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https://github.com/d0zingcat/gocryptotrader.git
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9657a570ddd73752a80c2cfd1c71a4d1fde00a3c
131 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Ryan O'Hara-Reid
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9657a570dd |
exchanges: shift GetDefaultConfig wrapper function to exchange.go (#1472)
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code * rm alphapoint bootstrap method as is defined as exchange.Base method * add tests * glorious: make it a function and make it IBOTEXCHANGE --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> |
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Gareth Kirwan
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52c6b3bf0b |
Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s |
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Gareth Kirwan
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d7818ea956 |
Exchanges: Remove bespoke pair upgrade handling and abstract Start/Run (#1424)
* Exchanges: Remove Pair upgrade handling Now redundant behind #1401. These paths should never be met. Several legacy coin upgrade paths being deprecated as well: ZUSD and CNY Expecting any users with bad config from 3+ years ago would have to reset anyway. Also: At the time the intention of this was to upgrade the config format. However now, instead, it'd mostly serve to reset enabled pairs if there's a config mistake, which doesn't feel right. * Kraken: Fix typo in Kraken type struct * Exchanges: Abstract exchange Start() and Run() * Exchanges: Add test for abstracted Start * Exchanges: Move Start to Bootstrap * Simplify waitgroup usage * Add call to exchange.Bootstrap to allow overide or supplementation * Exchanges: Concurrent common bootstap actions * Gateio: Remove incorrect Run in test * GateIO: Fix pair dependencies in tests This ensures that the pairs are initialised no more than needed and kind-of just-in-time. Better pattern might be to use a function to get these pairs when we need them. * Exchanges: Complete UpdatePairs before ExecLims If we're going to update pairs, it needs to complete before we check for limits to avoid errors on old pairs * Exchanges: Remove Start and Run from tmpl Since they're replaced by bootstrap now and shouldn't need customisation normally * Alphapoint: Move Start to Bootstrap * GateIO: Fix linter shadow var |
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Ryan O'Hara-Reid
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a13a6c3248 |
Kucoin: Add order execution limits (#1369)
* cmd/exchange_template: Add wrapper function * exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment * kucoin: Add spot order execution limits * linter: fix * glorious: nits * kucoin: change from name to symbol for correct fee fetching and order deployment * WHAAAAAAAT says Vitalik * kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments. * kucoin: implement master branch changes * Update exchanges/kucoin/kucoin_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kucoin/test: update commentary --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
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70690d9a04 |
futures: Implement GetLatestFundingRates across exchanges (#1339)
* 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 |
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Ryan O'Hara-Reid
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ceef7a14e0 |
currency: Adds matching lookup table built from available pairs (#1312)
* currency: Add pair matching update (cherry-pick) * exchange/currency: Add tests and update func * linter fix, also if using json unmarshal functionality stop usage of string conversion without delimiter * gemini: fix test * currency/manager: potential optimisation * exchanges: purge derive from wrapper cases and add warning comment * glorious: nits * glorious: nits * linter: fix * glorious: nits * whoops * whoops * glorious: nits continued * glorious: diff THANKS! * hitbtc: fix update tradable pairs strings splitting. continue if not enabled tickers update pair. * glorious: nits * linter: fix * Update exchanges/exmo/exmo_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * bitstamp: fix test when 32 biterinos architecturinos * capture more strings for speed * swapsies because whos running 32bit \0/? --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
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7f0faf7850 |
futures: add GetFuturesContractDetails wrapper function (#1274)
* all in a days work * cleanup * cleanup for real, also stop it binance.json * minor coverage * adds gateio to the slurry * cleanup of types * verbose verbose verbose verbose verbose verbose * fixes huobi parsing issue * fix bybit contract identification * cleanup * merge fixes * addresses many big problems raised by SHAZ * tracking errors and fixes * funding rate if avail, fixes currency formatting * Addresses nits and sneaks in extra fixes * lint * minor fixes after rebase * better contract splitter for currencies like T-USDT * forgot to add the exchange name like a fool * merge fixes x1 * kucoin, direction, contract size * rn direction, fix kucoin time * WHOOPS * Update exchanges/kucoin/kucoin_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * misdirection --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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1adbc99526 |
exchanges: improves GetDefaultConfig method (#1245)
* exchanges: Add function to get standard config * exchanges: add tests (cherry-pick here and above) * after pick stuff * cleanup --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Scott
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fcc5ad4551 |
exchanges/qa: Add exchange wrapper testing suite (#1159)
* initial concept of a nice validation tester for exchanges * adds some datahandler design * expand testing * more tests and fixes * minor end of day fix for bithumb * fixes implementation issues * more test coverage and improvements, but not sure if i should continue * fix more wrapper implementations * adds error type, more fixes * changes signature, fixes implementations * fixes more wrapper implementations * one more bit * more cleanup * WOW things work? * lintle 1/1337 * mini bump * fixes all linting * neaten * GetOrderInfo+ asset pair fixes+improvements * adds new websocket test * expand ws testing * fix bug, expand tests, improve implementation * code coverage of a lot of new codes * fixes everything * reverts accidental changes * minor fixes from reviewing code * removes Bitfinex cancelBatchOrder implementation * fixes dumb baby typo for babies * mini nit fixes * so many nits to address * addresses all the nits * Titlecase * switcheroo * removes websocket testing for now * fix appveyor, minor test fix * fixes typo, re-kindles killed kode * skip binance wrapper tests when running CI * expired context, huobi okx fixes * kodespull * fix ordering * time fix because why not * fix exmo, others * hopefully this fixes all of my life's problems * last thing today * huobi, more like hypotrophy * golangci-lint, more like mypooroldknee-splint * fix huobi times by removing them * should fix okx currency issues * blocks the application * adds last little contingency for pairs * addresses most nits and new problems * lovely fixed before seeing why okx sucks * fixes issues with okx websocket * the classic receieieivaier * lintle * adds test and fixes existing tests * expands error handling messages during setup * fixes dumb okx bugs introduced * quick fix for lint and exmo * fixes nixes * fix exmo deposit issue * lint * fixes issue with extra asset runs missing * fix surprise race * all the lint and merge fixes * fixes surprise bugs in OKx * fixes issues with times and chains * fixing all the merge stuff * merge fix * rm logs and a panic potential * lovely lint lament * an easy demonstration of scenario, but not of initial purpose * put it in the bin * Revert "put it in the bin" This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd. * re-add after immediate error popup * fix mini poor test design * okx okay * merge fixes * fixes issues discovered in lovely test * I FORGOT TO COMMIT THIS * nit fixaroonaboo * forgoetten test fix * revert old okx asset intrument work * fixes * revert problems I didnt understand. update bybit * fix merge bugs * test cleanup * further improvements * reshuffle and lint * rm redundant CI_TEST by rm the CI_TEST field that is redundant * path fix * move to its own section, dont run on 32 bit + appveyor * lint * fix lbank * address nits * let it rip * fix failing test time range * niteroo boogaloo * mod tidy, use common.SimpleTimeFormat |
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Ryan O'Hara-Reid
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2d2d115ac9 |
hitbtc: optimise fetching tradable pairs and tickers (#1184)
* hitbtc: fix and optimise tradable pairs and tickers fetching * Update exchanges/hitbtc/hitbtc_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/hitbtc/hitbtc_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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b20cf75d13 |
sharedtestvalues: Add helper functions and implement throughout exchange tests (#1163)
* 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> |
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Samuael A
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969669cb0d |
linters: Bump golangci-lint version to v1.52.2 and fix issues (#1169)
* fix linter issues * linter issue suppressing and fixing * change linter version and linter issues fix * Bump version |
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Ryan O'Hara-Reid
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42475bf2b8 |
exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* 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> |
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Ryan O'Hara-Reid
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7cadc5cffb |
cmd/wrapper_coverage: prevent non-needed REST requests via context timeout (#1154)
* 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> |
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Donald Adu-Poku
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82c79a9287 |
stream: set connection monitor delay. (#1120)
* 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. |
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Scott
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03a24b3ab1 |
Backtester: custom interval support (#1115)
* 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> |
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Ryan O'Hara-Reid
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83cfefa45c |
kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* 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> |
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Scott
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017cdf1384 |
Backtester: Live trading upgrades (#1023)
* 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> |
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Ryan O'Hara-Reid
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e4d487e586 |
exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093)
* exchanges: FetchTradablePairs currency pair slice return (1) * exchanges: finish conversion * thrasher: nits + linter * exchanges: shift var dec into for loop * exchanges: Apply changes thanks @thrasher- * Update exchanges/alphapoint/alphapoint_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitters * Update exchanges/bitflyer/bitflyer_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: fix more nitters Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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558a70e87f |
orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055)
* orders: filter options return on validate * exchanges: force filter usage by wrapper return type and shift method functionality * exchanges: update tests and fix err shadow * exchanges: shadowland * exchanges: more shadow land spookyness * glorious: nits and ftx upgrade * linter: fix * orders: preserve unpopulated fields through filtering operation * glorious: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Jaydeep Rajpurohit
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247da918a8 |
exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc |
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Ryan O'Hara-Reid
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663e753f52 |
account: segregate holdings by credentials for future multi-key management (#956)
* exchanges/account: shift credentials to account package and segregate funds to keys * merge: fixes * linter: fix * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits + protection for string panic * glorious_suggestion: add method for matching keys * linter: fix tests * account: add protected method for credentials minimizing access, display full account details to rpc. * linter: spelling kweeeeeeen * accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching. * accounts: theres no point in pointerising everything * linter: ok pointerise this then... * exchanges: fix regression add in little notes. * glorious: nits * Update exchanges/account/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * gloriously: fix glorious glorious test gloriously Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Ryan O'Hara-Reid
|
a12cd3d733 |
orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Ryan O'Hara-Reid
|
a63aa6b616 |
orders: Add derive modify struct method from order.Detail (#948)
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details * exchanges: call modify method in wrappers * linter: fixes * engine/wsroutineman: remove print summary * glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this. * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Ryan O'Hara-Reid
|
16a93b49a4 |
btcm: add modify order functionality, change return to pointer (#940)
* btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... |
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|
Ryan O'Hara-Reid
|
cdcc9630de |
order: slight optimizations (#917)
* order: slight optimizations * orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations. * orders: continue to convert string type -> uint * orders/backtester: interim move type to orders package, later can expand or deprecate. * orders: handle errors * orders: optimize filters and remove error returns when its clearly not needed * orders: remove log call * backtester: zero value check * orders/futures: zero value -> flag * linter: fix * linter: more fixes * linters: rides again * glorious: nits * common: Add zero value unix check for time values; also addresses glorious nits * glorious scott: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
|
6a02097431 |
account: storage, processing and method on balances update (#916)
* account: update account storage, retrieval and implement alert functionality when a currency change occurs. * account: Add cancel channel * account: remove old code * account: don't embed mutex * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * account: addr nits * account: Pull out test into indiv. * account: Add test for update method * account: add no change to test * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * account/portfolio: differentiate between asset type segregation and default to spot holdings. * glorious: nits * thrasher: nit * ticker: fix spelling * Update engine/portfolio_manager.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Adrian Gallagher
|
9a4eb9de84 |
CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* 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 |
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Ryan O'Hara-Reid
|
1669f1c626 |
btcmarkets: Add websocket orderbook checksum validation (#900)
* btcmarkets: add websocket checksum, fetch different book via REST * Update exchanges/btcmarkets/btcmarkets_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * buffer: add explicit type for buffer related variables and comments, do all checks buffer side and load in setup as per glorious recom. * buffer: fix tests add error * buffer: test re-add code cov * depth/stream/ws: fix tests, change field name to be more specific. * buffer: rm unused field and small comment fixes * btcm: remove redundant field * glorious: nits * buffer: fix commenting Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Ryan O'Hara-Reid
|
09fa2f236a |
context: Add authenticated HTTP credentials (#892)
* gRPC: context overide * exchanges: continue update * exchange: Update context handling *Add setter methods for API credentials *Shift credentials functionality to its own file in exchanges package *Add tests *Refactor function DeployCredentialsToContext for library usage *Add function to process credential metadata from API boundary to internal use context value. *Add OTP rpc handling * exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD * template: update * exchanges: fix linter issues * REMOVE THAT AWESOME NEW LINE! * gct: fix some tests * I cant spell :( * exchanges/gctscript: fix more tests * coinnut: fix tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchanges/gctcli: stop applying empty credentials * fix linters * exchanges: add test * rpceserver: actually check error for errors * rpcserver: fix up tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values * exchanges/creds: allow subaccount to override default credentials via gRPC * exchanges/credentials: don't return nil in GetCredentials * creds: spelling * exchanges: fix glorious NITS! * credentials: Add in test and refactor IsEmpty method. * credentials: change type positioning (glorious) * exchange_template: Fix template changes * DOCS: Refresh * docs: fix spelling * DOCS: fix alignment and add package * DOCS: ALIGN! Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Scott
|
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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Ryan O'Hara-Reid
|
6127e2ab73 |
Request: Fix http.Client race issue when setting transport layer proxy and timeouts (#885)
* backtester/request: trying to fix panic (WIP) * request: fix race for transport layer * request: linter issue fix * request: more linter issues * requester: Add function to remove the tracking of underlying http client and add to engine unload exchange. * request: add more context to error return * request: Fix after cherry pick issues * request: fix niterinos * exchanges: change return to package variable * request: changed named Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
|
da3402476e |
tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface * exchanges: add comment and fix whoopsie * exchanges: fix linter issues * wrapper_cov_tool: add actual full interface method count to get a better perceived deployment * exchanges/tool: addr glorious nits * kraken: remove string in test * exchange_template_tool: fix tmpl issue |
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|
Scott
|
7c7aebe22f |
Binance: Fixes expiring futures contract pair formatting (#836)
* Fixes expiring contract formatting * minor simplification * shazniterinos * Removes secret scientific test * continue to address nits * Shazniterinos * Adds `bypassConfigFormatUpgrades` feature. Fixes Binance pair parsing. * lint fix * Adds test for binance func * Consistent messaging and oopsie fix |
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khcchiu
|
8617b50ff6 |
Exchanges: enrich order history with avg executed price, cost, and more (#792)
* Exchanges: enrich order history with avg executed price, cost, and more * Fix division by zero in order detail enrichment * Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing * Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts * BTSE order history populate name and id * Calculate average executed price for market order or when order amount is zero * Minor fixes on infer order amounts, costs, and times * Attach InferAmountsCostsAndTimes to Order.Detail * Binance: fix order status * Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set |
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Ryan O'Hara-Reid
|
099ffa1a60 |
stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables. * config: reduce stutter * config: reduce minor stutter * glorious: nits addr. * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * websocket: implement fix * engine/helpers: fix test * exchanges: fix after merge issues * exchange_template: fix output Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Luis Rascão
|
a70224d123 |
exchanges/websocket: Allow configuration of orderbook publish period (#805)
* Allow configuration of orderbook publish period For some applications that import GCT it's more interesting to be immediately notified of an exchange orderbook update instead of only getting notified every 10 seconds. This option allows that to happen while keeping the previous default. * exchanges: allow configuration of orderbook update period |
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Adrian Gallagher
|
0c00b7e1df |
exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos |
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Adrian Gallagher
|
f0d45aa1d2 |
golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions
Fix remaining linter issues
* Specifically set AppVeyor version
* Fix the infamous typos 👀
* Add go env cmd to AppVeyor
* Add go version cmd to AppVeyor
* Specify AppVeyor image, adjust linters
* Update go get to go install due to deprecation
* Bump golangci-lint timeout time for AppVeyor
* Change NW contract to NQ
* Address nitters
* GetRandomPair -> Pair{}
* Address nits
* Address time nitterinos plus additional tweaks
* More time inception upgrades!
* Bending time and space
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Ryan O'Hara-Reid
|
d636049fb2 |
exchanges: Initial context propagation (#744)
* 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 |
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Luis Rascão
|
c9ab0b1164 |
exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)
* exchanges: add an UpdateTickers method to the main exchange interface This method will fetch all currency pair tickers of a given asset type and update them internally, does nothing for now. * exchanges: refactor UpdateTicker on all exchanges Keep the exact previous behaviour but implement the UpdateTickers method and refactor UpdateTicker by using it where applicable. * sync_manager: update all tickers when batching is enabled * binance: UpdateTicker to fetch single ticker symbol * ftx: UpdateTicker to fetch single ticker symbol |
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Yordan Miladinov
|
2da239735f |
gctrpc/order manager: Add ModifyOrder endpoint (#724)
* gctcli: modifyorder stubs * gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto * gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs * gctrpc: add ModifyOrder() and regenerate dependent files * gctcli: modifyorder command now uses newly generated ModifyOrder() RPC * exchanges/order/orders.go: use time.Time.Equal() instead of == * gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC * gctcli/commands: rework modifyorder * engine: implement RPCServer.ModifyOrder * engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders * engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes * engine/order_manager.go: comply with golangci-lint * gctcli: fix getOrderCommand.ArgsUsage * gctcli: fix getModifyOrderCommand args and ArgsUsage * engine: OrderManager.Modify() now correctly updates price of modified order * engine: RPCServer.ModifyOrder now uses checkParams() as advised * exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change * exchanges/order: Detail.UpdateOrderFromModify also updates the ID * engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order * exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error * engine: OrdetManager.Modify() now emits an order event * exchanges/bithumb: proper order.payment_currency key * engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments * engine: test OrderManager.Modify() * engine: test store.modifyExisting() * engine: write a docstring for store.modifyExisting * engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values * engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0 * engine: OrderManger.Modify() now uses the commsManager to let observers know of errors * engine: TestOrderManager_Modify() uses t.Fatal() * engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages * exchanges/order_manager_test: fix a golangci-lint complaint * engine/order_manager: fix an error comparison bug and simplify * gctcli/commands: check if either price or amount is set, otherwise we would waste an API call |
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Scott
|
63257ce4ca |
Improvement: Speeding up slow tests (#707)
* Speeds up tests * Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things * Removal of unecessary config reads. Parallel tests. Lower times * Speeds up recent trades results * mini update * zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom * Removes the dupes * Lint * post cherrypick * Fix rare kraken data race * Fixes banking global issues. Fixes postgres trades * rmline for appveyor test * Expands timeout in event that channel is closed before send * Fix data race * No rows, no bows and definitely no shows * Removes parallel from createsnapshot tests * Extends timedmutext test a smidge. Exchange fatality * Shorter end timeframe and bigger candle |
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|
Scott
|
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
|
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 |
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|
Ryan O'Hara-Reid
|
7b718700f7 |
orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling |
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|
Scott
|
46f71952f9 |
Feature: GoCryptoTrader Backtester (#622)
* Backtester: event handler completed, basic back tester support is working * Backtester: support for ticker data added, general code clean up, start of risk & size manageR * Backtester: WIP * Me: I am going to write tests and comment as I go this time, also me: doesn't write any tests or comments as i go * Backtester: work on orderbook system to track orders, increased test coverage * Backtester: further test coverage, output json, start of js chart output * Backtester: test coverage, output strat name * Backtester: WIP * WIP backtest charts * WIP on template * Backtester: further test coverage added * Backtester: WIP * backtester: attempting easier to read template for backtesting output * comments, and tests * Backtester: end of day WIP started work on risk management for handling leveraged positions * Backtester: WIP * Backtester: started heavy documentation phase for handover * Backtester: started heavy documentation phase for handover * Backtester: further comments, also work on making chart solution modular to allow for usage outside backtester (e.g OHCLV data) * Backtester: CHART LIBRARY * Backtester: move backtester over to new chart library * Backtester: removed old chart templates, template updates * Chart: add advancedintervaldata, convert from stats -> chart * Chart: gctscript hookup to generate chart from OHLCV data * Chart: reworked template to load from generated data if no template path is set * chart: template wip * correclty generate backtester readme, readme generation for charts, chart data generation * Removed old read file methods * Removed chart library from backtest as its now standalone * Remove reference to unfinish TA code. Removes value calculation from order signal. It belongs with portfolio signal * regen * Re-jiggles everything around to not have import cycle issues and makes it look like a normal application * End of day commit creates a new function to setup a backtester from a settings struct. Doesn't work though lol * Builds up more backtest work to allow to be run from the command line * Regen RPC * End of day mind mine field of RSI calculation5 * Finishes basic main.go application * Minor updates while theorising * Rearranging things like the size and data types. Adds portfolio setup like a normal human. Allows positions to be decimal based since this is for CRYPTOCURRENCIES :o * Moves code around to related positions. Adds compatibility to ordermanager to handle order submission. Fails to do things * End of day commit. Adding config based loading for indiviual strats. Attempting to allow for multiple cps per strategy as well as loading fees * End of day commit. Expanding config definition and loading implementation. Attempting to setup backtester wide multi currency support in a strategy. * Moves risk, attempts to revert multi currency, but also supports more in depth multi currency for later...... in the portfolio * End of day commit for realsies. Updates the strat and sets the invalid backtester * No more panics. Finishes config loading. Renames buyandhold to dollarcostaverage * Extends strategy to include a reason why its performing an action. Adds 420blazeit.strat. Expands statistics output. Moves folders around some more. Reduces amount of processing when "DO NOTHING" is the direction * Commit before home time. Looks to expand the order manager to cater to the backtester. Fleshes out risk manager to think about leverage and holdings in other currencies * Some basic expanding of strategy definitions. Changes weird package naming. * Expands size and risk validations. Expands config settings for the validation. Starts looking at loading from live data source * Merge branch 'master' into backscratcher * Work towards having backtester load data * Adds support and tests for all data source loading except for LIVE * Some basic additions looking to append to data streams instead of load all at once, for the purpose of live data analysis * End of day commit where I broke functions * Adds live backtesting * Adds FANCY MATHS to correctly size orders before slippage. Rearranges minmaxing in config and strats * Prints out initial settings. Creates a lame slippage calculator. Ensures that order price/amounts respect OHLCV data. Adds customisable config variables that can influence a strategy * Fixes minor issues with rendering. Fixes portfolio buying and selling now * ALL OVER THE PLACE END OF DAY COMMIT! In order to expand stats, thing must be tracked appropriately, which they arent. Here we add the addition of a compliance.go to track orders specifically. This will allow for the holdings manager to keep track of base stats such as how much we hold versus whats in use along with profits Compliance holds snapshots of every tick and what orders were there across exchanges. Also added a random slippage calculator which will allow a user to set their own slippage rates * Another fun end of day commit where nothing works. In order to have accurate stats, you need accurate positions, to have accurate positions you need to break things down to individual levels and store them. This is part of that process of ensuring that we can have multiple settings and everything processed appropriately. * Finalises multi currency config and support at most levels with exception to data loading. Simplifies some struct property definitions by removing redundancy Allows tracking of entire portfolio snapshots after each interval to track the entire process Lowercases use of exchange names * Sets the different prices to track across time. Attempts to sort out compliance snapshots * end of day commit. Moving compliance to the portfolio to manager and track all transactions at each interval. * Moves compliance calculation to portfolio.go. Adds a nice little decorator on the compliance manager orders to keep track of slippage, cost basis, volume adjusted price and close price. Moves "positions" to "hodlings" to be more accurate. Ensures exchange value calculations are accurate. Begins looking at Statistics and hodlings * Moves statistics to eventhandlers. Removes ticker work as not needed. Redefines hodler properties * hodlings are actually part of the portfolio * Renamed 420blazeit.strat file. Renamed hodlings to holdings. Moved Datahandler to data_types.go. Expanded holdings calculations, doesn't work, but we're getting somewhere. Renamed bad var names in backtest.go. Added new order side types to highlight lack of action reasons * Adds tests for holdings to ensure that holding snapshot calculation is accurate for the length of a strategy. Removes portfolio.Funds because its now handled via the holdings snapshots. Adds helper functions to Holding snapshots to retrieve relevant holdings. Updates sizing calculation to properly handle sell events. Expands holdings definitions to allow for comparison. Expands risk calculations to include holding snapshots so as to analyse all positions simultaneously * Changing the statistics results to consider all datas, with the ultimate goal to replace the current statistics package with this multi currency output * Made "Why" more generic. Expands statistics output. Removes time tying to stats map. Moves order event to correct location. Removes some debug lines. * Adds some raw funky drawdown statistics 🎉 * End of day commit. experimentation leaves little code changes * An attempt at expanding statistics. Need to have ones dedicated to exchange, asset, pair. Early work for having global map to track all the asset things to minimise all the maps throughout the application * 🎉 ADDS MULTI CURRENCY SUPPORT TO FOR THE BACKTESTER 🎉 Can either execute strategies by assessing multiple currencies individually, or as a group and make strategic decisions on what currency to signal in. Adds new strat files to demonstrate * End of day shenanigans. Moving codes around, making more fun stats. Expanding DCA strat to check if DCA is better than the market longer term * Adds sharpe ratio and total stats for final output if more than one currency is considered * Adds sortino ratio and test for validation * Adds information ratio * Adds calmar ratio * Adds CAGR * Slims down the statistics file to only include my work. Updates everything to use interfaces rather than direct code references to make it easier to swap out codes. Begins looking at serialising statistics for reports * More neatening. Removal of old FAKE tests. Can now output a report in JSON * End of day commit. Creation of reporting. Uses tradingview charting library and some basic bootstrap CDN to render content nicely. Will be updating everything to have a special kline item to annotate chart results * Minor formatting changes before all the reviews * End of day commit. Expands reporting to have an enhanced candle. These candles contain metadata on whether an order has been placed and to mark charts appropriately. This will be expanded to have all the stats and make it pretty * Extra code I forgot to commit! * Fixes an issue where data cannot render above 1,100 candles by stopping it from rendering more than that.. * End of day commit. There is no inclusivity with candle requests and I cant figure it out right now. * Fixes issue with missing data by adding events when data isnt present and classifying it. Adds new way for klines to verify data with a bit more clarity * Completes report generation * Improves cagr. removes butts. Replaces old kline function with new supercalc * Adds readme templates and files across whole backtester. Renames 420rsi to more appropriate name. Moves interfaces to common * Some extra documentation * New header * Adds some nice coverage to backtest.go. Updats readmes to use new backtester header template * End of day crappy test commit * Adds report coverage... Somewhat. Adds template path and output path to allow custom properties and easier testing. Fixes interface duplication * Adds some lame tests. * Fixes test * Adds coverage to the exchange event handler * Minor test changes * Fixes slippage calculations based on buying and selling. Adds more tests to compliance and holdings * Rejiggles risk assessment to properly consider leverage if it were ever to be implemented fully. Removes bot dependency and adds coverage to the risk package * Expands coverage to sizing * Rejiggles code to add coverage for the portfolio package and its compatriots. * Adds additional testing to the backtester along with some data gathering tests * Tried and failed attempt to expand testing for the database. * Adds testing for kline, data, statistics * into the 70%s of coverage! Adds tests for base, DCA, statistics * Adds test coverage of strategies * Adds test coerage to statistics. updates template generation to not require CurrencyStatistics to have EAP. Removes EAP from currencystatistics * Adds coverage to currencystatistics.go BUT ITS NOT COMPLETE * 86% coverage wow. Fixes 2 tests * Fixes data races due to engine dependency craziness. Changes order manager to not have a global dependency * Completes currencystatistics test coverage * Some linting fixes * Adds new documentation to the bakctester config. Updates how risk leverage/ratios work with a single map. * Minor documentation changes. Its difficult to describe how it all works * Redefines strats and strat tests. Adds some really light documentation * Updates some basic documentation. * Fixes lazy bugs * Fixes bug in fill event processing. Fixes bug in statistics crashing. Fixes report generation. Fixes multi-currency processing to still process non-errored signals * More documentation. * Fixes ALL LINTING ISSUES * Cuts off unnecessary limbs/interface functions. linting. Adding comments to all functions. Adding ability to use whalebomb to calculate slippage for live orders. Adds testing for it too. Simplifies adding events to statistics. * Removes a weird overlap of holding features that made no sense and the writer of those functions should be ASHAMED. Adds additional documentation * Fixes issue with data being outside ranges. Adds some extra validation to areas where people can mess around. Makes generating configs easier with consistent dates. Adds more documentation. Cleans up okex/okcoin implementation to some functions since people aren't understanding that they share a based okgroup and that anything that is the same between two functions only needs to be written once...................... Also fixes some bad gct script code * Updated image and slight change to readme * Removes unused code. Fixes up verbose and removes old comment * Fixes issues with data validation for other data sources. Fixes bad reference in template * Fixes missing data problem for last candle considered missing. Fixes issue where fill order crashes when sizing error occurs. Adds documentation * Fixes issue with drawdown calculations. Fixes live data usage * Adds some comments for good measure * Default strat fix * Fixes surprise linting issues * gofmt * New linting issue with every commit * Fixes testing. Adds new config setting to set a custom gocryptotrader config path. Updates config tests to use dryrun. Results now include the nickname in the file for easier identification * Fixes live testing bitstamp. Fixes some template issues. Adds comments. * Updates max drawdown calculation to go peak vs trough. Fixes minor return issue. Removes unnecessary Data implementations. Removes weird verbose false. Fixes holdings calculations for boughtvalue. Removes Swingholder and just uses Swing. Fixes time calculation issue in kline * End of day commit that breaks things. Fixes issue with documentation generation only going one space deep. Adds exchange name to warnings of missing candle data. Renames missing candle data function. Adds some testing to kline functions. Adds new ability to size modified orders to portfolio allowance. Addresses defer close and other small nits. Fixes slow loop * End of day commit. There are too many mini changes to list. DateType to int. Default switch case. Returning earlier. Nil returns instead of ok. High low price in data, now used in max drop down. Missing data shown in the report. * End of day commit moving things from stats to maths. * Move the rest to math package and add testing * Ammends slippage calculations for live. Adds sizing funds to order event. Improves CAGR calculation * Mini fix commit for test * End of day mini change for documentation * Fixes in documentation and expanded error messages. Pretties up the report * minor adjustments to sharpe ratio and other ratio calculations * Fixes test by taking it out back. linting * Fixes tests * Fixes some tests, addresses some poor nits * More test and lint fixes * Fixes binance translation issue * Further craziness into reducing the concurrent test issues * lint * Mini fix * Geometric average added and tested. Adjusts application to support it. End of day experiementation with negative geometric mean. Fixes typo in currencystatistics package name * Fixes geometric calculation. Adds sweet CMD logo * fixes geometric mean 😆 can now disable logo output if you hate everything good in life * lint * Should fix test in appveyor by not being nil * Fixes chance of getting no trades error. Maybe making nil events in the test will stop this poorly formed appveyor error * Forgotten Y tail * Check-ch-check-check-check-ch-check it out, minimising stutter is what its all about... Also provides more verbose error messages * de-ooopsies the whoopsie * Attempts to further address race issues when using global logs during start stop process * Includes a copy of the logger itself when logging so that no log.Debug action can create a data race upon being changed globally * Reduces bot usage further * Removes sharpie from b-acktester * comments, renames and bears, oh my! * Fixes git merge issues/tests. Splits average calculation into their own functions. Clarifies math function and sell position comments. Removes taker fee from final report. Adds warning when maker and taker aren't appropriately set. Fixes config testing issue where the config was saved when running exchange_template tests. Adds new test to ensure the testconfig isn't changed unnecessarily * More why to reason * Remove test due to hash discrepancy. * Updates maths to use errors. Updates tests to support it. * Fixes error handling for some packages. Uses position value instead of position size. Fixes leverage ratio work. Removes extra binance windows * Removes references to "multi currency" to shiny new verbiage "simultaneous processing" * Fixes issue with extra data be appended and then declared missing * Removes redundant code via code removal * Does a larger transition to using error types. Addresses math related nits * eat a mint while you lint * Completes err definition sweep * replaces over 80 instances of the same typo! * Renames more properties with Maximum ratios. Adds examples to config readme. Updates config maker takers. Adds cool kline error * Adds 'InclusiveEndDate' config property to API and Database datas. Adds testing for it. Updates readme for it * splint * Minor naming fix. Minor drawdown fix. Attempts to lower the bot usage when heaps of candles are requested. * Large data set processing improvements * Speeds up backtesting processing. Ensures rate limits are set Processing of most events is done in a linear fashion. So functions that relied on checking an events time for example, will now check the latest before processing every interval. The functions will still work normally in the event that someone wishes to use them out of order, but for general backtesting, it greatly speeds up all processing. Further, rather than comparing times all the time, I've introduced offsets for comparisons of ints for events and with candle data tests * Fixes build issue * Adds committed funds stat. Adds config goal Committed funds are calculated as the total amount of money currently in position It allows for a strategist to get the maximum returns for the smallest funds The goal function is to allow a strategist to set a goal description * Fixes data race * Adds unfinished config builder application * End of day broken commit I focussed on too many things at once and there are many things left to resolve * Fixees panics * Finishes config builder * Fixes order manager start/stop. Improves config manager * Fixes writefile reference * Adds some extra readme * Makes a more user friendly config builder. Fixes initial nil. Adds more order size reasons * lint * Adds warnings for when data is missing and ratios will be skewed * bodMISSED bodmas * Does not consider initial entry in performance calculations Adds strategy description field Adds cost basis to chart Fixes time rendering on default configs * Fixes bug in ratio calculations * saveConfig := !(!false != !true) == true * lint * Fixes start end single day drawdowns. Expands cmd drawdown explanation * Comment on rounding, updated report rounding * Addresses readme link issues * Actually fixes readme references * Should truly solve readme links.... * Includes filename for report log * Fixes panics, reduces csv trade candle size, no more science * Removes more science * test123 * Adds extra config validation * Fixes the date validation * Shows smaller fees * Changes perfectly cromulent error message to start >= end Co-authored-by: Andrew Jackson <andrew@disvelop.net> |
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Scott
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50bbdabf43 |
BugFix: RPCServer cannot retrieve open orders/getOrder due to unset asset type (#634)
* 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 |
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Adam
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504c2fad6d |
Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE * more api wips * more api thingz * testing n more api wipz * more apiz * more wips * what is goin on * more wips * whip n testing * testing * testing no keys * remove log * kraken is broken ugh * still broken * fixing auth funcs + usdtm api docs * wip * api stuffs * whip * more wips * whip * more wip * api wip n testing * wip * wip * unsaved * wip n testing * wip * wip * wip * wip * wip * wip * wip * wip * wip * whip * wrapper authenticated functions * adding asset type and fixing dependencies * wip * binance auth wrapper start * wrapper functionality * wip * wip * wip * wrapper cancel functions * order submission for wrappers * wip * more error fixing and nits * websocket beginning n error fix * wip * WOW * glorious n shazzy nits * useless nits * wip * fixing things * merge stuffs * crapveyor * crapveyor rebuild * probably broke more things than he fixed * rm lns n other thangs * hope * please * stop it * done * ofcourse * rm vb * fix lbank * appveyor please * float lev * DONT ASK RYAN FOR HELP EVER * wip * wip * endpoint upgrades continued * path upgrade * NeeeNeeeNeeeNeeeNING * fix stuffs * fixing time issue * fixing broken funcs * glorious nits * shaz changes * fixing errors for fundmon * more error fixing for fundmon * test running past 30s * basic changes * THX AGAIN SHAZBERT * path system upgrade * config upgrade * unsaved stuffs * broken wip config upgrade * path system upgrade contd. * path system upgrade contd * path upgrade ready for review * testing verbose removed * linter stuffs * appveyor stuffs * appveyor stuff * fixed? * bugfix * wip * broken stuff * fix test * wierd hack fix * appveyor pls stop * error found * more useless nits * bitmex err * broken wip * broken wip path upgrade change to uint32 * changed url lookups to uint * WOW * ready4review * config fixed HOPEFULLY * config fix and glorious changes * efficient way of getting orders and open orders * binance wrapper logic fixing * testing, adding tests and fixing lot of errrrrs * merge master * appveyor stuffs * appveyor stuffs * fmt * test * octalLiteral issue fix? * octalLiteral fix? * rm vb * prnt ln to restart * adding testz * test fixzzz * READY FOR REVIEW * Actually ready now * FORMATTING * addressing shazzy n glorious nits * crapveyor * rm vb * small change * fixing err * shazbert nits * review changes * requested changes * more requested changes * noo * last nit fixes * restart appveyor * improving test cov * Update .golangci.yml * shazbert changes * moving pair formatting * format pair update wip * path upgrade complete * error fix * appveyor linters * more linters * remove testexch * more formatting changes * changes * shazbert changes * checking older requested changes to ensure completion * wip * fixing broken code * error fix * all fixed * additional changes * more changes * remove commented code * ftx margin api * appveyor fixes * more appveyor issues + test addition * more appveyor issues + test addition * remove unnecessary * testing * testing, fixing okex api, error fix * git merge fix * go sum * glorious changes and error fix * rm vb * more glorious changes and go mod tidy * fixed now * okex testing upgrade * old config migration and batch fetching fix * added test * glorious requested changes WIP * tested and fixed * go fmted * go fmt and test fix * additional funcs and tests for fundingRates * OKEX tested and fixed * appveyor fixes * ineff assign * 1 glorious change * error fix * typo * shazbert changes * glorious code changes and path fixing huobi WIP * adding assetType to accountinfo functions * fixing panic * panic fix and updating account info wrappers WIP * updateaccountinfo updated * testing WIP binance USDT n Coin Margined and Kraken Futures * auth functions tested and fixed * added test * config reverted * shazbert and glorious changes * shazbert and glorious changes * latest changes and portfolio update * go fmt change: * remove commented codes * improved error checking * index out of range fix * rm ln * critical nit * glorious latest changes * appveyor changes * shazbert change * easier readability * latest glorious changes * shadow dec * assetstore updated * last change * another last change * merge changes * go mod tidy * thrasher requested changes wip * improving struct layouts * appveyor go fmt * remove unnecessary code * shazbert changes * small change * oopsie * tidy * configtest reverted * error fix * oopsie * for what * test patch fix * insecurities * fixing tests * fix config |
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Ryan O'Hara-Reid
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7431bf8866 |
Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification * Exchanges: Consolidate orderbook variables into config struct * Exchanges: Addr nit; set verification bypass on websocket book implementations |