* Various bug fixes
* Deadlink, cleanup plus bug fixes
* Various Kraken fixes
* Add convert func for decimal unix timestamps
* Convert all test times to UTC
* Kraken: Make assets a pointer to prevent excessive copying
* Docker slash fix
* Address nits plus bump ITBit last checked pairs timestamp
* Set pairs to enabled pairs when getting active orders
* Use asset translator for UpdateAccountInfo and more checks for the exchange template tool
* Address MadCozBadd's nits
* Make exchange var 2 chars
* Make program more user friendly
* Project wide comment checks and exchName check
* Fix Huobi indexing bug and use correct pair formatting
* Address nits + readme change
With the incorrect implementation currently, orderbooks have incorrect
entries in them which never get removed. This results in an
unsynchronised state, having issues such as bid prices greater than the
lowest ask prices
The websocket depth updates must be subscribed to before getting a
snapshot. Any updates from the websocket that have earlier update ids
must be discarded.
https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* * 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
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* added mfi and example
* renamed to moving average
* converted to array return type and added obv and mfi
* started work on test coverage
* test coverage added for rsi & mfi
* test coverage added for all indicators removed go mod replace moved to append helper method
* moved all indicators to new appendTo and increased test coverage
* added additional test and bumped go-talib to latest commi
* go.mod update
* linter fixes
* go mod clean up
* small fixes
* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding
* testing new structure of passing full ohlcv data
* started linking ohlcv to gctscript
* OHCLV link up completed reworking passing back to indicators started
* OHCLV link up completed reworking passing back to indicators started
* added test coverage for tofloat
* linter fixes (gofmt)
* removed unused value
* improved test coverage
* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const
* removed unused value
* first round of changes addressed
* all indicators have been split with packages named after each indicator and a new calculate() method added
* linters
* fixed tests
* added check to check ta is running in validator for uploading
* Added test data for OHLCV testing new indicator interface for wrapper
* typed const to float64
* reworked validator data to generate previous timestamps
* rewored macd to return slice of array
* adding bbands linking and example
* why didn't this pick it up before :D
* bumped up total number of modules for test
* moved parseIndicator to exchange added comments
* test coverage added for ParseMAType & ParseIndicatorSelector
* gofmt
* WIP changes
* updated tests for bbands & obv bumped to latest go-talib
* move multiple use strong to const
* reverted rpc.pb.go to master
* added 4w option
* removed selector from obv as unneeded
* improved test coverage and reworked all indicator methods on how they pass errors back
* order incoming OHCLV data
* revert go.mod
* removed verbose toggles
* added spot asset type
* removed 4w as its unused/uncommon
* renamed
* reworked further tests
* converted all examples to use coinbasepro for consistency
* updated all date ranges to 2019 + 6 months
* backported binance OHLCV wrapper from #479
* removed o
* rounded numbers
* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D
* Migrated to gct-ta library
* Corrected test import
* wording changes on test
* removed TA lib from go.mod
* PR changes addressed
Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage
* removed pkg folder
* bumped gct-ta version
* gct-ta version bump
Request types / variations contribute different weights towards the limit
Binance enforces. These can be considerably more than 1 per request,
which results in the server side limits being hit, producing 429 and 418
responses and bans
Several /v1 API calls have been deprecated, and will be removed shortly.
Moving these across to their /v3 equivalents
Capturing of the klines request via the recorder was failing, as it did
not handle the structure where the klines response in an array of
mixed primitive arrays. Excluding primitive values from the exclusion
checks addresses this
* Updates websocket URL
* Minor test changes, URL changes too
* verbosity purposity prepostery
* Fixes issue where websocket data passed through the round trip was invalid
* Adds a test protection
* fix the return problem
* fix the return problem
* add the mandatory parameter
* fix the symbol empity problem
* fix the symbol empty problem
* add Pair parameter for order.Cancel parameters
* follow the gofmt rule
Co-authored-by: MK <mk@MKdeMacBook-Pro.local>
* fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value
* removed gctcli executable and added it to gitignore
* implemented GetOrderInfo
* getOrder also has trades attached to an order
* getOrder also has trades attached to an order
* fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value
* removed gctcli executable and added it to gitignore
* fix 440: SubmitOrder and CB-ACCESS-TIMESTAMP value
* removed gctcli executable and added it to gitignore
* minor
* go lint fixes
* removed clutter
* fixed Amount, Executed Amount, Remaining Amount
* removed default value declarations
* removed useless nil chceck
* iteration rewritten go style from java style
* returning error if GetFills fails
* returning error if GetOrderInfo fails
* ExecutedAmont value is FilledSize
* added TODO to fix asset type
* chnages after merging #446
* range without copy value, using index
* removed useless slice initialisation
* couple of nits from code review
* fix indentation
* Update rpc.proto
Fixes indentation
Co-authored-by: Adrian Gallagher <thrasher@addictionsoftware.com>
