* 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
* #1947
bugfix: added a filter to eliminate zero quantity of bids and asks at bithumb::GetOrderBook
feature: added assertions in TestGetOrderBook
* resolved comments
* refactor: rename FilterZeros to FilterZeroQuantities and update orderbook filtering logic
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* 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
* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
* 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
* switch over to package defined const for time layout
* bump appveyor playa
* bumperino to latest while setting patherino
* whoooops
* bump VS version set GOROOT
* puge build cache
* Revert "puge build cache"
This reverts commit 315bb578afc19529457f435e52af2172f5143bc5.
* bumperino to test
* purge setting of golang directory for version and allow default
* purge cache state when file change
* whoops
* thrasher: nits
* don't need to flusherino the cacherino
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* 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
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details
* exchanges: call modify method in wrappers
* linter: fixes
* engine/wsroutineman: remove print summary
* glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this.
* Update exchanges/order/orders.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* 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
* 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
* 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
* gctcli: modifyorder stubs
* gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto
* gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs
* gctrpc: add ModifyOrder() and regenerate dependent files
* gctcli: modifyorder command now uses newly generated ModifyOrder() RPC
* exchanges/order/orders.go: use time.Time.Equal() instead of ==
* gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC
* gctcli/commands: rework modifyorder
* engine: implement RPCServer.ModifyOrder
* engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders
* engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes
* engine/order_manager.go: comply with golangci-lint
* gctcli: fix getOrderCommand.ArgsUsage
* gctcli: fix getModifyOrderCommand args and ArgsUsage
* engine: OrderManager.Modify() now correctly updates price of modified order
* engine: RPCServer.ModifyOrder now uses checkParams() as advised
* exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change
* exchanges/order: Detail.UpdateOrderFromModify also updates the ID
* engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order
* exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error
* engine: OrdetManager.Modify() now emits an order event
* exchanges/bithumb: proper order.payment_currency key
* engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments
* engine: test OrderManager.Modify()
* engine: test store.modifyExisting()
* engine: write a docstring for store.modifyExisting
* engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values
* engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0
* engine: OrderManger.Modify() now uses the commsManager to let observers know of errors
* engine: TestOrderManager_Modify() uses t.Fatal()
* engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages
* exchanges/order_manager_test: fix a golangci-lint complaint
* engine/order_manager: fix an error comparison bug and simplify
* gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
* bithumn: Add basic exchange order execution limits
* WOW
* bithumb: add calculation for minimum amounts based off front end calculations regards @thrasher
* bithumb: fix nits
* orderbook: export orderbook nodes for external strategy inspection
* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)
* include waiting functionality for depth change alert
* backtester: add word.
* log: include logger changes to impl with downstream integration
* engine: reduce params for loading exchange
* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options
* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate
* engine/syncmanager: add in waitgroup for step over for external package calls
* cleaup
* engine: linter fix
* currency/fx: include all references to fiat currencies to default
* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations
* syncmanager: changed config variable to display correct time
* ordermanager: Add time when none provided
* currency/manager: update getasset param to get enabled assets for minor optimizations
* ftx: use get all wallet balances for a better accounts breakdown
* orderbook: unlock in reverse order
* bithumb: fixes bug on market buy and sell orders
* bithumb: fix bug for nonce is also time window sensitive
* bithumb: get orders add required parameter
* bithumb: Add asset type to account struct
* currency: improve log output when checking currency and it fails
* bithumb: Add error return on incomplete pair
* ticker:unexport all service related methods
* ticker/currency: fixes
* orderbook: fix comment
* engine: revert variable name in LoadExchange method
* sync_manager: fix panic when enabling disabling manager
* engine: fix naming convention of exported function and comments
* engine: update comment
* orderbook: fix comment for unsafe type
* 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
* Backtester: event handler completed, basic back tester support is working
* Backtester: support for ticker data added, general code clean up, start of risk & size manageR
* Backtester: WIP
* Me: I am going to write tests and comment as I go this time, also me: doesn't write any tests or comments as i go
* Backtester: work on orderbook system to track orders, increased test coverage
* Backtester: further test coverage, output json, start of js chart output
* Backtester: test coverage, output strat name
* Backtester: WIP
* WIP backtest charts
* WIP on template
* Backtester: further test coverage added
* Backtester: WIP
* backtester: attempting easier to read template for backtesting output
* comments, and tests
* Backtester: end of day WIP started work on risk management for handling leveraged positions
* Backtester: WIP
* Backtester: started heavy documentation phase for handover
* Backtester: started heavy documentation phase for handover
* Backtester: further comments, also work on making chart solution modular to allow for usage outside backtester (e.g OHCLV data)
* Backtester: CHART LIBRARY
* Backtester: move backtester over to new chart library
* Backtester: removed old chart templates, template updates
* Chart: add advancedintervaldata, convert from stats -> chart
* Chart: gctscript hookup to generate chart from OHLCV data
* Chart: reworked template to load from generated data if no template path is set
* chart: template wip
* correclty generate backtester readme, readme generation for charts, chart data generation
* Removed old read file methods
* Removed chart library from backtest as its now standalone
* Remove reference to unfinish TA code. Removes value calculation from order signal. It belongs with portfolio signal
* regen
* Re-jiggles everything around to not have import cycle issues and makes it look like a normal application
* End of day commit creates a new function to setup a backtester from a settings struct. Doesn't work though lol
* Builds up more backtest work to allow to be run from the command line
* Regen RPC
* End of day mind mine field of RSI calculation5
* Finishes basic main.go application
* Minor updates while theorising
* Rearranging things like the size and data types. Adds portfolio setup like a normal human. Allows positions to be decimal based since this is for CRYPTOCURRENCIES :o
* Moves code around to related positions. Adds compatibility to ordermanager to handle order submission. Fails to do things
* End of day commit. Adding config based loading for indiviual strats. Attempting to allow for multiple cps per strategy as well as loading fees
* End of day commit. Expanding config definition and loading implementation. Attempting to setup backtester wide multi currency support in a strategy.
* Moves risk, attempts to revert multi currency, but also supports more in depth multi currency for later...... in the portfolio
* End of day commit for realsies. Updates the strat and sets the invalid backtester
* No more panics. Finishes config loading. Renames buyandhold to dollarcostaverage
* Extends strategy to include a reason why its performing an action. Adds 420blazeit.strat. Expands statistics output. Moves folders around some more. Reduces amount of processing when "DO NOTHING" is the direction
* Commit before home time. Looks to expand the order manager to cater to the backtester. Fleshes out risk manager to think about leverage and holdings in other currencies
* Some basic expanding of strategy definitions. Changes weird package naming.
* Expands size and risk validations. Expands config settings for the validation. Starts looking at loading from live data source
* Merge branch 'master' into backscratcher
* Work towards having backtester load data
* Adds support and tests for all data source loading except for LIVE
* Some basic additions looking to append to data streams instead of load all at once, for the purpose of live data analysis
* End of day commit where I broke functions
* Adds live backtesting
* Adds FANCY MATHS to correctly size orders before slippage. Rearranges minmaxing in config and strats
* Prints out initial settings. Creates a lame slippage calculator. Ensures that order price/amounts respect OHLCV data. Adds customisable config variables that can influence a strategy
* Fixes minor issues with rendering. Fixes portfolio buying and selling now
* ALL OVER THE PLACE END OF DAY COMMIT! In order to expand stats, thing must be tracked appropriately, which they arent. Here we add the addition of a compliance.go to track orders specifically. This will allow for the holdings manager to keep track of base stats such as how much we hold versus whats in use along with profits Compliance holds snapshots of every tick and what orders were there across exchanges. Also added a random slippage calculator which will allow a user to set their own slippage rates
* Another fun end of day commit where nothing works. In order to have accurate stats, you need accurate positions, to have accurate positions you need to break things down to individual levels and store them. This is part of that process of ensuring that we can have multiple settings and everything processed appropriately.
* Finalises multi currency config and support at most levels with exception to data loading.
Simplifies some struct property definitions by removing redundancy
Allows tracking of entire portfolio snapshots after each interval to track the entire process
Lowercases use of exchange names
* Sets the different prices to track across time. Attempts to sort out compliance snapshots
* end of day commit. Moving compliance to the portfolio to manager and track all transactions at each interval.
* Moves compliance calculation to portfolio.go. Adds a nice little decorator on the compliance manager orders to keep track of slippage, cost basis, volume adjusted price and close price. Moves "positions" to "hodlings" to be more accurate. Ensures exchange value calculations are accurate. Begins looking at Statistics and hodlings
* Moves statistics to eventhandlers. Removes ticker work as not needed. Redefines hodler properties
* hodlings are actually part of the portfolio
* Renamed 420blazeit.strat file. Renamed hodlings to holdings. Moved Datahandler to data_types.go. Expanded holdings calculations, doesn't work, but we're getting somewhere. Renamed bad var names in backtest.go. Added new order side types to highlight lack of action reasons
* Adds tests for holdings to ensure that holding snapshot calculation is accurate for the length of a strategy. Removes portfolio.Funds because its now handled via the holdings snapshots. Adds helper functions to Holding snapshots to retrieve relevant holdings. Updates sizing calculation to properly handle sell events. Expands holdings definitions to allow for comparison. Expands risk calculations to include holding snapshots so as to analyse all positions simultaneously
* Changing the statistics results to consider all datas, with the ultimate goal to replace the current statistics package with this multi currency output
* Made "Why" more generic. Expands statistics output. Removes time tying to stats map. Moves order event to correct location. Removes some debug lines.
* Adds some raw funky drawdown statistics 🎉
* End of day commit. experimentation leaves little code changes
* An attempt at expanding statistics. Need to have ones dedicated to exchange, asset, pair. Early work for having global map to track all the asset things to minimise all the maps throughout the application
* 🎉 ADDS MULTI CURRENCY SUPPORT TO FOR THE BACKTESTER 🎉 Can either execute strategies by assessing multiple currencies individually, or as a group and make strategic decisions on what currency to signal in. Adds new strat files to demonstrate
* End of day shenanigans. Moving codes around, making more fun stats. Expanding DCA strat to check if DCA is better than the market longer term
* Adds sharpe ratio and total stats for final output if more than one currency is considered
* Adds sortino ratio and test for validation
* Adds information ratio
* Adds calmar ratio
* Adds CAGR
* Slims down the statistics file to only include my work. Updates everything to use interfaces rather than direct code references to make it easier to swap out codes. Begins looking at serialising statistics for reports
* More neatening. Removal of old FAKE tests. Can now output a report in JSON
* End of day commit. Creation of reporting. Uses tradingview charting library and some basic bootstrap CDN to render content nicely. Will be updating everything to have a special kline item to annotate chart results
* Minor formatting changes before all the reviews
* End of day commit. Expands reporting to have an enhanced candle. These candles contain metadata on whether an order has been placed and to mark charts appropriately. This will be expanded to have all the stats and make it pretty
* Extra code I forgot to commit!
* Fixes an issue where data cannot render above 1,100 candles by stopping it from rendering more than that..
* End of day commit. There is no inclusivity with candle requests and I cant figure it out right now.
* Fixes issue with missing data by adding events when data isnt present and classifying it. Adds new way for klines to verify data with a bit more clarity
* Completes report generation
* Improves cagr. removes butts. Replaces old kline function with new supercalc
* Adds readme templates and files across whole backtester. Renames 420rsi to more appropriate name. Moves interfaces to common
* Some extra documentation
* New header
* Adds some nice coverage to backtest.go. Updats readmes to use new backtester header template
* End of day crappy test commit
* Adds report coverage... Somewhat. Adds template path and output path to allow custom properties and easier testing. Fixes interface duplication
* Adds some lame tests.
* Fixes test
* Adds coverage to the exchange event handler
* Minor test changes
* Fixes slippage calculations based on buying and selling. Adds more tests to compliance and holdings
* Rejiggles risk assessment to properly consider leverage if it were ever to be implemented fully. Removes bot dependency and adds coverage to the risk package
* Expands coverage to sizing
* Rejiggles code to add coverage for the portfolio package and its compatriots.
* Adds additional testing to the backtester along with some data gathering tests
* Tried and failed attempt to expand testing for the database.
* Adds testing for kline, data, statistics
* into the 70%s of coverage! Adds tests for base, DCA, statistics
* Adds test coverage of strategies
* Adds test coerage to statistics. updates template generation to not require CurrencyStatistics to have EAP. Removes EAP from currencystatistics
* Adds coverage to currencystatistics.go BUT ITS NOT COMPLETE
* 86% coverage wow. Fixes 2 tests
* Fixes data races due to engine dependency craziness. Changes order manager to not have a global dependency
* Completes currencystatistics test coverage
* Some linting fixes
* Adds new documentation to the bakctester config. Updates how risk leverage/ratios work with a single map.
* Minor documentation changes. Its difficult to describe how it all works
* Redefines strats and strat tests. Adds some really light documentation
* Updates some basic documentation.
* Fixes lazy bugs
* Fixes bug in fill event processing. Fixes bug in statistics crashing. Fixes report generation. Fixes multi-currency processing to still process non-errored signals
* More documentation.
* Fixes ALL LINTING ISSUES
* Cuts off unnecessary limbs/interface functions. linting. Adding comments to all functions. Adding ability to use whalebomb to calculate slippage for live orders. Adds testing for it too. Simplifies adding events to statistics.
* Removes a weird overlap of holding features that made no sense and the writer of those functions should be ASHAMED. Adds additional documentation
* Fixes issue with data being outside ranges. Adds some extra validation to areas where people can mess around. Makes generating configs easier with consistent dates. Adds more documentation. Cleans up okex/okcoin implementation to some functions since people aren't understanding that they share a based okgroup and that anything that is the same between two functions only needs to be written once...................... Also fixes some bad gct script code
* Updated image and slight change to readme
* Removes unused code. Fixes up verbose and removes old comment
* Fixes issues with data validation for other data sources. Fixes bad reference in template
* Fixes missing data problem for last candle considered missing. Fixes issue where fill order crashes when sizing error occurs. Adds documentation
* Fixes issue with drawdown calculations. Fixes live data usage
* Adds some comments for good measure
* Default strat fix
* Fixes surprise linting issues
* gofmt
* New linting issue with every commit
* Fixes testing. Adds new config setting to set a custom gocryptotrader config path. Updates config tests to use dryrun. Results now include the nickname in the file for easier identification
* Fixes live testing bitstamp. Fixes some template issues. Adds comments.
* Updates max drawdown calculation to go peak vs trough. Fixes minor return issue. Removes unnecessary Data implementations. Removes weird verbose false. Fixes holdings calculations for boughtvalue. Removes Swingholder and just uses Swing. Fixes time calculation issue in kline
* End of day commit that breaks things. Fixes issue with documentation generation only going one space deep. Adds exchange name to warnings of missing candle data. Renames missing candle data function. Adds some testing to kline functions. Adds new ability to size modified orders to portfolio allowance. Addresses defer close and other small nits. Fixes slow loop
* End of day commit. There are too many mini changes to list. DateType to int. Default switch case. Returning earlier. Nil returns instead of ok. High low price in data, now used in max drop down. Missing data shown in the report.
* End of day commit moving things from stats to maths.
* Move the rest to math package and add testing
* Ammends slippage calculations for live. Adds sizing funds to order event. Improves CAGR calculation
* Mini fix commit for test
* End of day mini change for documentation
* Fixes in documentation and expanded error messages. Pretties up the report
* minor adjustments to sharpe ratio and other ratio calculations
* Fixes test by taking it out back. linting
* Fixes tests
* Fixes some tests, addresses some poor nits
* More test and lint fixes
* Fixes binance translation issue
* Further craziness into reducing the concurrent test issues
* lint
* Mini fix
* Geometric average added and tested. Adjusts application to support it. End of day experiementation with negative geometric mean. Fixes typo in currencystatistics package name
* Fixes geometric calculation. Adds sweet CMD logo
* fixes geometric mean 😆 can now disable logo output if you hate everything good in life
* lint
* Should fix test in appveyor by not being nil
* Fixes chance of getting no trades error. Maybe making nil events in the test will stop this poorly formed appveyor error
* Forgotten Y tail
* Check-ch-check-check-check-ch-check it out, minimising stutter is what its all about... Also provides more verbose error messages
* de-ooopsies the whoopsie
* Attempts to further address race issues when using global logs during start stop process
* Includes a copy of the logger itself when logging so that no log.Debug action can create a data race upon being changed globally
* Reduces bot usage further
* Removes sharpie from b-acktester
* comments, renames and bears, oh my!
* Fixes git merge issues/tests. Splits average calculation into their own functions. Clarifies math function and sell position comments. Removes taker fee from final report. Adds warning when maker and taker aren't appropriately set. Fixes config testing issue where the config was saved when running exchange_template tests. Adds new test to ensure the testconfig isn't changed unnecessarily
* More why to reason
* Remove test due to hash discrepancy.
* Updates maths to use errors. Updates tests to support it.
* Fixes error handling for some packages. Uses position value instead of position size. Fixes leverage ratio work. Removes extra binance windows
* Removes references to "multi currency" to shiny new verbiage "simultaneous processing"
* Fixes issue with extra data be appended and then declared missing
* Removes redundant code via code removal
* Does a larger transition to using error types. Addresses math related nits
* eat a mint while you lint
* Completes err definition sweep
* replaces over 80 instances of the same typo!
* Renames more properties with Maximum ratios. Adds examples to config readme. Updates config maker takers. Adds cool kline error
* Adds 'InclusiveEndDate' config property to API and Database datas. Adds testing for it. Updates readme for it
* splint
* Minor naming fix. Minor drawdown fix. Attempts to lower the bot usage when heaps of candles are requested.
* Large data set processing improvements
* Speeds up backtesting processing. Ensures rate limits are set
Processing of most events is done in a linear fashion. So functions that
relied on checking an events time for example, will now check the latest
before processing every interval. The functions will still work normally
in the event that someone wishes to use them out of order, but for
general backtesting, it greatly speeds up all processing.
Further, rather than comparing times all the time, I've introduced
offsets for comparisons of ints for events and with candle data tests
* Fixes build issue
* Adds committed funds stat. Adds config goal
Committed funds are calculated as the total amount of money currently in position
It allows for a strategist to get the maximum returns for the smallest funds
The goal function is to allow a strategist to set a goal description
* Fixes data race
* Adds unfinished config builder application
* End of day broken commit
I focussed on too many things at once and there are many things left to resolve
* Fixees panics
* Finishes config builder
* Fixes order manager start/stop. Improves config manager
* Fixes writefile reference
* Adds some extra readme
* Makes a more user friendly config builder. Fixes initial nil. Adds more order size reasons
* lint
* Adds warnings for when data is missing and ratios will be skewed
* bodMISSED bodmas
* Does not consider initial entry in performance calculations
Adds strategy description field
Adds cost basis to chart
Fixes time rendering on default configs
* Fixes bug in ratio calculations
* saveConfig := !(!false != !true) == true
* lint
* Fixes start end single day drawdowns. Expands cmd drawdown explanation
* Comment on rounding, updated report rounding
* Addresses readme link issues
* Actually fixes readme references
* Should truly solve readme links....
* Includes filename for report log
* Fixes panics, reduces csv trade candle size, no more science
* Removes more science
* test123
* Adds extra config validation
* Fixes the date validation
* Shows smaller fees
* Changes perfectly cromulent error message to start >= end
Co-authored-by: Andrew Jackson <andrew@disvelop.net>
* 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>
* 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
* drop common uuid v4 func and imported package as needed
* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.
* add in string
* explicitly throw away return error value
* atleast return the error that websocket initialise returns
* return error when not connected
* fix comment
* Adds comments
* move package declarations
* drop append whenever we call supported
* remove unused import
* Change incorrect spelling
* fix tests
* fix go import issue
* 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
