Commit Graph

14 Commits

Author SHA1 Message Date
Scott
b686cf2e0e Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines

* Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go

* initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides

* bitmex Completes new order

* Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab:

* Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types

* Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders.

* Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it

* Fixes a cancelAllOrders oopsie doopsie

* Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep.

* Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D

* Finishes btc markets without testing

* Adds untested ws auth func to btse

* Finises btse, fixes btcmarkets bug

* Adds coinbasepro support

* Fixes a few more fields in coinbase pro and readds the extra subs

* Begins work on coinbene. Plus theyve added a new ws connection yeee

* Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields

* Removes extra websocket connection ;_;

* Finishes gemini. Fixes order side unknown

* Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details

* Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly

* Cleans up okroup websocket implementation. Fixes bug in Gemini

* Adds poloniex support. Updates ws order handling

* new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug

* Begins work on authenticated binance websocket

* Attempts to track user data via binance websocket

* Maybe finishes Binance websocket support

* Begins adding test coverage to orders.go. Updates names of script properties to match updated

* Begins an experiment with code coverage. Fixes more rebase issues

* Completes orders coverage. Botches a few other things though. Fixes more scripting stuff

* All tests in engine package pass

* Adds some loevely routine tests

* Moves ordermanager to test Bot ordermanager
Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them

* Replaces "wsHandleData" with "wsReadData" as that's what its going to do now.

* Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests

* Fixes majority of test issues. But data races which are tough on the engine package

* "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought

* Tests all the binance websocket points

* Adds better bitfinex websocket support.

* Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered

* Adds BTSE ws tests. Fixes bugs in ws

* Adds coinbase pro tests. Fixes any issues

* Coinbene tests

* Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing

* Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders.

* Finishes the hectic coinut testing

* Adds tests for gateio

* Fixes rebase issues. Updates tests to work without being overloaded

* Begins testing of gemini. fixes up minor issues

* ginishes gemini tests and fixes

* Adds hitbtc tests. Fixes all the many issues with hitbtc websocket

* Adds remaining tests. Increases default test channel limit again

* Begins work towards huobi tests

* Finishes huobi tests

* Fixed all mythical rebase adventures

* Begins kraken transformation

* Finishes kraken. Fixes coinbene leverage now that its changed

* Begins okgroup testing

* Adds okgroup ws tests

* Does some poloniex

* Fixes basic curreny issue by extracting to func

* Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth

* Finishes poloniex revision

* Finishes ZB additions

* Fixes data races

* Fixes rebase issues. Fixes bad kraken logic

* Fixes after reviewing code

* lint everywhere

* Fixes lingering lints

* lint

* Adds test coverage to order detail and modify updating

* Fixes linting

* Fixes huge int, fixes date tests

* Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties.  Updates bitmex asset type in test

* Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities.

* Adds coverage to the stringToOrderType/Status functions introduced in PR

* Minor fixes addressing some time, error text and use of StringDataCompareInsensitive

* Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications

* Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type

* Adds new error type to track and handle order classification errors separately

* Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions

* Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors

* Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions

* minty linty

* Broken end of day code addressing basic nits on comments, returns and currency conversion

* Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead

* Fixes fun rebase fun fun so fun

* Addresses minor nits regarding changed interface and comments

* Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found.

* Fixes test

* Adds a single line to the end of the file, because that would be really bad if it wasn't there

* Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties

* Addresses binance switch linting

* Updates leverage property to int64

* Fixes what was broken
2020-03-03 13:32:14 +11:00
Andrew
7fccc03164 (Logger) Rename package to log (#444)
* renamed package to log to stop side import requirement

* reverted comment changes

* reverted comment changes

* one more reverting wording back to logger

* wording changes on comments
2020-02-12 18:09:56 +11:00
Andrew
f6fd94ea69 Engine: Scripting support (#383)
* WIP

* updated appveyor and increased deadline 5 seconds due to increased linters being added

* revert files to upstream/engine

* WIP

* WIP

* mod file changes

* added script manager

* Added manager/and cli interfaces to scripting

* Added script task handler

* WIP - Added timer/repeat support and fleshed out wrapper further

* autoload support added + WIP

* WIP commit

* added account balance info

* btc markets temp work around

* WIP - merged with upstream for new order package BTC Markets responses broken

* Cancel order wrapper WIP

*  order wrapper update

* Added test coverage for VM

* moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts

* added override to load/execute for path

* fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands

* increased test coverage for packages

* Added docs cleaned up tests and example scripts

* Test coverage increased for module/gct/exchange package

* windows fixes

* merged upstream/engine

* WIP

* logger fixes - removed pointer to bool check removed duplicate test check for logger

* remove unused mutex

* added inital upload support

* fix linter issues for go-fmt

* added zip support for uploading and added base for fund withdrawing

* changed error return types and also log errors, fix zip path issue

* improved error outputs and code flow

* pairs response fix added protobuf defs for stop all and list all

* added stop all running scripts general clean up and moved across to OrderManager

* linter fixes (gofmt)

* added list all command

* rewrote zip handler to be cleaner also fixed file overwrite on upload

* added query command reworked tests

* added further error checking to compileandrun corrected use of pointers for accountinfo

* bumped tengo version

* Removed named returns reworded log messages removed unused falseptr

* WIP

* Added virutal machine limit improved config options

* added model for script event added upload validation

* script_event table has been completed, tests for wrapper functions implemented

* README updates

* reverted changes opened new PR to move withdraw struct outs

* intial work on adding withdraw support after merger of withdraw package

* started work on examples

* Added crypto withdraw support

* fix switch case assignment and gofmt project

* Reworking Fiat withdraw request pending #402

* removed double pointer call

* added withdraw support for fiat  currencies

* added tests for withdraw methods increased readme

* removed local tengo require and also fix linter issues

* Added default log size const added basic test for invalid script execution

* First pass at moving wrapper to validator package to allow proper validation of uploaded scripts

* Added script details to README added config test added test for no file extension

* moved tests to const and fixed incorrect pathing

* added test coverage to withdraw package

* corrected file close handling

* point to included configtest.json

* extended validator support when a script is uploaded

* Bug fix on bool logic

* Added mutex

* Don't create autit events on test execution

* reverted common to master

* moved file rename to unix timestamp format

* converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob

* started work on autoload add/remove support

* First round of PR fixes (mostly commented exports)

* Moved GCTScript load to last, removed unneeded error from cleanup()

* Comment clairty for AuitEventID

* added autoload add/remove command to cli

* added tests for autoload

* Test updates for Exchanges

* linter fixes (gofmt)

* Removed double check of engine pointer

* remove possible nil pointer on GetSpecificTicker

* Fixed not closing file handler on write that causes archive removal to fail

* file handler Close clean ups

* corrected spelling on error return and return invalid name n autoload

* moved strings to cosnt moved bool pointer creation to convert package

* new zip extractor added

* Validation has been added to archive uploads

* removed shadow var on err

* added ok check to conversion

* converted condition check

* basic test for zip extract added

* new zip handler

* reverted back to old atomic loading system

* removed shadow err

* lets add a new line

* added space to error return

* command line toggle for script now works properly

* readme updated

* set configLoaded to true

* check for configLoaded condition

* added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled

* linked up to enable/disablesubsystem commands

* added start/stop example to readme

* reworked logic on test as check should be done on Load()

* updated to tengo v2

* linters

* lower time on ntp client to stop slippage

* remove all fails if any fail validtion from an archive

* remove vm from list if timer is invalid

* removed shadow on err

* remove config creation from NTPCheck test

* WIP testing DB changes

* add unique constraint

* WIP: created has many model

* linters run

* basic sqlite3 support added for new database format

* linters run

* Added test coverage for script repo

* removed unused print

* updated env vars for CI instances

* updated env vars for CI instances

* Updated test packages

* Test updates for postgresql

* removed invalid tests from postgres

* remove duplication of struct and improved code flow

* general cleanup

* wording changes on log output

* use databasemgr logger and add support for autoload without file extension

* corrected test naming

* return correct error

* return correct error again version 82

* store scriptdata on creation

* Hello

* Errorln -> Errorf

* Removed unused vars

* Read me updates

* testing without parallel

* comment on exported type

* added nil check against VM for test

* add debugging information

* gofmt

* remove verbose and data sent to channel

* Added debug information

* linter fixes (gofmt)

* remove unused CompileAndRun() call

* test sleep to see if issue is timing related

* semi-concurrent map fixes

* one day i will run gofmt or setup precommit hooks

* new line :D

* increased test coverage

* added correct sleep time

* Moved over to sync map

* linter fixes (gofmt)

* goimports

* moved VM related methods to vm.go

* new line at end of file

* trying increased timeout on golangci-lint for appveyor

* add debugging information

* removed timeout

* reworked timeout logic

* linter fixes (gofmt)

* increased test coverage

* increased test coverage

* one day i will run gofmt or setup precommit hooks

* removed unused exchange test

* increased golangci-lint timeout

* Added nil check on shutdown and test coverage for it lowered timeout back to 1:30

* reworked ID system

* removed script hash as it was unused

* added comments on exported methods and read me update

* reorder code

* removed to atomic.value for test execution flag

* increased test coverage

* move add further up execution

* point to correct script file
2020-01-23 13:54:04 +11:00
Andrew
a727beeb15 (BTC Markets): Wrapper SubmitOrder parameter order fix & IsOrderPlaced condition correction (#394)
* corrected param order Side -> Type, also corrected condition check for IsOrderPlaced

* send open status for GetActiveOrders

* GetActiveOrder() changes to include OrderID and status matching

* BTC Markets batch order limit fixes & SplitStringSliceByLimit  method

BTC markets batch end points have limits (20 for cancel 50 for query) adds new method SplitStringSliceByLimit in common to split a slice by limit and return slice of slice

* rm line :D

* Added test for SplitStringSliceByLimit and moved to const

* ntp client reworked to not return error if no valid time servers are found but default to system

* clean up

* new line added

* use TimeMgr sublogger and wording correction on output

* Moved to DialTimeout() & Removed SetDeadline call

* removed line

* added setdeadline fix

* goimport file

* removed unused error from NTPClient as we now default to system time if no server can be reached

* Added checks for number overflows

* converted to uint as you should not be passing a negative number in

* Increased test cases for NTPClient

* Removed Helper call as no longer outputting any data from function

* removed unused param
2019-12-16 14:47:54 +11:00
Scott
11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00
Ryan O'Hara-Reid
0c5d75b22c (Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed

* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.

* add in string

* explicitly throw away return error value

* atleast return the error that websocket initialise returns

* return error when not connected

* fix comment

* Adds comments

* move package declarations

* drop append whenever we call supported

* remove unused import

* Change incorrect spelling

* fix tests

* fix go import issue
2019-12-03 10:06:08 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
Adrian Gallagher
1daaa66830 Engine changes
Add addr helpers (will be split off into own package)
Engine status updates (log and data dir display)
Use GetPairFormat for various exchanges instead of calling the config
QA fixes
Implement GCTRPC exchange deposit address handling
2019-06-24 17:38:11 +10:00
Adrian Gallagher
6b2cfe7905 Daily engine improvements
Link up various subsystems to be managed atomically with the ability to start/stop them
New subsystem APIs
Comms changes
2019-06-13 17:30:50 +10:00
Adrian Gallagher
f777e68716 Engine improvements 2019-06-10 20:02:09 +10:00
Adrian Gallagher
cbd3e7bacd Order manager changes 2019-06-07 17:52:53 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00