Commit Graph

366 Commits

Author SHA1 Message Date
Adrian Gallagher
b178dd2c1d Linter fixes 2019-08-08 23:02:27 -07:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Adrian Gallagher
2078ba907f Update URLs for transfer into org repo (#338)
* Update URLs for transfer into org repo

* Update codecov, travis and othe remaining links

* Update appveyor paths
2019-08-09 11:50:39 +10:00
Scott
e209d85d0d Websocket request-response correlation (#328)
* Establishes new websocket functionality. Begins the creation of the websocket request

* Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work

* Successfully moved exchange_websocket into its own wshandler namespace. oof

* Sets up ZB to use a round trip WS request system

* Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation

* Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions

* Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages

* Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano

* Adds GateIO id support

* Adds Coinut support. Prevents nil reference error in constatus when there isnt one

* Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see.

* Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages

* Starts testing. Renames files

* Adds tests for websocket connection

* Reverts request.go change

* Linting everything

* Fixes rebase issue

* Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type

* Final final commit, fixing ZB issues.

* Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines

* Fixed string conversion

* Fixes issue with ZB not sending success codes

* Fixes issue with coinut processing due to nonce handling with subscriptions

* Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests

* Removes unused interface

* Renames wshandler.Init() to wshandler.Run()

* Updates template file

* Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking

* Fixes two inconsistent websocket delay times

* Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests

* Updates exchange template to set and use default websocket response limits
2019-08-07 15:15:01 +10:00
Adrian Gallagher
e8c9a9a2a4 Minor linter/test fixes after merging master 2019-08-06 16:08:52 +10:00
Adrian Gallagher
f061bfee20 Merge branch 'master' into engine 2019-08-06 15:26:29 +10:00
Morten Sørensen
3f71050881 Bitmex compare initial orderbook snapsnot insensitive (#331) 2019-07-31 15:58:20 +10:00
Scott
eb07c7e495 Implements endpoint GetAggregatedBalance for Hadax too. (#330) 2019-07-19 09:00:54 +02:00
Yunseok
e0aea96a5c Add Huobi GetAggregatedBalance api (#329)
Add Huobi GetAggregatedBalance api that returns the balances of all the
sub-account aggregated.

See also
  - https://huobiapi.github.io/docs/spot/v1/en/#get-the-aggregated-balance-of-all-sub-accounts-of-the-current-user
2019-07-18 05:10:30 +02:00
DirectX
4222b327c6 Fixes to OKEX and Binance WS trades data mapping (#326)
* Fixes to OKEX and Binance WS trades data mapping

* Small improvement using semantic time.Milliscond unit

* gofmt -s file
2019-07-15 13:36:18 +10:00
Adrian Gallagher
db7aa5df65 Merge branch 'master' into engine 2019-07-07 06:06:30 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
Scott
5b270f5ec9 Adds support for kraken websocket 0.2.0 (#324)
* Adds support for kraken 0.2.0

* Updates Kraken websocket logs. Removes commented out code

* Runs gofmt a second time
2019-07-05 06:02:55 +10:00
Adrian Gallagher
7112a89491 Add orderbook calculator and verify func 2019-07-04 07:22:12 +10:00
Adrian Gallagher
7dbfcb311c Config: Check asset type when obtaining pair format 2019-06-27 13:58:12 +10:00
Adrian Gallagher
6de0606d55 Add order validation test code and use GetPairFormat where necessary 2019-06-25 17:44:46 +10:00
Adrian Gallagher
1daaa66830 Engine changes
Add addr helpers (will be split off into own package)
Engine status updates (log and data dir display)
Use GetPairFormat for various exchanges instead of calling the config
QA fixes
Implement GCTRPC exchange deposit address handling
2019-06-24 17:38:11 +10:00
Adrian Gallagher
9ff4471a45 Merge branch 'master' into engine 2019-06-21 18:10:55 +10:00
Scott
3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00
Adrian Gallagher
4a41c5cff3 Merge branch 'master' into engine 2019-06-17 14:36:06 +10:00
Adrian Gallagher
67a58a10bd Fix ticker empty err and improve test/consistency for orderbook/ticke… (#317)
* Fix ticker empty err and improve test/consistency for orderbook/ticker pkgs
2019-06-17 13:43:13 +10:00
Ryan O'Hara-Reid
20c24601fb Asset update to fix minor stutter (#316) 2019-06-17 09:02:07 +10:00
Adrian Gallagher
2ad808e70c Daily engine improvements:
New GetExchangeOTPs API
CLI validation
Standardised pairs for GCTCLI
Expand test coverage
Trim SMS global from name is len > 11
Linter fixes
2019-06-11 17:02:00 +10:00
Adrian Gallagher
f777e68716 Engine improvements 2019-06-10 20:02:09 +10:00
Adrian Gallagher
04c7c4895f Split common package more and QA 2019-06-07 20:52:44 +10:00
Adrian Gallagher
cbd3e7bacd Order manager changes 2019-06-07 17:52:53 +10:00
Adrian Gallagher
26795508ff Merge branch 'master' into engine 2019-06-06 14:57:32 +10:00
Adrian Gallagher
92d798ef2a BTCMarkets: Fix order JSON unmarshal response (#314) 2019-06-06 11:37:54 +10:00
Adrian Gallagher
3010b62ac1 Use string.EqualFold where necessary 2019-06-04 17:27:00 +10:00
Adrian Gallagher
e965e54e09 Split up common.go, file path fixes and much more 2019-06-04 17:04:32 +10:00
Adrian Gallagher
8c62316e82 websocket QA 2019-06-04 14:34:00 +10:00
Adrian Gallagher
6ebafb0f33 Merge branch 'master' into engine 2019-06-04 12:25:40 +10:00
Adrian Gallagher
d639f6e4a6 Ignore gocryptotrader binary on macOS/Linux builds
Also fix go fmt issues
2019-06-03 00:48:33 -07:00
Adrian Gallagher
8048962b60 Remove BTCC exchange 2019-06-03 17:17:17 +10:00
Adrian Gallagher
94ac7c917d Huobi/Hadax: Update test symbol to fix tests 2019-06-03 17:00:34 +10:00
Ryan O'Hara-Reid
a80acb16de General fixes for CancelAllOrders exchange wrapper function (#313)
* General fixes for CancelAllOrders

* Fix error shadowing issue

* Initialise order status map and rm reduntant initialisations
2019-05-31 16:06:10 +10:00
Adrian Gallagher
39718b7f01 Merge branch 'master' into engine 2019-05-29 11:15:50 +10:00
Ryan O'Hara-Reid
e8bc3b5e76 Bump golangci-lint version to 1.16.0 (#311) 2019-05-27 14:10:54 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00
Adrian Gallagher
53964aadf5 COINUT: Fix SendHTTPRequest authenticated requests (#308) 2019-05-22 17:03:35 +10:00
Andrew
506d6011c2 Bitstamp: Websocket API upgrade to v2 (#307)
* Subscribe/Unsubscribe methods added

* migration to v3

* removed orderbook from rest

* WsUpdateOrderbook updated to reflect changes to v2

* Added comment for exported func

* removed logging

* unexported structs that are not used globally moved seed to own function

* unexported functions not used outside package

* Support reconnection message from bitstamp

* moved from range key/val

* using ticket.Spot instead of string

* Seperated out WsReadData & WsHandleData to allow for better testing of websocket messages

* ah should continue to next iteration and not break execution on json decode

* code formatting clean up

* reworded connection message

* return out of method instead of just breaking loop

* formatting changes and replaced SPOT with ticket.Spot type
2019-05-22 15:46:55 +10:00
Vadim Zhuk
c08222699c Huobi/HuobiHadax/Binance: Fix GetActiveOrders orders date (#304)
* fix balance responce

* Fixed OrderHistory unmarshalling on the GateIo

* fix int convertation in the GetOrderHistory function

* fix issue on order submit : Binance exchange raw response: {"code":-1102,"msg":"Mandatory parameter 'timeInForce' was not sent, was empty/null, or malformed."}

* Okgroup: fix issue on empty notional GetSpotOrderResponse

* Okgroup: fix issue with empty order status. order start is required for orderHistory request

* HUOBU: fix order currency mapping in GetActiveOrders method

* OKGroup: fix currency name on GetAccountInfo

* ZB: fixed wrong error code on order send method

* OKGroup: add missing fields to GetActiveOrders mapping

* huobi: add missing fields to GetActiveOrders/GetOrderHistory response mapping

* gateio: add order status field to GetActiveOrders response

* gateio: fix orderId on SubmitOrder response

* - poloniex: fix 422 on private API call
- poloniex: fix empty order history

* - poloniex: fix 422 on private API call (revert)

* GateIo: Fix unmarshalling issue

* Huobi: removing redundant breaks

* Huobi: fix rangeValCopy in GetActiveOrders/GetOrderHistory methods

* - poloniex: fix 422 on private API call

* Revert "- poloniex: fix 422 on private API call"

This reverts commit 4748227a

Took 39 minutes

* Replace nonce increment with mutex to atomic incrementation

Took 20 minutes

* Fix ZB order unmarshaling

Took 6 minutes

* Fix CancelSpotOrderResponse unmarshaling on OKGroup

Took 2 minutes

* fix OrderDate on huobi

Took 3 minutes

* fix OrderDate on binance

Took 1 minute

* fix OrderDate on huobihadax

Took 24 minutes
2019-05-22 08:23:51 +10:00
Scott
08542b6ef7 WS test improvements (#303)
* Improves okgroup and kraken websocket tests so there is less overhead required

* Fixes declaration shadowing

* Fixes duplication

* Switches error to fatal for wsconnection problems in test.
2019-05-20 10:32:39 +10:00
leilaes
46267e5975 Add missing close file and missing stop ticker (#300)
* Add missing close file and missing stop ticker

* Defer close file after checking error

* Update exchange_template.go
2019-05-17 11:17:35 +10:00
Scott
6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00
Andrew
5bce701d43 Add httputil.DumpRequestOut & httputil.DumpResponse to SendPayload (#298)
* First pass adding DumpResponse

* WIP

* Added httpDebug flag to SendPayload

* anx -> coinbase converted

* HTTPDebug flag added to all exchanges

* Updated Alphapoint:

* reworded error message

* Corrected itbit and huobihadax sendpayload

* Removed setting of default value

* don't return body for response as we already get this in verbose mode

* body is now included based on verbose setting

* WIP

* Due to issues with DumpResponse and gzip decoding use raw response from exchange for body output Also adds gzip decoding back as bug fix for OK group exchange

* removed additional new line

* Added URL path to dumpbody display as well
2019-05-16 13:46:28 +10:00
Adrian Gallagher
166761454f ZB: Change API URL to .cn host as the .com one is down 2019-05-16 10:49:48 +10:00
leilaes
cdab89a58a Replace a zero-length, non-nil slice with a nil slice (#299)
* Replace a zero-length, non-nil slice with a nil slice

* Update codelingo.yaml
2019-05-16 10:19:08 +10:00
Andrew
07216a4422 Gateio expand wrappers, websocket and bug fix (#291)
* Added fix for balances as GateIO returns object or array depending on if you have any balances

* Adds GetOrderInfo function for REST API

* Correctly assign WebsocketURL

* Adds websocket auth support to GateIO

* reverts Host changes

* unexported getbalance and signin

* Add WsGetOrderInfo to retreive information on a set order

* unexport wsGetOrderInfo

* renamed freeze to locked to match rest interface

* Removed old logging

* Added detailed error messages and testing disabling auth api support if WS auth fails

* Removed old code for nonce

* reworked GetOrder to return an error if no order is found

* gofmt tests

* removed unneeded event from websocketresponse

* fixed casing on websocket

* Fixed condition
2019-05-13 13:21:39 +10:00
Ryan O'Hara-Reid
8279a036c2 Connection checker update (#294)
* Adds logic to ensure nothing proceeds a connectivity check and adds tests

* Adds waitgroup to verify monitor routine startup before shutdown is called thus eliminating race condition

* fix func desc and test func naming convention

* Add invalid address check

* Fix race condition for okgroup on wait group when instant shutdown called

* Fix fmt issue with gofmt
2019-05-13 12:02:39 +10:00