* okx: fix get cryptocurrency deposit address for chain bug
* Update exchanges/okx/okx_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/okx/okx_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Revert "Update exchanges/okx/okx_wrapper.go"
This reverts commit 4345f57ce0e984f562ec576aeebc09407a1d2544.
* okx: temp filter for available transfer chain
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
The channels for the ws multiplexer weren't made;
so any interaction with it would block.
Tests passed because they invasively setup the multiplexer.
There are quite a few architectural risks with this implementation
pattern, such as leaking an uncancellable goro in a for-select loop.
Ideally WsConnect should take a cancellable context and any selects
should watch for ctx.Done()
That's a very invasive and pervasive change though, so this fix is as minimal and
atomic as possible.
Will consider opening a PR for cancellable context or improving this
multiplexer pattern.
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.
* exchanges: fin test impl.
* linter: fixes
* exchange_template: fix test
* allocate so it doesn't make a panic at the disco
* glorious: nits
* glorious: nits
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: shhhh
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.
* glorious: nits
* exchange: conjugation
* Update exchanges/exchange.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits and an assortment of differences
* exchanges: remove some comments
* glorious: nits
* cleanup
* tests: fix
* Update exchanges/hitbtc/hitbtc_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* kline: fix test
* rm unused variables
* almost: nits
* glorious: nits
* linter: fix
* rm unused variable
* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* engine: shutdown and unload exchange when engine is stopped
* linter: fixes
* engine/exchMan: add nil check
* engine/exchanges: add shutdown method to exchanges, rm len check lock not needed, expanded code coverage, address some nits
* exchMan: report all failed shutdowns across exchanges, implement timer and monitoring routines.
* exchMan: improve shutdown sequence and aloc.
* further improvement
* exchman: log from warn to error
* websockconnection: Suppress error return when closure is caused by library
* linter: fix
* fix racies
* add note on why not parallel tests
* glorious: nits
* spelling kween
* thrasher: nits
* engine: change print of setting using reflection, I keep forgetting to implement this so program around forgetfulness
* engine/exchange_management: remove wait group and just rely on intermediary lock
* glorious: nits
* Update common/common.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update main.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests
* linter: fix
* exchange_template: fix test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better
* zb: forgot to save?
* linties: fixies
* linties: word change as well.
* nitters: glorious
* buts
* nitters: fix glorious bug
* Update common/common.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* nitters: shifty
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* stream: set connection monitor delay.
- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.
* multi: add connection monitor delay to exchange config.
- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.
* multi: resolve review issues.
* add backtester support
* Prevent live data custom candles, prevent nanosecond candles
* test coverage
* a more interesting rsi strategy result
* actual custom candle and proper strat date
* add test to old funk
* typos 🌞🌞
* this was definitely worth failing linting for
* Adds stricter processing and adapts to it
* now compat with partial and absent candles
* test fixes, zb fixes
* fix more introduced bugeroos
* fix more introduced bugeroosx2
* linting for one space is so annoying
* addresseroos niteroos
* Update backtester/engine/setup.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* kline: Add builder and testing
* Ideas
* kline: deploy builder functionality across GCT
* exchanges: implement across gct
* exchanges: Add tests and fix implementations before kline package testing and veri.
* kline: Add tests and start to fix ConvertToNewInterval
* kline: fix ConvertToNewInterval add tests
* kline: complete overarching tests now on to exchanges
* kline: finish exchange tests and implement limits
* exchanges: more fixes
* linter: fix
* engine: fix tests
* kraken: fix recent trades and other fixes
* zb: fix tests
* bithumb: fix empty insertion
* kline: refactor/optimize CreateKline function
* kline: remove the mooos!
* kline: prealloc CalculateCandleDateRanges
* linter: fix
* exchanges: prealloc extended
* fix whoopsie
* reverse fix because this is a whoopsie
* okx: fix risidual issues
* linter: fix
* kline: initial nits from @gloriouscode
* kline: rename builder -> request and cascade change
* linter: fix + test
* kline: update forced alignment on start and end times when CreateKlineRequest is called.
* nits: more more more
* NITS: Addressed
* tests: fix race issue
* Update exchanges/kline/request.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting
* kline: Add params start and end to addPadding() to insert blanks in between block
* kline: remove test comment code as it's not needed anymore
* kline: fix lint and test
* kline: sort slice without extra bool check every iteration
* okx: fix issues with timeing and candles and such from niterinos & address typo
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: niterinos
* Update exchanges/poloniex/poloniex_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits now onto conflicts YAYA!!!
* Update exchanges/exchange_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits again
* thrasher: nitters
* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.
* kline: rm fmtizzle packageizzle
* glorious: nitters
* glorious: more niterinos
* fix last niterinos
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Modifications for a smoother live run
* Fixes data appending
* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy
* Attempting to get cash and carry working
* Poor attempts at sorting out data and appending it properly with USD in mind
* =designs new live data handler
* Updates cash and carry strat to work
* adds test coverage. begins closeallpositions function
* Updates cash and carry to work live
* New kline.Event type. Cancels orders on close. Rn types
* =Fixes USD funding issue
* =fixes tests
* fixes tests AGAIN
* adds coverage to close all orders
* crummy tests, should override
* more tests
* more tests
* more coverage
* removes scourge of currency.Pair maps. More tests
* missed currency stuff
* Fixes USD data issue & collateral issue. Needs to close ALL orders
* Now triggers updates on the very first data entry
* All my problems are solved now????
* fixes tests, extends coverage
* there is some really funky candle stuff going on
* my brain is melting
* better shutdown management, fixes freezing bug
* fixes data duplication issues, adds retries to requests
* reduces logging, adds verbose options
* expands coverage over all new functionality
* fixes fun bug from curr == curr to curr.Equal(curr)
* fixes setup issues and tests
* starts adding external wallet amounts for funding
* more setup for assets
* setup live fund calcs and placing orders
* successfully performs automated cash and carry
* merge fixes
* funding properly set at all times
* fixes some bugs, need to address currencystatistics still
* adds 'appeneded' trait, attempts to fix some stats
* fixes stat bugs, adds cool new fetchfees feature
* fixes terrible processing bugs
* tightens realorder stats, sadly loses some live stats
* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!
* fix tests
* coverage
* beautiful new test coverage
* docs
* adds new fee getter delayer
* commits from the correct directory
* Lint
* adds verbose to fund manager
* Fix bug in t2b2 strat. Update dca live config. Docs
* go mod tidy
* update buf
* buf + test improvement
* Post merge fixes
* fixes surprise offset bug
* fix sizing restrictions for cash and carry
* fix server lints
* merge fixes
* test fixesss
* lintle fixles
* slowloris
* rn run to task, bug fixes, close all on close
* rpc lint and fixes
* bugfix: order manager not processing orders properly
* somewhat addresses nits
* absolutely broken end of day commit
* absolutely massive knockon effects from nits
* massive knockon effects continue
* fixes things
* address remaining nits
* jk now fixes things
* addresses the easier nits
* more nit fixers
* more niterinos addressederinos
* refactors holdings and does some nits
* so buf
* addresses some nits, fixes holdings bugs
* cleanup
* attempts to fix alert chans to prevent many chans waiting?
* terrible code, will revert
* to be reviewed in detail tomorrow
* Fixes up channel system
* smashes those nits
* fixes extra candles, fixes collateral bug, tests
* fixes data races, introduces reflection
* more checks n tests
* Fixes cash and carry issues. Fixes more cool bugs
* fixes ~typer~ typo
* replace spot strats from ftx to binance
* fixes all the tests I just destroyed
* removes example path, rm verbose
* 1) what 2) removes FTX references from the Backtester
* renamed, non-working strategies
* Removes FTX references almost as fast as sbf removes funds
* regen docs, add contrib names,sort contrib names
* fixes merge renamings
* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval
* Fixes live order bugs with real orders and without
* Apply suggestions from code review
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/config/strategyconfigbuilder/main.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* updates docs
* even better docs
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* public endpoints methods added
* Completing mapping REST endpoints
* Binanceus Wrapper methods -Partially
* Binanceus Wrapper methods -Partially
* BinaWra functions with test funs; Not Completed
* Finalizing wrapper methods & test
* Fix & Complete wrapper functions
* Finalizing wrapper methods & test
* Adding Stream Datas
* WS Test functions
* CI: Fix golangci-lint linter issues
* CI: Fix reverting unnessesary changes and type conversion issues
* CI: Fix reverting unnessesary changes and type conversion issues
* Adding Public endpoints and tests
* Adding Market and Public Endpoints
* Adding Public endoints
* Public Trading Endpoints & Authenticated Trade order methods
* Adding Authenticated Methods and Tests
* Adding algo and Funding Authenticated endpoints
* Adding funding trading endpoints and correspondint tests
* adding authenticated endpoints
* Completing Block Trading endpoints and added subaccount endpoints
* Completing sub account and grid Trading endpoints
* Adding Rate Limit and missing endpoints
* Wrapper and Websocket handlers
* Fixing Websocket Test and Push Data Handler Issues
* Fixing Websocket Test and Push Data Handler Issues
* Fixing linter issues, package dependency, and other slight tempos
* Fixing linter and slight tempos
* Update on test functions, and Rest and Websocket Endpoint handlers
* Remove okex, adding comments, and slight fixes on endpoints.
* Fixing linter issues and adding comments
* Slight code changes, updating documentation, and n and linter issues
* Fix context and configuration endpoint issues
* slight fixes on config and test files
* adding some missing test and fix linter issues
* fix linter issue
* Slight fixes on code structure, shorthand exp,and ot and other
* Fix slight linter issue
* Slight code fixes and fixing linter issues
* fixing linter iissues
* fixing linter iissues
* slight linter issue fix
* slight linter issue fix
* Fix on models, type convert funcs and endpoints
* Adding Error messages map and update of models
* Fix on error message string and linter issues
* Fix slight linter issue
* Fix slight linter issue
* Fixing type converts, models, and linter issues
* Adding Ws fixes
* Slight fix on websocket and other issues
* Adding slight websocket fixes
* Remove 'books5' channel default subscription
* Small changes on default subscription and checksum
* Fix slight websocket tempos
* Fix Wrapper function tempost and linter issues
* Resolving slight naming and other issues
* Resolve slight pointer issues
* resolve slight linter issues
* Resolve config files issue
* Update websocket and wrapper funcs with test and docs
* fixs on websocket multiplexer, types, and other slight issues
* fix slight linter issues
* slight update on web-socket orderbook and tickers
* fix slight issues and websocket runtime errors
* Slight unit test fix and assing simple semaphore
* FIx race issue
* Update on authenticated endpoints
* Fix wsSetupRun check in websocket 'setupWsAuth' func
* Update wsSetupRun check in websocket 'setupWsAuth' func
* Slight update on websocket handling
* Fix some race conditions
* fix slight tempos
* fix authenticated test issues
* Update on conditional statements
* slight update on unit test
* fix unit test tempos
* Fix slight tempos
* Change check map from struct valued to bool valued
* slight fix trial
* Slight unit test update
* Fix websocket timeout error
* Updating websocket subscription endpoints, and unit tests
* update unit tests
* Slight issue on wrapper method 'GetActiveOrders'
* Overall code update
* Addressing missing review comments
* Fix unit test tempo and linter issue
* Monor fix
* Slight update
* Slight unit test fix
* Slight fixes
* Slight fixes
* Fixing on missing review comments
* Adding WS Fixes
* slight fix
* Monor fix on unit test
* Minor convert issue
* Minor change on WS
* Monor logic fix
* Fix code structure and logic issues
* Fixing small typos
* fix slight data format issue
* Update on trade and order wrapper methods
* Adding slight update
* fix on order detail
* Slight update on FetchTradablePairs wrapper method
* Slight update on wrapper
* Update on deserialization and other slight issues
* Final update
* Resolve missing review comments
* Slight update on config and unit test
* minor fix on GetDepositAddress param
* Minor fix
* logger: reduce go routine generation
* logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool
* logger: shift fmt package calls to worker pool
* logger: conform tests to new design
* linter: fix issues
* Update log/logger_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update log/logger_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* UN-GLORIOUS: nits
* logger: Handle config variable
* logger: NITERINOS BY GLORIOUS CODE
* logger: revert
* glorious: nits
* Panic at the disco: fix
* Panic at the disco: fix
* logger: make sure logger closed and job channel emptied on start up error
* fix tests
* logger: reduce globals
* logger: finished reduces globals, reduce workers to one too keep everything in line.
* logger: remove comments
* logger/exhchange: linter issues
* db/test: fix linter
* logger: add tests shift wait before unlock
* logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing.
* logger: fix race and warn for conflict in config
* logger: fix name and add to tests
* logger: remove zero value field
* glorious: panic fix and removal of code
* logger: reinstate channels in close
* logger: shift reinstate processing to SetupGlobalLogger
* logger: segregate config.json from internal log.Config
* logger: fix silly mistake that is silly
* engine: Add protection for nil issues and implement new constructor in tests
* logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests.
* logger: actually set advanced settings
* Update log/loggers.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update log/loggers.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update log/loggers.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update log/loggers.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update log/logger_multiwriter.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* logger: test issue when not purging temp file and contents
* loggertest: add more protections for the panics
* linter: fix
* glorious: nits
* cleanup
* logger: linter fix
* linter: fix(?) :/
* linter: revert change
* linter: fix
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* begins defining run management options
* fleshes out concept
* completes fund manager and RPC commands
* coverage and improvements
* adds coverage, and bad log concept
* simplifies output at expense of races
* removes run logging for now. tightens races. adds cov
* Lints thine splints
* Fixes stopping and clearing bugs
* some niteroos
* fix races
* binance: adjust outbound start and end time to millisecond
* binance: set correct strings
* binance: convert to unixmilli and fix tests
* nits: fix execution limits, remove deprecated functions, fix tests requiring live tests to stay within a 30day time period.
* binance: rm params unused
* binance: comment fix
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Ramshackle early leads to GRPC backtester
* Adds GRPC server, default config generation
* Partial support for GRPC backtester config
* Update to use Buf, merge fixes
* Full config for GRPC
* Adds new commands, causes big panic
* Fixes panics
* Setup for the future
* Docs update
* test
* grpc tests
* Fix merge issues. Lint and test
* minor fixes after rebase
* Docs, formatting and main fixes
* Change buf owner
* shazNits
* test-123
* rpc fixes
* string fixes
* Removes --singlerun flag and just relies on --singlerunstrategypath
* fixes test
* initial post merge compatability fixes
* this actually all seems to work? unexpected
* adds pluginpath to config
* rm unused func. add gitignore
* rm unused func. add gitignore
* lintle
* tITLE cASE lOG fIX,rm auth package, gitignore, tmpdir fix
* buf updates + gen. go mod tidy
* x2
* Update default port, update error text
* Adds basic PoC for calculating/retrieving position data
* A very unfortunate day of miscalculations
* Adds position summary and funding rate details to RPC
* Offline funding rate calculations
* More helpers, more stats, refining data, automated retrieval
* Adds new rpc server commands and attempts some organisation
* lower string, lower stress
* Adds ordermanager config. Fleshes outcli. Tracks positions automatically
* Adds new separation for funding payments/rates
* Combines funding rates and payments
* Fun test coverage
* ALL THE TESTS... I hope
* Fixes
* polishes ftx tests. improves perp check. Loops rates
* Final touches before nit attax
* buff 💪
* Stops NotYetImplemented spam with one simple trick!
* Some lovely little niteroos
* linteroo
* Clarifies a couple of errors to help narrow likely end user problems
* Fixes asset type bug, fixes closed position order return, fixes unset status bug
* Fixes order manager handling when no rates are available yet
* Continues on no funding rates instead. Removes err
* Don't show predicted rate if the time is zero
* Addresses scenario with no funding rate payments
* Bug fixes and commentary before updating maps to use *currency.Item
* Adds a pair key type
* Polishes pKey, fixes map order bug
* key is not a property in the event someone changes the base/quote
* Adds improvements to order processing...Breaks it all
* Shakes up the design of things by removing a function
* Fixes issues with order manager positions. Limits update range
* Fixes build issues. Identification of bad tests.
* Merges and fixes features from master and this branch
* buff linter 💪
* re-gen
* proto regen
* Addresses some nits. But not all of them.
* Fixes issue where funding rates weren't returned 🎉
* completes transition futures tracking to map[*currency.Item]map[*currency.Item]
* who did that? not me
* removes redundant check on account of being redundant and unnecessary
* so buf
* addresses nits: duplications, startTime, loops, go tidy, typos
* fixes minor mistakes
* fixes 🍣🐻 changes to int64
