Commit Graph

5 Commits

Author SHA1 Message Date
Scott
86d3724507 Futures order position tracking & FTX scaled collateral calculation (#868)
* 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
2022-02-28 16:39:36 +11:00
Ryan O'Hara-Reid
ac692b04f4 log: fix bug, expand test coverage and slightly optimize (#847)
* log: fix bugs expand coverage and optimise

* log: fix linter issues

* log: fix linter issue and pack methods in same file

* log: drop defer

* logger: move global check inside getfields  and remove unused test function

* logger: Increase note thanks @gloriouscode

* logger: wrap error with writer type

* logger: change variable name

* logger: change variable names and remove validsublogger func as it doesn't add functionality over a standard map call

* logs: error when unsupported output is applied on setup calls

* logs: add glorious suggestion

* logger: add protection to reduce olympic gold medal races

* logger: fix linter issues

* log: glorious niterinos
2021-11-30 16:43:27 +11:00
Ryan O'Hara-Reid
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
2021-07-29 14:42:28 +10:00
Andrew
47cf874911 (BTC Markets) Add support for GetHistoricCandles wrapper (#472)
* reworked btcmarkets GetMarketCandles()

* pass utc back
2020-03-17 10:02:13 +11:00
Andrew
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
2020-02-12 18:09:56 +11:00