mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
9f775ca9527e7a1720d48abe05aace09578c9017
8 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Adrian Gallagher
|
9f775ca952 |
Indicators: Add support for correlation coefficient (#519)
* Add support for correlation coefficient code * Bump ta depends * Bump gct-ta depends version |
||
|
Adrian Gallagher
|
8afee0b4b2 |
Miscellaneous bug fixes (#513)
* Various bug fixes * Deadlink, cleanup plus bug fixes * Various Kraken fixes * Add convert func for decimal unix timestamps * Convert all test times to UTC * Kraken: Make assets a pointer to prevent excessive copying * Docker slash fix * Address nits plus bump ITBit last checked pairs timestamp * Set pairs to enabled pairs when getting active orders * Use asset translator for UpdateAccountInfo and more checks for the exchange template tool * Address MadCozBadd's nits * Make exchange var 2 chars * Make program more user friendly * Project wide comment checks and exchName check * Fix Huobi indexing bug and use correct pair formatting * Address nits + readme change |
||
Ryan O'Hara-Reid
|
0adf39de35 |
Update to GCT script library (#496)
* * Adds script link to GCT logger package * Adds ability to save data as csv via script * addr nits * go mod tidy * add glorious suggestion * rm unused function * fix linter issues * clean up some issues * Add in configuration fields to object for reflection to the csv file * RM line :D * address nits * update to check for target already being set and add more test coverage * force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs * fix whoopsie * linter issues * purge getter methods * Added glorious suggestion * go mod tidy after merge * niterinos |
||
Andrew
|
70615279bd |
(GCTScript) Add technical analysis support via script bindings (#467)
* added mfi and example * renamed to moving average * converted to array return type and added obv and mfi * started work on test coverage * test coverage added for rsi & mfi * test coverage added for all indicators removed go mod replace moved to append helper method * moved all indicators to new appendTo and increased test coverage * added additional test and bumped go-talib to latest commi * go.mod update * linter fixes * go mod clean up * small fixes * reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding * testing new structure of passing full ohlcv data * started linking ohlcv to gctscript * OHCLV link up completed reworking passing back to indicators started * OHCLV link up completed reworking passing back to indicators started * added test coverage for tofloat * linter fixes (gofmt) * removed unused value * improved test coverage * added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const * removed unused value * first round of changes addressed * all indicators have been split with packages named after each indicator and a new calculate() method added * linters * fixed tests * added check to check ta is running in validator for uploading * Added test data for OHLCV testing new indicator interface for wrapper * typed const to float64 * reworked validator data to generate previous timestamps * rewored macd to return slice of array * adding bbands linking and example * why didn't this pick it up before :D * bumped up total number of modules for test * moved parseIndicator to exchange added comments * test coverage added for ParseMAType & ParseIndicatorSelector * gofmt * WIP changes * updated tests for bbands & obv bumped to latest go-talib * move multiple use strong to const * reverted rpc.pb.go to master * added 4w option * removed selector from obv as unneeded * improved test coverage and reworked all indicator methods on how they pass errors back * order incoming OHCLV data * revert go.mod * removed verbose toggles * added spot asset type * removed 4w as its unused/uncommon * renamed * reworked further tests * converted all examples to use coinbasepro for consistency * updated all date ranges to 2019 + 6 months * backported binance OHLCV wrapper from #479 * removed o * rounded numbers * chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D * Migrated to gct-ta library * Corrected test import * wording changes on test * removed TA lib from go.mod * PR changes addressed Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage * removed pkg folder * bumped gct-ta version * gct-ta version bump |
||
Scott
|
b686cf2e0e |
Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines * Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go * initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides * bitmex Completes new order * Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab: * Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types * Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders. * Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it * Fixes a cancelAllOrders oopsie doopsie * Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep. * Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D * Finishes btc markets without testing * Adds untested ws auth func to btse * Finises btse, fixes btcmarkets bug * Adds coinbasepro support * Fixes a few more fields in coinbase pro and readds the extra subs * Begins work on coinbene. Plus theyve added a new ws connection yeee * Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields * Removes extra websocket connection ;_; * Finishes gemini. Fixes order side unknown * Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details * Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly * Cleans up okroup websocket implementation. Fixes bug in Gemini * Adds poloniex support. Updates ws order handling * new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug * Begins work on authenticated binance websocket * Attempts to track user data via binance websocket * Maybe finishes Binance websocket support * Begins adding test coverage to orders.go. Updates names of script properties to match updated * Begins an experiment with code coverage. Fixes more rebase issues * Completes orders coverage. Botches a few other things though. Fixes more scripting stuff * All tests in engine package pass * Adds some loevely routine tests * Moves ordermanager to test Bot ordermanager Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them * Replaces "wsHandleData" with "wsReadData" as that's what its going to do now. * Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests * Fixes majority of test issues. But data races which are tough on the engine package * "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought * Tests all the binance websocket points * Adds better bitfinex websocket support. * Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered * Adds BTSE ws tests. Fixes bugs in ws * Adds coinbase pro tests. Fixes any issues * Coinbene tests * Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing * Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders. * Finishes the hectic coinut testing * Adds tests for gateio * Fixes rebase issues. Updates tests to work without being overloaded * Begins testing of gemini. fixes up minor issues * ginishes gemini tests and fixes * Adds hitbtc tests. Fixes all the many issues with hitbtc websocket * Adds remaining tests. Increases default test channel limit again * Begins work towards huobi tests * Finishes huobi tests * Fixed all mythical rebase adventures * Begins kraken transformation * Finishes kraken. Fixes coinbene leverage now that its changed * Begins okgroup testing * Adds okgroup ws tests * Does some poloniex * Fixes basic curreny issue by extracting to func * Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth * Finishes poloniex revision * Finishes ZB additions * Fixes data races * Fixes rebase issues. Fixes bad kraken logic * Fixes after reviewing code * lint everywhere * Fixes lingering lints * lint * Adds test coverage to order detail and modify updating * Fixes linting * Fixes huge int, fixes date tests * Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties. Updates bitmex asset type in test * Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities. * Adds coverage to the stringToOrderType/Status functions introduced in PR * Minor fixes addressing some time, error text and use of StringDataCompareInsensitive * Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications * Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type * Adds new error type to track and handle order classification errors separately * Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions * Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors * Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions * minty linty * Broken end of day code addressing basic nits on comments, returns and currency conversion * Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead * Fixes fun rebase fun fun so fun * Addresses minor nits regarding changed interface and comments * Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found. * Fixes test * Adds a single line to the end of the file, because that would be really bad if it wasn't there * Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties * Addresses binance switch linting * Updates leverage property to int64 * Fixes what was broken |
||
|
Andrew
|
b26ec86d43 |
Withdraw additional functionality (validation/submission/tracking) (#409)
* reworked request struct and exchange response started work on validation system * removed import cycle until work around * Added intial withdraw support via CLI added * Added Crypto command to gctcli * moved var declartion to single line * Test updates for binance and anx * All exchange tests have been updated test coverage added to validate * First pass at adding withdrawl select from database * started adding basic lru cache system * Added basic LRU cache including Add Get Remove Contains ContainsOrAdd Clear * wording changes on comments * removed exported var's in strut as they are not required * Added README * README updates * corrected ID on commands * rm line :D * merged in origin/cache * linter fixes (gofmt) * Added basic cache lookup to events * swapped to mutex over rwmutex updated comments * unexported getNewest & getOldest * unexported getNewest & getOldest * Updated comments and cited references in source * updated comments * WIP * Migrated exchange WithdrawFiat wrapper to new struct response * Migrated exchange WithdrawFiat wrapper to new struct response * started work on bank management * Added exchange level banking details back with migration to banking package * Removed broken tests for now * Added validation to bank accounts * removed duplicate bank details from withdraw struct * Test coverage increased * gofmt * merged upstream/master with clean up * First pass at adding command line linking to gctcli * added validation for crypto address, added gctcli support to retreive previous withdrawal requests * general cleanup * general cleanup * reordered imports * Increased test coverage moved to database sublogger * Pass incorrect currency no longer return error from c.CheckBankAccountConfig * remove TestMain() for now as other tests in this package will need to be reworked * Happy little race car * Reverted to upstream tests * Added test covarege for validation method, corrected response on cli protobuf * query clean up and removal of duplicated code * cleaned up queries into singlem ethod increased test coverage * Migrated international fund withdraw to new exchange response and added cache size override * Migrated international fund withdraw to new exchange response and added cache size override * Extended gctcli commands * lowered default cache to 25 * small code clean up * added get by date method * add returned error * cli commands cleaing return error on nil results to fix out of bounds * merged write & read helpers into one for test coverage and increased engine/withdraw test coverage * gofmt * Added test coverage for valid ID * removed unused param * converted to use timestamp package from protobuf * gofmt * use built in RFC3339 timestamp * remove setting of CreatedAt & UpdatedAt and allow ORm to take care of it * also use ptype on byid * code flow improvements * remove inverse conditional check and linters run * removed test data * removed comment * removed comment * also write failures to database for auditing * converted to use default time for start & end * Default to time.Now() minus 30 days * Default to time.Now() minus 30 days * small code clean up * fixed missing semicolon on migrations, code clean up * updated sqlite migrations * Added additonal check for exchange level bank account if global is not found * case sensativity fix for currency names * use correct compare * test coverage fixed * removed space * return pointer to banking.Account * return pointer to banking.Account * added else check back to validate() * Added empty string as default to migration over NULL due to retrivial of data |
||
|
Ryan O'Hara-Reid
|
a32d16e1f5 |
Expose auth validator functionality for wrapper (#416)
* expose auth validator functionality for wrapper * Add REST validation after keys set, package account types for future syncing * Add transient error checking for initial creddemtial validation * fix command types * Addressed nits from glorious person * Amalgamate body within error when not between 2xx status, added btcmarket specific auth error check * nit fix for glorious person * Format fix * removed unused code * check transient first then validate if its an exchange specific authentication error, all others will be disregarded * Addressed glorious nits * Addressed glorious nits * Moved account processing to updateaccountinfo func and added in fetch account info * Add GRPC Account streaming (NOTE: could not complete until sync item added) * RM exchange check * Address xtda nits * RM comment code * Fix linter issues * used most recent protoc version * lbank linter issues fixed * Addressed nits and changed len check to range in for loops * Fixed timeout issue * thrasher nits addressed * add string holdings |
||
|
Andrew
|
f6fd94ea69 |
Engine: Scripting support (#383)
* WIP * updated appveyor and increased deadline 5 seconds due to increased linters being added * revert files to upstream/engine * WIP * WIP * mod file changes * added script manager * Added manager/and cli interfaces to scripting * Added script task handler * WIP - Added timer/repeat support and fleshed out wrapper further * autoload support added + WIP * WIP commit * added account balance info * btc markets temp work around * WIP - merged with upstream for new order package BTC Markets responses broken * Cancel order wrapper WIP * order wrapper update * Added test coverage for VM * moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts * added override to load/execute for path * fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands * increased test coverage for packages * Added docs cleaned up tests and example scripts * Test coverage increased for module/gct/exchange package * windows fixes * merged upstream/engine * WIP * logger fixes - removed pointer to bool check removed duplicate test check for logger * remove unused mutex * added inital upload support * fix linter issues for go-fmt * added zip support for uploading and added base for fund withdrawing * changed error return types and also log errors, fix zip path issue * improved error outputs and code flow * pairs response fix added protobuf defs for stop all and list all * added stop all running scripts general clean up and moved across to OrderManager * linter fixes (gofmt) * added list all command * rewrote zip handler to be cleaner also fixed file overwrite on upload * added query command reworked tests * added further error checking to compileandrun corrected use of pointers for accountinfo * bumped tengo version * Removed named returns reworded log messages removed unused falseptr * WIP * Added virutal machine limit improved config options * added model for script event added upload validation * script_event table has been completed, tests for wrapper functions implemented * README updates * reverted changes opened new PR to move withdraw struct outs * intial work on adding withdraw support after merger of withdraw package * started work on examples * Added crypto withdraw support * fix switch case assignment and gofmt project * Reworking Fiat withdraw request pending #402 * removed double pointer call * added withdraw support for fiat currencies * added tests for withdraw methods increased readme * removed local tengo require and also fix linter issues * Added default log size const added basic test for invalid script execution * First pass at moving wrapper to validator package to allow proper validation of uploaded scripts * Added script details to README added config test added test for no file extension * moved tests to const and fixed incorrect pathing * added test coverage to withdraw package * corrected file close handling * point to included configtest.json * extended validator support when a script is uploaded * Bug fix on bool logic * Added mutex * Don't create autit events on test execution * reverted common to master * moved file rename to unix timestamp format * converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob * started work on autoload add/remove support * First round of PR fixes (mostly commented exports) * Moved GCTScript load to last, removed unneeded error from cleanup() * Comment clairty for AuitEventID * added autoload add/remove command to cli * added tests for autoload * Test updates for Exchanges * linter fixes (gofmt) * Removed double check of engine pointer * remove possible nil pointer on GetSpecificTicker * Fixed not closing file handler on write that causes archive removal to fail * file handler Close clean ups * corrected spelling on error return and return invalid name n autoload * moved strings to cosnt moved bool pointer creation to convert package * new zip extractor added * Validation has been added to archive uploads * removed shadow var on err * added ok check to conversion * converted condition check * basic test for zip extract added * new zip handler * reverted back to old atomic loading system * removed shadow err * lets add a new line * added space to error return * command line toggle for script now works properly * readme updated * set configLoaded to true * check for configLoaded condition * added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled * linked up to enable/disablesubsystem commands * added start/stop example to readme * reworked logic on test as check should be done on Load() * updated to tengo v2 * linters * lower time on ntp client to stop slippage * remove all fails if any fail validtion from an archive * remove vm from list if timer is invalid * removed shadow on err * remove config creation from NTPCheck test * WIP testing DB changes * add unique constraint * WIP: created has many model * linters run * basic sqlite3 support added for new database format * linters run * Added test coverage for script repo * removed unused print * updated env vars for CI instances * updated env vars for CI instances * Updated test packages * Test updates for postgresql * removed invalid tests from postgres * remove duplication of struct and improved code flow * general cleanup * wording changes on log output * use databasemgr logger and add support for autoload without file extension * corrected test naming * return correct error * return correct error again version 82 * store scriptdata on creation * Hello * Errorln -> Errorf * Removed unused vars * Read me updates * testing without parallel * comment on exported type * added nil check against VM for test * add debugging information * gofmt * remove verbose and data sent to channel * Added debug information * linter fixes (gofmt) * remove unused CompileAndRun() call * test sleep to see if issue is timing related * semi-concurrent map fixes * one day i will run gofmt or setup precommit hooks * new line :D * increased test coverage * added correct sleep time * Moved over to sync map * linter fixes (gofmt) * goimports * moved VM related methods to vm.go * new line at end of file * trying increased timeout on golangci-lint for appveyor * add debugging information * removed timeout * reworked timeout logic * linter fixes (gofmt) * increased test coverage * increased test coverage * one day i will run gofmt or setup precommit hooks * removed unused exchange test * increased golangci-lint timeout * Added nil check on shutdown and test coverage for it lowered timeout back to 1:30 * reworked ID system * removed script hash as it was unused * added comments on exported methods and read me update * reorder code * removed to atomic.value for test execution flag * increased test coverage * move add further up execution * point to correct script file |