97 Commits

Author	SHA1	Message	Date
samuael	ace5e64c10	exchanges: Add Binance.us support (#949) ... * public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix comment, method use, error handling, and code handling issues * build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.0...v2.4.8) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * asset: bitmask type optimisation (#922) * asset: basic optim. bitmask * glorious: nits * currency: forgot parralel in testttttt * ticker/orderbook: test fixes * engine/rpcserver: fix and expand tests * test: use `T.TempDir` to create temporary test directory (#934) * test: use `T.TempDir` to create temporary test directory This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The directory created by `t.TempDir` is automatically removed when the test and all its subtests complete. Prior to this commit, temporary directory created using `ioutil.TempDir` needs to be removed manually by calling `os.RemoveAll`, which is omitted in some tests. The error handling boilerplate e.g. defer func() { if err := os.RemoveAll(dir); err != nil { t.Fatal(err) } } is also tedious, but `t.TempDir` handles this for us nicely. Reference: https://pkg.go.dev/testing#T.TempDir Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestCheckConnection on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: cleanup TestGenerateReport Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * account: storage, processing and method on balances update (#916) * account: update account storage, retrieval and implement alert functionality when a currency change occurs. * account: Add cancel channel * account: remove old code * account: don't embed mutex * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * account: addr nits * account: Pull out test into indiv. * account: Add test for update method * account: add no change to test * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * account/portfolio: differentiate between asset type segregation and default to spot holdings. * glorious: nits * thrasher: nit * ticker: fix spelling * Update engine/portfolio_manager.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.8...v2.5.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orderbook/buffer: data integrity and resubscription pass (#910) * orderbook/buffer: data integrity and resubscription pass * btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!! * buffer: reinstate publish, refaactor, invalidate more and comments * buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments. * dispatch: change publish func to variadic id param * dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests. * dispatch: don't create pointers for every job container * rpcserver: fix assertion issues with data publishing change * linter: fixes * glorious: nits addr * depth: change validation handling to incorporate and store err * linter: fix more issues * dispatch: fix race * travis: update before fetching * depth: wrap and return wrapped error in invalidate call and fix tests * btcmarkets: fix commenting * workflow: check * workflow: check * orderbook: check error * buffer/depth: return invalidation error and fix tests * gctcli: display errors on orderbook streams * buffer: remove unused types * orderbook/bitmex: shift function to bitmex * orderbook: Add specific comments to unexported functions that don't have locking require locking. * orderbook: restrict published data functionality to orderbook.Outbound interface * common: add assertion failure helper for error * dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests * dispatch: export function * engine: revert and change sub logger to manager * engine: remove old test * dispatch: add common variable ;) * btcmarket: don't overflow int in tests on 32bit systems * ci: force 1.17.7 usage for go * Revert "ci: force 1.17.7 usage for go" This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91. * golangci: bump version add and remove linter items * Revert "golangci: bump version add and remove linter items" This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b. * dispatch: remove unsused mutex from mux * order: slight optimizations * nits: glorious * dispatch: fix regression on uuid generation and input inline with master * linter: fix * linter: fix * glorious: nit - rm slice segration * account: fix test after merge * coinbasepro: revert change * account: close channel instead of needing a receiver, push alert in routine to prepare for waiter. Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * exchange/wrapper: add GetServerTime() for exchange analytics (#938) * exchange/wrapper: add GetServerTime() for exchange analytics * binance: fix linter issue * glorious: nits * glorious: nits rides again * thrasher: nits implement huobi * thrasher: nits add to exchange_wrapper_issues cmd * order: slight optimizations (#917) * order: slight optimizations * orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations. * orders: continue to convert string type -> uint * orders/backtester: interim move type to orders package, later can expand or deprecate. * orders: handle errors * orders: optimize filters and remove error returns when its clearly not needed * orders: remove log call * backtester: zero value check * orders/futures: zero value -> flag * linter: fix * linter: more fixes * linters: rides again * glorious: nits * common: Add zero value unix check for time values; also addresses glorious nits * glorious scott: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * btcm: add order execution limit wrapper support (#941) * btcm: add in order execution limit fetching * btcm/test: add t.Parrrrrralllleeellllllllll * btcm/wrapper: add update on startup * glorious: nits * thrasher: nit add status field * build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.5.1...v2.6.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * proto/lint: Add protobuf GitHub action and linter (#943) * Buf upgrades * Buf format and basic endpoint fixes * gRPC linter fixes * Amend buf.yaml linter exceptions * Update README * Freshly generated gRPC code after depends update * Nitterinos * ordermanager: fix test error introduced in #917 (#942) * ordermanager: fix residual test issue from #917 and reduce some racey action * glorious: nits; also removed functions that weren't being used and were unexported * rm: pew * linter: fix issues * glourious: nits * credentials: fix test issue with racey racey horse basey * engine: Add websocket data handler register function (#935) * engine: Add websocket interceptor register function * Update engine/engine.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update engine/websocketroutine_manager_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * engine/websock: switch to data handler function register and range over handlers to still include default gct handling * engine/websocket: change name * glorious: nits * linter: fix * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * btcm: add modify order functionality, change return to pointer (#940) * btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... * request: adds WithVerbose function to package to add verbosity to request context (#950) * request: adds WithVerbose function to package to add verbosity to request context * request: add t.Parr.... * thrasher: nits * build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954) * exchange/wrapper: expose GetCredentials func to IBotInterface * exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions * interface: change name - RPCSercer: rm GetBase func call. * glorious: nits (fix panic) Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * CI: merge fixes * CI: fixing github generated lint issues * orders: Add method for creating cancel struct from order details (#947) * orders: Add method for creating cancel struct from order details * orders: remove uneeded fields * glorious: nit * grpc: add shutdown call for external management (#957) * grpc: add shutdown call for external management * go mod: tidy * glorious: suggestion * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/lib/pq from 1.10.5 to 1.10.6 (#960) Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.5 to 1.10.6. - [Release notes](https://github.com/lib/pq/releases) - [Commits](https://github.com/lib/pq/compare/v1.10.5...v1.10.6) --- updated-dependencies: - dependency-name: github.com/lib/pq dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.6.0 to 2.8.0 (#958) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.6.0 to 2.8.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.6.0...v2.8.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#963) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.0 to 2.10.2. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.0...v2.10.2) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: adds method to retrieve snapshot of order execution limit values (#946) * orders: add method to Limit to retrieve order execution limit snapshots * currency/btcmarkets: add error and update field name to standard * linter: fix * limts: don't return pointer * limit: Add notes * glorious: nits * linter: fix * limit: reinstate nil check * exchanges: change field names to be more consistent (@thrasher-) suggestion Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * orders: Add derive modify struct method from order.Detail (#948) * orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details * exchanges: call modify method in wrappers * linter: fixes * engine/wsroutineman: remove print summary * glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this. * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/spf13/viper from 1.11.0 to 1.12.0 (#965) Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.11.0 to 1.12.0. - [Release notes](https://github.com/spf13/viper/releases) - [Commits](https://github.com/spf13/viper/compare/v1.11.0...v1.12.0) --- updated-dependencies: - dependency-name: github.com/spf13/viper dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.0 to 2.8.1 (#964) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.0 to 2.8.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.0...v2.8.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: Add methods to derive SubmitResponse and Detail types (#955) * orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump bufbuild/buf-setup-action from 1.4.0 to 1.5.0 (#973) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.4.0 to 1.5.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.4.0...v1.5.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.46.2 to 1.47.0 (#972) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.2 to 1.47.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.2...v1.47.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#971) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.2 to 2.10.3. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.2...v2.10.3) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.10.1 to 2.11.2 (#975) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.1 to 2.11.2. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.10.1...v2.11.2) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.1 to 2.10.1 (#979) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.1 to 2.10.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.1...v2.10.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.11.2 to 2.12.0 (#978) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.11.2 to 2.12.0. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.11.2...v2.12.0) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: adding WS and REST tests, and minor fixes * CI: fixes on available asset and related minor issues * CI: fixes on endpoint function, test functions, and types * CI: updating templates and slight fixes * CI: updating slight fixes on tests and withdraws Request model * build(deps): bump styfle/cancel-workflow-action from 0.9.1 to 0.10.0 (#985) Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.1 to 0.10.0. - [Release notes](https://github.com/styfle/cancel-workflow-action/releases) - [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.1...0.10.0) --- updated-dependencies: - dependency-name: styfle/cancel-workflow-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump bufbuild/buf-setup-action from 1.5.0 to 1.6.0 (#984) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.5.0 to 1.6.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.5.0...v1.6.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * backtester: Futures handling & FTX Cash and Carry example strategy (#930) * implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts * build(deps): bump github.com/urfave/cli/v2 from 2.10.1 to 2.10.3 (#982) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.1 to 2.10.3. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.1...v2.10.3) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * alert: Add optimizations (#939) * alert: Add optimizations * alert: add basic benchmarks * alert: fix linter issue * documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert. * README: Add package name * alert: link up with engine settings * request: isVerbose refactor * Update exchanges/alert/alert_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: fun police * documentation: regen Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping (#970) * kline: add weighted price helpers for candles * twap/vwap: basic implementation and hook to rpc for protype * ta: cont implementation. (WIP) * kline: Add tests * kline: add helpers * ta: full impl. * kline: remove support for macd and add in correlation-coefficient handling * rpc: change naming convention * linter: fix * protolinter: fix * linter: ++ * kline: reinstate macd handling after adding in check * glorious: nits * gctcl: linter * Update exchanges/kline/weighted_price.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits v2.0 * kline: fix test * huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests. * btcmarkets: update supported kline intervals * zb: fix test * rpcserver: fix bug and tests Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.10.3 to 2.11.0 (#993) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * FTX: Margin lending/borrow rate history (#981) * Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos * build(deps): bump google.golang.org/grpc from 1.47.0 to 1.48.0 (#995) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.47.0 to 1.48.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.47.0...v1.48.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * account: segregate holdings by credentials for future multi-key management (#956) * exchanges/account: shift credentials to account package and segregate funds to keys * merge: fixes * linter: fix * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits + protection for string panic * glorious_suggestion: add method for matching keys * linter: fix tests * account: add protected method for credentials minimizing access, display full account details to rpc. * linter: spelling kweeeeeeen * accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching. * accounts: theres no point in pointerising everything * linter: ok pointerise this then... * exchanges: fix regression add in little notes. * glorious: nits * Update exchanges/account/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * gloriously: fix glorious glorious test gloriously Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * CI: fixing linter issue and conflicts * CI: fixing ratelimit and other slight issues * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#998) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.12.0 to 2.12.1 (#997) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.0 to 2.12.1. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.12.0...v2.12.1) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.11.0 to 2.11.1 (#996) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.11.0 to 2.11.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.11.0...v2.11.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: fixing type and other slight issues * Cleanup after merge * Endpoints rate limit update Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com> Co-authored-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>	2022-08-12 15:30:11 +10:00
Jaydeep Rajpurohit	247da918a8	exchanges: Add ByBit support (#887) ... * few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc	2022-08-08 11:29:43 +10:00
Adrian Gallagher	02afa1e98b	exchanges: remove Coinbene exchange support (#849) ... * exchanges: remove Coinbene exchange support * RM Coinbene from apichecker backup	2021-11-29 11:34:35 +11:00
Adrian Gallagher	0c00b7e1df	exchanges/engine: Add multichain deposit/withdrawal support (#794) ... * Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos	2021-10-15 15:55:38 +11:00
Adrian Gallagher	214ae37b7c	Exchanges: Remove LakeBTC exchange implementation (#713) ... * Remove LakeBTC exchange * Remove more LakeBTC remnants * Update LBank comment * go mod tiderinos * Remove LakeBTC from backup.json file	2021-07-14 13:24:32 +10:00
TaltaM	7e9266e438	Bittrex: Update API v1.1 to v3 and add websocket support (#646) ... * Update Bittrex API from v1.1 to v3 V1.1 has been retired as of 9/30/2020 - Update REST to V3 - Add initial websocket support * Bittrex update - enable websockets in testdata config file * Update Bittrex - add Websocket capability to docs * Update Bittrex connector - AppVeyor warnings - Update tests - Generate documentation - Fix nits * Update Bittrex - add websocket order processing * Update Bittrex connector * Bittrex connector - fix ineffectual err assignment * Fix nits * Orderbook synchronization * Remove redundant nil * Log WS fetch orderbook message as debug message instead of as warning * Update after rebase * Add tests * Add allowed candle interval values * Replace literals with declared constants * Replace variable name 'request' with 'req' * Add check and update for deprecated REST URL * Nits and some cleaning up * Change ParseInt bit size to 64 * [FIX] Remove several shadow declarations * Do not export constructTicker * Remove parseTime() * Update GetHistoricCandles() * [FIX] Address gocritic nits * [FIX] Address gocritic nits * Use SendMessageReturnResponse() instead of local map * Rate limit subscribing and unsubscribing * [FIX] use go routine for subscribing and unsubscribing * [FIX] Set correct index for map * [FIX] Address unused vars, literals, time format * Adjusted timing when subscribing to many order books * Cache partial updates to tickers instead of calling REST function * [FIX] Update sequence nr when multiple updates are queued * Address golint issues * Fix nits	2021-05-18 11:33:53 +10:00
Adrian Gallagher	9973523f1e	Coinbene: Fix ticker pair parsing (#663) ... * Fix coinbene ticker pair parsing * Update swap path plus add get instruments method * Fix tests * Add additional swap ticker fields * Add endpoint to auth payload request	2021-04-23 11:28:41 +10:00
Adam	08f1b5d5d3	rpcserver/exchanges: Add additional param checks plus other minor bugfixes/improvements (#652) ... * deleting the unwanted file created during testing + adding more verbose errors for cli * wip * checking params throughout wip * improving errors * wip * thrasher patch * better err name * whip * testing and fixing errors WIP * upgrades and better errors * broken test * wip * adding some tests * using tempDir * mini improvement * little changes * better time check * fixing error * more glorious changes * end of day wip * shazzy changes * checking error * appveyor * last changes:	2021-03-30 13:40:01 +11:00
Adam	504c2fad6d	Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530) ... * ALMOST THERE * more api wips * more api thingz * testing n more api wipz * more apiz * more wips * what is goin on * more wips * whip n testing * testing * testing no keys * remove log * kraken is broken ugh * still broken * fixing auth funcs + usdtm api docs * wip * api stuffs * whip * more wips * whip * more wip * api wip n testing * wip * wip * unsaved * wip n testing * wip * wip * wip * wip * wip * wip * wip * wip * wip * whip * wrapper authenticated functions * adding asset type and fixing dependencies * wip * binance auth wrapper start * wrapper functionality * wip * wip * wip * wrapper cancel functions * order submission for wrappers * wip * more error fixing and nits * websocket beginning n error fix * wip * WOW * glorious n shazzy nits * useless nits * wip * fixing things * merge stuffs * crapveyor * crapveyor rebuild * probably broke more things than he fixed * rm lns n other thangs * hope * please * stop it * done * ofcourse * rm vb * fix lbank * appveyor please * float lev * DONT ASK RYAN FOR HELP EVER * wip * wip * endpoint upgrades continued * path upgrade * NeeeNeeeNeeeNeeeNING * fix stuffs * fixing time issue * fixing broken funcs * glorious nits * shaz changes * fixing errors for fundmon * more error fixing for fundmon * test running past 30s * basic changes * THX AGAIN SHAZBERT * path system upgrade * config upgrade * unsaved stuffs * broken wip config upgrade * path system upgrade contd. * path system upgrade contd * path upgrade ready for review * testing verbose removed * linter stuffs * appveyor stuffs * appveyor stuff * fixed? * bugfix * wip * broken stuff * fix test * wierd hack fix * appveyor pls stop * error found * more useless nits * bitmex err * broken wip * broken wip path upgrade change to uint32 * changed url lookups to uint * WOW * ready4review * config fixed HOPEFULLY * config fix and glorious changes * efficient way of getting orders and open orders * binance wrapper logic fixing * testing, adding tests and fixing lot of errrrrs * merge master * appveyor stuffs * appveyor stuffs * fmt * test * octalLiteral issue fix? * octalLiteral fix? * rm vb * prnt ln to restart * adding testz * test fixzzz * READY FOR REVIEW * Actually ready now * FORMATTING * addressing shazzy n glorious nits * crapveyor * rm vb * small change * fixing err * shazbert nits * review changes * requested changes * more requested changes * noo * last nit fixes * restart appveyor * improving test cov * Update .golangci.yml * shazbert changes * moving pair formatting * format pair update wip * path upgrade complete * error fix * appveyor linters * more linters * remove testexch * more formatting changes * changes * shazbert changes * checking older requested changes to ensure completion * wip * fixing broken code * error fix * all fixed * additional changes * more changes * remove commented code * ftx margin api * appveyor fixes * more appveyor issues + test addition * more appveyor issues + test addition * remove unnecessary * testing * testing, fixing okex api, error fix * git merge fix * go sum * glorious changes and error fix * rm vb * more glorious changes and go mod tidy * fixed now * okex testing upgrade * old config migration and batch fetching fix * added test * glorious requested changes WIP * tested and fixed * go fmted * go fmt and test fix * additional funcs and tests for fundingRates * OKEX tested and fixed * appveyor fixes * ineff assign * 1 glorious change * error fix * typo * shazbert changes * glorious code changes and path fixing huobi WIP * adding assetType to accountinfo functions * fixing panic * panic fix and updating account info wrappers WIP * updateaccountinfo updated * testing WIP binance USDT n Coin Margined and Kraken Futures * auth functions tested and fixed * added test * config reverted * shazbert and glorious changes * shazbert and glorious changes * latest changes and portfolio update * go fmt change: * remove commented codes * improved error checking * index out of range fix * rm ln * critical nit * glorious latest changes * appveyor changes * shazbert change * easier readability * latest glorious changes * shadow dec * assetstore updated * last change * another last change * merge changes * go mod tidy * thrasher requested changes wip * improving struct layouts * appveyor go fmt * remove unnecessary code * shazbert changes * small change * oopsie * tidy * configtest reverted * error fix * oopsie * for what * test patch fix * insecurities * fixing tests * fix config	2021-02-12 16:19:18 +11:00
Scott	80bc8c7e9e	Trade history, recent trades, live trade processing and storage (#558) ... * End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint	2020-10-29 13:00:02 +11:00
Andrew	39bbd8dfc9	(Feature) OHLCV data storage and retrieval (#522) ... * WIP * end of day WIP started migration of trade history * added kline support to hitbtc huobi lbank * added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method * end of day WIP * removed unused ta and misc changes to flag ready for review * yobit cleanup * revert coinbase changES * general code clean up and added zb support * poloniex support added * renamed method to FormatExchangeKlineInterval other misc fixes * linter fixes * linter fixes * removed verbose * fixed poloniex test coverage * revert poloniex mock data * regenerated poloniex mock data * a very verbose clean up * binance mock clean up * removed unneeded t.Log() * setting verbose to true to debug CI issue * first pass changes addressed * common.ErrNotYetImplemented implemented :D * comments added * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * increased test coverage added kraken support * OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history * convert zb ratelimits * gofmt run on okcoin * increased delay on rate limit * gofmt package * fixed panic with coinbene and bithumb if conversion fails * very broken end of day WIP * added support for GetHistoricCandlesEx to coinbase and binance * gofmt package * coinbase, btcmarkets, zb ex wrapper function added * added all exchange support for ex regenerated mock data * update bithumb to return wrapper method * gofmt package * end of day started work on changes * models created for exchange/asset/currency/currencypair, new seed system created * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * started work on currency seeding and insertion * reworked binance tesT * added workaround for kraken panic * :D extremely broken WIP * renamed command to extended removed interval check on non-implemented commands * added wrapperconfig back * increased test coverage for FormatExchangeKlineInterval * WIP * increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi * linter fixes * zb kraken lbank coinbene btcmarkets support added * removed verbose * OK group support for other asset types added * swapped margin to use spot endpoint * index support added test coverage added for asset types * added asset type to okcoin test * gofmt * add asset to extended method * removed verbose * Very broken WIP models need to be regenerated * add support for coinbene swap increase test coverage * removed verbose * small clean up of okgroup wrapper functions * verbose to troubleshoot CI issues * removed verbose * added error check reverted coinbasechanges * attempting to fix broken model generation * readme updated * :D i broke so much * model regeneration fixed & complete * candle model filled out * removed unused start/finish started work on decoupling api requests from kline package * restructured coinbene, bithumb methods, added bitstamp support * kraken time fix * BTCMarkets restructure * typo fix * removed test for futures due to contact changing * removed test for futures due to contact changing * added start/end date to extended method over range * WIP * added sync option to candles * converted to assettranslator * removed verbose * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * started work on creating kline from databases eed * x -> i * removed verbose * updated fixCasing to allocate var before checks * sqlite3 supported work started * removed time conversion * further work on tets * sort all outgoing kline candles * fixCasing fix * after/before checks added * added parallel to test * logic check on BTCmarkets * removed unused param, used correct iterator * converted HitBTC to use time.Time * test update * add iszero false check to candle times * Seed exchange & OHCLV data for test usage * updated resultlimit to 5000 * new line added * added comment to exported const * move date forward * use configured ratelimit * fixed pair for test * panic fixed WIP on fixCasing * fixCasing rework, started work on readme docs * enable rate limiter for wrapper issues tool * docs updated * removed unused vars from tests * removed err from return and formatted currency * updated Yobit supported status * Updated HitBTC to use onehour candles due to test exeuction times * added further details to gctcli output * added link to docs * added link to tempalte * disable FTX websocket in config_example * fix poloneix * regenerated poloniex mock data * removed recording flag * format on package * moved exchange var outside of method scope * reworked seeding into package * verbose output improved * removed verbose from candles * Added comments to exported functions * removed verbose output * Reworking of tests * end of day commit * added SQLite migration for asset, test updates for exchange, added support for withdrawal for new exchange_name_id relation * regenerated database models * WIP * test rework, sqlite migration updates for withdrawal * Reworked error returns to stop duplications, format all output to UTC, changed gctscript OHLCV output to be unix timestmap, started work on seeding tool * gofmt * dbseed command for seeding exchanges added, removed seed from dbmigrate, LoadCSV method added for exchange * go mod tidy * added import candle from csv command to dbseed * Removed reset & duplicate migrate command from helper, renamed struct to Item/Candle over Candle/Tick, added test coverage to dbseed, improved withdraw tests * remove broken tests due to ORM generation of Fk, removed go unneeded goroutine for inserting records * removed t.Cleanup usage because appveyor * added test coverage to StoreInDatabase() * removed unneeded data from config for test * added new line * Added down migration support to candle/asset removal, return original error and display rollback error * removed unneeded err assignment, break out of loop on error * add err check to method for test * first pass changes * WIP * Updated migrations for both sqlite3 & postgres to create exchanges if any withdrawal_history records are found, removed migrate command * removed argusage as usage information is provided by flags * added inserted records return count and test coverage * new line added * Database: comment config details out to disable local postgresl testing by default * added asset support * Database: added error return when no exchanges are found, title exchange name across queries * Fixed test data * Database: removed migration bool from ConnectToDatabase(), removed empty line, insert asset on test * Database: verbose linter :D * Database/OHLCV: removed go module from dbseed command and reverted back to main module, converted interval to int64 to match other parts of code base, provided migrations to update database, poloniex fix to skip first candle * dbseed: add completed message to output * Database: added migration to add asset to uniq index for candle table * Database: database -> exchange * Database: add asset to upsert conflict * Poloneix: fix for invalid interval * regenerated poloniex mock data * Database: added down migration for candle interval update * OHCLV/Database: WIP * OHLCV/Datastore: added new ValidateKline() method to check that asset, pair, interval are enabled/supported by exchange and updated tests * revert configtest changes * OHCLV/Kline: pointer assignment to ErrorKline & format pairs on check * goimports * migration updates * Database/Candle: updated tests * revert configtest changes * ZB: updaed defaults to use uppercase pairs * ZB: updaed defaults to use uppercase pairs * revert pair formatting * Switch over to .Cotains() method from pairManagement * Added comment & ftx back 😆 * OHLCV/Datastore: (Candles): added not null to asset, (WithdrawalHistory): added not null to exchange_name_id), reworked KlineError return * set verbose to false * updated btc markets test * Updated readme * removed ability to have blank exchange name as indexing requires it * remove old usedb and empty exchange check, return error on no data instead * Updated kline test to match date range * Renamed candles.exchange_id column to candles.xchange_name_id to match withdrawal table, return err on unwrap, zb fix revert * regenerated sqlite3 models * force UTC for sqlite.... because sqlite * OHLCV/Datastore: upper case pairs on insert for consistency, remove unneeded rollback call on commit failure as it has no effect, move rollback outside of insertsqlite/insertpsql methods * add error check for no candles * nil length/cap is 0 in golang :D * OHLCV/Datastore: updated wording on examples, removed duplicate testfile * OHLCV/Datastore: updated README with links to dbseed * dbtool -> dbseed	2020-09-03 17:13:53 +10:00
Ryan O'Hara-Reid	14c72c9c6b	Currency System Update (#448) ... * initial update of currency system * WIP progress * Finish initial currency string error returns * fix whoopsie testing for non https insecureinos * Current WIP for getEnabledPairs check and error return * WIP continued * When getting enabled pairs throw error when item is not contained in available pairs list * More updates -WIP * Wip continued including potential interface * Current WIP * pairs manager pass * drop asset string and just use the map key, plus return some errors and create more work for myself. * clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set. * purge logger references after merge * go mod tidy after merge * Pointer change WIP * fix some issues and added error returns to a few items (WIP) * WIP * Clean * Fix some linter issues * Fix more linter issues * even more linters * xtda nits * revert pointer change and rm field * Addr madcozbadd nits * fix linter issues: shadow declarations * Fix linter issues: gocritic huge things * linter issue fix * Addr nits * flush go mod files * after merge woops * fix shadow dec * Addr thrasher nits * addr nits * fix some issues * more fixes * RM println * Addr glorious nits * Add helper method for setting assets * add missing format directive * Addr nits * Actually process new futures contracts -_- derp * WIP for GRPC upgrade for pair management * update config pairs * finished disabling and enabling asset * linked update of tradable pairs to cli * fix oopsies * defer writing to file on program termination for currency storage system * update template * don't add disabled asset items to initial sync * Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits * WIP on getting a channel to unsub * Wip track down unsubscribe bug and start creating streaming interface * purge websocket orderbook object and centralised updating routine for orderbook * general clean before interface implementation * stage one connection interface WIP * WIP * repackage wshandler WIP * find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it * design change on mange subscription routine WIP * integrated ZB with the new webosocket updates * WIP - okex conversion * integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene * integrate another range of exchanges for websocket update * Added subscriber and unsubscriber methods to websocket functionality * fixed tests WIP * amalgamate cache setup with main websocket setup * reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations * added in colon * Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection. * Fix subscribe candle bug Fix time conversion in candle Fix inititial candle history to datahandler Include funding to orderbook handling Include funding to trades Reduce code duplication in sub and unsub functions Added the ability to include funding currency websocket subscriptions validated all channels and added more items todo list (Auth items) * RM line * bitstamp pass * btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test. * Batch outgoing subscriptions and fix unsubscribe bug * BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls * fix type field and batch outgoing subs and unsubs for coinbasepro * Batch outgoing subs and unsubs * Fixes bug when matching return from authentication * Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation. * Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function. * Add error handling * Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections. * hitBTC pass * returned nil instead of error due to period null bids and asks updates coming through. * Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe. * Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines. * RM debug output * rm func to get shutdown channel * Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data * okgroup WIP * *Added missing fields for websocket trades *Fix bug processing kline interval *Added fields for websocket ticker struct *Fix auth bug -Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued. -Updated channel inclusion of pair fo auth subs as this was missing. *Assortment of perfomance improvements * poloniex pass * send all trades to data handler, validated enabled and disable pairs * initial clean * centralised request matching mechanism * websocket main improvements WIP * WIP * Websocket management via gctcli WIP * GRPC expansion * Updated GCTCLI with websocket url and proxy setting functionality which flushes connection * Fix continuous spawning of routines bug on error with reconnection * Addr linter issues * fix subscription bug that I caused when I changed to a switch case * fix linter issue * fix woopsie * End of day WIP * Fix order submission REST, time conversion, order type conversion, orderID bugs * fix gateio test and unsubscribe bug * revert comment out code * websocketAPI changed to to true in configtest.json * fix race in gateio test * End of day WIP for websocket tests. * BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs. * Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go * Added verbosity check for setting websocket URL * fix bug where the asset had a mind of its own * purge dodgy coding * Fix tests, drop blocking chan in websocket Dial function * few more changes * race condition fix for websocket tests. * fix intermittent test failure due to underlying hash table storage * Address madcuzbad nit * RM superfluous printlines * Add quick top example with paramater fields * First pass Glorious nits * As per madcozbad suggestion return error when enabled pair not found in full return map. Add test. * addr madcozbadd nits * as per glorious suggestion rm'd loadedJSON field * adjusted ticker, added test and RM'd code that can never be executed * Addr nits and add in crypto rand genration for ID's * remove global channel declaration and rescoped as this was causing a lock * as per glorious suggestion restructured return error for websocket * addr glorious suggestions * fix linter issues * purge non-existent pair from testdata * add side field to struct and parse * addr glorious nits * Add verbosity to error returns and logs and fix string parsing in GCTRPC * fix speeling mistwake * Adds websocket functionality check before flushing websocket connection * Addr kraken panic and setting/flush websocket url stage one. * added websocket url check before setting with tests * Added in edge case test if by the time we call contains on available pairs it has been changed * remove error return for func * Continuation of tests * continuation of tests * Stop potential panic within pair creation function * Implement changes to upstream * rm sup comment * fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli * fix test * Fix linter issues * Fix tests * turn websocket off in config example * Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving * Introduced err var for same error returns * Add err var exchange base not found * restructure function * drop gctscript from generic response name * drop managesub delay const as its not being used * correctly implement websocket rate limiting for coinut * remove quotations * drop pair management check * fix spelling * return error in function to not update currency with unset role * amalagamted enable/disable into set function and added in pairstore fetch function * update error description * rm function * moved test function to sharedtestvals and move type to types.go * append delimiter onto currency delimiter strings * add test coverage * rm functions as they are set as methods in base * remove superfluous methods * Fix issue that would occur when a subscription errored and not appending successful subs * fix after rebase woopsie * fix linter issues * fix bug streamline code * fix linter issues * fix linter issues * fix case where it should not change ID if set but append new * fix whoopsie * fix websocket tests * fix readme, fix wrapper issues reporting template, go mod tidy * add test coverage * add test coverage and verified futures pariing * add in futures bypass as its not currently supported on BTSE until API update and implementation * removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update. * If asset enabled add pair and increase code coverage * remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code. * Add code coverage * log error if setting default currency fails, add code coverage * address glorious nits * Addr xtda nits * fix linter issues * addr glorious nits * xtda nits * Addr glorious nits * add subscription protection and removed a superfluous wait call * fix test * fix whoopsie * addr xtda nits * addr glorious nits * Added asset types to subscriptions structs, also added in error handling for resubscription errors * consolidated rpc returned type and added in sucessful strings * dropped stream timing down to 100ms * DOC changes * proxy and url usage string additions * WIP * go mod tidy rides again * Addr nits * Addr nits, fix tests * fix wording * add in test case for currency matching * Add byte length check on outbound websocket payload subscriptions * addr thrasher nits * Addr madcozbadd nits * addr linter issues * Addr glorious nits by amalgamating function into one mega amazing function. * fix futures account subscription bug * addr glorious nits and reinstated wg.Wait() checks * changed string to currency delimiter string and setconnected by function	2020-07-24 13:18:09 +10:00
Adam	c2c200cd1b	(Exchange) Add FTX exchange support with implementation tutorial (#495) ... * initial * wip * brokenwip * broken wipzzzz * more functions brokenwip NO API KEYS * broken wip * WIP * wip * WIP work in progress * WIP * WIP * wip * more wip * wip * ws wip * broken wip * adding new functions for websocket to work * trying to fix websocket issues * websocket bug fix wip * broken websocket implementation * WS unauth functions + brokenWS auth func * authentication problems * authentication problems fixed * data handling for websocket * websocket completed * remove verbose * minor error fix changes and testing * reorganising variable declarations and minor errors fixed * enabled exchanges updated * enabled exchanges fixed * remove keys * glorious nits * xdta n shazzy nitzzz * shazzy n thrasher nitz * nitz wip * broken wip * apichecker donee n make code better * apichecker donee n make code better * OB update * wip * wip * all nitz done * merge conflicts * go mod tidy * merge conflicts * PLEASE merge conflicts * new funcs added n binanceapi check update NO APIKEYS * basic tests * linter fixs * linter fixs * remove verbose * test errors fixed * remove comented code * minor changes * some tests fixed no apikeys * documentation work * documentation * wip * ryan nitz * nits addressed * unnecessary conversion * no fail * remove verbose * type field checking * broken * websocket nits fixed * some thangs * remove verbose * fix function * linter issues * test error fixed * nits * bumperino fixed * very small change * nits * errors fixing * errors fixing retry * linters * thrasher glorious nits * more changes * changes * 2 more changes to be addressed * 2 more changes to be addressed * issues addressed * whip * changes * missed change * changes * currency issues * changes * unsaved * int64 * HUGE * HUGE * NO NITS PLS * no more * YES * : * changes * PLEASE * n another one * thanks guys * ill believe in god if this ever ends * :D	2020-07-02 10:38:50 +10:00
Adrian Gallagher	8afee0b4b2	Miscellaneous bug fixes (#513) ... * Various bug fixes * Deadlink, cleanup plus bug fixes * Various Kraken fixes * Add convert func for decimal unix timestamps * Convert all test times to UTC * Kraken: Make assets a pointer to prevent excessive copying * Docker slash fix * Address nits plus bump ITBit last checked pairs timestamp * Set pairs to enabled pairs when getting active orders * Use asset translator for UpdateAccountInfo and more checks for the exchange template tool * Address MadCozBadd's nits * Make exchange var 2 chars * Make program more user friendly * Project wide comment checks and exchName check * Fix Huobi indexing bug and use correct pair formatting * Address nits + readme change	2020-06-03 12:48:36 +10:00
Adrian Gallagher	168c966441	Minor general cleanup and bug fixes (#443) ... * Bugfix, remove non-needed code and cleanup some code * Run go mod tidy * Remove non-needed test and fix tautological err * Fix Huobi interim var reference	2020-02-12 16:52:05 +11:00
Andrew	bc0c32de3e	(PROFILING): Add config support for setting runtime.SetMutexProfileFraction() value (#432) ... * Added config option for SetMutexProfileFraction() to profiler increased test coverage and made tests runnable standalone * Removed duplicate host and no longer const * Added pprof endpoint to log	2020-01-30 13:20:41 +11:00
Adrian Gallagher	4e05ad41e3	Exchanges: Remove ANX from codebase (#408) ... * Remove ANX from codebase * Doc changes	2020-01-03 14:12:52 +11:00
Adrian Gallagher	467d8d91a2	Coinbene: Add swap endpoints and code cleanup/bugfixes (#403) ... * Start Coinbene SWAP implementation * Flesh out more API endpoints * Code cleanup * Add more endpoints, bug fixes and order validation checks * More endpoints, tests and bugfixes * Remove omitempty for enabled/available pairs	2019-12-18 17:36:07 +11:00
Adrian Gallagher	25e290563c	Exchange: Pair formatting/loading/SetDefaults improvements (#396) ... * Improve exchange pair loading/setting/formatting * Update configs * Link up forceUpdate for OKEX * Fix linter issues * Rearrange exchPS * Fix typerino * Config updates	2019-12-13 13:10:17 +11:00
Adrian Gallagher	17a786536d	Engine pre-merge changes (#392) ... * Engine pre merge changes * Remove redundant "seconds"	2019-12-04 16:25:55 +11:00
Adrian Gallagher	26bc33ce89	Merge branch 'master' into engine	2019-11-07 15:08:00 +11:00
Adam	0501455a2e	Add Coinbene exchange support (#366) ... Add Coinbene exchange support	2019-11-06 16:07:11 +11:00
Adrian Gallagher	3b1c0825f4	Merge branch 'master' into engine	2019-09-26 11:35:18 +10:00
Adrian Gallagher	8a0c5f95d5	Remove HADAX exchange support (#362) ... * Remove Huobi HADAX * Remove Hadax from root_readme.tmpl	2019-09-26 09:39:28 +10:00
Adrian Gallagher	939953211d	Merge branch 'master' into engine	2019-09-03 08:57:21 +10:00
Adrian Gallagher	c1ad7657b1	Periodic update of available pairs	2019-08-26 15:52:01 +10:00
Adrian Gallagher	2dc813b5f3	Merge branch 'master' into engine	2019-08-23 21:59:01 +10:00
Adam	a81ddead9e	Add LBank exchange support (#327) ... * wip * Lbank support being added * Lbank exchange linter issues fixed * Removed the incomplete websocket stuff * PR Requests completed * PR request fixes * Lbank Update * Lbank Update * Wrapper functions fixed, linter issues fixed * Changed as per requested in PR * Changed as per requested in PR * Changed as per requested in PR * Changed as per requested in PR * PR Requests completed * FINALLY DONE * appveyor issues fixed * Skip functionality for new tests * Test functions fixed * PR Fixes * PR Fixes * PR Fixes * PR Fixes * Final Changes * Final Changes 2 * Final Changes 3 * Final Changes 4	2019-08-23 11:28:38 +10:00
Adrian Gallagher	94a784d63f	Merge branch 'master' into engine	2019-08-22 18:32:57 +10:00
Scott	0fbf8b172a	Websocket orderbook buffering (#333) ... * Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process. * Moves namespaces again * Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests * Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps * Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests * Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic * Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation * Implements orderbook update for okgroup, but forgets about the orderbook hash checking * Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests. * Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains * Fixes Gemini rate limit and parsing. Removes comments and fixes typos * Fixes bitfinex orderbook processing * Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage * Adds surprise LakeBTC websocket support * Fixes data race * Fixes rebasing issues due to namespace movements * Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments * Adds poloniex orderook sorting support * Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting * Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well * Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines * Fixes test with exchange name output change * Fixes issues where copy and paste and replace all were used poorly	2019-08-13 09:32:59 +10:00
Adrian Gallagher	8ecd8a0c16	Merge branch 'master' into engine	2019-08-09 15:46:24 +10:00
Scott	e209d85d0d	Websocket request-response correlation (#328) ... * Establishes new websocket functionality. Begins the creation of the websocket request * Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work * Successfully moved exchange_websocket into its own wshandler namespace. oof * Sets up ZB to use a round trip WS request system * Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation * Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions * Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages * Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano * Adds GateIO id support * Adds Coinut support. Prevents nil reference error in constatus when there isnt one * Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see. * Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages * Starts testing. Renames files * Adds tests for websocket connection * Reverts request.go change * Linting everything * Fixes rebase issue * Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type * Final final commit, fixing ZB issues. * Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines * Fixed string conversion * Fixes issue with ZB not sending success codes * Fixes issue with coinut processing due to nonce handling with subscriptions * Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests * Removes unused interface * Renames wshandler.Init() to wshandler.Run() * Updates template file * Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking * Fixes two inconsistent websocket delay times * Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests * Updates exchange template to set and use default websocket response limits	2019-08-07 15:15:01 +10:00
Andrew	3de1d94e5f	New logging system (#319) ... * First pass at adding new logging system * NewLogger * NewLogger * WIP * silly bug fix * :D removed files * removed old logging interface * added tests * added tests * Started to add new lines to all f calls * Added subsystem log types * Logger improvements * Further performance improvements * changes to logger and sublogger creation * Renamed Logging types * removed old print statement * changes based on feedback * moved sublogger types to own file * :) * added console as output type * added get level command * added get/set log level via grpc command * added check for output being empty for migration support * first pass at log rotation * added log rotation * :D derp fixed * added tests * changes based on feedback * changed log type * comments * renamed file -> fileSettings * typo fix * changes based on feedback * gofmt ran on additional files * gofmt ran on additional files	2019-07-07 05:20:31 +10:00
Adrian Gallagher	9ff4471a45	Merge branch 'master' into engine	2019-06-21 18:10:55 +10:00
Scott	3a66e99899	Authenticated Websocket support (#315) ... * Improves subscribing by not allowing duplicates. Adds bitmex auth support * Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support * Adds Coinut support * Moves Coinut WS types to file. Implements Gemini's secure WS endpoint * Adds HitBTC ws authenticated support. Fixes var names * Adds huobi and hadax authenticated websocket support * Adds auth to okgroup (okex, okcoin). Fixes some linting * Adds Poloniex support * Adds ZB support * Adds proper bitmex support * Improves bitfinex support, improves websocket functionality definitions * Fixes coinbasepro auth * Tests all endpoints * go formatting, importing, linting run * Adds wrapper supports * General clean up. Data race destruction * Improves testing on all exchanges except ZB * Fixes ZB hashing, parsing and tests * minor nits before someone else sees them <_< * Fixes some nits pertaining to variable usage, comments, typos and rate limiting * Addresses nits regarding types and test responses where applicable * fmt import * Fixes linting issues * No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types * Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate Fixes a typo. gofmt and goimport * Trim Test Typos * Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid	2019-06-19 13:19:01 +10:00
Adrian Gallagher	6ebafb0f33	Merge branch 'master' into engine	2019-06-04 12:25:40 +10:00
Adrian Gallagher	8048962b60	Remove BTCC exchange	2019-06-03 17:17:17 +10:00
Adrian Gallagher	f5914e8c10	Engine changes	2019-05-22 17:06:38 +10:00
Scott	6c850e73e2	Websocket connection handling and subscription management (#297) ... * Step one: Sets up connection handler for websockets to always be connected until a shutdown event is received. Sets up a vague subscription handler to ensure subscriptions are subscribed * Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check * Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb * Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax * ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter * Adds it to websocket functionality so managesubscriptions will close when not supported * Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects * More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier * Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again. * Adds subscribe and unsubscribe to wrappers * Fixes deadlock. Fixes ws verbosity. * Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions.... * Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs * Fixes lint/critic issues. Fixes tests. Removes unused function. * Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable * Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped * Fixes issue with slice copying. Re-adds okgroup default channels * Adds nolint to append * Adds comments and adds support for gateio auth request subscriptions * Adds new test to ensure slices dont point to the same vars * removes fatals. gofmt goimports * more gofmts * Addresses PR comments, removing empty and redundant lines * Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering. * Removes unused mutex. FMTS and IMPORTS * Fixes request lock time change * More specific logs * Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb * changes recieved typo due to not being well received * Fixes parsing issue with Huobi and hadax * Fixes data race with more locks * removes defer locks. fixes huobi/hadax verbose output * Fixes double JSONEncode for coinut. Fixes verbose output for coinut * gofmt,goimport for coinut * Fixes issue where multiple connection monitors can spawn * Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead * gofmt and go import * More fmts	2019-05-16 16:39:16 +10:00
Adrian Gallagher	0b27096376	Periodic available pairs config update	2019-05-16 14:28:10 +10:00
Andrew	5bce701d43	Add httputil.DumpRequestOut & httputil.DumpResponse to SendPayload (#298) ... * First pass adding DumpResponse * WIP * Added httpDebug flag to SendPayload * anx -> coinbase converted * HTTPDebug flag added to all exchanges * Updated Alphapoint: * reworded error message * Corrected itbit and huobihadax sendpayload * Removed setting of default value * don't return body for response as we already get this in verbose mode * body is now included based on verbose setting * WIP * Due to issues with DumpResponse and gzip decoding use raw response from exchange for body output Also adds gzip decoding back as bug fix for OK group exchange * removed additional new line * Added URL path to dumpbody display as well	2019-05-16 13:46:28 +10:00
Ryan O'Hara-Reid	35b94268e0	Update request.go to fix concurrency nonce issues (#285) ... * Updates nonce generation to adhere to fifo channel buffer before request executes by routine * removed unused variables, lns etc * Fix requested changes and added in timer that disengages lock if out of scope error occurs * Fixed woopsy daisy issue * Add benchmark, reduce time in force to unlock before stack insertion, add nil check for edge case * Remove unusued waitgroup field * use return nonce.Value and method, rm redundant nonce code, fix tests. * Fix linter issue: unnecessary conversion	2019-05-06 13:46:34 +10:00
Andrew	071f4f68a8	New NTP Client (#277) ... * WIP * Added check for time out of sync * merged upstream/master * added tests * Increased configuration options for NTPclient and test coverage * removed unneeded config save at end of ntp update * Added test for empty response to confirm it will loop * formatting correction * converted to pointer to allow for default allowance settings to be checked * added readme for NTP server * corrected some formatting * updated configtest negativedifference value * gofmt config_test.go for correct import order * corrected typo value in test * bugfix for windows newline and changes based on PR feedback * added minus sign to output * fixed negative number input * Fixed spelling mistakes and removed redundant test * reverted back to a positive number in the config instead of negative for allowednegativedifference * restructured code for cleaner output	2019-04-18 10:08:19 +10:00
Scott	107cf76373	Kraken websocket support (#264) ... * Initial commit. Adds ticker, candle and trade, subscription support * Adds support for spread and orderbooks * Adds new currency pair delimiter ("/"), Adds dedicated websocket Connected channel handler, Updates Kraken websocket capability definition, Refines websocket tests to connect and disconnect without freezing, separates WebsocketUnsubscribeEventRequest ChannelID into its own struct WebsocketUnsubscribeByChannelIDEventRequest to prevent bad json WS requests, Adds asset type to orderbook, Kraken WS handles connection better * Removes duplicate type, reverts config value * Addresses error returns and changes writeToWebsocket to use byte array. Removes deferred funcs in tests. Increases test listening limit for rare cases * Fixes verbose log. Rearranges WS Connect async ordering. Fixes DATA RACE. Fixes random okex tests. Ensures Kraken WS tests only connect once	2019-04-04 10:21:44 +11:00
Ryan O'Hara-Reid	0990f9d118	Currency package update (#247) ... * Initial currency overhaul before service system implementation * Remove redundant currency string in orderbook.Base Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times Add error handling for process orderbook * Remove redundant currency string in ticker.Price Unexport lastupdated field in ticker.Price Add error handling for process ticker function and fix tests * Phase Two Update * Update translations to use map type - thankyou to kempeng for spotting this * Change pair method name from Display -> Format for better readability * Fixes misspelling and tests * Implement requested changes from GloriousCode * Remove reduntant function and streamlined return in currency_translation.go * Revert pair method naming conventions * Change currency naming conventions * Changed code type to exported Item type with underlying string to reduce complexity * Added interim orderbook process method to orderbook.Base type * Changed feebuilder struct field to currency.Pair * Adds fall over system for backup fx providers * deprecate function and children and fix linter issue with btcmarkets * Fixed requested changes * Fix bug and move mtx for rates * Fixed after rebase oopsies * Fix linter issues * Fixes race conditions in testing functions * Final phase coinmarketcap update * fix linter issues * Implement requested changes * Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates * Add a collection of tests to improve codecov * After rebase oopsy fixes for btse * Fix requested changes * fix after rebase oopsies and add more efficient comparison checks within currency pair * Fix linter issues	2019-03-19 11:49:05 +11:00
Andrew	58bd0a301b	Added config option to enable pprof (#253) ... * Added config option to enable pprof * fixed typo in Makefile	2019-03-14 14:56:30 +11:00
Adrian Gallagher	6cb356cd7a	configs: periodic update of available pairs ... NOTE: Yobit and Bitflyer dynamic support is enabled in the engine branch	2019-03-13 11:45:42 +11:00
Adrian Gallagher	3ac8b7746f	Add REST and websocket support for BTSE (#250) ... * Add REST and websocket support for BTSE exchange TO-DO: Finish wrappers and expand test coverage * Fill out wrapper funcs and expand test coverage	2019-03-08 16:33:10 +11:00
Adrian Gallagher	3066f3d027	New forex provider ExchangeRatesAPI which is used by default (#248) ... * Add new unauthenticated forex provider and use it by default This is in response to currencyconverterapi requiring an API key for the free version * Fix golinter complaint * Added additional endpoints, tests and improve config forex logic	2019-02-20 17:17:27 +11:00
Adrian Gallagher	a02b736a5b	Periodic pairs update	2019-02-08 14:10:59 +11:00