mirror of
https://github.com/d0zingcat/gocryptotrader.git
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c2bb050eaca4f682d5b2d886ecddf782897b817c
73 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Gareth Kirwan
|
c2bb050eac |
Bitmex: Fix deprecated API endpoints and add config migration support (#1901)
* Bitmex: Fix configured WS url ignored * Bitmex: Replace deprecated WS api endpoint * [Bitmex deprecated the old WS multiplexing endpoint](https://blog.bitmex.com/api_announcement/api-update-remove-support-realtimemd/) * [Bitmex deprecated the www WS endpoint in 2021](https://blog.bitmex.com/api_announcement/change-of-websocket-endpoint/). Apparently still in service though. Fixes #1894 |
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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> |
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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 |
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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> |
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Ryan O'Hara-Reid
|
50448ec6a0 |
websocket/gateio: Add request functions for websocket multi-connection [SPOT] (#1598)
* 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 * 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 * 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 * 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 * 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 * bitstamp: fix issue * glorious: nits * ch name and commentary * fix bug add test * rm a thing * fix test * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * GK: nits rn websocket functions * explicit function names for single to multi outbound orders * linter: fix --------- 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> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Gareth Kirwan
|
00556f274d |
Subscriptions: Respect DisableAssetWebsocketSupport for assets (#1693)
* Bitmex: Add index asset to test config * Subscriptions: Fix unsupported WS assets included fixed 1692 * Bitmex: Assertify and fix tests * Subscriptions: Fix all asset subs erroring on no enabled assets Only subs with Empty asset should do anything when assets are empty. If asset is set to all and no assets are enabled, we should return nothing |
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Gareth Kirwan
|
4d36ea4943 |
Bitmex: Fix handling index records in WS trade stream (#1685)
Fixes handling for Size == 0 index records sent to trade stream fixes #1684 |
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Gareth Kirwan
|
2232340d49 |
Bitmex: Subscription templating (#1586)
* Exchanges: Allow empty batches in ParallelChanOp
In keeping with both common.Batch and "It's not my responsibility",
ParallelChanOp should just do nothing when given an empty list (and
implicitly an empty batch size.
Whatever it's going to do, it'll delegate to common.Batch,
and this allows us to just inline calls:
```
return common.AppendError(
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPublicStream) }, len(subs)),
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsSubscribeMethod, l, wsPrivateStream) }, len(subs)),
)
```
* Bitmex: Test config updates
* Bitmex: Sub Templating
* Bitmex: Enable websocket for tests
* Bitmex: Handle subscription errors
This switches to multiplexing so that we know which errors belong to
which stream, particularly for the auth attempt
* Bitmex: Fix ws order side err going to data stream
Shouldn't fall into classification error if it's actually a parsing
error
|
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Ryan O'Hara-Reid
|
ac731ce283 |
websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* 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 * 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. * gk: nits * Leak issue and edge case * gk: nits * gk: drain brain * glorious: nits * 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 * 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 * 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 * glorious: panix * linter: things * whoops * defer lock and use functions that don't require locking in SetProxyAddress * lint: fix * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
|
b461c32a5e |
stream/okx: allow rate limit definitions to be used by the stream package (#1641)
* stream: rate limiter definitions * Update exchanges/request/request_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
|
cb6b3421a7 |
exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality (#1578)
* exchanges/websocket: update websocket rate limiting to use requester rate limiting functionality. * glorious: nits * rm unsused * updoo * glorious: purgerino * reduce duplicate code * thrasher: engrish --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> |
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Gareth Kirwan
|
1199f38546 |
subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready instead of errChannelAlreadySubscribed * Subscriptions: Replace Pair with Pairs Given that some subscriptions have multiple pairs, support that as the standard. * Docs: Update subscriptions in add new exch * RPC: Update Subscription Pairs * Linter: Disable testifylint.Len We deliberately use Equal over Len to avoid spamming the contents of large Slices * Websocket: Add suffix to state consts * Binance: Subscription Pairs support * Bitfinex: Subscription Pairs support * Bithumb: Subscription Pairs support * Bitmex: Subscription Pairs support * Bitstamp: Subscription Pairs support * BTCMarkets: Subscription Pairs support * BTSE: Subscription Pairs support * Coinbase: Subscription Pairs support * Coinut: Subscription Pairs support * GateIO: Subscription Pairs support * Gemini: Subscription Pairs support and improvement * Hitbtc: Subscription Pairs support * Huboi: Subscription Pairs support * Kucoin: Subscription Pairs support * Okcoin: Subscription Pairs support * Poloniex: Subscription Pairs support * Kraken: Add subscription Pairs support Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this * Bybit: Subscription Pairs support * Okx: Subscription Pairs support * Bitmex: Subsription configuration * Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately * CoinbasePro: Subscription Configuration * Consolidate ProductIDs when all subscriptions are for the same list * Websocket: Log actual sent message when Verbose * Subscriptions: Improve clarity of which key is which in Match * Subscriptions: Lint fix for HugeParam * Subscriptions: Add AddPairs and move keys from test * Subscriptions: Simplify subscription keys and add key types * Subscriptions: Add List.GroupPairs Rename sub.AddPairs * Subscription: Fix ExactKey not matching 0 pairs * Subscriptions: Remove unused IdentityKey and HasPairKey * Subscriptions: Fix GetKey test * Subscriptions: Test coverage improvements * Websocket: Change State on Add/Remove * Subscriptions: Improve error context * Subscriptions: Fix Enable: false subs not ignored * Bitfinex: Fix WsAuth test failing on DataHandler DataHandler is eaten by dataMonitor now, so we need to use ToRoutine * Deribit: Subscription Pairs support * Websocket: Accept nil lists for checkSubscriptions If the user passes in a nil (implicitly empty) list, we would not panic. Therefore the burden of correctness about that data lies with them. The list of subscriptions is empty, and that's okay, and possibly convenient * Websocket: Add context to NilPointer errors * Subscriptions: Add context to nil errors * Exchange: Fix error expectations in UnsubToWSChans |
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Ryan O'Hara-Reid
|
4cd4fb06b4 |
orderbook: Refactor package structure for simplicity and efficiency (#1465)
* initial purge and benchmarks proof before rn overhaul * rn LinkedList -> Tranche(s) and purge references * roll out acrost exchanges * linterino * rn silly billy label * linter strikes AAAAAGAIN! * fix some things * rm comment * Add actual comparison from master to branch benchmark for sorting algorithms * lower case via git mv YAAY! * drop code * convert type name * glorious: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Gareth Kirwan
|
52c6b3bf0b |
Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s |
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Gareth Kirwan
|
e007f69f7c |
exchanges/websocket: Implement subscription configuration (#1394)
* Websockets: Move Subscription to its own package This allows the small type to be imported from both `config` and from `stream` without an import cycle, so we don't have to repeat ourselves * Subs: Renamed Currency to Pair This was being mis-used through much of the code, and since we're already touching everything, we might as well fix it * Websockets: Add Subscription configuration * Binance: Add subscription configuration * Kucoin: Subscription configuration * Simplify GenerateDefaultSubs * Improve TestGenSubs coverage * Test Candle Sub generation * Support Candle intervals * Full responsibility for formatting Channel name on GenerateDefaultSubs OR consumer of Subscribe * Simplify generatePayloads as a result * Fix test coverage of asset types in processMarketSnapshot * Exchanges: Abstract ParallelChanOp * Tests: Generic ws mock instances * Kucoin: Fix intermittent conflict in test currs Use isolated test instance for `TestGetOpenInterest`. `TestGetOpenInterest` would occassionally change pairs before GenerateDefault Subs. |
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Gareth Kirwan
|
f9437dbd08 |
Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions * This switches all RO uses of the mutex to use a RLock method. * The mutex used for discrete field access has had scope drift from name 'connectionMutex' so rename to more appropriate fieldsMutex * The mutex used for Set/CanUseAuthEndpoints moves from the subscriptions endpoint to the fieldsMutex * Add GetSubscription by key * Expose stream.Matcher type * Bitfinex: Subscribe and Unsubscribe atomicly * Fix Auth failures ignored * This change makes it so that Subscribe and Unsubscribe wait for success ** Tells the DataHandler about errors ** Errors are returned to consumers * Subscribes concurrently to the channels * It also simplifies the chanId to stream mapping * Removes unable to locate chanID: %d errors which are just noise * Paves the way for unified channelSubscription id handling * Adds support for subId for Book subscriptions, which is more robust * Vastly simplifies what we need to test TestWsSubscribedResponse This test was working to ensure that the various fancy key parsing mechanisms all worked. Now that we use subId, we just need a thorough test of that * Expose Match.Set in order to capture websocket incoming data Can't see another way of doing this. Doesn't seem too bad * Allow tests to run with auth or WS These flags made it difficult to run the tests whilst working on websockets * Enable API auth and WS in testconfig This change minimises the changes requires for a full test run against live endpoints, so that new contributors have a clearer testing path. I cannot see any reason to turn WS off and Auth endpoints off when we're not going to run API tests without Creds being set, and we're not going to do live fire tests without canManipulateRealOrders * TestWsSubscribe and various fixes ** Enables the websocket for live non-authed integration tests by default ** Adds an integration test for subscriptions ** Changes the Ws tests to respect canManipulateRealOrders ** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests ** Allows api creds to live in config/testdata.json which might be less likely to accidentally commit, and less obtrusive * Bitfinex: Support period and timeframe for Candles * Fixes manual Subscribe() symbol or key formatting * Unifies handling of params for DefaultSubscriptions and manual subsrciptions * Bitfinex: Handle conf and info WS channel events * Bitfinex: Better tests for subscriptions * fixup! Websockets: Add keys to websocket subscriptions * fixup! Bitfinex: Subscribe and Unsubscribe atomicly * fixup! Websockets: Add keys to websocket subscriptions * Websockets: Add Pending subscription status Add a status tracker so that Sub/Unsub can prevent duplicates, and also fixes when first message comes before we have added the sub to the tracker * Websockets: Add State instead of pending This change allows more clarity about the current state and checks for specifically already Unsubing * Bitfinex: Fix first sub message maybe lost The only link we have between a sub req and the sub resp is the subID. And the only link we have between a sub message and the sub is the chanID. We can't derive a link using Pair or anything else. This meant that by sending the resp and its chanID down the IncomingData channel, we allowed the channel reader to maybe process the next message, the first message on the channel, before the runtime executed the switch back to subscribeToChan waiting on the chan. To fix this, we key initially on subId.(string), and then replace it with chanId.(int64) when we have it *inside* the wsHandleData so we know we've procedurally handled it before the next message. subscribeToChan is then free to remove the subId keyed Sub regardless of error or not If there's an error, we don't need to inline handling because there won't be any second update. Expands test coverage to make sure those subId keyed subscriptions are removed. * Websocket: Validate state in SetChanState * fixup! Bitfinex: Fix first sub message maybe lost * Websockets: Rename RemoveUnsuccessfulSubs Implementation doesn't imply Unsuccessful or need to. This change supports the registering of Pending subs * Bitfinex: Fix race in Tests |
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Ryan O'Hara-Reid
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ad9de19d47 |
orderbook: Check assignment of time values and reject if not set (#1318)
* orderbook: Check assignment of time values and reject if not set. * linter: fix * buffer: additional linter winter fixter * Implement through pending exchanges * finished push * linty: minty * gomod: tidy * thrasher: nits * glorious: nits * orderbook: purge type now in favour of external call allocation * orderbook: push last param * orderbook: only 1 unlock call is needed --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
|
f843b7d277 |
exchange: upgrade UpdatePair method (#991)
* exchange: upgrade update pair * exchanges: Add enabled string matching and format handling if discrepency is found. * linter: fixes * bithumb: fix tests * BTSE: api change fix ordering * huobi: fix tests * gloriousnits: stage 1 * gloriousnits: stage 2 * currency: more nits * bitmex: add spot and process pairs before currency package call. * bitmex: finished correct orderbook matching and other implementations * linter: fix issue * currency: Fix linter * currency: segregate and protect pair store, update tests * currency/manager: clean code, rm log output * currency: Add store method and make sure formatting stays nil if not stored. * gct: check errors * engine/websocketroutineman: fix tests * bybit: fix duplication bug * huobi: fix test * btse: fix tests? * ob/buffer: fix tests * Update currency/manager.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits strikes again. * exchange: add bypassConfigFormatUpgrades to stop formatting * GLORIOUS LINTER * Update exchanges/bithumb/bithumb_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchange: fix pair upgrade issue when duplications are in both avail and enabled pairs * linter: fix shadow dec * config: fix test * Update currency/pair_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
|
a12cd3d733 |
orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct * orders: add coverage, fix tests * coinut: rm test for checking * orders: revert change for return and change field ID to a more explicit name OrderID * orders: Add method to see if the order was placed * order: change field name in Cancel type to be more explicit * orders: standardize field -> OrderID * backtester: populate change * orders: add test * gctscript: fix field name * linter: fix issues * linter: more fixes * linter: forever * exchanges_tests: populate order.Submit field exchange name * Update exchanges/order/order_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/order/orders.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits * thrasher: nits Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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a63aa6b616 |
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> |
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Ryan O'Hara-Reid
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c6ad429827 |
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> |
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Adrian Gallagher
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9a4eb9de84 |
CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions * Specifically set go version as 1.17.x bumps it to 1.18 * Another * Adjust AppVeyor * Part 1 of linter issues * Part 2 * Fix various linters and improvements * Part 3 * Finishing touches * Tests and EqualFold * Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests * Fix nitterinos and bump golangci-lint timeout for AppVeyor * Address nits, ensure all books are returned on err due to syncer regression * Fix the wiggins * Fix duplication * Fix nitterinos |
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Ryan O'Hara-Reid
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09fa2f236a |
context: Add authenticated HTTP credentials (#892)
* gRPC: context overide * exchanges: continue update * exchange: Update context handling *Add setter methods for API credentials *Shift credentials functionality to its own file in exchanges package *Add tests *Refactor function DeployCredentialsToContext for library usage *Add function to process credential metadata from API boundary to internal use context value. *Add OTP rpc handling * exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD * template: update * exchanges: fix linter issues * REMOVE THAT AWESOME NEW LINE! * gct: fix some tests * I cant spell :( * exchanges/gctscript: fix more tests * coinnut: fix tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchanges/gctcli: stop applying empty credentials * fix linters * exchanges: add test * rpceserver: actually check error for errors * rpcserver: fix up tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values * exchanges/creds: allow subaccount to override default credentials via gRPC * exchanges/credentials: don't return nil in GetCredentials * creds: spelling * exchanges: fix glorious NITS! * credentials: Add in test and refactor IsEmpty method. * credentials: change type positioning (glorious) * exchange_template: Fix template changes * DOCS: Refresh * docs: fix spelling * DOCS: fix alignment and add package * DOCS: ALIGN! Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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66fbd43cf0 |
websocket: fix deadlock when enabling/disabling via gctrpc (#754)
* websocket: select case error if no receiver, add in functionality to reset to initial sync for books on a new websocket connection * websocket: fix tests * websocket: log error instead of losing it * websocket: fix whoopsie * exchanges: fix test * websocket: force requirement of specific functionality * exchanges: fix tests * exchanges/websocket: move waitgroup add before scheduling across exchanges * gateio: add feature subscribe * bithumb/bittrex: include connection state reset, fix reconnection bug for Bithumb * huobi: Add listen to shutdown to routine so it actually returns and stops being a naughty boy. * huobi: add missing waitgroup add. * exchanges: bleed comms channels * binance: fix reconnection bug with buffer * bithumb: fix reconnection bug with ws orderbook when websocket is diabled/enabled * bithumb/bittrex: add bleeders for ws orderbook jobs * linter: fix * kraken: reduce code block from double assertion * This bug ruined my day. * glorious: error checking * zb: add correct path for websocket connection * exchange: Add verbosity when config conflicts and overwrites default values * zb: add https to path * exchanges: glorious nits * stream: Add checkAndSetMonitoring to reduce potential routine bundling, increase timeout and check state in tests * stream: remove check that is not needed. * glorious: nits addr. * lint: test |
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Ryan O'Hara-Reid
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8020e1ec6a |
linter: Enable error checking linter (#766)
* golangci: Enable err checking linter to expose unchecked errors. * gct: handle errors across the board * gct: handle errors NOTE: Found bug in FTX (WIP) * linter: fix issues * ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state * bitmex: fix bug where a dangly supported asset in config danglied up the place. * linter: fix more linter issues * linter: fix my terrible spelling. * currency: fix test * exchanges: fix tests * logger: fix test * exchanges: fix tests * glorious: nits * vm: revert rm variable and instigate test |
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Ryan O'Hara-Reid
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a2381310da |
GCT: general updates across codebase (#699)
* orderbook: export orderbook nodes for external strategy inspection * orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2) * include waiting functionality for depth change alert * backtester: add word. * log: include logger changes to impl with downstream integration * engine: reduce params for loading exchange * assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options * ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate * engine/syncmanager: add in waitgroup for step over for external package calls * cleaup * engine: linter fix * currency/fx: include all references to fiat currencies to default * orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations * syncmanager: changed config variable to display correct time * ordermanager: Add time when none provided * currency/manager: update getasset param to get enabled assets for minor optimizations * ftx: use get all wallet balances for a better accounts breakdown * orderbook: unlock in reverse order * bithumb: fixes bug on market buy and sell orders * bithumb: fix bug for nonce is also time window sensitive * bithumb: get orders add required parameter * bithumb: Add asset type to account struct * currency: improve log output when checking currency and it fails * bithumb: Add error return on incomplete pair * ticker:unexport all service related methods * ticker/currency: fixes * orderbook: fix comment * engine: revert variable name in LoadExchange method * sync_manager: fix panic when enabling disabling manager * engine: fix naming convention of exported function and comments * engine: update comment * orderbook: fix comment for unsafe type |
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Scott
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5ea5245afb |
Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker * Moving everything in a broken fashion * Removes tradetracker. Removes some errors for subsystems * Cleans up some subsystems, renames stuttering types. Removes some global Bot usage * More basic subsystem renaming and file moving * Removes engine dependency from events,ntpserver,ordermanager,comms manager * Exports eventManager, fixes rpcserver. puts rpcserver back for now * Removes redundant error message, further removes engine dependencies * experimental end of day interface usage * adds ability to build the application * Withdraw and event manager handling * cleans up apiserver and communications manager * Cleans up some start/setup processes. Though should separate * More consistency with Setup Start Stop IsRunning funcs * Final consistency pass before testing phase * Fixes engine tests. Fixes stop nil issue * api server tests * Communications manager testing * Connection manager tests and nilsubsystem error * End of day currencypairsyncer tests * Adds databaseconnection/databaseconnection_test.go * Adds withdrawal manager tests * Deposit address testing. Moved orderbook sync first as its more important * Adds test for event manager * More full eventmanager testing * Adds testfile. Enables skipped test. * ntp manager tests * Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles * Adds websocket routine manager tests * Basic portfolio manager testing * Fixes issue with currency pair sync startup * Fixes issue with event manager startup * Starts the order manager before backtester starts * Fixes fee tests. Expands testing. Doesnt fix races * Fixes most test races * Resolves data races * Fixes subsystem test issues * currency pair syncer coverage tests * Refactors portfolio. Fixes tests. Withdraw validation Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager is in charge how the portfolio is handled and all portfolio functions are attached to the base instead of just exported at the package level Withdrawal validation occurred at the exchange level when it can just be run at the withdrawal manager level. All withdrawal requests go through that endpoint * lint -fix * golang lint fixes * lints and comments everything * Updates GCT logo, adds documentation for some subsystems * More documentation and more logo updates * Fixes backtesting and apiserver errors encountered * Fixes errors and typos from reviewing * More minor fixes * Changes %h verb to %w * reverbs to %s * Humbly begins reverting to more flat engine package The main reasoning for this is that the subsystem split doesn't make sense in a golang environment. The subsystems are only meant to be used with engine and so by placing them in a non-engine area, it does not work and is inconsistent with the rest of the application's package layout. This will begin salvaging the changes made by reverting to a flat engine package, but maintaining the consistent designs introduced. Further, I will look to remove any TestMains and decrease the scope of testing to be more local and decrease the issues that have been caused from our style of testing. * Manages to re-flatten things. Everything is within its own file * mini fixes * Fixes tests and data races and lints * Updates docs tool for engine to create filename readmes * os -> ioutil * remove err * Appveyor version increase test * Removes tCleanup as its unsupported on appveyor * Adds stuff that I thought was in previous merge master commit * Removes cancel from test * Fixes really fun test-exclusive data race * minor nit fixes * niterinos * docs gen * rm;rf test * Remove typoline. expands startstop helper. Splits apiserver * Removes accidental folder * Uses update instead of replace for order upsert * addresses nits. Renames files. Regenerates documentation. * lint and removal of comments * Add new test for default scenario * Fixes typo * regen docs |
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Ryan O'Hara-Reid
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ca87ddf825 |
poloniex: websocket update (#659)
* poloniex: websocket update with debug output and currency tracking system * linter: fix issues * nits: Addr * poloniex: govet fix * nits: addr * Bittrex: Fix fee test |
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Ryan O'Hara-Reid
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7b718700f7 |
orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP) * orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth * buffer/orderbook: conversion continued (WIP) * exchange: buffer/linkedlist handover (WIP) * Added some tests for yesterday * linkedList: added more testing and trying to figure out broken things * Started tying everything in * continuous integration and testing * orderbook: expanded tests * go mod tidy * Add in different synchornisation levels for protocols Add in timer for the streaming system to reduce updates to datahandler Add in more test code as I integrate more exchanges * Depth: Add tests, add length check to call linked list updating, add in constructor. Linked List: Improve tests, add in checks for zero liquidity on books. Node: Added in cleaner POC, add in contructor. Buffer: Fixed tests, checked benchmarks. * orderbook: reinstate dispatch calls * Addr glorious & madcozbad nits * fix functionality and add tests * Address linterinos * remove label * expanded comment * fix races and and bitmex test * reinstate go routine for alerting changes * rm line :D * fix more tests * Addr glorious nits * rm glorious field * depth: defer unlock to stop deadlock * orderbook: remove unused vars * buffer: fix test to what it should be * nits: madcosbad addr * nits: glorious nits * linkedlist: remove unused params * orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits * orderbook: nits addressed * engine: change stream -> websocket convention and remove unused function * nits: glorious nits * Websocket Buffer: Add verbosity switch * linked list: Add comment * linked list: fix spelling * nits: glorious nits * orderbook: Adds in test and explicit time type with constructor, fix nits * linter * spelling: removed the dere fence * depth: Update alerting mechanism to a more battle tested state * depth: spelling * nits: glorious nits * linked list: match cases * buffer: fix linter issue * golangci: increase timeout by 30 seconds * nodes: update atomic checks * spelling: fix * node: add in commentary * exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type * linter: exchange linter issues * syncer: Add in warning * nits: glorious nits * AssetWebsocketSupport: unexport map * Nits: Adrr * rm letter * exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates * general: fix spelling remove breakpoint * nits: fix more glorious nits until more are found * orderbook: fix tests * orderbook: fix wait tests and add in more checks * nits: addr * orderbook: remove dispatch reference * linkedlist: consolidate bid/ask functions * linked lisdt: remove words * fix spelling |
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Ryan O'Hara-Reid
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7431bf8866 |
Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification * Exchanges: Consolidate orderbook variables into config struct * Exchanges: Addr nit; set verification bypass on websocket book implementations |
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Ryan O'Hara-Reid
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eb0571cc9b |
exchange: binance orderbook fix (#599)
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management * integrate port * shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts * WIP * Update exchanges, update tests, update configuration so we can default off on buffer util. * Add buffer enabled switching to all exchanges and some that are missing, default to off. * lbtc set not aggregate books * Addr linter issues * EOD wip * optimization and bug fix pass * clean before test and benchmarking * add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap * Add tests and removed ptr for main book as we just ammend amount * addr exchange test issues * ci issues * addr glorious issues * Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return * addr linter issues * updated mistakes * Fix more tests * revert bypass * Addr mcb nits * fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation. * Allow for zero bid and ask books to be loaded and warn if found. * remove authentication subscription conflicts as they do not have a channel ID return * WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things. * finalised outbound request for kraken * filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit * expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero * Updated function comments and added in more realistic book sizing for sort cases * change map ordering * amalgamate maps in buffer * Rm ln * fix kraken linter issues * add in buffer initialisation * increase timout by 30seconds * Coinbene: Add websocket orderbook length check. * Engine: Improve switch statement for orderbook summary dissplay. * Binance: Added tests, remove deadlock * Exchanges: Change orderbook field -> IsFundingRate * Orderbook Buffer: Added method to orderbookHolder * Kraken: removed superfluous integer for sleep * Bitmex: fixed error return * cmd/gctcli: force 8 decimal place usage for orderbook streaming * Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts * Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope * Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP) * Bitfinex: Complete implementation of checksum * Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream * Bitfinex: Fix linter issues * Bitfinex: Fix even more linter issues. * Bitmex: Populate orderbook base identification fields to be passed back when error occurrs * OkGroup: Populate orderbook base identification fields to be passed back when error occurrs * BTSE: Change string check to 'connect success' to capture multiple user successful strings * Bitfinex: Updated handling of funding tickers * Bitfinex: Fix undocumented alignment bug for funding rates * Bitfinex: Updated error return with more information * Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy. * Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification. * Exchanges: Update failing tests * LocalBitcoins: Addr nit and bumped time by 1 second for fetching books * Kraken: Dynamically scale precision based on str return for checksum calculations * Kraken: Add pair and asset type to validateCRC32 error reponse * BTSE: Filter out zero amount orderbook price levels in websocket return * Exchanges: Update orderbook functions to return orderbook base to differentiate errors. * BTSE: Fix spelling * Bitmex: Fix error return string * BTSE: Add orderbook filtering function * Coinbene: Change wording * BTSE: Add test for filtering * Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages * GolangCI: Remove excess 0 * Binance: Reduces double ups on asset and pair in errors * Binance: Fix error checking |
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Rauno Ots
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d1b206c45b |
engine/websocket: subscribe to default channels only when actually needed (#610)
* if this is required by ws routines or sync manager * restore previous subscriptions on reconnect |
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Scott
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80bc8c7e9e |
Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint |
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|
Ryan O'Hara-Reid
|
14c72c9c6b |
Currency System Update (#448)
* initial update of currency system * WIP progress * Finish initial currency string error returns * fix whoopsie testing for non https insecureinos * Current WIP for getEnabledPairs check and error return * WIP continued * When getting enabled pairs throw error when item is not contained in available pairs list * More updates -WIP * Wip continued including potential interface * Current WIP * pairs manager pass * drop asset string and just use the map key, plus return some errors and create more work for myself. * clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set. * purge logger references after merge * go mod tidy after merge * Pointer change WIP * fix some issues and added error returns to a few items (WIP) * WIP * Clean * Fix some linter issues * Fix more linter issues * even more linters * xtda nits * revert pointer change and rm field * Addr madcozbadd nits * fix linter issues: shadow declarations * Fix linter issues: gocritic huge things * linter issue fix * Addr nits * flush go mod files * after merge woops * fix shadow dec * Addr thrasher nits * addr nits * fix some issues * more fixes * RM println * Addr glorious nits * Add helper method for setting assets * add missing format directive * Addr nits * Actually process new futures contracts -_- derp * WIP for GRPC upgrade for pair management * update config pairs * finished disabling and enabling asset * linked update of tradable pairs to cli * fix oopsies * defer writing to file on program termination for currency storage system * update template * don't add disabled asset items to initial sync * Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits * WIP on getting a channel to unsub * Wip track down unsubscribe bug and start creating streaming interface * purge websocket orderbook object and centralised updating routine for orderbook * general clean before interface implementation * stage one connection interface WIP * WIP * repackage wshandler WIP * find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it * design change on mange subscription routine WIP * integrated ZB with the new webosocket updates * WIP - okex conversion * integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene * integrate another range of exchanges for websocket update * Added subscriber and unsubscriber methods to websocket functionality * fixed tests WIP * amalgamate cache setup with main websocket setup * reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations * added in colon * Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection. * Fix subscribe candle bug Fix time conversion in candle Fix inititial candle history to datahandler Include funding to orderbook handling Include funding to trades Reduce code duplication in sub and unsub functions Added the ability to include funding currency websocket subscriptions validated all channels and added more items todo list (Auth items) * RM line * bitstamp pass * btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test. * Batch outgoing subscriptions and fix unsubscribe bug * BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls * fix type field and batch outgoing subs and unsubs for coinbasepro * Batch outgoing subs and unsubs * Fixes bug when matching return from authentication * Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation. * Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function. * Add error handling * Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections. * hitBTC pass * returned nil instead of error due to period null bids and asks updates coming through. * Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe. * Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines. * RM debug output * rm func to get shutdown channel * Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data * okgroup WIP * *Added missing fields for websocket trades *Fix bug processing kline interval *Added fields for websocket ticker struct *Fix auth bug -Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued. -Updated channel inclusion of pair fo auth subs as this was missing. *Assortment of perfomance improvements * poloniex pass * send all trades to data handler, validated enabled and disable pairs * initial clean * centralised request matching mechanism * websocket main improvements WIP * WIP * Websocket management via gctcli WIP * GRPC expansion * Updated GCTCLI with websocket url and proxy setting functionality which flushes connection * Fix continuous spawning of routines bug on error with reconnection * Addr linter issues * fix subscription bug that I caused when I changed to a switch case * fix linter issue * fix woopsie * End of day WIP * Fix order submission REST, time conversion, order type conversion, orderID bugs * fix gateio test and unsubscribe bug * revert comment out code * websocketAPI changed to to true in configtest.json * fix race in gateio test * End of day WIP for websocket tests. * BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs. * Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go * Added verbosity check for setting websocket URL * fix bug where the asset had a mind of its own * purge dodgy coding * Fix tests, drop blocking chan in websocket Dial function * few more changes * race condition fix for websocket tests. * fix intermittent test failure due to underlying hash table storage * Address madcuzbad nit * RM superfluous printlines * Add quick top example with paramater fields * First pass Glorious nits * As per madcozbad suggestion return error when enabled pair not found in full return map. Add test. * addr madcozbadd nits * as per glorious suggestion rm'd loadedJSON field * adjusted ticker, added test and RM'd code that can never be executed * Addr nits and add in crypto rand genration for ID's * remove global channel declaration and rescoped as this was causing a lock * as per glorious suggestion restructured return error for websocket * addr glorious suggestions * fix linter issues * purge non-existent pair from testdata * add side field to struct and parse * addr glorious nits * Add verbosity to error returns and logs and fix string parsing in GCTRPC * fix speeling mistwake * Adds websocket functionality check before flushing websocket connection * Addr kraken panic and setting/flush websocket url stage one. * added websocket url check before setting with tests * Added in edge case test if by the time we call contains on available pairs it has been changed * remove error return for func * Continuation of tests * continuation of tests * Stop potential panic within pair creation function * Implement changes to upstream * rm sup comment * fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli * fix test * Fix linter issues * Fix tests * turn websocket off in config example * Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving * Introduced err var for same error returns * Add err var exchange base not found * restructure function * drop gctscript from generic response name * drop managesub delay const as its not being used * correctly implement websocket rate limiting for coinut * remove quotations * drop pair management check * fix spelling * return error in function to not update currency with unset role * amalagamted enable/disable into set function and added in pairstore fetch function * update error description * rm function * moved test function to sharedtestvals and move type to types.go * append delimiter onto currency delimiter strings * add test coverage * rm functions as they are set as methods in base * remove superfluous methods * Fix issue that would occur when a subscription errored and not appending successful subs * fix after rebase woopsie * fix linter issues * fix bug streamline code * fix linter issues * fix linter issues * fix case where it should not change ID if set but append new * fix whoopsie * fix websocket tests * fix readme, fix wrapper issues reporting template, go mod tidy * add test coverage * add test coverage and verified futures pariing * add in futures bypass as its not currently supported on BTSE until API update and implementation * removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update. * If asset enabled add pair and increase code coverage * remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code. * Add code coverage * log error if setting default currency fails, add code coverage * address glorious nits * Addr xtda nits * fix linter issues * addr glorious nits * xtda nits * Addr glorious nits * add subscription protection and removed a superfluous wait call * fix test * fix whoopsie * addr xtda nits * addr glorious nits * Added asset types to subscriptions structs, also added in error handling for resubscription errors * consolidated rpc returned type and added in sucessful strings * dropped stream timing down to 100ms * DOC changes * proxy and url usage string additions * WIP * go mod tidy rides again * Addr nits * Addr nits, fix tests * fix wording * add in test case for currency matching * Add byte length check on outbound websocket payload subscriptions * addr thrasher nits * Addr madcozbadd nits * addr linter issues * Addr glorious nits by amalgamating function into one mega amazing function. * fix futures account subscription bug * addr glorious nits and reinstated wg.Wait() checks * changed string to currency delimiter string and setconnected by function |
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Adrian Gallagher
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0d787bc259 |
Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478)
* Bump golangci-lint version, update Go version deps and generic code improvements * Fix wesbocket resp nil check and zip closures * Update pprof path |
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Scott
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b686cf2e0e |
Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines * Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go * initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides * bitmex Completes new order * Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab: * Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types * Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders. * Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it * Fixes a cancelAllOrders oopsie doopsie * Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep. * Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D * Finishes btc markets without testing * Adds untested ws auth func to btse * Finises btse, fixes btcmarkets bug * Adds coinbasepro support * Fixes a few more fields in coinbase pro and readds the extra subs * Begins work on coinbene. Plus theyve added a new ws connection yeee * Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields * Removes extra websocket connection ;_; * Finishes gemini. Fixes order side unknown * Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details * Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly * Cleans up okroup websocket implementation. Fixes bug in Gemini * Adds poloniex support. Updates ws order handling * new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug * Begins work on authenticated binance websocket * Attempts to track user data via binance websocket * Maybe finishes Binance websocket support * Begins adding test coverage to orders.go. Updates names of script properties to match updated * Begins an experiment with code coverage. Fixes more rebase issues * Completes orders coverage. Botches a few other things though. Fixes more scripting stuff * All tests in engine package pass * Adds some loevely routine tests * Moves ordermanager to test Bot ordermanager Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them * Replaces "wsHandleData" with "wsReadData" as that's what its going to do now. * Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests * Fixes majority of test issues. But data races which are tough on the engine package * "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought * Tests all the binance websocket points * Adds better bitfinex websocket support. * Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered * Adds BTSE ws tests. Fixes bugs in ws * Adds coinbase pro tests. Fixes any issues * Coinbene tests * Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing * Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders. * Finishes the hectic coinut testing * Adds tests for gateio * Fixes rebase issues. Updates tests to work without being overloaded * Begins testing of gemini. fixes up minor issues * ginishes gemini tests and fixes * Adds hitbtc tests. Fixes all the many issues with hitbtc websocket * Adds remaining tests. Increases default test channel limit again * Begins work towards huobi tests * Finishes huobi tests * Fixed all mythical rebase adventures * Begins kraken transformation * Finishes kraken. Fixes coinbene leverage now that its changed * Begins okgroup testing * Adds okgroup ws tests * Does some poloniex * Fixes basic curreny issue by extracting to func * Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth * Finishes poloniex revision * Finishes ZB additions * Fixes data races * Fixes rebase issues. Fixes bad kraken logic * Fixes after reviewing code * lint everywhere * Fixes lingering lints * lint * Adds test coverage to order detail and modify updating * Fixes linting * Fixes huge int, fixes date tests * Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties. Updates bitmex asset type in test * Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities. * Adds coverage to the stringToOrderType/Status functions introduced in PR * Minor fixes addressing some time, error text and use of StringDataCompareInsensitive * Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications * Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type * Adds new error type to track and handle order classification errors separately * Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions * Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors * Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions * minty linty * Broken end of day code addressing basic nits on comments, returns and currency conversion * Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead * Fixes fun rebase fun fun so fun * Addresses minor nits regarding changed interface and comments * Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found. * Fixes test * Adds a single line to the end of the file, because that would be really bad if it wasn't there * Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties * Addresses binance switch linting * Updates leverage property to int64 * Fixes what was broken |
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Andrew
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7fccc03164 |
(Logger) Rename package to log (#444)
* renamed package to log to stop side import requirement * reverted comment changes * reverted comment changes * one more reverting wording back to logger * wording changes on comments |
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Scott
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44ac3586a0 |
Bugfix: Websocket ping/pong improvements (#406)
* Renames func. Creates new func to setup pinghander either via gorilla style or our own
* Cleans up all ping pong handlers.......
* Clears up issues, makes naming a bit better
* Adds tests
* Adds ping support to binance
* Cleans up ping pongs and adds a comment
* Cleans up waitgroup stuff.
* DISCREETLY cleans up woeful function
* Fixes Kraken ping message type. Removes unnecessary test property. Adds `if err == websocket.ErrCloseSent {` to ping func
* +1 for +v
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lozdog245
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8c30505d46 |
String concatenation/conversion/formatting improvements (#393)
* Magic strings * Comment, format and builder fixes |
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Ryan O'Hara-Reid
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0c5d75b22c |
(Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed * removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests. * add in string * explicitly throw away return error value * atleast return the error that websocket initialise returns * return error when not connected * fix comment * Adds comments * move package declarations * drop append whenever we call supported * remove unused import * Change incorrect spelling * fix tests * fix go import issue |
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Adrian Gallagher
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63191ce3ec |
Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml 2) Remove inline strings for buy/sell/test pairs 3) Remove dangerous order submission values 4) Fix consistency with audit_events (all other spec files use CamelCase) 5) Update web websocket endpoint 6) Fix main param set (and induce dryrun mode on specific command line params) * Engine QA Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints * Fix linter issue after merge * Engine QA changes Template updates Wrapper code cleanup Disarmed order bombs Documentation updates * Daily engine QA Bitstamp improvements Spelling mistakes Add Coinbene exchange to support list Protect API authenticated calls for Coinbene/LBank * Engine QA changes Fix exchange_wrapper_coverage tool Add SupportsAsset to exchange interface Fix inline string usage and add BCH withdrawal support * Engine QA Fix Bitstamp types Inform user of errors when parsing time accross the codebase Change time parsing warnings to errors (as they are) Update markdown docs [with linter fixes] * Engine QA changes 1) Add test for dryrunParamInteraction 2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests 3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template 4) Hardcode missing/non-retrievable contributors and bump the contributors 5) Convert numbers/strings to meaningful types in Bitstamp and OKEX 6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var * Fix the shadow people * Link the SyncContinuously paramerino * Also show SyncContinuously in engine.PrintSettings * Address nitterinos and use correct filepath for logs * Bitstamp: Extract ALL THE APM * Fix additional nitterinos * Fix time parsing error for Bittrex |
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lozdog245
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52e2686b9e |
Change exchanges usage of GetName to Name (#378)
* Change exchanges usage of GetName to Name * Changed GetName to Name |
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Adrian Gallagher
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da81ea6c08 | Merge branch 'master' into engine | ||
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Adrian Gallagher
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e9b3e3d328 | Bump golangci-lint and AppVeyor versions now that 1.13.x is supported (#375) | ||
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Ryan O'Hara-Reid
|
22ff33cd54 |
Engine QA (#367)
* Improved error message when no config is set on startup * Change inccorect error wording * bump Bitfinex websocket orderbook return length to max * temporary fix of incorrect orderbook updates, limit to bid and ask len of 100, will be extended later if needed * Fixed issue in binance websocket that appended 0 volume bid/ask items * Fix panic when unmarshalling an empty pair from config * Add get pair asset method for exchange base Fix Bitmex orderbook stream Unbuffer Bitmex orderbook stream * force syncer to update ticker instead of fetch, which allows a stream * Fix websocket last price for coinbasepro * fix websocket ticker for coinut * Fix websocket orderbook stream Huobi * increase orderbook depth REST for Huobi * Fix websocket support and ensure data integrity * Fix time parsing issue after error checks * check error, only process enabled currency pairs, signal websocket data processing * expanded websocket functionality for okgroup * Add logic to not process zero length slice for orderbooks * fix websocket ticker only updating enabled and individual book updates * ZB fixes to order submission/retrieval/cancellation w/ general fixes * Quiet unnecessary warning * updated config entry values for REST and websocket (initial hack until I come up with a better solution for asset types) * Ch GetName function to field access modifyer & rm useless code * Add in error I missed * Nits addressed * some more fixes * Turned kraken default websocket to true and some small changes * fixes linter issues * Ensured okgroup books and sent update through to datahandler. Zb update as well. * Add test case to get asset type from pair * Add test for pairs unmarshal * Add testing and addressed nits * FIX linter issue * Addressed Gees nits * Thanks glorious spotter * more nitorinos * Addres even more nits * Add stringerino 4000 * Fix for panic cause by sort slice out of range, also nits addressed * fix linter issues * Changed from function to field access * Changed from function to field access * fix for orderbook update panic, removes quick fix - caused by sync item fetching through same protocol * Add new test and update random generator * pass in invalid string to future ob fetching, due to futures contract expire and a http 400 error is returned |
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Ryan O'Hara-Reid
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63a9e9fcb1 |
Engine QA - Order update (#372)
Engine QA - Order update |
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Ryan O'Hara-Reid
|
db317a2447 |
Engine: Dispatch service (#346)
* Added dispatch service * Added orderbook streaming capabilities * Assigned correct orderbook.base exchange name * Fixed Requested niterinos Add in cli orderbook QA tool to gctcli Add exchange orderbook streaming * Add ticker streaming support through dispatch package * Added in some more info on error returns for orderbook.go * fix linter issues * Fix some issues * Update * Fix requested * move dispatch out of exchanges folder to its own independant folder * Fix requested * change orderbook string to tickers * Limit orderbooks to 50 and made dispatch system more stateless in operation * lower cases for update/retrieve/sub exchange name * Adds in asset validation and lower case conversion on cli * Remove comment * Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error * Rm unused release function in dispatch.go Reset timer and bleed buffered timer chan if needed in dispatch.go Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go Index aggregated bid and ask functions for orderbook.go Added in dummy slice for wsorderbook_test.go * Moved drain to above Reset so potential race would not occur in dispatch.go Fix various linter issues dispatch.go * Fix some issues * change to start/stop service, added in service state change via cli, updated logger * fix requested * Add worker amount init spawning * fix linter issues * Fix more linter issues * More fixes * Fix race issue on releasing pipe channel on a close after shutting down dispatcher system * Moved all types to dispatch_types.go && remove panic * Moved types into serperate file && improve test coverage * RM unnecessary select case for draining channel && fixed error string * Added orderbook_types file and improved code coverage * gofmt file * reinstated select cases on drain because I am silly * Remove error for drop worker * Added more test cases * not checking error issue fix * remove func causing race in test, this has required protection via an exported function * set Gemini websocket orderbook exchange name |
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Scott
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c2a33300f5 |
Feature+Bugfix: Engine websocket management (#360)
* Initial commit tearing down the websocket connection management. The purpose is to remove the traffic monitoring and dropping as syncer.go is a better manager * Adds a readwrite mutex and helper functions to minimise inline lock/unlocks and prevent races * Creates new WebsocketType struct to contain all parameters required. Deletes WebsocketReset. Utilises ReadMessageErrors channel for all websocket readmessages to analyse when an error returned is due to a disconnect * Fixes issue with syncer trying to connect while connecting * Simplifies initialisation function for websocket. Reconnects and resubscribes after disconnection * Adds WebsocketTimeout config value to dictate when the websocket traffic monitor should die. Default to two minutes of no traffic activity. Increases test coverage and updates existing tests to work with new technologic. RE-ADDS TESTS I ACCIDENTALLY DELETED FROM PREVIOUS PR * Removes snapshot override as its always necessary when considering reconnections. Increases test coverage. Re-adds tests that were ACCIDENTALLY DELETED. Removes unused websocket channels. Bug fix for traffic monitor to shutdown via goroutine instead of killing itself * Fixes gateio bug for authentication errors when null. Adds little entry to syncer for when websocket is switched to rest and then back, you get a log notifying of the return. Fixes okgroup bug where ws message is sent on a disconnected ws, causing panic. Renames setConnectionStatus to setConnectedStatus. Puts connection monitor log behind verbose bool * Fixes lingering races. Fixes bug where websocket was enabled whether you liked it or not. Removes demonstration test * Fixes log message, renames unc, removes comments * Fixes data race * Removes verbosity, ensures shutdown sets connection status appropriately * Removes go routine causing CPU spike. Stops timers properly and resets timers properly * Renames `WsEnabled` to `Enabled`. Increases test coverage. Fixes typos. Handles unhandled errors * The forgotten lint * With using RWlocks, removes the channel nil check and relies on !w.IsConnected() to prevent a shutdown from recurring * Removes extra closure step in the defer as it causes all the issues * Prevents timer channel hangups. Minimises use of websocket Connect(). Expands disconnection error definition. Removes routine disconnection error handling. Ensures only one traffic monitor can ever be run. Renames subscriptionLock to subscriptionMutext for consistency * Extends timeout to 30 seconds to cover for non-popular exchanges and non-popular currencies * Updates test from rebase to use new websocket setup function * Fixes test to ensure it tests what it says it does |
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Adrian Gallagher
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94a784d63f | Merge branch 'master' into engine | ||
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Scott
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0fbf8b172a |
Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process. * Moves namespaces again * Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests * Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps * Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests * Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic * Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation * Implements orderbook update for okgroup, but forgets about the orderbook hash checking * Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests. * Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains * Fixes Gemini rate limit and parsing. Removes comments and fixes typos * Fixes bitfinex orderbook processing * Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage * Adds surprise LakeBTC websocket support * Fixes data race * Fixes rebasing issues due to namespace movements * Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments * Adds poloniex orderook sorting support * Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting * Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well * Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines * Fixes test with exchange name output change * Fixes issues where copy and paste and replace all were used poorly |