* 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
* docs: Create new CODING_GUIDELINES doc
Rids excess contribution instructions from other packages
Adds AGENTS.md file for the AI overlords
Rids unused templates
Updates ADD_NEW_EXCHANGE.md with minor fixes
* docs: Fix linter issues and minor adjustments based on Copilot feedback
* docs: Update coding guidelines for API parameters and testing practices
* docs: Remove redundant GoDoc references
Adds copilot-instructions.md
* docs: Update CODING_GUIDELINES with export recommendations and test commentary
* docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links
* docs: Update struct naming conventions for request and response types
* docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md
* refactor: Simplify error handling in QueryOrder method
* 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>
* 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
* tests: Replace !errors.Is(err, target) with testify equivalents
* codebase: Manual !errors.Is(err, target) replacements
* typo: Replace errMisMatchedEvent with errMismatchedEvent
* tests: Enhance error messages for better output
* tests: Refactor error assertions in various test cases to use require and improve clarity
* misc linter: Fix assert should wording
* tests: Simplify assertions in TestCreateSignals for clarity and conciseness
* tests: Enhance assertion message in TestCreateSignals
* GHA, tests: Add additional checks for common issues
These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages
* Add support for checking backticked string format specifiers and fix issues
* tests: Fix error comparisons
* tests: Replace errors.Is(err, nil) usage with testify and automate check
* refactor: Rename ExtractPort to ExtractPortOrDefault
* tests: Replace assert with require for error handling in multiple test files
* tests: Replace assert with require for error handling and improve assertions in data tests
* tests: Fix typo in assertion message for StreamVol test
* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions
* OKX: Revert intentional error check
* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
* Added TimeInForce type and updated related files
* Linter issue fix and minor coinbasepro type update
* Bitrex consts update
* added unit test and minor changes in bittrex
* Unit tests update
* Fix minor linter issues
* Update TestStringToTimeInForce unit test
* fix conflict with gateio timeInForce
* Update order tests
* Complete updating the order unit tests
* update kucoin and deribit wrapper to match the time in force change
* fix time-in-force related test errors
* linter issue fix
* time in force constants, functions and unit tests update
* shift tif policies to TimeInForce
* Update time-in-force, related functions, and unit tests
* fix linter issue and time-in-force processing
* added a good till crossing tif value
* order type fix and fix related tim-in-force entries
* update time-in-force unmarshaling and unit test
* fix time-in-force error in gateio
* linter issue fix
* update based on review comments
* add unit test and fix missing issues
* minor fix and added benchmark unit test
* change GTT to GTC for limit
* fix linter issue
* added time-in-force value to place order param
* fix minor issues based on review comment and move tif code to separate files
* update on exchanges linked to time-in-force
* resolve missing review comments
* minor linter issues fix
* added time-in-force handler and update timeInForce parametered endpoint
* minor fixes based on review
* nits fix
* update based on review
* linter fix
* rm getTimeInForce func and minor change to time-in-force
* minor change
* update based on review comments
* wrappers and time-in-force calling approach
* minor change
* update gateio string to timeInForce conversion and unit test
* updated order test unit tes functions
* minor fixes on unit tests
* nits fix based on feedback
* update TestDeriveCancel unit test assert messages
* update TestDeriveCancel unit test assert messages
* update timeInForceFromString method to return formatted error and update functions using it
* restructure and fix minor exchanges time-in-force handling issues
* replaced unused getTypeFromTimeInForce with inline switch-based order type check
* separated the repeated timeInForce conversion code to a function
* update exchanges time-in-force handling based on review comments
* limter fix
* edded comment to validTimesInForce var
* added comment to gateio's timeInForceString func
* added goodTillCancel switch case to gateio timeInForceString func
* Tests: Use currency.NewUSD and NewUSDT
Simple refactor to use the provided shortcut methods
* Github: Add CI check to ensure NewPair not used
Add a step to ensure NewPair(BTC, USD*) isn't used
* golangci-lint: Enable usetesting and unused linters
* tests: Improve assertions in various test cases for clarity and accuracy
* tests: Enhance error assertions in TestExecuteStrategyFromFile for improved clarity
* tests: Update assertions for improved clarity and accuracy
* tests: Replace assert with require for task count checks
* config/versions/v7: Replace context.Background() with t.Context()
* Bithumb: Centralise and consoliate testPair, relax UpdateTickers check
with some glorious Doom Eternal music
* Bithumb: Use UpdatePairsOnce and update remaining pair string
* Bithumb: Add UpdatePairsOnce to TestUpdateTickers
* Exchanges: Remove cancel order walletAddress
* Order: Refactor TestMatchFilter
TestMatchFilter had inconsistent testing of empty values, and was
painful when a field was removed due to index methodology.
This should provide equal test clarity, but improve maintainability and
improve coverage on empty values.
* cmd/documentation: Add pagination support for contributors
* Drop break and return immediately
* documentation: change defaultGithubAPIPerPageLimit to an integer and update usage in GetContributorList
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stream match update
* update tests
* linter: fix
* glorious: nits + handle context cancellations
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* glorious: whooops
* gk: nits
* Leak issue and edge case
* Websocket: Add SendMessageReturnResponses
* whooooooopsie
* gk: nitssssss
* Update exchanges/stream/stream_match.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* linter: appease the linter gods
* gk: nits
* gk: drain brain
* started
* more changes before merge match pr
* gateio: still building out
* gateio: finish spot
* fix up tests in gateio
* Add tests for stream package
* rm unused field
* glorious: nits
* rn files, specifically set function names to asset and offload routing to websocket type.
* linter: fix
* Add futures websocket request support
* gateio: integrate with IBOTExchange (cherry pick my nose)
* linter: fix
* glorious: nits
* add counter and update gateio
* fix collision issue
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* upgrade to upstream merge
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* Set correct price
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* fix ID bug, why I do this, I don't know.
* glorious: panix
* linter: things
* whoops
* dont need to make consecutive Unix() calls
* websocket: fix potential panic on error and no responses and adding waitForResponses
* rm json parser and handle in json package instead
* in favour of json package unmarshalling
* linter: fix
* linter: fix again
* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity
* spells and magic and wands
* glorious: nits
* comparable check for signature
* mv err var
* glorious: nits and stuff
* attempt to fix race
* glorious: nits
* gk: nits; engine log cleanup
* gk: nits; OCD
* gk: nits; move function change file names
* gk: nits; 🚀
* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call
* gk: nits; continued
* gk: engine nits; rm loaded exchange
* gk: nits; drop WebsocketLoginResponse
* stream: Add match method EnsureMatchWithData
* gk: nits; rn Inspect to IsFinal
* gk: nits; rn to MessageFilter
* linter: fix
* gateio: update rate limit definitions (cherry-pick)
* Add test and missing
* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit
* integrate rate limits for websocket trading spot
* conform to match upstream changes
* standardise names to upstream style
* fix wrapper standards test when sending a auth request through a websocket connection
* whoops
* Update exchanges/gateio/gateio_types.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: overload
* whoops
* spelling fixes on recent merge
* glorious: nits
* linter: fix?
* glorious: nits
* gk: assert errors touched
* gk: unexport derive functions
* gk: nitssssssss
* fix test
* gk: nitters v1
* gk: http status
* gk/nits: Add getAssetFromFuturesPair
* gk: nits single response when submitting
* gk: new pair with delimiter in tests
* gk: param update slice to slice of pointers
* gk: add asset type in params, includes t.Context() for tests
* linter: fix
* linter: fix
* fix merge whoopsie
* glorious: nits
* gk: nit
* shift over to websocket package error
* internal/exchange/websocket -> exchange/websocket
* PEAK OCD!
* appease the OCD gods
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Websocket: Rename stream package
* Websocket: Rename Websocket to Manager
* Websocket: Replace explicit errs with common.NilGuard
* Websocket: Move websocket_types.go to types.go
* Websocket: Minor field comment and alignment in types
* Webosocket: Rename WebsocketConnection to Connection
* Alphapoint: Make gorilla ws import explicit
Just to avoid confusion with our own packages.
* Websocket: Move stream_match to match
* Websocket: Move websocket_connection to connection
* Websocket: Move websocket.go to manager.go
* Websocket: Break out all subscription methods into subscriptions.go
* Websocket: Move connection type into its file
* Websocket: Remove PositionUpdated
Type is not used anywhere
* Kraken: Use local constant for pong
Was the only use of websocket.Pong and doesn't really feel right to
represent kraken's api resp in one of our packages
* Websocket: Move connection sub-types to connection package
* Websocket: Move manager types into manager
* Websocket: Move ConnectionWrapper into manager
* Websocket: Move websocket_test to manager_test
* Websocket: Privatise connectionWrapper
* Websocket: Remaining types into types.go
These really belong somewhere else mostly, but this will do for now
* Websocket: Tidy up connection method vars
* Gofumpt: Moving package imports around
* Websocket: Rename errDuplicateConnectionSetup
* Websocket: Fix duplicate import of gws
* Websocket: Fix gofumpt -extra
* Websocket: Standardise import of gws across other pkgs
* Kraken: Remove unused sub conf consts
These were replaced by the generic Levels and Depth fields on all subs
* Websocket: Privitise ConnectioWrapper fields
* Websocket: inline single use var WebsocketNotAuthenticatedUsingRest
* Websocket: Move documentation to template
* Bithumb: Assertify TestWsHandleData
* portfolio: Fix CryptoID balance issue and assertify tests
* portfolio: Expand context usage, enhance tests and a few other minor improvements
* portfolio: Further improvements and enhance common.IsValidCryptoAddress
* config, portfolio: Use v6.DefaultConfig, switch to context.WithCancel
* 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
* Config: Allow missing Versions
This allows easier development of non-stacked version upgrades.
Though the PRs still need to be merged sequentially, or renumbered right
before merging
* Config: Move OrderManager upgrade to Version management
* Config: Move assetEnabled upgrade to Version management
* Assets: Do not error on asset not enabled, or disabled
This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.
* CurrencyManager: Set AssetEnabled when StorePairs(enabled)
* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset
Also assertifies
* Bitfinex: Fix tests for MarginFunding subs
* GCTWrapper: Improve TestMain clarity
* BTSE: Add futures to testconfig
* Exchanges: Rename StoreAssetPairStore
Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.
Now callers need to get their AssetEnabled set as they want it, so
there's no magic
This change also moves responsibility for error wrapping outside to the
caller.
* Config: AssetEnabled upgrade should respect assetTypes
Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value
* Config: Improve exchange config version upgrade error messages
* add updatedAt for account balance
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* add nil pointer test for load
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* account: set default updatedAt to balance for Update
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* engine: add UpdatedAt for account info
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* account: force updatedAt for load balance
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* minor change for test
Signed-off-by: Ye Sijun <junnplus@gmail.com>
---------
Signed-off-by: Ye Sijun <junnplus@gmail.com>
* 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>
* Bitfinex: Fix WS trade processing
* Add handling for funding trades
Fixes#1746
* Linter: Disable shadow linting for err
It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.
* Bitfinex: Move websocket constants to websocket file
* Bitfinex: Rename channel consts
* Bitfinex: Send individual WS trades down the DataHandler
* GateIO: Fix GetFuturesContractDetails for Deliveries
Was returning the product of all the contracts, so 1444 instead of 38
contracts.
* GateIO: Fix GetOpenInterest returning asset.ErrNotEnabled
Using wrong error for pair not enabled
* GateIO: Rename GetSingleContract and GetSingleDeliveryContracts
Especially fixes GetSingleContract, which seems misleading to not say
Futures.
There's a load of `GetSingle*` here that should probably also be fixed,
but these two justified a dyno
* GateIO: Rename GateIOGetPersonalTradingHistory to GetMySpotTradingHistory
* GateIO: Rename GetMyPersonalTradingHistory to GetMyFuturesTradingHistory
* GateIO: Remove duplicate DeliveryTradingHistory
* GateIO: Rename Get*PersonalTradingHistory to GetMy*TradingHistory
* Linter: Disable shadow linting for err
It's been a year, and I'm still getting caught out by govet demanding I
don't shadow a var I was deliberately shadowing.
Made worse by an increase in clashes with stylecheck when they both want
opposite things on the same line.
* GateIO: Add missing Futures and tradinghistory fields
* GateIO: Improve WS Header parsing
This unifies handling for time_ms and time in response headers, since
options and delivery have only time, but spot has time_ms as well.
We use the better of the two results.
Also [improves performance 2x](https://gist.github.com/gbjk/7cacb63b9a256e745534bb05ca853c48)
* GateIO: Use time_ms WS fields where available
Removes the deprecated _time json fields and populates our Time fields
with the time_ms values
As a GCT user with spot and margin assets enabled, but only margin asset enabled websocket subscriptions,
I should still get subscriptions for all the pairs in margin which are also in spot
Currently it only works when spot subscriptions are enabled. Otherwise the spot pairs are ignored.
Fixes#1755
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stream match update
* update tests
* linter: fix
* glorious: nits + handle context cancellations
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* glorious: whooops
* gk: nits
* Leak issue and edge case
* Websocket: Add SendMessageReturnResponses
* whooooooopsie
* gk: nitssssss
* Update exchanges/stream/stream_match.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* linter: appease the linter gods
* gk: nits
* gk: drain brain
* started
* more changes before merge match pr
* gateio: still building out
* gateio: finish spot
* fix up tests in gateio
* Add tests for stream package
* rm unused field
* glorious: nits
* rn files, specifically set function names to asset and offload routing to websocket type.
* linter: fix
* glorious: nits
* add counter and update gateio
* fix collision issue
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* upgrade to upstream merge
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* glorious: panix
* linter: things
* whoops
* dont need to make consecutive Unix() calls
* websocket: fix potential panic on error and no responses and adding waitForResponses
* rm json parser and handle in json package instead
* linter: fix
* linter: fix again
* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity
* spells and magic and wands
* glorious: nits
* comparable check for signature
* mv err var
* glorious: nits and stuff
* attempt to fix race
* glorious: nits
* gk: nits; engine log cleanup
* gk: nits; OCD
* gk: nits; move function change file names
* gk: nits; 🚀
* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call
* gk: nits; continued
* gk: engine nits; rm loaded exchange
* gk: nits; drop WebsocketLoginResponse
* stream: Add match method EnsureMatchWithData
* gk: nits; rn Inspect to IsFinal
* gk: nits; rn to MessageFilter
* linter: fix
* gateio: update rate limit definitions (cherry-pick)
* Add test and missing
* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit
* integrate rate limits for websocket trading spot
* bitstamp: fix issue
* glorious: nits
* ch name and commentary
* fix bug add test
* rm a thing
* fix test
* Update engine/engine.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* thrasher: nits
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/stream/stream_match_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* GK: nits rn websocket functions
* explicit function names for single to multi outbound orders
* linter: fix
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Config: Version Management
* Engine: Improve visibility of TestConfigAllJsonResponse failures
* Config: Update cmd/config to allow upgrades
* Config: Add Version2 to rename GDAX
* Config: Restructure versioning to share types
This restructure allows us to share types between versions, avoids
needing to import the versions, and puts the test fixtures in same
package.
It's a win on all fronts
* Config: Fix SetNTPCheck using log
Called from engine before logger is inited, and also just wrong to use
log to communicate with user
* Config: Improve TestMigrateConfig
* Config: Drop requirement for versions to be registered in sequence
Checking the versions at Deploy is much saner.
* Config: Fix file encrypted but flag not set
* Config: Add -edit and encryption upgrade to cmd/config
This simplifies the handling for encryption prompts by moving it to a
field on config, allowing us to simplify all the places were were
passing around config
Also moves password entry to being secure (echo-off)
* Tests: Fix inconsistent should/must assertions
* gateio: Add multi asset websocket support WIP.
* meow
* Add tests and shenanigans
* integrate flushing and for enabling/disabling pairs from rpc shenanigans
* some changes
* linter: fixes strikes again.
* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
* Add subscription tests (state functional)
* glorious:nits + proxy handling
* Spelling
* linter: fixerino
* instead of nil, dont do nil.
* clean up nils
* cya nils
* don't need to set URL or check if its running
* stop ping handler routine leak
* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
* Allow rollback on connect on any error across all connections
* fix shadow jutsu
* glorious/gk: nitters - adds in ws mock server
* linter: fix
* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.
* gk: nits
* Leak issue and edge case
* gk: nits
* gk: drain brain
* glorious: nits
* Update exchanges/stream/websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* add tests
* linter: fix
* After merge
* Add error connection info
* Fix edge case where it does not reconnect made by an already closed connection
* stream coverage
* glorious: nits
* glorious: nits removed asset error handling in stream package
* linter: fix
* rm block
* Add basic readme
* fix asset enabled flush cycle for multi connection
* spella: fix
* linter: fix
* Add glorious suggestions, fix some race thing
* reinstate name before any routine gets spawned
* stop on error in mock tests
* glorious: nits
* glorious: nits found in CI build
* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.
* mutex across shutdown and connect for protection
* lint: fix
* test time withoffset, reinstate stop
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* glorious: panix
* linter: things
* whoops
* defer lock and use functions that don't require locking in SetProxyAddress
* lint: fix
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* engine: Add overridable exchanges command line flag
* Improve tests
* engine: Add additional SetupExchanges edge case test and prevent suppressed dry run warnings
* CI/build: Update Go version, linters and fix minor issues
* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
* Add in extra field for colocation monitoring
* rm tags
* populate through gateio orderbooks
* populate through incremental updates
* Add insert at field for orderbook depth
* I AM A BAD SPELLLLLLA
* add it in
* c change
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Add in initial handling for quote/base currency deployment requirements
* include client order ID checking
* glorious: suggestions
* spell and fix
* linter/context/test
* rework tests and order side specific requirements
* linter
* mend panic at the disco
* mending more panics at the disco
* anudda fix brudda
* glorious: NITTTTTT BOOOOOMB
* leftover things and stuff
* whoops
* tie in gateio
* glorious: nit fixes life and everything.
* thrasher: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Websocket: Use ErrSubscribedAlready
instead of errChannelAlreadySubscribed
* Subscriptions: Replace Pair with Pairs
Given that some subscriptions have multiple pairs, support that as the
standard.
* Docs: Update subscriptions in add new exch
* RPC: Update Subscription Pairs
* Linter: Disable testifylint.Len
We deliberately use Equal over Len to avoid spamming the contents of large Slices
* Websocket: Add suffix to state consts
* Binance: Subscription Pairs support
* Bitfinex: Subscription Pairs support
* Bithumb: Subscription Pairs support
* Bitmex: Subscription Pairs support
* Bitstamp: Subscription Pairs support
* BTCMarkets: Subscription Pairs support
* BTSE: Subscription Pairs support
* Coinbase: Subscription Pairs support
* Coinut: Subscription Pairs support
* GateIO: Subscription Pairs support
* Gemini: Subscription Pairs support and improvement
* Hitbtc: Subscription Pairs support
* Huboi: Subscription Pairs support
* Kucoin: Subscription Pairs support
* Okcoin: Subscription Pairs support
* Poloniex: Subscription Pairs support
* Kraken: Add subscription Pairs support
Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this
* Bybit: Subscription Pairs support
* Okx: Subscription Pairs support
* Bitmex: Subsription configuration
* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately
* CoinbasePro: Subscription Configuration
* Consolidate ProductIDs when all subscriptions are for the same list
* Websocket: Log actual sent message when Verbose
* Subscriptions: Improve clarity of which key is which in Match
* Subscriptions: Lint fix for HugeParam
* Subscriptions: Add AddPairs and move keys from test
* Subscriptions: Simplify subscription keys and add key types
* Subscriptions: Add List.GroupPairs Rename sub.AddPairs
* Subscription: Fix ExactKey not matching 0 pairs
* Subscriptions: Remove unused IdentityKey and HasPairKey
* Subscriptions: Fix GetKey test
* Subscriptions: Test coverage improvements
* Websocket: Change State on Add/Remove
* Subscriptions: Improve error context
* Subscriptions: Fix Enable: false subs not ignored
* Bitfinex: Fix WsAuth test failing on DataHandler
DataHandler is eaten by dataMonitor now, so we need to use ToRoutine
* Deribit: Subscription Pairs support
* Websocket: Accept nil lists for checkSubscriptions
If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient
* Websocket: Add context to NilPointer errors
* Subscriptions: Add context to nil errors
* Exchange: Fix error expectations in UnsubToWSChans
* deribit implementation
* add ws impll
* cleanup
* Update deribit_wrapper.go
* Add missing endpoints
* Fix config file
* asset type update
* Update code structure
* Update authenticated private endpoints unit tests
* Updating websocket
* Updating websocket connection and subscription handling
* Finishing up adding subscription push data
* Adding websocket public endpoint
* Adding WS endpoints
* Adding websocket unit tests
* Minor clean-up
* Integrating websocket endpoints into the wrapper funcs
* Updating exchange documentations
* Fixing test issues
* Code cleaning-up
* fix test issues
* Updating validations and logic errors
* Updating wrapper issues
* fix test issues
* Slight test update
* Unit test and code structure update
* Update websocket tempos
* Slight update on code structure
* Minor update on unit tests
* Update depending on review comments
* Minor code fix and doc re-generating
* Update on Candlestick wrapper functions
* Minor updates
* minor unit test updates
* Minor updates on weboscket and unit tests
* minor linter fix
* codespell and rate limiter issues
* single linter issue fix
* adding rate limiter
* Add ratelimiter to websocket conn and overall code update
* fix websocket push data issue
* Implementing missing wrapper function
* Websocket fix
* Minor update on missing endpoint and other
* fixing websocket issues and cleaningup
* Minor tempo fix
* Minor linter issues
* unit test update
* Indexing error fix
* Websocket connection fix
* string formatting fix
* Small fix on unit tests
* fix minor json conversion issue
* websocket and documentation update
* websocket, wrapper and unit test updates
* Documentation and unit tests update
* Fix unit tests
* wrapper fix for new change
* Unit test fix
* timestamp conversion and unit tests update
* Minor instrument ID conversion fix
* instrument formats and unit test update
* formatting and unit test fix
* config update
* Updating websocket and adding the Spot support
* Add small unit test fix
* unit test and websocket handlers update
* Linter issues fix
* minor documentation and code update
* Minor fix
* added a wrapper func GetLatestFundingRates
* Types, wrapper update, and unit tests
* Minor config update
* fix wrapper unit tests
* Resolve all panic and wrapper test issues
* minor unit test fix
* fix issues and adding newly added endpoints
* updates and added remaining endpoints with unit tests
* Update unit tests using assert
* Added missing endpoints and unit tests
* Minor updates and clean-ups
* Resolve tradable pair fetching panic
* Mutex fix
* Added Options assets test and minor fixes
* subscription mothod updated
* Remove misadded code lines
* resolve websocket
* Updating tests, types, endpoint methods and others
* Added GetFuturesContractDetails and minor fix
* fix linter issue
* revert change on candlestic time
* Added filters to candles
* minor unit test and wrapper fix
* Minor unit tests update
* cahnge param key for GetOrderMarginByID
* updating unit tests and resolve issues
* Update websocket unit tests
* Minor fix based on review
* Revert unit test change
* fix pair config issue
* Added missing wrapper functions
* Fix missing review changes
* Fix options request pair formatting
* fix AllExchangeWrappers test issue
* Changes with unit test and wrapper based on the review
* Fix to options reg-exp
* wrapper functions fix
* Update MaximumFundingRateHistory filter and minor fixes
* Fix besed on review comment
* Fix issues on review comment
* linter fix
* fix minor unit test issue
* Fix unit test issues
* Update trade order cancellation responses
* fix config files issue
* lint update config files
* Update unit tests
* Update return values and response handling
* added missing endpoint and fixes based on review comment
* toggle useTestNet back
* Update cancel by label and other fix
* fix forgotten cancel all response type
* update CancelResp type
* Fix unmarshaling error
* updated websocket orderbook load issue
* fix websocket lock and groups
* Change Items to Tranche and fix linter issues
* Fix orderbook issue
* Update unit tests offline error handling, and endpoints argument and error handling
* Contributors documentation update and change error return type
* Updated unit tests based on review comment
* Update unit tests and removed password change endpoint
* Fix race condition
* Update on tests, test pairs, and wrapper config
* Update test tradable pairs loading
* Update unit tests, fix linter issues, and update wrapper functions
* remove credentials
* Update test and fix authentication method and few authenticated endpoints
* fix codespell issue
* group the repeated currency code check to a func
* added unit test for repeated pair check func
* Added a base coin and related updates
---------
Co-authored-by: E Sequeira <earncef@earncef.com>
