* tag optional sonic and allow full library conversion
* Add workflow and disallow arm and darwin usage
* Add basic hotswap benchmark
* linter: fix
* use bash
* linter: fix?
* Fix whoopsie, add to make file, also add mention in features list.
* test enforcement
* actually read documentation see if this works
* linter: fix
* linter: fix
* sonic: bump tagged version
* encoding/json: drop build tag arch and os filters
* encoding/json: consolidate tests
* encoding/json: log build tag usage
* rm superfluous builds
* glorious/nits: add template change and regen docs
* glorious/nits: update commentary on nolint directive
* glorious/nits: rm init func and log results in main.go
* Test to actually pull flag in
* linter: fix
* thrasher: nits
* gk: nits 4 goflags goooooooooo!
* gk: nits rn
* make sonic default json implementation
* screen 386
* linter: fix
* Add commentary
* glorious: nits Makefile not working
* gk: nits
* gk: nits whoops
* whoopsirino
* mention 32bit systems won't be sonic
* gk: super-duper nit of extremes
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* CI/build: Update Go version, linters and fix minor issues
* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
* qa: Enforce JSON lint for GCT configs
* Makefile/GHA: Make output more verbose on success, clean duplicate PHONY and rid excess newlines
* Makefile: Use printf for OS cross-compatibility output
* CI/build: Update Go version, linters and fix minor issues
* Bump golangci-lint to v1.56.1
* BinanceUS: Make uint usage consistent
* Throw blank identifiers into the trash
* CI: Add macOS, Windows and Linux arm64 support
* Modify arm64 job name to be inline with the others
* linter: Prevent cache from causing "Cannot open: File exists" issues
* Use setup-go and setup-node's inbuilt caching
* implements futures functions and GRPC functions on new branch
* lint and test fixes
* Fix uneven split pnl. Adds collateral weight test. docs. New clear func
* Test protection if someone has zero collateral
* Uses string instead of double for accuracy
* Fixes old code panic
* context, match, docs
* Addresses Shazniterinos, var names, expanded tests
* Returns subaccount name, provides USD values when offlinecalc
* Fixes oopsie
* Fixes cool bug which allowed made up subaccount results
* Subaccount override on FTX, subaccount results for collateral
* Strenghten collateral account info checks. Improve FTX test
* English is my first language
* Fixes oopsies
* Adds some conceptual futures order details to track PNL
* Initial design of future order processing in the backtester
* Introduces futures concept for collateral and spot/futures config diffs
* Fixes most tests
* Simple designs for collateral funding pair concept
* Expands interface use so much it hurts
* Implements more collateral interfaces
* Adds liquidation, adds strategy, struggles with Binance
* Attempts at getting FTX to work
* Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check
* Successfully loads backtester with collateral currency
* Fails to really get much going for supporting futures
* Merges master changes
* Fleshes out how FTX processes collateral
* Further FTX collateral workings
* hooks up more ftx collateral and pnl calculations
* more funcs to flesh out handling
* Adds more links, just can't fit the pieces together :(
* Greatly expands futures order processing
* Fleshes out position tracker to also handle asset and exchange +testing
* RM linkedOrderID. rn positioncontroller, unexport
* Successfully tracks futures order positions
* Fails to calculate PNL
* Calculates pnl from orders accurately with exception to flipping orders
* Calculates PNL from orders
* Adds another controller layer to make it ez from orderstore
* Backtester now compiles. Adds test coverage
* labels things add scaling collateral test
* Calculates pnl in line with fees
* Mostly accurate PNL, with exception to appending with diff prices
* Adds locks, adds rpc function
* grpc implementations
* Gracefully handles rpc function
* beautiful tests!
* rejiggles tests to polish
* Finishes FTX testing, adds comments
* Exposes collateral calculations to rpc
* Adds commands and testing for rpcserver.go functions
* Increase testing and fix up backtester code
* Returns cool changes to original branch
* end of day fixes
* Fixing some tests
* Fixing tests 🎉
* Fixes all the tests
* Splits the backtester setup and running into different files
* Merge, minor fixes
* Messing with some strategy updates
* Failed understanding at collateral usage
* Begins the creation of cash and carry strategy
* Adds underlying pair, adds filldependentevent for futures
* Completes fill prerequsite event implementation. Can't short though
* Some bug fixes
* investigating funds
* CAN NOW CREATE A SHORT ORDER
* Minor change in short size
* Fixes for unrealised PNL & collateral rendering
* Fixes lint and tests
* Adds some verbosity
* Updates to pnl calc
* Tracks pnl for short orders, minor update to strategy
* Close and open event based on conditions
* Adds pnl data for currency statistics
* Working through PNL calculation automatically. Now panics
* Adds tracking, is blocked from design
* Work to flesh out closing a position
* vain attempts at tracking zeroing out bugs
* woww, super fun new subloggers 🎉
* Begins attempt at automatically handling contracts and collateral based on direction
* Merge master + fixes
* Investigating issues with pnl and holdings
* Minor pnl fixes
* Fixes future position sizing, needs contract sizing
* Can render pnl results, focussing on funding statistics
* tracking candles for futures, but why not btc
* Improves funding statistics
* Colours and stats
* Fixes collateral and snapshot bugs
* Completes test
* Fixes totals bug
* Fix double buy, expand stats, fixes usd totals, introduce interface
* Begins report formatting and calculations
* Appends pnl to receiving curr. Fixes map[time]. accurate USD
* Improves report output rendering
* PNL stats in report. New tests for futures
* Fixes existing tests before adding new coverage
* Test coverage
* Completes portfolio coverage
* Increase coverage exchange, portfolio. fix size bug. NEW CHART
* WHAT IS GOING ON WITH PNL
* Fixes PNL calculation. Adds ability to skip om futures tracking
* minor commit before merge
* Adds basic liquidation to backtester
* Changes liquidation to order based
* Liquidationnnnnn
* Further fleshes out liquidations
* Completes liquidations in a honorable manner. Adds AppendReasonf
* Beginnings of spot futures gap chart. Needs to link currencies to render difference
* Removes fake liquidation. Adds cool new chart
* Fixes somet tests,allows for zero fee value v nil distinction,New tests
* Some annoying test fixes that took too long
* portfolio coverage
* holding coverage, privatisation funding
* Testwork
* boring tests
* engine coverage
* More backtesting coverage
* Funding, strategy, report test coverage
* Completes coverage of report package
* Documentation, fixes some assumptions on asset errors
* Changes before master merge
* Lint and Tests
* defaults to non-coloured rendering
* Chart rendering
* Fixes surprise non-local-lints
* Niterinos to the extremeos
* Fixes merge problems
* The linter splintered across the glinting plinths
* Many nits addressed. Now sells spot position on final candle
* Adds forgotten coverage
* Adds ability to size futures contracts to match spot positions.
* fixes order sell sizing
* Adds tests to sizing. Fixes charting issue
* clint splintered the linters with flint
* Improves stats, stat rendering
* minifix
* Fixes tests and fee bug
* Merge fixeroos
* Microfixes
* Updates orderPNL on first Correctly utilises fees. Adds committed funds
* New base funcs. New order summary
* Fun test updates
* Fix logo colouring
* Fixes niteroonies
* Fix report
* BAD COMMIT
* Fixes funding issues.Updates default fee rates.Combines cashcarry case
* doc regen
* Now returns err
* Fixes sizing bug issue introduced in PR
* Fixes fun fee/total US value bug
* Fix chart bug. Show log charts with disclaimer
* sellside fee
* fixes fee and slippage view
* Fixed slippage price issue
* Fixes calculation and removes rendering
* Fixes stats and some rendering
* Merge fix
* Fixes merge issues
* go mod tidy, lint updates
* New linter attempt
* Version bump in appveyor and makefile
* Regex filename, config fixes, template h2 fixes
* Removes bad stats.
* neatens config builder. Moves filename generator
* Fixes issue where linter wants to fix my spelling
* Fixes pointers and starts
* 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
* 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
* the generator should use the same path as the database/drivers/sqlite3
* remove unused data directory
* generate sqlboiler.json for model generation
* ignore target folder
* Add 32bit build matrix test
* Adjust travis/Makefile
* Set dist back to xenial
* export CGO_ENABLED=1
* Add gcc-multilib
* Sudo installerino
* make check -> make test
* Migrated to goose & sqlboiler
* create tests with sqlboiler
* code clean up
* Added gct -> sqlboiler config gen
* dropped pgx support
* dropped pgx support because who needs connection pools
* reenable sqlite audit tests
* first pass of migration changes
* stuff is broken :D
* sqlboiler :D
* end of date commit
* Added comments code clean up
* revert go module files back to upstream
* bug fix
* pushed go.mod update to use correc goose version
* renamed sqlite to sqlite3 for consistency across codebase and PR feedback changes
* makefile updates
* things are broken end of day commit
* added postgresql test
* use correct database name
* travis fixes for env vars
* travis fixes for env vars
* test fixes
* run migration on test setup
* test adding postgres support to appveyor
* Skip tests on appveyor due to issues with missing binaries
* oh yeah i have to support windows don't i
* bumped goose version up
* add postgres to osx
* fix travis config as osx does not support services move spin up to before_script
* added PGDATA path fix
* pass PG_DATA to pg_ctl
* added initdb to before install
* fixes to wording and bumps up goose version
* who needs ssl anyway
* moved ssl to correct section :D
* bumped goose version up
* unbreak travis
* unbreak travis
* fix if database is disabled in config
* move strings to consts
* converted more strings to const
* improvements to sqlboiler mmodel gen
* Added contrib\sqlboiler file
* sqlboiler windows contrib fixes
* bumped goose version up
* :D whoops
* further fixes to sql models
* further fixes to sql models
* database type fix for config gen
* README update
* go.mod clean up
* added config details for appveyor
* appveyor ordering fix
* force psql9.6
* appveyor config changes
* all the environmen vars
* model changes for psql
* model changes for psql
* sqlite model fixes
* attempt at osx fix
* added error check for migration
* typos and check against goose error instead of string :D
* updated sqlboiler commit id
* bump sqlboiler version again
* set decimal package to @0bb1631
* readme and makefile updates
* bump goose version update readme and add override flag to config gen
* README typo fix and lowered inserts in test down to 20 as we are only testing that inserts work running 200 was unnecessary
* added gctcli command for audit event
* Added debug output toggle to config added both postgres & sqlite support to gctcli command
* Wording changes on errors
* set sqlite to 1 connection to stop locke database issues
* Usage update for order
* README updates with config examples
* go.mod/sum tidy
* removed lines in import second
* removed lines in imports
* convert local time to utc for database and display output
* go mod clean up and error checking to time
* renamed all packages to sqlite3
* added windows command output for sql model gen
* time conversion fix
* time conversion on gctcli
* added audit manager
* Basic database DOA setup
* Added base config file
* added sqlite support and creation of schema
* added basic tests and config entry
* corrected issues of database is disabled
* fixed path for test
* WIP
* Added tests fixed config checking
* reverted files back to upstream
* reverted go.mod files
* no more test test test
* removed local testing details for psql
* hello
* added comments
* increased ping to 30 seconds
* renamed database table and added additional condition around test
* removed database test details
* goimport ran on all files
* WIP
* first attempt at migration
* fixes for migration system
* Migration system logger interface implemented
* fixes to print functions
* added write pooling pass
* gofmt :D
* formatted imports correctly
* removed old code
* added creation of migration
* gofmt
* :D Hello
* ❌🏎️
* maybe one day i will remember to revert go mod files
* checked err return condition correctly
* first changes for PR feedback
* code clean up
* protect Connected with RWmutex & event with mutex
* : D
* we can just pretend like it never happened
* MOved migrations back to source directory and added README
* readme formatting update
* Addd command line override for datadir
* use correct var when creating a migration and confirm folder is created
* Check if database version is newer than latest migration and also you know make migrations work.....
* uses filepath instead of manual path to use correct path seperator
* Add connection message and lower timeout
* Added support for sslmode for psql
* no longer force Close of database instead allow driver to maage
* Added closer func to test output
* sslmode added to example config