* 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
* added fiftesensecond to word output increased TotalCandlesPerInterval test coverage
* moved end date forward to next day
* reworded help output for extended command
* implemented binance and bitfinex GetHistoricCandles wrapper methods)
* coinbene supported added
* after and before clean up
* gateio wrapper completed
* merged upstream/master
* Added bsaic KlineIntervalSupported() method
* Converted binance fixed test
* WIP
* new KlineConvertToExchangeStandardString method added
* end of day WIP
* WIP
* end of day WIP started migration of trade history
* added kline support to hitbtc huobi lbank
* added exchangehistory to all supported exchanges started work on coinbase 300 candles/request method
* end of day WIP
* removed unused ta and misc changes to flag ready for review
* yobit cleanup
* revert coinbase changES
* general code clean up and added zb support
* poloniex support added
* renamed method to FormatExchangeKlineInterval other misc fixes
* linter fixes
* linter fixes
* removed verbose
* fixed poloniex test coverage
* revert poloniex mock data
* regenerated poloniex mock data
* a very verbose clean up
* binance mock clean up
* removed unneeded t.Log()
* setting verbose to true to debug CI issue
* first pass changes addressed
* common.ErrNotYetImplemented implemented :D
* comments added
* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes
* WIP-addressed exchange requests and reverted previous GetExchangeHistory changes
* increased test coverage added kraken support
* OKGroup support completed started work on address GetExchangeHistory feedback and migrating to own PR under https://github.com/xtda/gocryptotrader/tree/exchange_history
* convert zb ratelimits
* gofmt run on okcoin
* increased delay on rate limit
* gofmt package
* fixed panic with coinbene and bithumb if conversion fails
* very broken end of day WIP
* added support for GetHistoricCandlesEx to coinbase and binance
* gofmt package
* coinbase, btcmarkets, zb ex wrapper function added
* added all exchange support for ex regenerated mock data
* update bithumb to return wrapper method
* gofmt package
* end of day started work on changes
* reworked test coverage added okgroup support general fixes/change requests addressed
* Added OneMonth
* limit checks on supportedexchanges
* reverted getexchangehistory
* reworked binance tesT
* added workaround for kraken panic
* renamed command to extended removed interval check on non-implemented commands
* added wrapperconfig back
* increased test coverage for FormatExchangeKlineInterval
* WIP
* increased test coverage for FormatExchangeKlineInterval bitfinex/gateio/huobi
* linter fixes
* zb kraken lbank coinbene btcmarkets support added
* removed verbose
* OK group support for other asset types added
* swapped margin to use spot endpoint
* index support added test coverage added for asset types
* added asset type to okcoin test
* gofmt
* add asset to extended method
* removed verbose
* add support for coinbene swap increase test coverage
* removed verbose
* small clean up of okgroup wrapper functions
* verbose to troubleshoot CI issues
* removed verbose
* added error check reverted coinbasechanges
* readme updated
* removed unused start/finish started work on decoupling api requests from kline package
* restructured coinbene, bithumb methods, added bitstamp support
* kraken time fix
* BTCMarkets restructure
* typo fix
* removed test for futures due to contact changing
* added start/end date to extended method over range
* converted to assettranslator
* removed verbose
* removed invalid char
* reverted incorrectly removed return
* added import
* further template updates
* macos hates my keyboard :D
* misc canges
* x -> i
* removed verbose
* updated fixCasing to allocate var before checks
* removed time conversion
* sort all outgoing kline candles
* fixCasing fix
* after/before checks added
* added parallel to test
* logic check on BTCmarkets
* removed unused param, used correct iterator
* converted HitBTC to use time.Time
* add iszero false check to candle times
* updated resultlimit to 5000
* new line added
* added comment to exported const
* use configured ratelimit
* fixed pair for test
* panic fixed WIP on fixCasing
* fixCasing rework, started work on readme docs
* enable rate limiter for wrapper issues tool
* docs updated
* removed err from return and formatted currency
* updated Yobit supported status
* Updated HitBTC to use onehour candles due to test exeuction times
* added further details to gctcli output
* added link to docs
* added link to tempalte
* disable FTX websocket in config_example
* fix poloneix
* regenerated poloniex mock data
* removed recording flag
* Various bug fixes
* Deadlink, cleanup plus bug fixes
* Various Kraken fixes
* Add convert func for decimal unix timestamps
* Convert all test times to UTC
* Kraken: Make assets a pointer to prevent excessive copying
* Docker slash fix
* Address nits plus bump ITBit last checked pairs timestamp
* Set pairs to enabled pairs when getting active orders
* Use asset translator for UpdateAccountInfo and more checks for the exchange template tool
* Address MadCozBadd's nits
* Make exchange var 2 chars
* Make program more user friendly
* Project wide comment checks and exchName check
* Fix Huobi indexing bug and use correct pair formatting
* Address nits + readme change
With the incorrect implementation currently, orderbooks have incorrect
entries in them which never get removed. This results in an
unsynchronised state, having issues such as bid prices greater than the
lowest ask prices
The websocket depth updates must be subscribed to before getting a
snapshot. Any updates from the websocket that have earlier update ids
must be discarded.
https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* * Adds script link to GCT logger package
* Adds ability to save data as csv via script
* addr nits
* go mod tidy
* add glorious suggestion
* rm unused function
* fix linter issues
* clean up some issues
* Add in configuration fields to object for reflection to the csv file
* RM line :D
* address nits
* update to check for target already being set and add more test coverage
* force usage of .csv file extention && append date to client filename as to not overwrite file if collision occurs
* fix whoopsie
* linter issues
* purge getter methods
* Added glorious suggestion
* go mod tidy after merge
* niterinos
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* added mfi and example
* renamed to moving average
* converted to array return type and added obv and mfi
* started work on test coverage
* test coverage added for rsi & mfi
* test coverage added for all indicators removed go mod replace moved to append helper method
* moved all indicators to new appendTo and increased test coverage
* added additional test and bumped go-talib to latest commi
* go.mod update
* linter fixes
* go mod clean up
* small fixes
* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding
* testing new structure of passing full ohlcv data
* started linking ohlcv to gctscript
* OHCLV link up completed reworking passing back to indicators started
* OHCLV link up completed reworking passing back to indicators started
* added test coverage for tofloat
* linter fixes (gofmt)
* removed unused value
* improved test coverage
* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const
* removed unused value
* first round of changes addressed
* all indicators have been split with packages named after each indicator and a new calculate() method added
* linters
* fixed tests
* added check to check ta is running in validator for uploading
* Added test data for OHLCV testing new indicator interface for wrapper
* typed const to float64
* reworked validator data to generate previous timestamps
* rewored macd to return slice of array
* adding bbands linking and example
* why didn't this pick it up before :D
* bumped up total number of modules for test
* moved parseIndicator to exchange added comments
* test coverage added for ParseMAType & ParseIndicatorSelector
* gofmt
* WIP changes
* updated tests for bbands & obv bumped to latest go-talib
* move multiple use strong to const
* reverted rpc.pb.go to master
* added 4w option
* removed selector from obv as unneeded
* improved test coverage and reworked all indicator methods on how they pass errors back
* order incoming OHCLV data
* revert go.mod
* removed verbose toggles
* added spot asset type
* removed 4w as its unused/uncommon
* renamed
* reworked further tests
* converted all examples to use coinbasepro for consistency
* updated all date ranges to 2019 + 6 months
* backported binance OHLCV wrapper from #479
* removed o
* rounded numbers
* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D
* Migrated to gct-ta library
* Corrected test import
* wording changes on test
* removed TA lib from go.mod
* PR changes addressed
Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage
* removed pkg folder
* bumped gct-ta version
* gct-ta version bump
Request types / variations contribute different weights towards the limit
Binance enforces. These can be considerably more than 1 per request,
which results in the server side limits being hit, producing 429 and 418
responses and bans
Several /v1 API calls have been deprecated, and will be removed shortly.
Moving these across to their /v3 equivalents
Capturing of the klines request via the recorder was failing, as it did
not handle the structure where the klines response in an array of
mixed primitive arrays. Excluding primitive values from the exclusion
checks addresses this
* Updates websocket URL
* Minor test changes, URL changes too
* verbosity purposity prepostery
* Fixes issue where websocket data passed through the round trip was invalid
* Adds a test protection
