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b0c1d9bd9f08e88a9580a77b8540488c64d81d6c
26 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
cranktakular
|
fd9aaf00a2 |
Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished * Coinbase revamp; CreateReport is still WIP * More coinbase improvements; onto sandbox testing * Coinbase revamp continues * Coinbase revamp continues * Coinbasepro revamp is ceaseless * Coinbase revamp, starting on advanced trade API * Coinbase Advanced Trade Starts in Ernest V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion * Coinbase revamp stage wrapper * Coinbase wrapper coherence continues * Coinbase wrapper continues writhing * Coinbase wrapper & codebase cleanup * Coinbase updates & wrap progress * More Coinbase wrapper progress * Wrapper is wrapped, kinda * Test & type checking * Coinbase REST revamp finished * Post-merge fix * WS revamp begins * WS Main Revamp Done? * CB websocket tidying up * Coinbase WS wrapperupperer * Coinbase revamp done?? * Linter progress * Continued lint cleanup * Further lint cleanup * Increased lint coverage * Does this fix all sloppy reassigns & shadowing? * Undoing retry policy change * Documentation regeneration * Coinbase code improvements * Providing warning about known issue * Updating an error to new format * Making gocritic happy * Review adherence * Endpoints moved to V3 & nil pointer fixes * Removing seemingly superfluous constant * Glorious improvements * Removing unused error * Partial public endpoint addition * Slight improvements * Wrapper improvements; still a few errors left in other packages * A lil Coinbase progress * Json cleaning * Lint appeasement * Config repair * Config fix (real) * Little fix * New public endpoint incorporation * Additional fixes * Improvements & Appeasements * LineSaver * Additional fixes * Another fix * Fixing picked nits * Quick fixies * Lil fixes * Subscriptions: Add List.Enabled * CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * Comment fix * Subsequent fixes * Issues hopefully fixed * Lint fix * Glorious fixes * Json formatting * ShazNits * (L/N)i(n/)t * Adding a test * Tiny test improvement * Template patch testing * Fixes * Further shaznits * Lint nit * JWT move and other fixes * Small nits * Shaznit, singular * Post-merge fix * Post-merge fixes * Typo fix * Some glorious nits * Required changes * Stop going * Alias attempt * Alias fix & test cleanup * Test fix * GetDepositAddress logic improvement * Status update: Fixed * Lint fix * Happy birthday to PR 1480 * Cleanups * Necessary nit corrections * Fixing sillybug * As per request * Programming progress * Order fixes * Further fixies * Test fix * Pre-merge fixes * More shaznits * Context * Sonic error handling * Import fix * Better Sonic error handling * Perfect Sonic error handling? * F purge * Coinbase improvements * API Update Conformity * Coinbase continuation * Coinbase order improvements * Coinbase order improvements * CreateOrderConfig improvements * Managing API updates * Coinbase API update progression * jwt rename * Comment link fix * Coinbase v2 cleanup * Post-merge fixes * Review fixes * GK's suggestions * Linter fix * Minor gbjk fixes * Nit fixes * Merge fix * Lint fixes * Coinbase rename stage 1 * Coinbase rename stage 2 * Coinbase rename stage 3 * Coinbase rename stage 4 * Coinbase rename final fix * Coinbase: PoC on converting to request structs * Applying requested changes * Many review fixes, handled * Thrashed by nits * More minor modifications * The last nit!? --------- Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> |
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Ryan O'Hara-Reid
|
4bbaf75d34 |
currency: Fix edge case in NewCode where all string characters are digits (#1593)
* add fixes and test * glorious: nits, privatise upper case field, add item field for case sensitivity for format checks, rm dead code. * fix potential panic * gk/glorious: nits * gk: nits and other things * improve commentary lol * glorious+gk: nits and improvements (with no sillyness this time) * Update currency/pairs.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitssssss * linter: fix * bye bye silly boy --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
|
facf291069 |
currency/exchanges: Add bespoke exchange translator and pair matching helper (#1556)
* currency: translation and matching pairs * Update exchanges/exchange_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix? * translation * fix cherry pick * gateio: translation for mbabydoge with 1e6 divisor * okx: add translation * cherry-pick: fix * glorious: todos * thrasher: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Samuael A
|
aeb4a87913 |
exchanges: Add Deribit exchange support (#1082)
* deribit implementation * add ws impll * cleanup * Update deribit_wrapper.go * Add missing endpoints * Fix config file * asset type update * Update code structure * Update authenticated private endpoints unit tests * Updating websocket * Updating websocket connection and subscription handling * Finishing up adding subscription push data * Adding websocket public endpoint * Adding WS endpoints * Adding websocket unit tests * Minor clean-up * Integrating websocket endpoints into the wrapper funcs * Updating exchange documentations * Fixing test issues * Code cleaning-up * fix test issues * Updating validations and logic errors * Updating wrapper issues * fix test issues * Slight test update * Unit test and code structure update * Update websocket tempos * Slight update on code structure * Minor update on unit tests * Update depending on review comments * Minor code fix and doc re-generating * Update on Candlestick wrapper functions * Minor updates * minor unit test updates * Minor updates on weboscket and unit tests * minor linter fix * codespell and rate limiter issues * single linter issue fix * adding rate limiter * Add ratelimiter to websocket conn and overall code update * fix websocket push data issue * Implementing missing wrapper function * Websocket fix * Minor update on missing endpoint and other * fixing websocket issues and cleaningup * Minor tempo fix * Minor linter issues * unit test update * Indexing error fix * Websocket connection fix * string formatting fix * Small fix on unit tests * fix minor json conversion issue * websocket and documentation update * websocket, wrapper and unit test updates * Documentation and unit tests update * Fix unit tests * wrapper fix for new change * Unit test fix * timestamp conversion and unit tests update * Minor instrument ID conversion fix * instrument formats and unit test update * formatting and unit test fix * config update * Updating websocket and adding the Spot support * Add small unit test fix * unit test and websocket handlers update * Linter issues fix * minor documentation and code update * Minor fix * added a wrapper func GetLatestFundingRates * Types, wrapper update, and unit tests * Minor config update * fix wrapper unit tests * Resolve all panic and wrapper test issues * minor unit test fix * fix issues and adding newly added endpoints * updates and added remaining endpoints with unit tests * Update unit tests using assert * Added missing endpoints and unit tests * Minor updates and clean-ups * Resolve tradable pair fetching panic * Mutex fix * Added Options assets test and minor fixes * subscription mothod updated * Remove misadded code lines * resolve websocket * Updating tests, types, endpoint methods and others * Added GetFuturesContractDetails and minor fix * fix linter issue * revert change on candlestic time * Added filters to candles * minor unit test and wrapper fix * Minor unit tests update * cahnge param key for GetOrderMarginByID * updating unit tests and resolve issues * Update websocket unit tests * Minor fix based on review * Revert unit test change * fix pair config issue * Added missing wrapper functions * Fix missing review changes * Fix options request pair formatting * fix AllExchangeWrappers test issue * Changes with unit test and wrapper based on the review * Fix to options reg-exp * wrapper functions fix * Update MaximumFundingRateHistory filter and minor fixes * Fix besed on review comment * Fix issues on review comment * linter fix * fix minor unit test issue * Fix unit test issues * Update trade order cancellation responses * fix config files issue * lint update config files * Update unit tests * Update return values and response handling * added missing endpoint and fixes based on review comment * toggle useTestNet back * Update cancel by label and other fix * fix forgotten cancel all response type * update CancelResp type * Fix unmarshaling error * updated websocket orderbook load issue * fix websocket lock and groups * Change Items to Tranche and fix linter issues * Fix orderbook issue * Update unit tests offline error handling, and endpoints argument and error handling * Contributors documentation update and change error return type * Updated unit tests based on review comment * Update unit tests and removed password change endpoint * Fix race condition * Update on tests, test pairs, and wrapper config * Update test tradable pairs loading * Update unit tests, fix linter issues, and update wrapper functions * remove credentials * Update test and fix authentication method and few authenticated endpoints * fix codespell issue * group the repeated currency code check to a func * added unit test for repeated pair check func * Added a base coin and related updates --------- Co-authored-by: E Sequeira <earncef@earncef.com> |
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Scott
|
b71bf1f3d1 |
exchanges/futures: Implement open interest (#1417)
* adds open interest to exchanges * ADDS TESTING YEAH * New endpoints, BTSE, RPCS, cached * slight design change, begin gateio You will need to get cached for each exchange that supports it * gateio, huobi, rpc * fix up kraken, cache retrieval * okx, gateio * finalising all implementations and tests * definitely my final ever commit on this * Well, well, well * final v2 * quick fix of bug * test coverage, assert notempty, test helper Added a new testhelper for currency management because its very annoying in a parallel test setting which wastes so much space otherwise * minimises REST requests for Open Interest * types.Number merge misses * Minimises Kraken REST calls * len change, value -> pointer receiver * further fixup * fixes gateio, batch calculates open interest * single gateio, lint const fixes * rejig and more thorough oi for huobi * formatting expansion * minor fix for handling expiring contracts * rm unused Binance strings * add bybit support, fix bybit issues * oopsie doopsie, dont look at my whoopsie * Fix issue, remove feature * move an irrelevant function for the pr * mini bybit upgrades * fixes cli request bug |
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Samuael A
|
fb6d12ac69 |
exchanges: Update Bybit exchange to V5 (#1301)
* Adding Bybit public endpoints * Completed adding market endpoints * Added trade endpoints * Adding position endpoints * completing position endpoints * Adding Pre-upgrade endpoints * Completed adding Pre-upgrade and Account endpoints * Added asset endpoints * Added user endpoints and unit tests * Adding spot leverage and margin trade endpoints * spot margin trade added * added spot-margin-trade, institutional lending, c2c lending, and broker * Adding wrapper funnctions * Working on wrapper public methods * Added wrapper functions and unit tests * Added websocket support with unit tests * Update websocket handlers and added rate-limiter * wrapper function, websocket handlers, and linter issues fixe * unit tests fixes and codespell correction * Update documentation * Minor websocket handling fix and URL consts merging * types, unit test other updates * Updated websocket and methods based on review * Added GetFeeByType method with unit test and fixes * add filter for Unified and Normal endpoints * Mock recording and unit tests update * minor linter issue fix * websocket and rest tests and fix * change asset types and wrapper methods update * rm: forgotten panic message * endpoints, websocket and unit tests update * Added and updated endpoints and unit test * linter and spell fix * unit test and orders update * Update on endpoints, fields, config pairs and formating, and unit tests * minor update on responses * Fix unit test and types * Unit tests, models, and wrapper issues fix and mock test recording * rm print statement * Fix issue, add FundingRate wrapper func, mock record * minor type and unit test update * Update on order handling and unit test * Minor test * Minor fix in wrapper * unit tests update, recording, and documentation update * Unit tests and minor wrapper function update * minor unit test fix * Added newly added endpoints, unit tests, and mock recording * Rename GetInstruments -> GetInstrumentInfo * doc update * Minor unit tests update * Minor unit test and wrapper update * Fix linter issue * Add unit test and minor updates * Revert websocket error declaration * Revert websocket error declaration * Balace --> Balance * Fix config issues * Added next funding time minor fix * Update GetLatestFundingRates and record mock test data * Added LatestFundingRate time * Fix test issue of TestAllExchangeWrappers * config pairs update * configtest spot pairs update * Minor update on options UpdateOrderExecutionLimits wrapper func * Linter issue fix and added new currency codes * Added new currency codes * Update bybit pairs in config_example * config assets pair format update |
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Scott
|
70690d9a04 |
futures: Implement GetLatestFundingRates across exchanges (#1339)
* adds funding rate implementations and improvements * merge fixes x1 * lint * kucoin funding rates func make * migrate sync-manager to keys * some kucoin work * adds some kucoin wrapper funcs * ehhh, todo * kucoin position * start of orders * adds the kucoin tests yay * multiplier * nits, EWS includes order limits * NotYetImplemented, IsPerp improvements, cleaning * lint, test fix, huobi time * fixes issues, improves testing * fixes linters I WRECKED * local lint but remote lint, lint, lint, lint * fixes err * skip CI * lint * Supported rates, binance endpoints * fixes weird mocktest problems * no, CZ is invalid * fixes some new EWS test errors |
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Scott
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7f0faf7850 |
futures: add GetFuturesContractDetails wrapper function (#1274)
* all in a days work * cleanup * cleanup for real, also stop it binance.json * minor coverage * adds gateio to the slurry * cleanup of types * verbose verbose verbose verbose verbose verbose * fixes huobi parsing issue * fix bybit contract identification * cleanup * merge fixes * addresses many big problems raised by SHAZ * tracking errors and fixes * funding rate if avail, fixes currency formatting * Addresses nits and sneaks in extra fixes * lint * minor fixes after rebase * better contract splitter for currencies like T-USDT * forgot to add the exchange name like a fool * merge fixes x1 * kucoin, direction, contract size * rn direction, fix kucoin time * WHOOPS * Update exchanges/kucoin/kucoin_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * misdirection --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Samuael A
|
6105071114 |
exchanges: Add Kucoin support (#1102)
* init * updates config * wrapper configuration * updates exchange readme * adds SendAuthHTTPRequest and SendHTTPRequest * adds ratelimit file * adds test case and minor fixes * improve error handling * update testcases and improve GetSymbols API * adds SPOT API's * minor fix * WIP * WIP * adds test case * adds check in test case * fixes in Auth. HTTP * improvements * adds trade, kline support and testcases * adds SPOT API and testcases for same * adds SPOT API and testcases * adds SPOT API and testcase * WIP * adds API's * adds API's * adds test cases * adds comment to exported data types * adds API and test cases * adds API * adds API * rearrange functions * WIP: adds API * adds API for Post Order SPOT * adds API and few fixes * fixes * WIP * WIP * add PostBulkOrder API and its test case * fix issues * adds cancel order APIs and test cases for same * add minor test fixes * add API * adds API * fixes * add API * adds API and test cases * fix test * adds API * adds test * fix test * adds API and test * adds deposit API and test cases * WIP * adds API and test cases * WIP * WIP * add public future API and test cases * WIP * remove v2 API and replace them with v1 * update test cases * adds future order API and test cases * adds futures order API * adds API * add API and test cases * adds API and test cases * adds API and test cases * adds API and test cases * Adding wrapper functions * Fix on wrapper function * Adding websocket support * Complete addressing WS push datas * Adding spot push data unit tests * adding futures websocket push data handlers * Adding futures websocket push data handlers * Added unit tests * Updating unit tests * Updating wrapper and unit test functions * Adding missing wrapper functions and code cleaning up * Resolved linter issues * Fixing websocket issues * Fixing websocket issues * Slight fix on config_example file * Minor update * Basic nits updates * Fix minor linter issues * Minor update * Minor unit test update * Minor unit test update * Code update and linter issues fix * Removed unnecessary type conversion codes * Monor update based on review comment * Fix based on review comments * Adding rate-limiter * Websocket update and overall minor fixes * Removed IsAssetTypeEnabled method implementation * Fix connection and formatting issues * Updating orderbook issues * Very minor label fix * Minor error returning fix * code cleaning up and minor spelling fix * Updates on unit test * Update on unit tests and slight code structure * unit test update * orderbook update and minor fix * fix on race * Mini linter fix * fix minor parameter and unit test issues * handler funcs and models update * Fixing websocket and unit test issues * order side string for active orders * Fix on websocket and unit tests * Minor type changes * Minor Orderbook fix and unit test update * Small fix on orderbook * Updating orderbook functionality * FIx on websocket orderbook handlers * Small update on kucoin websocket * fix missed review comments * fix based on review comments * Updating websocket orderbook and fixing unit tests * Minor fixes * unit test update * Updating unit test according to enabled asset type * toggle canManipulateRealOrders const * Unit test update * Fix minor issues * minor fix * documentation fix * wrapper coverage and unused params fix * testing and minor changes * documentation, websocket and unit test update * minor linter fix * Websocket spot/margin subscription update * minor ticker update fix * minor fixes on endpoints * timestamp and number convert method and unit tests * timestamp convert minor update * minor type and conversion fix * create a common timestamp convert and fix minor issues * linter and ticker fix * Updating unit tests and order placing endpoint methods * Added a pairs check * Fix config test error * rm unused error variable * Fix source of linter issue * code update: convert, wrapper and websocket fix * minor code update * Websocket code and unit tests update * Websocket ticker ask/bid type change and small error msg fix * docs update * fix: websocket orderbook handling * change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update * Minor func rename and reciever change * Minor orderbook unit test issue fix * comment: about why we used a random delimiter '-' for futures * update config files and FetchTradablePair func for futures pairs * futures config pairs update * remove ConnextionMonitorDelay from websocket setup * fix on types and futures pair conversion * updating config pairs * change NewPairFromString to DeriveFrom * unit tests update * unit tests update * Added TickerBatching * added GetStandardConfig to GetDefaultConfig --------- Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com> |
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Samuael A
|
9c83231696 |
exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints * Adding public endpoints * added public spot market endpoints * websocket subscriptions updates * websocket push data handlers completing * linter fix * Added funding private endpoints * Adding authenticated account endpoints * Added fiat and OTC-RFQ authenticated endpoints * trading authenticated endpoints * completing trade endpoints and add public wrapper endpoints * Authenticated wrapper functions and corresponding unit test * Adding authenticated websocket endpoint and fixing wrapper functions * Documentation and exchange websocket update * update websocket orderbook checksum handling * linter issues fix and unit test update * remove invalid orderbook endpoint and unit test * Documentation, handlers, and model types update * minot fix * Minor fixes * Updating unit tests and added missing endpoints * Add missing credential check * Minor unit test fixes * fix minor linter issue * add snaphot test unit test * Fix on update checksum and documentation update * update exchange, add UpdateOrderExecutionLimits, and update documentation * Minor fix on tickers fetching * Minor websocket fix and smaill unit tests * Minor websocket and naming fixes * uncomment default channels * Fix type and unit test issues * websocket channels and data handling update * Update Advanced-Algo websocket handling and minor fixes * documentation and minor code fixes * Fix name changes * documentation contribution update * intervalToString method update * fix exchange_wrapper_standard tests * Fix minor issues based on exchange_wrapper_standards_test * Fix wrapper extended candlestick check * websocket orders fetching error check method update * Exchange name check and change * docs: Add missing contributors --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Scott
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fcc5ad4551 |
exchanges/qa: Add exchange wrapper testing suite (#1159)
* initial concept of a nice validation tester for exchanges * adds some datahandler design * expand testing * more tests and fixes * minor end of day fix for bithumb * fixes implementation issues * more test coverage and improvements, but not sure if i should continue * fix more wrapper implementations * adds error type, more fixes * changes signature, fixes implementations * fixes more wrapper implementations * one more bit * more cleanup * WOW things work? * lintle 1/1337 * mini bump * fixes all linting * neaten * GetOrderInfo+ asset pair fixes+improvements * adds new websocket test * expand ws testing * fix bug, expand tests, improve implementation * code coverage of a lot of new codes * fixes everything * reverts accidental changes * minor fixes from reviewing code * removes Bitfinex cancelBatchOrder implementation * fixes dumb baby typo for babies * mini nit fixes * so many nits to address * addresses all the nits * Titlecase * switcheroo * removes websocket testing for now * fix appveyor, minor test fix * fixes typo, re-kindles killed kode * skip binance wrapper tests when running CI * expired context, huobi okx fixes * kodespull * fix ordering * time fix because why not * fix exmo, others * hopefully this fixes all of my life's problems * last thing today * huobi, more like hypotrophy * golangci-lint, more like mypooroldknee-splint * fix huobi times by removing them * should fix okx currency issues * blocks the application * adds last little contingency for pairs * addresses most nits and new problems * lovely fixed before seeing why okx sucks * fixes issues with okx websocket * the classic receieieivaier * lintle * adds test and fixes existing tests * expands error handling messages during setup * fixes dumb okx bugs introduced * quick fix for lint and exmo * fixes nixes * fix exmo deposit issue * lint * fixes issue with extra asset runs missing * fix surprise race * all the lint and merge fixes * fixes surprise bugs in OKx * fixes issues with times and chains * fixing all the merge stuff * merge fix * rm logs and a panic potential * lovely lint lament * an easy demonstration of scenario, but not of initial purpose * put it in the bin * Revert "put it in the bin" This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd. * re-add after immediate error popup * fix mini poor test design * okx okay * merge fixes * fixes issues discovered in lovely test * I FORGOT TO COMMIT THIS * nit fixaroonaboo * forgoetten test fix * revert old okx asset intrument work * fixes * revert problems I didnt understand. update bybit * fix merge bugs * test cleanup * further improvements * reshuffle and lint * rm redundant CI_TEST by rm the CI_TEST field that is redundant * path fix * move to its own section, dont run on 32 bit + appveyor * lint * fix lbank * address nits * let it rip * fix failing test time range * niteroo boogaloo * mod tidy, use common.SimpleTimeFormat |
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Samuael A
|
3eac6d12bd |
exchanges: Update GateIO exchange to V4 (#1058)
* Adding Public Endpoints and test functions * Adding public endpoints and test functions * Adding private spot endpoints * Adding private endpoints and corresponding tests for margin * Adding Margin Private endpoints * Adding cross margin and flash swap endpoints * Adding futures private endpoints * Adding futures private endpoints and corresponding tests * Adding Options and SubAccount endpoints and their unit tests * Adding Wrapper functions * Complete wrapper functions and corresponding unit test functions * Fixing wrapper issues and adding websocket functions * Update of Spot websocket and adding futures websocket handlers * completed futures WS push data endpoints * Completed Options websocket endpoints * Adding websocket support for delivery futures and slight update on endpoint funcs * Added Delivery websocket support and fix linter issues * Update on Unit tests * fix slight currency format error * Fix slight endpoint tempos * Update on conditional statements and unit tests issues * fixing slight tempos * Slight model and websocket data push method change * Fix unit test tempos and updating models * Fix on code structures and update on unit tests * Slight code fix * Remove print statements * Update on tradable pairs fetch eps * Fix websocket tempos * Adding types to websocket routine manager * Fix slight issues * Slight fixes * Updating wrapper funcs and models * Slight update * Update on test * Update on tradable pairs * update conditional statements * Fixing slight issues * Updating unit tests * Minor fixes depending review comments * Remove redundant method declaration * Adding missing intervals * Updating fetch tradable pairs * update tradable pairs issues * Addressing small tempos * Slight fix on ticker * Minor Fixes * Minor review comment fixes * Unit test and minor code updates * Slight code updates * Minor updates depending review comments * Fixes * Updating incoming message matcher * Fix missing merge issue * Fix minor wrapper issues * Updating ratelimit and other issues * Updating endpoint models and adding missing eps * Update on code structure and models * Minor codespell fixes * Minor update on models * fix unit test panic * Minor race fix * Fix issues in generating signature and unit tests * Minor update on wrapper and unit tests * Minor fix on wrapper * Mini linter issues fix * Minor fix * endpoint fixes and slight update * Minor fixes * Updating exchange functions and unit tests * Unit test and wrapper updates * Remove options candlestick support * Minor unit test and wrapper fix * Unit test update * minor fix on unit test and wrapper * endpoints constants name change * Add minor wrapper issues * endpoint constants update * endpoint url updates * Updating subscriptions * fixing dual mode endpoint methods * minor fix * rm small tempo * Update on websocket orderbook handling * Orderbook and currency pair update * fix linter and test issues * minor helper function update * Fix wrapper coverage and wrapper issues * delete unused variables * Minor fix on ReadData() call * separating websocket handlers * separating websocket handlers * Minor fix on enabled pair * minor fix * check instrument availability in spot * create a separate subscriber for sake of multiple websocket connection * linter fix * minor websocket and gateio endpoints fix * fix nil pointer exception * minor fixes * spelling fix decerializes -> deserializes * fix Bitfinex unit test issues * minor unknown currency pair labling fix * minor currency pair handling fix * slight update on GetDepositAddress wrapper unit test * setting max request job to 200 * fixing numerical and timestamp type convert * fix value overflow error * change method of parsing orderbook price * unifying timestamp conversion types to gateioTime --------- Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local> |
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Ryan O'Hara-Reid
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7b958d2c05 |
currency: boost retrieval speed when calling currency.NewCode() (#1014)
* currency: optimization pass * currency: reimplement and fix tests and run benchmark comparison * Update currency/code_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Adrian Gallagher
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68588560e3 |
CI: Bump go version, linters and fix minor issues (#1010)
* Bump golang, golangci-lint versions and fix issues * Add -fno-stack-protector * Fix AppVeyor golangci-lint ver * Nitters * Nitters round 2 |
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Ryan O'Hara-Reid
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11da520dc8 |
Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Adrian Gallagher
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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 |
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Adam
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81249646da |
exchanges: API coverage improvements and helper functions (#681)
* improved functions and new helper functions * bitfinex margin info func * small rate change * rate changes * adding some currencies for margin funding translation * adding index candles * added test * slight improvement in params * time func * orderbook helper avgprice func * broken test + removing some tlogs and prints * adding test cases * error fix * remove unused * another unused * shazbert changes * wip * bitfinex func and more nits * final shazzy nits * most shazzy nits * few prior requested changes * shazbert nits final WIP * shazbert changes * minor linter issue * unused val * glorious changes * more verbositiy improvements * quick changes * unused remaining amount oops * thrasher changes * reverting changes that were only for testing purposes and bymistake pushed up * bfx shadow dec + huobi fetch tradable pairs formatted so as to return config format for ease of comparison and requests * more linters * glorious final nits wip * formatting tradable pairs for different asset types + remove println * glorious changes |
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Adrian Gallagher
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f234726382 |
FTX: Add REST staking and basic subaccount functionality (#692)
* Add FTX staking, missing margin APIs and basic subaccount support * Fix backtester tests and add optional subaccount support to exchange_wrapper_issues tool * subAccount to subaccount * Fix TyPo * Expand test coverage * Address nitterinos * Fix typos * Remove unusued error type |
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Rocky Yang
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0e7d530c71 |
Binance/proxy: Several fixes (#678)
* Binance: REST respect proxy variable * Binance: add rest API functionality * margin account * move accountInfo to authenticated endpoints * myTrades endpoint (not yet implemented) * add BUSD (available in Binance) to currencies enumeration * Binance: websocket fix * like REST, websocket dialer respects HTTP(S)_PROXY env vars * handle situation when orderbook buffers websocket depth updates, the check on FastUpdateID and FirstUpdateID is done right before WebsocketDepthStream gets staged in orderbook manager's buffer channel. The assertion is this depth's FirstUpdateID should equal (last depth's LastUpdateID + 1) * Binance: add Margin account test case * Binance: fix typo in MarginAccount, add more fields * Binance: margin account holdings bookkeeping * Binance: add rest API functionality * spot historical trades (public), needs API key in header * change how margin account holdings are accounted in accordance with the PR * Binance: use websocket message timestamp as orderbook update time * Binance: * fix mock test TestGetHistoricalTrades * comment exported types * Binance: fix linter issue * Binance: add a lock to prevent orderbook test race |
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Adrian Gallagher
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b30d79b52d |
Gemini: Fix pair handling and upgrade websocket connection for public market data (#644)
* Fix Gemini pairs * Overhaul websocket for marketdata v2 * Code cleanup + returns * Address shazbert's and glorious's nits * Go mod tidy |
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Adam
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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 |
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Ryan O'Hara-Reid
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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 |
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Adrian Gallagher
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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 |
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Ryan O'Hara-Reid
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0c5d75b22c |
(Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed * removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests. * add in string * explicitly throw away return error value * atleast return the error that websocket initialise returns * return error when not connected * fix comment * Adds comments * move package declarations * drop append whenever we call supported * remove unused import * Change incorrect spelling * fix tests * fix go import issue |
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Adrian Gallagher
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da81ea6c08 | Merge branch 'master' into engine | ||
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Scott
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ccfcdf26aa |
Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort * Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features * update existing feature lists. Expands list definition to match my emotions * Adds bithumb bitmex and bitstamp. adds a couple more types * Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini * Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb * Who can forget good old alphapoint? * Adds btcmarksets websocket :glitch_crab: fixes alphapoint features * Adds extra data not in the documentation :/ * Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet * Removes import cycle via duplicate structs. * Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary * Increase coverage in code.go * One way of determining a test has failed, is when to it fails. Removed redundant explanation * Increases code coverage of conversion * Lint fixes * Fixes orderbook tests * Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook * Secret lints that did not show up via Windows linting * Adds protocol package to contain exchange features * Fixes protocol implementation * Fixes ws tests * Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have * imports and casing * Fixes two more nil error checks |