Commit Graph

312 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
ac91fabcd5 orderbook: consolidate slice array types to orderbook package (#1992)
* orderbook: consolidate slice array types to orderbook package

* Update exchanges/bybit/bybit_types.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* linter: fix and add test

* cranktakular: nits

* cranktakular: nits

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/gateio/gateio_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits consolidation

* gk: rm unifySpotOrderbook func

* gk: nit but different

* linter: fix

* gk: nits

* glorious: nits

* Update exchanges/binance/binance.go

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

* Update exchanges/binance/binance_cfutures.go

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

* Update exchanges/binanceus/binanceus.go

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

* thrasher-:nits

* thrasher-: more nit

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-10-02 14:22:20 +10:00
Adrian Gallagher
bb122dcafa codebase: Remove web frontend and related services (#2067)
* codebase: Remove web frontend and related services

* refactor: Update StartPPROF to accept context and adjust related tests

* refactor: Simplify SetIfZero functions and update related tests

* config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields

* refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls

* refactor: Update error handling in DataHistoryManager and remove redundant error variable
2025-09-30 13:32:09 +10:00
Ryan O'Hara-Reid
0b60693ff5 exchanges: Update ModifyOrder comments for clarity (#2044)
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2025-09-30 11:23:10 +10:00
Ryan O'Hara-Reid
9f8b783c20 exchanges: Refactor UpdateTradablePairs method to remove forceUpdate parameter (#2043)
* Refactor UpdateTradablePairs method to remove forceUpdate parameter

- Updated the signature of UpdateTradablePairs in multiple exchange wrappers to remove the forceUpdate boolean parameter.
- Adjusted related test cases to reflect the change in method signature.
- Ensured that the UpdatePairs method calls within UpdateTradablePairs no longer reference the removed parameter.

* update exchange wrapper template

* linter: fix

* glorious: nits

* thrasher/glorious: nits

* Update exchanges/exchange_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/exchange_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/exchange_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* fix things

* misc: fix

* Update exchanges/exchange_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-22 12:20:23 +10:00
Gareth Kirwan
dda5f8c67a Binance/BinanceUS: Fix various live test failures (#2019)
* Binance: Refactor GetAggregatedTradesBatched and fix test

Fixes #2010

* Binance: Fix TestGetHistoricTrades

* BinanceUS: Refactor and fix GetAggregatedTradesBatched

* Binance: Add QuoteAsset to UCompositeIndexInfo and fix intermittent test fail

* fixup! Binance: Refactor GetAggregatedTradesBatched and fix test
2025-09-19 14:02:28 +10:00
Adrian Gallagher
d5b2cf1759 linters: Add modernise tool check and fix issues (#2012)
* linters: Add modernise tool check and fix issues

* engine: Simplify exch.SetDefaults call and remove localWG

* CI: Revert config versions lint workflow
2025-08-26 12:45:13 +10:00
Scott
85403fe801 exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)
* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

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

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-08-26 12:30:21 +10:00
Samuael A.
fc0f262c42 exchanges: Limit mock test JSON data size by truncating slices and maps (#1968)
* set limiter to first level mock data list and updated unit tests

* address nested slices length limit

* minor fix recording file and update unit tests

* minor updates on unit tests

* re-record mock files and minor fix on the unit tests ti adapt the mock data change

* improve http recording limit value and fix issues with mock data in binance

* added MockDataSliceLimit in request items and resolve minor unit test issues

* resolve missed conflict

* rename mock variables, resolve unit test issues, and other updates

* minor fix to CheckJSON and update unit tests

* minor unit test fix

* further optimization on mock CheckJSON method, unit tests, and re-record poloniex

* common and recording unit tests fix

* minor linter issues fix

* unit tests format fix

* fix miscellaneous error

* unit tests fix and minor docs update

* re-record and reduce mock file size

* indentation fix

* minor assertion test fix

* reverted log.Printf line in live testing

* rename variables

* update NewVCRServer unit test

* replace string comparison with *net.OpError check

* restructur net error test

* exchanges/mock: Remove redundant error assertion message in TestNewVCRServer

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-08-26 10:27:07 +10:00
Adrian Gallagher
7ebc392532 build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0 (#2005)
* build/linters: Bump Go to v1.25 and golangci-lint to v2.4.0

* refactor: Update TODO comments for net.Listen and net.DialTimeout; improve variable naming in websocket and exchange methods

* refactor: Rename massageMissingData to backfillMissingData for clarity and update references in RSI and MFI calculations

* fix: Correct typo in TODO comment for net.Listen in RPC server
2025-08-20 11:55:15 +10:00
Copilot
7879633c4a exchanges: Remove self-explanatory comments from test functions (#2004)
* Initial plan

* Remove self-explanatory comments from websocket test functions

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Remove remaining self-explanatory comments from test functions

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
2025-08-19 12:01:04 +10:00
Adrian Gallagher
ba92ba3254 docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* docs: Create new CODING_GUIDELINES doc

Rids excess contribution instructions from other packages
Adds AGENTS.md file for the AI overlords
Rids unused templates
Updates ADD_NEW_EXCHANGE.md with minor fixes

* docs: Fix linter issues and minor adjustments based on Copilot feedback

* docs: Update coding guidelines for API parameters and testing practices

* docs: Remove redundant GoDoc references

Adds copilot-instructions.md

* docs: Update CODING_GUIDELINES with export recommendations and test commentary

* docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links

* docs: Update struct naming conventions for request and response types

* docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md

* refactor: Simplify error handling in QueryOrder method
2025-08-08 12:10:53 +10:00
Samuael A.
3f534a15f1 cmd/exchange_template, exchanges: Update templates and propogate to exchanges (#1777)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* Exchange test template change

* A different approach

* fix conflict with gateio timeInForce

* minor exchange template update

* Minor fix to test_files template

* Update order tests

* Complete updating the order unit tests

* Updating exchange wrapper and test template files

* update kucoin and deribit wrapper to match the time in force change

* minor comment update

* fix time-in-force related test errors

* linter issue fix

* ADD_NEW_EXCHANGE documentation update

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* consistency guideline added

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* update exchange template

* update wrapper template file

* policy comments, and template files update

* rename all exchange types name to Exchange

* update on template files and template generation

* templates and generation code and other updates

* linter issue fix

* added subscriptions and websocket templates

* update ADD_NEW_EXCHANGE.md with recent binance functions and implementations

* rename template files and update unit tests

* minor template and unit test fix

* rename templates and fix on unit tests

* update on template files and documentation

* removed unnecessary tag fix and update templates

* fix Add_NEW_EXCHANGE.md doc file

* formatting, comments, and error checks update on template files

* rename exchange receivers to e and ex for consistency

* rename unit test exchange receiver and minor updates

* linter issues fix

* fix deribit issue and minor style update

* fix test issues caused by receiver change

* raname local variables exchange declaration variables

* update templates comments

* update templates and related comments

* renamed ex to e

* update template comments

* toggle WS to false to improve coverage

* template comments update

* added test coverage to Ws enabled and minor changes

---------

Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
2025-07-17 10:46:36 +10:00
Adrian Gallagher
16c1ff3bdf Slack: Update shared invite link (#1967)
* Slack: Update shared invite link

* fix: add rel="noopener noreferrer" to Slack invite links for security
2025-07-08 13:19:46 +10:00
Adrian Gallagher
3cc9a2b9e0 exchanges: Refactor time handling and other minor improvements (#1948)
* exchanges: Refactor time handling and other minor improvements

- Updated Kraken wrapper to utilise new time handling methods.
- Simplified Kucoin types by removing unnecessary structures and using direct JSON unmarshalling.
- Improved websocket handling in Kucoin to directly parse candlestick data.
- Modified Lbank types to use the new time representation.
- Adjusted Poloniex wrapper and types to utilise the new time handling.
- Updated Yobit types and wrapper to reflect changes in time representation.
- Introduced DateTime type for better handling of specific time formats.
- Added tests for DateTime unmarshalling to ensure correctness.
- Rid UTC().Unix and UTC().UnixMilli as it's not needed
- Correct Huobi timestamp usage for some endpoints.
- Rid RFC3339 time parsing since Go does that automatically.

* exchanges: Refactor JSON unmarshalling for various types and improve test coverage

* linter: Update error message in TestGetKlines

* refactor: Simplify JSON unmarshalling in MovementHistory and improve test assertions in GetKlines

* refactor: Improve JSON unmarshalling for channel name and clarify comment in wsProcessOpenOrders

* refactor: Update time handling in Huobi types to use types.Time for createdAt fields and relax GetLiquidationOrders test

* refactor: Move wsTicker, wsSpread, wsTrades, and wsCandle types to kraken_types.go for better organistion

* refactor: Add validation for underlying parameter in GetExpirationTime and update tests
2025-07-01 09:11:55 +10:00
Adrian Gallagher
ebcbfab358 exchanges: Improve TestMain usage (#1946)
* exchanges: Improve TestMain usage

* exchanges: Further cleanups

* exchanges/kucoin: update TestProcessOrderbook to use test context

* refactor: rename SetRunning to SetRunningURL for clarity across exchanges
2025-06-25 13:02:47 +10:00
Ryan O'Hara-Reid
c892f492a9 buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package

* Update exchanges/orderbook/depth.go

Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>

* linter: fixes

* spelling: fix

* samboss: add in some todos

* sammy nit: add unlock on error

* sammy nits: rm ptr to slice field buffer in orderbookHolder

* sammy nits: Add more coverage bro

* sammy nits: even more coverage

* gk: nits on commentary

* gk: nits change sort.Slice to slices.SortFunc

* gk: fix commentary on buffer clearing

* gk: nits fin

* linter: fix

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/tranches.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/incremental_updates.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: refresh action types and names

* gk nits: consolidate error vars and naming

* gk nits: more name changes

* gk nits; buffer tests update

* gk nits: error var names change

* linter: FIX

* it gets inlined but there is an alloc

* rn field in TODO

* Update exchanges/binance/binance_websocket.go

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

* Update exchanges/binance/binance_websocket.go

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

* orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate()

* orderbook: validate even in presence of checksum and allow cowboy mode

* buffer; fix test

* kraken: fix futures orderbook by reversing incoming bids

* okx: change default spread pair

* Update exchanges/orderbook/validate.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/validate.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/validate.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/validate.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/validate.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: initial nits

* rn fields V(v)erifyorderbook to V(v)alidateOrderbook

* buffer/orderbook: nilguard in validate and change method receiver w -> o

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-06-18 16:19:58 +10:00
Ryan O'Hara-Reid
3e80f1b9e5 websocket/exchanges: populate context before multi connection upgrade (#1933)
* websocket/exchanges: populate context before multi connection upgrade

* fix test

* linter: fix

* gk: dial

* gk: nits rm param names

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-06-17 13:43:00 +10:00
Ryan O'Hara-Reid
2958e64afe orderbook: change Base struct name to Book (#1914)
* orderbook: change Base struct name to Snapshot

* linter: fix

* Update exchanges/exchange.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/depth.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Snapshot -> Book

* Tranche(s) -> Level(s)

* Tranche(s) -> Level(s)

* rm tranche ref

* linter: fix

* linter: rides again

* update tests

* Update exchange/websocket/buffer/buffer.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update backtester/eventhandlers/exchange/slippage/slippage.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchange/websocket/buffer/buffer.go

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

* Update exchange/websocket/buffer/buffer.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_test.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* Update exchanges/orderbook/orderbook_types.go

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

* fixup tests

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/orderbook/orderbook_types.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits and rm stuff that is not needed

* Update exchanges/orderbook/orderbook_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-06-16 17:09:25 +10:00
Adrian Gallagher
d5ba674fc4 codebase: Cleanup various things (#1935)
* codebase: Rid base64/hex to string common funcs

* codebase: Rid local scope variable usage and other improvements

* codebase: Refactor currency pair usage across multiple exchanges

- Updated HitBTC tests to use the new currency pair format.
- Modified Kraken futures types to use currency.Pair instead of string for Symbol.
- Adjusted Kraken wrapper methods to handle currency pairs correctly.
- Refined OKX tests and types to utilize currency.Pair for instrument IDs.
- Enhanced Poloniex tests to consistently use predefined currency pairs.
- Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD().
- Improved Yobit tests to utilize a standardized currency pair format.
- Updated validator wrapper to use currency pairs directly instead of string conversions.

* codebase: Use types.Number where possible

* refactor: update PayoutFee type to types.Number for consistency

* Refactor: Remove crypto functions to use standard library and other minor changes

- Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package.
- Replaced usages of removed functions with standard library implementations in various files including:
  - cmd/websocket_client/main.go
  - engine/apiserver.go
  - exchanges/kraken/kraken.go
  - exchanges/lbank/lbank.go
  - exchanges/okx/okx_business_websocket.go
  - exchanges/kucoin/kucoin_websocket.go
  - gctscript/vm/vm.go
- Updated tests to reflect changes in the crypto functions.
- Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges.

* refactor: replace assert with require for consistency in test assertions

* refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism

* refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData
2025-06-12 14:12:36 +10:00
Adrian Gallagher
19b8957f3f codebase: Replace !errors.Is(err, target) with testify (#1931)
* tests: Replace !errors.Is(err, target) with testify equivalents

* codebase: Manual !errors.Is(err, target) replacements

* typo: Replace errMisMatchedEvent with errMismatchedEvent

* tests: Enhance error messages for better output

* tests: Refactor error assertions in various test cases to use require and improve clarity

* misc linter: Fix assert should wording

* tests: Simplify assertions in TestCreateSignals for clarity and conciseness

* tests: Enhance assertion message in TestCreateSignals
2025-06-10 16:29:57 +10:00
Adrian Gallagher
a5b638bfb7 GHA: Add additional checks for common issues (#1922)
* GHA, tests: Add additional checks for common issues

These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages

* Add support for checking backticked string format specifiers and fix issues

* tests: Fix error comparisons

* tests: Replace errors.Is(err, nil) usage with testify and automate check

* refactor: Rename ExtractPort to ExtractPortOrDefault

* tests: Replace assert with require for error handling in multiple test files

* tests: Replace assert with require for error handling and improve assertions in data tests

* tests: Fix typo in assertion message for StreamVol test

* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions

* OKX: Revert intentional error check

* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
2025-05-28 12:26:51 +10:00
Samuael A.
640960aec1 exchanges/order: Add TimeInForce type (#1382)
* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* minor change

* update gateio string to timeInForce conversion and unit test

* updated order test unit tes functions

* minor fixes on unit tests

* nits fix based on feedback

* update TestDeriveCancel unit test assert messages

* update TestDeriveCancel unit test assert messages

* update timeInForceFromString method to return formatted error and update functions using it

* restructure and fix minor exchanges time-in-force handling issues

* replaced unused getTypeFromTimeInForce with inline switch-based order type check

* separated the repeated timeInForce conversion code to  a function

* update exchanges time-in-force handling based on review comments

* limter fix

* edded comment to validTimesInForce var

* added comment to gateio's timeInForceString func

* added goodTillCancel switch case to gateio timeInForceString func
2025-05-23 09:07:09 +10:00
Gareth Kirwan
3caa149d8e Tests: Use currency.NewBTCUSD and NewBTCUSDT (#1895)
* Tests: Use currency.NewUSD and NewUSDT

Simple refactor to use the provided shortcut methods

* Github: Add CI check to ensure NewPair not used

Add a step to ensure NewPair(BTC, USD*) isn't used
2025-05-07 11:32:06 +10:00
Adrian Gallagher
bea16af380 golangci-lint: Enable usetesting and unused linters (#1893)
* golangci-lint: Enable usetesting and unused linters

* tests: Improve assertions in various test cases for clarity and accuracy

* tests: Enhance error assertions in TestExecuteStrategyFromFile for improved clarity

* tests: Update assertions for improved clarity and accuracy

* tests: Replace assert with require for task count checks

* config/versions/v7: Replace context.Background() with t.Context()

* Bithumb: Centralise and consoliate testPair, relax UpdateTickers check

with some glorious Doom Eternal music

* Bithumb: Use UpdatePairsOnce and update remaining pair string

* Bithumb: Add UpdatePairsOnce to TestUpdateTickers
2025-05-01 14:44:29 +10:00
Gareth Kirwan
c2d876d8b0 Exchanges: Remove WalletAddress (#1882)
* Exchanges: Remove cancel order walletAddress

* Order: Refactor TestMatchFilter

TestMatchFilter had inconsistent testing of empty values, and was
painful when a field was removed due to index methodology.
This should provide equal test clarity, but improve maintainability and
improve coverage on empty values.
2025-04-30 17:10:36 +10:00
Ryan O'Hara-Reid
cad7586e98 exchange/websocket, gateio: Rename/export package again, add websocket request functions for futures trading (#1603)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* glorious: whooops

* gk: nits

* Leak issue and edge case

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* gk: nits

* gk: drain brain

* started

* more changes before merge match pr

* gateio: still building out

* gateio: finish spot

* fix up tests in gateio

* Add tests for stream package

* rm unused field

* glorious: nits

* rn files, specifically set function names to asset and offload routing to websocket type.

* linter: fix

* Add futures websocket request support

* gateio: integrate with IBOTExchange (cherry pick my nose)

* linter: fix

* glorious: nits

* add counter and update gateio

* fix collision issue

* Update exchanges/stream/websocket.go

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

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* upgrade to upstream merge

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* Set correct price

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

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

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* shift over to websocket package error

* internal/exchange/websocket -> exchange/websocket

* PEAK OCD!

* appease the OCD gods

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-04-11 16:47:33 +10:00
Gareth Kirwan
b4e45e9a1b Websocket: Restructure files and types (#1859)
* Websocket: Rename stream package

* Websocket: Rename Websocket to Manager

* Websocket: Replace explicit errs with common.NilGuard

* Websocket: Move websocket_types.go to types.go

* Websocket: Minor field comment and alignment in types

* Webosocket: Rename WebsocketConnection to Connection

* Alphapoint: Make gorilla ws import explicit

Just to avoid confusion with our own packages.

* Websocket: Move stream_match to match

* Websocket: Move websocket_connection to connection

* Websocket: Move websocket.go to manager.go

* Websocket: Break out all subscription methods into subscriptions.go

* Websocket: Move connection type into its file

* Websocket: Remove PositionUpdated

Type is not used anywhere

* Kraken: Use local constant for pong

Was the only use of websocket.Pong and doesn't really feel right to
represent kraken's api resp in one of our packages

* Websocket: Move connection sub-types to connection package

* Websocket: Move manager types into manager

* Websocket: Move ConnectionWrapper into manager

* Websocket: Move websocket_test to manager_test

* Websocket: Privatise connectionWrapper

* Websocket: Remaining types into types.go

These really belong somewhere else mostly, but this will do for now

* Websocket: Tidy up connection method vars

* Gofumpt: Moving package imports around

* Websocket: Rename errDuplicateConnectionSetup

* Websocket: Fix duplicate import of gws

* Websocket: Fix gofumpt -extra

* Websocket: Standardise import of gws across other pkgs

* Kraken: Remove unused sub conf consts

These were replaced by the generic Levels and Depth fields on all subs

* Websocket: Privitise ConnectioWrapper fields

* Websocket: inline single use var WebsocketNotAuthenticatedUsingRest

* Websocket: Move documentation to template

* Bithumb: Assertify TestWsHandleData
2025-04-10 16:25:02 +10:00
dependabot[bot]
179519a3c3 golangci-lint: Bump to v2.0.2 and fix issues (#1871)
* build(deps): Bump golangci/golangci-lint-action from 6 to 7

Bumps [golangci/golangci-lint-action](https://github.com/golangci/golangci-lint-action) from 6 to 7.
- [Release notes](https://github.com/golangci/golangci-lint-action/releases)
- [Commits](https://github.com/golangci/golangci-lint-action/compare/v6...v7)

---
updated-dependencies:
- dependency-name: golangci/golangci-lint-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>

* golangci-lint: Bump to v2 and fix issues

* refactor: remove no longer need ifshort nolint directives, fix test grammar and improve for loop logic

* nits: update order pair handling in tests and improve string replacement logic

---------

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-04-02 15:36:05 +11:00
Adrian Gallagher
4651af5767 modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase

* Address shazbert's nits

* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling

* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS

* refactor: Various slice usage improvements and rename TODO

* tranches: Revert deleteByID changes due to performance decrease

Shazbert was a F1 driver in a past lifetime 🏎️

* tranches: Simply retrieve copy

Thanks to shazbert

* documentation: Sort contributors list by contributions

* tranches: Remove deadcode in deleteByID
2025-03-21 09:17:10 +11:00
Adrian Gallagher
f5faca2eb2 linter: Enable gofumpt and run against codebase (#1848)
* linter: Enable gofumpt and run against codebase

* Address shazbert's nits

* gofumpt: Fix issues after rebase
2025-03-18 10:23:16 +11:00
Gareth Kirwan
16d2d9f35a Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management

* Assets: Do not error on asset not enabled, or disabled

This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.

* CurrencyManager: Set AssetEnabled when StorePairs(enabled)

* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset

Also assertifies

* Bitfinex: Fix tests for MarginFunding subs

* GCTWrapper: Improve TestMain clarity

* BTSE: Add futures to testconfig

* Exchanges: Rename StoreAssetPairStore

Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.

Now callers need to get their AssetEnabled set as they want it, so
there's no magic

This change also moves responsibility for error wrapping outside to the
caller.

* Config: AssetEnabled upgrade should respect assetTypes

Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value

* Config: Improve exchange config version upgrade error messages
2025-03-17 21:47:37 +11:00
Jun
e544e99c48 binance: use types.Time instead of time.Time (#1828)
* binance: use types.Time instead of time.Time

Signed-off-by: Ye Sijun <junnplus@gmail.com>

* binance: remove type_convert.go

Signed-off-by: Ye Sijun <junnplus@gmail.com>

---------

Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-13 13:59:26 +11:00
Adrian Gallagher
d64d56f77c build/ci: Update Go to v1.24, golangci-lint to v1.64.6 and fix issues (#1804)
* build/ci: Update Go to v1.24, golangci-lint to v1.64.5 and fix issues

* Address shazbert's nitters

* linter/config: Fix new linter issue and use versionSize const

* Address gk's nitters and fix additional linter issue after rebase

* Address glorious nits

* staticcheck: Fix additional linter issues after upgrading to Go 1.24.1 and golangci-lint v1.64.6

Also addresses nits

* Improve testing, assertify usage and use common.ErrParsingWSField

* TestCreateNewStrategy: Replace must > should wording
2025-03-10 16:33:55 +11:00
Jun
7a6d6cc002 trade: remove exchangeName for AddTradesToBuffer (#1820)
Signed-off-by: Ye Sijun <junnplus@gmail.com>
2025-03-06 12:50:03 +11:00
Adrian Gallagher
744ee7c099 CI, sonic: Replace backend-arm64 docker build with native GHA runner, disable sonic for arm64 (#1794)
* CI: Replace docker amd64 with native runner, switch Docker test arch to amd64

* tests: Remove spaces and new lines from test JSON timestamp fields

* builds: Disable sonic for arm64 due to OKX unmarshal issue

* nits: Improve Dockerfile comment and fix build tag
2025-02-24 12:38:12 +11:00
Ryan O'Hara-Reid
e99adca86f encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* tag optional sonic and allow full library conversion

* Add workflow and disallow arm and darwin usage

* Add basic hotswap benchmark

* linter: fix

* use bash

* linter: fix?

* Fix whoopsie, add to make file, also add mention in features list.

* test enforcement

* actually read documentation see if this works

* linter: fix

* linter: fix

* sonic: bump tagged version

* encoding/json: drop build tag arch and os filters

* encoding/json: consolidate tests

* encoding/json: log build tag usage

* rm superfluous builds

* glorious/nits: add template change and regen docs

* glorious/nits: update commentary on nolint directive

* glorious/nits: rm init func and log results in main.go

* Test to actually pull flag in

* linter: fix

* thrasher: nits

* gk: nits 4 goflags goooooooooo!

* gk: nits rn

* make sonic default json implementation

* screen 386

* linter: fix

* Add commentary

* glorious: nits Makefile not working

* gk: nits

* gk: nits whoops

* whoopsirino

* mention 32bit systems won't be sonic

* gk: super-duper nit of extremes

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-02-20 16:05:55 +11:00
Ryan O'Hara-Reid
08e015a125 exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine

* fix tests

* linter

* fix_linter

* revert rm ctx param to limit breakages when merging usptream

* linter fix

* Add in priority update grouping so that tests pass

* Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

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

* glorious nits

* fixed spelling

* whoopsie

* aanother whoops

* glorious: NITTERS!

* glorious: further nitters

* srry linter gods

* glorious: nits continued

* sub test p ara lel

* drop main t.Parallel

* fix whoops

* wrappertests: use context with cancel (test)

* linter: fix

* ensure primary execution

* kucoin test fix

* revert standards test changes and bypass non critical errors

* rm single override

* wrap exported error for accounts

* thrasher: nits ch name

* gk: nits

* gk: nits FetchTickerCached -> GetCachedTicker

* gk: nits rn FetchOrderbookCached -> GetCachedOrderbook

* gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo

* linter: fix

* gk: nits

* thrasher: nitters 1

* thrasher: nitters tmpls

* gk: nitter

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2025-02-19 10:47:10 +11:00
Bea
63f49860ed Binance: Add order side to trade data (#1782)
* Add the initiating side to Binance trades

* Update TradeStream type, move trades declaraction

* Make side declaration in Binance trades consistent
2025-01-24 10:39:41 +11:00
Scott
85ecd0d4b8 Binance: update orderbook and ticker rate limits (#1697)
* updates some rate limits

* WOAH FRIDAY FAILURES

* remove secret code, DONT LOOK

* types.Number, rv ob num, fr changes

* ever so slight neaten

* Remove FundingRateInfo for CMF only

* revert to using the funding rate intervals
2024-11-13 15:32:08 +11:00
Adrian Gallagher
69bb645fc2 docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects

* docs: Replace non-template based references and correct templates
2024-11-08 10:10:49 +11:00
Ryan O'Hara-Reid
ac731ce283 websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* gk: nits

* Leak issue and edge case

* gk: nits

* gk: drain brain

* glorious: nits

* Update exchanges/stream/websocket.go

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

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* glorious: panix

* linter: things

* whoops

* defer lock and use functions that don't require locking in SetProxyAddress

* lint: fix

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-10-10 15:09:52 +11:00
Gareth Kirwan
33e82c170f Kraken: Subscription improvements (#1587)
* Convert: Fix TimeFromUnixTimestampDecimal using local

All parsed times should be in UTC

* Subscriptions: Add IgnoringAssetsKey

* Tests: Pass tb to curried WS handlers

* Websocket: Make ErrNoMessageListener a public error

* Kraken: Fix URLMap ignored for websocket URLs

* Kraken: Move SeedAssets from Setup to Bootstrap

Having SeedAssets in Setup is cruel and unusual because it calls the
API. Most other interactive data seeding happens in Bootstrap.

This made it so that fixing and creating unit tests for Kraken was
painfully slow, particularly on flaky internet.

* Kraken: Remove convert test

Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal

* Kraken: Test config upgrades

* Kraken: Sub Channel improvements

* Use Websocket subscriptionChannels instead of local slice
* Remove ChannelID - Deprecated in docs
* Simplify ping handlers and hardcodes message
* Add Depth as configurable orderbook channel param
* Simplify auth/non-auth channel updates
* Add configurable Book depth
* Add configurable Candle timeframes

Kraken: Simplify all WS handlers with reqId

* Kraken: Subscription templating

* Generate N+ subs for pairs
If we generate one sub for all pairs, but then fan it out in the
responses, we end up with a mis-match between the sub store and
GenerateSubs, and when we do FlushChannels it will try to resub
everything again.

* Kraken: Rename channelName var throughout

Avoid shadowing func of same name

* Kraken: Add TestEnforceStandardChannelNames

* Websocket: Fix Resubscribe erroring Duplicate
2024-10-08 10:34:10 +11:00
Ryan O'Hara-Reid
d31fa3ff3d types: Add Time type from Gateio and share across codebase (#1648)
* consolidate type to types package and share across code base

* rm convert type and convert codebase

* rm irrelavant test cases

* Fix tests

* glorious nits

* Update exchanges/gateio/gateio_types.go

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

* thrasher: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2024-10-01 10:46:55 +10:00
Gareth Kirwan
c96c0b0c8e Binance: Fix occassional race failure on TestWsOrderExecutionReport (#1652)
* Binance: Fix occassional race failure on TestWsOrderExecutionReport

Fixes:
```
binance_test.go:2608: expected type order.Detail, found *orderbook.Depth
```

* fixup! Binance: Fix occassional race failure on TestWsOrderExecutionReport
2024-09-19 12:25:19 +10:00
Ryan O'Hara-Reid
b461c32a5e stream/okx: allow rate limit definitions to be used by the stream package (#1641)
* stream: rate limiter definitions

* Update exchanges/request/request_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>
2024-09-13 13:56:46 +10:00
Adrian Gallagher
b8e836d74f common: Replace StringDataCompare with slices.Contains and cleanup string funcs (#1631)
* common: Replace StringDataCompare with slices.Contains and cleanup string funcs

* common/docs: Update SliceDifference and remove outdated steps from ADD_NEW_EXCHANGE.md

* common: Improve SliceDifference
2024-09-13 10:43:20 +10:00
Ryan O'Hara-Reid
cb6b3421a7 exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality (#1578)
* exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality.

* glorious: nits

* rm unsused

* updoo

* glorious: purgerino

* reduce duplicate code

* thrasher: engrish

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
2024-09-02 16:43:05 +10:00
Ryan O'Hara-Reid
17c2ef2ec7 stream/match: Reduce complexity and limit locking when match occurs (#1581)
* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* glorious: whooops

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* glorious: nits

* glorious: nits

* Update exchanges/stream/stream_match_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: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-08-19 10:35:46 +10:00
Adrian Gallagher
225429bda6 CI/build: Update Go version, linters and fix minor issues (#1612)
* CI/build: Update Go version, linters and fix minor issues

* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
2024-08-16 17:41:11 +10:00
Gareth Kirwan
0becfbd0a6 Kraken: Fix TestGetOpenInterest (#1611)
* Kraken: Fix TestGetOpenInterest

We see daily failures on OpenInterest for Kraken.
This fix assumes that the issue might be related to volume of ETHUSD
open interest, and switches the single pair test to XBTUSD instead

Also isolates the test from others, since we're changing stored pairs
and we might be colliding on the global k

* Kraken: Handle Errors field in futures response
2024-08-16 14:47:32 +10:00