* types and orderbook handling fix
* Minor types and endpoints update
* Minor fixes on Kucoin
* Add benchmarking test
* Unit tests update and minor endpoints update
* Adding updates and newly added endpoints
* Add and correct funding, withdrawal, and deposit endpoints
* linter and codespell fix
* Adding and correcting spot trading endpoints
* Completed Spot HF endpoints
* Minor fix
* Added OCO and Margin HF trade and other endpoints
* Adding missing endpoints
* Updating Isolated margin, margin v3, and v3market lending endpoints
* minor codespell fix
* Completed adding and fixing futures endpoints
* wrapper update and fix unit tests
* Updating endpoint ratelimits
* Complete ratelimiter setup and endpoint functions update
* Unit test configuration and update
* fix linter issue
* Added a ratelimiter test and heavy update on unit tests
* Adding websocket update based on ChangeLog
* Added newly added Earn General, Kucoin Earn and Staking endpoints
* Added VIP lending endpoints
* Minor linter and endpoints fix
* Added unit tests, publicised functions, and minor updates
* Update on wrapper funcs, unit tests, and other methods
* Enexport exchange specific websocket methods
* remove deprecated topic
* Update wrapper based on Type, add and fix unit tests
* Added a margin configuration endpoint and unit test
* Update methods, types, and unit tests
* Update error declaration and handling unit tests
* Update method parameters and error handling
* Updating unit tests and error handling
* Update methods arguments, added and update unit tests
* Fix unit tests and wrapper methods
* Resolving unit test issues and fix faulty endpoints
* Fix on unit tests and working on passphrase errors
* Minor fixed on websocket and endpoint url
* comment and wrapper filters issue fix
* Unit tests and other minor updates
* Update wrapper functions, endpoint methods, and unit tests
* change require to change on two unit tests
* Update unit tests, types, and endpoints
* Refine and update wrapper tempo for minor adjustments
* Remove code that enabled logging
* Update wrapper functions, missing endpoints, response and parameter values, and unit tests
* removed High-frequency orders from wrapper functions, and updated unit tests and types
* Added missing fields and minor update on wrapper
* Update types
* Update tests and websocket channels
* Update unit tests and methods error returns
* Currency: Variadic Pairs.Add
This version of Pairs.Add is simpler and [more
performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74)
Behavioural difference: If there's nothing to add, the same slice is
returned unaltered. This seems like good sauce
* Currency: Variadic Remove
* Common: Add Batch function
* Common: Add common.SortStrings for stringers
* Subscriptions: Add batching to templates
* Subscriptions: Sort list of pairs
* Kucoin: Switch to sub templating
* Kucoin: Simplify channel prefix usage
* Kucoin: Fix race on fetchedFuturesOrderbook
* Subscriptions: Filter AssetPairs
Now only the assetPairs relevant to the subscription are in the context
* Subscriptions: Respect subscription Pairs
* Subscriptions: Trim AssetSeparator early
We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
* Kucoin: Fix empty margin asset added
* Kucoin: Add Subscription batching
Turns out that contary to the documentation, kucoin supports batching of
all symbols and currencies
* Kucoin: Fix checkSubscriptions and coverage
* Subscriptions: Simplify error checking
This reduces the complexity of error checking to just be "do we get the
correct numbers".
Fixes Asset.All with only one asset erroring on xpandPairs, because we
trimmed the only asset separator, and then errored that we're not
xpanding Assets and the asset on the sub is asset.All
This use-case conflicted with commit 6bbd546d74, which required:
```
Subscriptions: Trim AssetSeparator early
We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
```
Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters.
I've removed the asset tests for this, but they were correctly erroring
on the number of asset lines instead.
Everything hits coverage, as well.
* Kucoin: Remove deprecated fundingBook endpoint
* BTCMarkets: Use common.Batch
* 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
* Tests: Move and simplify TestFixtureToDataHandler
* Currency: Fix PairsManager.Load breaking matcher
* Tests: Add multi-instance cache to UpdatePairsOnce
* Kraken: Fix TestUpdateTickers race error
Calling StorePairs on global instance can lead to race
* Bitfinex: Fix TestUpdateTickers racing intermittently
* Currency: Fix concurrent access to PM formats
* Currency: Fix SupportsAsset implementation
This should delegate entirely to PairManager's IsAssetSupported
* Okx: Fix PM intrusion, rm GetPairFromInstrumentID
* Exchange: Fix SetGlobalPairsManager to set asset enabled
* Bitflyer: Fix race on set TestGetCurrURL
TestGetCurrencyTradeURL would fail sometimes due to sequencing of
enabling futures but not having pairs for it.
* Tests: Simplify usage pattern for FixtureToDH
* Test: Internal exchange coverage
* Tests: Rename exchange.TestInstance to Setup
This package function is either going to be imported and used as just exchange.Setup,
or more likely testexch.Setup.
This removes the Stutter of having
internal/testing/exchange.TestInstance which is implicit given the
package path
* gateio: fix unmarshal bug and update fields
* gateio: fix wrapper function function, add helper methods
* update order types and add kucoin wrapper fix
* currency pairs
* Add tests
* gateio; inspect error and continue for no funds in account, kucoin: fetch all settlement amounts
* futures: order fixit
* finish off gateio updates for market orders
* cute line
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/gateio/gateio_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* glorious: nits - filter by pair match and fix bug where the endpoint returns details instead of message
* Add fix for leverage check (non-merge) my ip has been blocked from gateio still... scammmmmmmm
* glorious: nitters
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update exchanges/gateio/gateio_test.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* kucoin: quick batching support for ticker/trades and orderbooks
* fix test
* kucoin: move pieces add commentry
* kucoin: optimise listOfAssetsCurrencyPairEnabledFor and refactor implementations, address specific orderbook channel subscription handling
* glorious: nits
* thx @thrasher-: nits addressed
* rm types and tests that are not needed
* rm subs checking code, and convert to types.Number
* not needed anymore
* fix tests
* set up reader routine to process updates before init a potential slow websocket subscriber
* implement glorious suggestion
* glorious: nitters
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Kucoin delisted XMR temporarily for margin trading.
That seems quite likely long term too, due to XMR's privacy features.
Replace XMR with TRX to hopefully avoid in future
* CI/build: Update Go version, linters and fix minor issues
* Bump golangci-lint to v1.56.1
* BinanceUS: Make uint usage consistent
* Throw blank identifiers into the trash
* 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.
* adds open interest to exchanges
* ADDS TESTING YEAH
* New endpoints, BTSE, RPCS, cached
* slight design change, begin gateio
You will need to get cached for
each exchange that supports it
* gateio, huobi, rpc
* fix up kraken, cache retrieval
* okx, gateio
* finalising all implementations and tests
* definitely my final ever commit on this
* Well, well, well
* final v2
* quick fix of bug
* test coverage, assert notempty, test helper
Added a new testhelper for currency
management because its very annoying
in a parallel test setting which wastes
so much space otherwise
* minimises REST requests for Open Interest
* types.Number merge misses
* Minimises Kraken REST calls
* len change, value -> pointer receiver
* further fixup
* fixes gateio, batch calculates open interest
* single gateio, lint const fixes
* rejig and more thorough oi for huobi
* formatting expansion
* minor fix for handling expiring contracts
* rm unused Binance strings
* add bybit support, fix bybit issues
* oopsie doopsie, dont look at my whoopsie
* Fix issue, remove feature
* move an irrelevant function for the pr
* mini bybit upgrades
* fixes cli request bug
* Kucoin: Fix unmarshalling of FuturesTicker resp
* Fix several string float64 fields not unmarshalling
* Fix time field misnamed; Make a time.Time
* Use order.Side for sides
* Add tests
This change opts to expose float64 instead of StringToFloat64 because
there's no wrapper to convert the type over, and it's not a websocket.
Essentially choosing to not expose internal convert types for methods
called directly.
Possible we'll eventually harmonise this with a types.Number or
something.
* Kucoin: FuturesRealTimeTicker => FuturesTicker
Kucoin only call it RealTime in the first sentence of their docs. None of the API names, endpoints or any thing mention RealTime.
This is just a ticker
* Tests: Improve clarity of failed push data
* Kucoin: Move PushData to a fixture file
This avoids both the linter errors, and the bloat.
Loses the name of the "test", but I think that's okay
* Kucoin: Fix ProcessMarketSnapshot and add a test
* Kucoin: ProcessMarketSnapshot: move the check before the ticker
* Kucoin: remove time.sleep from the test, add if statement to processmarketSnapshot
* Kucoin: ProcessMarketSnapshot to send margin, spot and both margin and spot pair data
* Kucoin: range over listOfAssetsCurrencyPairEnabledFor which returns a slice
* Kucoin: linter fix and pointers placed
* Kucoin: removed AssetWebsocketSupport and ku.CurrencyPairs.IsAssetEnabled, linter error fixed, comment amended
* kucoin: fix unmarshal bug
* kucoin: Add time in force handling
* kucoin: fix test
* thrasher: nits
* kucoin_test: shift skip check down for coverage, rm market testing, change buy price to reduce chance of instant match
* kucoin: fix nits and force usage of uuid to rm conflicts
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
* cmd/exchange_template: Add wrapper function
* exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment
* kucoin: Add spot order execution limits
* linter: fix
* glorious: nits
* kucoin: change from name to symbol for correct fee fetching and order deployment
* WHAAAAAAAT says Vitalik
* kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments.
* kucoin: implement master branch changes
* Update exchanges/kucoin/kucoin_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* kucoin/test: update commentary
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* adds funding rate implementations and improvements
* merge fixes x1
* lint
* kucoin funding rates func make
* migrate sync-manager to keys
* some kucoin work
* adds some kucoin wrapper funcs
* ehhh, todo
* kucoin position
* start of orders
* adds the kucoin tests yay
* multiplier
* nits, EWS includes order limits
* NotYetImplemented, IsPerp improvements, cleaning
* lint, test fix, huobi time
* fixes issues, improves testing
* fixes linters I WRECKED
* local lint but remote lint, lint, lint, lint
* fixes err
* skip CI
* lint
* Supported rates, binance endpoints
* fixes weird mocktest problems
* no, CZ is invalid
* fixes some new EWS test errors
* all in a days work
* cleanup
* cleanup for real, also stop it binance.json
* minor coverage
* adds gateio to the slurry
* cleanup of types
* verbose verbose verbose verbose verbose verbose
* fixes huobi parsing issue
* fix bybit contract identification
* cleanup
* merge fixes
* addresses many big problems raised by SHAZ
* tracking errors and fixes
* funding rate if avail, fixes currency formatting
* Addresses nits and sneaks in extra fixes
* lint
* minor fixes after rebase
* better contract splitter for currencies like T-USDT
* forgot to add the exchange name like a fool
* merge fixes x1
* kucoin, direction, contract size
* rn direction, fix kucoin time
* WHOOPS
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* misdirection
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* init
* updates config
* wrapper configuration
* updates exchange readme
* adds SendAuthHTTPRequest and SendHTTPRequest
* adds ratelimit file
* adds test case and minor fixes
* improve error handling
* update testcases and improve GetSymbols API
* adds SPOT API's
* minor fix
* WIP
* WIP
* adds test case
* adds check in test case
* fixes in Auth. HTTP
* improvements
* adds trade, kline support and testcases
* adds SPOT API and testcases for same
* adds SPOT API and testcases
* adds SPOT API and testcase
* WIP
* adds API's
* adds API's
* adds test cases
* adds comment to exported data types
* adds API and test cases
* adds API
* adds API
* rearrange functions
* WIP: adds API
* adds API for Post Order SPOT
* adds API and few fixes
* fixes
* WIP
* WIP
* add PostBulkOrder API and its test case
* fix issues
* adds cancel order APIs and test cases for same
* add minor test fixes
* add API
* adds API
* fixes
* add API
* adds API and test cases
* fix test
* adds API
* adds test
* fix test
* adds API and test
* adds deposit API and test cases
* WIP
* adds API and test cases
* WIP
* WIP
* add public future API and test cases
* WIP
* remove v2 API and replace them with v1
* update test cases
* adds future order API and test cases
* adds futures order API
* adds API
* add API and test cases
* adds API and test cases
* adds API and test cases
* adds API and test cases
* Adding wrapper functions
* Fix on wrapper function
* Adding websocket support
* Complete addressing WS push datas
* Adding spot push data unit tests
* adding futures websocket push data handlers
* Adding futures websocket push data handlers
* Added unit tests
* Updating unit tests
* Updating wrapper and unit test functions
* Adding missing wrapper functions and code cleaning up
* Resolved linter issues
* Fixing websocket issues
* Fixing websocket issues
* Slight fix on config_example file
* Minor update
* Basic nits updates
* Fix minor linter issues
* Minor update
* Minor unit test update
* Minor unit test update
* Code update and linter issues fix
* Removed unnecessary type conversion codes
* Monor update based on review comment
* Fix based on review comments
* Adding rate-limiter
* Websocket update and overall minor fixes
* Removed IsAssetTypeEnabled method implementation
* Fix connection and formatting issues
* Updating orderbook issues
* Very minor label fix
* Minor error returning fix
* code cleaning up and minor spelling fix
* Updates on unit test
* Update on unit tests and slight code structure
* unit test update
* orderbook update and minor fix
* fix on race
* Mini linter fix
* fix minor parameter and unit test issues
* handler funcs and models update
* Fixing websocket and unit test issues
* order side string for active orders
* Fix on websocket and unit tests
* Minor type changes
* Minor Orderbook fix and unit test update
* Small fix on orderbook
* Updating orderbook functionality
* FIx on websocket orderbook handlers
* Small update on kucoin websocket
* fix missed review comments
* fix based on review comments
* Updating websocket orderbook and fixing unit tests
* Minor fixes
* unit test update
* Updating unit test according to enabled asset type
* toggle canManipulateRealOrders const
* Unit test update
* Fix minor issues
* minor fix
* documentation fix
* wrapper coverage and unused params fix
* testing and minor changes
* documentation, websocket and unit test update
* minor linter fix
* Websocket spot/margin subscription update
* minor ticker update fix
* minor fixes on endpoints
* timestamp and number convert method and unit tests
* timestamp convert minor update
* minor type and conversion fix
* create a common timestamp convert and fix minor issues
* linter and ticker fix
* Updating unit tests and order placing endpoint methods
* Added a pairs check
* Fix config test error
* rm unused error variable
* Fix source of linter issue
* code update: convert, wrapper and websocket fix
* minor code update
* Websocket code and unit tests update
* Websocket ticker ask/bid type change and small error msg fix
* docs update
* fix: websocket orderbook handling
* change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update
* Minor func rename and reciever change
* Minor orderbook unit test issue fix
* comment: about why we used a random delimiter '-' for futures
* update config files and FetchTradablePair func for futures pairs
* futures config pairs update
* remove ConnextionMonitorDelay from websocket setup
* fix on types and futures pair conversion
* updating config pairs
* change NewPairFromString to DeriveFrom
* unit tests update
* unit tests update
* Added TickerBatching
* added GetStandardConfig to GetDefaultConfig
---------
Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com>
