* 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>
* 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
* 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
* 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
* 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
* 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>
* 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
* 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
* 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
* 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>
* 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
* 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
* 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>
* Subscriptions: Add List.AssetPairs
* Subscriptions: Add Template and QualifiedChannel
These fields separate the concept of what the channel is from the
qualified resource name
* Subscriptions: Add List.SetStates()
* Subscriptions: Add List.QualifiedChannels
* Subscriptions: Rename testsubs.EqualLists
* Binance: Switch to ExpandTemplates
* Binance: Update ConfigTest format
* Subscriptions: Test Coverage improvements
* Subscriptions: Reenterant List.ExpandTemplates
* Subscriptions: Move templates from subscriptions to exchanges
* Binance: Inline subscription template and improvements
* Add in initial handling for quote/base currency deployment requirements
* include client order ID checking
* glorious: suggestions
* spell and fix
* linter/context/test
* rework tests and order side specific requirements
* linter
* mend panic at the disco
* mending more panics at the disco
* anudda fix brudda
* glorious: NITTTTTT BOOOOOMB
* leftover things and stuff
* whoops
* tie in gateio
* glorious: nit fixes life and everything.
* thrasher: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Websocket: Use ErrSubscribedAlready
instead of errChannelAlreadySubscribed
* Subscriptions: Replace Pair with Pairs
Given that some subscriptions have multiple pairs, support that as the
standard.
* Docs: Update subscriptions in add new exch
* RPC: Update Subscription Pairs
* Linter: Disable testifylint.Len
We deliberately use Equal over Len to avoid spamming the contents of large Slices
* Websocket: Add suffix to state consts
* Binance: Subscription Pairs support
* Bitfinex: Subscription Pairs support
* Bithumb: Subscription Pairs support
* Bitmex: Subscription Pairs support
* Bitstamp: Subscription Pairs support
* BTCMarkets: Subscription Pairs support
* BTSE: Subscription Pairs support
* Coinbase: Subscription Pairs support
* Coinut: Subscription Pairs support
* GateIO: Subscription Pairs support
* Gemini: Subscription Pairs support and improvement
* Hitbtc: Subscription Pairs support
* Huboi: Subscription Pairs support
* Kucoin: Subscription Pairs support
* Okcoin: Subscription Pairs support
* Poloniex: Subscription Pairs support
* Kraken: Add subscription Pairs support
Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this
* Bybit: Subscription Pairs support
* Okx: Subscription Pairs support
* Bitmex: Subsription configuration
* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately
* CoinbasePro: Subscription Configuration
* Consolidate ProductIDs when all subscriptions are for the same list
* Websocket: Log actual sent message when Verbose
* Subscriptions: Improve clarity of which key is which in Match
* Subscriptions: Lint fix for HugeParam
* Subscriptions: Add AddPairs and move keys from test
* Subscriptions: Simplify subscription keys and add key types
* Subscriptions: Add List.GroupPairs Rename sub.AddPairs
* Subscription: Fix ExactKey not matching 0 pairs
* Subscriptions: Remove unused IdentityKey and HasPairKey
* Subscriptions: Fix GetKey test
* Subscriptions: Test coverage improvements
* Websocket: Change State on Add/Remove
* Subscriptions: Improve error context
* Subscriptions: Fix Enable: false subs not ignored
* Bitfinex: Fix WsAuth test failing on DataHandler
DataHandler is eaten by dataMonitor now, so we need to use ToRoutine
* Deribit: Subscription Pairs support
* Websocket: Accept nil lists for checkSubscriptions
If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient
* Websocket: Add context to NilPointer errors
* Subscriptions: Add context to nil errors
* Exchange: Fix error expectations in UnsubToWSChans
* initial consolidation of rate limiting code to request package to reduce bespoke code implementation
* continued
* finish abstraction
* lint
* exchanges: fix tests
* linter: fix
* poloniex: fix auth rate limit not being set
* ratelimiter: convert from token to weight
* glorious: nits addressed with fire
* linter: rip
* change func name set -> get
* fix test
* derbit: impl
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* initial purge and benchmarks proof before rn overhaul
* rn LinkedList -> Tranche(s) and purge references
* roll out acrost exchanges
* linterino
* rn silly billy label
* linter strikes AAAAAGAIN!
* fix some things
* rm comment
* Add actual comparison from master to branch benchmark for sorting algorithms
* lower case via git mv YAAY!
* drop code
* convert type name
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Shift wrapper function GetDefaultConfig to exchange.Base method definition, to ensure set defaults doesn't get called twice and to reduce code
* rm alphapoint bootstrap method as is defined as exchange.Base method
* add tests
* glorious: make it a function and make it IBOTEXCHANGE
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
* Websocket: Remove IsInit and simplify SetProxyAddress
IsInit was basically the same as IsConnected.
Any time Connect was called both would be set to true.
Any time we had a disconnect they'd both be set to false
Shutdown() incorrectly didn't setInit(false)
SetProxyAddress simplified to only reconnect a connected Websocket.
Any other state means it hasn't been Connected, or it's about to
reconnect anyway.
There's no handling for IsConnecting previously, either, so I've wrapped
that behind the main mutex.
* Websocket: Expand and Assertify tests
* Websocket: Simplify state transistions
* Websocket: Simplify Connecting/Connected state
* Websocket: Tests and errors for websocket
* Websocket: Make WebsocketNotEnabled a real error
This allows for testing and avoids the repetition.
If each returned error is a error.New() you can never use errors.Is()
* Websocket: Add more testable errors
* Websocket: Improve GenerateMessageID test
Testing just the last id doesn't feel very robust
* Websocket: Protect Setup() from races
* Websocket: Use atomics instead of mutex
This was spurred by looking at the setState call in trafficMonitor and
the effect on blocking and efficiency.
With the new atomic types in Go 1.19, and the small types in use here,
atomics should be safe for our usage. bools should be truly atomic,
and uint32 is atomic when the accepted value range is less than one byte/uint8 since
that can be written atomicly by concurrent processors.
Maybe that's not even a factor any more, however we don't even have to worry enough to check.
* Websocket: Fix and simplify traffic monitor
trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop.
That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener.
So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert.
The unstopped timer is deliberately leaked for later GC when shutdown.
It won't delay/block anything, and it's a trivial memory leak during an infrequent event.
Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset
* Websocket: Split traficMonitor test on behaviours
* Websocket: Remove trafficMonitor connected status
trafficMonitor does not need to set the connection to be connected.
Connect() does that. Anything after that should result in a full
shutdown and restart. It can't and shouldn't become connected
unexpectedly, and this is most likely a race anyway.
Also dropped trafficCheckInterval to 100ms to mitigate races of traffic
alerts being buffered for too long.
* Websocket: Set disconnected earlier in Shutdown
This caused a possible race where state is still connected, but we start
to trigger interested actors via ShutdownC and Wait.
They may check state and then call Shutdown again, such as
trafficMonitor
* Websocket: Wait 5s for slow tests to pass traffic draining
Keep getting failures upstream on test rigs.
Think they can be very contended, so this pushes the boundary right out
to 5s
* CI/build: Update Go version, linters and fix minor issues
* Bump golangci-lint to v1.56.1
* BinanceUS: Make uint usage consistent
* Throw blank identifiers into the trash
Calls for limits for margin asset were not doing anything if spot is
enabled.
This caused intermittent failures when the sequence of tests meant
margin was tested before spot, since the limits wouldn't be loaded.
But it also highlighted that API users calling Update Limits for margin
outside the context of a loop on all assets would not get an update.
Also intermittently when the loop of UpdateLimits on assets puts margin first
* Exchanges: Remove Pair upgrade handling
Now redundant behind #1401. These paths should never be met.
Several legacy coin upgrade paths being deprecated as well: ZUSD and CNY
Expecting any users with bad config from 3+ years ago would have to
reset anyway.
Also: At the time the intention of this was to upgrade the config
format.
However now, instead, it'd mostly serve to reset enabled pairs if
there's a config mistake, which doesn't feel right.
* Kraken: Fix typo in Kraken type struct
* Exchanges: Abstract exchange Start() and Run()
* Exchanges: Add test for abstracted Start
* Exchanges: Move Start to Bootstrap
* Simplify waitgroup usage
* Add call to exchange.Bootstrap to allow overide or supplementation
* Exchanges: Concurrent common bootstap actions
* Gateio: Remove incorrect Run in test
* GateIO: Fix pair dependencies in tests
This ensures that the pairs are initialised no more than needed and
kind-of just-in-time.
Better pattern might be to use a function to get these pairs when we
need them.
* Exchanges: Complete UpdatePairs before ExecLims
If we're going to update pairs, it needs to complete before we check for
limits to avoid errors on old pairs
* Exchanges: Remove Start and Run from tmpl
Since they're replaced by bootstrap now and shouldn't need customisation
normally
* Alphapoint: Move Start to Bootstrap
* GateIO: Fix linter shadow var
* Websockets: Move Subscription to its own package
This allows the small type to be imported from both `config` and from
`stream` without an import cycle, so we don't have to repeat ourselves
* Subs: Renamed Currency to Pair
This was being mis-used through much of the code, and since we're
already touching everything, we might as well fix it
* Websockets: Add Subscription configuration
* Binance: Add subscription configuration
* Kucoin: Subscription configuration
* Simplify GenerateDefaultSubs
* Improve TestGenSubs coverage
* Test Candle Sub generation
* Support Candle intervals
* Full responsibility for formatting Channel name on GenerateDefaultSubs
OR consumer of Subscribe
* Simplify generatePayloads as a result
* Fix test coverage of asset types in processMarketSnapshot
* Exchanges: Abstract ParallelChanOp
* Tests: Generic ws mock instances
* Kucoin: Fix intermittent conflict in test currs
Use isolated test instance for `TestGetOpenInterest`.
`TestGetOpenInterest` would occassionally change pairs before
GenerateDefault Subs.
* adds open interest to exchanges
* ADDS TESTING YEAH
* New endpoints, BTSE, RPCS, cached
* slight design change, begin gateio
You will need to get cached for
each exchange that supports it
* gateio, huobi, rpc
* fix up kraken, cache retrieval
* okx, gateio
* finalising all implementations and tests
* definitely my final ever commit on this
* Well, well, well
* final v2
* quick fix of bug
* test coverage, assert notempty, test helper
Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise
* minimises REST requests for Open Interest
* types.Number merge misses
* Minimises Kraken REST calls
* len change, value -> pointer receiver
* further fixup
* fixes gateio, batch calculates open interest
* single gateio, lint const fixes
* rejig and more thorough oi for huobi
* formatting expansion
* minor fix for handling expiring contracts
* rm unused Binance strings
* add bybit support, fix bybit issues
* oopsie doopsie, dont look at my whoopsie
* Fix issue, remove feature
* move an irrelevant function for the pr
* mini bybit upgrades
* fixes cli request bug
* adds funding rate implementations and improvements
* merge fixes x1
* lint
* kucoin funding rates func make
* migrate sync-manager to keys
* some kucoin work
* adds some kucoin wrapper funcs
* ehhh, todo
* kucoin position
* start of orders
* adds the kucoin tests yay
* multiplier
* nits, EWS includes order limits
* NotYetImplemented, IsPerp improvements, cleaning
* lint, test fix, huobi time
* fixes issues, improves testing
* fixes linters I WRECKED
* local lint but remote lint, lint, lint, lint
* fixes err
* skip CI
* lint
* Supported rates, binance endpoints
* fixes weird mocktest problems
* no, CZ is invalid
* fixes some new EWS test errors
* all in a days work
* cleanup
* cleanup for real, also stop it binance.json
* minor coverage
* adds gateio to the slurry
* cleanup of types
* verbose verbose verbose verbose verbose verbose
* fixes huobi parsing issue
* fix bybit contract identification
* cleanup
* merge fixes
* addresses many big problems raised by SHAZ
* tracking errors and fixes
* funding rate if avail, fixes currency formatting
* Addresses nits and sneaks in extra fixes
* lint
* minor fixes after rebase
* better contract splitter for currencies like T-USDT
* forgot to add the exchange name like a fool
* merge fixes x1
* kucoin, direction, contract size
* rn direction, fix kucoin time
* WHOOPS
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* misdirection
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* init
* surprise train commit
* basic distinctions
* the terms of binance are confusing
* renames and introduction of allocatedMargin
* add new margin funcs
* pulling out wires
* implement proper getposition stuff
* bad coding day
* investigate order manager next
* a broken mess, but a progressing one
* finally completes some usdtmargined stuff
* coinMfutures eludes me
* expand to okx
* imports fix
* completes okx wrapper implementations
* cleans and polishes before rpc implementations
* rpc setup, order manager features, exch features
* more rpc, collateral and margin things
* mini test
* looking at rpc response, expansion of features
* reorganising before the storm
* changing how futures requests work
* cleanup and tests of cli usage
* remove silly client side logic
* cleanup
* collateral package, typo fix, margin err, rpc derive
* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR
* fix binance order history bug
* niteroos
* adds new funcs to exchange standards testing
* more post merge fixes
* fix binance
* replace simepletimeformat
* fix for merge
* merge fixes
* micro fixes
* order side now required for leverage
* fix up the rest
* global -> portfolio collateral
* Update exchanges/collateral/collateral_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* adds fields and todos
* rm field redundancy
* lint fix oopsie daisy
* fixes panic, expands error and cli explanations (sorry shaz)
* ensures casing is appropriate for underlying
* Adds a shiny TODO
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* exchanges: Add function to get standard config
* exchanges: add tests (cherry-pick here and above)
* after pick stuff
* cleanup
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Btcmarkets: order.Buy and order.Sell changed to order.Bid and order.Ask
* Bithumb: SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Binanceus: SubmitOrder- order.Buy replaced with IsLong
Progresses #1720
* Bistamp: SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Bitfinex: Changed order Side to IsLong
* Binance:switch added to SubmitOrder
* Binance: Replaced Buy and Sell in SubmitOrder with IsLong and IsShort
* Binance:SubmitOrder if statement for order side simplified
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.
* exchanges: fin test impl.
* linter: fixes
* exchange_template: fix test
* allocate so it doesn't make a panic at the disco
* glorious: nits
* glorious: nits
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/sharedtestvalues/sharedtestvalues.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: shhhh
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.
* glorious: nits
* exchange: conjugation
* Update exchanges/exchange.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits and an assortment of differences
* exchanges: remove some comments
* glorious: nits
* cleanup
* tests: fix
* Update exchanges/hitbtc/hitbtc_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kline/kline_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* kline: fix test
* rm unused variables
* almost: nits
* glorious: nits
* linter: fix
* rm unused variable
* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests
* linter: fix
* exchange_template: fix test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
