8 Commits

Author	SHA1	Message	Date
Scott	5ea5245afb	Improvement: Subsystem separation (#664) ... * Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs	2021-05-31 10:17:12 +10:00
Adrian Gallagher	051675255d	CI: Add support for GitHub actions (#680) ... * Add initial workflows config * Add PSQL service * Add 32bit and frontend jobs * Add gcc-multilib and fix typo * Fix backtester test for linux/unix filesystem errors and npm commands * 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert) * Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)" This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e. * Bump workers count for orderbook processing * Remove comments to trigger 32-bit cache hit after job success * Cancel addition plus version bump, spawn more overlords * Update build badge to Github Actions * Brach -> Branch	2021-05-06 14:35:05 +10:00
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
Scott	0da62b7fbf	Feature: Add mock testing to ZB (#569) ... * Adds mock testing to ZB * STEALS improved time validation code from the original STOLEN validation code :D * Mini fixes from review * happy fun comment stealing * Moves the loop checker earlier to ensure no double appendages * Fixes sneaky test * Fixes the important part where mock tests work instead of live tests * Skips authenticated endpoints for mock testing. * lint * Updates candle wrapper functions to respect design * basic linting fix * Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest * Tiniest grammatical fix * Fixes more outdated code references * Closing out a high * Fixes spacing * Replaces all instances of 4 spaces in tmpl files with a tab * fixes spacing and tab related readme issues once and for all 🤞 * tidy * indentation violation identification situation	2020-10-07 11:59:08 +11:00
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
David Ackroyd	56e535001c	Implement Request Retry and Backoff (#491) ... Refactoring the timeout retries into a more general 'retry policy' with support for retrying on HTTP 429 (Too Many Requests) and other responses with a `Retry-After` header The delay between requests is controlled by a combination of a 'backoff' (currently only a simple linear backoff), and honouring the `Retry-After` value (longest delay wins) This makes the 'rate limiter' an optional argument as well, removing the use of `nil` when one isn't supplied Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>	2020-05-05 13:12:29 +10:00
Adrian Gallagher	0d787bc259	Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478) ... * Bump golangci-lint version, update Go version deps and generic code improvements * Fix wesbocket resp nil check and zip closures * Update pprof path	2020-04-09 13:07:32 +10:00
Adam	7dd3f13c8d	Exchange API modification monitor (#404) ... * WIP * Variable Name Changes and other PR Changes * Name Changes and Error Checks * WIP * Some new functionality added and nits fixed * WIP on Nits * More trello functionality added and some PR changes * Minor changes and linter fixes * Errors Fixed and some PR Changes * PR Changes * WIP * WIP * Addition of Config * WIP of Readme file * Readme WIP * Addition of ReadMe * Linter Issues fixed * Minor Errors fixed * fixed test timeout issues and added api keys check for tests * Errors fixed * Nits WIP * Nits fixed * More efficient mutex usage * Consts cleaned up * Readme file fixed * linter issues fixed * format issues: * readme updates and nits * remove backup file and address nits * backup file removed for real * OkexOkcoin updates and linter fixes * errors fixed * Nits * errors fixed * formatting issues * race conditions fixed * files fixed * go mod n go sum * WIP adding rate limits * Added rate limits * Remove test vars * go mod tidy * improving readme file and 2digits for trello auto update * Added space * removed space * addressing nits * documentation update * more nits * board id check * linter fixes * test race fixed * test file match * errors fixed * nitz * LOWERCASE flags * more nitz * broken wip * flag addition fixed * error fixed * documentation updated for adding exchange using flags * something * add comment * nitz fixed * pr changes * added gemini exchange * testfile saving changes * nitz * fixing done * pr changes * nits * WIP * minor error fix * wip * wip * WIP * pr changes * pr changes * pr changes * nits * nits fixed * t.Fail removed * nitz * disable lakeBTC * contributors fixed contributors fixed ALL THE NITZ OMG * OMGGG ALL THE NITZ OMG * name change errors fixed * linter issues fixed * linterzz * Added disabling feature for exchanges * bug fix * small feature added * fixed bug fix: no keys * nits * test * test2 * test 3 * linter fixed * testing * testing * remove logs * OMG * bugfix * cyam88888 * nits * error handled * minor nits fixed createnewcheck issue fixed createnewcheck issue * functionality change some functionality changes no api keys 4u :D * trello names thro config * err check	2020-04-01 11:15:10 +11:00