* Adds potential fix for websocket reconnection failure
* Addr tests, we now don't return an error, this allows us to reuse existing if still in operation.
* update depends && go mod tidy
* adds in channel direction for parameter
* Add full subscriber function, increased test coverage, initiate go routine after calling routine instance check in connection monitor
* fix linter issue
* use protected methods for setting field variables
* removed function, added tests
* lock sub manipulation
* fix linter issue
* Added in transport idleconnection timeout to fix MACOS reconnection issue when all idle connections are consuming resources
* used protected methods to set underlying fields
* set variable via time.Duration param
* Added in lock around field variable in test
* Addr thrasher nits and expanded exchange tests
* Fix test
* Addr glorious nits
* go mod tidy
* Add a larger timeout for traffic monitor if the test runs slow
* initial update of currency system
* WIP progress
* Finish initial currency string error returns
* fix whoopsie testing for non https insecureinos
* Current WIP for getEnabledPairs check and error return
* WIP continued
* When getting enabled pairs throw error when item is not contained in available pairs list
* More updates -WIP
* Wip continued including potential interface
* Current WIP
* pairs manager pass
* drop asset string and just use the map key, plus return some errors and create more work for myself.
* clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set.
* purge logger references after merge
* go mod tidy after merge
* Pointer change WIP
* fix some issues and added error returns to a few items (WIP)
* WIP
* Clean
* Fix some linter issues
* Fix more linter issues
* even more linters
* xtda nits
* revert pointer change and rm field
* Addr madcozbadd nits
* fix linter issues: shadow declarations
* Fix linter issues: gocritic huge things
* linter issue fix
* Addr nits
* flush go mod files
* after merge woops
* fix shadow dec
* Addr thrasher nits
* addr nits
* fix some issues
* more fixes
* RM println
* Addr glorious nits
* Add helper method for setting assets
* add missing format directive
* Addr nits
* Actually process new futures contracts -_- derp
* WIP for GRPC upgrade for pair management
* update config pairs
* finished disabling and enabling asset
* linked update of tradable pairs to cli
* fix oopsies
* defer writing to file on program termination for currency storage system
* update template
* don't add disabled asset items to initial sync
* Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits
* WIP on getting a channel to unsub
* Wip track down unsubscribe bug and start creating streaming interface
* purge websocket orderbook object and centralised updating routine for orderbook
* general clean before interface implementation
* stage one connection interface WIP
* WIP
* repackage wshandler WIP
* find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it
* design change on mange subscription routine WIP
* integrated ZB with the new webosocket updates
* WIP - okex conversion
* integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene
* integrate another range of exchanges for websocket update
* Added subscriber and unsubscriber methods to websocket functionality
* fixed tests WIP
* amalgamate cache setup with main websocket setup
* reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations
* added in colon
* Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection.
* Fix subscribe candle bug
Fix time conversion in candle
Fix inititial candle history to datahandler
Include funding to orderbook handling
Include funding to trades
Reduce code duplication in sub and unsub functions
Added the ability to include funding currency websocket subscriptions
validated all channels and added more items todo list (Auth items)
* RM line
* bitstamp pass
* btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test.
* Batch outgoing subscriptions and fix unsubscribe bug
* BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls
* fix type field and batch outgoing subs and unsubs for coinbasepro
* Batch outgoing subs and unsubs
* Fixes bug when matching return from authentication
* Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation.
* Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function.
* Add error handling
* Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections.
* hitBTC pass
* returned nil instead of error due to period null bids and asks updates coming through.
* Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe.
* Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines.
* RM debug output
* rm func to get shutdown channel
* Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data
* okgroup WIP
* *Added missing fields for websocket trades
*Fix bug processing kline interval
*Added fields for websocket ticker struct
*Fix auth bug
-Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued.
-Updated channel inclusion of pair fo auth subs as this was missing.
*Assortment of perfomance improvements
* poloniex pass
* send all trades to data handler, validated enabled and disable pairs
* initial clean
* centralised request matching mechanism
* websocket main improvements WIP
* WIP
* Websocket management via gctcli WIP
* GRPC expansion
* Updated GCTCLI with websocket url and proxy setting functionality which flushes connection
* Fix continuous spawning of routines bug on error with reconnection
* Addr linter issues
* fix subscription bug that I caused when I changed to a switch case
* fix linter issue
* fix woopsie
* End of day WIP
* Fix order submission REST, time conversion, order type conversion, orderID bugs
* fix gateio test and unsubscribe bug
* revert comment out code
* websocketAPI changed to to true in configtest.json
* fix race in gateio test
* End of day WIP for websocket tests.
* BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs.
* Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go
* Added verbosity check for setting websocket URL
* fix bug where the asset had a mind of its own
* purge dodgy coding
* Fix tests, drop blocking chan in websocket Dial function
* few more changes
* race condition fix for websocket tests.
* fix intermittent test failure due to underlying hash table storage
* Address madcuzbad nit
* RM superfluous printlines
* Add quick top example with paramater fields
* First pass Glorious nits
* As per madcozbad suggestion return error when enabled pair not found in full return map. Add test.
* addr madcozbadd nits
* as per glorious suggestion rm'd loadedJSON field
* adjusted ticker, added test and RM'd code that can never be executed
* Addr nits and add in crypto rand genration for ID's
* remove global channel declaration and rescoped as this was causing a lock
* as per glorious suggestion restructured return error for websocket
* addr glorious suggestions
* fix linter issues
* purge non-existent pair from testdata
* add side field to struct and parse
* addr glorious nits
* Add verbosity to error returns and logs and fix string parsing in GCTRPC
* fix speeling mistwake
* Adds websocket functionality check before flushing websocket connection
* Addr kraken panic and setting/flush websocket url stage one.
* added websocket url check before setting with tests
* Added in edge case test if by the time we call contains on available pairs it has been changed
* remove error return for func
* Continuation of tests
* continuation of tests
* Stop potential panic within pair creation function
* Implement changes to upstream
* rm sup comment
* fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli
* fix test
* Fix linter issues
* Fix tests
* turn websocket off in config example
* Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving
* Introduced err var for same error returns
* Add err var exchange base not found
* restructure function
* drop gctscript from generic response name
* drop managesub delay const as its not being used
* correctly implement websocket rate limiting for coinut
* remove quotations
* drop pair management check
* fix spelling
* return error in function to not update currency with unset role
* amalagamted enable/disable into set function and added in pairstore fetch function
* update error description
* rm function
* moved test function to sharedtestvals and move type to types.go
* append delimiter onto currency delimiter strings
* add test coverage
* rm functions as they are set as methods in base
* remove superfluous methods
* Fix issue that would occur when a subscription errored and not appending successful subs
* fix after rebase woopsie
* fix linter issues
* fix bug streamline code
* fix linter issues
* fix linter issues
* fix case where it should not change ID if set but append new
* fix whoopsie
* fix websocket tests
* fix readme, fix wrapper issues reporting template, go mod tidy
* add test coverage
* add test coverage and verified futures pariing
* add in futures bypass as its not currently supported on BTSE until API update and implementation
* removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update.
* If asset enabled add pair and increase code coverage
* remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code.
* Add code coverage
* log error if setting default currency fails, add code coverage
* address glorious nits
* Addr xtda nits
* fix linter issues
* addr glorious nits
* xtda nits
* Addr glorious nits
* add subscription protection and removed a superfluous wait call
* fix test
* fix whoopsie
* addr xtda nits
* addr glorious nits
* Added asset types to subscriptions structs, also added in error handling for resubscription errors
* consolidated rpc returned type and added in sucessful strings
* dropped stream timing down to 100ms
* DOC changes
* proxy and url usage string additions
* WIP
* go mod tidy rides again
* Addr nits
* Addr nits, fix tests
* fix wording
* add in test case for currency matching
* Add byte length check on outbound websocket payload subscriptions
* addr thrasher nits
* Addr madcozbadd nits
* addr linter issues
* Addr glorious nits by amalgamating function into one mega amazing function.
* fix futures account subscription bug
* addr glorious nits and reinstated wg.Wait() checks
* changed string to currency delimiter string and setconnected by function
* * Adds script link to GCT logger package
* Adds ability to save data as csv via script
* addr nits
* go mod tidy
* add glorious suggestion
* rm unused function
* fix linter issues
* clean up some issues
* Add in configuration fields to object for reflection to the csv file
* RM line :D
* address nits
* update to check for target already being set and add more test coverage
* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs
* fix whoopsie
* linter issues
* purge getter methods
* Added glorious suggestion
* go mod tidy after merge
* niterinos
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines
* Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go
* initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides
* bitmex Completes new order
* Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab:
* Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types
* Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders.
* Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it
* Fixes a cancelAllOrders oopsie doopsie
* Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep.
* Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D
* Finishes btc markets without testing
* Adds untested ws auth func to btse
* Finises btse, fixes btcmarkets bug
* Adds coinbasepro support
* Fixes a few more fields in coinbase pro and readds the extra subs
* Begins work on coinbene. Plus theyve added a new ws connection yeee
* Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields
* Removes extra websocket connection ;_;
* Finishes gemini. Fixes order side unknown
* Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details
* Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly
* Cleans up okroup websocket implementation. Fixes bug in Gemini
* Adds poloniex support. Updates ws order handling
* new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug
* Begins work on authenticated binance websocket
* Attempts to track user data via binance websocket
* Maybe finishes Binance websocket support
* Begins adding test coverage to orders.go. Updates names of script properties to match updated
* Begins an experiment with code coverage. Fixes more rebase issues
* Completes orders coverage. Botches a few other things though. Fixes more scripting stuff
* All tests in engine package pass
* Adds some loevely routine tests
* Moves ordermanager to test Bot ordermanager
Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them
* Replaces "wsHandleData" with "wsReadData" as that's what its going to do now.
* Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests
* Fixes majority of test issues. But data races which are tough on the engine package
* "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought
* Tests all the binance websocket points
* Adds better bitfinex websocket support.
* Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered
* Adds BTSE ws tests. Fixes bugs in ws
* Adds coinbase pro tests. Fixes any issues
* Coinbene tests
* Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing
* Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders.
* Finishes the hectic coinut testing
* Adds tests for gateio
* Fixes rebase issues. Updates tests to work without being overloaded
* Begins testing of gemini. fixes up minor issues
* ginishes gemini tests and fixes
* Adds hitbtc tests. Fixes all the many issues with hitbtc websocket
* Adds remaining tests. Increases default test channel limit again
* Begins work towards huobi tests
* Finishes huobi tests
* Fixed all mythical rebase adventures
* Begins kraken transformation
* Finishes kraken. Fixes coinbene leverage now that its changed
* Begins okgroup testing
* Adds okgroup ws tests
* Does some poloniex
* Fixes basic curreny issue by extracting to func
* Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth
* Finishes poloniex revision
* Finishes ZB additions
* Fixes data races
* Fixes rebase issues. Fixes bad kraken logic
* Fixes after reviewing code
* lint everywhere
* Fixes lingering lints
* lint
* Adds test coverage to order detail and modify updating
* Fixes linting
* Fixes huge int, fixes date tests
* Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties. Updates bitmex asset type in test
* Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities.
* Adds coverage to the stringToOrderType/Status functions introduced in PR
* Minor fixes addressing some time, error text and use of StringDataCompareInsensitive
* Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications
* Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type
* Adds new error type to track and handle order classification errors separately
* Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions
* Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors
* Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions
* minty linty
* Broken end of day code addressing basic nits on comments, returns and currency conversion
* Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead
* Fixes fun rebase fun fun so fun
* Addresses minor nits regarding changed interface and comments
* Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found.
* Fixes test
* Adds a single line to the end of the file, because that would be really bad if it wasn't there
* Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties
* Addresses binance switch linting
* Updates leverage property to int64
* Fixes what was broken
* renamed package to log to stop side import requirement
* reverted comment changes
* reverted comment changes
* one more reverting wording back to logger
* wording changes on comments
* 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
* corrected param order Side -> Type, also corrected condition check for IsOrderPlaced
* send open status for GetActiveOrders
* GetActiveOrder() changes to include OrderID and status matching
* BTC Markets batch order limit fixes & SplitStringSliceByLimit method
BTC markets batch end points have limits (20 for cancel 50 for query) adds new method SplitStringSliceByLimit in common to split a slice by limit and return slice of slice
* rm line :D
* Added test for SplitStringSliceByLimit and moved to const
* ntp client reworked to not return error if no valid time servers are found but default to system
* clean up
* new line added
* use TimeMgr sublogger and wording correction on output
* Moved to DialTimeout() & Removed SetDeadline call
* removed line
* added setdeadline fix
* goimport file
* removed unused error from NTPClient as we now default to system time if no server can be reached
* Added checks for number overflows
* converted to uint as you should not be passing a negative number in
* Increased test cases for NTPClient
* Removed Helper call as no longer outputting any data from function
* removed unused param
* 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
* Adds new file.Move func to address a bug with Golang/Docker volumes when using os.Rename
Also uses TempDir for tests instead of live directories and increases test coverage for file.Write
* Goimport the imports
* Make usage of file package name consistent so it no longer clashes with vars
* Remove outputFile if io.Copy fails
* First pass at adding new logging system
* NewLogger
* NewLogger
* WIP
* silly bug fix
* :D removed files
* removed old logging interface
* added tests
* added tests
* Started to add new lines to all f calls
* Added subsystem log types
* Logger improvements
* Further performance improvements
* changes to logger and sublogger creation
* Renamed Logging types
* removed old print statement
* changes based on feedback
* moved sublogger types to own file
* :)
* added console as output type
* added get level command
* added get/set log level via grpc command
* added check for output being empty for migration support
* first pass at log rotation
* added log rotation
* :D derp fixed
* added tests
* changes based on feedback
* changed log type
* comments
* renamed file -> fileSettings
* typo fix
* changes based on feedback
* gofmt ran on additional files
* gofmt ran on additional files
* Added new base logger
* updated example and test configs
* updated exchange helpers restful router & server
* logPath is now passed to the logger to remove dependency on common package
* updated everything besides exchanges to use new logger
* alphapoint to bitmex done
* updated bitmex bitstamp bittrex btcc and also performance changes to logger
* btcmarkets coinbase coinut exmo gateio wrappers updated
* gateio and gemini logger updated
* hitbtc huobi itbit & kraken updated
* All exchanges updatd
* return correct error for disabled websocket
* don't disconnect client on invalid json
* updated router internal logging
* log.Fatal to t.Error for tests
* Changed from fatal to error failure to set maxprocs
* output ANSI codes for everything but windows for now due to lack of windows support
* added error handling to logger and unit tests
* clear wording on print -> log.print
* added benchmark test
* cleaned up import sections
* Updated logger based on PR requests (added default config options on failure/setting errors)
* ah this should fix travici enc config issue
* Load entire config and clear out logging to hopefully fix travisci issue
* wording & test error handling
* fixed formatting issues based on feedback
* fixed formatting issues based on feedback
* changed CheckDir to use mkdirall instead of mkdir and other changes based on feedback
* Common.go testing:
Improved GetHMAC test
Cut ByteArrayToString from common, already have a function that does the same thing
more coverage for SendHTTPRequest test
Improved SendHTTPGetRequest test
added JSONDecode test
added UnixMillis test
added RecvWindow test
added FloatFromString test
added IntFromString test
added Int64FromString test
added TestTimeFromUnixTimestampFloat test
* Removed package-lock.json form gitignore as it ensures specific package versions
* Updated all @angular web dependencies
* Resolved tslint errors using autofix option
* Resolved some more tslint issues
* Added lint scripts to package.json to easy lint the ts files
* Updated codelyzer and tslint
* Run web on travis using node 10 and run the lint task
* Resolved some more tslint issues after upgrading tslint and codelyzer
* Resolved golint issues with regards to exchange comments
* Resolved spelling errors shown by goreportcard.com
* Resolved gofmt warnings using goreportcard.com
* Resolved golint issue by removing unrequired else statement
* Refactored slack.go to reduce cyclomatic complexity
* Fixed govet issue where Slack was passed as value instead of reference
- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
