* switch over to package defined const for time layout
* bump appveyor playa
* bumperino to latest while setting patherino
* whoooops
* bump VS version set GOROOT
* puge build cache
* Revert "puge build cache"
This reverts commit 315bb578afc19529457f435e52af2172f5143bc5.
* bumperino to test
* purge setting of golang directory for version and allow default
* purge cache state when file change
* whoops
* thrasher: nits
* don't need to flusherino the cacherino
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* Add test for dispatch channel reuse
* Dispatcher - make chans bidirectional
* No need to to keep the type assertion separate from the Get()
* Unexport Pipe's channel and add getter
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better
* zb: forgot to save?
* linties: fixies
* linties: word change as well.
* nitters: glorious
* buts
* nitters: fix glorious bug
* Update common/common.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* nitters: shifty
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kline: Add builder and testing
* Ideas
* kline: deploy builder functionality across GCT
* exchanges: implement across gct
* exchanges: Add tests and fix implementations before kline package testing and veri.
* kline: Add tests and start to fix ConvertToNewInterval
* kline: fix ConvertToNewInterval add tests
* kline: complete overarching tests now on to exchanges
* kline: finish exchange tests and implement limits
* exchanges: more fixes
* linter: fix
* engine: fix tests
* kraken: fix recent trades and other fixes
* zb: fix tests
* bithumb: fix empty insertion
* kline: refactor/optimize CreateKline function
* kline: remove the mooos!
* kline: prealloc CalculateCandleDateRanges
* linter: fix
* exchanges: prealloc extended
* fix whoopsie
* reverse fix because this is a whoopsie
* okx: fix risidual issues
* linter: fix
* kline: initial nits from @gloriouscode
* kline: rename builder -> request and cascade change
* linter: fix + test
* kline: update forced alignment on start and end times when CreateKlineRequest is called.
* nits: more more more
* NITS: Addressed
* tests: fix race issue
* Update exchanges/kline/request.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting
* kline: Add params start and end to addPadding() to insert blanks in between block
* kline: remove test comment code as it's not needed anymore
* kline: fix lint and test
* kline: sort slice without extra bool check every iteration
* okx: fix issues with timeing and candles and such from niterinos & address typo
* Update exchanges/kline/kline.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: niterinos
* Update exchanges/poloniex/poloniex_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits now onto conflicts YAYA!!!
* Update exchanges/exchange_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits again
* thrasher: nitters
* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.
* kline: rm fmtizzle packageizzle
* glorious: nitters
* glorious: more niterinos
* fix last niterinos
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* 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>
* Ramshackle early leads to GRPC backtester
* Adds GRPC server, default config generation
* Partial support for GRPC backtester config
* Update to use Buf, merge fixes
* Full config for GRPC
* Adds new commands, causes big panic
* Fixes panics
* Setup for the future
* Docs update
* test
* grpc tests
* Fix merge issues. Lint and test
* minor fixes after rebase
* Docs, formatting and main fixes
* Change buf owner
* shazNits
* test-123
* rpc fixes
* string fixes
* Removes --singlerun flag and just relies on --singlerunstrategypath
* fixes test
* initial post merge compatability fixes
* this actually all seems to work? unexpected
* adds pluginpath to config
* rm unused func. add gitignore
* rm unused func. add gitignore
* lintle
* tITLE cASE lOG fIX,rm auth package, gitignore, tmpdir fix
* buf updates + gen. go mod tidy
* x2
* Update default port, update error text
* Adds basic PoC for calculating/retrieving position data
* A very unfortunate day of miscalculations
* Adds position summary and funding rate details to RPC
* Offline funding rate calculations
* More helpers, more stats, refining data, automated retrieval
* Adds new rpc server commands and attempts some organisation
* lower string, lower stress
* Adds ordermanager config. Fleshes outcli. Tracks positions automatically
* Adds new separation for funding payments/rates
* Combines funding rates and payments
* Fun test coverage
* ALL THE TESTS... I hope
* Fixes
* polishes ftx tests. improves perp check. Loops rates
* Final touches before nit attax
* buff 💪
* Stops NotYetImplemented spam with one simple trick!
* Some lovely little niteroos
* linteroo
* Clarifies a couple of errors to help narrow likely end user problems
* Fixes asset type bug, fixes closed position order return, fixes unset status bug
* Fixes order manager handling when no rates are available yet
* Continues on no funding rates instead. Removes err
* Don't show predicted rate if the time is zero
* Addresses scenario with no funding rate payments
* Bug fixes and commentary before updating maps to use *currency.Item
* Adds a pair key type
* Polishes pKey, fixes map order bug
* key is not a property in the event someone changes the base/quote
* Adds improvements to order processing...Breaks it all
* Shakes up the design of things by removing a function
* Fixes issues with order manager positions. Limits update range
* Fixes build issues. Identification of bad tests.
* Merges and fixes features from master and this branch
* buff linter 💪
* re-gen
* proto regen
* Addresses some nits. But not all of them.
* Fixes issue where funding rates weren't returned 🎉
* completes transition futures tracking to map[*currency.Item]map[*currency.Item]
* who did that? not me
* removes redundant check on account of being redundant and unnecessary
* so buf
* addresses nits: duplications, startTime, loops, go tidy, typos
* fixes minor mistakes
* fixes 🍣🐻 changes to int64
* 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
* 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
* 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
* 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>
* 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>
* 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>
* 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>
* Bump CI versions
* Specifically set go version as 1.17.x bumps it to 1.18
* Another
* Adjust AppVeyor
* Part 1 of linter issues
* Part 2
* Fix various linters and improvements
* Part 3
* Finishing touches
* Tests and EqualFold
* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests
* Fix nitterinos and bump golangci-lint timeout for AppVeyor
* Address nits, ensure all books are returned on err due to syncer regression
* Fix the wiggins
* Fix duplication
* Fix nitterinos
* 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
* Fixes for unrealised PNL & collateral rendering
* Fixes lint and tests
* Shaznit fixes
* Secret Shaznit
* Updates account information across wrappers to include more fields
* Updates online collateral calculations. Updates RPC data
* Accurately calculates collateral offline and online minus testing
* Tests and lint chocolate
* Simplifies accountinfo results
* Fixes shaznits
* Adds new func
* Increases collateral accuracy again again again x 200
* Increases accuracy of collateral rendering
* Fixes minor merge/test issues
* Linterino
* Fixes ws test. Improves collateral calculations and rendering
* Make it prettier
* Removes the lock I put on 👀
* Adds `additional_collateral_used` field, renders orig currency
* Fixes unrelated test
* Fix test
* Correctly calculate spot margin borrow collateral
* Address fun lint surprise
See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331
* Strange lint fixing x2
* Continued lint journey
* Nolint the nolint to not lint the lint
* Adds two new fields to response
* More linting issues arising
* fIX3s_c4s|NG
* Fixes command flags' incorrect numbering
* FairMarket = Won
* 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>
* golangci-lint/CI: Bump versions
Fix remaining linter issues
* Specifically set AppVeyor version
* Fix the infamous typos 👀
* Add go env cmd to AppVeyor
* Add go version cmd to AppVeyor
* Specify AppVeyor image, adjust linters
* Update go get to go install due to deprecation
* Bump golangci-lint timeout time for AppVeyor
* Change NW contract to NQ
* Address nitters
* GetRandomPair -> Pair{}
* Address nits
* Address time nitterinos plus additional tweaks
* More time inception upgrades!
* Bending time and space
* Initial REST managed order updating
* Apply gloriousCode's changes.go patch
* Update internal order ID handling
* Check error
* Replace string with string pointer
* Avoid nil pointers in upsert
* Update test for UpdateOrderFromDetail()
* Add tests for orders.go
* Remove unnecessary newline
* Address comments
* Add missing nil check
* Add tests for new functions in order_manager.go
* Remove empty line
* Change log level for updates from Info to Debug (keep added orders at Info)
* Initialize orders before running the timer
* [TEMP] Add verbosity for debugging
* Nil checking on exchangeManager in GetExchanges()
- exchangeManager.GetExchanges() and iExchangeManager.GetExchanges() return an error on nil
- bot.GetExchanges() wraps exchangeManager.GetExchanges() and returns an empty slice
* Revert b5afe1a46b
* Do not start the order manager runner thread
Instead, mark the order manager as running
* Remove redundant error.Is() and remove print wrapper on msg
* Add atomic blocker and waitgroup on processOrders()
* Disable unnecessary orderManager runner thread for rpcserver_test
* Remove redundant err from orderStore.getActiveOrders()
* [FIX] Populate requiresProcessing using UpsertResponse data instead of REST return data
.. because the data returned by the REST calls do not include the internal user ID's
* [TEST] Verify that processOrders() actually processes queried order data
* Remove leftover warning and add nil check on wg.Done()
* Apply suggestions from code review
Log category changes - as suggested
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Return when no exchanges available
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* gct: phase one context awareness pass
* exchanges: context propagation pass
* common/requester: force context requirement
* gctcli/exchanges: linter fix
* rpcserver: fix test using dummy rpc server
* backtester: fix comments
* grpc: add correct cancel and timeout for commands
* rpcserver_test: add comment on dummy server
* common: deprecated SendHTTPGetRequest
* linter: fix
* linter: turn on no context check
* apichecker: fix context linter issue
* binance: use param context
* common: remove checks as this gets executed before main
* common: change mutex to RW as clients can be used by multiple go routines.
* common: remove init and JIT default client. Unexport global variables and add protection.
* common: Add comments
* bithumb: after dinner mints fix
* gctcli: remove all exchange name client-side validation
Since now exchange names can be user-assigned we can no longer have
client-side validation, all exchange name validation must now occur
on the server (it was already doing that).
* engine: add server side exchange name check on some RPCs
* gctcli: modifyorder stubs
* gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto
* gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs
* gctrpc: add ModifyOrder() and regenerate dependent files
* gctcli: modifyorder command now uses newly generated ModifyOrder() RPC
* exchanges/order/orders.go: use time.Time.Equal() instead of ==
* gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC
* gctcli/commands: rework modifyorder
* engine: implement RPCServer.ModifyOrder
* engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders
* engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes
* engine/order_manager.go: comply with golangci-lint
* gctcli: fix getOrderCommand.ArgsUsage
* gctcli: fix getModifyOrderCommand args and ArgsUsage
* engine: OrderManager.Modify() now correctly updates price of modified order
* engine: RPCServer.ModifyOrder now uses checkParams() as advised
* exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change
* exchanges/order: Detail.UpdateOrderFromModify also updates the ID
* engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order
* exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error
* engine: OrdetManager.Modify() now emits an order event
* exchanges/bithumb: proper order.payment_currency key
* engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments
* engine: test OrderManager.Modify()
* engine: test store.modifyExisting()
* engine: write a docstring for store.modifyExisting
* engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values
* engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0
* engine: OrderManger.Modify() now uses the commsManager to let observers know of errors
* engine: TestOrderManager_Modify() uses t.Fatal()
* engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages
* exchanges/order_manager_test: fix a golangci-lint complaint
* engine/order_manager: fix an error comparison bug and simplify
* gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
* 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
* orderbook: export orderbook nodes for external strategy inspection
* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)
* include waiting functionality for depth change alert
* backtester: add word.
* log: include logger changes to impl with downstream integration
* engine: reduce params for loading exchange
* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options
* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate
* engine/syncmanager: add in waitgroup for step over for external package calls
* cleaup
* engine: linter fix
* currency/fx: include all references to fiat currencies to default
* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations
* syncmanager: changed config variable to display correct time
* ordermanager: Add time when none provided
* currency/manager: update getasset param to get enabled assets for minor optimizations
* ftx: use get all wallet balances for a better accounts breakdown
* orderbook: unlock in reverse order
* bithumb: fixes bug on market buy and sell orders
* bithumb: fix bug for nonce is also time window sensitive
* bithumb: get orders add required parameter
* bithumb: Add asset type to account struct
* currency: improve log output when checking currency and it fails
* bithumb: Add error return on incomplete pair
* ticker:unexport all service related methods
* ticker/currency: fixes
* orderbook: fix comment
* engine: revert variable name in LoadExchange method
* sync_manager: fix panic when enabling disabling manager
* engine: fix naming convention of exported function and comments
* engine: update comment
* orderbook: fix comment for unsafe type
* config: add remoteControl/gRPC/timeInNanoSeconds
* grpc: consult with remoteControl/gRPC/timeInNanoSeconds whether timestamps should be in seconds or nanos
* engine: test if RPCServer.unixTimestamp() respects config/remoteControl/gRPC/timeInNanoSeconds
* engine: implement TestRPCServer_GetTicker_LastUpdatedNanos that makes sure TickerResponse.LastUpdated is returned in nanoseconds if configured
* config_example.json: add remoteControl/gRPC/timeInNanoSeconds
* engine: (1) test RPCServer.unixTimestamp() in parallel, (2) increase time tolerance of TestRPCServer_GetTicker_LastUpdatedNanos()
* engine: TestRPCServer_GetTicker_LastUpdatedNanos() now fetches a mock-up ticker to check timestamps
* first draft of getmanaged orders RPC call
* - ClientIDs for binance, especially spot asset
- applied old ClientOrderId for cancelled orders
- added clientOrderId to GCTRPC
* added tests for Matchfilter and GetManagedOrders
* smaller fixes
* comment fix
added getFilteredOrders to store
changed store mutex to RWMutex
smaller fixes
* fixed bug in Detail Copy and added test
* fixes for Scotts review
* processSubmittedOrder was missing clientOrderId
* changed: TestGetOrdersFiltered expanded
fixed: warning, where variable name collided with package name
fixed: used req.AssetType in binance_wrapper.go
Co-authored-by: Mark Dzulko <81071907+Mark-numus@users.noreply.github.com>
