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https://github.com/d0zingcat/gocryptotrader.git
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b71bf1f3d19c067cdeb6e764e918b62dfab079fe
66 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
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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Scott
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5f2f6f884b |
Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init * surprise train commit * basic distinctions * the terms of binance are confusing * renames and introduction of allocatedMargin * add new margin funcs * pulling out wires * implement proper getposition stuff * bad coding day * investigate order manager next * a broken mess, but a progressing one * finally completes some usdtmargined stuff * coinMfutures eludes me * expand to okx * imports fix * completes okx wrapper implementations * cleans and polishes before rpc implementations * rpc setup, order manager features, exch features * more rpc, collateral and margin things * mini test * looking at rpc response, expansion of features * reorganising before the storm * changing how futures requests work * cleanup and tests of cli usage * remove silly client side logic * cleanup * collateral package, typo fix, margin err, rpc derive * uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR * fix binance order history bug * niteroos * adds new funcs to exchange standards testing * more post merge fixes * fix binance * replace simepletimeformat * fix for merge * merge fixes * micro fixes * order side now required for leverage * fix up the rest * global -> portfolio collateral * Update exchanges/collateral/collateral_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * adds fields and todos * rm field redundancy * lint fix oopsie daisy * fixes panic, expands error and cli explanations (sorry shaz) * ensures casing is appropriate for underlying * Adds a shiny TODO --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Scott
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471f4f21c4 |
Binance,OKx: Implement fetching funding rates (#1239)
* adds basic groundwork for rates on binance * more into rates on binance * rm redudant redundancy, add payments * mini commit before merging with testnet ability branch * changes function signature and fixes resulting build * gets billing data too * funding rates package, features use, testnet reimpl * new endpoint, refinements and tests * cli fix, rpc impl, testing, payments * fixups from looking at code * typo fix * niteroos * merge fixes * adds test, fixes cli issues * woah nelly |
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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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Ryan O'Hara-Reid
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b20cf75d13 |
sharedtestvalues: Add helper functions and implement throughout exchange tests (#1163)
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising. * exchanges: fin test impl. * linter: fixes * exchange_template: fix test * allocate so it doesn't make a panic at the disco * glorious: nits * glorious: nits * Update exchanges/sharedtestvalues/sharedtestvalues.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/sharedtestvalues/sharedtestvalues.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: shhhh --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
|
d23898e63a |
engine: Adds shutdown method to exchange manager and unload all exchanges when engine is stopped (#1112)
* engine: shutdown and unload exchange when engine is stopped * linter: fixes * engine/exchMan: add nil check * engine/exchanges: add shutdown method to exchanges, rm len check lock not needed, expanded code coverage, address some nits * exchMan: report all failed shutdowns across exchanges, implement timer and monitoring routines. * exchMan: improve shutdown sequence and aloc. * further improvement * exchman: log from warn to error * websockconnection: Suppress error return when closure is caused by library * linter: fix * fix racies * add note on why not parallel tests * glorious: nits * spelling kween * thrasher: nits * engine: change print of setting using reflection, I keep forgetting to implement this so program around forgetfulness * engine/exchange_management: remove wait group and just rely on intermediary lock * glorious: nits * Update common/common.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> --------- 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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e44ae3d75f | exchanges: Remove LocalBitcoins and fix Bybit tests (#1142) | ||
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Adrian Gallagher
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c785ae73a7 |
exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX * Get tests happy again * okx: improve logic and add basic coverage * Fix linterino * Round 2 plus rm useless assignment in test * Fix exchange_wrapper_issues test error * Fix nitters * Address nitters |
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Ryan O'Hara-Reid
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05558aabfb |
bitfinex: fix potential panic caused by wrapper issues cmd (#1118)
* bitfinex: fix potential panic caused by wrapper issues cmd * bitfinex: add tests and disallow empty base, empty quote is fine. * rm quote check Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
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83cfefa45c |
kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing * Ideas * kline: deploy builder functionality across GCT * exchanges: implement across gct * exchanges: Add tests and fix implementations before kline package testing and veri. * kline: Add tests and start to fix ConvertToNewInterval * kline: fix ConvertToNewInterval add tests * kline: complete overarching tests now on to exchanges * kline: finish exchange tests and implement limits * exchanges: more fixes * linter: fix * engine: fix tests * kraken: fix recent trades and other fixes * zb: fix tests * bithumb: fix empty insertion * kline: refactor/optimize CreateKline function * kline: remove the mooos! * kline: prealloc CalculateCandleDateRanges * linter: fix * exchanges: prealloc extended * fix whoopsie * reverse fix because this is a whoopsie * okx: fix risidual issues * linter: fix * kline: initial nits from @gloriouscode * kline: rename builder -> request and cascade change * linter: fix + test * kline: update forced alignment on start and end times when CreateKlineRequest is called. * nits: more more more * NITS: Addressed * tests: fix race issue * Update exchanges/kline/request.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting * kline: Add params start and end to addPadding() to insert blanks in between block * kline: remove test comment code as it's not needed anymore * kline: fix lint and test * kline: sort slice without extra bool check every iteration * okx: fix issues with timeing and candles and such from niterinos & address typo * Update exchanges/kline/kline.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: niterinos * Update exchanges/poloniex/poloniex_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits now onto conflicts YAYA!!! * Update exchanges/exchange_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits again * thrasher: nitters * thrasher: niterinos - adds partial flag for incomplete recent candles and fetching. * kline: rm fmtizzle packageizzle * glorious: nitters * glorious: more niterinos * fix last niterinos Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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e4d487e586 |
exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093)
* exchanges: FetchTradablePairs currency pair slice return (1) * exchanges: finish conversion * thrasher: nits + linter * exchanges: shift var dec into for loop * exchanges: Apply changes thanks @thrasher- * Update exchanges/alphapoint/alphapoint_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitters * Update exchanges/bitflyer/bitflyer_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: fix more nitters Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Samuael A
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2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
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Ryan O'Hara-Reid
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f843b7d277 |
exchange: upgrade UpdatePair method (#991)
* exchange: upgrade update pair * exchanges: Add enabled string matching and format handling if discrepency is found. * linter: fixes * bithumb: fix tests * BTSE: api change fix ordering * huobi: fix tests * gloriousnits: stage 1 * gloriousnits: stage 2 * currency: more nits * bitmex: add spot and process pairs before currency package call. * bitmex: finished correct orderbook matching and other implementations * linter: fix issue * currency: Fix linter * currency: segregate and protect pair store, update tests * currency/manager: clean code, rm log output * currency: Add store method and make sure formatting stays nil if not stored. * gct: check errors * engine/websocketroutineman: fix tests * bybit: fix duplication bug * huobi: fix test * btse: fix tests? * ob/buffer: fix tests * Update currency/manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits strikes again. * exchange: add bypassConfigFormatUpgrades to stop formatting * GLORIOUS LINTER * Update exchanges/bithumb/bithumb_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchange: fix pair upgrade issue when duplications are in both avail and enabled pairs * linter: fix shadow dec * config: fix test * Update currency/pair_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
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46cadd6f15 |
FTX: Funding rates, payments & stats + order manager tracking (#976)
* Adds basic PoC for calculating/retrieving position data * A very unfortunate day of miscalculations * Adds position summary and funding rate details to RPC * Offline funding rate calculations * More helpers, more stats, refining data, automated retrieval * Adds new rpc server commands and attempts some organisation * lower string, lower stress * Adds ordermanager config. Fleshes outcli. Tracks positions automatically * Adds new separation for funding payments/rates * Combines funding rates and payments * Fun test coverage * ALL THE TESTS... I hope * Fixes * polishes ftx tests. improves perp check. Loops rates * Final touches before nit attax * buff 💪 * Stops NotYetImplemented spam with one simple trick! * Some lovely little niteroos * linteroo * Clarifies a couple of errors to help narrow likely end user problems * Fixes asset type bug, fixes closed position order return, fixes unset status bug * Fixes order manager handling when no rates are available yet * Continues on no funding rates instead. Removes err * Don't show predicted rate if the time is zero * Addresses scenario with no funding rate payments * Bug fixes and commentary before updating maps to use *currency.Item * Adds a pair key type * Polishes pKey, fixes map order bug * key is not a property in the event someone changes the base/quote * Adds improvements to order processing...Breaks it all * Shakes up the design of things by removing a function * Fixes issues with order manager positions. Limits update range * Fixes build issues. Identification of bad tests. * Merges and fixes features from master and this branch * buff linter 💪 * re-gen * proto regen * Addresses some nits. But not all of them. * Fixes issue where funding rates weren't returned 🎉 * completes transition futures tracking to map[*currency.Item]map[*currency.Item] * who did that? not me * removes redundant check on account of being redundant and unnecessary * so buf * addresses nits: duplications, startTime, loops, go tidy, typos * fixes minor mistakes * fixes 🍣 🐻 changes to int64 |
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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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Scott
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bed9425a08 |
FTX: Margin lending/borrow rate history (#981)
* Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos |
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Scott
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f929b4d51e |
backtester: Futures handling & FTX Cash and Carry example strategy (#930)
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts |
||
|
Ryan O'Hara-Reid
|
a12cd3d733 |
orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
||
|
Ryan O'Hara-Reid
|
d735effc8e |
exchange/wrapper: add GetServerTime() for exchange analytics (#938)
* exchange/wrapper: add GetServerTime() for exchange analytics * binance: fix linter issue * glorious: nits * glorious: nits rides again * thrasher: nits implement huobi * thrasher: nits add to exchange_wrapper_issues cmd |
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|
Adrian Gallagher
|
9a4eb9de84 |
CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions * Specifically set go version as 1.17.x bumps it to 1.18 * Another * Adjust AppVeyor * Part 1 of linter issues * Part 2 * Fix various linters and improvements * Part 3 * Finishing touches * Tests and EqualFold * Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests * Fix nitterinos and bump golangci-lint timeout for AppVeyor * Address nits, ensure all books are returned on err due to syncer regression * Fix the wiggins * Fix duplication * Fix nitterinos |
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|
Ryan O'Hara-Reid
|
09fa2f236a |
context: Add authenticated HTTP credentials (#892)
* gRPC: context overide * exchanges: continue update * exchange: Update context handling *Add setter methods for API credentials *Shift credentials functionality to its own file in exchanges package *Add tests *Refactor function DeployCredentialsToContext for library usage *Add function to process credential metadata from API boundary to internal use context value. *Add OTP rpc handling * exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD * template: update * exchanges: fix linter issues * REMOVE THAT AWESOME NEW LINE! * gct: fix some tests * I cant spell :( * exchanges/gctscript: fix more tests * coinnut: fix tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchanges/gctcli: stop applying empty credentials * fix linters * exchanges: add test * rpceserver: actually check error for errors * rpcserver: fix up tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values * exchanges/creds: allow subaccount to override default credentials via gRPC * exchanges/credentials: don't return nil in GetCredentials * creds: spelling * exchanges: fix glorious NITS! * credentials: Add in test and refactor IsEmpty method. * credentials: change type positioning (glorious) * exchange_template: Fix template changes * DOCS: Refresh * docs: fix spelling * DOCS: fix alignment and add package * DOCS: ALIGN! Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Ryan O'Hara-Reid
|
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
|
02afa1e98b |
exchanges: remove Coinbene exchange support (#849)
* exchanges: remove Coinbene exchange support * RM Coinbene from apichecker backup |
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|
Adrian Gallagher
|
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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|
Adrian Gallagher
|
f0d45aa1d2 |
golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions
Fix remaining linter issues
* Specifically set AppVeyor version
* Fix the infamous typos 👀
* Add go env cmd to AppVeyor
* Add go version cmd to AppVeyor
* Specify AppVeyor image, adjust linters
* Update go get to go install due to deprecation
* Bump golangci-lint timeout time for AppVeyor
* Change NW contract to NQ
* Address nitters
* GetRandomPair -> Pair{}
* Address nits
* Address time nitterinos plus additional tweaks
* More time inception upgrades!
* Bending time and space
|
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|
Ryan O'Hara-Reid
|
d636049fb2 |
exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass * exchanges: context propagation pass * common/requester: force context requirement * gctcli/exchanges: linter fix * rpcserver: fix test using dummy rpc server * backtester: fix comments * grpc: add correct cancel and timeout for commands * rpcserver_test: add comment on dummy server * common: deprecated SendHTTPGetRequest * linter: fix * linter: turn on no context check * apichecker: fix context linter issue * binance: use param context * common: remove checks as this gets executed before main * common: change mutex to RW as clients can be used by multiple go routines. * common: remove init and JIT default client. Unexport global variables and add protection. * common: Add comments * bithumb: after dinner mints fix |
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|
Ryan O'Hara-Reid
|
279b53827f |
requester: defer execution of request.Item generation in closure (#723)
* requester: defer execution of request.Item generation in closure. * bithumb: fix issue * coinut/itbit: fix linter issues * binance: fix bug on recvWindow setting * requester: standardize sendpayload + add readme update * nonce: remove inc() function * request: defer unlockiflocked * binance: revert changes for open orders * btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request. * binance: move const to top * exmo: remove debug output as its generated in the requester function * ftx: defer auth functionality * requester: move error to top * bittrex: defer auth functionality * bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting. * btse: defer auth functionality * coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting * coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting * huobi: defer auth functionality and remove context deadline as this is generated after rate limiting * huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting * kraken: defer auth functionality and remove context deadline as this is generated after rate limiting * kraken: remove deadline protection for timestamp generation * okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting * poloniex: defer auth functionality * zb: defer auth functionality and remove context deadline as this is generated after rate limiting * exchanges: clean up log output which are done and inspected in the requester package * binance: fix path bug on every retry, rm timeout context as this is not needed * coinbene: fix path bug on retry * binance: consolidate functionality * coinbene: fix linter issues * poloniex: linter fix * kraken: change add -> set * bitstamp: fix path bug for retry * BTSE: fix retry path bug * coinbene: fix path bug whoopsie by me * gateio: fix bug where on retry it does not reset reader * localbitcoins: fix path bug on retry * zb: change domain to land * exchanges: make sure io.Reader is generated every request * exchanges: move reader generation into function scope * wrapper_issues: setup exchange manager * engine: expand withdraw manager test * engine: dont look for environment * bitstamp: fix pathing bug (@thrasher-) * engine/withdraw_manager: purge tests as this is covered in repository withdraw |
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Yordan Miladinov
|
2da239735f |
gctrpc/order manager: Add ModifyOrder endpoint (#724)
* gctcli: modifyorder stubs * gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto * gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs * gctrpc: add ModifyOrder() and regenerate dependent files * gctcli: modifyorder command now uses newly generated ModifyOrder() RPC * exchanges/order/orders.go: use time.Time.Equal() instead of == * gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC * gctcli/commands: rework modifyorder * engine: implement RPCServer.ModifyOrder * engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders * engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes * engine/order_manager.go: comply with golangci-lint * gctcli: fix getOrderCommand.ArgsUsage * gctcli: fix getModifyOrderCommand args and ArgsUsage * engine: OrderManager.Modify() now correctly updates price of modified order * engine: RPCServer.ModifyOrder now uses checkParams() as advised * exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change * exchanges/order: Detail.UpdateOrderFromModify also updates the ID * engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order * exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error * engine: OrdetManager.Modify() now emits an order event * exchanges/bithumb: proper order.payment_currency key * engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments * engine: test OrderManager.Modify() * engine: test store.modifyExisting() * engine: write a docstring for store.modifyExisting * engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values * engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0 * engine: OrderManger.Modify() now uses the commsManager to let observers know of errors * engine: TestOrderManager_Modify() uses t.Fatal() * engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages * exchanges/order_manager_test: fix a golangci-lint complaint * engine/order_manager: fix an error comparison bug and simplify * gctcli/commands: check if either price or amount is set, otherwise we would waste an API call |
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|
Ryan O'Hara-Reid
|
a2381310da |
GCT: general updates across codebase (#699)
* orderbook: export orderbook nodes for external strategy inspection * orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2) * include waiting functionality for depth change alert * backtester: add word. * log: include logger changes to impl with downstream integration * engine: reduce params for loading exchange * assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options * ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate * engine/syncmanager: add in waitgroup for step over for external package calls * cleaup * engine: linter fix * currency/fx: include all references to fiat currencies to default * orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations * syncmanager: changed config variable to display correct time * ordermanager: Add time when none provided * currency/manager: update getasset param to get enabled assets for minor optimizations * ftx: use get all wallet balances for a better accounts breakdown * orderbook: unlock in reverse order * bithumb: fixes bug on market buy and sell orders * bithumb: fix bug for nonce is also time window sensitive * bithumb: get orders add required parameter * bithumb: Add asset type to account struct * currency: improve log output when checking currency and it fails * bithumb: Add error return on incomplete pair * ticker:unexport all service related methods * ticker/currency: fixes * orderbook: fix comment * engine: revert variable name in LoadExchange method * sync_manager: fix panic when enabling disabling manager * engine: fix naming convention of exported function and comments * engine: update comment * orderbook: fix comment for unsafe type |
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|
Adrian Gallagher
|
214ae37b7c |
Exchanges: Remove LakeBTC exchange implementation (#713)
* Remove LakeBTC exchange * Remove more LakeBTC remnants * Update LBank comment * go mod tiderinos * Remove LakeBTC from backup.json file |
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|
Adrian Gallagher
|
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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|
Scott
|
5ea5245afb |
Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs |
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|
Ryan O'Hara-Reid
|
881bab2d5a |
Exchanges: Add in exchange defined tolerance settings (#647)
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial) * Add to tests fix linter * Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits * binance: Add in test for tolerance set up * exchanges: add in more tolerance settings and add tests * nits: addr * fix linter issue * RPCServer: Use ordermanager instead of going direct to exchange * Nits: Addr * nits: glorious addr phase one * nits: glorious nits phase 2 * exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files * nits: Addr thrasher + also include locking of limits struct when we update via syncer later on * nits: mdc addr * nits: glorious nits * limits: unexport mutex * limit: revert maths optim. and fix spelling * limit: Add decimal package * limit: don't check price on market order * Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation * binance: handle case where spot is not enabled but margin is * backtester: add in amount conforming to back tested events to simulate realistic orders * rm ln * order limit: return amount when limit is nil and conformToAmount is requested * nits: glorious nits + friends * backtester/orders: fix tests * nits: glorious nits * nits: glorious nits * RMLINE * nits: more glorious nits! * nits: pooosh * binance: fix margin logic * nits: Add warning, settings log and report item for exchange order execution limits * backtester: add specific warnings in report output * backtest: Adjust warnings |
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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 |
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Vazha
|
3ee99f0b87 |
Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* 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 * added wsCancelAllOrders, fixed bugs * fixed Kraken wsAddOrder method * cleanup * CancelBatchOrders implementation * changed CancelBatchOrders signature * fixed tests and wrappers * btcmarkets_test fix * cleanup * cleanup * changed CancelBatchOrders signature * fmt * Update configtest.json * Update configtest.json * rollback configtest * refactored Kraken wsHandleData to allow tests * removed unnecessary error test in TestWsAddOrderJSON * dependencies updates Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu> |
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|
Scott
|
80bc8c7e9e |
Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint |
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Ryan O'Hara-Reid
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220245c5a8 |
Exchanges: Include format pair in wrapper functions and test for formatting issues via tool wrapper issues (#582)
* Adds formatting of pair within binance wrapper, adds return of error from cli.ShowCommmandHelp * Add formatting function to submit order wrapper functions * Remove superfluous functionality * Updated exchange wrapper issues to create a disruptive pair to see which exchanges require attention, updates currency code generation and matching * reinstated format check, fixed tests * fixed niterinos * fix test * fix spelling mistake * make html file more aesthetic * Add missing format pairs * add formatting to pair for BTC Markets func * fix spelling |
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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> |
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Ryan O'Hara-Reid
|
4ccb495baf |
Asset package update (#581)
* Rewrite new function and deploy where we can minimise the chance of setting an asset type that is different to supported list - sets validation to exact supported list * change wording |
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Scott
|
0da62b7fbf |
Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB
* STEALS improved time validation code from the original STOLEN validation code :D
* Mini fixes from review
* happy fun comment stealing
* Moves the loop checker earlier to ensure no double appendages
* Fixes sneaky test
* Fixes the important part where mock tests work instead of live tests
* Skips authenticated endpoints for mock testing.
* lint
* Updates candle wrapper functions to respect design
* basic linting fix
* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest
* Tiniest grammatical fix
* Fixes more outdated code references
* Closing out a high
* Fixes spacing
* Replaces all instances of 4 spaces in tmpl files with a tab
* fixes spacing and tab related readme issues once and for all 🤞
* tidy
* indentation violation identification situation
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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 |
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Rauno Ots
|
991dfed705 |
Engine: Refactor use of global Bot (#563)
* refactor use of global Bot * make the dependency on having an existing running Engine more obvious * use explicit dependency of engine in RPCServer * reduce static dependencies in rpcserver * improve helpers * revert bad document update, add check for nil error in test * add basic start stop test * fix race condition in storage * skip the test because of race conditions * fix typo * add empty line |
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Ryan O'Hara-Reid
|
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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Andrew
|
4a736fb335 |
(Exchange) Add GetHistoricCandles() & GetHistoricCandlesEx() support to exchanges (#479)
* implemented binance and bitfinex GetHistoricCandles wrapper methods) * coinbene supported added * after and before clean up * gateio wrapper completed * merged upstream/master * Added bsaic KlineIntervalSupported() method * Converted binance fixed test * WIP * new KlineConvertToExchangeStandardString method added * end of day WIP * WIP * end of day WIP started migration of trade history * added kline support to hitbtc huobi lbank * added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method * end of day WIP * removed unused ta and misc changes to flag ready for review * yobit cleanup * revert coinbase changES * general code clean up and added zb support * poloniex support added * renamed method to FormatExchangeKlineInterval other misc fixes * linter fixes * linter fixes * removed verbose * fixed poloniex test coverage * revert poloniex mock data * regenerated poloniex mock data * a very verbose clean up * binance mock clean up * removed unneeded t.Log() * setting verbose to true to debug CI issue * first pass changes addressed * common.ErrNotYetImplemented implemented :D * comments added * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * WIP-addressed exchange requests and reverted previous GetExchangeHistory changes * increased test coverage added kraken support * OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history * convert zb ratelimits * gofmt run on okcoin * increased delay on rate limit * gofmt package * fixed panic with coinbene and bithumb if conversion fails * very broken end of day WIP * added support for GetHistoricCandlesEx to coinbase and binance * gofmt package * coinbase, btcmarkets, zb ex wrapper function added * added all exchange support for ex regenerated mock data * update bithumb to return wrapper method * gofmt package * end of day started work on changes * reworked test coverage added okgroup support general fixes/change requests addressed * Added OneMonth * limit checks on supportedexchanges * reverted getexchangehistory * reworked binance tesT * added workaround for kraken panic * renamed command to extended removed interval check on non-implemented commands * added wrapperconfig back * increased test coverage for FormatExchangeKlineInterval * WIP * increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi * linter fixes * zb kraken lbank coinbene btcmarkets support added * removed verbose * OK group support for other asset types added * swapped margin to use spot endpoint * index support added test coverage added for asset types * added asset type to okcoin test * gofmt * add asset to extended method * removed verbose * add support for coinbene swap increase test coverage * removed verbose * small clean up of okgroup wrapper functions * verbose to troubleshoot CI issues * removed verbose * added error check reverted coinbasechanges * readme updated * removed unused start/finish started work on decoupling api requests from kline package * restructured coinbene, bithumb methods, added bitstamp support * kraken time fix * BTCMarkets restructure * typo fix * removed test for futures due to contact changing * added start/end date to extended method over range * converted to assettranslator * removed verbose * removed invalid char * reverted incorrectly removed return * added import * further template updates * macos hates my keyboard :D * misc canges * x -> i * removed verbose * updated fixCasing to allocate var before checks * removed time conversion * sort all outgoing kline candles * fixCasing fix * after/before checks added * added parallel to test * logic check on BTCmarkets * removed unused param, used correct iterator * converted HitBTC to use time.Time * add iszero false check to candle times * updated resultlimit to 5000 * new line added * added comment to exported const * use configured ratelimit * fixed pair for test * panic fixed WIP on fixCasing * fixCasing rework, started work on readme docs * enable rate limiter for wrapper issues tool * docs updated * removed err from return and formatted currency * updated Yobit supported status * Updated HitBTC to use onehour candles due to test exeuction times * added further details to gctcli output * added link to docs * added link to tempalte * disable FTX websocket in config_example * fix poloneix * regenerated poloniex mock data * removed recording flag |
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Adam
|
c2c200cd1b |
(Exchange) Add FTX exchange support with implementation tutorial (#495)
* initial * wip * brokenwip * broken wipzzzz * more functions brokenwip NO API KEYS * broken wip * WIP * wip * WIP work in progress * WIP * WIP * wip * more wip * wip * ws wip * broken wip * adding new functions for websocket to work * trying to fix websocket issues * websocket bug fix wip * broken websocket implementation * WS unauth functions + brokenWS auth func * authentication problems * authentication problems fixed * data handling for websocket * websocket completed * remove verbose * minor error fix changes and testing * reorganising variable declarations and minor errors fixed * enabled exchanges updated * enabled exchanges fixed * remove keys * glorious nits * xdta n shazzy nitzzz * shazzy n thrasher nitz * nitz wip * broken wip * apichecker donee n make code better * apichecker donee n make code better * OB update * wip * wip * all nitz done * merge conflicts * go mod tidy * merge conflicts * PLEASE merge conflicts * new funcs added n binanceapi check update NO APIKEYS * basic tests * linter fixs * linter fixs * remove verbose * test errors fixed * remove comented code * minor changes * some tests fixed no apikeys * documentation work * documentation * wip * ryan nitz * nits addressed * unnecessary conversion * no fail * remove verbose * type field checking * broken * websocket nits fixed * some thangs * remove verbose * fix function * linter issues * test error fixed * nits * bumperino fixed * very small change * nits * errors fixing * errors fixing retry * linters * thrasher glorious nits * more changes * changes * 2 more changes to be addressed * 2 more changes to be addressed * issues addressed * whip * changes * missed change * changes * currency issues * changes * unsaved * int64 * HUGE * HUGE * NO NITS PLS * no more * YES * : * changes * PLEASE * n another one * thanks guys * ill believe in god if this ever ends * :D |
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Adrian Gallagher
|
0d787bc259 |
Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478)
* Bump golangci-lint version, update Go version deps and generic code improvements * Fix wesbocket resp nil check and zip closures * Update pprof path |
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Scott
|
b686cf2e0e |
Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines * Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go * initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides * bitmex Completes new order * Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab: * Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types * Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders. * Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it * Fixes a cancelAllOrders oopsie doopsie * Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep. * Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D * Finishes btc markets without testing * Adds untested ws auth func to btse * Finises btse, fixes btcmarkets bug * Adds coinbasepro support * Fixes a few more fields in coinbase pro and readds the extra subs * Begins work on coinbene. Plus theyve added a new ws connection yeee * Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields * Removes extra websocket connection ;_; * Finishes gemini. Fixes order side unknown * Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details * Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly * Cleans up okroup websocket implementation. Fixes bug in Gemini * Adds poloniex support. Updates ws order handling * new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug * Begins work on authenticated binance websocket * Attempts to track user data via binance websocket * Maybe finishes Binance websocket support * Begins adding test coverage to orders.go. Updates names of script properties to match updated * Begins an experiment with code coverage. Fixes more rebase issues * Completes orders coverage. Botches a few other things though. Fixes more scripting stuff * All tests in engine package pass * Adds some loevely routine tests * Moves ordermanager to test Bot ordermanager Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them * Replaces "wsHandleData" with "wsReadData" as that's what its going to do now. * Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests * Fixes majority of test issues. But data races which are tough on the engine package * "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought * Tests all the binance websocket points * Adds better bitfinex websocket support. * Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered * Adds BTSE ws tests. Fixes bugs in ws * Adds coinbase pro tests. Fixes any issues * Coinbene tests * Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing * Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders. * Finishes the hectic coinut testing * Adds tests for gateio * Fixes rebase issues. Updates tests to work without being overloaded * Begins testing of gemini. fixes up minor issues * ginishes gemini tests and fixes * Adds hitbtc tests. Fixes all the many issues with hitbtc websocket * Adds remaining tests. Increases default test channel limit again * Begins work towards huobi tests * Finishes huobi tests * Fixed all mythical rebase adventures * Begins kraken transformation * Finishes kraken. Fixes coinbene leverage now that its changed * Begins okgroup testing * Adds okgroup ws tests * Does some poloniex * Fixes basic curreny issue by extracting to func * Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth * Finishes poloniex revision * Finishes ZB additions * Fixes data races * Fixes rebase issues. Fixes bad kraken logic * Fixes after reviewing code * lint everywhere * Fixes lingering lints * lint * Adds test coverage to order detail and modify updating * Fixes linting * Fixes huge int, fixes date tests * Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties. Updates bitmex asset type in test * Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities. * Adds coverage to the stringToOrderType/Status functions introduced in PR * Minor fixes addressing some time, error text and use of StringDataCompareInsensitive * Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications * Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type * Adds new error type to track and handle order classification errors separately * Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions * Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors * Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions * minty linty * Broken end of day code addressing basic nits on comments, returns and currency conversion * Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead * Fixes fun rebase fun fun so fun * Addresses minor nits regarding changed interface and comments * Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found. * Fixes test * Adds a single line to the end of the file, because that would be really bad if it wasn't there * Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties * Addresses binance switch linting * Updates leverage property to int64 * Fixes what was broken |
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Andrew
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b26ec86d43 |
Withdraw additional functionality (validation/submission/tracking) (#409)
* reworked request struct and exchange response started work on validation system * removed import cycle until work around * Added intial withdraw support via CLI added * Added Crypto command to gctcli * moved var declartion to single line * Test updates for binance and anx * All exchange tests have been updated test coverage added to validate * First pass at adding withdrawl select from database * started adding basic lru cache system * Added basic LRU cache including Add Get Remove Contains ContainsOrAdd Clear * wording changes on comments * removed exported var's in strut as they are not required * Added README * README updates * corrected ID on commands * rm line :D * merged in origin/cache * linter fixes (gofmt) * Added basic cache lookup to events * swapped to mutex over rwmutex updated comments * unexported getNewest & getOldest * unexported getNewest & getOldest * Updated comments and cited references in source * updated comments * WIP * Migrated exchange WithdrawFiat wrapper to new struct response * Migrated exchange WithdrawFiat wrapper to new struct response * started work on bank management * Added exchange level banking details back with migration to banking package * Removed broken tests for now * Added validation to bank accounts * removed duplicate bank details from withdraw struct * Test coverage increased * gofmt * merged upstream/master with clean up * First pass at adding command line linking to gctcli * added validation for crypto address, added gctcli support to retreive previous withdrawal requests * general cleanup * general cleanup * reordered imports * Increased test coverage moved to database sublogger * Pass incorrect currency no longer return error from c.CheckBankAccountConfig * remove TestMain() for now as other tests in this package will need to be reworked * Happy little race car * Reverted to upstream tests * Added test covarege for validation method, corrected response on cli protobuf * query clean up and removal of duplicated code * cleaned up queries into singlem ethod increased test coverage * Migrated international fund withdraw to new exchange response and added cache size override * Migrated international fund withdraw to new exchange response and added cache size override * Extended gctcli commands * lowered default cache to 25 * small code clean up * added get by date method * add returned error * cli commands cleaing return error on nil results to fix out of bounds * merged write & read helpers into one for test coverage and increased engine/withdraw test coverage * gofmt * Added test coverage for valid ID * removed unused param * converted to use timestamp package from protobuf * gofmt * use built in RFC3339 timestamp * remove setting of CreatedAt & UpdatedAt and allow ORm to take care of it * also use ptype on byid * code flow improvements * remove inverse conditional check and linters run * removed test data * removed comment * removed comment * also write failures to database for auditing * converted to use default time for start & end * Default to time.Now() minus 30 days * Default to time.Now() minus 30 days * small code clean up * fixed missing semicolon on migrations, code clean up * updated sqlite migrations * Added additonal check for exchange level bank account if global is not found * case sensativity fix for currency names * use correct compare * test coverage fixed * removed space * return pointer to banking.Account * return pointer to banking.Account * added else check back to validate() * Added empty string as default to migration over NULL due to retrivial of data |