Commit Graph

16 Commits

Author SHA1 Message Date
David Ackroyd
802d265d56 Binance: Update NewOrder API (#507)
Including new fields for request/response and allowing test orders.

Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
2020-05-18 15:42:50 +10:00
David Ackroyd
c0d2ac5e51 Binance: replace deprecated /v1 API calls (#482)
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
2020-04-17 08:59:06 +10:00
Adam
7dd3f13c8d Exchange API modification monitor (#404)
* WIP

* Variable Name Changes and other PR Changes

* Name Changes and Error Checks

* WIP

* Some new functionality added and nits fixed

* WIP on Nits

* More trello functionality added and some PR changes

* Minor changes and linter fixes

* Errors Fixed and some PR Changes

* PR Changes

* WIP

* WIP

* Addition of Config

* WIP of Readme file

* Readme WIP

* Addition of ReadMe

* Linter Issues fixed

* Minor Errors fixed

* fixed test timeout issues and added api keys check for tests

* Errors fixed

* Nits WIP

* Nits fixed

* More efficient mutex usage

* Consts cleaned up

* Readme file fixed

* linter issues fixed

* format issues:

* readme updates and nits

* remove backup file and address nits

* backup file removed for real

* OkexOkcoin updates and linter fixes

* errors fixed

* Nits

* errors fixed

* formatting issues

* race conditions fixed

* files fixed

* go mod n go sum

* WIP adding rate limits

* Added rate limits

* Remove test vars

* go mod tidy

* improving readme file and 2digits for trello auto update

* Added space

* removed space

* addressing nits

* documentation update

* more nits

* board id check

* linter fixes

* test race fixed

* test file match

* errors fixed

* nitz

* LOWERCASE flags

* more nitz

* broken wip

* flag addition fixed

* error fixed

* documentation updated for adding exchange using flags

* something

* add comment

* nitz fixed

* pr changes

* added gemini exchange

* testfile saving changes

* nitz

* fixing done

* pr changes

* nits

* WIP

* minor error fix

* wip

* wip

* WIP

* pr changes

* pr changes

* pr changes

* nits

* nits fixed

* t.Fail removed

* nitz

* disable lakeBTC

* contributors fixed

contributors fixed

ALL THE NITZ

OMG

* OMGGG

ALL THE NITZ

OMG

* name change errors fixed

* linter issues fixed

* linterzz

* Added disabling feature for exchanges

* bug fix

* small feature added

* fixed

bug fix:

no keys

* nits

* test

* test2

* test 3

* linter fixed

* testing

* testing

* remove logs

* OMG

* bugfix

* cyam88888

* nits

* error handled

* minor nits

fixed createnewcheck issue

fixed createnewcheck issue

* functionality change

some functionality changes

no api keys 4u :D

* trello names thro config

* err check
2020-04-01 11:15:10 +11:00
Scott
b686cf2e0e Feature: Websocket order handling (#446)
* 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
2020-03-03 13:32:14 +11:00
Adrian Gallagher
b949388994 General engine improvements (#437)
* Add exchange manager to engine

* Several improvements for engine and friends

1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised

* Add cert tests and create dir tree if it doesn't exist for file.Write

* Link up donation address to documentation tool plus minor adjustments

* Fix remaining donation addrs

* Move non-needed reload exchange funcs

* Revert accidental config_example.json changes 🕯️

* Use go logger for logging until the logger has initiliased, otherwise no output will be seen

* Link up portfolio delay val and other fixes

* Run go mod tidy after dependabot PR

* Address nitterinos
2020-02-06 12:32:01 +11:00
Adrian Gallagher
e20d204b19 Fix Docker os.Rename invalid cross-device link issue (#386)
* 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
2019-11-28 11:56:05 +11:00
lozdog245
52e2686b9e Change exchanges usage of GetName to Name (#378)
* Change exchanges usage of GetName to Name

* Changed GetName to Name
2019-11-20 09:50:14 +11:00
Adrian Gallagher
da81ea6c08 Merge branch 'master' into engine 2019-11-11 17:11:11 +11:00
Adrian Gallagher
e9b3e3d328 Bump golangci-lint and AppVeyor versions now that 1.13.x is supported (#375) 2019-11-11 15:15:29 +11:00
Scott
ccfcdf26aa Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
2019-10-22 10:56:20 +11:00
Adrian Gallagher
132d2d03c2 Merge branch 'master' into engine 2019-09-24 17:05:58 +10:00
Adrian Gallagher
bbdf532b16 Update Slack shared invite link 2019-09-24 17:01:32 +10:00
Adrian Gallagher
939953211d Merge branch 'master' into engine 2019-09-03 08:57:21 +10:00
Adrian Gallagher
c7ca29a6d7 Remove unnecessary log.Fatals and suboptimal os.Exits (#343)
Engine fixes up the rest for exchange setup loading
2019-08-27 10:47:47 +10:00
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00
Ryan O'Hara-Reid
6d8ba0a96a Initial implementation of HTTP mock testing framework (#310)
* Initial implementation of HTTP mock testing framework

Convert to VCR testing server. Segregate live testing via build tags.

Converted Binance to VCR server

Convert Bitstamp to VCR mocking tests

Added VCR mock testing for localbitcoins

* Add server generation for concurrent testing

* Fix linter issues

* Fix linter issue

* fix race - potentially

* revert auto assigning of host vals

* Fix requested changes

* Adds mock testing for ANX
Switch to using TestMain functionality
Added cron job usage for travis-ci to live testing
Added appveyor scheduled build check for live testing

* WOOPS

* silly correction

* Fixes fantastic linter issues

* fixed another whoopsie

* WOOO!

* Adds gemini mock testing with additional fixes

* Add docs and sharedvalue

* Added tls using httptest package

* Fixed issues

* added explicit mock recording reference to error

* Fix requested changes

* strip port from mock files as they are not needed on tls server

* Change incorrect names

* fix requested changes

* lbank update

* Fix another issue

* Updated readme
2019-08-23 15:20:02 +10:00