Commit Graph

8 Commits

Author SHA1 Message Date
Adam
504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00
Scott
12263997c0 Bugfix: Submit/Cancel order scripting errors + Ordermanager GetOrder & CancelOrder improvements (#584)
* Fixes Submit and Cancel order functions for scripting. Adds tests to ensure that wrapper functions actually execute as expected. Adds more coverage. Fixes a few other tests

* Fixes issues

* Simplifies tests

* Update cancel order to properly cancel an order. Adds example script. Adds sweet tests.

* Fixes bad test setup for cancelling orders

* Adds new order manager GetOrderInfo function to call the wrapper function and then store it in the order manager

* Addresses order concerns

* LOWERS THE CASE OF ALL EXCHANGE NAMES BECAUSE ORDER MANAGER NEVER CARED ABOUT CASING OR YOUR FAMILY

* Removes asset and currency requirement from cancelling orders via validation test

* Fixes old cancel order assumptions that had requirements for currency and asset

* Moves all the logs and events to the dedicated Cancel function instead of exclusively doing it in CancelAllOrders

* Adds more detail logging. Fixes lbank fee test

* Addresses comms manager issues

* Removes go routine for pushing events. Better to let them fail
2020-10-27 17:05:43 +11:00
Vazha
fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00
Ryan O'Hara-Reid
4e828a8124 (Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference

* Fix portfolio withdraw tests

* Add nil protection in validator method to reduce prospective panics and for future outbound checking

* Updated tests

* ch order var to not ref package

* rm comparison

* Add order ID validation check

* Add exchange name validation check

* Add in test details

* fix tests

* fix linter issues

* linter issues strikes again

* linter rabbit hole

* Addr nitterinos

* Add validation variadic interface to define sets of functionality check POC

* didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be

* add coverage

* Add validation method options for exchange wrappers and abstracted validation into its own package

* Add validation code for structs in exchange template generation

* remove extra validation call as this is done in wrapper

* fix niterinos for examplerinos

* Add template to documentation tool and regenerated documentation

* Addr niticles

* Fix tests due to validation update

* Add more validation checks for modify/submit orders

* update tests

* fix more tests

* Add asset type to submit variable in tests and rpc call. Regen funcs.

* Add field to modify struct in tests

* applied field asset to cancel struct across project

* fix woopsy
2020-10-02 13:36:01 +10:00
Adrian Gallagher
9f775ca952 Indicators: Add support for correlation coefficient (#519)
* Add support for correlation coefficient code

* Bump ta depends

* Bump gct-ta depends version
2020-06-23 17:49:08 +10:00
Ryan O'Hara-Reid
0adf39de35 Update to GCT script library (#496)
* * Adds script link to GCT logger package
* Adds ability to save data as csv via script

* addr nits

* go mod tidy

* add glorious suggestion

* rm unused function

* fix linter issues

* clean up some issues

* Add in configuration fields to object for reflection to the csv file

* RM line :D

* address nits

* update to check for target already being set and add more test coverage

* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs

* fix whoopsie

* linter issues

* purge getter methods

* Added glorious suggestion

* go mod tidy after merge

* niterinos
2020-05-14 11:05:46 +10:00
Andrew
70615279bd (GCTScript) Add technical analysis support via script bindings (#467)
* added mfi and example

* renamed to moving average

* converted to array return type and added obv and mfi

* started work on test coverage

* test coverage added for rsi & mfi

* test coverage added for all indicators removed go mod replace moved to append helper method

* moved all indicators to new appendTo and increased test coverage

* added additional test and bumped go-talib to latest commi

* go.mod update

* linter fixes

* go mod clean up

* small fixes

* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding

* testing new structure of passing full ohlcv data

* started linking ohlcv to gctscript

* OHCLV link up completed reworking passing back to indicators started

* OHCLV link up completed reworking passing back to indicators started

* added test coverage for tofloat

* linter fixes (gofmt)

* removed unused value

* improved test coverage

* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const

* removed unused value

* first round of changes addressed

* all indicators have been split with packages named after each indicator and a new calculate() method added

* linters

* fixed tests

* added check to check ta is running in validator for uploading

* Added test data for OHLCV testing new indicator interface for wrapper

* typed const to float64

* reworked validator data to generate previous timestamps

* rewored macd to return slice of array

* adding bbands linking and example

* why didn't this pick it up before :D

* bumped up total number of modules for test

* moved parseIndicator to exchange added comments

* test coverage added for ParseMAType & ParseIndicatorSelector

* gofmt

* WIP changes

* updated tests for bbands  & obv bumped to latest go-talib

* move multiple use strong to const

* reverted rpc.pb.go to master

* added 4w option

* removed selector from obv as unneeded

* improved test coverage and reworked all indicator methods on how they pass errors back

* order incoming OHCLV data

* revert go.mod

* removed verbose toggles

* added spot asset type

* removed 4w as its unused/uncommon

* renamed

* reworked further tests

* converted all examples to use coinbasepro for consistency

* updated all date ranges to 2019 + 6 months

* backported binance OHLCV wrapper from #479

* removed o

* rounded numbers

* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D

* Migrated to gct-ta library

* Corrected test import

* wording changes on test

* removed TA lib from go.mod

* PR changes addressed

Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage

* removed pkg folder

* bumped gct-ta version

* gct-ta version bump
2020-04-24 15:36:49 +10:00
Andrew
f6fd94ea69 Engine: Scripting support (#383)
* WIP

* updated appveyor and increased deadline 5 seconds due to increased linters being added

* revert files to upstream/engine

* WIP

* WIP

* mod file changes

* added script manager

* Added manager/and cli interfaces to scripting

* Added script task handler

* WIP - Added timer/repeat support and fleshed out wrapper further

* autoload support added + WIP

* WIP commit

* added account balance info

* btc markets temp work around

* WIP - merged with upstream for new order package BTC Markets responses broken

* Cancel order wrapper WIP

*  order wrapper update

* Added test coverage for VM

* moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts

* added override to load/execute for path

* fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands

* increased test coverage for packages

* Added docs cleaned up tests and example scripts

* Test coverage increased for module/gct/exchange package

* windows fixes

* merged upstream/engine

* WIP

* logger fixes - removed pointer to bool check removed duplicate test check for logger

* remove unused mutex

* added inital upload support

* fix linter issues for go-fmt

* added zip support for uploading and added base for fund withdrawing

* changed error return types and also log errors, fix zip path issue

* improved error outputs and code flow

* pairs response fix added protobuf defs for stop all and list all

* added stop all running scripts general clean up and moved across to OrderManager

* linter fixes (gofmt)

* added list all command

* rewrote zip handler to be cleaner also fixed file overwrite on upload

* added query command reworked tests

* added further error checking to compileandrun corrected use of pointers for accountinfo

* bumped tengo version

* Removed named returns reworded log messages removed unused falseptr

* WIP

* Added virutal machine limit improved config options

* added model for script event added upload validation

* script_event table has been completed, tests for wrapper functions implemented

* README updates

* reverted changes opened new PR to move withdraw struct outs

* intial work on adding withdraw support after merger of withdraw package

* started work on examples

* Added crypto withdraw support

* fix switch case assignment and gofmt project

* Reworking Fiat withdraw request pending #402

* removed double pointer call

* added withdraw support for fiat  currencies

* added tests for withdraw methods increased readme

* removed local tengo require and also fix linter issues

* Added default log size const added basic test for invalid script execution

* First pass at moving wrapper to validator package to allow proper validation of uploaded scripts

* Added script details to README added config test added test for no file extension

* moved tests to const and fixed incorrect pathing

* added test coverage to withdraw package

* corrected file close handling

* point to included configtest.json

* extended validator support when a script is uploaded

* Bug fix on bool logic

* Added mutex

* Don't create autit events on test execution

* reverted common to master

* moved file rename to unix timestamp format

* converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob

* started work on autoload add/remove support

* First round of PR fixes (mostly commented exports)

* Moved GCTScript load to last, removed unneeded error from cleanup()

* Comment clairty for AuitEventID

* added autoload add/remove command to cli

* added tests for autoload

* Test updates for Exchanges

* linter fixes (gofmt)

* Removed double check of engine pointer

* remove possible nil pointer on GetSpecificTicker

* Fixed not closing file handler on write that causes archive removal to fail

* file handler Close clean ups

* corrected spelling on error return and return invalid name n autoload

* moved strings to cosnt moved bool pointer creation to convert package

* new zip extractor added

* Validation has been added to archive uploads

* removed shadow var on err

* added ok check to conversion

* converted condition check

* basic test for zip extract added

* new zip handler

* reverted back to old atomic loading system

* removed shadow err

* lets add a new line

* added space to error return

* command line toggle for script now works properly

* readme updated

* set configLoaded to true

* check for configLoaded condition

* added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled

* linked up to enable/disablesubsystem commands

* added start/stop example to readme

* reworked logic on test as check should be done on Load()

* updated to tengo v2

* linters

* lower time on ntp client to stop slippage

* remove all fails if any fail validtion from an archive

* remove vm from list if timer is invalid

* removed shadow on err

* remove config creation from NTPCheck test

* WIP testing DB changes

* add unique constraint

* WIP: created has many model

* linters run

* basic sqlite3 support added for new database format

* linters run

* Added test coverage for script repo

* removed unused print

* updated env vars for CI instances

* updated env vars for CI instances

* Updated test packages

* Test updates for postgresql

* removed invalid tests from postgres

* remove duplication of struct and improved code flow

* general cleanup

* wording changes on log output

* use databasemgr logger and add support for autoload without file extension

* corrected test naming

* return correct error

* return correct error again version 82

* store scriptdata on creation

* Hello

* Errorln -> Errorf

* Removed unused vars

* Read me updates

* testing without parallel

* comment on exported type

* added nil check against VM for test

* add debugging information

* gofmt

* remove verbose and data sent to channel

* Added debug information

* linter fixes (gofmt)

* remove unused CompileAndRun() call

* test sleep to see if issue is timing related

* semi-concurrent map fixes

* one day i will run gofmt or setup precommit hooks

* new line :D

* increased test coverage

* added correct sleep time

* Moved over to sync map

* linter fixes (gofmt)

* goimports

* moved VM related methods to vm.go

* new line at end of file

* trying increased timeout on golangci-lint for appveyor

* add debugging information

* removed timeout

* reworked timeout logic

* linter fixes (gofmt)

* increased test coverage

* increased test coverage

* one day i will run gofmt or setup precommit hooks

* removed unused exchange test

* increased golangci-lint timeout

* Added nil check on shutdown and test coverage for it lowered timeout back to 1:30

* reworked ID system

* removed script hash as it was unused

* added comments on exported methods and read me update

* reorder code

* removed to atomic.value for test execution flag

* increased test coverage

* move add further up execution

* point to correct script file
2020-01-23 13:54:04 +11:00