* Adds basic PoC for calculating/retrieving position data
* A very unfortunate day of miscalculations
* Adds position summary and funding rate details to RPC
* Offline funding rate calculations
* More helpers, more stats, refining data, automated retrieval
* Adds new rpc server commands and attempts some organisation
* lower string, lower stress
* Adds ordermanager config. Fleshes outcli. Tracks positions automatically
* Adds new separation for funding payments/rates
* Combines funding rates and payments
* Fun test coverage
* ALL THE TESTS... I hope
* Fixes
* polishes ftx tests. improves perp check. Loops rates
* Final touches before nit attax
* buff 💪
* Stops NotYetImplemented spam with one simple trick!
* Some lovely little niteroos
* linteroo
* Clarifies a couple of errors to help narrow likely end user problems
* Fixes asset type bug, fixes closed position order return, fixes unset status bug
* Fixes order manager handling when no rates are available yet
* Continues on no funding rates instead. Removes err
* Don't show predicted rate if the time is zero
* Addresses scenario with no funding rate payments
* Bug fixes and commentary before updating maps to use *currency.Item
* Adds a pair key type
* Polishes pKey, fixes map order bug
* key is not a property in the event someone changes the base/quote
* Adds improvements to order processing...Breaks it all
* Shakes up the design of things by removing a function
* Fixes issues with order manager positions. Limits update range
* Fixes build issues. Identification of bad tests.
* Merges and fixes features from master and this branch
* buff linter 💪
* re-gen
* proto regen
* Addresses some nits. But not all of them.
* Fixes issue where funding rates weren't returned 🎉
* completes transition futures tracking to map[*currency.Item]map[*currency.Item]
* who did that? not me
* removes redundant check on account of being redundant and unnecessary
* so buf
* addresses nits: duplications, startTime, loops, go tidy, typos
* fixes minor mistakes
* fixes 🍣🐻 changes to int64
* few fixes and add ratelimiter
* adds test
* revert configtest.json changes
* configtest updated
* WIP: adds public endpoint support
* WIP: adds public endpoint support
* adds public endpoint support
* WIP: adds auth. endpoint support
* adds test for auth. endpoint
* fixes
* adds auth. endpoint support
* WIP: ws support
* WIP
* WIP
* WIP
* WIP
* WIP
* WIP
* WIP
* Testing
* Complete WS spot testing
* adds support for ws events
* minor change
* WIP: adds REST support for CoinMarginedFutures
* Fixes
* WIP: adds REST support for CoinMarginedFutures
* Fixes
* improvement in SPOT REST
* Typo fix
* WIP: add REST support for CMF Account API
* minor fixes
* WIP: add support for CMF conditional orders and few minor fixes
* complete support for CMF conditional orders
* adds support for public CMF endpoint
* adds support for CMF position API
* Complete REST CMF support
* WIP
* Testing REST CMF support
* Testing REST CMF support
* Testing REST CMF support completed
* WIP: add support for UMF
* completed non-auth UMF
* WIP: add support for REST Auth. UMF
* WIP: add support for REST Auth. UMF and some improvements
* WIP
* WIP
* WIP
* completed REST UMF
* renaming
* adds REST support for futures
* add testcases for UMF and some optimizations
* add testcases for futures
* Testing UMF, futures and its changes
* Fixes
* Fixes after testing
* WIP
* WIP
* WIP
* completed ws USDT futures support
* WIP: ws support for futures
* fixes in WS futures
* fixes in WS support
* roll back changes made for WS CMF, USDT and Futures
* fixes
* WIP
* WIP
* fixes
* Steps for new PR
* WIP
* WIP
* WIP
* WIP
* complete PR setup
* fixes for successfully running tests
* update in symbol for futures pair in test file
* WIP
* Fixes in test file and other minor fix
* fix testdata/configtest.json
* reset CONTRIBUTORS file
* review changes
* remove unwanted file
* remove redundant code
* improvisation
* adds comment for exported functions
* remove unwanted TODO and commented code
* fix
* improvisation
* fix
* defined errors
* improvisation
* improvisation
* improvisation
* updates test
* adds comment for exported types
* review changes
* review changes
* fix
* fixes
* Changes for making BYBIT compatible with existing code base
* Test file changes
* Changes for making BYBIT compatible with existing code base
* Changes for making BYBIT compatible with existing code base
* fix lint issues
* fix
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* review changes
* WIP
* add test cases for new API's
* minor improvements
* add missing API and their tests
* minor fixes
* add bybitTime
* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support
* fix GetTradeHistory function
* error handling
* test fixes
* add GetServerTime API
* adds GetHistoricCandlesExtended and review changes
* test fixes
* minor fix
* integrating CMF Bybit recent change log
* minor fixes
* adds extractCurrencyPair
* minor fixes
* minor fix
* review changes
* adds variable declaration of error
* review commit
* adds embeddable type in API response for all API and integrate it
* fixes
* adds authentication WS connection
* review changes
* review changes
* compatible changes
* adds asset to GetWithdrawalsHistory
* adds asset_type in rpc.proto
* adds asset argument in gctcli withdrawal request command
* improve error handling in exchange API error
* web socket fix
* review changes
* improvements
* improvements
* minor fix
* review changes
* fixing wrapper issues
* fixes
* fixes
* review changes
* add test cases
* fix for GetActiveOrders
* lint fixes
* fixes in websocket
* adds wrapper testcases
* adds wrapper testcases
* adds wrapper testcases
* fixes
* fix issue with GetHistoricCandlesExtended
* fix merge issues
* improving error reporting
* adds wrapper testcases and a minor fix
* gctrpc changes
* adds test cases
fixes in websocket
* review changes for ws
* review changes in WS
* fix gctrpc
* merge fixes
* review changes
* WIP
* updates pair in configs
* adds new asset USDCMarginedFutures
* adds URL const for USDCMarginedFutures
* adds API support
* minor fixes
* adds kline API
* minor fix
* adds API
* adds API
* adds API
* WIP
* WIP
* WIP
* adds support for USDC auth requests to SendAuthHTTPRequest
* adds SendUSDCAuthHTTPRequest
* run test and fix them
* rollback support added for Auth. USDC request inside SendAuthHTTPRequest
* adds API and test cases
* adds API and test cases
* adds APIs and test cases
* adds APIs
* adds rate limit for USDC
* adds USDCMarginedFutures to wrapper
* adds USDC testcases in wrapper and fix few issues
* minor test fixes
* minor test fixes
* fix lint issues
* WIP
* Merge changes
* minor fixes
* remove "else" and optimize
* review changes
* review changes
* review changes
* fix lint issue
* merge fix
* fix test
* fix templates and run them
* changes after merge
* review changes and improvements
* code improvement
* fixes with respect to changes in API response in documentation
* fixed review change in test
* adds check in CancelExistingOrder
* update exchange template
* review changes
* adds GetDepositAddress API
* WIP: adds GetOrderHistory
* complete GetOrderHistory
* fixes
* adds test case
* fixes and add WithdrawFund API
* WIP
* WIP
* updating all SendAuthHTTPRequest call
* adds WithdrawCryptocurrencyFunds
* update test cases
* fix lint issues
* fixes after merge
* adds GetAvailableTransferChains and few fixes
* minor fix in GetDepositAddress
* minor fix with WS ping/pong handling
* add ping handler for WS Auth.
* fix typo mistake
* update doc
* 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>
* 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>
* exchange/wrapper: expose GetCredentials func to IBotInterface
* exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions
* interface: change name - RPCSercer: rm GetBase func call.
* glorious: nits (fix panic)
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* order: slight optimizations
* orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations.
* orders: continue to convert string type -> uint
* orders/backtester: interim move type to orders package, later can expand or deprecate.
* orders: handle errors
* orders: optimize filters and remove error returns when its clearly not needed
* orders: remove log call
* backtester: zero value check
* orders/futures: zero value -> flag
* linter: fix
* linter: more fixes
* linters: rides again
* glorious: nits
* common: Add zero value unix check for time values; also addresses glorious nits
* glorious scott: nits
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Bump CI versions
* Specifically set go version as 1.17.x bumps it to 1.18
* Another
* Adjust AppVeyor
* Part 1 of linter issues
* Part 2
* Fix various linters and improvements
* Part 3
* Finishing touches
* Tests and EqualFold
* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests
* Fix nitterinos and bump golangci-lint timeout for AppVeyor
* Address nits, ensure all books are returned on err due to syncer regression
* Fix the wiggins
* Fix duplication
* Fix nitterinos
* implements futures functions and GRPC functions on new branch
* lint and test fixes
* Fix uneven split pnl. Adds collateral weight test. docs. New clear func
* Test protection if someone has zero collateral
* Uses string instead of double for accuracy
* Fixes old code panic
* context, match, docs
* Addresses Shazniterinos, var names, expanded tests
* Returns subaccount name, provides USD values when offlinecalc
* Fixes oopsie
* Fixes cool bug which allowed made up subaccount results
* Subaccount override on FTX, subaccount results for collateral
* Strenghten collateral account info checks. Improve FTX test
* English is my first language
* Fixes oopsies
* Fixes for unrealised PNL & collateral rendering
* Fixes lint and tests
* Shaznit fixes
* Secret Shaznit
* Updates account information across wrappers to include more fields
* Updates online collateral calculations. Updates RPC data
* Accurately calculates collateral offline and online minus testing
* Tests and lint chocolate
* Simplifies accountinfo results
* Fixes shaznits
* Adds new func
* Increases collateral accuracy again again again x 200
* Increases accuracy of collateral rendering
* Fixes minor merge/test issues
* Linterino
* Fixes ws test. Improves collateral calculations and rendering
* Make it prettier
* Removes the lock I put on 👀
* Adds `additional_collateral_used` field, renders orig currency
* Fixes unrelated test
* Fix test
* Correctly calculate spot margin borrow collateral
* Address fun lint surprise
See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331
* Strange lint fixing x2
* Continued lint journey
* Nolint the nolint to not lint the lint
* Adds two new fields to response
* More linting issues arising
* fIX3s_c4s|NG
* Fixes command flags' incorrect numbering
* FairMarket = Won
* backtester/request: trying to fix panic (WIP)
* request: fix race for transport layer
* request: linter issue fix
* request: more linter issues
* requester: Add function to remove the tracking of underlying http client and add to engine unload exchange.
* request: add more context to error return
* request: Fix after cherry pick issues
* request: fix niterinos
* exchanges: change return to package variable
* request: changed named
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* currency: Add method to derive pair
* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.
* currency/pairs: add filter method
* currency: add function to derive select currencies from currency pairs
* currency/engine: slight adjustments
* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.
* currency: more linter
* pairs: optimize; reduce allocs/op and B/op
* currency: Add in function 'NewPairsFromString' for testing purposes
* currency: don't suppress error
* currency: stop panic on empty currency code
* currency: Add helper method to match currencies between exchanges
* currency: fixed my bad spelling
* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs
* currency: add pairs method to derive stable coins from internal list.
* Currency: Cleanup, fix tests.
* engine/exchanges/currency: fix whoops
* Currency: force govet no copy on Item datatype
* Currency: fix naughty linter issues
* exchange: revert change
* currency/config: fix config upgrade mistake
* currency: re-implement currency sub-systems
* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.
* currency: cleanup
* currency: change match -> equal for comparison which is more of a standard and little easier to find
* currency: address nits
* currency: fix whoops
* currency: Add some more pairs methods
* currency: linter issues
* currency: RM unused field
* currency: rm verbose
* currency: fix word
* currency: gocritic
* currency: fix another whoopsie
* example_config: default to show log system name
* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation
* currency: fix log name
* ordermanager: fix potential panic
* currency: small optim.
* engine: display correct bool and force shutdown
* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields
* engine: fix tests
* currency: return the amount when no conversion needs to take place
* currency: reduce method name
* currency: Address nits glorious nits
* currency: fix linter
* currency: addr nits
* currency: check underlying role in test
* gct: change to EMPTYCODE and EMPTYPAIR across codebase
* currency: fix nits
* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades
* currency: Add temp dir for testing
* Update engine/engine.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* documentation: update and regen
* currency: Address niterinos
* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider
* currency: addr nits
* currency: fix whoops
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
As per Huobi Futures documentation, client order id must be an
integer field in the request. For most other exchanges this is a string
field so to accomodate we keep the string representation and convert
to a number right before the request goes on the wire.
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface
* exchanges: add comment and fix whoopsie
* exchanges: fix linter issues
* wrapper_cov_tool: add actual full interface method count to get a better perceived deployment
* exchanges/tool: addr glorious nits
* kraken: remove string in test
* exchange_template_tool: fix tmpl issue
* Exchanges: enrich order history with avg executed price, cost, and more
* Fix division by zero in order detail enrichment
* Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing
* Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts
* BTSE order history populate name and id
* Calculate average executed price for market order or when order amount is zero
* Minor fixes on infer order amounts, costs, and times
* Attach InferAmountsCostsAndTimes to Order.Detail
* Binance: fix order status
* Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
* Allow configuration of orderbook publish period
For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.
* exchanges: allow configuration of orderbook update period
* golangci-lint/CI: Bump versions
Fix remaining linter issues
* Specifically set AppVeyor version
* Fix the infamous typos 👀
* Add go env cmd to AppVeyor
* Add go version cmd to AppVeyor
* Specify AppVeyor image, adjust linters
* Update go get to go install due to deprecation
* Bump golangci-lint timeout time for AppVeyor
* Change NW contract to NQ
* Address nitters
* GetRandomPair -> Pair{}
* Address nits
* Address time nitterinos plus additional tweaks
* More time inception upgrades!
* Bending time and space
* bitmex: normalize account info currencies
Bitmex has an interesting way of returning BTC balances, it returns them
as XBt and denominated in Satoshis instead. Normalize that still in the
bitmex wrapper by performing the conversion and returning the normal use
BTC currency.
* Change NW contract to NQ
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* huobi futures: GetSwapAccountInfo argument is optional
* huobi futures: fetch main account data as well
* huobi futures: shut linter up
Old warnings not introduced in this scope.
* gct: phase one context awareness pass
* exchanges: context propagation pass
* common/requester: force context requirement
* gctcli/exchanges: linter fix
* rpcserver: fix test using dummy rpc server
* backtester: fix comments
* grpc: add correct cancel and timeout for commands
* rpcserver_test: add comment on dummy server
* common: deprecated SendHTTPGetRequest
* linter: fix
* linter: turn on no context check
* apichecker: fix context linter issue
* binance: use param context
* common: remove checks as this gets executed before main
* common: change mutex to RW as clients can be used by multiple go routines.
* common: remove init and JIT default client. Unexport global variables and add protection.
* common: Add comments
* bithumb: after dinner mints fix
* 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
* 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
* exchanges: add an UpdateTickers method to the main exchange interface
This method will fetch all currency pair tickers of a given asset type
and update them internally, does nothing for now.
* exchanges: refactor UpdateTicker on all exchanges
Keep the exact previous behaviour but implement the UpdateTickers
method and refactor UpdateTicker by using it where applicable.
* sync_manager: update all tickers when batching is enabled
* binance: UpdateTicker to fetch single ticker symbol
* ftx: UpdateTicker to fetch single ticker symbol
* rate limits: Make context aware
* binance: rate limit allow for cancellation of reservation when deadline is exceeded
* request: add context.done() before initiating any bulk work.
* binance: update error return for rate limiting
* request: updated dealine check to remove after time.Now procedure as this will obfuscate a deadline which will be limited by the context check on every attempt, so no need to sleep with delay.
* requester: defer execution of request.Item generation in closure.
* bithumb: fix issue
* coinut/itbit: fix linter issues
* binance: fix bug on recvWindow setting
* requester: standardize sendpayload + add readme update
* nonce: remove inc() function
* request: defer unlockiflocked
* binance: revert changes for open orders
* btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request.
* binance: move const to top
* exmo: remove debug output as its generated in the requester function
* ftx: defer auth functionality
* requester: move error to top
* bittrex: defer auth functionality
* bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting.
* btse: defer auth functionality
* coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting
* coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: remove deadline protection for timestamp generation
* okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting
* poloniex: defer auth functionality
* zb: defer auth functionality and remove context deadline as this is generated after rate limiting
* exchanges: clean up log output which are done and inspected in the requester package
* binance: fix path bug on every retry, rm timeout context as this is not needed
* coinbene: fix path bug on retry
* binance: consolidate functionality
* coinbene: fix linter issues
* poloniex: linter fix
* kraken: change add -> set
* bitstamp: fix path bug for retry
* BTSE: fix retry path bug
* coinbene: fix path bug whoopsie by me
* gateio: fix bug where on retry it does not reset reader
* localbitcoins: fix path bug on retry
* zb: change domain to land
* exchanges: make sure io.Reader is generated every request
* exchanges: move reader generation into function scope
* wrapper_issues: setup exchange manager
* engine: expand withdraw manager test
* engine: dont look for environment
* bitstamp: fix pathing bug (@thrasher-)
* engine/withdraw_manager: purge tests as this is covered in repository withdraw
* gctcli: modifyorder stubs
* gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto
* gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs
* gctrpc: add ModifyOrder() and regenerate dependent files
* gctcli: modifyorder command now uses newly generated ModifyOrder() RPC
* exchanges/order/orders.go: use time.Time.Equal() instead of ==
* gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC
* gctcli/commands: rework modifyorder
* engine: implement RPCServer.ModifyOrder
* engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders
* engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes
* engine/order_manager.go: comply with golangci-lint
* gctcli: fix getOrderCommand.ArgsUsage
* gctcli: fix getModifyOrderCommand args and ArgsUsage
* engine: OrderManager.Modify() now correctly updates price of modified order
* engine: RPCServer.ModifyOrder now uses checkParams() as advised
* exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change
* exchanges/order: Detail.UpdateOrderFromModify also updates the ID
* engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order
* exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error
* engine: OrdetManager.Modify() now emits an order event
* exchanges/bithumb: proper order.payment_currency key
* engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments
* engine: test OrderManager.Modify()
* engine: test store.modifyExisting()
* engine: write a docstring for store.modifyExisting
* engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values
* engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0
* engine: OrderManger.Modify() now uses the commsManager to let observers know of errors
* engine: TestOrderManager_Modify() uses t.Fatal()
* engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages
* exchanges/order_manager_test: fix a golangci-lint complaint
* engine/order_manager: fix an error comparison bug and simplify
* gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
* Speeds up tests
* Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things
* Removal of unecessary config reads. Parallel tests. Lower times
* Speeds up recent trades results
* mini update
* zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom
* Removes the dupes
* Lint
* post cherrypick
* Fix rare kraken data race
* Fixes banking global issues. Fixes postgres trades
* rmline for appveyor test
* Expands timeout in event that channel is closed before send
* Fix data race
* No rows, no bows and definitely no shows
* Removes parallel from createsnapshot tests
* Extends timedmutext test a smidge. Exchange fatality
* Shorter end timeframe and bigger candle
* improved functions and new helper functions
* bitfinex margin info func
* small rate change
* rate changes
* adding some currencies for margin funding translation
* adding index candles
* added test
* slight improvement in params
* time func
* orderbook helper avgprice func
* broken test + removing some tlogs and prints
* adding test cases
* error fix
* remove unused
* another unused
* shazbert changes
* wip
* bitfinex func and more nits
* final shazzy nits
* most shazzy nits
* few prior requested changes
* shazbert nits final WIP
* shazbert changes
* minor linter issue
* unused val
* glorious changes
* more verbositiy improvements
* quick changes
* unused remaining amount oops
* thrasher changes
* reverting changes that were only for testing purposes and bymistake pushed up
* bfx shadow dec + huobi fetch tradable pairs formatted so as to return config format for ease of comparison and requests
* more linters
* glorious final nits wip
* formatting tradable pairs for different asset types + remove println
* glorious changes
* 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
* Add initial workflows config
* Add PSQL service
* Add 32bit and frontend jobs
* Add gcc-multilib and fix typo
* Fix backtester test for linux/unix filesystem errors and npm commands
* 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)
* Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)"
This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e.
* Bump workers count for orderbook processing
* Remove comments to trigger 32-bit cache hit after job success
* Cancel addition plus version bump, spawn more overlords
* Update build badge to Github Actions
* Brach -> Branch
* 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
* Fixes issue where getorders could not work due to unset asset type in rpcserver.go. Adds test. Also adds start and end date to the cli.
* A few fixes
* lint
* fixes oopsie that affected doopsie
* Ensures dates are set for all open order implementations. Adds new filter to ensure orders without dates are returned rather than filtered. Fixes up Binance OpenOrders implementation. Adds some extra typeconverts for binance
* Add updated time to Binance GetActiveOrders. Update rpcserver.go to only set the time if its not empty. Also addressed bad expected value
* Actually fixes things this time
* Improves recvWindow to process openOrders
* Adds asset type to getOrder as well
* Fixes tests
* Adds missing date fields
* Fixes default time, updates default errors
* Default start to last month, instead of last year
* 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
