Commit Graph

27 Commits

Author SHA1 Message Date
dependabot-preview[bot]
a4b318316b Bump github.com/gorilla/websocket from 1.4.0 to 1.4.1 (#428)
Bumps [github.com/gorilla/websocket](https://github.com/gorilla/websocket) from 1.4.0 to 1.4.1.
- [Release notes](https://github.com/gorilla/websocket/releases)
- [Commits](https://github.com/gorilla/websocket/compare/v1.4.0...v1.4.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 12:04:40 +11:00
dependabot-preview[bot]
e8c7f9e2fe Bump google.golang.org/grpc from 1.21.1 to 1.27.0 (#426)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.21.1 to 1.27.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.21.1...v1.27.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 11:55:19 +11:00
dependabot-preview[bot]
de02a3356d Bump github.com/mattn/go-sqlite3 from 1.11.0 to 1.13.0 (#430)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.11.0 to 1.13.0.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.11.0...v1.13.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 11:27:32 +11:00
dependabot-preview[bot]
49a4fb557a Bump github.com/urfave/cli from 1.20.0 to 1.22.2 (#427)
Bumps [github.com/urfave/cli](https://github.com/urfave/cli) from 1.20.0 to 1.22.2.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v1.20.0...v1.22.2)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 11:10:56 +11:00
dependabot-preview[bot]
0cb0e4806b Bump github.com/grpc-ecosystem/go-grpc-middleware from 1.0.0 to 1.1.0 (#423)
Bumps [github.com/grpc-ecosystem/go-grpc-middleware](https://github.com/grpc-ecosystem/go-grpc-middleware) from 1.0.0 to 1.1.0.
- [Release notes](https://github.com/grpc-ecosystem/go-grpc-middleware/releases)
- [Changelog](https://github.com/grpc-ecosystem/go-grpc-middleware/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/go-grpc-middleware/compare/v1.0.0...v1.1.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 10:42:40 +11:00
dependabot-preview[bot]
500868b196 Bump github.com/golang/protobuf from 1.3.2 to 1.3.3 (#422)
Bumps [github.com/golang/protobuf](https://github.com/golang/protobuf) from 1.3.2 to 1.3.3.
- [Release notes](https://github.com/golang/protobuf/releases)
- [Commits](https://github.com/golang/protobuf/compare/v1.3.2...v1.3.3)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-01-30 10:25:07 +11:00
Andrew
f6fd94ea69 Engine: Scripting support (#383)
* WIP

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

* revert files to upstream/engine

* WIP

* WIP

* mod file changes

* added script manager

* Added manager/and cli interfaces to scripting

* Added script task handler

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

* autoload support added + WIP

* WIP commit

* added account balance info

* btc markets temp work around

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

* Cancel order wrapper WIP

*  order wrapper update

* Added test coverage for VM

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

* added override to load/execute for path

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

* increased test coverage for packages

* Added docs cleaned up tests and example scripts

* Test coverage increased for module/gct/exchange package

* windows fixes

* merged upstream/engine

* WIP

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

* remove unused mutex

* added inital upload support

* fix linter issues for go-fmt

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

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

* improved error outputs and code flow

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

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

* linter fixes (gofmt)

* added list all command

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

* added query command reworked tests

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

* bumped tengo version

* Removed named returns reworded log messages removed unused falseptr

* WIP

* Added virutal machine limit improved config options

* added model for script event added upload validation

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

* README updates

* reverted changes opened new PR to move withdraw struct outs

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

* started work on examples

* Added crypto withdraw support

* fix switch case assignment and gofmt project

* Reworking Fiat withdraw request pending #402

* removed double pointer call

* added withdraw support for fiat  currencies

* added tests for withdraw methods increased readme

* removed local tengo require and also fix linter issues

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

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

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

* moved tests to const and fixed incorrect pathing

* added test coverage to withdraw package

* corrected file close handling

* point to included configtest.json

* extended validator support when a script is uploaded

* Bug fix on bool logic

* Added mutex

* Don't create autit events on test execution

* reverted common to master

* moved file rename to unix timestamp format

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

* started work on autoload add/remove support

* First round of PR fixes (mostly commented exports)

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

* Comment clairty for AuitEventID

* added autoload add/remove command to cli

* added tests for autoload

* Test updates for Exchanges

* linter fixes (gofmt)

* Removed double check of engine pointer

* remove possible nil pointer on GetSpecificTicker

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

* file handler Close clean ups

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

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

* new zip extractor added

* Validation has been added to archive uploads

* removed shadow var on err

* added ok check to conversion

* converted condition check

* basic test for zip extract added

* new zip handler

* reverted back to old atomic loading system

* removed shadow err

* lets add a new line

* added space to error return

* command line toggle for script now works properly

* readme updated

* set configLoaded to true

* check for configLoaded condition

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

* linked up to enable/disablesubsystem commands

* added start/stop example to readme

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

* updated to tengo v2

* linters

* lower time on ntp client to stop slippage

* remove all fails if any fail validtion from an archive

* remove vm from list if timer is invalid

* removed shadow on err

* remove config creation from NTPCheck test

* WIP testing DB changes

* add unique constraint

* WIP: created has many model

* linters run

* basic sqlite3 support added for new database format

* linters run

* Added test coverage for script repo

* removed unused print

* updated env vars for CI instances

* updated env vars for CI instances

* Updated test packages

* Test updates for postgresql

* removed invalid tests from postgres

* remove duplication of struct and improved code flow

* general cleanup

* wording changes on log output

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

* corrected test naming

* return correct error

* return correct error again version 82

* store scriptdata on creation

* Hello

* Errorln -> Errorf

* Removed unused vars

* Read me updates

* testing without parallel

* comment on exported type

* added nil check against VM for test

* add debugging information

* gofmt

* remove verbose and data sent to channel

* Added debug information

* linter fixes (gofmt)

* remove unused CompileAndRun() call

* test sleep to see if issue is timing related

* semi-concurrent map fixes

* one day i will run gofmt or setup precommit hooks

* new line :D

* increased test coverage

* added correct sleep time

* Moved over to sync map

* linter fixes (gofmt)

* goimports

* moved VM related methods to vm.go

* new line at end of file

* trying increased timeout on golangci-lint for appveyor

* add debugging information

* removed timeout

* reworked timeout logic

* linter fixes (gofmt)

* increased test coverage

* increased test coverage

* one day i will run gofmt or setup precommit hooks

* removed unused exchange test

* increased golangci-lint timeout

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

* reworked ID system

* removed script hash as it was unused

* added comments on exported methods and read me update

* reorder code

* removed to atomic.value for test execution flag

* increased test coverage

* move add further up execution

* point to correct script file
2020-01-23 13:54:04 +11:00
Andrew
92147cdc5f (Engine): Database system improvements (#358)
* 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
2019-10-08 15:28:31 +11:00
Adrian Gallagher
2a13551dd1 Minor QA changes
1) Add ability to enable all pairs using the new pair manager
2) Add abiity to enable/disable database subsystem via gRPC
3) Fix spelling mistakes
2019-10-04 19:31:04 +10:00
Ryan O'Hara-Reid
db317a2447 Engine: Dispatch service (#346)
* Added dispatch service

* Added orderbook streaming capabilities

* Assigned correct orderbook.base exchange name

* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming

* Add ticker streaming support through dispatch package

* Added in some more info on error returns for orderbook.go

* fix linter issues

* Fix some issues

* Update

* Fix requested

* move dispatch out of exchanges folder to its own independant folder

* Fix requested

* change orderbook string to tickers

* Limit orderbooks to 50 and made dispatch system more stateless in operation

* lower cases for update/retrieve/sub exchange name

* Adds in asset validation and lower case conversion on cli

* Remove comment

* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error

* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go

* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go

* Fix some issues

* change to start/stop service, added in service state change via cli, updated logger

* fix requested

* Add worker amount init spawning

* fix linter issues

* Fix more linter issues

* More fixes

* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system

* Moved all types to dispatch_types.go && remove panic

* Moved types into serperate file && improve test coverage

* RM unnecessary select case for draining channel && fixed error string

* Added orderbook_types file and improved code coverage

* gofmt file

* reinstated select cases on drain because I am silly

* Remove error for drop worker

* Added more test cases

* not checking error issue fix

* remove func causing race in test, this has required protection via an exported function

* set Gemini websocket orderbook exchange name
2019-10-03 09:47:37 +10:00
Adrian Gallagher
7f576d0d4f Merge branch 'master' into engine 2019-09-13 14:29:48 +10:00
Adrian Gallagher
94a784d63f Merge branch 'master' into engine 2019-08-22 18:32:57 +10:00
Scott
0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +10:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Adrian Gallagher
2078ba907f Update URLs for transfer into org repo (#338)
* Update URLs for transfer into org repo

* Update codecov, travis and othe remaining links

* Update appveyor paths
2019-08-09 11:50:39 +10:00
Adrian Gallagher
db7aa5df65 Merge branch 'master' into engine 2019-07-07 06:06:30 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
dependabot-preview[bot]
e60dda0879 Bump github.com/gorilla/mux from 1.7.2 to 1.7.3 (#323)
Bumps [github.com/gorilla/mux](https://github.com/gorilla/mux) from 1.7.2 to 1.7.3.
- [Release notes](https://github.com/gorilla/mux/releases)
- [Commits](https://github.com/gorilla/mux/compare/v1.7.2...v1.7.3)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2019-07-02 15:54:02 +10:00
Adrian Gallagher
04c7c4895f Split common package more and QA 2019-06-07 20:52:44 +10:00
Adrian Gallagher
cbd3e7bacd Order manager changes 2019-06-07 17:52:53 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00
Andrew
506d6011c2 Bitstamp: Websocket API upgrade to v2 (#307)
* Subscribe/Unsubscribe methods added

* migration to v3

* removed orderbook from rest

* WsUpdateOrderbook updated to reflect changes to v2

* Added comment for exported func

* removed logging

* unexported structs that are not used globally moved seed to own function

* unexported functions not used outside package

* Support reconnection message from bitstamp

* moved from range key/val

* using ticket.Spot instead of string

* Seperated out WsReadData & WsHandleData to allow for better testing of websocket messages

* ah should continue to next iteration and not break execution on json decode

* code formatting clean up

* reworded connection message

* return out of method instead of just breaking loop

* formatting changes and replaced SPOT with ticket.Spot type
2019-05-22 15:46:55 +10:00
Adrian Gallagher
0c6cd7fedf Go mod: Perioidc update of depends 2019-05-20 15:40:35 +10:00
Scott
6a15ecc65c OKEX/OKCoin API combine via OKGroup (#252)
* Initial commit

* Successful authenticated request implementation.

* Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests

* Finishes account API endpoint implementations.

* Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData

* Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible

* Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments

* Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting

* Adds all ETT endpoints with tests

* Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration

* Rebase fixes

* Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again

* Maps the wrapper

* Parses json into time.Time instead of string + conversion

* Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests

* Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues

* Handles the calculation of okgroup websocket checksums. Adds tests

* Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check

* Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling

* updates btse func name

* linting

* Fixes websocket connection issue with tests. Removes test verbosity

* Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places.

* Removes logging. Fixes orderbook wrapper references

* Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors

* Fixes linting issues

* Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout

* Adds test comments. Fixes parallel issues for futures tests

* Fixes error output for wrapper function
2019-03-18 15:18:36 +11:00
Adrian Gallagher
7dcb1ab553 Migrate from gometalinter.v2 to golangci-lint (#249)
* Migrate from gometalinter.v2 to golangci-lint
2019-03-01 16:10:29 +11:00
Adrian Gallagher
c2cb2a4551 Go mod tidy 2018-12-27 14:44:28 +11:00
Ryan O'Hara-Reid
5dd0fecc62 Adds go module support that came into effect in go version 1.11 (#201)
Adds go module support that came into effect in go version 1.11
2018-11-01 17:40:54 +11:00