* adds open interest to exchanges
* ADDS TESTING YEAH
* New endpoints, BTSE, RPCS, cached
* slight design change, begin gateio
You will need to get cached for
each exchange that supports it
* gateio, huobi, rpc
* fix up kraken, cache retrieval
* okx, gateio
* finalising all implementations and tests
* definitely my final ever commit on this
* Well, well, well
* final v2
* quick fix of bug
* test coverage, assert notempty, test helper
Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise
* minimises REST requests for Open Interest
* types.Number merge misses
* Minimises Kraken REST calls
* len change, value -> pointer receiver
* further fixup
* fixes gateio, batch calculates open interest
* single gateio, lint const fixes
* rejig and more thorough oi for huobi
* formatting expansion
* minor fix for handling expiring contracts
* rm unused Binance strings
* add bybit support, fix bybit issues
* oopsie doopsie, dont look at my whoopsie
* Fix issue, remove feature
* move an irrelevant function for the pr
* mini bybit upgrades
* fixes cli request bug
* adds funding rate implementations and improvements
* merge fixes x1
* lint
* kucoin funding rates func make
* migrate sync-manager to keys
* some kucoin work
* adds some kucoin wrapper funcs
* ehhh, todo
* kucoin position
* start of orders
* adds the kucoin tests yay
* multiplier
* nits, EWS includes order limits
* NotYetImplemented, IsPerp improvements, cleaning
* lint, test fix, huobi time
* fixes issues, improves testing
* fixes linters I WRECKED
* local lint but remote lint, lint, lint, lint
* fixes err
* skip CI
* lint
* Supported rates, binance endpoints
* fixes weird mocktest problems
* no, CZ is invalid
* fixes some new EWS test errors
* init
* surprise train commit
* basic distinctions
* the terms of binance are confusing
* renames and introduction of allocatedMargin
* add new margin funcs
* pulling out wires
* implement proper getposition stuff
* bad coding day
* investigate order manager next
* a broken mess, but a progressing one
* finally completes some usdtmargined stuff
* coinMfutures eludes me
* expand to okx
* imports fix
* completes okx wrapper implementations
* cleans and polishes before rpc implementations
* rpc setup, order manager features, exch features
* more rpc, collateral and margin things
* mini test
* looking at rpc response, expansion of features
* reorganising before the storm
* changing how futures requests work
* cleanup and tests of cli usage
* remove silly client side logic
* cleanup
* collateral package, typo fix, margin err, rpc derive
* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR
* fix binance order history bug
* niteroos
* adds new funcs to exchange standards testing
* more post merge fixes
* fix binance
* replace simepletimeformat
* fix for merge
* merge fixes
* micro fixes
* order side now required for leverage
* fix up the rest
* global -> portfolio collateral
* Update exchanges/collateral/collateral_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* adds fields and todos
* rm field redundancy
* lint fix oopsie daisy
* fixes panic, expands error and cli explanations (sorry shaz)
* ensures casing is appropriate for underlying
* Adds a shiny TODO
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* 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>
* orders: add method to Limit to retrieve order execution limit snapshots
* currency/btcmarkets: add error and update field name to standard
* linter: fix
* limts: don't return pointer
* limit: Add notes
* glorious: nits
* linter: fix
* limit: reinstate nil check
* exchanges: change field names to be more consistent (@thrasher-) suggestion
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Bump CI versions
* Specifically set go version as 1.17.x bumps it to 1.18
* Another
* Adjust AppVeyor
* Part 1 of linter issues
* Part 2
* Fix various linters and improvements
* Part 3
* Finishing touches
* Tests and EqualFold
* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests
* Fix nitterinos and bump golangci-lint timeout for AppVeyor
* Address nits, ensure all books are returned on err due to syncer regression
* Fix the wiggins
* Fix duplication
* Fix nitterinos
* exchanges/binance: proper arguments order when calling Binance.FuturesNewOrder
* exchanges/binance: adapt FuturesOrderPlaceData (+ unmarshaling) to latest coin/delivery futures API
* exchanges/binance: introduce futuresNewOrderRequest and use it to pass order parameters for coin margined futures
* exchanges/binance: test json unmarshaling of FuturesOrderPlaceData
* exchanges/binance: reorder fields as per docs, include missing fields (also in tests)
* exchanges/binance/coinm: use constants instead of hard coded strings (also fixes linting)
* exchanges/binance/coinm: pass futuresNewOrderRequest by reference
* exchanges/binance/coinm: expose FuturesNewOrderRequest
* exchanges/binance/coinm: do not explicitly assign default values fields of FuturesNewOrderRequest
* exchanges/binance/coinm: document FuturesNewOrderRequest
* exchanges/binance/coinm: expose all fields of FuturesNewOrderRequest
* exchanges/binance/coinm: expose fields of FuturesNewOrderRequest
* exchange/binance/coin: order submission: add support for priceProtect
Co-authored-by: Yordan Miladinov <jordanmiladinov@gmail.bg>
* gct: phase one context awareness pass
* exchanges: context propagation pass
* common/requester: force context requirement
* gctcli/exchanges: linter fix
* rpcserver: fix test using dummy rpc server
* backtester: fix comments
* grpc: add correct cancel and timeout for commands
* rpcserver_test: add comment on dummy server
* common: deprecated SendHTTPGetRequest
* linter: fix
* linter: turn on no context check
* apichecker: fix context linter issue
* binance: use param context
* common: remove checks as this gets executed before main
* common: change mutex to RW as clients can be used by multiple go routines.
* common: remove init and JIT default client. Unexport global variables and add protection.
* common: Add comments
* bithumb: after dinner mints fix
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)
* Add to tests fix linter
* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits
* binance: Add in test for tolerance set up
* exchanges: add in more tolerance settings and add tests
* nits: addr
* fix linter issue
* RPCServer: Use ordermanager instead of going direct to exchange
* Nits: Addr
* nits: glorious addr phase one
* nits: glorious nits phase 2
* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files
* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on
* nits: mdc addr
* nits: glorious nits
* limits: unexport mutex
* limit: revert maths optim. and fix spelling
* limit: Add decimal package
* limit: don't check price on market order
* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation
* binance: handle case where spot is not enabled but margin is
* backtester: add in amount conforming to back tested events to simulate realistic orders
* rm ln
* order limit: return amount when limit is nil and conformToAmount is requested
* nits: glorious nits + friends
* backtester/orders: fix tests
* nits: glorious nits
* nits: glorious nits
* RMLINE
* nits: more glorious nits!
* nits: pooosh
* binance: fix margin logic
* nits: Add warning, settings log and report item for exchange order execution limits
* backtester: add specific warnings in report output
* backtest: Adjust warnings
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli.
* A few fixes
* lint
* fixes oopsie that affected doopsie
* Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance
* Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value
* Actually fixes things this time
* Improves recvWindow to process openOrders
* Adds asset type to getOrder as well
* Fixes tests
* Adds missing date fields
* Fixes default time, updates default errors
* Default start to last month, instead of last year
