* 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
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management
* integrate port
* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts
* WIP
* Update exchanges, update tests, update configuration so we can default off on buffer util.
* Add buffer enabled switching to all exchanges and some that are missing, default to off.
* lbtc set not aggregate books
* Addr linter issues
* EOD wip
* optimization and bug fix pass
* clean before test and benchmarking
* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap
* Add tests and removed ptr for main book as we just ammend amount
* addr exchange test issues
* ci issues
* addr glorious issues
* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return
* addr linter issues
* updated mistakes
* Fix more tests
* revert bypass
* Addr mcb nits
* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.
* Allow for zero bid and ask books to be loaded and warn if found.
* remove authentication subscription conflicts as they do not have a channel ID return
* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.
* finalised outbound request for kraken
* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit
* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero
* Updated function comments and added in more realistic book sizing for sort cases
* change map ordering
* amalgamate maps in buffer
* Rm ln
* fix kraken linter issues
* add in buffer initialisation
* increase timout by 30seconds
* Coinbene: Add websocket orderbook length check.
* Engine: Improve switch statement for orderbook summary dissplay.
* Binance: Added tests, remove deadlock
* Exchanges: Change orderbook field -> IsFundingRate
* Orderbook Buffer: Added method to orderbookHolder
* Kraken: removed superfluous integer for sleep
* Bitmex: fixed error return
* cmd/gctcli: force 8 decimal place usage for orderbook streaming
* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts
* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope
* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)
* Bitfinex: Complete implementation of checksum
* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream
* Bitfinex: Fix linter issues
* Bitfinex: Fix even more linter issues.
* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs
* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs
* BTSE: Change string check to 'connect success' to capture multiple user successful strings
* Bitfinex: Updated handling of funding tickers
* Bitfinex: Fix undocumented alignment bug for funding rates
* Bitfinex: Updated error return with more information
* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.
* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.
* Exchanges: Update failing tests
* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books
* Kraken: Dynamically scale precision based on str return for checksum calculations
* Kraken: Add pair and asset type to validateCRC32 error reponse
* BTSE: Filter out zero amount orderbook price levels in websocket return
* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.
* BTSE: Fix spelling
* Bitmex: Fix error return string
* BTSE: Add orderbook filtering function
* Coinbene: Change wording
* BTSE: Add test for filtering
* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages
* GolangCI: Remove excess 0
* Binance: Reduces double ups on asset and pair in errors
* Binance: Fix error checking
* 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
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>
* renamed package to log to stop side import requirement
* reverted comment changes
* reverted comment changes
* one more reverting wording back to logger
* wording changes on comments
* Initial rework of rework of requester - WIP
* Implementing and checking rate limits - WIP
* implemented coinbene rate limiting shenanigans
* add in remaining WIP
* fixy
* use authenticated rate limit
* drop ceiling as this can be done with a counter later
* add functionality to struct
* purge config options for rate limiting so as to keep things minimal
* prepare futures and swap rate limiting for implementation
* Address linter issues
* Addressed nits, fixed race
* fix linter issue
* remove global var as this was only setting when newrequester was called
* moved rate limit functionality into its own file
* Update Bitfinex with correct rate limit and test endpoints (WIP)
* finish off bitfinex adjustments
* fixes
* fix linter issues
* slowed rate for coinbasepro
* drop rate limit for huobi as the doc times have intermittent 429 issues.
* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning
* Addr Thrasher nits
* Addr glorious nits
* unexport do request function
* fixed nitorinos
* Fixed something I missed
* move disabled rate limiter into loadexchange and use interface functionality
* Add temp quick fix
* GCTCLI param and linter fixes
* Linter fixes
* Add more basic validation and address codelingo nits
* Add arg number support to cancelOrder and more validity checks
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* initial wiring to providegethistoricalcandles
* gethistriccandles work from cli using hard coded inputs
* gethistoriccandles RPC service and CLI working fine for coinbasepro
* fixed unit test
* input check on grpc for gethistoriccandles
* updated deps
* fixed the return value when a method is not yet implemented
* code review: fixed CLI input check and int32->int64
* code review: handling wrong exchange name
* added check on granularity and allowing start and end being empty
* code review: removed currency2
* code review: dependency reverted
* improved func comment
* typo in func comment
* get historic values tests
* unit tests for get historical rates on coinbasepro
* using time format time.RFC3339
* names to camel case and improved comments
* test cleanup
* changed to camel case
* added InArray tests
* dropped not needed string time
* enforced use of int64
* fixed make check
* cleaned up code organisation to be consistent
* fixed Travis remarks
* more Travis remarks
* added comments
* regenerated proto files after merge
* linter fix
* Basic concept commit
* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types
* Adds ticker, trade and orderbook support
* Candles sub that returns no data COMPLETE
* Adds authenticated ws support
* Adds the barebones endpoints to support
* Adds more endpoints
* Even more endpoints
* minicommit to switch and test
* All the interactive types
* Adds support for simultaneous connections. Updates tests. Nothing is working
* Successfully adds place order. Moves all authenticated endpoints to new switch case
* Cancel order and modify order
* Cancel all orders, cancel multi orders
* Finalises implementation. Uses testMain
* Adds WS wrapper support for some funcs
* Fixing rebasing issues
* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff
* Fixes some fun for loops with GetEnabledPairs
* Fixes tests impacted by currency var change
* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex
* So many panics
* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go
* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`
* Finishes up all of coinuts ws implementations.
* GateIO implementation
* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type
* Adds forgotten huobi endpoint
* Fixes cancel order endpoint
* go hates my formatting and so do I
* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet
* Finishes open orders handling
* Mini update for status only updates
* Fixes some kraken points
* Finishes WS kraken since it doesn't work
* Unfinished commit, cleaning up types
* Finishes the const replacing
* Fixes extra GetNAmes after rebase
* An end to the cleanup. testmain for gateio
* Adds ZB support
* Bitfinex cleanup. Renamed func
* Testmain-47s for everyone!!! yayaaaaaaa
* Adds kraken websocket wrapper support
* Fixes rebase issues
* Fixes tests from rebase
* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.
* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised
* Fixes sloppy error/var declarations
* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.
* Removal of inline string and removal of redundant nil checkerinos
* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations
* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)
* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts
* Fixes oopsie with coinbene const replacement
* Fixes currency issue
* Cleans up new places that use JSONDecode
* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types
* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name
* Added some new scenarios for number splitting
* Fixes lint issues
* negative num fix
* Typo fix
* Accuracy warning comment
* 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
* 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
* 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
* 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
* updated golangci config to enable hugeparam linter
* ModifyOrder struct usage converted to a pointer
* OrderBook conversion to struct
* More conversion of large structs to pointers
* updated golangci config to enable hugeparam linter
* ModifyOrder struct usage converted to a pointer
* OrderBook conversion to struct
* More conversion of large structs to pointers
* disabled hugeParam check for golang again
* changed based on suggested feedback and fix for no default provider
* fixed typing
* Updated SetAPIURL() & UpdateConfig() to use pointers
* Withdraw functions now take a pointer to withdrawrequest struct
* Fund Withdraw is now a pointer
* Moved GetFee functions to use a pointer due to large size of feebuilder struct
* OrderCancellation usage converted to pointer due to size of struct
* merged up upstream/master and changes made to OKgroup code
* GetOrdersRequest usage converted to a pointer
* okgroup pointer migration
* reverted golangci config back to master
* removed old anx benchmark typo
* 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
* Adds signature to all exchange wrappers
* Adds funky new OrderHistoryRequest type. Updates signature for GetOrderHistory to use funky new type. Adds tests for GetOrderHistory on all exchanges. Implements GetOrderHistory for ANX
* Fixes alphapoint, bitstamp, itbit, zb tests. Adds exchange functions FilterOrdersByStatusAndType, FilterOrdersByTickRange, FilterOrdersByCurrencies to easily filter returned orders. Adds tests for filters. Implements GetOrderHistory wrapper for Binance, bitfinex, bithumb, bitmex. Adds new filter funcs to implementations.
* Adds bitstamp wrapper support
* Splits up GetOrderHistory into GetOpenOrders and GetOrderHistory wraapper functions to distinguish between active and past. Renames exchange.GetOrderHistoryRequest to exchange.GetOrdersRequest. Renames any API exchange method named GetOpenOrders to GetActiveOrders. Adds test function TestGetOpenOrders for each exchange
* Reimplements the split GetOrders and GetOrderHistory for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp and bittrex. Renames orderType, orderStatus constants. Adds new exchange.FilterOrdersBySide and exchange.FilterOrdersByType and removes old exchange.FilterOrdersByStatusAndType.
* Changes orderHistoryRequest to use currencypair array instead of strings, also adds fees and trade breakdown. Removes if statement preventing ANX/BTCMarkets testing. Implements Active order + Order history retrieval for Bittrex and BTCMarkets.
* Adds support for coinut and coinbasepro
* Adds Exmo support
* Adds GateIO support
* Adds Gemini support
* Adds hitbtc, huobi, hadax, itbit, kraken support for open orders & order history. Fixes switch case break and fallthroughs. Adds filtering to gateio and gemini results
* Adds support for LakeBTC, Liqui, Localbitcoin, OKCoin, OKEX
* Adds poloniex support
* Adds Wex support
* Adds Yobit support. Updates Wex support
* Adds ZB support. Removes ArrangeActAssert from tests
* Changes baseCurrency + quoteCurrency exchange.OrderDetail properties to a pair.CurrencyPair. Adds exchange name to all implementations. Fixes EXMO TestSetup
* Removes verbose setting from tests as verbosity increases the amount of noise return when testing. Noise is only helpful when debugging tests to get more helpful information to resolve the issue and so it is unnecessary to have such lengthy output when testing in bulk or via Travis CI. This commit therefore improves readability when there are no issues
* Fixes issue where gemini test sandbox api url was overridden. Handles blank response from Gemini
* Fixes verbose typo
* Removes spacing for old act assert test comments. Limits previous infinite loop to 10
* Fixes issue with filtering where orderside is never specified
* Uses proper capitalisation for ServerOrderID and OpenOrders. Reverts commenting out orde_id param for bithumb.GetOrderDetails. Removes unnecessary int logic
* Removes JSON ID fields. Uses map where appropriate for exchange order side/type. Updates OrderDetail/GetOrdersRequest type to use time fields. Remvoes comments. Removes inappropriate variable name. Adds AccountID field for alphapoint. Fixes log message formatting. Lowers errorfs to warnfs for time conversion
* Adds missed files
* Removes blank line
* Adds sorting options for orders. Adds concurrency warnings in comments. Adds test for NewCurrencyPairWithDelimiter. Removes (e *Base) from filter funcs. Updates references to filter funcs
* Fixes rebase issues. Condenses append loops.
* Fixes more receive typos. Removes some inline strings. Adds AskOrderSide and BidOrderSide. Removes hypothetical infinite loop
* Fixes issue where allTrades wasn't used in loop. Fixes assignment/typing issues
* Fixes formatting
* Adds tests for withdrawFiat and withdrawFiat to international bank to all exchanges
* Sets unsupported where FIAT withdrawal not allowed
* Updates test signatures. Adds support for bitfinex FIAT withdrawals. Adds withdrawal type of NoFiatWithdrawals. Updates exchange wrapper implementations to return errnotsupported when... not supported. Updates withdraw permissions tests to reflect nofiatwithdrawals. Adds intermediary bank support in withdrawRequest type struct
* Adds bithumb and bistamp fiat withdrawl wrapper support
* Adds BTCMarkets withdrawal support
* Adds kraken withdraw support (uses existing methods)
* Fixes line issue from rebase
* Updates notsupported for localbitcoins and okex. Updates withdraw permissions for liqui
* Adds coinbasePro withdraw support. Fixes withdraw permissions tests for liqui and localbitcoins
* Removes unnecessary data from test structs for fiat withdrawal tests
* Readds intermediary bank flag
* Removes reference
* Improves bitfinex testing, improves withdraw fiat error handling
* Reverts Kraken hardcoded testing value
* Added new base logger
* updated example and test configs
* updated exchange helpers restful router & server
* logPath is now passed to the logger to remove dependency on common package
* updated everything besides exchanges to use new logger
* alphapoint to bitmex done
* updated bitmex bitstamp bittrex btcc and also performance changes to logger
* btcmarkets coinbase coinut exmo gateio wrappers updated
* gateio and gemini logger updated
* hitbtc huobi itbit & kraken updated
* All exchanges updatd
* return correct error for disabled websocket
* don't disconnect client on invalid json
* updated router internal logging
* log.Fatal to t.Error for tests
* Changed from fatal to error failure to set maxprocs
* output ANSI codes for everything but windows for now due to lack of windows support
* added error handling to logger and unit tests
* clear wording on print -> log.print
* added benchmark test
* cleaned up import sections
* Updated logger based on PR requests (added default config options on failure/setting errors)
* ah this should fix travici enc config issue
* Load entire config and clear out logging to hopefully fix travisci issue
* wording & test error handling
* fixed formatting issues based on feedback
* fixed formatting issues based on feedback
* changed CheckDir to use mkdirall instead of mkdir and other changes based on feedback
* Initial commit
* Updates signature for all withdrawal methods to use new withdrawRequest struct type
* Implements crypto withdraw features & tests for Alphapoint, ANX, Binance, Bitfinex, Bitflyer, Bithumb, Bitmex, Bitstamp, Bittrex, BTCC, BTCmarkets, CoinbasePro, Coinut. Updates WithdrawRequest type with more members. Breaking change to update real order testing for increased code coverage
* Updates all realOrder tests to run when no API key is present. Updates exchange functions to handle errors better
* Implements crypto withdrawals for Exmo, GateIO, Gemini, HitBTC, Huobi, HuobiHadax, Kraken, LakeBTC, Liqui, Localbitcoins, OKCoin, OKEX, Poloniex, Wex, Yobit and ZB. Updates real order test formatting for all real order tests
* Update alphapoint. Fixes anx typos. Adds function WithdrawFiatFundsToInternationalBank to exchange wrapper interface. Adds WithdrawFiatFundsToInternationalBank to alphapoint, bitmex, coinbasepro. Updates Kraken to use TradePassword property
* Reverts alphapoint to use ErrNotYetImplemented
* Fixes line spacing and removes unnecessary line
* Initial broken commit for updating exchanges to store data on whether withdrawals can be handled completely by the API
* Changes to use base exchange method to determine withdrawal permissions using bitshifting
* Adds withdrawal capabilities for alphapoint, anx, binance, bitfinex, bitflyer, bithumb, bitmex, bitstamp, bittrex exchanges
* Adds withdraw capabilities for btcmarkets, coinbasepro, coinut, exmo, gateio, gemini, hitbtc, huobi, hadax
* Adds withdraw capabilities for itbit, kraken, lakebtc, liqui, localbitcoins, okcoin, okex, poloniex, wex, yobit, zb
* Titillating tests & Wonderful wrappers
* Fixes typo, double checks all apis and corrects permissions
* Fixes gemini test
* Fixes incorrect log placement. Removes breaks
* Addresses PR comments. Changes readable function to: FormatWithdrawPermissions, adds new function 'GetWithdrawPermissions' and 'SupportsWithdrawPermissions'. Adds three functions to interface
* Removes unnecessary config_example.json additions
* Fixes bitwise comparisons. Adds more tests to highlight expected outcomes
* Adds some constants for fee types
Adds some fee calculation in an attempt to be generic
Adds fee stuff to Bittrex
Adds fee stuff to bitstamp
* Fixes bitstamp fee calculation
* Tests
Tests all scenarios for GetFeeByType
* Adds method to wrapper
Adds err to response
Checks for err
* Adds support for Bittrex fees
* Adds maker/taker dynamic to fees
Updates tests
Adds bitmex fee support
Removes unused switch case scenarios to not waste space
* Adds bithumb support for fee calculation
* Adds Bitfinex fee support
Adds list of currencies as const strings
Sets up bitflyer
* Fixes arguments
* Greatly expands symbols
Adds Binance fee calculation support
Cleans up previous exchanges
* Fixes errors for fee calculations
* Adds ANX fee support
* Adds btcc fee support
Adds alphapoint fee wrapper support
Renames method to match "enum"
Uses symbols in tests, not inline strings
* Adds support for BTCMarkets fee calculation
Adds new method to retrieve fee amount from BTCMarkets
Adds new fee type struct: FeeBuilder
Updates ANX and BTCMarkets to use new FeeBuilder type struct
Standardises the tests to run when it comes to fee calculation
* Migrates all existing exchange fee to use new feebuilder type struct
Uses standard testing model
* Fixes unit tests
* Updates maker taker fees in test config
* Removes parallel from fee testing
* Removes more parallel from tests
* Adds coinbasepro fee support
* Adds Coinut fee support
* Adds Exmo fee support
Adds maker fee support to coinut
Introduces a type for fees and bank transfers to prevent random strings being used
* Adds partial bitflyer support
Moves bitflyer to feeBuilder struct
* Adds gateio fee support
* Adds Gemini fee support
* Adds hitbtc fee support
* Adds huobi fee support
* Adds HuobiHadax fee support
* Adds itbit fee support
* Adds partial kraken fee support with trading fees
* Finishes basic Kraken fee support
* Adds basic LakeBTC fee support
* Adds basic liqui fee support
* Adds localbitcoins fee support.......
* Adds basic okcoin fee support
* Adds simple OKEX fee support
Adds many new currency symbols
Fixes liqui's fees
* Adds poloniex fee support
* Adds fee support for Yobit
* Adds WEX fee support
* Adds ZB fee support
* Removes bad reference
* Improves accuracy of variable name
* trading fee method names are now consistent
(cherry picked from commit 21c82e8b90cae590cfd73d365d7be39e1a00e973)
* Fixes rebasing issues
* Fixes issues from rebase
Removes "IsTaker" as IsMaker bool can imply taker
Updates tests to actually work.
* Adds a zero to the test
* Fixes bitfinex api endpoints and fixes fee calculations
* Updates btcmarkets trading fee calculation
* Verifies tests with apis for all exchanges except coinbasepro, itbit and bitflyer
Removes taker fee test as taker is default
* Removes redundant all exchange wrapper error checks due to the error checks being redundant
* Addresses review comments:
- Renames variables
- Changes how functions return data
- Fixes typo
* Initial overhaul of websocket connection and feeds
* Added proxy support
* Piped to routines.go
* Added new websocket file in exchanges
Refactored orderbook handling into exchange_websocket.go
Added better error responses for binance_websocket.go
General clean for binance_websocket.go
* General fixes - bitfinex_websocket.go
Refactored orderbook cache code - bitfinex_websocket.go
Removed fatal error with unhandled type - routines.go
* Added general improvements to bitmex_websocket.go
Refactored orderbook handling to exchange_websocket.go
Added variable in Item struct in orderbook.go for looking up orders by ID
* Fix issue when routines are blocked due to Data Handler not started
Updated traffic handler
General fixes for bitstamp_websocket.go
* General fixes for coinbasepro_websocket.go
* General fixes for coinut_websocket.go
Fixed error return in exchange_websocket.go
* Removed comments in coinut_wrapper.go
Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go
* General fixes
* Removed comments
General fixes
* Updated routines.go
* After rebase fix
* Fixed update config pairs in okcoin.go
* fixed config currency issue in okcoin.go for okcoin China
* exchange_websocket.go
*Removed unused const dec
*Removed state change routine
*Improved trafficMonitor routine
*Increased verbosity for error returns
*Removed uneeded mutex locks
exchange_websocket_test.go
*Added new tests for websocket and orderbook updating
routines.go
*Removed string cased
* Fixed race conditions on sync.waitgroup in exchanges_websocket.go
* Changes variable name in config.go
* Removes unnecessary comment
* Removes indefinite lock on error return
* Removes unnecessary comment
* Adds support for BTCC websocket
Drops support for BTCC REST
* Rewords comment in exchange_websocket.go
Moves types to poloniex_types.go
* Moves types to coinut_types.go
* Removes uneeded range for accessing array variables for coinbase_websocket.go
Removes comments in coinut_types.go
* Adds verbosity flag to GCT
Suppresses verbose output from routines.go
* Fixes setting proxy for REST and Websocket per exchange
Upgrades error handling
Drops unused *url.Url variable in exchange type
* Adds test for setting proxy
* Fixes bug that closes connection due to incorrect timeout time through a proxy connection
* Clarify verbose flag message
- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
