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https://github.com/d0zingcat/gocryptotrader.git
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a5b638bfb7879f779b520850ca36d59f7f727289
25 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Ryan O'Hara-Reid
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e99adca86f |
encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* 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> |
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Ryan O'Hara-Reid
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4bbaf75d34 |
currency: Fix edge case in NewCode where all string characters are digits (#1593)
* add fixes and test * glorious: nits, privatise upper case field, add item field for case sensitivity for format checks, rm dead code. * fix potential panic * gk/glorious: nits * gk: nits and other things * improve commentary lol * glorious+gk: nits and improvements (with no sillyness this time) * Update currency/pairs.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitssssss * linter: fix * bye bye silly boy --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Gareth Kirwan
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c37a115fc7 | Linter: Spelling fixes (#1554) | ||
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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Samuael A
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3eac6d12bd |
exchanges: Update GateIO exchange to V4 (#1058)
* Adding Public Endpoints and test functions * Adding public endpoints and test functions * Adding private spot endpoints * Adding private endpoints and corresponding tests for margin * Adding Margin Private endpoints * Adding cross margin and flash swap endpoints * Adding futures private endpoints * Adding futures private endpoints and corresponding tests * Adding Options and SubAccount endpoints and their unit tests * Adding Wrapper functions * Complete wrapper functions and corresponding unit test functions * Fixing wrapper issues and adding websocket functions * Update of Spot websocket and adding futures websocket handlers * completed futures WS push data endpoints * Completed Options websocket endpoints * Adding websocket support for delivery futures and slight update on endpoint funcs * Added Delivery websocket support and fix linter issues * Update on Unit tests * fix slight currency format error * Fix slight endpoint tempos * Update on conditional statements and unit tests issues * fixing slight tempos * Slight model and websocket data push method change * Fix unit test tempos and updating models * Fix on code structures and update on unit tests * Slight code fix * Remove print statements * Update on tradable pairs fetch eps * Fix websocket tempos * Adding types to websocket routine manager * Fix slight issues * Slight fixes * Updating wrapper funcs and models * Slight update * Update on test * Update on tradable pairs * update conditional statements * Fixing slight issues * Updating unit tests * Minor fixes depending review comments * Remove redundant method declaration * Adding missing intervals * Updating fetch tradable pairs * update tradable pairs issues * Addressing small tempos * Slight fix on ticker * Minor Fixes * Minor review comment fixes * Unit test and minor code updates * Slight code updates * Minor updates depending review comments * Fixes * Updating incoming message matcher * Fix missing merge issue * Fix minor wrapper issues * Updating ratelimit and other issues * Updating endpoint models and adding missing eps * Update on code structure and models * Minor codespell fixes * Minor update on models * fix unit test panic * Minor race fix * Fix issues in generating signature and unit tests * Minor update on wrapper and unit tests * Minor fix on wrapper * Mini linter issues fix * Minor fix * endpoint fixes and slight update * Minor fixes * Updating exchange functions and unit tests * Unit test and wrapper updates * Remove options candlestick support * Minor unit test and wrapper fix * Unit test update * minor fix on unit test and wrapper * endpoints constants name change * Add minor wrapper issues * endpoint constants update * endpoint url updates * Updating subscriptions * fixing dual mode endpoint methods * minor fix * rm small tempo * Update on websocket orderbook handling * Orderbook and currency pair update * fix linter and test issues * minor helper function update * Fix wrapper coverage and wrapper issues * delete unused variables * Minor fix on ReadData() call * separating websocket handlers * separating websocket handlers * Minor fix on enabled pair * minor fix * check instrument availability in spot * create a separate subscriber for sake of multiple websocket connection * linter fix * minor websocket and gateio endpoints fix * fix nil pointer exception * minor fixes * spelling fix decerializes -> deserializes * fix Bitfinex unit test issues * minor unknown currency pair labling fix * minor currency pair handling fix * slight update on GetDepositAddress wrapper unit test * setting max request job to 200 * fixing numerical and timestamp type convert * fix value overflow error * change method of parsing orderbook price * unifying timestamp conversion types to gateioTime --------- Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local> |
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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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Ryan O'Hara-Reid
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7b958d2c05 |
currency: boost retrieval speed when calling currency.NewCode() (#1014)
* currency: optimization pass * currency: reimplement and fix tests and run benchmark comparison * Update currency/code_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: 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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Scott
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46cadd6f15 |
FTX: Funding rates, payments & stats + order manager tracking (#976)
* Adds basic PoC for calculating/retrieving position data * A very unfortunate day of miscalculations * Adds position summary and funding rate details to RPC * Offline funding rate calculations * More helpers, more stats, refining data, automated retrieval * Adds new rpc server commands and attempts some organisation * lower string, lower stress * Adds ordermanager config. Fleshes outcli. Tracks positions automatically * Adds new separation for funding payments/rates * Combines funding rates and payments * Fun test coverage * ALL THE TESTS... I hope * Fixes * polishes ftx tests. improves perp check. Loops rates * Final touches before nit attax * buff 💪 * Stops NotYetImplemented spam with one simple trick! * Some lovely little niteroos * linteroo * Clarifies a couple of errors to help narrow likely end user problems * Fixes asset type bug, fixes closed position order return, fixes unset status bug * Fixes order manager handling when no rates are available yet * Continues on no funding rates instead. Removes err * Don't show predicted rate if the time is zero * Addresses scenario with no funding rate payments * Bug fixes and commentary before updating maps to use *currency.Item * Adds a pair key type * Polishes pKey, fixes map order bug * key is not a property in the event someone changes the base/quote * Adds improvements to order processing...Breaks it all * Shakes up the design of things by removing a function * Fixes issues with order manager positions. Limits update range * Fixes build issues. Identification of bad tests. * Merges and fixes features from master and this branch * buff linter 💪 * re-gen * proto regen * Addresses some nits. But not all of them. * Fixes issue where funding rates weren't returned 🎉 * completes transition futures tracking to map[*currency.Item]map[*currency.Item] * who did that? not me * removes redundant check on account of being redundant and unnecessary * so buf * addresses nits: duplications, startTime, loops, go tidy, typos * fixes minor mistakes * fixes 🍣 🐻 changes to int64 |
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Scott
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bed9425a08 |
FTX: Margin lending/borrow rate history (#981)
* Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos |
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Scott
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f929b4d51e |
backtester: Futures handling & FTX Cash and Carry example strategy (#930)
* 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 |
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Ryan O'Hara-Reid
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293d6104ed |
orders: adds method to retrieve snapshot of order execution limit values (#946)
* orders: add method to Limit to retrieve order execution limit snapshots * currency/btcmarkets: add error and update field name to standard * linter: fix * limts: don't return pointer * limit: Add notes * glorious: nits * linter: fix * limit: reinstate nil check * exchanges: change field names to be more consistent (@thrasher-) suggestion Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
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11da520dc8 |
Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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220245c5a8 |
Exchanges: Include format pair in wrapper functions and test for formatting issues via tool wrapper issues (#582)
* Adds formatting of pair within binance wrapper, adds return of error from cli.ShowCommmandHelp * Add formatting function to submit order wrapper functions * Remove superfluous functionality * Updated exchange wrapper issues to create a disruptive pair to see which exchanges require attention, updates currency code generation and matching * reinstated format check, fixed tests * fixed niterinos * fix test * fix spelling mistake * make html file more aesthetic * Add missing format pairs * add formatting to pair for BTC Markets func * fix spelling |
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Ryan O'Hara-Reid
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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 |
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Adam
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c2c200cd1b |
(Exchange) Add FTX exchange support with implementation tutorial (#495)
* initial * wip * brokenwip * broken wipzzzz * more functions brokenwip NO API KEYS * broken wip * WIP * wip * WIP work in progress * WIP * WIP * wip * more wip * wip * ws wip * broken wip * adding new functions for websocket to work * trying to fix websocket issues * websocket bug fix wip * broken websocket implementation * WS unauth functions + brokenWS auth func * authentication problems * authentication problems fixed * data handling for websocket * websocket completed * remove verbose * minor error fix changes and testing * reorganising variable declarations and minor errors fixed * enabled exchanges updated * enabled exchanges fixed * remove keys * glorious nits * xdta n shazzy nitzzz * shazzy n thrasher nitz * nitz wip * broken wip * apichecker donee n make code better * apichecker donee n make code better * OB update * wip * wip * all nitz done * merge conflicts * go mod tidy * merge conflicts * PLEASE merge conflicts * new funcs added n binanceapi check update NO APIKEYS * basic tests * linter fixs * linter fixs * remove verbose * test errors fixed * remove comented code * minor changes * some tests fixed no apikeys * documentation work * documentation * wip * ryan nitz * nits addressed * unnecessary conversion * no fail * remove verbose * type field checking * broken * websocket nits fixed * some thangs * remove verbose * fix function * linter issues * test error fixed * nits * bumperino fixed * very small change * nits * errors fixing * errors fixing retry * linters * thrasher glorious nits * more changes * changes * 2 more changes to be addressed * 2 more changes to be addressed * issues addressed * whip * changes * missed change * changes * currency issues * changes * unsaved * int64 * HUGE * HUGE * NO NITS PLS * no more * YES * : * changes * PLEASE * n another one * thanks guys * ill believe in god if this ever ends * :D |
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Ryan O'Hara-Reid
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0c5d75b22c |
(Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed * removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests. * add in string * explicitly throw away return error value * atleast return the error that websocket initialise returns * return error when not connected * fix comment * Adds comments * move package declarations * drop append whenever we call supported * remove unused import * Change incorrect spelling * fix tests * fix go import issue |
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Scott
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ccfcdf26aa |
Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort * Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features * update existing feature lists. Expands list definition to match my emotions * Adds bithumb bitmex and bitstamp. adds a couple more types * Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini * Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb * Who can forget good old alphapoint? * Adds btcmarksets websocket :glitch_crab: fixes alphapoint features * Adds extra data not in the documentation :/ * Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet * Removes import cycle via duplicate structs. * Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary * Increase coverage in code.go * One way of determining a test has failed, is when to it fails. Removed redundant explanation * Increases code coverage of conversion * Lint fixes * Fixes orderbook tests * Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook * Secret lints that did not show up via Windows linting * Adds protocol package to contain exchange features * Fixes protocol implementation * Fixes ws tests * Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have * imports and casing * Fixes two more nil error checks |
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Andrew
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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 |
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Adrian Gallagher
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7f576d0d4f | Merge branch 'master' into engine | ||
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Adrian Gallagher
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b1ed894d99 |
Bump golangci-lint to v1.18.0 (#354)
* Bump golangci-lint to v0.18.0 * Bump AppVeyor golangci-lint to v1.18 For science * Bump golangci deadline * Fix notifications typo * Fix grammar * Update DisableNTPCheck test string comparison |
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Adrian Gallagher
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8ecd8a0c16 | Merge branch 'master' into engine | ||
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Adrian Gallagher
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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 |
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Adrian Gallagher
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e965e54e09 | Split up common.go, file path fixes and much more | ||
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Andrew
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dc236c251e |
Optimisation: large structs/huge param fixes (part 2) (#262)
* updated golangci config to enable hugeparam linter * ModifyOrder struct usage converted to a pointer * OrderBook conversion to struct * More conversion of large structs to pointers * updated golangci config to enable hugeparam linter * ModifyOrder struct usage converted to a pointer * OrderBook conversion to struct * More conversion of large structs to pointers * disabled hugeParam check for golang again * changed based on suggested feedback and fix for no default provider * fixed typing |
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Ryan O'Hara-Reid
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0990f9d118 |
Currency package update (#247)
* Initial currency overhaul before service system implementation * Remove redundant currency string in orderbook.Base Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times Add error handling for process orderbook * Remove redundant currency string in ticker.Price Unexport lastupdated field in ticker.Price Add error handling for process ticker function and fix tests * Phase Two Update * Update translations to use map type - thankyou to kempeng for spotting this * Change pair method name from Display -> Format for better readability * Fixes misspelling and tests * Implement requested changes from GloriousCode * Remove reduntant function and streamlined return in currency_translation.go * Revert pair method naming conventions * Change currency naming conventions * Changed code type to exported Item type with underlying string to reduce complexity * Added interim orderbook process method to orderbook.Base type * Changed feebuilder struct field to currency.Pair * Adds fall over system for backup fx providers * deprecate function and children and fix linter issue with btcmarkets * Fixed requested changes * Fix bug and move mtx for rates * Fixed after rebase oopsies * Fix linter issues * Fixes race conditions in testing functions * Final phase coinmarketcap update * fix linter issues * Implement requested changes * Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates * Add a collection of tests to improve codecov * After rebase oopsy fixes for btse * Fix requested changes * fix after rebase oopsies and add more efficient comparison checks within currency pair * Fix linter issues |