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https://github.com/d0zingcat/gocryptotrader.git
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9657a570ddd73752a80c2cfd1c71a4d1fde00a3c
9 Commits
| Author | SHA1 | Message | Date | |
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Adrian Gallagher
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a79e0d2b3e |
qa/spelling: Add Codespell support (#1121)
* Add codespell support * Fix paths * Add HTML files to exclusion list |
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Adrian Gallagher
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c785ae73a7 |
exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX * Get tests happy again * okx: improve logic and add basic coverage * Fix linterino * Round 2 plus rm useless assignment in test * Fix exchange_wrapper_issues test error * Fix nitters * Address nitters |
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Scott
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86d3724507 |
Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Shaznit fixes * Secret Shaznit * Updates account information across wrappers to include more fields * Updates online collateral calculations. Updates RPC data * Accurately calculates collateral offline and online minus testing * Tests and lint chocolate * Simplifies accountinfo results * Fixes shaznits * Adds new func * Increases collateral accuracy again again again x 200 * Increases accuracy of collateral rendering * Fixes minor merge/test issues * Linterino * Fixes ws test. Improves collateral calculations and rendering * Make it prettier * Removes the lock I put on 👀 * Adds `additional_collateral_used` field, renders orig currency * Fixes unrelated test * Fix test * Correctly calculate spot margin borrow collateral * Address fun lint surprise See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331 * Strange lint fixing x2 * Continued lint journey * Nolint the nolint to not lint the lint * Adds two new fields to response * More linting issues arising * fIX3s_c4s|NG * Fixes command flags' incorrect numbering * FairMarket = Won |
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Scott
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adf7659e95 |
backtester: shared exchange level funding, decimal implementation (#783)
* Better designed backtester funding concept * Fleshes out funding concepts further to allow two funding types * Adds types, finishes adding to portfolio and adds to exchange * Fixes a bug to reveal another * Fixes issues with purchasing * A partial conversion to using decimal.decimal for the backtester * Further decimal rollout. Can compile and output report * More cleanup * Fix rendering and initial funds issue. * Adds new concept for trading using the exchange level funding to see what happens * Fixes a bug in funding not being found * New strat config to test RSI and discover issues * Can run with pairs that contain 0 funding * Finally fixes the arrangement to share funds * Adds testing and funding transfer * end of day * More comments, more tests! * Improves item comparisons and completes testing * Initial attempt at new strategy which utilisies shared funding and transfers * end of day broken * Chronological output. Fixes output bug where multi currency. * End of day commit * Fixes bug where events were being overwritten in a simultaneous context * Begins transitioning from portfolio holdings to funding holdings. Am I doing the right thing * End of day run around * Likely fix for holding calculations * Improvement to template. Improvement to holdings * DARK MODE. Report upgrades. Even handling with funds. Fix output * Output funding to cmd * Add new trasnferred funds "side" * Fixing test run 1 * Test updates * Test updating * More test fixing * Fixes portfolio tests * More test fixes * Fixes remaining tests and lints * Fixes currencystatistics tests. Adds decimal math implementations * Fixes hilarious bug where there could only be on holding * Adds funding support for config. Minor fixes * Adds documentation * Finishes config builder support for funding * Logs inexact conversions, updates tests. adds config validation * The quest to understand a new funding bug begins. New strategy * Fixes bug where wrong funding was retrieved. Expands t2b2 strat * End of the day commit. Gotta revert the nulldecimal stuff * Fixes tests, adds extra funding transfer feature * Fixes initial total values, tries to add a grand total value * Rebase fixes, documentation updates, tests for strategy * Swaps the err statement for tests. Regenerates tests. Math warnings * Attempts to solve Live data problems. Fixes volume * Fixes live data missing * can trade at any interval. skip volume sizing. volume colours. * config regen. display fixes * test fixes, lint fixes * Anti-funky errors * docs * Rmbad * docs * docs update * Simplifies err handling. Updates readmes. Data type checks * docs. new field initial-base-funds. comment errs. config test coverage * minMaxing * testfix * Fixes fee calculation, re-bans minMax being equal * Crazy concepts to attempt to solve totals. Addresses nits * Adds in totals calculation for exchange level funding.Uses external API In future, this will be replaced by proper pricing supplied by the same exchange that is requested. This is an unknown price * rm dollar signs in cmd and report. rm bad error. fix chart decimal. padding * re-run docs post merge * Fixes oopsie for fee parsing Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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5dfbbf84de |
engine/exchanges: Add exchange currency state subsystem (#774)
* state: Add management system (init) * linter: fix * engine: gofmt * gct: after merge fixup * documentation: add * rpc: implement services for testing * gctcli: gofmt state_management.go * documentation: reinstate lost information * state: Add pair check to determine trading operation * exchanges: add interface for specific state scoped subsystem functionality * engine/order_man: reduce code footprint using new method * RPC: implement pair trading request and change exported name to something specific to state * engine: add tests * engine: Add to withdraw manager * documentation: reinstate soxipy in contrib. list * engine: const fake name * Glorious: NITERINOS * merge: fix issues * engine: csm incorporate service name into log output * engine: fix linter issues * gct: fix tests * currencystate: remove management type * rpc: fix tests * backtester: fix tests * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/currencystate/currency_state.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * config: integrate with config and remove flag delay adjustment * gctcli: fix issues after name changes * engine: gofmt manager file * Update engine/rpcserver.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * engine: Add enable/disable manager functions, add default popoulation for potential assets * linter: fix * engine/test: bump subsystem count * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bithumb/bithumb.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits addressed * alert: fix commenting for its generalized purpose * glorious: nits * engine: use standard string in log output * bitfinex: apply patch, thanks @thrasher- * bitfinex: fix spelling * engine/currencystate: Add logs/fix logs Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
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48434dfd46 |
Feature: Candle conversion & Candle validation (#716)
* Remove old concept. Introduce new job types and candle scaling * Adds extra processing, commands * new concept for queued jobs. Jobs can pause. New commands to manage status * =End of day commit designing tables and implementing prerequisites further. * Adds postgres data history relations * Fixes table design for sqlite. Fixes all issues from merge * Fixes craziness of database design. Adds some functions to get related jobs * Fixes errors * Updates some documentation, manages prerequisite jobs a little better, adds rpc funcs * Fixes database design and adjust repo functions * Tests database relationship * Test coverage of new job functions * Finishes coverage of new functions * Commands and RPC coverage * New database modifications for new job types * Adds db support of new columns. Adds conversion validation. lint * command blurb changes * Allows websocket test to pass consistently * Fixes merge issue preventing datahistorymanager from starting via config * Minor fixes for different job type processing * Fixes rangeholder issue, fixes validation, does not address jobs not starting or wrong status * Fixes database tests, but at what cost. Fixes dhm tests * Fixes dhj completion issue. Adds prerequisite by nickname * Fixes validation processing. Adds db tests and validation * Fixes validation job processing range * Fixes trade sql. Reduces defaults. Validation processing and errors * Updates cli job commands. adds validation decimal. fix job validation * Expands run job handling and tests * Validation work * Fixes validation processing * candle relations. new job type. updating database design * Adds secondary exchange support. Sets stage for candle override * Re adds accidentally deleted relationship * Updates loading and saving candles to have relationship data when relevant * Now validates and replaces candle data appropriately * Fixes getting and setting datahistory data. Neatens DHM * Test coverage * Updates proto for new db types. New test coverage. Secondary exchange work * Investigation into never-ending validation jobs. Now that intervals are ruled out, now need to complete the job.... * Fixes issues with validation job completion. Fixes validation volume issue for secondary exchange * Adds candle warning support to the backtester * Fixes warnings * lint and begin docs * Documentation updates. Final testing changes * Minor fixes * docs, prerequisite checks, more testing * Fixes binance trade test. Rename err * Documentation fixes. Figure fixes * documentation update * Fixes remote PSQL tests * Fix binance mock test * Remove unnecessary JSON * regen proto * Some minor nit fixes * Var usage, query sorting, log improving, sql mirroring * Extra coverage * Experimental removal of m.jobs and mutex. Fix messaging * Fixes error * Lint fixes, command description improvements. More isRunning gates * description improvements * Lint * BUFF regenerate * Rough concept to fix insertions taking up long periods of time * New calculation for trade data. Adds batch saving This also adds an experimental request feature to shut down lingering requests. However, its uncertain whether or not this is having any impact. Initially thought it was the trades that was taking time and not SQL. Will investigate further * Removes experimental requester. Adds documentation. Fixes typo * rm unused error * re-adds more forgotten contributors * Now with proper commit count |
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Scott
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b5aa3eddb2 |
backtester: Fix selling bug, add planned features list (#722)
* Fixes sell bug. Updates docs. Adds test * Doc fixes * reorder and lint * Lint again! * Minor improvement to ensure theoretical upsized orders don't exceed portfolio limits * Fixes test error * %vamoose! * Fixes defaulting to int |
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Scott
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197ef2df21 |
Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer
* Adds ability to save tasks. Adds config. Adds startStop to engine
* Has a database microservice without use of globals! Further infrastructure design. Adds readme
* Commentary to help design
* Adds migrations for database
* readme and adds database models
* Some modelling that doesn't work end of day
* Completes datahistoryjob sql.Begins datahistoryjobresult
* Adds datahistoryjob functions to retreive job results. Adapts subsystem
* Adds process for upserting jobs and job results to the database
* Broken end of day weird sqlboiler crap
* Fixes issue with SQL generation.
* RPC generation and addition of basic upsert command
* Renames types
* Adds rpc functions
* quick commit before context swithc. Exchanges aren't being populated
* Begin the tests!
* complete sql tests. stop failed jobs. CLI command creation
* Defines rpc commands
* Fleshes out RPC implementation
* Expands testing
* Expands testing, removes double remove
* Adds coverage of data history subsystem, expands errors and nil checks
* Minor logic improvement
* streamlines datahistory test setup
* End of day minor linting
* Lint, convert simplify, rpc expansion, type expansion, readme expansion
* Documentation update
* Renames for consistency
* Completes RPC server commands
* Fixes tests
* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config
* Comments for everything
* Adds missing result string. checks interval supported. default start end cli
* Fixes ID problem. Improves binance trade fetch. job ranges are processed
* adds dbservice coverage. adds rpcserver coverage
* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager
* Speed up tests, remove bad global usage, fix uuid check
* Adds verbose. Updates docs. Fixes postgres
* Minor changes to logging and start stop
* Fixes postgres db tests, fixes postgres column typo
* Fixes old string typo,removes constraint,error parsing for nonreaders
* prevents dhm running when table doesn't exist. Adds prereq documentation
* Adds parallel, rmlines, err fix, comment fix, minor param fixes
* doc regen, common time range check and test updating
* Fixes job validation issues. Updates candle range checker.
* Ensures test cannot fail due to time.Now() shenanigans
* Fixes oopsie, adds documentation and a warn
* Fixes another time test, adjusts copy
* Drastically speeds up data history manager tests via function overrides
* Fixes summary bug and better logs
* Fixes local time test, fixes websocket tests
* removes defaults and comment,updates error messages,sets cli command args
* Fixes FTX trade processing
* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful
* Improves test speed. Simplifies trade verification SQL. Adds command help
* Fixes the oopsies
* Fixes use of query within transaction. Fixes trade err
* oopsie, not needed
* Adds missing data status. Properly ends job even when data is missing
* errors are more verbose and so have more words to describe them
* Doc regen for new status
* tiny test tinkering
* str := string("Removes .String()").String()
* Merge fixups
* Fixes a data race discovered during github actions
* Allows websocket test to pass consistently
* Fixes merge issue preventing datahistorymanager from starting via config
* Niterinos cmd defaults and explanations
* fixes default oopsie
* Fixes lack of nil protection
* Additional oopsie
* More detailed error for validating job exchange
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Scott
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5ea5245afb |
Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs |