13 Commits

Author	SHA1	Message	Date
Ryan O'Hara-Reid	14c72c9c6b	Currency System Update (#448) ... * initial update of currency system * WIP progress * Finish initial currency string error returns * fix whoopsie testing for non https insecureinos * Current WIP for getEnabledPairs check and error return * WIP continued * When getting enabled pairs throw error when item is not contained in available pairs list * More updates -WIP * Wip continued including potential interface * Current WIP * pairs manager pass * drop asset string and just use the map key, plus return some errors and create more work for myself. * clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set. * purge logger references after merge * go mod tidy after merge * Pointer change WIP * fix some issues and added error returns to a few items (WIP) * WIP * Clean * Fix some linter issues * Fix more linter issues * even more linters * xtda nits * revert pointer change and rm field * Addr madcozbadd nits * fix linter issues: shadow declarations * Fix linter issues: gocritic huge things * linter issue fix * Addr nits * flush go mod files * after merge woops * fix shadow dec * Addr thrasher nits * addr nits * fix some issues * more fixes * RM println * Addr glorious nits * Add helper method for setting assets * add missing format directive * Addr nits * Actually process new futures contracts -_- derp * WIP for GRPC upgrade for pair management * update config pairs * finished disabling and enabling asset * linked update of tradable pairs to cli * fix oopsies * defer writing to file on program termination for currency storage system * update template * don't add disabled asset items to initial sync * Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits * WIP on getting a channel to unsub * Wip track down unsubscribe bug and start creating streaming interface * purge websocket orderbook object and centralised updating routine for orderbook * general clean before interface implementation * stage one connection interface WIP * WIP * repackage wshandler WIP * find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it * design change on mange subscription routine WIP * integrated ZB with the new webosocket updates * WIP - okex conversion * integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene * integrate another range of exchanges for websocket update * Added subscriber and unsubscriber methods to websocket functionality * fixed tests WIP * amalgamate cache setup with main websocket setup * reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations * added in colon * Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection. * Fix subscribe candle bug Fix time conversion in candle Fix inititial candle history to datahandler Include funding to orderbook handling Include funding to trades Reduce code duplication in sub and unsub functions Added the ability to include funding currency websocket subscriptions validated all channels and added more items todo list (Auth items) * RM line * bitstamp pass * btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test. * Batch outgoing subscriptions and fix unsubscribe bug * BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls * fix type field and batch outgoing subs and unsubs for coinbasepro * Batch outgoing subs and unsubs * Fixes bug when matching return from authentication * Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation. * Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function. * Add error handling * Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections. * hitBTC pass * returned nil instead of error due to period null bids and asks updates coming through. * Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe. * Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines. * RM debug output * rm func to get shutdown channel * Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data * okgroup WIP * *Added missing fields for websocket trades *Fix bug processing kline interval *Added fields for websocket ticker struct *Fix auth bug -Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued. -Updated channel inclusion of pair fo auth subs as this was missing. *Assortment of perfomance improvements * poloniex pass * send all trades to data handler, validated enabled and disable pairs * initial clean * centralised request matching mechanism * websocket main improvements WIP * WIP * Websocket management via gctcli WIP * GRPC expansion * Updated GCTCLI with websocket url and proxy setting functionality which flushes connection * Fix continuous spawning of routines bug on error with reconnection * Addr linter issues * fix subscription bug that I caused when I changed to a switch case * fix linter issue * fix woopsie * End of day WIP * Fix order submission REST, time conversion, order type conversion, orderID bugs * fix gateio test and unsubscribe bug * revert comment out code * websocketAPI changed to to true in configtest.json * fix race in gateio test * End of day WIP for websocket tests. * BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs. * Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go * Added verbosity check for setting websocket URL * fix bug where the asset had a mind of its own * purge dodgy coding * Fix tests, drop blocking chan in websocket Dial function * few more changes * race condition fix for websocket tests. * fix intermittent test failure due to underlying hash table storage * Address madcuzbad nit * RM superfluous printlines * Add quick top example with paramater fields * First pass Glorious nits * As per madcozbad suggestion return error when enabled pair not found in full return map. Add test. * addr madcozbadd nits * as per glorious suggestion rm'd loadedJSON field * adjusted ticker, added test and RM'd code that can never be executed * Addr nits and add in crypto rand genration for ID's * remove global channel declaration and rescoped as this was causing a lock * as per glorious suggestion restructured return error for websocket * addr glorious suggestions * fix linter issues * purge non-existent pair from testdata * add side field to struct and parse * addr glorious nits * Add verbosity to error returns and logs and fix string parsing in GCTRPC * fix speeling mistwake * Adds websocket functionality check before flushing websocket connection * Addr kraken panic and setting/flush websocket url stage one. * added websocket url check before setting with tests * Added in edge case test if by the time we call contains on available pairs it has been changed * remove error return for func * Continuation of tests * continuation of tests * Stop potential panic within pair creation function * Implement changes to upstream * rm sup comment * fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli * fix test * Fix linter issues * Fix tests * turn websocket off in config example * Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving * Introduced err var for same error returns * Add err var exchange base not found * restructure function * drop gctscript from generic response name * drop managesub delay const as its not being used * correctly implement websocket rate limiting for coinut * remove quotations * drop pair management check * fix spelling * return error in function to not update currency with unset role * amalagamted enable/disable into set function and added in pairstore fetch function * update error description * rm function * moved test function to sharedtestvals and move type to types.go * append delimiter onto currency delimiter strings * add test coverage * rm functions as they are set as methods in base * remove superfluous methods * Fix issue that would occur when a subscription errored and not appending successful subs * fix after rebase woopsie * fix linter issues * fix bug streamline code * fix linter issues * fix linter issues * fix case where it should not change ID if set but append new * fix whoopsie * fix websocket tests * fix readme, fix wrapper issues reporting template, go mod tidy * add test coverage * add test coverage and verified futures pariing * add in futures bypass as its not currently supported on BTSE until API update and implementation * removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update. * If asset enabled add pair and increase code coverage * remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code. * Add code coverage * log error if setting default currency fails, add code coverage * address glorious nits * Addr xtda nits * fix linter issues * addr glorious nits * xtda nits * Addr glorious nits * add subscription protection and removed a superfluous wait call * fix test * fix whoopsie * addr xtda nits * addr glorious nits * Added asset types to subscriptions structs, also added in error handling for resubscription errors * consolidated rpc returned type and added in sucessful strings * dropped stream timing down to 100ms * DOC changes * proxy and url usage string additions * WIP * go mod tidy rides again * Addr nits * Addr nits, fix tests * fix wording * add in test case for currency matching * Add byte length check on outbound websocket payload subscriptions * addr thrasher nits * Addr madcozbadd nits * addr linter issues * Addr glorious nits by amalgamating function into one mega amazing function. * fix futures account subscription bug * addr glorious nits and reinstated wg.Wait() checks * changed string to currency delimiter string and setconnected by function	2020-07-24 13:18:09 +10:00
Andrew	4a736fb335	(Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479) ... * implemented binance and bitfinex GetHistoricCandles wrapper methods) * coinbene supported added * after and before clean up * gateio wrapper completed * merged upstream/master * Added bsaic KlineIntervalSupported() method * Converted binance fixed test * WIP * new KlineConvertToExchangeStandardString method added * end of day WIP * 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 * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * reworked binance tesT * added workaround for kraken panic * 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 * 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 * readme updated * 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 * added start/end date to extended method over range * converted to assettranslator * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * x -> i * removed verbose * updated fixCasing to allocate var before checks * removed time conversion * 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 * add iszero false check to candle times * updated resultlimit to 5000 * new line added * added comment to exported const * 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 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	2020-07-08 10:51:54 +10:00
David Ackroyd	56e535001c	Implement Request Retry and Backoff (#491) ... Refactoring the timeout retries into a more general 'retry policy' with support for retrying on HTTP 429 (Too Many Requests) and other responses with a `Retry-After` header The delay between requests is controlled by a combination of a 'backoff' (currently only a simple linear backoff), and honouring the `Retry-After` value (longest delay wins) This makes the 'rate limiter' an optional argument as well, removing the use of `nil` when one isn't supplied Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>	2020-05-05 13:12:29 +10:00
Ryan O'Hara-Reid	2c7e531c5c	Initial kline trade converter && restructure wrapper functions (#454) ... * Initial kline trade converter && restructure wrapper function * Addr nits * fix linter issues * fix requested * fix after merge interface issue with fakepassingexchange * consistentizations * Addr glorious nits * Added in explicit interval strings for gctcli client (ease of use) * rm value stutter * Addr nits * update protobuf and push regen * go mod tidy * change description of usage for granularity	2020-03-16 10:31:07 +11:00
Adrian Gallagher	168c966441	Minor general cleanup and bug fixes (#443) ... * Bugfix, remove non-needed code and cleanup some code * Run go mod tidy * Remove non-needed test and fix tautological err * Fix Huobi interim var reference	2020-02-12 16:52:05 +11:00
Ryan O'Hara-Reid	0a84c5d97a	Request package update & rate limit system expansion (#413) ... * Initial rework of rework of requester - WIP * Implementing and checking rate limits - WIP * implemented coinbene rate limiting shenanigans * add in remaining WIP * fixy * use authenticated rate limit * drop ceiling as this can be done with a counter later * add functionality to struct * purge config options for rate limiting so as to keep things minimal * prepare futures and swap rate limiting for implementation * Address linter issues * Addressed nits, fixed race * fix linter issue * remove global var as this was only setting when newrequester was called * moved rate limit functionality into its own file * Update Bitfinex with correct rate limit and test endpoints (WIP) * finish off bitfinex adjustments * fixes * fix linter issues * slowed rate for coinbasepro * drop rate limit for huobi as the doc times have intermittent 429 issues. * Set MACOSX_DEPLOYMENT_TARGET to remove linking warning * Addr Thrasher nits * Addr glorious nits * unexport do request function * fixed nitorinos * Fixed something I missed * move disabled rate limiter into loadexchange and use interface functionality * Add temp quick fix	2020-02-06 11:44:28 +11:00
Adrian Gallagher	01e2ab1499	GCTCLI: Destination var/arg check usage fixes (#421) ... * GCTCLI param and linter fixes * Linter fixes * Add more basic validation and address codelingo nits * Add arg number support to cancelOrder and more validity checks	2020-01-29 16:27:06 +11:00
Christian Achilli	5ac5ec8fc1	Add OHLC retrieval func (GetHistoricCandles) to all exchanges and expose it as a wrapper func (#414) ... * initial wiring to providegethistoricalcandles * initial wiring to providegethistoricalcandles * initial wiring to providegethistoricalcandles * gethistriccandles work from cli using hard coded inputs * gethistoriccandles RPC service and CLI working fine for coinbasepro * fixed unit test * input check on grpc for gethistoriccandles * updated deps * fixed the return value when a method is not yet implemented * code review: fixed CLI input check and int32->int64 * code review: handling wrong exchange name * added check on granularity and allowing start and end being empty * code review: removed currency2 * code review: dependency reverted * improved func comment * typo in func comment * get historic values tests * unit tests for get historical rates on coinbasepro * using time format time.RFC3339 * names to camel case and improved comments * test cleanup * changed to camel case * added InArray tests * dropped not needed string time * enforced use of int64 * fixed make check * cleaned up code organisation to be consistent * fixed Travis remarks * more Travis remarks * added comments * regenerated proto files after merge * linter fix	2020-01-24 16:10:33 +11:00
Adrian Gallagher	467d8d91a2	Coinbene: Add swap endpoints and code cleanup/bugfixes (#403) ... * Start Coinbene SWAP implementation * Flesh out more API endpoints * Code cleanup * Add more endpoints, bug fixes and order validation checks * More endpoints, tests and bugfixes * Remove omitempty for enabled/available pairs	2019-12-18 17:36:07 +11:00
Scott	11a68a9bb7	Utilising authenticated websocket functions in exchange wrappers (#384) ... * Basic concept commit * Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types * Adds ticker, trade and orderbook support * Candles sub that returns no data COMPLETE * Adds authenticated ws support * Adds the barebones endpoints to support * Adds more endpoints * Even more endpoints * minicommit to switch and test * All the interactive types * Adds support for simultaneous connections. Updates tests. Nothing is working * Successfully adds place order. Moves all authenticated endpoints to new switch case * Cancel order and modify order * Cancel all orders, cancel multi orders * Finalises implementation. Uses testMain * Adds WS wrapper support for some funcs * Fixing rebasing issues * Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff * Fixes some fun for loops with GetEnabledPairs * Fixes tests impacted by currency var change * Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex * So many panics * I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go * Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint` * Finishes up all of coinuts ws implementations. * GateIO implementation * Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type * Adds forgotten huobi endpoint * Fixes cancel order endpoint * go hates my formatting and so do I * The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet * Finishes open orders handling * Mini update for status only updates * Fixes some kraken points * Finishes WS kraken since it doesn't work * Unfinished commit, cleaning up types * Finishes the const replacing * Fixes extra GetNAmes after rebase * An end to the cleanup. testmain for gateio * Adds ZB support * Bitfinex cleanup. Renamed func * Testmain-47s for everyone!!! yayaaaaaaa * Adds kraken websocket wrapper support * Fixes rebase issues * Fixes tests from rebase * Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws. * Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised * Fixes sloppy error/var declarations * Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel. * Removal of inline string and removal of redundant nil checkerinos * Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations * Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10) * Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts * Fixes oopsie with coinbene const replacement * Fixes currency issue * Cleans up new places that use JSONDecode * Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types * Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name * Added some new scenarios for number splitting * Fixes lint issues * negative num fix * Typo fix * Accuracy warning comment	2019-12-04 14:16:23 +11:00
Adrian Gallagher	63191ce3ec	Engine QA (#381) ... * 1) Update Dockerfile/docker-compose.yml 2) Remove inline strings for buy/sell/test pairs 3) Remove dangerous order submission values 4) Fix consistency with audit_events (all other spec files use CamelCase) 5) Update web websocket endpoint 6) Fix main param set (and induce dryrun mode on specific command line params) * Engine QA Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints * Fix linter issue after merge * Engine QA changes Template updates Wrapper code cleanup Disarmed order bombs Documentation updates * Daily engine QA Bitstamp improvements Spelling mistakes Add Coinbene exchange to support list Protect API authenticated calls for Coinbene/LBank * Engine QA changes Fix exchange_wrapper_coverage tool Add SupportsAsset to exchange interface Fix inline string usage and add BCH withdrawal support * Engine QA Fix Bitstamp types Inform user of errors when parsing time accross the codebase Change time parsing warnings to errors (as they are) Update markdown docs [with linter fixes] * Engine QA changes 1) Add test for dryrunParamInteraction 2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests 3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template 4) Hardcode missing/non-retrievable contributors and bump the contributors 5) Convert numbers/strings to meaningful types in Bitstamp and OKEX 6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var * Fix the shadow people * Link the SyncContinuously paramerino * Also show SyncContinuously in engine.PrintSettings * Address nitterinos and use correct filepath for logs * Bitstamp: Extract ALL THE APM * Fix additional nitterinos * Fix time parsing error for Bittrex	2019-11-22 16:07:30 +11:00
Adrian Gallagher	26bc33ce89	Merge branch 'master' into engine	2019-11-07 15:08:00 +11:00
Adam	0501455a2e	Add Coinbene exchange support (#366) ... Add Coinbene exchange support	2019-11-06 16:07:11 +11:00