* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial)
* Add to tests fix linter
* Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits
* binance: Add in test for tolerance set up
* exchanges: add in more tolerance settings and add tests
* nits: addr
* fix linter issue
* RPCServer: Use ordermanager instead of going direct to exchange
* Nits: Addr
* nits: glorious addr phase one
* nits: glorious nits phase 2
* exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files
* nits: Addr thrasher + also include locking of limits struct when we update via syncer later on
* nits: mdc addr
* nits: glorious nits
* limits: unexport mutex
* limit: revert maths optim. and fix spelling
* limit: Add decimal package
* limit: don't check price on market order
* Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation
* binance: handle case where spot is not enabled but margin is
* backtester: add in amount conforming to back tested events to simulate realistic orders
* rm ln
* order limit: return amount when limit is nil and conformToAmount is requested
* nits: glorious nits + friends
* backtester/orders: fix tests
* nits: glorious nits
* nits: glorious nits
* RMLINE
* nits: more glorious nits!
* nits: pooosh
* binance: fix margin logic
* nits: Add warning, settings log and report item for exchange order execution limits
* backtester: add specific warnings in report output
* backtest: Adjust warnings
* Fixes issue with BTSE processing of new events. Also prevents panics in the event some other unexpected data comes along
* Removes old auth code
* Parallelogram
* BTSE Filters out zero values for REST orderbooks as they do not provide enough decimal places via API to have accurate orderbooks.
* Exchanges: Bypass websocket book validation on exchanges when checksum is implemented, fix FTX test, go mod tidy
* Orderbook: Change orderbook base field name
* 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
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce
* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo
* removed the Binance extra method GetClosedOrder
* func description corrected
* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side
* GetClosedOrder implementation moved to GetOrderInfo
* changed GetOrderInfo params
* removed Canceled order.Type used for Kraken
* update QueryOrder in gctscript
* add missed params to QueryOrder validator (gctscript)
* fixed testing issues
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce
* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo
* removed the Binance extra method GetClosedOrder
* func description corrected
* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side
* GetClosedOrder implementation moved to GetOrderInfo
* changed GetOrderInfo params
* removed Canceled order.Type used for Kraken
* update QueryOrder in gctscript
* add missed params to QueryOrder validator (gctscript)
* fixed testing issues
* pull previous changes
* linter issues fix
* updated query_order exmple in gctscript, fixed params check
* removed orderPair unnecessary conversion
* added wsCancelAllOrders, fixed bugs
* fixed Kraken wsAddOrder method
* cleanup
* CancelBatchOrders implementation
* changed CancelBatchOrders signature
* fixed tests and wrappers
* btcmarkets_test fix
* cleanup
* cleanup
* changed CancelBatchOrders signature
* fmt
* Update configtest.json
* Update configtest.json
* rollback configtest
* refactored Kraken wsHandleData to allow tests
* removed unnecessary error test in TestWsAddOrderJSON
* dependencies updates
* fixed issue with PortfolioSleepDelay set on startup
* add GetWithdrawalsHistory method to exchanges interface
* param name changes
* add extra params for Binance WithdrawStatus method
* add Binance TestWithdrawHistory
* add GetOrderInfo on Poloniex
* linter errors fix
* switch interface type to avoid panic
* Poloniex has no para errror in OrderbookResponse - removed, added seq param (incrementing sequence) for future use
* linter issues fix
* linter issues fix
* dependencies update
* add tests
* refactored unmarshalling of GetAuthenticatedOrderStatus response
* test fix
* linter issues fix
* unmarshaling logic moved to GetAuthenticatedOrderStatus
* forced Status setting on GetAuthenticatedOrderStatus error
* comment edited
Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce
* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo
* removed the Binance extra method GetClosedOrder
* func description corrected
* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side
* GetClosedOrder implementation moved to GetOrderInfo
* changed GetOrderInfo params
* removed Canceled order.Type used for Kraken
* update QueryOrder in gctscript
* add missed params to QueryOrder validator (gctscript)
* fixed testing issues
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce
* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo
* removed the Binance extra method GetClosedOrder
* func description corrected
* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side
* GetClosedOrder implementation moved to GetOrderInfo
* changed GetOrderInfo params
* removed Canceled order.Type used for Kraken
* update QueryOrder in gctscript
* add missed params to QueryOrder validator (gctscript)
* fixed testing issues
* pull previous changes
* linter issues fix
* updated query_order exmple in gctscript, fixed params check
* removed orderPair unnecessary conversion
* added wsCancelAllOrders, fixed bugs
* fixed Kraken wsAddOrder method
* cleanup
* CancelBatchOrders implementation
* changed CancelBatchOrders signature
* fixed tests and wrappers
* btcmarkets_test fix
* cleanup
* cleanup
* changed CancelBatchOrders signature
* fmt
* Update configtest.json
* Update configtest.json
* rollback configtest
* refactored Kraken wsHandleData to allow tests
* removed unnecessary error test in TestWsAddOrderJSON
* dependencies updates
* fixed issue with PortfolioSleepDelay set on startup
* add GetWithdrawalsHistory method to exchanges interface
* param name changes
* add extra params for Binance WithdrawStatus method
* add Binance TestWithdrawHistory
* linter errors fix
Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
