Commit Graph

7 Commits

Author SHA1 Message Date
Scott
7f0faf7850 futures: add GetFuturesContractDetails wrapper function (#1274)
* 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

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Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-10-03 16:04:45 +11:00
Scott
5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

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Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00
Scott
471f4f21c4 Binance,OKx: Implement fetching funding rates (#1239)
* adds basic groundwork for rates on binance

* more into rates on binance

* rm redudant redundancy, add payments

* mini commit before merging with testnet ability branch

* changes function signature and fixes resulting build

* gets billing data too

* funding rates package, features use, testnet reimpl

* new endpoint, refinements and tests

* cli fix, rpc impl, testing, payments

* fixups from looking at code

* typo fix

* niteroos

* merge fixes

* adds test, fixes cli issues

* woah nelly
2023-07-26 14:25:43 +10:00
Ryan O'Hara-Reid
81a8b4a575 common: remove SimpleTimeFormat const for time package layout const DateTime (#1246)
* switch over to package defined const for time layout

* bump appveyor playa

* bumperino to latest while setting patherino

* whoooops

* bump VS version set GOROOT

* puge build cache

* Revert "puge build cache"

This reverts commit 315bb578afc19529457f435e52af2172f5143bc5.

* bumperino to test

* purge setting of golang directory for version and allow default

* purge cache state when file change

* whoops

* thrasher: nits

* don't need to flusherino the cacherino

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-07-06 11:17:43 +10:00
Scott
d92ffe6e9e cli: rpc time parsing (#1107)
* fix rpc time parsing

* Update cmd/gctcli/helpers.go

Beautifully handled

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Fixes combined commit

* uses ParseInLocation, parse with timezone, remove helper functions

* lint

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-12-28 12:23:59 +11:00
Scott
f307152cbf cli: fix description output using new version of urfave/cli/v2 2022-12-23 11:49:07 +11:00
Scott
46cadd6f15 FTX: Funding rates, payments & stats + order manager tracking (#976)
* 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
2022-08-23 12:16:50 +10:00