws authenticated support. Fixes var names
* Adds huobi and hadax authenticated websocket support
* Adds auth to okgroup (okex, okcoin). Fixes some linting
* Adds Poloniex support
* Adds ZB support
* Adds proper bitmex support
* Improves bitfinex support, improves websocket functionality definitions
* Fixes coinbasepro auth
* Tests all endpoints
* go formatting, importing, linting run
* Adds wrapper supports
* General clean up. Data race destruction
* Improves testing on all exchanges except ZB
* Fixes ZB hashing, parsing and tests
* minor nits before someone else sees them <_<
* Fixes some nits pertaining to variable usage, comments, typos and rate limiting
* Addresses nits regarding types and test responses where applicable
* fmt import
* Fixes linting issues
* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types
* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport
* Trim Test Typos
* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
* Step one: Sets up connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed
* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check
* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb
* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax
* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter
* Adds it to websocket functionality so managesubscriptions will close when not supported
* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects
* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier
* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.
* Adds subscribe and unsubscribe to wrappers
* Fixes deadlock. Fixes ws verbosity.
* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....
* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs
* Fixes lint/critic issues. Fixes tests. Removes unused function.
* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable
* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped
* Fixes issue with slice copying. Re-adds okgroup default channels
* Adds nolint to append
* Adds comments and adds support for gateio auth request subscriptions
* Adds new test to ensure slices dont point to the same vars
* removes fatals. gofmt goimports
* more gofmts
* Addresses PR comments, removing empty and redundant lines
* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.
* Removes unused mutex. FMTS and IMPORTS
* Fixes request lock time change
* More specific logs
* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb
* changes recieved typo due to not being well received
* Fixes parsing issue with Huobi and hadax
* Fixes data race with more locks
* removes defer locks. fixes huobi/hadax verbose output
* Fixes double JSONEncode for coinut. Fixes verbose output for coinut
* gofmt,goimport for coinut
* Fixes issue where multiple connection monitors can spawn
* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead
* gofmt and go import
* More fmts
