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9a2a541b2594bfeaa73800a48b23a2fc0932ca6a
170 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Gareth Kirwan
|
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
|
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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Gareth Kirwan
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e007f69f7c |
exchanges/websocket: Implement subscription configuration (#1394)
* Websockets: Move Subscription to its own package This allows the small type to be imported from both `config` and from `stream` without an import cycle, so we don't have to repeat ourselves * Subs: Renamed Currency to Pair This was being mis-used through much of the code, and since we're already touching everything, we might as well fix it * Websockets: Add Subscription configuration * Binance: Add subscription configuration * Kucoin: Subscription configuration * Simplify GenerateDefaultSubs * Improve TestGenSubs coverage * Test Candle Sub generation * Support Candle intervals * Full responsibility for formatting Channel name on GenerateDefaultSubs OR consumer of Subscribe * Simplify generatePayloads as a result * Fix test coverage of asset types in processMarketSnapshot * Exchanges: Abstract ParallelChanOp * Tests: Generic ws mock instances * Kucoin: Fix intermittent conflict in test currs Use isolated test instance for `TestGetOpenInterest`. `TestGetOpenInterest` would occassionally change pairs before GenerateDefault Subs. |
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Gareth Kirwan
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2b3c63c5b3 |
Exchanges: Convert bespoke Number types to types.Number (#1429)
* Kucoin: Rename WsSpotTicker => WsSnapshot * Kucoin: Replace kucoinNumber => types.Number * Okcoin: Convert to types.Number * Gateio: Convert to types.Number * Okx: Convert to types.Number |
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Gareth Kirwan
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f05f24da8b |
Types: Switch convert.StringToFloat64 to types.Number (#1415)
* Types: Add Number type * Types: Switch StringToFloat64 for Number This change mostly just renames the type. convert package and StringToFloat64 represent actions, not types, and make it misleading to use outside of the API context, especially when using it for a Float64ToString operation. * Common: Remove StringToFloat64 Replaced by types.Number * fixup! Types: Switch StringToFloat64 for Number Second pass at Okx * Spellcheck: Fix whitespace handling for okx line |
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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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Gareth Kirwan
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f9437dbd08 |
Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions * This switches all RO uses of the mutex to use a RLock method. * The mutex used for discrete field access has had scope drift from name 'connectionMutex' so rename to more appropriate fieldsMutex * The mutex used for Set/CanUseAuthEndpoints moves from the subscriptions endpoint to the fieldsMutex * Add GetSubscription by key * Expose stream.Matcher type * Bitfinex: Subscribe and Unsubscribe atomicly * Fix Auth failures ignored * This change makes it so that Subscribe and Unsubscribe wait for success ** Tells the DataHandler about errors ** Errors are returned to consumers * Subscribes concurrently to the channels * It also simplifies the chanId to stream mapping * Removes unable to locate chanID: %d errors which are just noise * Paves the way for unified channelSubscription id handling * Adds support for subId for Book subscriptions, which is more robust * Vastly simplifies what we need to test TestWsSubscribedResponse This test was working to ensure that the various fancy key parsing mechanisms all worked. Now that we use subId, we just need a thorough test of that * Expose Match.Set in order to capture websocket incoming data Can't see another way of doing this. Doesn't seem too bad * Allow tests to run with auth or WS These flags made it difficult to run the tests whilst working on websockets * Enable API auth and WS in testconfig This change minimises the changes requires for a full test run against live endpoints, so that new contributors have a clearer testing path. I cannot see any reason to turn WS off and Auth endpoints off when we're not going to run API tests without Creds being set, and we're not going to do live fire tests without canManipulateRealOrders * TestWsSubscribe and various fixes ** Enables the websocket for live non-authed integration tests by default ** Adds an integration test for subscriptions ** Changes the Ws tests to respect canManipulateRealOrders ** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests ** Allows api creds to live in config/testdata.json which might be less likely to accidentally commit, and less obtrusive * Bitfinex: Support period and timeframe for Candles * Fixes manual Subscribe() symbol or key formatting * Unifies handling of params for DefaultSubscriptions and manual subsrciptions * Bitfinex: Handle conf and info WS channel events * Bitfinex: Better tests for subscriptions * fixup! Websockets: Add keys to websocket subscriptions * fixup! Bitfinex: Subscribe and Unsubscribe atomicly * fixup! Websockets: Add keys to websocket subscriptions * Websockets: Add Pending subscription status Add a status tracker so that Sub/Unsub can prevent duplicates, and also fixes when first message comes before we have added the sub to the tracker * Websockets: Add State instead of pending This change allows more clarity about the current state and checks for specifically already Unsubing * Bitfinex: Fix first sub message maybe lost The only link we have between a sub req and the sub resp is the subID. And the only link we have between a sub message and the sub is the chanID. We can't derive a link using Pair or anything else. This meant that by sending the resp and its chanID down the IncomingData channel, we allowed the channel reader to maybe process the next message, the first message on the channel, before the runtime executed the switch back to subscribeToChan waiting on the chan. To fix this, we key initially on subId.(string), and then replace it with chanId.(int64) when we have it *inside* the wsHandleData so we know we've procedurally handled it before the next message. subscribeToChan is then free to remove the subId keyed Sub regardless of error or not If there's an error, we don't need to inline handling because there won't be any second update. Expands test coverage to make sure those subId keyed subscriptions are removed. * Websocket: Validate state in SetChanState * fixup! Bitfinex: Fix first sub message maybe lost * Websockets: Rename RemoveUnsuccessfulSubs Implementation doesn't imply Unsuccessful or need to. This change supports the registering of Pending subs * Bitfinex: Fix race in Tests |
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Ryan O'Hara-Reid
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ecf0a5bcb3 |
spellcheck: fix and update (#1359)
* spellcheck: fix and update * spellcheck: add exclude line for gateio_types |
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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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Samuael A
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9c83231696 |
exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints * Adding public endpoints * added public spot market endpoints * websocket subscriptions updates * websocket push data handlers completing * linter fix * Added funding private endpoints * Adding authenticated account endpoints * Added fiat and OTC-RFQ authenticated endpoints * trading authenticated endpoints * completing trade endpoints and add public wrapper endpoints * Authenticated wrapper functions and corresponding unit test * Adding authenticated websocket endpoint and fixing wrapper functions * Documentation and exchange websocket update * update websocket orderbook checksum handling * linter issues fix and unit test update * remove invalid orderbook endpoint and unit test * Documentation, handlers, and model types update * minot fix * Minor fixes * Updating unit tests and added missing endpoints * Add missing credential check * Minor unit test fixes * fix minor linter issue * add snaphot test unit test * Fix on update checksum and documentation update * update exchange, add UpdateOrderExecutionLimits, and update documentation * Minor fix on tickers fetching * Minor websocket fix and smaill unit tests * Minor websocket and naming fixes * uncomment default channels * Fix type and unit test issues * websocket channels and data handling update * Update Advanced-Algo websocket handling and minor fixes * documentation and minor code fixes * Fix name changes * documentation contribution update * intervalToString method update * fix exchange_wrapper_standard tests * Fix minor issues based on exchange_wrapper_standards_test * Fix wrapper extended candlestick check * websocket orders fetching error check method update * Exchange name check and change * docs: Add missing contributors --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@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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db8735ec99 |
log: Add structured logging (#1171)
* basic implementation * log: deprecate duplicate function, add tests and refine calls. * linter: fixes * linter: update struct * linter and new type * log tests: update to not lint issue * linter: stop complaining please * glorious: nits * log: rm comment code * glorious: nits * glorious: nits * glorious: nits * glorious: nits missed --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@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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Adrian Gallagher
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a79e0d2b3e |
qa/spelling: Add Codespell support (#1121)
* Add codespell support * Fix paths * Add HTML files to exclusion list |
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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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Scott
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d739c66a8a |
exchanges: Remove OKGroup (#1103)
* removes okgroup * fixes more things * pointers, string concat, comments + test fixes * lint * addresses nits without testing yet |
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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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Samuael A
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2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
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Ryan O'Hara-Reid
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f843b7d277 |
exchange: upgrade UpdatePair method (#991)
* exchange: upgrade update pair * exchanges: Add enabled string matching and format handling if discrepency is found. * linter: fixes * bithumb: fix tests * BTSE: api change fix ordering * huobi: fix tests * gloriousnits: stage 1 * gloriousnits: stage 2 * currency: more nits * bitmex: add spot and process pairs before currency package call. * bitmex: finished correct orderbook matching and other implementations * linter: fix issue * currency: Fix linter * currency: segregate and protect pair store, update tests * currency/manager: clean code, rm log output * currency: Add store method and make sure formatting stays nil if not stored. * gct: check errors * engine/websocketroutineman: fix tests * bybit: fix duplication bug * huobi: fix test * btse: fix tests? * ob/buffer: fix tests * Update currency/manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits strikes again. * exchange: add bypassConfigFormatUpgrades to stop formatting * GLORIOUS LINTER * Update exchanges/bithumb/bithumb_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchange: fix pair upgrade issue when duplications are in both avail and enabled pairs * linter: fix shadow dec * config: fix test * Update currency/pair_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> 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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Adrian Gallagher
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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
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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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Ryan O'Hara-Reid
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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
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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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Ryan O'Hara-Reid
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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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Adrian Gallagher
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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
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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
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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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Ryan O'Hara-Reid
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8020e1ec6a |
linter: Enable error checking linter (#766)
* golangci: Enable err checking linter to expose unchecked errors. * gct: handle errors across the board * gct: handle errors NOTE: Found bug in FTX (WIP) * linter: fix issues * ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state * bitmex: fix bug where a dangly supported asset in config danglied up the place. * linter: fix more linter issues * linter: fix my terrible spelling. * currency: fix test * exchanges: fix tests * logger: fix test * exchanges: fix tests * glorious: nits * vm: revert rm variable and instigate test |
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Luis Rascão
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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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Scott
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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
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5ea5245afb |
Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs |
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Adrian Gallagher
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051675255d |
CI: Add support for GitHub actions (#680)
* Add initial workflows config * Add PSQL service * Add 32bit and frontend jobs * Add gcc-multilib and fix typo * Fix backtester test for linux/unix filesystem errors and npm commands * 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert) * Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)" This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e. * Bump workers count for orderbook processing * Remove comments to trigger 32-bit cache hit after job success * Cancel addition plus version bump, spawn more overlords * Update build badge to Github Actions * Brach -> Branch |
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Adrian Gallagher
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2855e68bac |
FTX: Add REST subaccount support (#653)
* FTX: Add REST API subaccount support * Add API key check to GetSubaccounts * Fix missing comment and expand to rest of the codebase * Address glorious nits * Address various nits * Fix ZB typo https://www.zb.com/api#hsptccieyyqomlp |
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Scott
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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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Adam
|
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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Vazha
|
e3ad2d5731 |
gRPC/Engine/Exchanges: Implement direct getwithdrawalshistory method (#600)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce * return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo * removed the Binance extra method GetClosedOrder * func description corrected * removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side * GetClosedOrder implementation moved to GetOrderInfo * changed GetOrderInfo params * removed Canceled order.Type used for Kraken * update QueryOrder in gctscript * add missed params to QueryOrder validator (gctscript) * fixed testing issues * GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce * return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo * removed the Binance extra method GetClosedOrder * func description corrected * removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side * GetClosedOrder implementation moved to GetOrderInfo * changed GetOrderInfo params * removed Canceled order.Type used for Kraken * update QueryOrder in gctscript * add missed params to QueryOrder validator (gctscript) * fixed testing issues * pull previous changes * linter issues fix * updated query_order exmple in gctscript, fixed params check * removed orderPair unnecessary conversion * added wsCancelAllOrders, fixed bugs * fixed Kraken wsAddOrder method * cleanup * CancelBatchOrders implementation * changed CancelBatchOrders signature * fixed tests and wrappers * btcmarkets_test fix * cleanup * cleanup * changed CancelBatchOrders signature * fmt * Update configtest.json * Update configtest.json * rollback configtest * refactored Kraken wsHandleData to allow tests * removed unnecessary error test in TestWsAddOrderJSON * dependencies updates * fixed issue with PortfolioSleepDelay set on startup * add GetWithdrawalsHistory method to exchanges interface * param name changes * add extra params for Binance WithdrawStatus method * add Binance TestWithdrawHistory * linter errors fix Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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Vazha
|
3ee99f0b87 |
Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce * return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo * removed the Binance extra method GetClosedOrder * func description corrected * removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side * GetClosedOrder implementation moved to GetOrderInfo * changed GetOrderInfo params * removed Canceled order.Type used for Kraken * update QueryOrder in gctscript * add missed params to QueryOrder validator (gctscript) * fixed testing issues * GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce * return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo * removed the Binance extra method GetClosedOrder * func description corrected * removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side * GetClosedOrder implementation moved to GetOrderInfo * changed GetOrderInfo params * removed Canceled order.Type used for Kraken * update QueryOrder in gctscript * add missed params to QueryOrder validator (gctscript) * fixed testing issues * pull previous changes * linter issues fix * updated query_order exmple in gctscript, fixed params check * removed orderPair unnecessary conversion * added wsCancelAllOrders, fixed bugs * fixed Kraken wsAddOrder method * cleanup * CancelBatchOrders implementation * changed CancelBatchOrders signature * fixed tests and wrappers * btcmarkets_test fix * cleanup * cleanup * changed CancelBatchOrders signature * fmt * Update configtest.json * Update configtest.json * rollback configtest * refactored Kraken wsHandleData to allow tests * removed unnecessary error test in TestWsAddOrderJSON * dependencies updates Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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|
Scott
|
80bc8c7e9e |
Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint |
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Scott
|
0da62b7fbf |
Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB
* STEALS improved time validation code from the original STOLEN validation code :D
* Mini fixes from review
* happy fun comment stealing
* Moves the loop checker earlier to ensure no double appendages
* Fixes sneaky test
* Fixes the important part where mock tests work instead of live tests
* Skips authenticated endpoints for mock testing.
* lint
* Updates candle wrapper functions to respect design
* basic linting fix
* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest
* Tiniest grammatical fix
* Fixes more outdated code references
* Closing out a high
* Fixes spacing
* Replaces all instances of 4 spaces in tmpl files with a tab
* fixes spacing and tab related readme issues once and for all 🤞
* tidy
* indentation violation identification situation
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Ryan O'Hara-Reid
|
4e828a8124 |
(Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference * Fix portfolio withdraw tests * Add nil protection in validator method to reduce prospective panics and for future outbound checking * Updated tests * ch order var to not ref package * rm comparison * Add order ID validation check * Add exchange name validation check * Add in test details * fix tests * fix linter issues * linter issues strikes again * linter rabbit hole * Addr nitterinos * Add validation variadic interface to define sets of functionality check POC * didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be * add coverage * Add validation method options for exchange wrappers and abstracted validation into its own package * Add validation code for structs in exchange template generation * remove extra validation call as this is done in wrapper * fix niterinos for examplerinos * Add template to documentation tool and regenerated documentation * Addr niticles * Fix tests due to validation update * Add more validation checks for modify/submit orders * update tests * fix more tests * Add asset type to submit variable in tests and rpc call. Regen funcs. * Add field to modify struct in tests * applied field asset to cancel struct across project * fix woopsy |
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Andrew
|
39bbd8dfc9 |
(Feature) OHLCV data storage and retrieval (#522)
* WIP * end of day WIP started migration of trade history * added kline support to hitbtc huobi lbank * added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method * end of day WIP * removed unused ta and misc changes to flag ready for review * yobit cleanup * revert coinbase changES * general code clean up and added zb support * poloniex support added * renamed method to FormatExchangeKlineInterval other misc fixes * linter fixes * linter fixes * removed verbose * fixed poloniex test coverage * revert poloniex mock data * regenerated poloniex mock data * a very verbose clean up * binance mock clean up * removed unneeded t.Log() * setting verbose to true to debug CI issue * first pass changes addressed * common.ErrNotYetImplemented implemented :D * comments added * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * increased test coverage added kraken support * OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history * convert zb ratelimits * gofmt run on okcoin * increased delay on rate limit * gofmt package * fixed panic with coinbene and bithumb if conversion fails * very broken end of day WIP * added support for GetHistoricCandlesEx to coinbase and binance * gofmt package * coinbase, btcmarkets, zb ex wrapper function added * added all exchange support for ex regenerated mock data * update bithumb to return wrapper method * gofmt package * end of day started work on changes * models created for exchange/asset/currency/currencypair, new seed system created * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * started work on currency seeding and insertion * reworked binance tesT * added workaround for kraken panic * :D extremely broken WIP * renamed command to extended removed interval check on non-implemented commands * added wrapperconfig back * increased test coverage for FormatExchangeKlineInterval * WIP * increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi * linter fixes * zb kraken lbank coinbene btcmarkets support added * removed verbose * OK group support for other asset types added * swapped margin to use spot endpoint * index support added test coverage added for asset types * added asset type to okcoin test * gofmt * add asset to extended method * removed verbose * Very broken WIP models need to be regenerated * add support for coinbene swap increase test coverage * removed verbose * small clean up of okgroup wrapper functions * verbose to troubleshoot CI issues * removed verbose * added error check reverted coinbasechanges * attempting to fix broken model generation * readme updated * :D i broke so much * model regeneration fixed & complete * candle model filled out * removed unused start/finish started work on decoupling api requests from kline package * restructured coinbene, bithumb methods, added bitstamp support * kraken time fix * BTCMarkets restructure * typo fix * removed test for futures due to contact changing * removed test for futures due to contact changing * added start/end date to extended method over range * WIP * added sync option to candles * converted to assettranslator * removed verbose * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * started work on creating kline from databases eed * x -> i * removed verbose * updated fixCasing to allocate var before checks * sqlite3 supported work started * removed time conversion * further work on tets * sort all outgoing kline candles * fixCasing fix * after/before checks added * added parallel to test * logic check on BTCmarkets * removed unused param, used correct iterator * converted HitBTC to use time.Time * test update * add iszero false check to candle times * Seed exchange & OHCLV data for test usage * updated resultlimit to 5000 * new line added * added comment to exported const * move date forward * use configured ratelimit * fixed pair for test * panic fixed WIP on fixCasing * fixCasing rework, started work on readme docs * enable rate limiter for wrapper issues tool * docs updated * removed unused vars from tests * removed err from return and formatted currency * updated Yobit supported status * Updated HitBTC to use onehour candles due to test exeuction times * added further details to gctcli output * added link to docs * added link to tempalte * disable FTX websocket in config_example * fix poloneix * regenerated poloniex mock data * removed recording flag * format on package * moved exchange var outside of method scope * reworked seeding into package * verbose output improved * removed verbose from candles * Added comments to exported functions * removed verbose output * Reworking of tests * end of day commit * added SQLite migration for asset, test updates for exchange, added support for withdrawal for new exchange_name_id relation * regenerated database models * WIP * test rework, sqlite migration updates for withdrawal * Reworked error returns to stop duplications, format all output to UTC, changed gctscript OHLCV output to be unix timestmap, started work on seeding tool * gofmt * dbseed command for seeding exchanges added, removed seed from dbmigrate, LoadCSV method added for exchange * go mod tidy * added import candle from csv command to dbseed * Removed reset & duplicate migrate command from helper, renamed struct to Item/Candle over Candle/Tick, added test coverage to dbseed, improved withdraw tests * remove broken tests due to ORM generation of Fk, removed go unneeded goroutine for inserting records * removed t.Cleanup usage because appveyor * added test coverage to StoreInDatabase() * removed unneeded data from config for test * added new line * Added down migration support to candle/asset removal, return original error and display rollback error * removed unneeded err assignment, break out of loop on error * add err check to method for test * first pass changes * WIP * Updated migrations for both sqlite3 & postgres to create exchanges if any withdrawal_history records are found, removed migrate command * removed argusage as usage information is provided by flags * added inserted records return count and test coverage * new line added * Database: comment config details out to disable local postgresl testing by default * added asset support * Database: added error return when no exchanges are found, title exchange name across queries * Fixed test data * Database: removed migration bool from ConnectToDatabase(), removed empty line, insert asset on test * Database: verbose linter :D * Database/OHLCV: removed go module from dbseed command and reverted back to main module, converted interval to int64 to match other parts of code base, provided migrations to update database, poloniex fix to skip first candle * dbseed: add completed message to output * Database: added migration to add asset to uniq index for candle table * Database: database -> exchange * Database: add asset to upsert conflict * Poloneix: fix for invalid interval * regenerated poloniex mock data * Database: added down migration for candle interval update * OHCLV/Database: WIP * OHLCV/Datastore: added new ValidateKline() method to check that asset, pair, interval are enabled/supported by exchange and updated tests * revert configtest changes * OHCLV/Kline: pointer assignment to ErrorKline & format pairs on check * goimports * migration updates * Database/Candle: updated tests * revert configtest changes * ZB: updaed defaults to use uppercase pairs * ZB: updaed defaults to use uppercase pairs * revert pair formatting * Switch over to .Cotains() method from pairManagement * Added comment & ftx back 😆 * OHLCV/Datastore: (Candles): added not null to asset, (WithdrawalHistory): added not null to exchange_name_id), reworked KlineError return * set verbose to false * updated btc markets test * Updated readme * removed ability to have blank exchange name as indexing requires it * remove old usedb and empty exchange check, return error on no data instead * Updated kline test to match date range * Renamed candles.exchange_id column to candles.xchange_name_id to match withdrawal table, return err on unwrap, zb fix revert * regenerated sqlite3 models * force UTC for sqlite.... because sqlite * OHLCV/Datastore: upper case pairs on insert for consistency, remove unneeded rollback call on commit failure as it has no effect, move rollback outside of insertsqlite/insertpsql methods * add error check for no candles * nil length/cap is 0 in golang :D * OHLCV/Datastore: updated wording on examples, removed duplicate testfile * OHLCV/Datastore: updated README with links to dbseed * dbtool -> dbseed |