Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* added mfi and example
* renamed to moving average
* converted to array return type and added obv and mfi
* started work on test coverage
* test coverage added for rsi & mfi
* test coverage added for all indicators removed go mod replace moved to append helper method
* moved all indicators to new appendTo and increased test coverage
* added additional test and bumped go-talib to latest commi
* go.mod update
* linter fixes
* go mod clean up
* small fixes
* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding
* testing new structure of passing full ohlcv data
* started linking ohlcv to gctscript
* OHCLV link up completed reworking passing back to indicators started
* OHCLV link up completed reworking passing back to indicators started
* added test coverage for tofloat
* linter fixes (gofmt)
* removed unused value
* improved test coverage
* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const
* removed unused value
* first round of changes addressed
* all indicators have been split with packages named after each indicator and a new calculate() method added
* linters
* fixed tests
* added check to check ta is running in validator for uploading
* Added test data for OHLCV testing new indicator interface for wrapper
* typed const to float64
* reworked validator data to generate previous timestamps
* rewored macd to return slice of array
* adding bbands linking and example
* why didn't this pick it up before :D
* bumped up total number of modules for test
* moved parseIndicator to exchange added comments
* test coverage added for ParseMAType & ParseIndicatorSelector
* gofmt
* WIP changes
* updated tests for bbands & obv bumped to latest go-talib
* move multiple use strong to const
* reverted rpc.pb.go to master
* added 4w option
* removed selector from obv as unneeded
* improved test coverage and reworked all indicator methods on how they pass errors back
* order incoming OHCLV data
* revert go.mod
* removed verbose toggles
* added spot asset type
* removed 4w as its unused/uncommon
* renamed
* reworked further tests
* converted all examples to use coinbasepro for consistency
* updated all date ranges to 2019 + 6 months
* backported binance OHLCV wrapper from #479
* removed o
* rounded numbers
* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D
* Migrated to gct-ta library
* Corrected test import
* wording changes on test
* removed TA lib from go.mod
* PR changes addressed
Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage
* removed pkg folder
* bumped gct-ta version
* gct-ta version bump
* Initial rework of rework of requester - WIP
* Implementing and checking rate limits - WIP
* implemented coinbene rate limiting shenanigans
* add in remaining WIP
* fixy
* use authenticated rate limit
* drop ceiling as this can be done with a counter later
* add functionality to struct
* purge config options for rate limiting so as to keep things minimal
* prepare futures and swap rate limiting for implementation
* Address linter issues
* Addressed nits, fixed race
* fix linter issue
* remove global var as this was only setting when newrequester was called
* moved rate limit functionality into its own file
* Update Bitfinex with correct rate limit and test endpoints (WIP)
* finish off bitfinex adjustments
* fixes
* fix linter issues
* slowed rate for coinbasepro
* drop rate limit for huobi as the doc times have intermittent 429 issues.
* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning
* Addr Thrasher nits
* Addr glorious nits
* unexport do request function
* fixed nitorinos
* Fixed something I missed
* move disabled rate limiter into loadexchange and use interface functionality
* Add temp quick fix
* WIP
* updated appveyor and increased deadline 5 seconds due to increased linters being added
* revert files to upstream/engine
* WIP
* WIP
* mod file changes
* added script manager
* Added manager/and cli interfaces to scripting
* Added script task handler
* WIP - Added timer/repeat support and fleshed out wrapper further
* autoload support added + WIP
* WIP commit
* added account balance info
* btc markets temp work around
* WIP - merged with upstream for new order package BTC Markets responses broken
* Cancel order wrapper WIP
* order wrapper update
* Added test coverage for VM
* moved to map for VM List shutdown of all VM now handled added gctcli commands for list and stop of running scripts
* added override to load/execute for path
* fixed incorrect channel shutdown added further test coverage and restructured gctcli commands into sub commands
* increased test coverage for packages
* Added docs cleaned up tests and example scripts
* Test coverage increased for module/gct/exchange package
* windows fixes
* merged upstream/engine
* WIP
* logger fixes - removed pointer to bool check removed duplicate test check for logger
* remove unused mutex
* added inital upload support
* fix linter issues for go-fmt
* added zip support for uploading and added base for fund withdrawing
* changed error return types and also log errors, fix zip path issue
* improved error outputs and code flow
* pairs response fix added protobuf defs for stop all and list all
* added stop all running scripts general clean up and moved across to OrderManager
* linter fixes (gofmt)
* added list all command
* rewrote zip handler to be cleaner also fixed file overwrite on upload
* added query command reworked tests
* added further error checking to compileandrun corrected use of pointers for accountinfo
* bumped tengo version
* Removed named returns reworded log messages removed unused falseptr
* WIP
* Added virutal machine limit improved config options
* added model for script event added upload validation
* script_event table has been completed, tests for wrapper functions implemented
* README updates
* reverted changes opened new PR to move withdraw struct outs
* intial work on adding withdraw support after merger of withdraw package
* started work on examples
* Added crypto withdraw support
* fix switch case assignment and gofmt project
* Reworking Fiat withdraw request pending #402
* removed double pointer call
* added withdraw support for fiat currencies
* added tests for withdraw methods increased readme
* removed local tengo require and also fix linter issues
* Added default log size const added basic test for invalid script execution
* First pass at moving wrapper to validator package to allow proper validation of uploaded scripts
* Added script details to README added config test added test for no file extension
* moved tests to const and fixed incorrect pathing
* added test coverage to withdraw package
* corrected file close handling
* point to included configtest.json
* extended validator support when a script is uploaded
* Bug fix on bool logic
* Added mutex
* Don't create autit events on test execution
* reverted common to master
* moved file rename to unix timestamp format
* converted logger enabled back to pointer as i need nilness check also moved scriptid to text over blob
* started work on autoload add/remove support
* First round of PR fixes (mostly commented exports)
* Moved GCTScript load to last, removed unneeded error from cleanup()
* Comment clairty for AuitEventID
* added autoload add/remove command to cli
* added tests for autoload
* Test updates for Exchanges
* linter fixes (gofmt)
* Removed double check of engine pointer
* remove possible nil pointer on GetSpecificTicker
* Fixed not closing file handler on write that causes archive removal to fail
* file handler Close clean ups
* corrected spelling on error return and return invalid name n autoload
* moved strings to cosnt moved bool pointer creation to convert package
* new zip extractor added
* Validation has been added to archive uploads
* removed shadow var on err
* added ok check to conversion
* converted condition check
* basic test for zip extract added
* new zip handler
* reverted back to old atomic loading system
* removed shadow err
* lets add a new line
* added space to error return
* command line toggle for script now works properly
* readme updated
* set configLoaded to true
* check for configLoaded condition
* added mutex to allow for multiple access on virtual machine increased test coverage disable script manager if scripting is disabled
* linked up to enable/disablesubsystem commands
* added start/stop example to readme
* reworked logic on test as check should be done on Load()
* updated to tengo v2
* linters
* lower time on ntp client to stop slippage
* remove all fails if any fail validtion from an archive
* remove vm from list if timer is invalid
* removed shadow on err
* remove config creation from NTPCheck test
* WIP testing DB changes
* add unique constraint
* WIP: created has many model
* linters run
* basic sqlite3 support added for new database format
* linters run
* Added test coverage for script repo
* removed unused print
* updated env vars for CI instances
* updated env vars for CI instances
* Updated test packages
* Test updates for postgresql
* removed invalid tests from postgres
* remove duplication of struct and improved code flow
* general cleanup
* wording changes on log output
* use databasemgr logger and add support for autoload without file extension
* corrected test naming
* return correct error
* return correct error again version 82
* store scriptdata on creation
* Hello
* Errorln -> Errorf
* Removed unused vars
* Read me updates
* testing without parallel
* comment on exported type
* added nil check against VM for test
* add debugging information
* gofmt
* remove verbose and data sent to channel
* Added debug information
* linter fixes (gofmt)
* remove unused CompileAndRun() call
* test sleep to see if issue is timing related
* semi-concurrent map fixes
* one day i will run gofmt or setup precommit hooks
* new line :D
* increased test coverage
* added correct sleep time
* Moved over to sync map
* linter fixes (gofmt)
* goimports
* moved VM related methods to vm.go
* new line at end of file
* trying increased timeout on golangci-lint for appveyor
* add debugging information
* removed timeout
* reworked timeout logic
* linter fixes (gofmt)
* increased test coverage
* increased test coverage
* one day i will run gofmt or setup precommit hooks
* removed unused exchange test
* increased golangci-lint timeout
* Added nil check on shutdown and test coverage for it lowered timeout back to 1:30
* reworked ID system
* removed script hash as it was unused
* added comments on exported methods and read me update
* reorder code
* removed to atomic.value for test execution flag
* increased test coverage
* move add further up execution
* point to correct script file
* Migrated to goose & sqlboiler
* create tests with sqlboiler
* code clean up
* Added gct -> sqlboiler config gen
* dropped pgx support
* dropped pgx support because who needs connection pools
* reenable sqlite audit tests
* first pass of migration changes
* stuff is broken :D
* sqlboiler :D
* end of date commit
* Added comments code clean up
* revert go module files back to upstream
* bug fix
* pushed go.mod update to use correc goose version
* renamed sqlite to sqlite3 for consistency across codebase and PR feedback changes
* makefile updates
* things are broken end of day commit
* added postgresql test
* use correct database name
* travis fixes for env vars
* travis fixes for env vars
* test fixes
* run migration on test setup
* test adding postgres support to appveyor
* Skip tests on appveyor due to issues with missing binaries
* oh yeah i have to support windows don't i
* bumped goose version up
* add postgres to osx
* fix travis config as osx does not support services move spin up to before_script
* added PGDATA path fix
* pass PG_DATA to pg_ctl
* added initdb to before install
* fixes to wording and bumps up goose version
* who needs ssl anyway
* moved ssl to correct section :D
* bumped goose version up
* unbreak travis
* unbreak travis
* fix if database is disabled in config
* move strings to consts
* converted more strings to const
* improvements to sqlboiler mmodel gen
* Added contrib\sqlboiler file
* sqlboiler windows contrib fixes
* bumped goose version up
* :D whoops
* further fixes to sql models
* further fixes to sql models
* database type fix for config gen
* README update
* go.mod clean up
* added config details for appveyor
* appveyor ordering fix
* force psql9.6
* appveyor config changes
* all the environmen vars
* model changes for psql
* model changes for psql
* sqlite model fixes
* attempt at osx fix
* added error check for migration
* typos and check against goose error instead of string :D
* updated sqlboiler commit id
* bump sqlboiler version again
* set decimal package to @0bb1631
* readme and makefile updates
* bump goose version update readme and add override flag to config gen
* README typo fix and lowered inserts in test down to 20 as we are only testing that inserts work running 200 was unnecessary
* added gctcli command for audit event
* Added debug output toggle to config added both postgres & sqlite support to gctcli command
* Wording changes on errors
* set sqlite to 1 connection to stop locke database issues
* Usage update for order
* README updates with config examples
* go.mod/sum tidy
* removed lines in import second
* removed lines in imports
* convert local time to utc for database and display output
* go mod clean up and error checking to time
* renamed all packages to sqlite3
* added windows command output for sql model gen
* time conversion fix
* time conversion on gctcli
* Added dispatch service
* Added orderbook streaming capabilities
* Assigned correct orderbook.base exchange name
* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming
* Add ticker streaming support through dispatch package
* Added in some more info on error returns for orderbook.go
* fix linter issues
* Fix some issues
* Update
* Fix requested
* move dispatch out of exchanges folder to its own independant folder
* Fix requested
* change orderbook string to tickers
* Limit orderbooks to 50 and made dispatch system more stateless in operation
* lower cases for update/retrieve/sub exchange name
* Adds in asset validation and lower case conversion on cli
* Remove comment
* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error
* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go
* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go
* Fix some issues
* change to start/stop service, added in service state change via cli, updated logger
* fix requested
* Add worker amount init spawning
* fix linter issues
* Fix more linter issues
* More fixes
* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system
* Moved all types to dispatch_types.go && remove panic
* Moved types into serperate file && improve test coverage
* RM unnecessary select case for draining channel && fixed error string
* Added orderbook_types file and improved code coverage
* gofmt file
* reinstated select cases on drain because I am silly
* Remove error for drop worker
* Added more test cases
* not checking error issue fix
* remove func causing race in test, this has required protection via an exported function
* set Gemini websocket orderbook exchange name
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.
* Moves namespaces again
* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests
* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps
* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests
* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic
* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation
* Implements orderbook update for okgroup, but forgets about the orderbook hash checking
* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.
* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains
* Fixes Gemini rate limit and parsing. Removes comments and fixes typos
* Fixes bitfinex orderbook processing
* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage
* Adds surprise LakeBTC websocket support
* Fixes data race
* Fixes rebasing issues due to namespace movements
* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments
* Adds poloniex orderook sorting support
* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting
* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well
* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines
* Fixes test with exchange name output change
* Fixes issues where copy and paste and replace all were used poorly
