Commit Graph

111 Commits

Author SHA1 Message Date
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>
2020-11-24 10:35:31 +11:00
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
2020-10-29 13:00:02 +11:00
Ryan O'Hara-Reid
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
2020-10-26 16:54:51 +11:00
Vazha
fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

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

* removed the Binance extra method GetClosedOrder

* func description corrected

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

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

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

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

* removed the Binance extra method GetClosedOrder

* func description corrected

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

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

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

* Fix portfolio withdraw tests

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

* Updated tests

* ch order var to not ref package

* rm comparison

* Add order ID validation check

* Add exchange name validation check

* Add in test details

* fix tests

* fix linter issues

* linter issues strikes again

* linter rabbit hole

* Addr nitterinos

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

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

* add coverage

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

* Add validation code for structs in exchange template generation

* remove extra validation call as this is done in wrapper

* fix niterinos for examplerinos

* Add template to documentation tool and regenerated documentation

* Addr niticles

* Fix tests due to validation update

* Add more validation checks for modify/submit orders

* update tests

* fix more tests

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

* Add field to modify struct in tests

* applied field asset to cancel struct across project

* fix woopsy
2020-10-02 13:36:01 +10:00
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
2020-07-24 13:18:09 +10:00
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
2020-07-02 10:38:50 +10:00
David Ackroyd
56e535001c Implement Request Retry and Backoff (#491)
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>
2020-05-05 13:12:29 +10:00
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
2020-04-09 13:07:32 +10:00
Adam
7dd3f13c8d Exchange API modification monitor (#404)
* WIP

* Variable Name Changes and other PR Changes

* Name Changes and Error Checks

* WIP

* Some new functionality added and nits fixed

* WIP on Nits

* More trello functionality added and some PR changes

* Minor changes and linter fixes

* Errors Fixed and some PR Changes

* PR Changes

* WIP

* WIP

* Addition of Config

* WIP of Readme file

* Readme WIP

* Addition of ReadMe

* Linter Issues fixed

* Minor Errors fixed

* fixed test timeout issues and added api keys check for tests

* Errors fixed

* Nits WIP

* Nits fixed

* More efficient mutex usage

* Consts cleaned up

* Readme file fixed

* linter issues fixed

* format issues:

* readme updates and nits

* remove backup file and address nits

* backup file removed for real

* OkexOkcoin updates and linter fixes

* errors fixed

* Nits

* errors fixed

* formatting issues

* race conditions fixed

* files fixed

* go mod n go sum

* WIP adding rate limits

* Added rate limits

* Remove test vars

* go mod tidy

* improving readme file and 2digits for trello auto update

* Added space

* removed space

* addressing nits

* documentation update

* more nits

* board id check

* linter fixes

* test race fixed

* test file match

* errors fixed

* nitz

* LOWERCASE flags

* more nitz

* broken wip

* flag addition fixed

* error fixed

* documentation updated for adding exchange using flags

* something

* add comment

* nitz fixed

* pr changes

* added gemini exchange

* testfile saving changes

* nitz

* fixing done

* pr changes

* nits

* WIP

* minor error fix

* wip

* wip

* WIP

* pr changes

* pr changes

* pr changes

* nits

* nits fixed

* t.Fail removed

* nitz

* disable lakeBTC

* contributors fixed

contributors fixed

ALL THE NITZ

OMG

* OMGGG

ALL THE NITZ

OMG

* name change errors fixed

* linter issues fixed

* linterzz

* Added disabling feature for exchanges

* bug fix

* small feature added

* fixed

bug fix:

no keys

* nits

* test

* test2

* test 3

* linter fixed

* testing

* testing

* remove logs

* OMG

* bugfix

* cyam88888

* nits

* error handled

* minor nits

fixed createnewcheck issue

fixed createnewcheck issue

* functionality change

some functionality changes

no api keys 4u :D

* trello names thro config

* err check
2020-04-01 11:15:10 +11:00
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
2020-03-03 13:32:14 +11:00
Andrew
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
2020-02-26 15:45:13 +11:00
Andrew
7fccc03164 (Logger) Rename package to log (#444)
* renamed package to log to stop side import requirement

* reverted comment changes

* reverted comment changes

* one more reverting wording back to logger

* wording changes on comments
2020-02-12 18:09:56 +11:00
Adrian Gallagher
b949388994 General engine improvements (#437)
* Add exchange manager to engine

* Several improvements for engine and friends

1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised

* Add cert tests and create dir tree if it doesn't exist for file.Write

* Link up donation address to documentation tool plus minor adjustments

* Fix remaining donation addrs

* Move non-needed reload exchange funcs

* Revert accidental config_example.json changes 🕯️

* Use go logger for logging until the logger has initiliased, otherwise no output will be seen

* Link up portfolio delay val and other fixes

* Run go mod tidy after dependabot PR

* Address nitterinos
2020-02-06 12:32:01 +11:00
Ryan O'Hara-Reid
0a84c5d97a Request package update & rate limit system expansion (#413)
* 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
2020-02-06 11:44:28 +11:00
Ryan O'Hara-Reid
a32d16e1f5 Expose auth validator functionality for wrapper (#416)
* expose auth validator functionality for wrapper

* Add REST validation after keys set, package account types for future syncing

* Add transient error checking for initial creddemtial validation

* fix command types

* Addressed nits from glorious person

* Amalgamate body within error when not between 2xx status, added btcmarket specific auth error check

* nit fix for glorious person

* Format fix

* removed unused code

* check transient first then validate if its an exchange specific authentication error, all others will be disregarded

* Addressed glorious nits

* Addressed glorious nits

* Moved account processing to updateaccountinfo func and added in fetch account info

* Add GRPC Account streaming (NOTE: could not complete until sync item added)

* RM exchange check

* Address xtda nits

* RM comment code

* Fix linter issues

* used most recent protoc version

* lbank linter issues fixed

* Addressed nits and changed len check to range in for loops

* Fixed timeout issue

* thrasher nits addressed

* add string holdings
2020-01-31 12:09:24 +11:00
Andrew
75ac5ee791 (Exchange Interface) Convert Fetch & Update orderbook/ticker methods to return pointers (#398)
* moved order and ticker fetching to return a pointer

* return nil instead of empty struct

* fixed incorrect nil

* general cleanup
2019-12-17 15:54:09 +11:00
Andrew Jackson
9178dbcc61 removed withdraw from struct name: 2019-12-13 08:36:07 +11:00
Andrew Jackson
b8e8c25f78 Renamed structs to remove package name 2019-12-13 08:26:55 +11:00
Andrew Jackson
a91d147781 Moved withdraw structs into own package 2019-12-12 14:16:45 +11:00
Scott
11a68a9bb7 Utilising authenticated websocket functions in exchange wrappers (#384)
* Basic concept commit

* Initial changes to support bitfinex v2. Reverts linter changes as they suck. Exports bitfinex ws types

* Adds ticker, trade and orderbook support

* Candles sub that returns no data COMPLETE

* Adds authenticated ws support

* Adds the barebones endpoints to support

* Adds more endpoints

* Even more endpoints

* minicommit to switch and test

* All the interactive types

* Adds support for simultaneous connections. Updates tests. Nothing is working

* Successfully adds place order. Moves all authenticated endpoints to new switch case

* Cancel order and modify order

* Cancel all orders, cancel multi orders

* Finalises implementation. Uses testMain

* Adds WS wrapper support for some funcs

* Fixing rebasing issues

* Replaces use of currency as a variable. Updates a lot of coinut websocket auth endpoint stuff

* Fixes some fun for loops with GetEnabledPairs

* Fixes tests impacted by currency var change

* Adds coinut support for WS functions. Replaces `order` vars with `ord`. Fixes some for loops too. Removes verbose from bitfinex

* So many panics

* I'm fixing a hole, where the panics get in, and stops my mind from wandering, where it will go

* Moves func `CanUseAuthenticatedWebsocketEndpoint` to Websocket package as it fits better. Adds test coverage of `CanUseAuthenticatedWebsocketEndpoint`

* Finishes up all of coinuts ws implementations.

* GateIO implementation

* Adds some helper funcs for types, sides and status. Adds support for huobi. Removes unnecessary type

* Adds forgotten huobi endpoint

* Fixes cancel order endpoint

* go hates my formatting and so do I

* The process to get authenticated kraken websocket to work. Uses testmain. Adds new auth channel, auth subscriptions, auth data handling. Not working yet

* Finishes open orders handling

* Mini update for status only updates

* Fixes some kraken points

* Finishes WS kraken since it doesn't work

* Unfinished commit, cleaning up types

* Finishes the const replacing

* Fixes extra GetNAmes after rebase

* An end to the cleanup. testmain for gateio

* Adds ZB support

* Bitfinex cleanup. Renamed func

* Testmain-47s for everyone!!! yayaaaaaaa

* Adds kraken websocket wrapper support

* Fixes rebase issues

* Fixes tests from rebase

* Adds test for conversion. Fixes for loop. Updates test order pricing. Fixes some poor made tests. Adds proper error handling for ws responses instead of logging them. Fixed issue where commented code ruined kraken ws.

* Fixes secret linting issues. Prioritises bitfinex channelID responses over authorised

* Fixes sloppy error/var declarations

* Fixes crazy bad logic where submit order errors weren't really considered. Parralols alphapoint/alphapoint_test.go. Removes buffer for multi-websocket comms channel.

* Removal of inline string and removal of redundant nil checkerinos

* Fixes err checks. Checks whether float has decimal. Fixes append. Drops omitempties. Parallel to some tests. Moves var declarations

* Replaces my lazy sprintfs with strconv.FormatInt(time.Now().Unix(), 10)

* Adds shiny new FullyMatched bool. Fixes coinbene buy sell consts

* Fixes oopsie with coinbene const replacement

* Fixes currency issue

* Cleans up new places that use JSONDecode

* Fixes huge panic bug from string int conversion. Adds large testtable for strings to order types

* Fixes some more strconversion issues. Fixes table test var usage. Changes mapperino name

* Added some new scenarios for number splitting

* Fixes lint issues

* negative num fix

* Typo fix

* Accuracy warning comment
2019-12-04 14:16:23 +11:00
Ryan O'Hara-Reid
0c5d75b22c (Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed

* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.

* add in string

* explicitly throw away return error value

* atleast return the error that websocket initialise returns

* return error when not connected

* fix comment

* Adds comments

* move package declarations

* drop append whenever we call supported

* remove unused import

* Change incorrect spelling

* fix tests

* fix go import issue
2019-12-03 10:06:08 +11:00
Ryan O'Hara-Reid
24bddcc090 Add directories to exclusion list && change default repo string (#387)
* Add directories to exclusion list && change default repo string

* Add in .idea folder to directory exclusion list

* cleaned

* Added support for calling the tool outside of its file

* fix formatting

* changed strings
2019-11-29 11:14:19 +11:00
Adrian Gallagher
63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00
lozdog245
52e2686b9e Change exchanges usage of GetName to Name (#378)
* Change exchanges usage of GetName to Name

* Changed GetName to Name
2019-11-20 09:50:14 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Scott
ccfcdf26aa Engine: Protocol Features, coverage, types, BTC markets websocket (#368)
* Attempts to update orderbook so it doesn't need to sort

* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features

* update existing feature lists. Expands list definition to match my emotions

* Adds bithumb bitmex and bitstamp. adds a couple more types

* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini

* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb

* Who can forget good old alphapoint?

* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features

* Adds extra data not in the documentation :/

* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet

* Removes import cycle via duplicate structs.

* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary

* Increase coverage in code.go

* One way of determining a test has failed, is when to it fails. Removed redundant explanation

* Increases code coverage of conversion

* Lint fixes

* Fixes orderbook tests

* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook

* Secret lints that did not show up via Windows linting

* Adds protocol package to contain exchange features

* Fixes protocol implementation

* Fixes ws tests

* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have

* imports and casing

* Fixes two more nil error checks
2019-10-22 10:56:20 +11:00
Scott
c2a33300f5 Feature+Bugfix: Engine websocket management (#360)
* Initial commit tearing down the websocket connection management. The purpose is to remove the traffic monitoring and dropping as syncer.go is a better manager

* Adds a readwrite mutex and helper functions to minimise inline lock/unlocks and prevent races

* Creates new WebsocketType struct to contain all parameters required. Deletes WebsocketReset. Utilises ReadMessageErrors channel for all websocket readmessages to analyse when an error returned is due to a disconnect

* Fixes issue with syncer trying to connect while connecting

* Simplifies initialisation function for websocket. Reconnects and resubscribes after disconnection

* Adds WebsocketTimeout config value to dictate when the websocket traffic monitor should die. Default to two minutes of no traffic activity. Increases test coverage and updates existing tests to work with new technologic. RE-ADDS TESTS I ACCIDENTALLY DELETED FROM PREVIOUS PR

* Removes snapshot override as its always necessary when considering reconnections. Increases test coverage. Re-adds tests that were ACCIDENTALLY DELETED. Removes unused websocket channels. Bug fix for traffic monitor to shutdown via goroutine instead of killing itself

* Fixes gateio bug for authentication errors when null. Adds little entry to syncer for when websocket is switched to rest and then back, you get a log notifying of the return. Fixes okgroup bug where ws message is sent on a disconnected ws, causing panic. Renames setConnectionStatus to setConnectedStatus. Puts connection monitor log behind verbose bool

* Fixes lingering races. Fixes bug where websocket was enabled whether you liked it or not. Removes demonstration test

* Fixes log message, renames unc, removes comments

* Fixes data race

* Removes verbosity, ensures shutdown sets connection status appropriately

* Removes go routine causing CPU spike. Stops timers properly and resets timers properly

* Renames `WsEnabled` to `Enabled`. Increases test coverage. Fixes typos. Handles unhandled errors

* The forgotten lint

* With using RWlocks, removes the channel nil check and relies on !w.IsConnected() to prevent a shutdown from recurring

* Removes extra closure step in the defer as it causes all the issues

* Prevents timer channel hangups. Minimises use of websocket Connect(). Expands disconnection error definition. Removes routine disconnection error handling. Ensures only one traffic monitor can ever be run. Renames subscriptionLock to subscriptionMutext for consistency

* Extends timeout to 30 seconds to cover for non-popular exchanges and non-popular currencies

* Updates test from rebase to use new websocket setup function

* Fixes test to ensure it tests what it says it does
2019-10-02 09:06:52 +10:00
Adrian Gallagher
132d2d03c2 Merge branch 'master' into engine 2019-09-24 17:05:58 +10:00
Adrian Gallagher
bbdf532b16 Update Slack shared invite link 2019-09-24 17:01:32 +10:00
Adrian Gallagher
2dc813b5f3 Merge branch 'master' into engine 2019-08-23 21:59:01 +10:00
Ryan O'Hara-Reid
6d8ba0a96a Initial implementation of HTTP mock testing framework (#310)
* Initial implementation of HTTP mock testing framework

Convert to VCR testing server. Segregate live testing via build tags.

Converted Binance to VCR server

Convert Bitstamp to VCR mocking tests

Added VCR mock testing for localbitcoins

* Add server generation for concurrent testing

* Fix linter issues

* Fix linter issue

* fix race - potentially

* revert auto assigning of host vals

* Fix requested changes

* Adds mock testing for ANX
Switch to using TestMain functionality
Added cron job usage for travis-ci to live testing
Added appveyor scheduled build check for live testing

* WOOPS

* silly correction

* Fixes fantastic linter issues

* fixed another whoopsie

* WOOO!

* Adds gemini mock testing with additional fixes

* Add docs and sharedvalue

* Added tls using httptest package

* Fixed issues

* added explicit mock recording reference to error

* Fix requested changes

* strip port from mock files as they are not needed on tls server

* Change incorrect names

* fix requested changes

* lbank update

* Fix another issue

* Updated readme
2019-08-23 15:20:02 +10:00
Adrian Gallagher
94a784d63f Merge branch 'master' into engine 2019-08-22 18:32:57 +10:00
Scott
0fbf8b172a Websocket orderbook buffering (#333)
* 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
2019-08-13 09:32:59 +10:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Adrian Gallagher
2078ba907f Update URLs for transfer into org repo (#338)
* Update URLs for transfer into org repo

* Update codecov, travis and othe remaining links

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

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

* Successfully moved exchange_websocket into its own wshandler namespace. oof

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

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

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

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

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

* Adds GateIO id support

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

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

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

* Starts testing. Renames files

* Adds tests for websocket connection

* Reverts request.go change

* Linting everything

* Fixes rebase issue

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

* Final final commit, fixing ZB issues.

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

* Fixed string conversion

* Fixes issue with ZB not sending success codes

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

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

* Removes unused interface

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

* Updates template file

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

* Fixes two inconsistent websocket delay times

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

* Updates exchange template to set and use default websocket response limits
2019-08-07 15:15:01 +10:00
Andrew
3de1d94e5f New logging system (#319)
* First pass at adding new logging system

* NewLogger

* NewLogger

* WIP

* silly bug fix

* :D removed files

* removed old logging interface

* added tests

* added tests

* Started to add new lines to all f calls

* Added subsystem log types

* Logger improvements

* Further performance improvements

* changes to logger and sublogger creation

* Renamed Logging types

* removed old print statement

* changes based on feedback

* moved sublogger types to own file

* :)

* added console as output type

* added get level command

* added get/set log level via grpc command

* added check for output being empty for migration support

* first pass at log rotation

* added log rotation

* :D derp fixed

* added tests

* changes based on feedback

* changed log type

* comments

* renamed file -> fileSettings

* typo fix

* changes based on feedback

* gofmt ran on additional files

* gofmt ran on additional files
2019-07-07 05:20:31 +10:00
Adrian Gallagher
9ff4471a45 Merge branch 'master' into engine 2019-06-21 18:10:55 +10:00
Scott
3a66e99899 Authenticated Websocket support (#315)
* Improves subscribing by not allowing duplicates. Adds bitmex auth support

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

* Adds Coinut support

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

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

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

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

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

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

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

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

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid
2019-06-19 13:19:01 +10:00
Ryan O'Hara-Reid
20c24601fb Asset update to fix minor stutter (#316) 2019-06-17 09:02:07 +10:00
Adrian Gallagher
f777e68716 Engine improvements 2019-06-10 20:02:09 +10:00
Adrian Gallagher
e965e54e09 Split up common.go, file path fixes and much more 2019-06-04 17:04:32 +10:00
Adrian Gallagher
6ebafb0f33 Merge branch 'master' into engine 2019-06-04 12:25:40 +10:00
Ryan O'Hara-Reid
a80acb16de General fixes for CancelAllOrders exchange wrapper function (#313)
* General fixes for CancelAllOrders

* Fix error shadowing issue

* Initialise order status map and rm reduntant initialisations
2019-05-31 16:06:10 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00
Scott
6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

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

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

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

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

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

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

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

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

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

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

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

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

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

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

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

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

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

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

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

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

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

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

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

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

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

* gofmt and go import

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

* WIP

* Added httpDebug flag to SendPayload

* anx -> coinbase converted

* HTTPDebug flag added to all exchanges

* Updated Alphapoint:

* reworded error message

* Corrected itbit and huobihadax sendpayload

* Removed setting of default value

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

* body is now included based on verbose setting

* WIP

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

* removed additional new line

* Added URL path to dumpbody display as well
2019-05-16 13:46:28 +10:00
Ryan O'Hara-Reid
35b94268e0 Update request.go to fix concurrency nonce issues (#285)
* Updates nonce generation to adhere to fifo channel buffer before request executes by routine

* removed unused variables, lns etc

* Fix requested changes and added in timer that disengages lock if out of scope error occurs

* Fixed woopsy daisy issue

* Add benchmark, reduce time in force to unlock before stack insertion, add nil check for edge case

* Remove unusued waitgroup field

* use return nonce.Value and method, rm redundant nonce code, fix tests.

* Fix linter issue: unnecessary conversion
2019-05-06 13:46:34 +10:00
Scott
e56fc26d93 Offline worst case trade fees (#274)
* Really basic getSimulated fee function everywhere

* Worst case fees for all exchanges

* Adds tests, fixes comment spacing. Adds wrapper logic. Makes test api key var name consistent. Removes some okcoin ETT tests

* Removes redundant functions

* linting issues. Fixes introduces huobi issues

* More linting

* Stops trying to hide ETT problems, uses iota

* Skips ETT tests for now
2019-04-09 19:38:31 +10:00