mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
ba92ba3254a4679ebcf69cb653475724f204f6fa
164 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Adrian Gallagher
|
ba92ba3254 |
docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* docs: Create new CODING_GUIDELINES doc Rids excess contribution instructions from other packages Adds AGENTS.md file for the AI overlords Rids unused templates Updates ADD_NEW_EXCHANGE.md with minor fixes * docs: Fix linter issues and minor adjustments based on Copilot feedback * docs: Update coding guidelines for API parameters and testing practices * docs: Remove redundant GoDoc references Adds copilot-instructions.md * docs: Update CODING_GUIDELINES with export recommendations and test commentary * docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links * docs: Update struct naming conventions for request and response types * docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md * refactor: Simplify error handling in QueryOrder method |
||
Copilot
|
844b3b03b4 |
Alphapoint: Remove exchange implementation (#1956)
* Initial plan * Initial analysis: Plan to remove Alphapoint exchange implementation Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> * Remove Alphapoint exchange implementation and all references Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> --------- Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com> Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> |
||
|
Adrian Gallagher
|
16c1ff3bdf |
Slack: Update shared invite link (#1967)
* Slack: Update shared invite link * fix: add rel="noopener noreferrer" to Slack invite links for security |
||
|
Adrian Gallagher
|
3fc40292b7 |
cmd/documentation: Add pagination support for contributors (#1885)
* cmd/documentation: Add pagination support for contributors * Drop break and return immediately * documentation: change defaultGithubAPIPerPageLimit to an integer and update usage in GetContributorList |
||
Ryan O'Hara-Reid
|
cad7586e98 |
exchange/websocket, gateio: Rename/export package again, add websocket request functions for futures trading (#1603)
* gateio: Add multi asset websocket support WIP. * meow * Add tests and shenanigans * integrate flushing and for enabling/disabling pairs from rpc shenanigans * some changes * linter: fixes strikes again. * Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails. * Add subscription tests (state functional) * glorious:nits + proxy handling * Spelling * linter: fixerino * instead of nil, dont do nil. * clean up nils * cya nils * don't need to set URL or check if its running * stream match update * update tests * linter: fix * glorious: nits + handle context cancellations * stop ping handler routine leak * * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled. * Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle. * Dial now uses code from DialContext but just calls context.Background() * Don't allow reader to return on parse binary response error. Just output error and return a non nil response * Allow rollback on connect on any error across all connections * fix shadow jutsu * glorious/gk: nitters - adds in ws mock server * linter: fix * fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity. * glorious: whooops * gk: nits * Leak issue and edge case * Websocket: Add SendMessageReturnResponses * whooooooopsie * gk: nitssssss * Update exchanges/stream/stream_match.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/stream/stream_match_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * linter: appease the linter gods * gk: nits * gk: drain brain * started * more changes before merge match pr * gateio: still building out * gateio: finish spot * fix up tests in gateio * Add tests for stream package * rm unused field * glorious: nits * rn files, specifically set function names to asset and offload routing to websocket type. * linter: fix * Add futures websocket request support * gateio: integrate with IBOTExchange (cherry pick my nose) * linter: fix * glorious: nits * add counter and update gateio * fix collision issue * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * add tests * linter: fix * After merge * Add error connection info * upgrade to upstream merge * Fix edge case where it does not reconnect made by an already closed connection * stream coverage * glorious: nits * glorious: nits removed asset error handling in stream package * linter: fix * rm block * Add basic readme * fix asset enabled flush cycle for multi connection * spella: fix * linter: fix * Add glorious suggestions, fix some race thing * reinstate name before any routine gets spawned * stop on error in mock tests * glorious: nits * Set correct price * glorious: nits found in CI build * Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant. * mutex across shutdown and connect for protection * lint: fix * test time withoffset, reinstate stop * fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * fix ID bug, why I do this, I don't know. * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * rm json parser and handle in json package instead * in favour of json package unmarshalling * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * conform to match upstream changes * standardise names to upstream style * fix wrapper standards test when sending a auth request through a websocket connection * whoops * Update exchanges/gateio/gateio_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: overload * whoops * spelling fixes on recent merge * glorious: nits * linter: fix? * glorious: nits * gk: assert errors touched * gk: unexport derive functions * gk: nitssssssss * fix test * gk: nitters v1 * gk: http status * gk/nits: Add getAssetFromFuturesPair * gk: nits single response when submitting * gk: new pair with delimiter in tests * gk: param update slice to slice of pointers * gk: add asset type in params, includes t.Context() for tests * linter: fix * linter: fix * fix merge whoopsie * glorious: nits * gk: nit * shift over to websocket package error * internal/exchange/websocket -> exchange/websocket * PEAK OCD! * appease the OCD gods * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
||
Gareth Kirwan
|
b4e45e9a1b |
Websocket: Restructure files and types (#1859)
* Websocket: Rename stream package * Websocket: Rename Websocket to Manager * Websocket: Replace explicit errs with common.NilGuard * Websocket: Move websocket_types.go to types.go * Websocket: Minor field comment and alignment in types * Webosocket: Rename WebsocketConnection to Connection * Alphapoint: Make gorilla ws import explicit Just to avoid confusion with our own packages. * Websocket: Move stream_match to match * Websocket: Move websocket_connection to connection * Websocket: Move websocket.go to manager.go * Websocket: Break out all subscription methods into subscriptions.go * Websocket: Move connection type into its file * Websocket: Remove PositionUpdated Type is not used anywhere * Kraken: Use local constant for pong Was the only use of websocket.Pong and doesn't really feel right to represent kraken's api resp in one of our packages * Websocket: Move connection sub-types to connection package * Websocket: Move manager types into manager * Websocket: Move ConnectionWrapper into manager * Websocket: Move websocket_test to manager_test * Websocket: Privatise connectionWrapper * Websocket: Remaining types into types.go These really belong somewhere else mostly, but this will do for now * Websocket: Tidy up connection method vars * Gofumpt: Moving package imports around * Websocket: Rename errDuplicateConnectionSetup * Websocket: Fix duplicate import of gws * Websocket: Fix gofumpt -extra * Websocket: Standardise import of gws across other pkgs * Kraken: Remove unused sub conf consts These were replaced by the generic Levels and Depth fields on all subs * Websocket: Privitise ConnectioWrapper fields * Websocket: inline single use var WebsocketNotAuthenticatedUsingRest * Websocket: Move documentation to template * Bithumb: Assertify TestWsHandleData |
||
|
Adrian Gallagher
|
4651af5767 |
modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase
* Address shazbert's nits
* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling
* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS
* refactor: Various slice usage improvements and rename TODO
* tranches: Revert deleteByID changes due to performance decrease
Shazbert was a F1 driver in a past lifetime 🏎️
* tranches: Simply retrieve copy
Thanks to shazbert
* documentation: Sort contributors list by contributions
* tranches: Remove deadcode in deleteByID
|
||
|
Gareth Kirwan
|
fafee93e1b |
sonic, exchanges/okx: Make sonic opt-in by default and fix various OKX issues (#1816)
* Sonic: Add sonic_on build tag Thinking about other ways to do this, but they amount to the same thing. It's messy, but I don't have another idea. * Okx: Remove redundant useAsIs on slices Slices are automatically used-as-is, so passing true for these types was unnecessary. Removing the field simplifies rationalising inverting the flag * Okx: Unify timestamp response types * Okx: Change ResetRFQMMPStatus to return a types.Time * Okx: Move withdrawData type to types * Okx: Fix AccountConfiguration slice return * Okx: Improve SendHTTPRequest documentation * Okx: Extend tests for UseAsIs non-defaults * Okx: Fix GetPublicUnderlying with sonic 1.12.9 Using **result for slices with useAsItIs causes sonic to fail. This might be addressed upstream, but it's also not clear what the unmarshal behaviour for an untyped reference to a typed reference should be in the RFC, so we could get a golang.org/encoding/json regression on this too. There's no harm in fixing this, for consistency, to match our handling for non-slice []any wrapping to just use the pointer as is. Note: As of today this requires sonic:main for this to work, because of the other bug: ``` M go.mod - github.com/bytedance/sonic v1.12.9 + github.com/bytedance/sonic v1.12.10-0.20250224121557-e30ac4f2e4fe ``` * Okx: Remove redundant slice check This code didn't work, and if I make it look at rv.Elem().Kind() it errors. Haven't dug too deeply but right now I think we just remove it. * Okx: Simplify SendHTTPRequest by removing UseAsIs Looks to be entirely derivable * Okx: Remove http check that resps must contain data GetAnnouncementTyeps failing in US because of empty response. But also any situation where there really is no data. e.g. GetCandlesticks might return no candlesticks for a period and instrument, because there aren't any. That shouldn't be an error. More saliently if you request orders, or something similar. So, since that check wasn't working before, and it's causing issues now, I'm going to remove it. * Okx: Fix TestGetAnnouncementTypes failing in US announcement-types returns empty in the US, where our github actions run. That's kinda okay. Just don't test we get any back * Sonic: Default to sonic off We've seen too many fatal panics and races with sonic, both in GCT runs and being reported in sonic, to default to it being turned on right now. Whilst we have faith sonic will get through these with time, for now the sensible thing to do for our users is make sonic opt-in. This also removes any of the conditions around 386, etc. If someone wants to run with sonic, they can. Most notably if they're trying out an experimental sonic branch that supports 386, etc. |
||
|
Adrian Gallagher
|
744ee7c099 |
CI, sonic: Replace backend-arm64 docker build with native GHA runner, disable sonic for arm64 (#1794)
* CI: Replace docker amd64 with native runner, switch Docker test arch to amd64 * tests: Remove spaces and new lines from test JSON timestamp fields * builds: Disable sonic for arm64 due to OKX unmarshal issue * nits: Improve Dockerfile comment and fix build tag |
||
|
Ryan O'Hara-Reid
|
e99adca86f |
encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* tag optional sonic and allow full library conversion * Add workflow and disallow arm and darwin usage * Add basic hotswap benchmark * linter: fix * use bash * linter: fix? * Fix whoopsie, add to make file, also add mention in features list. * test enforcement * actually read documentation see if this works * linter: fix * linter: fix * sonic: bump tagged version * encoding/json: drop build tag arch and os filters * encoding/json: consolidate tests * encoding/json: log build tag usage * rm superfluous builds * glorious/nits: add template change and regen docs * glorious/nits: update commentary on nolint directive * glorious/nits: rm init func and log results in main.go * Test to actually pull flag in * linter: fix * thrasher: nits * gk: nits 4 goflags goooooooooo! * gk: nits rn * make sonic default json implementation * screen 386 * linter: fix * Add commentary * glorious: nits Makefile not working * gk: nits * gk: nits whoops * whoopsirino * mention 32bit systems won't be sonic * gk: super-duper nit of extremes --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
||
|
Ryan O'Hara-Reid
|
08e015a125 |
exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine * fix tests * linter * fix_linter * revert rm ctx param to limit breakages when merging usptream * linter fix * Add in priority update grouping so that tests pass * Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious nits * fixed spelling * whoopsie * aanother whoops * glorious: NITTERS! * glorious: further nitters * srry linter gods * glorious: nits continued * sub test p ara lel * drop main t.Parallel * fix whoops * wrappertests: use context with cancel (test) * linter: fix * ensure primary execution * kucoin test fix * revert standards test changes and bypass non critical errors * rm single override * wrap exported error for accounts * thrasher: nits ch name * gk: nits * gk: nits FetchTickerCached -> GetCachedTicker * gk: nits rn FetchOrderbookCached -> GetCachedOrderbook * gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo * linter: fix * gk: nits * thrasher: nitters 1 * thrasher: nitters tmpls * gk: nitter --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
||
|
Gareth Kirwan
|
e4479557de |
Kucoin: Margin subscription fix and improvements (#1761)
As a GCT user with spot and margin assets enabled, but only margin asset enabled websocket subscriptions, I should still get subscriptions for all the pairs in margin which are also in spot Currently it only works when spot subscriptions are enabled. Otherwise the spot pairs are ignored. Fixes #1755 |
||
|
Adrian Gallagher
|
69bb645fc2 |
docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects * docs: Replace non-template based references and correct templates |
||
|
Adrian Gallagher
|
74f4df6348 |
okcoin: Remove exchange implementation (#1626)
* okcoin: Remove exchange implementation * exchanges/order: Rid TradeMode from Submit type |
||
|
Gareth Kirwan
|
b41fe27684 |
Kucoin: Add subscription templating and various fixes (#1579)
* Currency: Variadic Pairs.Add This version of Pairs.Add is simpler and [more performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74) Behavioural difference: If there's nothing to add, the same slice is returned unaltered. This seems like good sauce * Currency: Variadic Remove * Common: Add Batch function * Common: Add common.SortStrings for stringers * Subscriptions: Add batching to templates * Subscriptions: Sort list of pairs * Kucoin: Switch to sub templating * Kucoin: Simplify channel prefix usage * Kucoin: Fix race on fetchedFuturesOrderbook * Subscriptions: Filter AssetPairs Now only the assetPairs relevant to the subscription are in the context * Subscriptions: Respect subscription Pairs * Subscriptions: Trim AssetSeparator early We want to trim before checking for "AssetSeparator vs All" because a template should be allowed to reuse a range template and generate just one trailing AssetSeparator whilst using a specific Asset * Kucoin: Fix empty margin asset added * Kucoin: Add Subscription batching Turns out that contary to the documentation, kucoin supports batching of all symbols and currencies * Kucoin: Fix checkSubscriptions and coverage * Subscriptions: Simplify error checking This reduces the complexity of error checking to just be "do we get the correct numbers". Fixes Asset.All with only one asset erroring on xpandPairs, because we trimmed the only asset separator, and then errored that we're not xpanding Assets and the asset on the sub is asset.All This use-case conflicted with commit 6bbd546d74, which required: ``` Subscriptions: Trim AssetSeparator early We want to trim before checking for "AssetSeparator vs All" because a template should be allowed to reuse a range template and generate just one trailing AssetSeparator whilst using a specific Asset ``` Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters. I've removed the asset tests for this, but they were correctly erroring on the number of asset lines instead. Everything hits coverage, as well. * Kucoin: Remove deprecated fundingBook endpoint * BTCMarkets: Use common.Batch |
||
|
Gareth Kirwan
|
c601575c66 |
subscriptions: Add templating support and integrate with Binance (#1568)
* Subscriptions: Add List.AssetPairs * Subscriptions: Add Template and QualifiedChannel These fields separate the concept of what the channel is from the qualified resource name * Subscriptions: Add List.SetStates() * Subscriptions: Add List.QualifiedChannels * Subscriptions: Rename testsubs.EqualLists * Binance: Switch to ExpandTemplates * Binance: Update ConfigTest format * Subscriptions: Test Coverage improvements * Subscriptions: Reenterant List.ExpandTemplates * Subscriptions: Move templates from subscriptions to exchanges * Binance: Inline subscription template and improvements |
||
Samuael A
|
aeb4a87913 |
exchanges: Add Deribit exchange support (#1082)
* deribit implementation * add ws impll * cleanup * Update deribit_wrapper.go * Add missing endpoints * Fix config file * asset type update * Update code structure * Update authenticated private endpoints unit tests * Updating websocket * Updating websocket connection and subscription handling * Finishing up adding subscription push data * Adding websocket public endpoint * Adding WS endpoints * Adding websocket unit tests * Minor clean-up * Integrating websocket endpoints into the wrapper funcs * Updating exchange documentations * Fixing test issues * Code cleaning-up * fix test issues * Updating validations and logic errors * Updating wrapper issues * fix test issues * Slight test update * Unit test and code structure update * Update websocket tempos * Slight update on code structure * Minor update on unit tests * Update depending on review comments * Minor code fix and doc re-generating * Update on Candlestick wrapper functions * Minor updates * minor unit test updates * Minor updates on weboscket and unit tests * minor linter fix * codespell and rate limiter issues * single linter issue fix * adding rate limiter * Add ratelimiter to websocket conn and overall code update * fix websocket push data issue * Implementing missing wrapper function * Websocket fix * Minor update on missing endpoint and other * fixing websocket issues and cleaningup * Minor tempo fix * Minor linter issues * unit test update * Indexing error fix * Websocket connection fix * string formatting fix * Small fix on unit tests * fix minor json conversion issue * websocket and documentation update * websocket, wrapper and unit test updates * Documentation and unit tests update * Fix unit tests * wrapper fix for new change * Unit test fix * timestamp conversion and unit tests update * Minor instrument ID conversion fix * instrument formats and unit test update * formatting and unit test fix * config update * Updating websocket and adding the Spot support * Add small unit test fix * unit test and websocket handlers update * Linter issues fix * minor documentation and code update * Minor fix * added a wrapper func GetLatestFundingRates * Types, wrapper update, and unit tests * Minor config update * fix wrapper unit tests * Resolve all panic and wrapper test issues * minor unit test fix * fix issues and adding newly added endpoints * updates and added remaining endpoints with unit tests * Update unit tests using assert * Added missing endpoints and unit tests * Minor updates and clean-ups * Resolve tradable pair fetching panic * Mutex fix * Added Options assets test and minor fixes * subscription mothod updated * Remove misadded code lines * resolve websocket * Updating tests, types, endpoint methods and others * Added GetFuturesContractDetails and minor fix * fix linter issue * revert change on candlestic time * Added filters to candles * minor unit test and wrapper fix * Minor unit tests update * cahnge param key for GetOrderMarginByID * updating unit tests and resolve issues * Update websocket unit tests * Minor fix based on review * Revert unit test change * fix pair config issue * Added missing wrapper functions * Fix missing review changes * Fix options request pair formatting * fix AllExchangeWrappers test issue * Changes with unit test and wrapper based on the review * Fix to options reg-exp * wrapper functions fix * Update MaximumFundingRateHistory filter and minor fixes * Fix besed on review comment * Fix issues on review comment * linter fix * fix minor unit test issue * Fix unit test issues * Update trade order cancellation responses * fix config files issue * lint update config files * Update unit tests * Update return values and response handling * added missing endpoint and fixes based on review comment * toggle useTestNet back * Update cancel by label and other fix * fix forgotten cancel all response type * update CancelResp type * Fix unmarshaling error * updated websocket orderbook load issue * fix websocket lock and groups * Change Items to Tranche and fix linter issues * Fix orderbook issue * Update unit tests offline error handling, and endpoints argument and error handling * Contributors documentation update and change error return type * Updated unit tests based on review comment * Update unit tests and removed password change endpoint * Fix race condition * Update on tests, test pairs, and wrapper config * Update test tradable pairs loading * Update unit tests, fix linter issues, and update wrapper functions * remove credentials * Update test and fix authentication method and few authenticated endpoints * fix codespell issue * group the repeated currency code check to a func * added unit test for repeated pair check func * Added a base coin and related updates --------- Co-authored-by: E Sequeira <earncef@earncef.com> |
||
|
Adrian Gallagher
|
9f968151be | ItBit: Remove exchange implementation (#1463) | ||
|
Adrian Gallagher
|
804cee4287 | ZB: Remove exchange implementation (#1450) | ||
|
Samuael A
|
fb6d12ac69 |
exchanges: Update Bybit exchange to V5 (#1301)
* Adding Bybit public endpoints * Completed adding market endpoints * Added trade endpoints * Adding position endpoints * completing position endpoints * Adding Pre-upgrade endpoints * Completed adding Pre-upgrade and Account endpoints * Added asset endpoints * Added user endpoints and unit tests * Adding spot leverage and margin trade endpoints * spot margin trade added * added spot-margin-trade, institutional lending, c2c lending, and broker * Adding wrapper funnctions * Working on wrapper public methods * Added wrapper functions and unit tests * Added websocket support with unit tests * Update websocket handlers and added rate-limiter * wrapper function, websocket handlers, and linter issues fixe * unit tests fixes and codespell correction * Update documentation * Minor websocket handling fix and URL consts merging * types, unit test other updates * Updated websocket and methods based on review * Added GetFeeByType method with unit test and fixes * add filter for Unified and Normal endpoints * Mock recording and unit tests update * minor linter issue fix * websocket and rest tests and fix * change asset types and wrapper methods update * rm: forgotten panic message * endpoints, websocket and unit tests update * Added and updated endpoints and unit test * linter and spell fix * unit test and orders update * Update on endpoints, fields, config pairs and formating, and unit tests * minor update on responses * Fix unit test and types * Unit tests, models, and wrapper issues fix and mock test recording * rm print statement * Fix issue, add FundingRate wrapper func, mock record * minor type and unit test update * Update on order handling and unit test * Minor test * Minor fix in wrapper * unit tests update, recording, and documentation update * Unit tests and minor wrapper function update * minor unit test fix * Added newly added endpoints, unit tests, and mock recording * Rename GetInstruments -> GetInstrumentInfo * doc update * Minor unit tests update * Minor unit test and wrapper update * Fix linter issue * Add unit test and minor updates * Revert websocket error declaration * Revert websocket error declaration * Balace --> Balance * Fix config issues * Added next funding time minor fix * Update GetLatestFundingRates and record mock test data * Added LatestFundingRate time * Fix test issue of TestAllExchangeWrappers * config pairs update * configtest spot pairs update * Minor update on options UpdateOrderExecutionLimits wrapper func * Linter issue fix and added new currency codes * Added new currency codes * Update bybit pairs in config_example * config assets pair format update |
||
|
Gareth Kirwan
|
88182ec414 |
Engine: Remove Default Forex Provider (#1395)
* Currency: Do not use a default forex provider exchangerate.host now requires an API key. Instead of finding a new Free (for now) default, this change simply disables the currency exchange when nothing is enabled. * SyncManager: Report ?.?? for an unknown forex amount In a situation where we thought forex was available but we got an error, this avoids showing 0.00 when there was actually an error. * Currency: Tests for no default forex * Currency: Use mock provider for tests * Currency: Add API key to exchangerate.host * Currency: Remove Exchangerate.host Exchangerate.host was bought by apilayer, the old API deprecated, and replaced with a proxy to the apilayer api. We already have currencylayer support, so ther's no reason to keep exh. Worth noting: New ERH keys actually work on currencylayer * Currencies: Add test coverage for currency layer * fixup! Currency: Tests for no default forex Remove duplicate assignment Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1395178513) * fixup! Currency: Add API key to exchangerate.host Remove unused ErrVar Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396647418) * fixup! Currency: Tests for no default forex Fix spelling of override in test Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396701476) * fixup! SyncManager: Report ?.?? for an unknown forex amount Fix display of non-positive currency conversions. Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395/files#r1398527134) |
||
|
Adrian Gallagher
|
0fd433e865 |
exchanges/bittrex,kucoin: Remove exchange implementation and fix minor test issue (#1403)
* exchanges/Bittrex: Remove exchange implementation * Kucoin: Fix TestProcessMarketSnapshot after pair removal update * Kucoin: Fix race due to duplicate setupWS call Unleash your inner Max Verstappen * Kucoin: Actually test spot/margin market snapshot replication |
||
|
Samuael A
|
6105071114 |
exchanges: Add Kucoin support (#1102)
* init * updates config * wrapper configuration * updates exchange readme * adds SendAuthHTTPRequest and SendHTTPRequest * adds ratelimit file * adds test case and minor fixes * improve error handling * update testcases and improve GetSymbols API * adds SPOT API's * minor fix * WIP * WIP * adds test case * adds check in test case * fixes in Auth. HTTP * improvements * adds trade, kline support and testcases * adds SPOT API and testcases for same * adds SPOT API and testcases * adds SPOT API and testcase * WIP * adds API's * adds API's * adds test cases * adds comment to exported data types * adds API and test cases * adds API * adds API * rearrange functions * WIP: adds API * adds API for Post Order SPOT * adds API and few fixes * fixes * WIP * WIP * add PostBulkOrder API and its test case * fix issues * adds cancel order APIs and test cases for same * add minor test fixes * add API * adds API * fixes * add API * adds API and test cases * fix test * adds API * adds test * fix test * adds API and test * adds deposit API and test cases * WIP * adds API and test cases * WIP * WIP * add public future API and test cases * WIP * remove v2 API and replace them with v1 * update test cases * adds future order API and test cases * adds futures order API * adds API * add API and test cases * adds API and test cases * adds API and test cases * adds API and test cases * Adding wrapper functions * Fix on wrapper function * Adding websocket support * Complete addressing WS push datas * Adding spot push data unit tests * adding futures websocket push data handlers * Adding futures websocket push data handlers * Added unit tests * Updating unit tests * Updating wrapper and unit test functions * Adding missing wrapper functions and code cleaning up * Resolved linter issues * Fixing websocket issues * Fixing websocket issues * Slight fix on config_example file * Minor update * Basic nits updates * Fix minor linter issues * Minor update * Minor unit test update * Minor unit test update * Code update and linter issues fix * Removed unnecessary type conversion codes * Monor update based on review comment * Fix based on review comments * Adding rate-limiter * Websocket update and overall minor fixes * Removed IsAssetTypeEnabled method implementation * Fix connection and formatting issues * Updating orderbook issues * Very minor label fix * Minor error returning fix * code cleaning up and minor spelling fix * Updates on unit test * Update on unit tests and slight code structure * unit test update * orderbook update and minor fix * fix on race * Mini linter fix * fix minor parameter and unit test issues * handler funcs and models update * Fixing websocket and unit test issues * order side string for active orders * Fix on websocket and unit tests * Minor type changes * Minor Orderbook fix and unit test update * Small fix on orderbook * Updating orderbook functionality * FIx on websocket orderbook handlers * Small update on kucoin websocket * fix missed review comments * fix based on review comments * Updating websocket orderbook and fixing unit tests * Minor fixes * unit test update * Updating unit test according to enabled asset type * toggle canManipulateRealOrders const * Unit test update * Fix minor issues * minor fix * documentation fix * wrapper coverage and unused params fix * testing and minor changes * documentation, websocket and unit test update * minor linter fix * Websocket spot/margin subscription update * minor ticker update fix * minor fixes on endpoints * timestamp and number convert method and unit tests * timestamp convert minor update * minor type and conversion fix * create a common timestamp convert and fix minor issues * linter and ticker fix * Updating unit tests and order placing endpoint methods * Added a pairs check * Fix config test error * rm unused error variable * Fix source of linter issue * code update: convert, wrapper and websocket fix * minor code update * Websocket code and unit tests update * Websocket ticker ask/bid type change and small error msg fix * docs update * fix: websocket orderbook handling * change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update * Minor func rename and reciever change * Minor orderbook unit test issue fix * comment: about why we used a random delimiter '-' for futures * update config files and FetchTradablePair func for futures pairs * futures config pairs update * remove ConnextionMonitorDelay from websocket setup * fix on types and futures pair conversion * updating config pairs * change NewPairFromString to DeriveFrom * unit tests update * unit tests update * Added TickerBatching * added GetStandardConfig to GetDefaultConfig --------- Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com> |
||
|
Samuael A
|
9c83231696 |
exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints * Adding public endpoints * added public spot market endpoints * websocket subscriptions updates * websocket push data handlers completing * linter fix * Added funding private endpoints * Adding authenticated account endpoints * Added fiat and OTC-RFQ authenticated endpoints * trading authenticated endpoints * completing trade endpoints and add public wrapper endpoints * Authenticated wrapper functions and corresponding unit test * Adding authenticated websocket endpoint and fixing wrapper functions * Documentation and exchange websocket update * update websocket orderbook checksum handling * linter issues fix and unit test update * remove invalid orderbook endpoint and unit test * Documentation, handlers, and model types update * minot fix * Minor fixes * Updating unit tests and added missing endpoints * Add missing credential check * Minor unit test fixes * fix minor linter issue * add snaphot test unit test * Fix on update checksum and documentation update * update exchange, add UpdateOrderExecutionLimits, and update documentation * Minor fix on tickers fetching * Minor websocket fix and smaill unit tests * Minor websocket and naming fixes * uncomment default channels * Fix type and unit test issues * websocket channels and data handling update * Update Advanced-Algo websocket handling and minor fixes * documentation and minor code fixes * Fix name changes * documentation contribution update * intervalToString method update * fix exchange_wrapper_standard tests * Fix minor issues based on exchange_wrapper_standards_test * Fix wrapper extended candlestick check * websocket orders fetching error check method update * Exchange name check and change * docs: Add missing contributors --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
Scott
|
80b2136ce9 |
GCT: fix spelling (#1164)
* kodespull * fix my spelling * silly sausage, rm sneaky pointer |
||
|
Adrian Gallagher
|
e44ae3d75f | exchanges: Remove LocalBitcoins and fix Bybit tests (#1142) | ||
|
Adrian Gallagher
|
c785ae73a7 |
exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX * Get tests happy again * okx: improve logic and add basic coverage * Fix linterino * Round 2 plus rm useless assignment in test * Fix exchange_wrapper_issues test error * Fix nitters * Address nitters |
||
|
Scott
|
017cdf1384 |
Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
|
Samuael A
|
2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
||
|
Ryan O'Hara-Reid
|
4e135c9590 |
logger: reduce go routine generation (#992)
* logger: reduce go routine generation * logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool * logger: shift fmt package calls to worker pool * logger: conform tests to new design * linter: fix issues * Update log/logger_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update log/logger_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * UN-GLORIOUS: nits * logger: Handle config variable * logger: NITERINOS BY GLORIOUS CODE * logger: revert * glorious: nits * Panic at the disco: fix * Panic at the disco: fix * logger: make sure logger closed and job channel emptied on start up error * fix tests * logger: reduce globals * logger: finished reduces globals, reduce workers to one too keep everything in line. * logger: remove comments * logger/exhchange: linter issues * db/test: fix linter * logger: add tests shift wait before unlock * logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing. * logger: fix race and warn for conflict in config * logger: fix name and add to tests * logger: remove zero value field * glorious: panic fix and removal of code * logger: reinstate channels in close * logger: shift reinstate processing to SetupGlobalLogger * logger: segregate config.json from internal log.Config * logger: fix silly mistake that is silly * engine: Add protection for nil issues and implement new constructor in tests * logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests. * logger: actually set advanced settings * Update log/loggers.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update log/loggers.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update log/loggers.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update log/loggers.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update log/logger_multiwriter.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * logger: test issue when not purging temp file and contents * loggertest: add more protections for the panics * linter: fix * glorious: nits * cleanup * logger: linter fix * linter: fix(?) :/ * linter: revert change * linter: fix Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
||
|
Scott
|
10f7ff3236 |
backtester: custom strategy plugins (#989)
* Adds custom strategy * docs and structure * docs * rn * Documents plugins, adds custom strat config * mini fixes. Fleshes strategy test * docgen * Updates plugins to allow for multiple strategies to be loaded * docs * docs regen * fix doc accuracy * why did I add the word custom? |
||
|
samuael
|
ace5e64c10 |
exchanges: Add Binance.us support (#949)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix comment, method use, error handling, and code handling issues * build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.0...v2.4.8) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * asset: bitmask type optimisation (#922) * asset: basic optim. bitmask * glorious: nits * currency: forgot parralel in testttttt * ticker/orderbook: test fixes * engine/rpcserver: fix and expand tests * test: use `T.TempDir` to create temporary test directory (#934) * test: use `T.TempDir` to create temporary test directory This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The directory created by `t.TempDir` is automatically removed when the test and all its subtests complete. Prior to this commit, temporary directory created using `ioutil.TempDir` needs to be removed manually by calling `os.RemoveAll`, which is omitted in some tests. The error handling boilerplate e.g. defer func() { if err := os.RemoveAll(dir); err != nil { t.Fatal(err) } } is also tedious, but `t.TempDir` handles this for us nicely. Reference: https://pkg.go.dev/testing#T.TempDir Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestCheckConnection on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: cleanup TestGenerateReport Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * account: storage, processing and method on balances update (#916) * account: update account storage, retrieval and implement alert functionality when a currency change occurs. * account: Add cancel channel * account: remove old code * account: don't embed mutex * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * account: addr nits * account: Pull out test into indiv. * account: Add test for update method * account: add no change to test * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * account/portfolio: differentiate between asset type segregation and default to spot holdings. * glorious: nits * thrasher: nit * ticker: fix spelling * Update engine/portfolio_manager.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.8...v2.5.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orderbook/buffer: data integrity and resubscription pass (#910) * orderbook/buffer: data integrity and resubscription pass * btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!! * buffer: reinstate publish, refaactor, invalidate more and comments * buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments. * dispatch: change publish func to variadic id param * dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests. * dispatch: don't create pointers for every job container * rpcserver: fix assertion issues with data publishing change * linter: fixes * glorious: nits addr * depth: change validation handling to incorporate and store err * linter: fix more issues * dispatch: fix race * travis: update before fetching * depth: wrap and return wrapped error in invalidate call and fix tests * btcmarkets: fix commenting * workflow: check * workflow: check * orderbook: check error * buffer/depth: return invalidation error and fix tests * gctcli: display errors on orderbook streams * buffer: remove unused types * orderbook/bitmex: shift function to bitmex * orderbook: Add specific comments to unexported functions that don't have locking require locking. * orderbook: restrict published data functionality to orderbook.Outbound interface * common: add assertion failure helper for error * dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests * dispatch: export function * engine: revert and change sub logger to manager * engine: remove old test * dispatch: add common variable ;) * btcmarket: don't overflow int in tests on 32bit systems * ci: force 1.17.7 usage for go * Revert "ci: force 1.17.7 usage for go" This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91. * golangci: bump version add and remove linter items * Revert "golangci: bump version add and remove linter items" This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b. * dispatch: remove unsused mutex from mux * order: slight optimizations * nits: glorious * dispatch: fix regression on uuid generation and input inline with master * linter: fix * linter: fix * glorious: nit - rm slice segration * account: fix test after merge * coinbasepro: revert change * account: close channel instead of needing a receiver, push alert in routine to prepare for waiter. Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * exchange/wrapper: add GetServerTime() for exchange analytics (#938) * exchange/wrapper: add GetServerTime() for exchange analytics * binance: fix linter issue * glorious: nits * glorious: nits rides again * thrasher: nits implement huobi * thrasher: nits add to exchange_wrapper_issues cmd * order: slight optimizations (#917) * order: slight optimizations * orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations. * orders: continue to convert string type -> uint * orders/backtester: interim move type to orders package, later can expand or deprecate. * orders: handle errors * orders: optimize filters and remove error returns when its clearly not needed * orders: remove log call * backtester: zero value check * orders/futures: zero value -> flag * linter: fix * linter: more fixes * linters: rides again * glorious: nits * common: Add zero value unix check for time values; also addresses glorious nits * glorious scott: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * btcm: add order execution limit wrapper support (#941) * btcm: add in order execution limit fetching * btcm/test: add t.Parrrrrralllleeellllllllll * btcm/wrapper: add update on startup * glorious: nits * thrasher: nit add status field * build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.5.1...v2.6.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * proto/lint: Add protobuf GitHub action and linter (#943) * Buf upgrades * Buf format and basic endpoint fixes * gRPC linter fixes * Amend buf.yaml linter exceptions * Update README * Freshly generated gRPC code after depends update * Nitterinos * ordermanager: fix test error introduced in #917 (#942) * ordermanager: fix residual test issue from #917 and reduce some racey action * glorious: nits; also removed functions that weren't being used and were unexported * rm: pew * linter: fix issues * glourious: nits * credentials: fix test issue with racey racey horse basey * engine: Add websocket data handler register function (#935) * engine: Add websocket interceptor register function * Update engine/engine.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update engine/websocketroutine_manager_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * engine/websock: switch to data handler function register and range over handlers to still include default gct handling * engine/websocket: change name * glorious: nits * linter: fix * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * btcm: add modify order functionality, change return to pointer (#940) * btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... * request: adds WithVerbose function to package to add verbosity to request context (#950) * request: adds WithVerbose function to package to add verbosity to request context * request: add t.Parr.... * thrasher: nits * build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954) * exchange/wrapper: expose GetCredentials func to IBotInterface * exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions * interface: change name - RPCSercer: rm GetBase func call. * glorious: nits (fix panic) Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * CI: merge fixes * CI: fixing github generated lint issues * orders: Add method for creating cancel struct from order details (#947) * orders: Add method for creating cancel struct from order details * orders: remove uneeded fields * glorious: nit * grpc: add shutdown call for external management (#957) * grpc: add shutdown call for external management * go mod: tidy * glorious: suggestion * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/lib/pq from 1.10.5 to 1.10.6 (#960) Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.5 to 1.10.6. - [Release notes](https://github.com/lib/pq/releases) - [Commits](https://github.com/lib/pq/compare/v1.10.5...v1.10.6) --- updated-dependencies: - dependency-name: github.com/lib/pq dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.6.0 to 2.8.0 (#958) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.6.0 to 2.8.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.6.0...v2.8.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#963) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.0 to 2.10.2. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.0...v2.10.2) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: adds method to retrieve snapshot of order execution limit values (#946) * orders: add method to Limit to retrieve order execution limit snapshots * currency/btcmarkets: add error and update field name to standard * linter: fix * limts: don't return pointer * limit: Add notes * glorious: nits * linter: fix * limit: reinstate nil check * exchanges: change field names to be more consistent (@thrasher-) suggestion Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * orders: Add derive modify struct method from order.Detail (#948) * orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details * exchanges: call modify method in wrappers * linter: fixes * engine/wsroutineman: remove print summary * glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this. * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/spf13/viper from 1.11.0 to 1.12.0 (#965) Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.11.0 to 1.12.0. - [Release notes](https://github.com/spf13/viper/releases) - [Commits](https://github.com/spf13/viper/compare/v1.11.0...v1.12.0) --- updated-dependencies: - dependency-name: github.com/spf13/viper dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.0 to 2.8.1 (#964) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.0 to 2.8.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.0...v2.8.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: Add methods to derive SubmitResponse and Detail types (#955) * orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump bufbuild/buf-setup-action from 1.4.0 to 1.5.0 (#973) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.4.0 to 1.5.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.4.0...v1.5.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.46.2 to 1.47.0 (#972) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.2 to 1.47.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.2...v1.47.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#971) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.2 to 2.10.3. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.2...v2.10.3) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.10.1 to 2.11.2 (#975) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.1 to 2.11.2. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.10.1...v2.11.2) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.1 to 2.10.1 (#979) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.1 to 2.10.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.1...v2.10.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.11.2 to 2.12.0 (#978) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.11.2 to 2.12.0. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.11.2...v2.12.0) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: adding WS and REST tests, and minor fixes * CI: fixes on available asset and related minor issues * CI: fixes on endpoint function, test functions, and types * CI: updating templates and slight fixes * CI: updating slight fixes on tests and withdraws Request model * build(deps): bump styfle/cancel-workflow-action from 0.9.1 to 0.10.0 (#985) Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.1 to 0.10.0. - [Release notes](https://github.com/styfle/cancel-workflow-action/releases) - [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.1...0.10.0) --- updated-dependencies: - dependency-name: styfle/cancel-workflow-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump bufbuild/buf-setup-action from 1.5.0 to 1.6.0 (#984) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.5.0 to 1.6.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.5.0...v1.6.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * backtester: Futures handling & FTX Cash and Carry example strategy (#930) * implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts * build(deps): bump github.com/urfave/cli/v2 from 2.10.1 to 2.10.3 (#982) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.1 to 2.10.3. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.1...v2.10.3) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * alert: Add optimizations (#939) * alert: Add optimizations * alert: add basic benchmarks * alert: fix linter issue * documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert. * README: Add package name * alert: link up with engine settings * request: isVerbose refactor * Update exchanges/alert/alert_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: fun police * documentation: regen Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping (#970) * kline: add weighted price helpers for candles * twap/vwap: basic implementation and hook to rpc for protype * ta: cont implementation. (WIP) * kline: Add tests * kline: add helpers * ta: full impl. * kline: remove support for macd and add in correlation-coefficient handling * rpc: change naming convention * linter: fix * protolinter: fix * linter: ++ * kline: reinstate macd handling after adding in check * glorious: nits * gctcl: linter * Update exchanges/kline/weighted_price.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits v2.0 * kline: fix test * huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests. * btcmarkets: update supported kline intervals * zb: fix test * rpcserver: fix bug and tests Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.10.3 to 2.11.0 (#993) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * FTX: Margin lending/borrow rate history (#981) * Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos * build(deps): bump google.golang.org/grpc from 1.47.0 to 1.48.0 (#995) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.47.0 to 1.48.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.47.0...v1.48.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * account: segregate holdings by credentials for future multi-key management (#956) * exchanges/account: shift credentials to account package and segregate funds to keys * merge: fixes * linter: fix * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits + protection for string panic * glorious_suggestion: add method for matching keys * linter: fix tests * account: add protected method for credentials minimizing access, display full account details to rpc. * linter: spelling kweeeeeeen * accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching. * accounts: theres no point in pointerising everything * linter: ok pointerise this then... * exchanges: fix regression add in little notes. * glorious: nits * Update exchanges/account/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * gloriously: fix glorious glorious test gloriously Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * CI: fixing linter issue and conflicts * CI: fixing ratelimit and other slight issues * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#998) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.12.0 to 2.12.1 (#997) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.0 to 2.12.1. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.12.0...v2.12.1) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.11.0 to 2.11.1 (#996) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.11.0 to 2.11.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.11.0...v2.11.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: fixing type and other slight issues * Cleanup after merge * Endpoints rate limit update Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com> Co-authored-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
||
Jaydeep Rajpurohit
|
247da918a8 |
exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc |
||
|
Ryan O'Hara-Reid
|
68db4155bf |
alert: Add optimizations (#939)
* alert: Add optimizations * alert: add basic benchmarks * alert: fix linter issue * documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert. * README: Add package name * alert: link up with engine settings * request: isVerbose refactor * Update exchanges/alert/alert_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: fun police * documentation: regen Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
||
|
Scott
|
f929b4d51e |
backtester: Futures handling & FTX Cash and Carry example strategy (#930)
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts |
||
|
Ryan O'Hara-Reid
|
16a93b49a4 |
btcm: add modify order functionality, change return to pointer (#940)
* btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... |
||
|
Ryan O'Hara-Reid
|
11da520dc8 |
Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
|
Ryan O'Hara-Reid
|
31b969856e |
cmd: remove empty template files (#872)
* rm empty files * docs: regen to test Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
||
|
Adrian Gallagher
|
02afa1e98b |
exchanges: remove Coinbene exchange support (#849)
* exchanges: remove Coinbene exchange support * RM Coinbene from apichecker backup |
||
|
Scott
|
6eaa2e4073 |
Backtester: USD tracking (#818)
* Initial concept for creating price tracking pairs * Completes coverage, even with a slow test * I dont know what point to hook this stuff up * Bit of a broken way of handling tracking pairs * Correctly calculates USD rates against all currencies * Removes dependency on GCT config * Failed currency statistics redesign * initial Update chart to use highcharts * Minor changes to stats * Creats funding stats to handle the stat calculations. Needs more work * tracks USD snapshots and BREAKS THINGS FURTHER * Fixed! * Adds ratio calculations and such, but its WRONG. do it at totals level dummy * End of day basic lint * Remaining lints * USD totals statistics * Minor panic fixes * Printing of funding stats, but its bad * Properly calculates overall benchmark, moves funding stat output * Adds some template charge, removes duplicate fields * New charts! * Darkcharts. funding protection when disabled * Now works with usd tracking/funding disabled! * Attempting to only show working stats based on settings. * Spruces up the goose/reporting * Completes report HTML rendering * lint and test fixes * funding statistics testing * slightly more test coverage * Test coverage * Initial documentation * Fixes tests * Database testing and rendering improvements and breakages * report and cmd rendering, linting. fix comma output. rm gct cfg * PR mode 🎉 Path field, config builder support,testing,linting,docs * minor calculation improvement * Secret lint that did not show up locally * Disable USD tracking for example configs * ShazNitNoScope * Forgotten errors * "" * literally Logarithmically logically renders the date 👀 * Fixes typos, fixes parallel test, fixes chart gui and exporting |
||
|
Adrian Gallagher
|
0c00b7e1df |
exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos |
||
|
Scott
|
adf7659e95 |
backtester: shared exchange level funding, decimal implementation (#783)
* Better designed backtester funding concept * Fleshes out funding concepts further to allow two funding types * Adds types, finishes adding to portfolio and adds to exchange * Fixes a bug to reveal another * Fixes issues with purchasing * A partial conversion to using decimal.decimal for the backtester * Further decimal rollout. Can compile and output report * More cleanup * Fix rendering and initial funds issue. * Adds new concept for trading using the exchange level funding to see what happens * Fixes a bug in funding not being found * New strat config to test RSI and discover issues * Can run with pairs that contain 0 funding * Finally fixes the arrangement to share funds * Adds testing and funding transfer * end of day * More comments, more tests! * Improves item comparisons and completes testing * Initial attempt at new strategy which utilisies shared funding and transfers * end of day broken * Chronological output. Fixes output bug where multi currency. * End of day commit * Fixes bug where events were being overwritten in a simultaneous context * Begins transitioning from portfolio holdings to funding holdings. Am I doing the right thing * End of day run around * Likely fix for holding calculations * Improvement to template. Improvement to holdings * DARK MODE. Report upgrades. Even handling with funds. Fix output * Output funding to cmd * Add new trasnferred funds "side" * Fixing test run 1 * Test updates * Test updating * More test fixing * Fixes portfolio tests * More test fixes * Fixes remaining tests and lints * Fixes currencystatistics tests. Adds decimal math implementations * Fixes hilarious bug where there could only be on holding * Adds funding support for config. Minor fixes * Adds documentation * Finishes config builder support for funding * Logs inexact conversions, updates tests. adds config validation * The quest to understand a new funding bug begins. New strategy * Fixes bug where wrong funding was retrieved. Expands t2b2 strat * End of the day commit. Gotta revert the nulldecimal stuff * Fixes tests, adds extra funding transfer feature * Fixes initial total values, tries to add a grand total value * Rebase fixes, documentation updates, tests for strategy * Swaps the err statement for tests. Regenerates tests. Math warnings * Attempts to solve Live data problems. Fixes volume * Fixes live data missing * can trade at any interval. skip volume sizing. volume colours. * config regen. display fixes * test fixes, lint fixes * Anti-funky errors * docs * Rmbad * docs * docs update * Simplifies err handling. Updates readmes. Data type checks * docs. new field initial-base-funds. comment errs. config test coverage * minMaxing * testfix * Fixes fee calculation, re-bans minMax being equal * Crazy concepts to attempt to solve totals. Addresses nits * Adds in totals calculation for exchange level funding.Uses external API In future, this will be replaced by proper pricing supplied by the same exchange that is requested. This is an unknown price * rm dollar signs in cmd and report. rm bad error. fix chart decimal. padding * re-run docs post merge * Fixes oopsie for fee parsing Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
|
Ryan O'Hara-Reid
|
5dfbbf84de |
engine/exchanges: Add exchange currency state subsystem (#774)
* state: Add management system (init) * linter: fix * engine: gofmt * gct: after merge fixup * documentation: add * rpc: implement services for testing * gctcli: gofmt state_management.go * documentation: reinstate lost information * state: Add pair check to determine trading operation * exchanges: add interface for specific state scoped subsystem functionality * engine/order_man: reduce code footprint using new method * RPC: implement pair trading request and change exported name to something specific to state * engine: add tests * engine: Add to withdraw manager * documentation: reinstate soxipy in contrib. list * engine: const fake name * Glorious: NITERINOS * merge: fix issues * engine: csm incorporate service name into log output * engine: fix linter issues * gct: fix tests * currencystate: remove management type * rpc: fix tests * backtester: fix tests * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/currencystate/currency_state.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * config: integrate with config and remove flag delay adjustment * gctcli: fix issues after name changes * engine: gofmt manager file * Update engine/rpcserver.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * engine: Add enable/disable manager functions, add default popoulation for potential assets * linter: fix * engine/test: bump subsystem count * Update engine/currency_state_manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bithumb/bithumb.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits addressed * alert: fix commenting for its generalized purpose * glorious: nits * engine: use standard string in log output * bitfinex: apply patch, thanks @thrasher- * bitfinex: fix spelling * engine/currencystate: Add logs/fix logs Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
||
|
Ryan O'Hara-Reid
|
736c92a99b |
bithumb: Add websocket support (#745)
* bithumb: Add websocket support (WIP) * bithumb: cont impl. * bithumb: finish, issues with orderbook needs review * linter issues * bithumb: move to separate file * bithumb: change to pointer for book * bithumb: Add tests * bithumb: Address nits * websocket: Export subscription error and wrap returns * bithumb: cleanup/ fix tests * gctrpc/bithumb: fix misspelling * bithumb: gofmt * readme: update support table, regen doc * tradesReadme: update * readme: update template |
||
|
Scott
|
48434dfd46 |
Feature: Candle conversion & Candle validation (#716)
* Remove old concept. Introduce new job types and candle scaling * Adds extra processing, commands * new concept for queued jobs. Jobs can pause. New commands to manage status * =End of day commit designing tables and implementing prerequisites further. * Adds postgres data history relations * Fixes table design for sqlite. Fixes all issues from merge * Fixes craziness of database design. Adds some functions to get related jobs * Fixes errors * Updates some documentation, manages prerequisite jobs a little better, adds rpc funcs * Fixes database design and adjust repo functions * Tests database relationship * Test coverage of new job functions * Finishes coverage of new functions * Commands and RPC coverage * New database modifications for new job types * Adds db support of new columns. Adds conversion validation. lint * command blurb changes * Allows websocket test to pass consistently * Fixes merge issue preventing datahistorymanager from starting via config * Minor fixes for different job type processing * Fixes rangeholder issue, fixes validation, does not address jobs not starting or wrong status * Fixes database tests, but at what cost. Fixes dhm tests * Fixes dhj completion issue. Adds prerequisite by nickname * Fixes validation processing. Adds db tests and validation * Fixes validation job processing range * Fixes trade sql. Reduces defaults. Validation processing and errors * Updates cli job commands. adds validation decimal. fix job validation * Expands run job handling and tests * Validation work * Fixes validation processing * candle relations. new job type. updating database design * Adds secondary exchange support. Sets stage for candle override * Re adds accidentally deleted relationship * Updates loading and saving candles to have relationship data when relevant * Now validates and replaces candle data appropriately * Fixes getting and setting datahistory data. Neatens DHM * Test coverage * Updates proto for new db types. New test coverage. Secondary exchange work * Investigation into never-ending validation jobs. Now that intervals are ruled out, now need to complete the job.... * Fixes issues with validation job completion. Fixes validation volume issue for secondary exchange * Adds candle warning support to the backtester * Fixes warnings * lint and begin docs * Documentation updates. Final testing changes * Minor fixes * docs, prerequisite checks, more testing * Fixes binance trade test. Rename err * Documentation fixes. Figure fixes * documentation update * Fixes remote PSQL tests * Fix binance mock test * Remove unnecessary JSON * regen proto * Some minor nit fixes * Var usage, query sorting, log improving, sql mirroring * Extra coverage * Experimental removal of m.jobs and mutex. Fix messaging * Fixes error * Lint fixes, command description improvements. More isRunning gates * description improvements * Lint * BUFF regenerate * Rough concept to fix insertions taking up long periods of time * New calculation for trade data. Adds batch saving This also adds an experimental request feature to shut down lingering requests. However, its uncertain whether or not this is having any impact. Initially thought it was the trades that was taking time and not SQL. Will investigate further * Removes experimental requester. Adds documentation. Fixes typo * rm unused error * re-adds more forgotten contributors * Now with proper commit count |
||
|
Scott
|
b5aa3eddb2 |
backtester: Fix selling bug, add planned features list (#722)
* Fixes sell bug. Updates docs. Adds test * Doc fixes * reorder and lint * Lint again! * Minor improvement to ensure theoretical upsized orders don't exceed portfolio limits * Fixes test error * %vamoose! * Fixes defaulting to int |
||
|
Adrian Gallagher
|
214ae37b7c |
Exchanges: Remove LakeBTC exchange implementation (#713)
* Remove LakeBTC exchange * Remove more LakeBTC remnants * Update LBank comment * go mod tiderinos * Remove LakeBTC from backup.json file |
||
|
Scott
|
197ef2df21 |
Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer
* Adds ability to save tasks. Adds config. Adds startStop to engine
* Has a database microservice without use of globals! Further infrastructure design. Adds readme
* Commentary to help design
* Adds migrations for database
* readme and adds database models
* Some modelling that doesn't work end of day
* Completes datahistoryjob sql.Begins datahistoryjobresult
* Adds datahistoryjob functions to retreive job results. Adapts subsystem
* Adds process for upserting jobs and job results to the database
* Broken end of day weird sqlboiler crap
* Fixes issue with SQL generation.
* RPC generation and addition of basic upsert command
* Renames types
* Adds rpc functions
* quick commit before context swithc. Exchanges aren't being populated
* Begin the tests!
* complete sql tests. stop failed jobs. CLI command creation
* Defines rpc commands
* Fleshes out RPC implementation
* Expands testing
* Expands testing, removes double remove
* Adds coverage of data history subsystem, expands errors and nil checks
* Minor logic improvement
* streamlines datahistory test setup
* End of day minor linting
* Lint, convert simplify, rpc expansion, type expansion, readme expansion
* Documentation update
* Renames for consistency
* Completes RPC server commands
* Fixes tests
* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config
* Comments for everything
* Adds missing result string. checks interval supported. default start end cli
* Fixes ID problem. Improves binance trade fetch. job ranges are processed
* adds dbservice coverage. adds rpcserver coverage
* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager
* Speed up tests, remove bad global usage, fix uuid check
* Adds verbose. Updates docs. Fixes postgres
* Minor changes to logging and start stop
* Fixes postgres db tests, fixes postgres column typo
* Fixes old string typo,removes constraint,error parsing for nonreaders
* prevents dhm running when table doesn't exist. Adds prereq documentation
* Adds parallel, rmlines, err fix, comment fix, minor param fixes
* doc regen, common time range check and test updating
* Fixes job validation issues. Updates candle range checker.
* Ensures test cannot fail due to time.Now() shenanigans
* Fixes oopsie, adds documentation and a warn
* Fixes another time test, adjusts copy
* Drastically speeds up data history manager tests via function overrides
* Fixes summary bug and better logs
* Fixes local time test, fixes websocket tests
* removes defaults and comment,updates error messages,sets cli command args
* Fixes FTX trade processing
* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful
* Improves test speed. Simplifies trade verification SQL. Adds command help
* Fixes the oopsies
* Fixes use of query within transaction. Fixes trade err
* oopsie, not needed
* Adds missing data status. Properly ends job even when data is missing
* errors are more verbose and so have more words to describe them
* Doc regen for new status
* tiny test tinkering
* str := string("Removes .String()").String()
* Merge fixups
* Fixes a data race discovered during github actions
* Allows websocket test to pass consistently
* Fixes merge issue preventing datahistorymanager from starting via config
* Niterinos cmd defaults and explanations
* fixes default oopsie
* Fixes lack of nil protection
* Additional oopsie
* More detailed error for validating job exchange
|
||
|
Scott
|
5ea5245afb |
Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs |
||
TaltaM
|
7e9266e438 |
Bittrex: Update API v1.1 to v3 and add websocket support (#646)
* Update Bittrex API from v1.1 to v3 V1.1 has been retired as of 9/30/2020 - Update REST to V3 - Add initial websocket support * Bittrex update - enable websockets in testdata config file * Update Bittrex - add Websocket capability to docs * Update Bittrex connector - AppVeyor warnings - Update tests - Generate documentation - Fix nits * Update Bittrex - add websocket order processing * Update Bittrex connector * Bittrex connector - fix ineffectual err assignment * Fix nits * Orderbook synchronization * Remove redundant nil * Log WS fetch orderbook message as debug message instead of as warning * Update after rebase * Add tests * Add allowed candle interval values * Replace literals with declared constants * Replace variable name 'request' with 'req' * Add check and update for deprecated REST URL * Nits and some cleaning up * Change ParseInt bit size to 64 * [FIX] Remove several shadow declarations * Do not export constructTicker * Remove parseTime() * Update GetHistoricCandles() * [FIX] Address gocritic nits * [FIX] Address gocritic nits * Use SendMessageReturnResponse() instead of local map * Rate limit subscribing and unsubscribing * [FIX] use go routine for subscribing and unsubscribing * [FIX] Set correct index for map * [FIX] Address unused vars, literals, time format * Adjusted timing when subscribing to many order books * Cache partial updates to tickers instead of calling REST function * [FIX] Update sequence nr when multiple updates are queued * Address golint issues * Fix nits |