Commit Graph

222 Commits

Author SHA1 Message Date
Adrian Gallagher
a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00
Samuael A
2ac165a477 exchanges: Add OKX support (#1005)
* public endpoints methods added

* Completing mapping REST endpoints

* Binanceus Wrapper methods -Partially

* Binanceus Wrapper methods -Partially

* BinaWra functions with test funs; Not Completed

* Finalizing wrapper methods & test

* Fix & Complete wrapper functions

* Finalizing wrapper methods & test

* Adding Stream Datas

* WS Test functions

* CI: Fix golangci-lint linter issues

* CI: Fix reverting unnessesary changes and type conversion issues

* CI: Fix reverting unnessesary changes and type conversion issues

* Adding Public endpoints and tests

* Adding Market and Public Endpoints

* Adding Public endoints

* Public Trading Endpoints & Authenticated Trade order methods

* Adding Authenticated Methods and Tests

* Adding algo and Funding Authenticated endpoints

* Adding funding trading endpoints and correspondint tests

* adding authenticated endpoints

* Completing Block Trading endpoints and added subaccount endpoints

* Completing sub account and grid Trading endpoints

* Adding Rate Limit and missing endpoints

* Wrapper and Websocket handlers

* Fixing Websocket Test and Push Data Handler Issues

* Fixing Websocket Test and Push Data Handler Issues

* Fixing linter issues, package dependency, and other slight tempos

* Fixing linter and slight tempos

* Update on test functions, and Rest and Websocket Endpoint handlers

* Remove okex, adding comments, and slight fixes on endpoints.

* Fixing linter issues and adding comments

* Slight code changes, updating documentation, and n and linter issues

* Fix context and configuration endpoint issues

* slight fixes on config and test files

* adding some missing test and fix linter issues

* fix linter issue

* Slight fixes on code structure, shorthand exp,and ot and other

* Fix slight linter issue

* Slight code fixes and fixing linter issues

* fixing linter iissues

* fixing linter iissues

* slight linter issue fix

* slight linter issue fix

* Fix on models, type convert funcs and endpoints

* Adding Error messages map and update of models

* Fix on error message string and linter issues

* Fix slight linter issue

* Fix slight linter issue

* Fixing type converts, models, and linter issues

* Adding Ws fixes

* Slight fix on websocket and other issues

* Adding slight websocket fixes

* Remove 'books5' channel default subscription

* Small changes on default subscription and checksum

* Fix slight websocket tempos

* Fix Wrapper function tempost and linter issues

* Resolving slight naming and other issues

* Resolve slight pointer issues

* resolve slight linter issues

* Resolve config files issue

* Update websocket and wrapper funcs with test and docs

* fixs on websocket multiplexer, types, and other slight issues

* fix slight linter issues

* slight update on web-socket orderbook and tickers

* fix slight issues and websocket runtime errors

* Slight unit test fix and assing simple semaphore

* FIx race issue

* Update on authenticated endpoints

* Fix wsSetupRun check in websocket 'setupWsAuth' func

* Update wsSetupRun check in websocket 'setupWsAuth' func

* Slight update on websocket handling

* Fix some race conditions

* fix slight tempos

* fix authenticated test issues

* Update on conditional statements

* slight update on unit test

* fix unit test tempos

* Fix slight tempos

* Change check map from struct valued to bool valued

* slight fix trial

* Slight unit test update

* Fix websocket timeout error

* Updating websocket subscription endpoints, and unit tests

* update unit tests

* Slight issue on wrapper method 'GetActiveOrders'

* Overall code update

* Addressing missing review comments

* Fix unit test tempo and linter issue

* Monor fix

* Slight update

* Slight unit test fix

* Slight fixes

* Slight fixes

* Fixing on missing review comments

* Adding WS Fixes

* slight fix

* Monor fix on unit test

* Minor convert issue

* Minor change on WS

* Monor logic fix

* Fix code structure and logic issues

* Fixing small typos

* fix slight data format issue

* Update on trade and order wrapper methods

* Adding slight update

* fix on order detail

* Slight update on FetchTradablePairs wrapper method

* Slight update on wrapper

* Update on deserialization and other slight issues

* Final update

* Resolve missing review comments

* Slight update on config and unit test

* minor fix on GetDepositAddress param

* Minor fix
2022-12-09 11:44:29 +11:00
Ryan O'Hara-Reid
4e135c9590 logger: reduce go routine generation (#992)
* logger: reduce go routine generation

* logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool

* logger: shift fmt package calls to worker pool

* logger: conform tests to new design

* linter: fix issues

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* UN-GLORIOUS: nits

* logger: Handle config variable

* logger: NITERINOS BY GLORIOUS CODE

* logger: revert

* glorious: nits

* Panic at the disco: fix

* Panic at the disco: fix

* logger: make sure logger closed and job channel emptied on start up error

* fix tests

* logger: reduce globals

* logger: finished reduces globals, reduce workers to one too keep everything in line.

* logger: remove comments

* logger/exhchange: linter issues

* db/test: fix linter

* logger: add tests shift wait before unlock

* logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing.

* logger: fix race and warn for conflict in config

* logger: fix name and add to tests

* logger: remove zero value field

* glorious: panic fix and removal of code

* logger: reinstate channels in close

* logger: shift reinstate processing to SetupGlobalLogger

* logger: segregate config.json from internal log.Config

* logger: fix silly mistake that is silly

* engine: Add protection for nil issues and implement new constructor in tests

* logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests.

* logger: actually set advanced settings

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_multiwriter.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* logger: test issue when not purging temp file and contents

* loggertest: add more protections for the panics

* linter: fix

* glorious: nits

* cleanup

* logger: linter fix

* linter: fix(?) :/

* linter: revert change

* linter: fix

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-10-24 11:46:18 +11:00
Ryan O'Hara-Reid
f843b7d277 exchange: upgrade UpdatePair method (#991)
* exchange: upgrade update pair

* exchanges: Add enabled string matching and format handling if discrepency is found.

* linter: fixes

* bithumb: fix tests

* BTSE: api change fix ordering

* huobi: fix tests

* gloriousnits: stage 1

* gloriousnits: stage 2

* currency: more nits

* bitmex: add spot and process pairs before currency package call.

* bitmex: finished correct orderbook matching and other implementations

* linter: fix issue

* currency: Fix linter

* currency: segregate and protect pair store, update tests

* currency/manager: clean code, rm log output

* currency: Add store method and make sure formatting stays nil if not stored.

* gct: check errors

* engine/websocketroutineman: fix tests

* bybit: fix duplication bug

* huobi: fix test

* btse: fix tests?

* ob/buffer: fix tests

* Update currency/manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* glorious: nits strikes again.

* exchange: add bypassConfigFormatUpgrades to stop formatting

* GLORIOUS LINTER

* Update exchanges/bithumb/bithumb_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* exchange: fix pair upgrade issue when duplications are in both avail and enabled pairs

* linter: fix shadow dec

* config: fix test

* Update currency/pair_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-09-16 08:59:27 +10:00
Scott
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
2022-08-23 12:16:50 +10:00
Adrian Gallagher
68588560e3 CI: Bump go version, linters and fix minor issues (#1010)
* Bump golang, golangci-lint versions and fix issues

* Add -fno-stack-protector

* Fix AppVeyor golangci-lint ver

* Nitters

* Nitters round 2
2022-08-17 11:37:22 +10:00
Ryan O'Hara-Reid
ee9c35d5ee grpc: add shutdown call for external management (#957)
* grpc: add shutdown call for external management

* go mod: tidy

* glorious: suggestion

* Update engine/engine.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update engine/rpcserver.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update main.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update engine/rpcserver.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-05-20 11:20:39 +10:00
Eng Zer Jun
21b3d6a6c9 test: use T.TempDir to create temporary test directory (#934)
* test: use `T.TempDir` to create temporary test directory

This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The
directory created by `t.TempDir` is automatically removed when the test
and all its subtests complete.

Prior to this commit, temporary directory created using `ioutil.TempDir`
needs to be removed manually by calling `os.RemoveAll`, which is omitted
in some tests. The error handling boilerplate e.g.
	defer func() {
		if err := os.RemoveAll(dir); err != nil {
			t.Fatal(err)
		}
	}
is also tedious, but `t.TempDir` handles this for us nicely.

Reference: https://pkg.go.dev/testing#T.TempDir
Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestCheckConnection on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: cleanup TestGenerateReport

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>
2022-04-28 12:01:15 +10:00
Ryan O'Hara-Reid
b87a0791b0 asset: bitmask type optimisation (#922)
* asset: basic optim. bitmask

* glorious: nits

* currency: forgot parralel in testttttt

* ticker/orderbook: test fixes

* engine/rpcserver: fix and expand tests
2022-04-28 09:49:43 +10:00
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions

* Specifically set go version as 1.17.x bumps it to 1.18

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

* Address nits, ensure all books are returned on err due to syncer regression

* Fix the wiggins

* Fix duplication

* Fix nitterinos
2022-04-20 13:45:15 +10:00
Ryan O'Hara-Reid
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>
2022-02-17 16:24:57 +11:00
Ryan O'Hara-Reid
ac692b04f4 log: fix bug, expand test coverage and slightly optimize (#847)
* log: fix bugs expand coverage and optimise

* log: fix linter issues

* log: fix linter issue and pack methods in same file

* log: drop defer

* logger: move global check inside getfields  and remove unused test function

* logger: Increase note thanks @gloriouscode

* logger: wrap error with writer type

* logger: change variable name

* logger: change variable names and remove validsublogger func as it doesn't add functionality over a standard map call

* logs: error when unsupported output is applied on setup calls

* logs: add glorious suggestion

* logger: add protection to reduce olympic gold medal races

* logger: fix linter issues

* log: glorious niterinos
2021-11-30 16:43:27 +11:00
Ryan O'Hara-Reid
da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface

* exchanges: add comment and fix whoopsie

* exchanges: fix linter issues

* wrapper_cov_tool: add actual full interface method count to get a better perceived deployment

* exchanges/tool: addr glorious nits

* kraken: remove string in test

* exchange_template_tool: fix tmpl issue
2021-11-17 15:41:21 +11:00
Luis Rascão
4531fdcb4a exchanges/websocket: Expose Trades/Fills feed through data channel (#814)
* Expose trade feed websocket exchange data through data channel

Most relevant to applications that import GCT as a lib, this allows
them to (through configuration, disabled by default) receive trade data
through the data channel similarly to the orderbook feed.

* exchanges: allow exposure of trade websocket feed through data channel

* Expose fill feed websocket abstracted exchange data through data channel

* exchanges: allow exposure of fill websocket feed through data channel
2021-10-28 10:25:15 +11:00
Ryan O'Hara-Reid
099ffa1a60 stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables.

* config: reduce stutter

* config: reduce minor stutter

* glorious: nits addr.

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* websocket: implement fix

* engine/helpers: fix test

* exchanges: fix after merge issues

* exchange_template: fix output

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-10-20 15:45:06 +11:00
Luis Rascão
a70224d123 exchanges/websocket: Allow configuration of orderbook publish period (#805)
* Allow configuration of orderbook publish period

For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.

* exchanges: allow configuration of orderbook update period
2021-10-20 11:44:24 +11:00
Adrian Gallagher
0c00b7e1df exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support

* Start tidying up

* Add multichain transfer support for Bitfinex and fix poloniex bug

* Add Coinbene multichain support

* Start adjusting the deposit address manager

* Fix deposit tests and further enhancements

* Cleanup

* Add bypass flag, expand tests plus error coverage for Huobi

Adjust helpers

* Address nitterinos

* BFX wd changes

* Address nitterinos

* Minor fixes rebasing on master

* Fix BFX acceptableMethods test

* Add some TO-DOs for 2 tests WRT races

* Fix acceptableMethods test round 2

* Address nitterinos
2021-10-15 15:55:38 +11:00
Adrian Gallagher
f0d45aa1d2 golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions

Fix remaining linter issues

* Specifically set AppVeyor version

* Fix the infamous typos 👀

* Add go env cmd to AppVeyor

* Add go version cmd to AppVeyor

* Specify AppVeyor image, adjust linters

* Update go get to go install due to deprecation

* Bump golangci-lint timeout time for AppVeyor

* Change NW contract to NQ

* Address nitters

* GetRandomPair -> Pair{}

* Address nits

* Address time nitterinos plus additional tweaks

* More time inception upgrades!

* Bending time and space
2021-10-14 16:38:53 +11:00
Luis Rascão
4caa1125bc gocritic: linter silence (#796) 2021-10-07 14:37:55 +11:00
Ryan O'Hara-Reid
5dfbbf84de engine/exchanges: Add exchange currency state subsystem (#774)
* state: Add management system (init)

* linter: fix

* engine: gofmt

* gct: after merge fixup

* documentation: add

* rpc: implement services for testing

* gctcli: gofmt state_management.go

* documentation: reinstate lost information

* state: Add pair check to determine trading operation

* exchanges: add interface for specific state scoped subsystem functionality

* engine/order_man: reduce code footprint using new method

* RPC: implement pair trading request and change exported name to something specific to state

* engine: add tests

* engine: Add to withdraw manager

* documentation: reinstate soxipy in contrib. list

* engine: const fake name

* Glorious: NITERINOS

* merge: fix issues

* engine: csm incorporate service name into log output

* engine: fix linter issues

* gct: fix tests

* currencystate: remove management type

* rpc: fix tests

* backtester: fix tests

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/currencystate/currency_state.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/alert/alert.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/alert/alert.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* config: integrate with config and remove flag delay adjustment

* gctcli: fix issues after name changes

* engine: gofmt manager file

* Update engine/rpcserver.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* engine: Add enable/disable manager functions, add default popoulation for potential assets

* linter: fix

* engine/test: bump subsystem count

* Update engine/currency_state_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bithumb/bithumb.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits addressed

* alert: fix commenting for its generalized purpose

* glorious: nits

* engine: use standard string in log output

* bitfinex: apply patch, thanks @thrasher-

* bitfinex: fix spelling

* engine/currencystate: Add logs/fix logs

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-09-27 13:33:49 +10:00
Ryan O'Hara-Reid
8020e1ec6a linter: Enable error checking linter (#766)
* golangci: Enable err checking linter to expose unchecked errors.

* gct: handle errors across the board

* gct: handle errors NOTE: Found bug in FTX (WIP)

* linter: fix issues

* ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state

* bitmex: fix bug where a dangly supported asset in config danglied up the place.

* linter: fix more linter issues

* linter: fix my terrible spelling.

* currency: fix test

* exchanges: fix tests

* logger: fix test

* exchanges: fix tests

* glorious: nits

* vm: revert rm variable and instigate test
2021-08-30 14:06:40 +10:00
Scott
48434dfd46 Feature: Candle conversion & Candle validation (#716)
* Remove old concept. Introduce new job types and candle scaling

* Adds extra processing, commands

* new concept for queued jobs. Jobs can pause. New commands to manage status

* =End of day commit designing tables and implementing prerequisites further.

* Adds postgres data history relations

* Fixes table design for sqlite. Fixes all issues from merge

* Fixes craziness of database design. Adds some functions to get related jobs

* Fixes errors

* Updates some documentation, manages prerequisite jobs a little better, adds rpc funcs

* Fixes database design and adjust repo functions

* Tests database relationship

* Test coverage of new job functions

* Finishes coverage of new functions

* Commands and RPC coverage

* New database modifications for new job types

* Adds db support of new columns. Adds conversion validation. lint

* command blurb changes

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Minor fixes for different job type processing

* Fixes rangeholder issue, fixes validation, does not address jobs not starting or wrong status

* Fixes database tests, but at what cost. Fixes dhm tests

* Fixes dhj completion issue. Adds prerequisite by nickname

* Fixes validation processing. Adds db tests and validation

* Fixes validation job processing range

* Fixes trade sql. Reduces defaults. Validation processing and errors

* Updates cli job commands. adds validation decimal. fix job validation

* Expands run job handling and tests

* Validation work

* Fixes validation processing

* candle relations. new job type. updating database design

* Adds secondary exchange support. Sets stage for candle override

* Re adds accidentally deleted relationship

* Updates loading and saving candles to have relationship data when relevant

* Now validates and replaces candle data appropriately

* Fixes getting and setting datahistory data. Neatens DHM

* Test coverage

* Updates proto for new db types. New test coverage. Secondary exchange work

* Investigation into never-ending validation jobs. Now that intervals are ruled out, now need to complete the job....

* Fixes issues with validation job completion. Fixes validation volume issue for secondary exchange

* Adds candle warning support to the backtester

* Fixes warnings

* lint and begin docs

* Documentation updates. Final testing changes

* Minor fixes

* docs, prerequisite checks, more testing

* Fixes binance trade test. Rename err

* Documentation fixes. Figure fixes

* documentation update

* Fixes remote PSQL tests

* Fix binance mock test

* Remove unnecessary JSON

* regen proto

* Some minor nit fixes

* Var usage, query sorting, log improving, sql mirroring

* Extra coverage

* Experimental removal of m.jobs and mutex. Fix messaging

* Fixes error

* Lint fixes, command description improvements. More isRunning gates

* description improvements

* Lint

* BUFF regenerate

* Rough concept to fix insertions taking up long periods of time

* New calculation for trade data. Adds batch saving

This also adds an experimental request feature to shut down lingering requests. However, its uncertain whether or not this is having any impact. Initially thought it was the trades that was taking time and not SQL. Will investigate further

* Removes experimental requester. Adds documentation. Fixes typo

* rm unused error

* re-adds more forgotten contributors

* Now with proper commit count
2021-08-05 10:27:27 +10:00
Ryan O'Hara-Reid
a2381310da GCT: general updates across codebase (#699)
* orderbook: export orderbook nodes for external strategy inspection

* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)

* include waiting functionality for depth change alert

* backtester: add word.

* log: include logger changes to impl with downstream integration

* engine: reduce params for loading exchange

* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options

* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate

* engine/syncmanager: add in waitgroup for step over for external package calls

* cleaup

* engine: linter fix

* currency/fx: include all references to fiat currencies to default

* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations

* syncmanager: changed config variable to display correct time

* ordermanager: Add time when none provided

* currency/manager: update getasset param to get enabled assets for minor optimizations

* ftx: use get all wallet balances for a better accounts breakdown

* orderbook: unlock in reverse order

* bithumb: fixes bug on market buy and sell orders

* bithumb: fix bug for nonce is also time window sensitive

* bithumb: get orders add required parameter

* bithumb: Add asset type to account struct

* currency: improve log output when checking currency and it fails

* bithumb: Add error return on incomplete pair

* ticker:unexport all service related methods

* ticker/currency: fixes

* orderbook: fix comment

* engine: revert variable name in LoadExchange method

* sync_manager: fix panic when enabling disabling manager

* engine: fix naming convention of exported function and comments

* engine: update comment

* orderbook: fix comment for unsafe type
2021-07-29 14:42:28 +10:00
Yordan Miladinov
4d9a49e7f7 gctrpc: endpoints now optionally return timestamps in nanoseconds (configurable) (#718)
* config: add remoteControl/gRPC/timeInNanoSeconds

* grpc: consult with remoteControl/gRPC/timeInNanoSeconds whether timestamps should be in seconds or nanos

* engine: test if RPCServer.unixTimestamp() respects config/remoteControl/gRPC/timeInNanoSeconds

* engine: implement TestRPCServer_GetTicker_LastUpdatedNanos that makes sure TickerResponse.LastUpdated is returned in nanoseconds if configured

* config_example.json: add remoteControl/gRPC/timeInNanoSeconds

* engine: (1) test RPCServer.unixTimestamp() in parallel, (2) increase time tolerance of TestRPCServer_GetTicker_LastUpdatedNanos()

* engine: TestRPCServer_GetTicker_LastUpdatedNanos() now fetches a mock-up ticker to check timestamps
2021-07-28 09:22:20 +10:00
Scott
63257ce4ca Improvement: Speeding up slow tests (#707)
* Speeds up tests

* Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things

* Removal of unecessary config reads. Parallel tests. Lower times

* Speeds up recent trades results

* mini update

* zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom

* Removes the dupes

* Lint

* post cherrypick

* Fix rare kraken data race

* Fixes banking global issues. Fixes postgres trades

* rmline for appveyor test

* Expands timeout in event that channel is closed before send

* Fix data race

* No rows, no bows and definitely no shows

* Removes parallel from createsnapshot tests

* Extends timedmutext test a smidge. Exchange fatality

* Shorter end timeframe and bigger candle
2021-07-07 12:42:03 +10:00
Scott
197ef2df21 Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
2021-07-01 16:21:48 +10:00
Adrian Gallagher
f234726382 FTX: Add REST staking and basic subaccount functionality (#692)
* Add FTX staking, missing margin APIs and basic subaccount support

* Fix backtester tests and add optional subaccount support to exchange_wrapper_issues tool

* subAccount to subaccount

* Fix TyPo

* Expand test coverage

* Address nitterinos

* Fix typos

* Remove unusued error type
2021-06-02 15:52:46 +10:00
Scott
5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00
Adrian Gallagher
051675255d CI: Add support for GitHub actions (#680)
* Add initial workflows config

* Add PSQL service

* Add 32bit and frontend jobs

* Add gcc-multilib and fix typo

* Fix backtester test for linux/unix filesystem errors and npm commands

* 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)

* Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)"

This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e.

* Bump workers count for orderbook processing

* Remove comments to trigger 32-bit cache hit after job success

* Cancel addition plus version bump, spawn more overlords

* Update build badge to Github Actions

* Brach -> Branch
2021-05-06 14:35:05 +10:00
Adrian Gallagher
6ff453c364 Currency: Add new forex provider exchangerate.host (#682)
* Add new forex provider ExchangeRateHost.io

* Fix linter paramTypeComine

* Add templates and README files

* Convert all times to UTC

* Fix cosmetic issue and address nits

* Add support for fx exchangerate.host engine override

* Address nit plus use remove plural
2021-05-05 15:32:49 +10:00
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
Adam
504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00
Ryan O'Hara-Reid
7431bf8866 Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification

* Exchanges: Consolidate orderbook variables into config struct

* Exchanges: Addr nit; set verification bypass on websocket book implementations
2021-01-06 12:56:30 +11:00
Ryan O'Hara-Reid
eb0571cc9b exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management

* integrate port

* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts

* WIP

* Update exchanges, update tests, update configuration so we can default off on buffer util.

* Add buffer enabled switching to all exchanges and some that are missing, default to off.

* lbtc set not aggregate books

* Addr linter issues

* EOD wip

* optimization and bug fix pass

* clean before test and benchmarking

* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap

* Add tests and removed ptr for main book as we just ammend amount

* addr exchange test issues

* ci issues

* addr glorious issues

* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return

* addr linter issues

* updated mistakes

* Fix more tests

* revert bypass

* Addr mcb nits

* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.

* Allow for zero bid and ask books to be loaded and warn if found.

* remove authentication subscription conflicts as they do not have a channel ID return

* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.

* finalised outbound request for kraken

* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit

* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero

* Updated function comments and added in more realistic book sizing for sort cases

* change map ordering

* amalgamate maps in buffer

* Rm ln

* fix kraken linter issues

* add in buffer initialisation

* increase timout by 30seconds

* Coinbene: Add websocket orderbook length check.

* Engine: Improve switch statement for orderbook summary dissplay.

* Binance: Added tests, remove deadlock

* Exchanges: Change orderbook field -> IsFundingRate

* Orderbook Buffer: Added method to orderbookHolder

* Kraken: removed superfluous integer for sleep

* Bitmex: fixed error return

* cmd/gctcli: force 8 decimal place usage for orderbook streaming

* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts

* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope

* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)

* Bitfinex: Complete implementation of checksum

* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream

* Bitfinex: Fix linter issues

* Bitfinex: Fix even more linter issues.

* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs

* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs

* BTSE: Change string check to 'connect success' to capture multiple user successful strings

* Bitfinex: Updated handling of funding tickers

* Bitfinex: Fix undocumented alignment bug for funding rates

* Bitfinex: Updated error return with more information

* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.

* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.

* Exchanges: Update failing tests

* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books

* Kraken: Dynamically scale precision based on str return for checksum calculations

* Kraken: Add pair and asset type to validateCRC32 error reponse

* BTSE: Filter out zero amount orderbook price levels in websocket return

* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.

* BTSE: Fix spelling

* Bitmex: Fix error return string

* BTSE: Add orderbook filtering function

* Coinbene: Change wording

* BTSE: Add test for filtering

* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages

* GolangCI: Remove excess 0

* Binance: Reduces double ups on asset and pair in errors

* Binance: Fix error checking
2021-01-04 17:19:55 +11:00
Rauno Ots
1b65d97b65 Engine/GCTScript: Refactor script manager (#580)
* refactor script manager

* remove singleton GCTScriptConfig
* create constant for ".gct" extension
* move GctScriptManager into vm package
* reduce script manager global dependencies
* use manager struct to store runtime override values
* enable/disable scripting subsystem now doesn't store the setting in
config (aligned with other subsystems)
* setting max VMs via start option doesn't change config

* instantiate scriptmanager as part of creating a new Engine

    * script manager config is now set during instantiation
    * run script manager when enabled in conf or explicitly enabled
    * use the Started() method to check if script manager is running

* in tests set script manager as running

* script manager adjustments

* create manager before attempting overrides
* check for nil config when creating script manager

* fix script manager waitgroup counter increased too late

* move autoload() function to autoload.go
* add tests to script manager
2020-11-05 15:44:53 +11:00
Rauno Ots
ee55ae5d0f Config: refactor config file loaders (#577)
* Config: fix don't create empty dir when resolving path

* Config: refactor config file loaders

* add a layer of abstraction so that config can be loaded from non-files
* use io.Reader / io.Writer abstraction to separate data operations from
file operations
* remove dryrun option from SaveConfig - now it always saves

* rename read and save methods to mention file operations

* log error when encryption prompt fails

* as the user didn't make a choice, we'd prompt again next time the file
is loaded
* add file.Writer tests
* skip permissions test for windows

* defer creating the writer on save to the last moment

* this avoids truncating file when there is error with password prompt
* add a test

* tests with StdIn cannot run in parallel
2020-11-04 11:46:13 +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
Ryan O'Hara-Reid
4ccb495baf Asset package update (#581)
* Rewrite new function and deploy where we can minimise the chance of setting an asset type that is different to supported list - sets validation to exact supported list

* change wording
2020-10-19 13:59:50 +11:00
Rauno Ots
8c86aac21d Config: fix don't create empty dir when resolving path (#575)
* Config: fix don't create empty dir when resolving path

* refactor migration of default config file

* gracefully handle src == target on Move
* create target directory on Move, if necessary

* unify resolution of default config location

* refactor the use of flagSet to be explicit
* remove package variable
* use empty config file path setting if not set in flags
* resolve default file location the same way when showing the target and
when loading default config file

* don't migrate if target file is the same as source

* rename configfile to configFile

* add migrateConfig tests
2020-10-15 13:24:43 +11:00
Rauno Ots
25065a0198 Config: do to not store decryption variables globally (#571)
* Config: do to not store decryption variables globally

* save session variables as unexported fields in config
* unexport internal encryption helper functions
* add encryption/decryption tests

* fix yes/no prompt returns flipped boolean

* add a test to ensure prompting for encryption works

* fix possible NPE when failing

* don't return salt if there's error
2020-10-07 17:39:16 +11:00
Scott
0da62b7fbf Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB

* STEALS improved time validation code from the original STOLEN validation code :D

* Mini fixes from review

* happy fun comment stealing

* Moves the loop checker earlier to ensure no double appendages

* Fixes sneaky test

* Fixes the important part where mock tests work instead of live tests

* Skips authenticated endpoints for mock testing.

* lint

* Updates candle wrapper functions to respect design

* basic linting fix

* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest

* Tiniest grammatical fix

* Fixes more outdated code references

* Closing out a high

* Fixes spacing

* Replaces all instances of 4 spaces in tmpl files with a tab

* fixes spacing and tab related readme issues once and for all 🤞

* tidy

* indentation violation identification situation
2020-10-07 11:59:08 +11:00
Rauno Ots
ecbc68561f remove TestBypass flag (#566)
Tests should explicitly state their target configuration file, so no need
to use fallback default override flag
2020-09-28 09:45:40 +10:00
Rauno Ots
a67b5cf715 Config/Engine: Add data directory to config.json (#549)
* add data directory to config.json

* fix quality check issues

* adjust data directory only when explicitly set

* unexport ValidateSettings
* process flags earlier so they can also be used when loading config
* fix test depends on flags

* rename config.DataDir to DataDirectory

* also don't omit in JSON if empty

* datadir flag induces dry run

* log warning
* enable parallel for sub tests
* leave data dir empty in example config

* remove parallel for loadConfigWithSettings

* create a new config object instead of using a shared one

* remove a test that potentially reads user file

* rename test methods to MixedCaps

* clean up test dir after engine tests

* use global config variable
2020-09-17 11:11:17 +10:00
Andrew
39bbd8dfc9 (Feature) OHLCV data storage and retrieval (#522)
* WIP

* end of day WIP started migration of trade history

* added kline support to hitbtc huobi lbank

* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method

* end of day WIP

* removed unused ta and misc changes to flag ready for review

* yobit cleanup

* revert coinbase changES

* general code clean up and added zb support

* poloniex support added

* renamed method to FormatExchangeKlineInterval other misc fixes

* linter fixes

* linter fixes

* removed verbose

* fixed poloniex test coverage

* revert poloniex mock data

* regenerated poloniex mock data

* a very verbose clean up

* binance mock clean up

* removed unneeded t.Log()

* setting verbose to true to debug CI issue

* first pass changes addressed

* common.ErrNotYetImplemented implemented :D

* comments added

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes

* increased test coverage added kraken support

* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history

* convert zb ratelimits

* gofmt run on okcoin

* increased delay on rate limit

* gofmt package

* fixed panic with coinbene and bithumb if conversion fails

* very broken end of day WIP

* added support for GetHistoricCandlesEx to coinbase and binance

* gofmt package

* coinbase, btcmarkets, zb ex wrapper function added

* added all exchange support for ex regenerated mock data

* update bithumb to return wrapper method

* gofmt package

* end of day started work on changes

* models created for exchange/asset/currency/currencypair, new seed system created

* reworked test coverage added okgroup support general fixes/change requests addressed

* Added OneMonth

* limit checks on supportedexchanges

* reverted getexchangehistory

* started work on currency seeding and insertion

* reworked binance tesT

* added workaround for kraken panic

* :D extremely broken WIP

* renamed command to extended removed interval check on non-implemented commands

* added wrapperconfig back

* increased test coverage for FormatExchangeKlineInterval

* WIP

* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi

* linter fixes

* zb kraken lbank coinbene btcmarkets support added

* removed verbose

* OK group support for other asset types added

* swapped margin to use spot endpoint

* index support added test coverage added for asset types

* added asset type to okcoin test

* gofmt

* add asset to extended method

* removed verbose

* Very broken WIP models need to be regenerated

* add support for coinbene swap increase test coverage

* removed verbose

* small clean up of okgroup wrapper functions

* verbose to troubleshoot CI issues

* removed verbose

* added error check reverted coinbasechanges

* attempting to fix broken model generation

* readme updated

* :D i broke so much

* model regeneration fixed & complete

* candle model filled out

* removed unused start/finish started work on decoupling api requests from kline package

* restructured coinbene, bithumb methods, added bitstamp support

* kraken time fix

* BTCMarkets restructure

* typo fix

* removed test for futures due to contact changing

* removed test for futures due to contact changing

* added start/end date to extended method over range

* WIP

* added sync option to candles

* converted to assettranslator

* removed verbose

* removed verbose

* removed invalid char

* reverted incorrectly removed return

* added import

* further template updates

* macos hates my keyboard :D

* misc canges

* started work on creating kline from databases eed

* x -> i

* removed verbose

* updated fixCasing to allocate var before checks

* sqlite3 supported work started

* removed time conversion

* further work on tets

* sort all outgoing kline candles

* fixCasing fix

* after/before checks added

* added parallel to test

* logic check on BTCmarkets

* removed unused param, used correct iterator

* converted HitBTC to use time.Time

* test update

* add iszero false check to candle times

* Seed exchange & OHCLV data for test usage

* updated resultlimit to 5000

* new line added

* added comment to exported const

* move date forward

* use configured ratelimit

* fixed pair for test

* panic fixed WIP on fixCasing

* fixCasing rework, started work on readme docs

* enable rate limiter for wrapper issues tool

* docs updated

* removed unused vars from tests

* removed err from return and formatted currency

* updated Yobit supported status

* Updated HitBTC to use onehour candles due to test exeuction times

* added further details to gctcli output

* added link to docs

* added link to tempalte

* disable FTX websocket in config_example

* fix poloneix

* regenerated poloniex mock data

* removed recording flag

* format on package

* moved exchange var outside of method scope

* reworked seeding into package

* verbose output improved

* removed verbose from candles

* Added comments to exported functions

* removed verbose output

* Reworking of tests

* end of day commit

* added SQLite migration for asset, test updates for exchange, added support for withdrawal for new exchange_name_id relation

* regenerated database models

* WIP

* test rework, sqlite migration updates for withdrawal

* Reworked error returns to stop duplications, format all output to UTC, changed gctscript OHLCV output to be unix timestmap, started work on seeding tool

* gofmt

* dbseed command for seeding exchanges added, removed seed from dbmigrate, LoadCSV method added for exchange

* go mod tidy

* added import candle from csv command to dbseed

* Removed reset & duplicate migrate command from helper, renamed struct to Item/Candle over Candle/Tick, added test coverage to dbseed, improved withdraw tests

* remove broken tests due to ORM generation of Fk, removed go unneeded goroutine for inserting records

* removed t.Cleanup usage because appveyor

* added test coverage to StoreInDatabase()

* removed unneeded data from config for test

* added new line

* Added down migration support to candle/asset removal, return original error and display rollback error

* removed unneeded err assignment, break out of loop on error

* add err check to method for test

* first pass changes

* WIP

* Updated migrations for both sqlite3 & postgres to create exchanges if any withdrawal_history records are found, removed migrate command

* removed argusage as usage information is provided by flags

* added inserted records return count and test coverage

* new line added

* Database: comment config details out to disable local postgresl testing by default

* added asset support

* Database: added error return when no exchanges are found, title exchange name across queries

* Fixed test data

* Database: removed migration bool from ConnectToDatabase(), removed empty line, insert asset on test

* Database: verbose linter :D

* Database/OHLCV: removed go module from dbseed command and reverted back to main module, converted interval to int64 to match other parts of code base, provided migrations to update database, poloniex fix to skip first candle

* dbseed: add completed message to output

* Database: added migration to add asset to uniq index for candle table

* Database: database -> exchange

* Database: add asset to upsert conflict

* Poloneix: fix for invalid interval

* regenerated poloniex mock data

* Database: added down migration for candle interval update

* OHCLV/Database: WIP

* OHLCV/Datastore: added new ValidateKline() method to check that asset, pair, interval are enabled/supported by exchange and updated tests

* revert configtest changes

* OHCLV/Kline: pointer assignment to ErrorKline & format pairs on check

* goimports

* migration updates

* Database/Candle: updated tests

* revert configtest changes

* ZB: updaed defaults to use uppercase pairs

* ZB: updaed defaults to use uppercase pairs

* revert pair formatting

* Switch over to .Cotains() method from pairManagement

* Added comment & ftx back 😆

* OHLCV/Datastore: (Candles): added not null to asset, (WithdrawalHistory): added not null to exchange_name_id), reworked KlineError return

* set verbose to false

* updated btc markets test

* Updated readme

* removed ability to have blank exchange name as indexing requires it

* remove old usedb and empty exchange check, return error on no data instead

* Updated kline test to match date range

* Renamed candles.exchange_id column to candles.xchange_name_id to match withdrawal table, return err on unwrap, zb fix revert

* regenerated sqlite3 models

* force UTC for sqlite.... because sqlite

* OHLCV/Datastore: upper case pairs on insert for consistency, remove unneeded rollback call on commit failure as it has no effect, move rollback outside of insertsqlite/insertpsql methods

* add error check for no candles

* nil length/cap is 0 in golang :D

* OHLCV/Datastore: updated wording on examples, removed duplicate testfile

* OHLCV/Datastore: updated README with links to dbseed

* dbtool -> dbseed
2020-09-03 17:13:53 +10:00
Ryan O'Hara-Reid
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
2020-07-24 13:18:09 +10:00
Adam
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
2020-07-02 10:38:50 +10:00
Adrian Gallagher
8afee0b4b2 Miscellaneous bug fixes (#513)
* Various bug fixes

* Deadlink, cleanup plus bug fixes

* Various Kraken fixes

* Add convert func for decimal unix timestamps

* Convert all test times to UTC

* Kraken: Make assets a pointer to prevent excessive copying

* Docker slash fix

* Address nits plus bump ITBit last checked pairs timestamp

* Set pairs to enabled pairs when getting active orders

* Use asset translator for UpdateAccountInfo and more checks for the exchange template tool

* Address MadCozBadd's nits

* Make exchange var 2 chars

* Make program more user friendly

* Project wide comment checks and exchName check

* Fix Huobi indexing bug and use correct pair formatting

* Address nits + readme change
2020-06-03 12:48:36 +10:00
Ryan O'Hara-Reid
0adf39de35 Update to GCT script library (#496)
* * Adds script link to GCT logger package
* Adds ability to save data as csv via script

* addr nits

* go mod tidy

* add glorious suggestion

* rm unused function

* fix linter issues

* clean up some issues

* Add in configuration fields to object for reflection to the csv file

* RM line :D

* address nits

* update to check for target already being set and add more test coverage

* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs

* fix whoopsie

* linter issues

* purge getter methods

* Added glorious suggestion

* go mod tidy after merge

* niterinos
2020-05-14 11:05:46 +10:00
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
Adam
7dd3f13c8d Exchange API modification monitor (#404)
* WIP

* Variable Name Changes and other PR Changes

* Name Changes and Error Checks

* WIP

* Some new functionality added and nits fixed

* WIP on Nits

* More trello functionality added and some PR changes

* Minor changes and linter fixes

* Errors Fixed and some PR Changes

* PR Changes

* WIP

* WIP

* Addition of Config

* WIP of Readme file

* Readme WIP

* Addition of ReadMe

* Linter Issues fixed

* Minor Errors fixed

* fixed test timeout issues and added api keys check for tests

* Errors fixed

* Nits WIP

* Nits fixed

* More efficient mutex usage

* Consts cleaned up

* Readme file fixed

* linter issues fixed

* format issues:

* readme updates and nits

* remove backup file and address nits

* backup file removed for real

* OkexOkcoin updates and linter fixes

* errors fixed

* Nits

* errors fixed

* formatting issues

* race conditions fixed

* files fixed

* go mod n go sum

* WIP adding rate limits

* Added rate limits

* Remove test vars

* go mod tidy

* improving readme file and 2digits for trello auto update

* Added space

* removed space

* addressing nits

* documentation update

* more nits

* board id check

* linter fixes

* test race fixed

* test file match

* errors fixed

* nitz

* LOWERCASE flags

* more nitz

* broken wip

* flag addition fixed

* error fixed

* documentation updated for adding exchange using flags

* something

* add comment

* nitz fixed

* pr changes

* added gemini exchange

* testfile saving changes

* nitz

* fixing done

* pr changes

* nits

* WIP

* minor error fix

* wip

* wip

* WIP

* pr changes

* pr changes

* pr changes

* nits

* nits fixed

* t.Fail removed

* nitz

* disable lakeBTC

* contributors fixed

contributors fixed

ALL THE NITZ

OMG

* OMGGG

ALL THE NITZ

OMG

* name change errors fixed

* linter issues fixed

* linterzz

* Added disabling feature for exchanges

* bug fix

* small feature added

* fixed

bug fix:

no keys

* nits

* test

* test2

* test 3

* linter fixed

* testing

* testing

* remove logs

* OMG

* bugfix

* cyam88888

* nits

* error handled

* minor nits

fixed createnewcheck issue

fixed createnewcheck issue

* functionality change

some functionality changes

no api keys 4u :D

* trello names thro config

* err check
2020-04-01 11:15:10 +11:00