Commit Graph

10 Commits

Author SHA1 Message Date
Scott
3c72a199f2 Feature: Faster start & stop times (#648)
* Updates starting and stopping routines to be a bit more parallel with less waiting required

* Removes stop, removes debugging output

* linting and test fixes

* Add extra kill switch for exiting on exchange loading delay

* Fixes fun math

* breaks loop instead of switch. Moves param warns higher

* Removes unceccary gos. passes in cfg to remove data race

* Removes os signal processing. Fixes bad master merge
2021-03-23 10:18:57 +11:00
Scott
80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00
Adrian Gallagher
0d787bc259 Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478)
* Bump golangci-lint version, update Go version deps and generic code improvements

* Fix wesbocket resp nil check and zip closures

* Update pprof path
2020-04-09 13:07:32 +10:00
Andrew
7fccc03164 (Logger) Rename package to log (#444)
* renamed package to log to stop side import requirement

* reverted comment changes

* reverted comment changes

* one more reverting wording back to logger

* wording changes on comments
2020-02-12 18:09:56 +11:00
Adrian Gallagher
26b8e95eb0 Use atomic.LoadInt32/AddInt32 for database subsystem (#412) 2020-01-14 10:27:26 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +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
870fd6f4f3 Increase config test coverage 2019-09-13 16:53:41 +10:00
Adrian Gallagher
f6afeee800 Minor improvements
1) gen_otp supports single use OTP secrets
2) improve database config check logic
3) reconnect websocket routine to engine (apart from the exchange pair syncer)
4) ImPrOvE CoNsIsTeNcY wItH LoG OuTpUt
2019-08-26 12:46:53 +10:00
Andrew
0c76789b0d Database interface & auditing feature (#332)
* 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
2019-08-20 16:35:06 +10:00