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d1075a0e20b893d6f850942022efad95c115461c
65 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
cranktakular
|
2fd4f5ec5b |
cmd/exchange_template: Update wrapper template, improve documentation (#2009)
* Updating wrapper template, updating documentation, regenerating documentation * Renaming "streaming api" to "websocket" * Context is now t * Update docs/ADD_NEW_EXCHANGE.md Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update cmd/documentation/root_templates/root_readme.tmpl Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Fixes an improper example and regenerates documentation * Corrects typos * Makes a table label consistent across files --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Gareth Kirwan
|
bda9bbec66 |
websocket: Remove GenerateMessageID (#2008)
* Exchanges: Remove example BespokeGenerateMessageID * Okx: Replace conn.RequestIDGenerator with MesssageID Continued overall direction to remove the closed-loop of e => conn => e roundtrip for message ids * Exchanges: Add MessageSequence This method removes the either/or nature of message id generation. We don't tie the message ids to connections, or to anything. Consumers just call whichever they want, or even combine them as they want. Anything more complicated will need a separate installation anyway * GateIO: Split usage of MessageID and MessageSequence * Binance: Switch to UUID message IDs * Kraken: Switch to e.MessageSequence * Kucoin: Switch to MessageID * HitBTC: Switch to UUIDv7 for ws message ID * Bybit: Switch to UUIDv7 for ws message ID * Bitfinex: Switch to UUIDv7 and MessageSequence Tested CID - It accepts 53 bits only for an int, so MessageSequence makes sense. Can't use MessageID * Websocket: Remove now unused MessageID function Moved all MessageID usage into funcs and onto base methods, to remove the closed loop of message IDs * Docs: Update guidance for message signatures |
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Adrian Gallagher
|
bb122dcafa |
codebase: Remove web frontend and related services (#2067)
* codebase: Remove web frontend and related services * refactor: Update StartPPROF to accept context and adjust related tests * refactor: Simplify SetIfZero functions and update related tests * config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields * refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls * refactor: Update error handling in DataHistoryManager and remove redundant error variable |
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cranktakular
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fd9aaf00a2 |
Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished * Coinbase revamp; CreateReport is still WIP * More coinbase improvements; onto sandbox testing * Coinbase revamp continues * Coinbase revamp continues * Coinbasepro revamp is ceaseless * Coinbase revamp, starting on advanced trade API * Coinbase Advanced Trade Starts in Ernest V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion * Coinbase revamp stage wrapper * Coinbase wrapper coherence continues * Coinbase wrapper continues writhing * Coinbase wrapper & codebase cleanup * Coinbase updates & wrap progress * More Coinbase wrapper progress * Wrapper is wrapped, kinda * Test & type checking * Coinbase REST revamp finished * Post-merge fix * WS revamp begins * WS Main Revamp Done? * CB websocket tidying up * Coinbase WS wrapperupperer * Coinbase revamp done?? * Linter progress * Continued lint cleanup * Further lint cleanup * Increased lint coverage * Does this fix all sloppy reassigns & shadowing? * Undoing retry policy change * Documentation regeneration * Coinbase code improvements * Providing warning about known issue * Updating an error to new format * Making gocritic happy * Review adherence * Endpoints moved to V3 & nil pointer fixes * Removing seemingly superfluous constant * Glorious improvements * Removing unused error * Partial public endpoint addition * Slight improvements * Wrapper improvements; still a few errors left in other packages * A lil Coinbase progress * Json cleaning * Lint appeasement * Config repair * Config fix (real) * Little fix * New public endpoint incorporation * Additional fixes * Improvements & Appeasements * LineSaver * Additional fixes * Another fix * Fixing picked nits * Quick fixies * Lil fixes * Subscriptions: Add List.Enabled * CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * fixup! CoinbasePro: Add subscription templating * Comment fix * Subsequent fixes * Issues hopefully fixed * Lint fix * Glorious fixes * Json formatting * ShazNits * (L/N)i(n/)t * Adding a test * Tiny test improvement * Template patch testing * Fixes * Further shaznits * Lint nit * JWT move and other fixes * Small nits * Shaznit, singular * Post-merge fix * Post-merge fixes * Typo fix * Some glorious nits * Required changes * Stop going * Alias attempt * Alias fix & test cleanup * Test fix * GetDepositAddress logic improvement * Status update: Fixed * Lint fix * Happy birthday to PR 1480 * Cleanups * Necessary nit corrections * Fixing sillybug * As per request * Programming progress * Order fixes * Further fixies * Test fix * Pre-merge fixes * More shaznits * Context * Sonic error handling * Import fix * Better Sonic error handling * Perfect Sonic error handling? * F purge * Coinbase improvements * API Update Conformity * Coinbase continuation * Coinbase order improvements * Coinbase order improvements * CreateOrderConfig improvements * Managing API updates * Coinbase API update progression * jwt rename * Comment link fix * Coinbase v2 cleanup * Post-merge fixes * Review fixes * GK's suggestions * Linter fix * Minor gbjk fixes * Nit fixes * Merge fix * Lint fixes * Coinbase rename stage 1 * Coinbase rename stage 2 * Coinbase rename stage 3 * Coinbase rename stage 4 * Coinbase rename final fix * Coinbase: PoC on converting to request structs * Applying requested changes * Many review fixes, handled * Thrashed by nits * More minor modifications * The last nit!? --------- Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> |
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Gareth Kirwan
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6907dfa6a8 |
Deribit: Replace bespoke message IDs with uuid v7 (#1995)
* Deribit: Switch to string IDs Switch from int to string IDs so we can use UUID.v7 instead of (the only) local high precision message id implementation * Deribit: Dedup wsResponse / wsResponse * Deribit: Use uuid v7 for IDs This moves away from centralising message ids. There's no real benefit to moving them to a central generator, since we can one-line it, and reduce our testing plane and complexity. And it's more concise for exchanges to say "I'm using this UUID". * Deribit: Handle errors from StartHeartbeat * Deribit: Simplify WS ID matching * Exchanges: Add MessageID function to base |
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Adrian Gallagher
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d5b2cf1759 |
linters: Add modernise tool check and fix issues (#2012)
* linters: Add modernise tool check and fix issues * engine: Simplify exch.SetDefaults call and remove localWG * CI: Revert config versions lint workflow |
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Samuael A.
|
fc0f262c42 |
exchanges: Limit mock test JSON data size by truncating slices and maps (#1968)
* set limiter to first level mock data list and updated unit tests * address nested slices length limit * minor fix recording file and update unit tests * minor updates on unit tests * re-record mock files and minor fix on the unit tests ti adapt the mock data change * improve http recording limit value and fix issues with mock data in binance * added MockDataSliceLimit in request items and resolve minor unit test issues * resolve missed conflict * rename mock variables, resolve unit test issues, and other updates * minor fix to CheckJSON and update unit tests * minor unit test fix * further optimization on mock CheckJSON method, unit tests, and re-record poloniex * common and recording unit tests fix * minor linter issues fix * unit tests format fix * fix miscellaneous error * unit tests fix and minor docs update * re-record and reduce mock file size * indentation fix * minor assertion test fix * reverted log.Printf line in live testing * rename variables * update NewVCRServer unit test * replace string comparison with *net.OpError check * restructur net error test * exchanges/mock: Remove redundant error assertion message in TestNewVCRServer --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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dcf596c72b |
bybit: enable multiconnection handling across websocket endpoints (#1670)
* glorious: whooops * gk: nits * Leak issue and edge case * Websocket: Add SendMessageReturnResponses * whooooooopsie * gk: nitssssss * Update exchanges/stream/stream_match.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/stream/stream_match_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * linter: appease the linter gods * gk: nits * gk: drain brain * started * more changes before merge match pr * gateio: still building out * gateio: finish spot * fix up tests in gateio * Add tests for stream package * rm unused field * glorious: nits * rn files, specifically set function names to asset and offload routing to websocket type. * linter: fix * Add futures websocket request support * gateio: integrate with IBOTExchange (cherry pick my nose) * linter: fix * glorious: nits * add counter and update gateio * fix collision issue * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * add tests * linter: fix * After merge * Add error connection info * upgrade to upstream merge * Fix edge case where it does not reconnect made by an already closed connection * stream coverage * glorious: nits * glorious: nits removed asset error handling in stream package * linter: fix * rm block * Add basic readme * fix asset enabled flush cycle for multi connection * spella: fix * linter: fix * Add glorious suggestions, fix some race thing * reinstate name before any routine gets spawned * stop on error in mock tests * glorious: nits * Set correct price * glorious: nits found in CI build * Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant. * mutex across shutdown and connect for protection * lint: fix * test time withoffset, reinstate stop * fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * fix ID bug, why I do this, I don't know. * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * bybit: enable multiconnection handling across websocket endpoints * rm debug lines * rm json parser and handle in json package instead * in favour of json package unmarshalling * fix processing issues with tickers * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * merge: fixup * linter: fix * spelling: fix * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * linter: fix * fix tests * types/time: strict usage of time type for usage with unix timestamps * fix tests etc * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * bybit: split public and private processing to dedicated handler add supporting function and tests * use correct handler for private inbound connection * conform to match upstream changes * standardise names to upstream style * fix wrapper standards test when sending a auth request through a websocket connection * whoops * Update exchanges/gateio/gateio_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * linter: fix * linter: overload * whoops * spelling fixes on recent merge * glorious: nits * linter: fix? * glorious: nits * gk: assert errors touched * gk: unexport derive functions * gk: nitssssssss * fix test * gk: nitters v1 * gk: http status * gk/nits: Add getAssetFromFuturesPair * gk: nits single response when submitting * gk: new pair with delimiter in tests * gk: param update slice to slice of pointers * gk: add asset type in params, includes t.Context() for tests * linter: fix * linter: fix * fix merge whoopsie * glorious: nits * gk: nit * linter: fix * glorious: nits * linter/misc: fix and remove meows * okx: update requestID gen func without func wrapping * RM: functions not needed * Update docs/ADD_NEW_EXCHANGE.md Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nitsssssss * linter: fix * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nit words * cranktakular: nits * linter: fix * cranktakular: nits and expand coverage * linter: fix? * misc fix * cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy * cranktakular: nits * cranktakular: purge DCP ref/handling and add another TODO * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * fix test * fix alignment issue and rm println * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: fix * Update exchanges/bybit/bybit_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update common/common.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update common/common_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/bybit/bybit_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * gk: nit with test --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Adrian Gallagher
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ba92ba3254 |
docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* docs: Create new CODING_GUIDELINES doc Rids excess contribution instructions from other packages Adds AGENTS.md file for the AI overlords Rids unused templates Updates ADD_NEW_EXCHANGE.md with minor fixes * docs: Fix linter issues and minor adjustments based on Copilot feedback * docs: Update coding guidelines for API parameters and testing practices * docs: Remove redundant GoDoc references Adds copilot-instructions.md * docs: Update CODING_GUIDELINES with export recommendations and test commentary * docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links * docs: Update struct naming conventions for request and response types * docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md * refactor: Simplify error handling in QueryOrder method |
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Copilot
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844b3b03b4 |
Alphapoint: Remove exchange implementation (#1956)
* Initial plan * Initial analysis: Plan to remove Alphapoint exchange implementation Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> * Remove Alphapoint exchange implementation and all references Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> --------- Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com> Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com> |
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Samuael A.
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3f534a15f1 |
cmd/exchange_template, exchanges: Update templates and propogate to exchanges (#1777)
* Added TimeInForce type and updated related files * Linter issue fix and minor coinbasepro type update * Bitrex consts update * added unit test and minor changes in bittrex * Unit tests update * Fix minor linter issues * Update TestStringToTimeInForce unit test * Exchange test template change * A different approach * fix conflict with gateio timeInForce * minor exchange template update * Minor fix to test_files template * Update order tests * Complete updating the order unit tests * Updating exchange wrapper and test template files * update kucoin and deribit wrapper to match the time in force change * minor comment update * fix time-in-force related test errors * linter issue fix * ADD_NEW_EXCHANGE documentation update * time in force constants, functions and unit tests update * shift tif policies to TimeInForce * Update time-in-force, related functions, and unit tests * fix linter issue and time-in-force processing * added a good till crossing tif value * order type fix and fix related tim-in-force entries * update time-in-force unmarshaling and unit test * consistency guideline added * fix time-in-force error in gateio * linter issue fix * update based on review comments * add unit test and fix missing issues * minor fix and added benchmark unit test * change GTT to GTC for limit * fix linter issue * added time-in-force value to place order param * fix minor issues based on review comment and move tif code to separate files * update on exchanges linked to time-in-force * resolve missing review comments * minor linter issues fix * added time-in-force handler and update timeInForce parametered endpoint * minor fixes based on review * nits fix * update based on review * linter fix * rm getTimeInForce func and minor change to time-in-force * minor change * update based on review comments * wrappers and time-in-force calling approach * minor change * update gateio string to timeInForce conversion and unit test * update exchange template * update wrapper template file * policy comments, and template files update * rename all exchange types name to Exchange * update on template files and template generation * templates and generation code and other updates * linter issue fix * added subscriptions and websocket templates * update ADD_NEW_EXCHANGE.md with recent binance functions and implementations * rename template files and update unit tests * minor template and unit test fix * rename templates and fix on unit tests * update on template files and documentation * removed unnecessary tag fix and update templates * fix Add_NEW_EXCHANGE.md doc file * formatting, comments, and error checks update on template files * rename exchange receivers to e and ex for consistency * rename unit test exchange receiver and minor updates * linter issues fix * fix deribit issue and minor style update * fix test issues caused by receiver change * raname local variables exchange declaration variables * update templates comments * update templates and related comments * renamed ex to e * update template comments * toggle WS to false to improve coverage * template comments update * added test coverage to Ws enabled and minor changes --------- Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com> |
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Adrian Gallagher
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16c1ff3bdf |
Slack: Update shared invite link (#1967)
* Slack: Update shared invite link * fix: add rel="noopener noreferrer" to Slack invite links for security |
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Gareth Kirwan
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3caa149d8e |
Tests: Use currency.NewBTCUSD and NewBTCUSDT (#1895)
* Tests: Use currency.NewUSD and NewUSDT Simple refactor to use the provided shortcut methods * Github: Add CI check to ensure NewPair not used Add a step to ensure NewPair(BTC, USD*) isn't used |
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Gareth Kirwan
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b4e45e9a1b |
Websocket: Restructure files and types (#1859)
* Websocket: Rename stream package * Websocket: Rename Websocket to Manager * Websocket: Replace explicit errs with common.NilGuard * Websocket: Move websocket_types.go to types.go * Websocket: Minor field comment and alignment in types * Webosocket: Rename WebsocketConnection to Connection * Alphapoint: Make gorilla ws import explicit Just to avoid confusion with our own packages. * Websocket: Move stream_match to match * Websocket: Move websocket_connection to connection * Websocket: Move websocket.go to manager.go * Websocket: Break out all subscription methods into subscriptions.go * Websocket: Move connection type into its file * Websocket: Remove PositionUpdated Type is not used anywhere * Kraken: Use local constant for pong Was the only use of websocket.Pong and doesn't really feel right to represent kraken's api resp in one of our packages * Websocket: Move connection sub-types to connection package * Websocket: Move manager types into manager * Websocket: Move ConnectionWrapper into manager * Websocket: Move websocket_test to manager_test * Websocket: Privatise connectionWrapper * Websocket: Remaining types into types.go These really belong somewhere else mostly, but this will do for now * Websocket: Tidy up connection method vars * Gofumpt: Moving package imports around * Websocket: Rename errDuplicateConnectionSetup * Websocket: Fix duplicate import of gws * Websocket: Fix gofumpt -extra * Websocket: Standardise import of gws across other pkgs * Kraken: Remove unused sub conf consts These were replaced by the generic Levels and Depth fields on all subs * Websocket: Privitise ConnectioWrapper fields * Websocket: inline single use var WebsocketNotAuthenticatedUsingRest * Websocket: Move documentation to template * Bithumb: Assertify TestWsHandleData |
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Adrian Gallagher
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4651af5767 |
modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase
* Address shazbert's nits
* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling
* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS
* refactor: Various slice usage improvements and rename TODO
* tranches: Revert deleteByID changes due to performance decrease
Shazbert was a F1 driver in a past lifetime 🏎️
* tranches: Simply retrieve copy
Thanks to shazbert
* documentation: Sort contributors list by contributions
* tranches: Remove deadcode in deleteByID
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Gareth Kirwan
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16d2d9f35a |
Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management * Assets: Do not error on asset not enabled, or disabled This became more messy with Disabling something that's defaulted to disabled. Taking an idealogical stance against erroring that what you want to have done is already done. * CurrencyManager: Set AssetEnabled when StorePairs(enabled) * RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset Also assertifies * Bitfinex: Fix tests for MarginFunding subs * GCTWrapper: Improve TestMain clarity * BTSE: Add futures to testconfig * Exchanges: Rename StoreAssetPairStore Previously we were calling it "Format", but accepting everything from the PairStore. We were also defaulting to turning the Asset on. Now callers need to get their AssetEnabled set as they want it, so there's no magic This change also moves responsibility for error wrapping outside to the caller. * Config: AssetEnabled upgrade should respect assetTypes Previously we ignored the field and just turned on everything. I think that was because we couldn't get at the old value. In either case, we have the option to do better, and respect the assetEnabled value * Config: Improve exchange config version upgrade error messages |
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Ryan O'Hara-Reid
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08e015a125 |
exchanges/wrappers: Refactor fetch orderbook/ticker/account info funcs (#1440)
* acrost: Pull thread, examine * fix tests * linter * fix_linter * revert rm ctx param to limit breakages when merging usptream * linter fix * Add in priority update grouping so that tests pass * Update cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious nits * fixed spelling * whoopsie * aanother whoops * glorious: NITTERS! * glorious: further nitters * srry linter gods * glorious: nits continued * sub test p ara lel * drop main t.Parallel * fix whoops * wrappertests: use context with cancel (test) * linter: fix * ensure primary execution * kucoin test fix * revert standards test changes and bypass non critical errors * rm single override * wrap exported error for accounts * thrasher: nits ch name * gk: nits * gk: nits FetchTickerCached -> GetCachedTicker * gk: nits rn FetchOrderbookCached -> GetCachedOrderbook * gk: nits rn FetchAccountInfoCached -> GetCachedAccountInfo * linter: fix * gk: nits * thrasher: nitters 1 * thrasher: nitters tmpls * gk: nitter --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Adrian Gallagher
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69bb645fc2 |
docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects * docs: Replace non-template based references and correct templates |
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Ryan O'Hara-Reid
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ac731ce283 |
websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* gateio: Add multi asset websocket support WIP. * meow * Add tests and shenanigans * integrate flushing and for enabling/disabling pairs from rpc shenanigans * some changes * linter: fixes strikes again. * Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails. * Add subscription tests (state functional) * glorious:nits + proxy handling * Spelling * linter: fixerino * instead of nil, dont do nil. * clean up nils * cya nils * don't need to set URL or check if its running * stop ping handler routine leak * * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled. * Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle. * Dial now uses code from DialContext but just calls context.Background() * Don't allow reader to return on parse binary response error. Just output error and return a non nil response * Allow rollback on connect on any error across all connections * fix shadow jutsu * glorious/gk: nitters - adds in ws mock server * linter: fix * fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity. * gk: nits * Leak issue and edge case * gk: nits * gk: drain brain * glorious: nits * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * add tests * linter: fix * After merge * Add error connection info * Fix edge case where it does not reconnect made by an already closed connection * stream coverage * glorious: nits * glorious: nits removed asset error handling in stream package * linter: fix * rm block * Add basic readme * fix asset enabled flush cycle for multi connection * spella: fix * linter: fix * Add glorious suggestions, fix some race thing * reinstate name before any routine gets spawned * stop on error in mock tests * glorious: nits * glorious: nits found in CI build * Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant. * mutex across shutdown and connect for protection * lint: fix * test time withoffset, reinstate stop * fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * glorious: panix * linter: things * whoops * defer lock and use functions that don't require locking in SetProxyAddress * lint: fix * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Adrian Gallagher
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b8e836d74f |
common: Replace StringDataCompare with slices.Contains and cleanup string funcs (#1631)
* common: Replace StringDataCompare with slices.Contains and cleanup string funcs * common/docs: Update SliceDifference and remove outdated steps from ADD_NEW_EXCHANGE.md * common: Improve SliceDifference |
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Adrian Gallagher
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74f4df6348 |
okcoin: Remove exchange implementation (#1626)
* okcoin: Remove exchange implementation * exchanges/order: Rid TradeMode from Submit type |
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Gareth Kirwan
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1199f38546 |
subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready instead of errChannelAlreadySubscribed * Subscriptions: Replace Pair with Pairs Given that some subscriptions have multiple pairs, support that as the standard. * Docs: Update subscriptions in add new exch * RPC: Update Subscription Pairs * Linter: Disable testifylint.Len We deliberately use Equal over Len to avoid spamming the contents of large Slices * Websocket: Add suffix to state consts * Binance: Subscription Pairs support * Bitfinex: Subscription Pairs support * Bithumb: Subscription Pairs support * Bitmex: Subscription Pairs support * Bitstamp: Subscription Pairs support * BTCMarkets: Subscription Pairs support * BTSE: Subscription Pairs support * Coinbase: Subscription Pairs support * Coinut: Subscription Pairs support * GateIO: Subscription Pairs support * Gemini: Subscription Pairs support and improvement * Hitbtc: Subscription Pairs support * Huboi: Subscription Pairs support * Kucoin: Subscription Pairs support * Okcoin: Subscription Pairs support * Poloniex: Subscription Pairs support * Kraken: Add subscription Pairs support Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this * Bybit: Subscription Pairs support * Okx: Subscription Pairs support * Bitmex: Subsription configuration * Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately * CoinbasePro: Subscription Configuration * Consolidate ProductIDs when all subscriptions are for the same list * Websocket: Log actual sent message when Verbose * Subscriptions: Improve clarity of which key is which in Match * Subscriptions: Lint fix for HugeParam * Subscriptions: Add AddPairs and move keys from test * Subscriptions: Simplify subscription keys and add key types * Subscriptions: Add List.GroupPairs Rename sub.AddPairs * Subscription: Fix ExactKey not matching 0 pairs * Subscriptions: Remove unused IdentityKey and HasPairKey * Subscriptions: Fix GetKey test * Subscriptions: Test coverage improvements * Websocket: Change State on Add/Remove * Subscriptions: Improve error context * Subscriptions: Fix Enable: false subs not ignored * Bitfinex: Fix WsAuth test failing on DataHandler DataHandler is eaten by dataMonitor now, so we need to use ToRoutine * Deribit: Subscription Pairs support * Websocket: Accept nil lists for checkSubscriptions If the user passes in a nil (implicitly empty) list, we would not panic. Therefore the burden of correctness about that data lies with them. The list of subscriptions is empty, and that's okay, and possibly convenient * Websocket: Add context to NilPointer errors * Subscriptions: Add context to nil errors * Exchange: Fix error expectations in UnsubToWSChans |
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Samuael A
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aeb4a87913 |
exchanges: Add Deribit exchange support (#1082)
* deribit implementation * add ws impll * cleanup * Update deribit_wrapper.go * Add missing endpoints * Fix config file * asset type update * Update code structure * Update authenticated private endpoints unit tests * Updating websocket * Updating websocket connection and subscription handling * Finishing up adding subscription push data * Adding websocket public endpoint * Adding WS endpoints * Adding websocket unit tests * Minor clean-up * Integrating websocket endpoints into the wrapper funcs * Updating exchange documentations * Fixing test issues * Code cleaning-up * fix test issues * Updating validations and logic errors * Updating wrapper issues * fix test issues * Slight test update * Unit test and code structure update * Update websocket tempos * Slight update on code structure * Minor update on unit tests * Update depending on review comments * Minor code fix and doc re-generating * Update on Candlestick wrapper functions * Minor updates * minor unit test updates * Minor updates on weboscket and unit tests * minor linter fix * codespell and rate limiter issues * single linter issue fix * adding rate limiter * Add ratelimiter to websocket conn and overall code update * fix websocket push data issue * Implementing missing wrapper function * Websocket fix * Minor update on missing endpoint and other * fixing websocket issues and cleaningup * Minor tempo fix * Minor linter issues * unit test update * Indexing error fix * Websocket connection fix * string formatting fix * Small fix on unit tests * fix minor json conversion issue * websocket and documentation update * websocket, wrapper and unit test updates * Documentation and unit tests update * Fix unit tests * wrapper fix for new change * Unit test fix * timestamp conversion and unit tests update * Minor instrument ID conversion fix * instrument formats and unit test update * formatting and unit test fix * config update * Updating websocket and adding the Spot support * Add small unit test fix * unit test and websocket handlers update * Linter issues fix * minor documentation and code update * Minor fix * added a wrapper func GetLatestFundingRates * Types, wrapper update, and unit tests * Minor config update * fix wrapper unit tests * Resolve all panic and wrapper test issues * minor unit test fix * fix issues and adding newly added endpoints * updates and added remaining endpoints with unit tests * Update unit tests using assert * Added missing endpoints and unit tests * Minor updates and clean-ups * Resolve tradable pair fetching panic * Mutex fix * Added Options assets test and minor fixes * subscription mothod updated * Remove misadded code lines * resolve websocket * Updating tests, types, endpoint methods and others * Added GetFuturesContractDetails and minor fix * fix linter issue * revert change on candlestic time * Added filters to candles * minor unit test and wrapper fix * Minor unit tests update * cahnge param key for GetOrderMarginByID * updating unit tests and resolve issues * Update websocket unit tests * Minor fix based on review * Revert unit test change * fix pair config issue * Added missing wrapper functions * Fix missing review changes * Fix options request pair formatting * fix AllExchangeWrappers test issue * Changes with unit test and wrapper based on the review * Fix to options reg-exp * wrapper functions fix * Update MaximumFundingRateHistory filter and minor fixes * Fix besed on review comment * Fix issues on review comment * linter fix * fix minor unit test issue * Fix unit test issues * Update trade order cancellation responses * fix config files issue * lint update config files * Update unit tests * Update return values and response handling * added missing endpoint and fixes based on review comment * toggle useTestNet back * Update cancel by label and other fix * fix forgotten cancel all response type * update CancelResp type * Fix unmarshaling error * updated websocket orderbook load issue * fix websocket lock and groups * Change Items to Tranche and fix linter issues * Fix orderbook issue * Update unit tests offline error handling, and endpoints argument and error handling * Contributors documentation update and change error return type * Updated unit tests based on review comment * Update unit tests and removed password change endpoint * Fix race condition * Update on tests, test pairs, and wrapper config * Update test tradable pairs loading * Update unit tests, fix linter issues, and update wrapper functions * remove credentials * Update test and fix authentication method and few authenticated endpoints * fix codespell issue * group the repeated currency code check to a func * added unit test for repeated pair check func * Added a base coin and related updates --------- Co-authored-by: E Sequeira <earncef@earncef.com> |
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Adrian Gallagher
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9f968151be | ItBit: Remove exchange implementation (#1463) | ||
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Adrian Gallagher
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804cee4287 | ZB: Remove exchange implementation (#1450) | ||
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Gareth Kirwan
|
e007f69f7c |
exchanges/websocket: Implement subscription configuration (#1394)
* Websockets: Move Subscription to its own package This allows the small type to be imported from both `config` and from `stream` without an import cycle, so we don't have to repeat ourselves * Subs: Renamed Currency to Pair This was being mis-used through much of the code, and since we're already touching everything, we might as well fix it * Websockets: Add Subscription configuration * Binance: Add subscription configuration * Kucoin: Subscription configuration * Simplify GenerateDefaultSubs * Improve TestGenSubs coverage * Test Candle Sub generation * Support Candle intervals * Full responsibility for formatting Channel name on GenerateDefaultSubs OR consumer of Subscribe * Simplify generatePayloads as a result * Fix test coverage of asset types in processMarketSnapshot * Exchanges: Abstract ParallelChanOp * Tests: Generic ws mock instances * Kucoin: Fix intermittent conflict in test currs Use isolated test instance for `TestGetOpenInterest`. `TestGetOpenInterest` would occassionally change pairs before GenerateDefault Subs. |
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Samuael A
|
fb6d12ac69 |
exchanges: Update Bybit exchange to V5 (#1301)
* Adding Bybit public endpoints * Completed adding market endpoints * Added trade endpoints * Adding position endpoints * completing position endpoints * Adding Pre-upgrade endpoints * Completed adding Pre-upgrade and Account endpoints * Added asset endpoints * Added user endpoints and unit tests * Adding spot leverage and margin trade endpoints * spot margin trade added * added spot-margin-trade, institutional lending, c2c lending, and broker * Adding wrapper funnctions * Working on wrapper public methods * Added wrapper functions and unit tests * Added websocket support with unit tests * Update websocket handlers and added rate-limiter * wrapper function, websocket handlers, and linter issues fixe * unit tests fixes and codespell correction * Update documentation * Minor websocket handling fix and URL consts merging * types, unit test other updates * Updated websocket and methods based on review * Added GetFeeByType method with unit test and fixes * add filter for Unified and Normal endpoints * Mock recording and unit tests update * minor linter issue fix * websocket and rest tests and fix * change asset types and wrapper methods update * rm: forgotten panic message * endpoints, websocket and unit tests update * Added and updated endpoints and unit test * linter and spell fix * unit test and orders update * Update on endpoints, fields, config pairs and formating, and unit tests * minor update on responses * Fix unit test and types * Unit tests, models, and wrapper issues fix and mock test recording * rm print statement * Fix issue, add FundingRate wrapper func, mock record * minor type and unit test update * Update on order handling and unit test * Minor test * Minor fix in wrapper * unit tests update, recording, and documentation update * Unit tests and minor wrapper function update * minor unit test fix * Added newly added endpoints, unit tests, and mock recording * Rename GetInstruments -> GetInstrumentInfo * doc update * Minor unit tests update * Minor unit test and wrapper update * Fix linter issue * Add unit test and minor updates * Revert websocket error declaration * Revert websocket error declaration * Balace --> Balance * Fix config issues * Added next funding time minor fix * Update GetLatestFundingRates and record mock test data * Added LatestFundingRate time * Fix test issue of TestAllExchangeWrappers * config pairs update * configtest spot pairs update * Minor update on options UpdateOrderExecutionLimits wrapper func * Linter issue fix and added new currency codes * Added new currency codes * Update bybit pairs in config_example * config assets pair format update |
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Adrian Gallagher
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0fd433e865 |
exchanges/bittrex,kucoin: Remove exchange implementation and fix minor test issue (#1403)
* exchanges/Bittrex: Remove exchange implementation * Kucoin: Fix TestProcessMarketSnapshot after pair removal update * Kucoin: Fix race due to duplicate setupWS call Unleash your inner Max Verstappen * Kucoin: Actually test spot/margin market snapshot replication |
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Gareth Kirwan
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f9437dbd08 |
Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions * This switches all RO uses of the mutex to use a RLock method. * The mutex used for discrete field access has had scope drift from name 'connectionMutex' so rename to more appropriate fieldsMutex * The mutex used for Set/CanUseAuthEndpoints moves from the subscriptions endpoint to the fieldsMutex * Add GetSubscription by key * Expose stream.Matcher type * Bitfinex: Subscribe and Unsubscribe atomicly * Fix Auth failures ignored * This change makes it so that Subscribe and Unsubscribe wait for success ** Tells the DataHandler about errors ** Errors are returned to consumers * Subscribes concurrently to the channels * It also simplifies the chanId to stream mapping * Removes unable to locate chanID: %d errors which are just noise * Paves the way for unified channelSubscription id handling * Adds support for subId for Book subscriptions, which is more robust * Vastly simplifies what we need to test TestWsSubscribedResponse This test was working to ensure that the various fancy key parsing mechanisms all worked. Now that we use subId, we just need a thorough test of that * Expose Match.Set in order to capture websocket incoming data Can't see another way of doing this. Doesn't seem too bad * Allow tests to run with auth or WS These flags made it difficult to run the tests whilst working on websockets * Enable API auth and WS in testconfig This change minimises the changes requires for a full test run against live endpoints, so that new contributors have a clearer testing path. I cannot see any reason to turn WS off and Auth endpoints off when we're not going to run API tests without Creds being set, and we're not going to do live fire tests without canManipulateRealOrders * TestWsSubscribe and various fixes ** Enables the websocket for live non-authed integration tests by default ** Adds an integration test for subscriptions ** Changes the Ws tests to respect canManipulateRealOrders ** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests ** Allows api creds to live in config/testdata.json which might be less likely to accidentally commit, and less obtrusive * Bitfinex: Support period and timeframe for Candles * Fixes manual Subscribe() symbol or key formatting * Unifies handling of params for DefaultSubscriptions and manual subsrciptions * Bitfinex: Handle conf and info WS channel events * Bitfinex: Better tests for subscriptions * fixup! Websockets: Add keys to websocket subscriptions * fixup! Bitfinex: Subscribe and Unsubscribe atomicly * fixup! Websockets: Add keys to websocket subscriptions * Websockets: Add Pending subscription status Add a status tracker so that Sub/Unsub can prevent duplicates, and also fixes when first message comes before we have added the sub to the tracker * Websockets: Add State instead of pending This change allows more clarity about the current state and checks for specifically already Unsubing * Bitfinex: Fix first sub message maybe lost The only link we have between a sub req and the sub resp is the subID. And the only link we have between a sub message and the sub is the chanID. We can't derive a link using Pair or anything else. This meant that by sending the resp and its chanID down the IncomingData channel, we allowed the channel reader to maybe process the next message, the first message on the channel, before the runtime executed the switch back to subscribeToChan waiting on the chan. To fix this, we key initially on subId.(string), and then replace it with chanId.(int64) when we have it *inside* the wsHandleData so we know we've procedurally handled it before the next message. subscribeToChan is then free to remove the subId keyed Sub regardless of error or not If there's an error, we don't need to inline handling because there won't be any second update. Expands test coverage to make sure those subId keyed subscriptions are removed. * Websocket: Validate state in SetChanState * fixup! Bitfinex: Fix first sub message maybe lost * Websockets: Rename RemoveUnsuccessfulSubs Implementation doesn't imply Unsuccessful or need to. This change supports the registering of Pending subs * Bitfinex: Fix race in Tests |
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Samuael A
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6105071114 |
exchanges: Add Kucoin support (#1102)
* init * updates config * wrapper configuration * updates exchange readme * adds SendAuthHTTPRequest and SendHTTPRequest * adds ratelimit file * adds test case and minor fixes * improve error handling * update testcases and improve GetSymbols API * adds SPOT API's * minor fix * WIP * WIP * adds test case * adds check in test case * fixes in Auth. HTTP * improvements * adds trade, kline support and testcases * adds SPOT API and testcases for same * adds SPOT API and testcases * adds SPOT API and testcase * WIP * adds API's * adds API's * adds test cases * adds comment to exported data types * adds API and test cases * adds API * adds API * rearrange functions * WIP: adds API * adds API for Post Order SPOT * adds API and few fixes * fixes * WIP * WIP * add PostBulkOrder API and its test case * fix issues * adds cancel order APIs and test cases for same * add minor test fixes * add API * adds API * fixes * add API * adds API and test cases * fix test * adds API * adds test * fix test * adds API and test * adds deposit API and test cases * WIP * adds API and test cases * WIP * WIP * add public future API and test cases * WIP * remove v2 API and replace them with v1 * update test cases * adds future order API and test cases * adds futures order API * adds API * add API and test cases * adds API and test cases * adds API and test cases * adds API and test cases * Adding wrapper functions * Fix on wrapper function * Adding websocket support * Complete addressing WS push datas * Adding spot push data unit tests * adding futures websocket push data handlers * Adding futures websocket push data handlers * Added unit tests * Updating unit tests * Updating wrapper and unit test functions * Adding missing wrapper functions and code cleaning up * Resolved linter issues * Fixing websocket issues * Fixing websocket issues * Slight fix on config_example file * Minor update * Basic nits updates * Fix minor linter issues * Minor update * Minor unit test update * Minor unit test update * Code update and linter issues fix * Removed unnecessary type conversion codes * Monor update based on review comment * Fix based on review comments * Adding rate-limiter * Websocket update and overall minor fixes * Removed IsAssetTypeEnabled method implementation * Fix connection and formatting issues * Updating orderbook issues * Very minor label fix * Minor error returning fix * code cleaning up and minor spelling fix * Updates on unit test * Update on unit tests and slight code structure * unit test update * orderbook update and minor fix * fix on race * Mini linter fix * fix minor parameter and unit test issues * handler funcs and models update * Fixing websocket and unit test issues * order side string for active orders * Fix on websocket and unit tests * Minor type changes * Minor Orderbook fix and unit test update * Small fix on orderbook * Updating orderbook functionality * FIx on websocket orderbook handlers * Small update on kucoin websocket * fix missed review comments * fix based on review comments * Updating websocket orderbook and fixing unit tests * Minor fixes * unit test update * Updating unit test according to enabled asset type * toggle canManipulateRealOrders const * Unit test update * Fix minor issues * minor fix * documentation fix * wrapper coverage and unused params fix * testing and minor changes * documentation, websocket and unit test update * minor linter fix * Websocket spot/margin subscription update * minor ticker update fix * minor fixes on endpoints * timestamp and number convert method and unit tests * timestamp convert minor update * minor type and conversion fix * create a common timestamp convert and fix minor issues * linter and ticker fix * Updating unit tests and order placing endpoint methods * Added a pairs check * Fix config test error * rm unused error variable * Fix source of linter issue * code update: convert, wrapper and websocket fix * minor code update * Websocket code and unit tests update * Websocket ticker ask/bid type change and small error msg fix * docs update * fix: websocket orderbook handling * change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update * Minor func rename and reciever change * Minor orderbook unit test issue fix * comment: about why we used a random delimiter '-' for futures * update config files and FetchTradablePair func for futures pairs * futures config pairs update * remove ConnextionMonitorDelay from websocket setup * fix on types and futures pair conversion * updating config pairs * change NewPairFromString to DeriveFrom * unit tests update * unit tests update * Added TickerBatching * added GetStandardConfig to GetDefaultConfig --------- Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com> |
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Samuael A
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9c83231696 |
exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints * Adding public endpoints * added public spot market endpoints * websocket subscriptions updates * websocket push data handlers completing * linter fix * Added funding private endpoints * Adding authenticated account endpoints * Added fiat and OTC-RFQ authenticated endpoints * trading authenticated endpoints * completing trade endpoints and add public wrapper endpoints * Authenticated wrapper functions and corresponding unit test * Adding authenticated websocket endpoint and fixing wrapper functions * Documentation and exchange websocket update * update websocket orderbook checksum handling * linter issues fix and unit test update * remove invalid orderbook endpoint and unit test * Documentation, handlers, and model types update * minot fix * Minor fixes * Updating unit tests and added missing endpoints * Add missing credential check * Minor unit test fixes * fix minor linter issue * add snaphot test unit test * Fix on update checksum and documentation update * update exchange, add UpdateOrderExecutionLimits, and update documentation * Minor fix on tickers fetching * Minor websocket fix and smaill unit tests * Minor websocket and naming fixes * uncomment default channels * Fix type and unit test issues * websocket channels and data handling update * Update Advanced-Algo websocket handling and minor fixes * documentation and minor code fixes * Fix name changes * documentation contribution update * intervalToString method update * fix exchange_wrapper_standard tests * Fix minor issues based on exchange_wrapper_standards_test * Fix wrapper extended candlestick check * websocket orders fetching error check method update * Exchange name check and change * docs: Add missing contributors --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Scott
|
fcc5ad4551 |
exchanges/qa: Add exchange wrapper testing suite (#1159)
* initial concept of a nice validation tester for exchanges * adds some datahandler design * expand testing * more tests and fixes * minor end of day fix for bithumb * fixes implementation issues * more test coverage and improvements, but not sure if i should continue * fix more wrapper implementations * adds error type, more fixes * changes signature, fixes implementations * fixes more wrapper implementations * one more bit * more cleanup * WOW things work? * lintle 1/1337 * mini bump * fixes all linting * neaten * GetOrderInfo+ asset pair fixes+improvements * adds new websocket test * expand ws testing * fix bug, expand tests, improve implementation * code coverage of a lot of new codes * fixes everything * reverts accidental changes * minor fixes from reviewing code * removes Bitfinex cancelBatchOrder implementation * fixes dumb baby typo for babies * mini nit fixes * so many nits to address * addresses all the nits * Titlecase * switcheroo * removes websocket testing for now * fix appveyor, minor test fix * fixes typo, re-kindles killed kode * skip binance wrapper tests when running CI * expired context, huobi okx fixes * kodespull * fix ordering * time fix because why not * fix exmo, others * hopefully this fixes all of my life's problems * last thing today * huobi, more like hypotrophy * golangci-lint, more like mypooroldknee-splint * fix huobi times by removing them * should fix okx currency issues * blocks the application * adds last little contingency for pairs * addresses most nits and new problems * lovely fixed before seeing why okx sucks * fixes issues with okx websocket * the classic receieieivaier * lintle * adds test and fixes existing tests * expands error handling messages during setup * fixes dumb okx bugs introduced * quick fix for lint and exmo * fixes nixes * fix exmo deposit issue * lint * fixes issue with extra asset runs missing * fix surprise race * all the lint and merge fixes * fixes surprise bugs in OKx * fixes issues with times and chains * fixing all the merge stuff * merge fix * rm logs and a panic potential * lovely lint lament * an easy demonstration of scenario, but not of initial purpose * put it in the bin * Revert "put it in the bin" This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd. * re-add after immediate error popup * fix mini poor test design * okx okay * merge fixes * fixes issues discovered in lovely test * I FORGOT TO COMMIT THIS * nit fixaroonaboo * forgoetten test fix * revert old okx asset intrument work * fixes * revert problems I didnt understand. update bybit * fix merge bugs * test cleanup * further improvements * reshuffle and lint * rm redundant CI_TEST by rm the CI_TEST field that is redundant * path fix * move to its own section, dont run on 32 bit + appveyor * lint * fix lbank * address nits * let it rip * fix failing test time range * niteroo boogaloo * mod tidy, use common.SimpleTimeFormat |
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Adrian Gallagher
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e44ae3d75f | exchanges: Remove LocalBitcoins and fix Bybit tests (#1142) | ||
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Adrian Gallagher
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a79e0d2b3e |
qa/spelling: Add Codespell support (#1121)
* Add codespell support * Fix paths * Add HTML files to exclusion list |
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Adrian Gallagher
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c785ae73a7 |
exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX * Get tests happy again * okx: improve logic and add basic coverage * Fix linterino * Round 2 plus rm useless assignment in test * Fix exchange_wrapper_issues test error * Fix nitters * Address nitters |
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Ryan O'Hara-Reid
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83cfefa45c |
kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing * Ideas * kline: deploy builder functionality across GCT * exchanges: implement across gct * exchanges: Add tests and fix implementations before kline package testing and veri. * kline: Add tests and start to fix ConvertToNewInterval * kline: fix ConvertToNewInterval add tests * kline: complete overarching tests now on to exchanges * kline: finish exchange tests and implement limits * exchanges: more fixes * linter: fix * engine: fix tests * kraken: fix recent trades and other fixes * zb: fix tests * bithumb: fix empty insertion * kline: refactor/optimize CreateKline function * kline: remove the mooos! * kline: prealloc CalculateCandleDateRanges * linter: fix * exchanges: prealloc extended * fix whoopsie * reverse fix because this is a whoopsie * okx: fix risidual issues * linter: fix * kline: initial nits from @gloriouscode * kline: rename builder -> request and cascade change * linter: fix + test * kline: update forced alignment on start and end times when CreateKlineRequest is called. * nits: more more more * NITS: Addressed * tests: fix race issue * Update exchanges/kline/request.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting * kline: Add params start and end to addPadding() to insert blanks in between block * kline: remove test comment code as it's not needed anymore * kline: fix lint and test * kline: sort slice without extra bool check every iteration * okx: fix issues with timeing and candles and such from niterinos & address typo * Update exchanges/kline/kline.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: niterinos * Update exchanges/poloniex/poloniex_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits now onto conflicts YAYA!!! * Update exchanges/exchange_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits again * thrasher: nitters * thrasher: niterinos - adds partial flag for incomplete recent candles and fetching. * kline: rm fmtizzle packageizzle * glorious: nitters * glorious: more niterinos * fix last niterinos Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Ryan O'Hara-Reid
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e4d487e586 |
exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093)
* exchanges: FetchTradablePairs currency pair slice return (1) * exchanges: finish conversion * thrasher: nits + linter * exchanges: shift var dec into for loop * exchanges: Apply changes thanks @thrasher- * Update exchanges/alphapoint/alphapoint_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nitters * Update exchanges/bitflyer/bitflyer_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: fix more nitters Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Samuael A
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2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
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samuael
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ace5e64c10 |
exchanges: Add Binance.us support (#949)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix comment, method use, error handling, and code handling issues * build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.0...v2.4.8) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * asset: bitmask type optimisation (#922) * asset: basic optim. bitmask * glorious: nits * currency: forgot parralel in testttttt * ticker/orderbook: test fixes * engine/rpcserver: fix and expand tests * test: use `T.TempDir` to create temporary test directory (#934) * test: use `T.TempDir` to create temporary test directory This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The directory created by `t.TempDir` is automatically removed when the test and all its subtests complete. Prior to this commit, temporary directory created using `ioutil.TempDir` needs to be removed manually by calling `os.RemoveAll`, which is omitted in some tests. The error handling boilerplate e.g. defer func() { if err := os.RemoveAll(dir); err != nil { t.Fatal(err) } } is also tedious, but `t.TempDir` handles this for us nicely. Reference: https://pkg.go.dev/testing#T.TempDir Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestCheckConnection on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * test: cleanup TestGenerateReport Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> * account: storage, processing and method on balances update (#916) * account: update account storage, retrieval and implement alert functionality when a currency change occurs. * account: Add cancel channel * account: remove old code * account: don't embed mutex * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * account: addr nits * account: Pull out test into indiv. * account: Add test for update method * account: add no change to test * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * account/portfolio: differentiate between asset type segregation and default to spot holdings. * glorious: nits * thrasher: nit * ticker: fix spelling * Update engine/portfolio_manager.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.4.8...v2.5.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orderbook/buffer: data integrity and resubscription pass (#910) * orderbook/buffer: data integrity and resubscription pass * btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!! * buffer: reinstate publish, refaactor, invalidate more and comments * buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments. * dispatch: change publish func to variadic id param * dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests. * dispatch: don't create pointers for every job container * rpcserver: fix assertion issues with data publishing change * linter: fixes * glorious: nits addr * depth: change validation handling to incorporate and store err * linter: fix more issues * dispatch: fix race * travis: update before fetching * depth: wrap and return wrapped error in invalidate call and fix tests * btcmarkets: fix commenting * workflow: check * workflow: check * orderbook: check error * buffer/depth: return invalidation error and fix tests * gctcli: display errors on orderbook streams * buffer: remove unused types * orderbook/bitmex: shift function to bitmex * orderbook: Add specific comments to unexported functions that don't have locking require locking. * orderbook: restrict published data functionality to orderbook.Outbound interface * common: add assertion failure helper for error * dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests * dispatch: export function * engine: revert and change sub logger to manager * engine: remove old test * dispatch: add common variable ;) * btcmarket: don't overflow int in tests on 32bit systems * ci: force 1.17.7 usage for go * Revert "ci: force 1.17.7 usage for go" This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91. * golangci: bump version add and remove linter items * Revert "golangci: bump version add and remove linter items" This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b. * dispatch: remove unsused mutex from mux * order: slight optimizations * nits: glorious * dispatch: fix regression on uuid generation and input inline with master * linter: fix * linter: fix * glorious: nit - rm slice segration * account: fix test after merge * coinbasepro: revert change * account: close channel instead of needing a receiver, push alert in routine to prepare for waiter. Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * exchange/wrapper: add GetServerTime() for exchange analytics (#938) * exchange/wrapper: add GetServerTime() for exchange analytics * binance: fix linter issue * glorious: nits * glorious: nits rides again * thrasher: nits implement huobi * thrasher: nits add to exchange_wrapper_issues cmd * order: slight optimizations (#917) * 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> * btcm: add order execution limit wrapper support (#941) * btcm: add in order execution limit fetching * btcm/test: add t.Parrrrrralllleeellllllllll * btcm/wrapper: add update on startup * glorious: nits * thrasher: nit add status field * build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.5.1...v2.6.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * proto/lint: Add protobuf GitHub action and linter (#943) * Buf upgrades * Buf format and basic endpoint fixes * gRPC linter fixes * Amend buf.yaml linter exceptions * Update README * Freshly generated gRPC code after depends update * Nitterinos * ordermanager: fix test error introduced in #917 (#942) * ordermanager: fix residual test issue from #917 and reduce some racey action * glorious: nits; also removed functions that weren't being used and were unexported * rm: pew * linter: fix issues * glourious: nits * credentials: fix test issue with racey racey horse basey * engine: Add websocket data handler register function (#935) * engine: Add websocket interceptor register function * Update engine/engine.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update engine/websocketroutine_manager_types.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * engine/websock: switch to data handler function register and range over handlers to still include default gct handling * engine/websocket: change name * glorious: nits * linter: fix * glorious: nits Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * btcm: add modify order functionality, change return to pointer (#940) * btcm: add modify order functionality, change return to pointer * glorious: nits * glorious: nits * btcm: Adjust function name * thrasher: nits * thrasher: nits cont... * request: adds WithVerbose function to package to add verbosity to request context (#950) * request: adds WithVerbose function to package to add verbosity to request context * request: add t.Parr.... * thrasher: nits * build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954) * 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> * CI: merge fixes * CI: fixing github generated lint issues * orders: Add method for creating cancel struct from order details (#947) * orders: Add method for creating cancel struct from order details * orders: remove uneeded fields * glorious: nit * grpc: add shutdown call for external management (#957) * grpc: add shutdown call for external management * go mod: tidy * glorious: suggestion * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update engine/rpcserver.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/lib/pq from 1.10.5 to 1.10.6 (#960) Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.5 to 1.10.6. - [Release notes](https://github.com/lib/pq/releases) - [Commits](https://github.com/lib/pq/compare/v1.10.5...v1.10.6) --- updated-dependencies: - dependency-name: github.com/lib/pq dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.6.0 to 2.8.0 (#958) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.6.0 to 2.8.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.6.0...v2.8.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#963) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.0 to 2.10.2. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.0...v2.10.2) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: adds method to retrieve snapshot of order execution limit values (#946) * orders: add method to Limit to retrieve order execution limit snapshots * currency/btcmarkets: add error and update field name to standard * linter: fix * limts: don't return pointer * limit: Add notes * glorious: nits * linter: fix * limit: reinstate nil check * exchanges: change field names to be more consistent (@thrasher-) suggestion Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> * orders: Add derive modify struct method from order.Detail (#948) * 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> * build(deps): bump github.com/spf13/viper from 1.11.0 to 1.12.0 (#965) Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.11.0 to 1.12.0. - [Release notes](https://github.com/spf13/viper/releases) - [Commits](https://github.com/spf13/viper/compare/v1.11.0...v1.12.0) --- updated-dependencies: - dependency-name: github.com/spf13/viper dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.0 to 2.8.1 (#964) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.0 to 2.8.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.0...v2.8.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * orders: Add methods to derive SubmitResponse and Detail types (#955) * 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> * build(deps): bump bufbuild/buf-setup-action from 1.4.0 to 1.5.0 (#973) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.4.0 to 1.5.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.4.0...v1.5.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump google.golang.org/grpc from 1.46.2 to 1.47.0 (#972) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.2 to 1.47.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.46.2...v1.47.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#971) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.2 to 2.10.3. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.2...v2.10.3) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.10.1 to 2.11.2 (#975) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.1 to 2.11.2. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.10.1...v2.11.2) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.8.1 to 2.10.1 (#979) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.1 to 2.10.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.8.1...v2.10.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.11.2 to 2.12.0 (#978) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.11.2 to 2.12.0. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.11.2...v2.12.0) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: adding WS and REST tests, and minor fixes * CI: fixes on available asset and related minor issues * CI: fixes on endpoint function, test functions, and types * CI: updating templates and slight fixes * CI: updating slight fixes on tests and withdraws Request model * build(deps): bump styfle/cancel-workflow-action from 0.9.1 to 0.10.0 (#985) Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.1 to 0.10.0. - [Release notes](https://github.com/styfle/cancel-workflow-action/releases) - [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.1...0.10.0) --- updated-dependencies: - dependency-name: styfle/cancel-workflow-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump bufbuild/buf-setup-action from 1.5.0 to 1.6.0 (#984) Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.5.0 to 1.6.0. - [Release notes](https://github.com/bufbuild/buf-setup-action/releases) - [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.5.0...v1.6.0) --- updated-dependencies: - dependency-name: bufbuild/buf-setup-action dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * backtester: Futures handling & FTX Cash and Carry example strategy (#930) * 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 * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts * build(deps): bump github.com/urfave/cli/v2 from 2.10.1 to 2.10.3 (#982) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.1 to 2.10.3. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.1...v2.10.3) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * alert: Add optimizations (#939) * alert: Add optimizations * alert: add basic benchmarks * alert: fix linter issue * documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert. * README: Add package name * alert: link up with engine settings * request: isVerbose refactor * Update exchanges/alert/alert_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/alert/alert.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: fun police * documentation: regen Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping (#970) * kline: add weighted price helpers for candles * twap/vwap: basic implementation and hook to rpc for protype * ta: cont implementation. (WIP) * kline: Add tests * kline: add helpers * ta: full impl. * kline: remove support for macd and add in correlation-coefficient handling * rpc: change naming convention * linter: fix * protolinter: fix * linter: ++ * kline: reinstate macd handling after adding in check * glorious: nits * gctcl: linter * Update exchanges/kline/weighted_price.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * glorious: nits v2.0 * kline: fix test * huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests. * btcmarkets: update supported kline intervals * zb: fix test * rpcserver: fix bug and tests Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.10.3 to 2.11.0 (#993) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * FTX: Margin lending/borrow rate history (#981) * Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos * build(deps): bump google.golang.org/grpc from 1.47.0 to 1.48.0 (#995) Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.47.0 to 1.48.0. - [Release notes](https://github.com/grpc/grpc-go/releases) - [Commits](https://github.com/grpc/grpc-go/compare/v1.47.0...v1.48.0) --- updated-dependencies: - dependency-name: google.golang.org/grpc dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * account: segregate holdings by credentials for future multi-key management (#956) * exchanges/account: shift credentials to account package and segregate funds to keys * merge: fixes * linter: fix * Update exchanges/account/account.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits + protection for string panic * glorious_suggestion: add method for matching keys * linter: fix tests * account: add protected method for credentials minimizing access, display full account details to rpc. * linter: spelling kweeeeeeen * accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching. * accounts: theres no point in pointerising everything * linter: ok pointerise this then... * exchanges: fix regression add in little notes. * glorious: nits * Update exchanges/account/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/account/credentials_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * gloriously: fix glorious glorious test gloriously Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * CI: fixing linter issue and conflicts * CI: fixing ratelimit and other slight issues * build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#998) Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.3 to 2.11.0. - [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases) - [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml) - [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.3...v2.11.0) --- updated-dependencies: - dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2 dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/d5/tengo/v2 from 2.12.0 to 2.12.1 (#997) Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.0 to 2.12.1. - [Release notes](https://github.com/d5/tengo/releases) - [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml) - [Commits](https://github.com/d5/tengo/compare/v2.12.0...v2.12.1) --- updated-dependencies: - dependency-name: github.com/d5/tengo/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * build(deps): bump github.com/urfave/cli/v2 from 2.11.0 to 2.11.1 (#996) Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.11.0 to 2.11.1. - [Release notes](https://github.com/urfave/cli/releases) - [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md) - [Commits](https://github.com/urfave/cli/compare/v2.11.0...v2.11.1) --- updated-dependencies: - dependency-name: github.com/urfave/cli/v2 dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> * CI: fixing type and other slight issues * Cleanup after merge * Endpoints rate limit update Signed-off-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com> Co-authored-by: Eng Zer Jun <engzerjun@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Jaydeep Rajpurohit
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247da918a8 |
exchanges: Add ByBit support (#887)
* 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 |
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|
Ryan O'Hara-Reid
|
a12cd3d733 |
orders: Add methods to derive SubmitResponse and Detail types (#955)
* 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> |
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Ryan O'Hara-Reid
|
14cde7b786 |
exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954)
* 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> |
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Ryan O'Hara-Reid
|
09fa2f236a |
context: Add authenticated HTTP credentials (#892)
* gRPC: context overide * exchanges: continue update * exchange: Update context handling *Add setter methods for API credentials *Shift credentials functionality to its own file in exchanges package *Add tests *Refactor function DeployCredentialsToContext for library usage *Add function to process credential metadata from API boundary to internal use context value. *Add OTP rpc handling * exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD * template: update * exchanges: fix linter issues * REMOVE THAT AWESOME NEW LINE! * gct: fix some tests * I cant spell :( * exchanges/gctscript: fix more tests * coinnut: fix tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * exchanges/gctcli: stop applying empty credentials * fix linters * exchanges: add test * rpceserver: actually check error for errors * rpcserver: fix up tests * Update exchanges/credentials.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values * exchanges/creds: allow subaccount to override default credentials via gRPC * exchanges/credentials: don't return nil in GetCredentials * creds: spelling * exchanges: fix glorious NITS! * credentials: Add in test and refactor IsEmpty method. * credentials: change type positioning (glorious) * exchange_template: Fix template changes * DOCS: Refresh * docs: fix spelling * DOCS: fix alignment and add package * DOCS: ALIGN! Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Adrian Gallagher
|
02afa1e98b |
exchanges: remove Coinbene exchange support (#849)
* exchanges: remove Coinbene exchange support * RM Coinbene from apichecker backup |
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|
Ryan O'Hara-Reid
|
da3402476e |
tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* 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 |
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|
Ryan O'Hara-Reid
|
099ffa1a60 |
stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables. * config: reduce stutter * config: reduce minor stutter * glorious: nits addr. * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * websocket: implement fix * engine/helpers: fix test * exchanges: fix after merge issues * exchange_template: fix output Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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|
Adrian Gallagher
|
0c00b7e1df |
exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos |
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|
Adrian Gallagher
|
f0d45aa1d2 |
golangci-lint/CI: Bump versions and introduce new linters (#798)
* 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
|
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|
Ryan O'Hara-Reid
|
d636049fb2 |
exchanges: Initial context propagation (#744)
* 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 |
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Yordan Miladinov
|
a15cbf6651 |
docs: Establish a standard for trade/order-update websocket events (#755)
* docs: initially commit WS_TRADE_UPDATES.md * docs/WS_TRADE_UPDATES: shorter text * docs: rename WS_TRADE_UPDATES to WS_ORDER_EVENTS as that is more descriptive of what it documents * docs/ADD_NEW_EXCHANGE: reference the newly added WS_ORDER_EVENTS file * WS_ORDER_EVENTS: common terminology * WS_ORDER_EVENTS: turn the code segment into a markdown table * WS_ORDER_EVENTS: AverageExecutedPrice is now not mandatory * exchanges/README: link to WS_ORDER_EVENTS |