Commit Graph

1297 Commits

Author SHA1 Message Date
Rauno Ots
d1b206c45b engine/websocket: subscribe to default channels only when actually needed (#610)
* if this is required by ws routines or sync manager
* restore previous subscriptions on reconnect
2020-12-29 12:10:37 +11:00
dependabot-preview[bot]
b95cfaccab Bump github.com/mattn/go-sqlite3 from 1.14.5 to 1.14.6 (#611)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.5 to 1.14.6.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.5...v1.14.6)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-29 09:49:44 +11:00
Rauno Ots
752d62133d engine: add test for parallel bots (#609)
* enable a no longer failing test
2020-12-23 13:10:32 +11:00
Vazha
622e5dc8c8 Poloniex: Implementation of GetOrderInfo method (#607)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

* add GetWithdrawalsHistory method to exchanges interface

* param name changes

* add extra params for Binance WithdrawStatus method

* add Binance TestWithdrawHistory

* add GetOrderInfo on Poloniex

* linter errors fix

* switch interface type to avoid panic

* Poloniex has no para errror in OrderbookResponse - removed, added seq param (incrementing sequence) for future use

* linter issues fix

* linter issues fix

* dependencies update

* add tests

* refactored unmarshalling of GetAuthenticatedOrderStatus response

* test fix

* linter issues fix

* unmarshaling logic moved to GetAuthenticatedOrderStatus

* forced Status setting on GetAuthenticatedOrderStatus error

* comment edited

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-12-15 09:54:17 +11:00
Rauno Ots
ddd19ab6d9 binance: use currency.Pair for request arguments (#608)
* binance: use currency.Pair for request arguments

* request calls use type safe arguments
* binance API handles the correct conversion now on a lower level
* consolidate formatting to a single place
* remove unused Pair.ID

* add tests for formatting

* fix linter issue
2020-12-14 09:36:46 +11:00
dependabot-preview[bot]
f3da99bf8f Bump google.golang.org/grpc from 1.33.2 to 1.34.0 (#606)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.33.2 to 1.34.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.33.2...v1.34.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-04 16:35:44 +11:00
Vazha
e3ad2d5731 gRPC/Engine/Exchanges: Implement direct getwithdrawalshistory method (#600)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

* add GetWithdrawalsHistory method to exchanges interface

* param name changes

* add extra params for Binance WithdrawStatus method

* add Binance TestWithdrawHistory

* linter errors fix

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-12-04 16:34:50 +11:00
dependabot-preview[bot]
8cc1e585d8 Bump github.com/lib/pq from 1.8.0 to 1.9.0 (#604)
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.8.0 to 1.9.0.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.8.0...v1.9.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-12-03 10:32:50 +11:00
Rauno Ots
45d0973137 gen_sqlboiler: fix incorrect database path for non-default sqlite location (#603)
* the generator should use the same path as the database/drivers/sqlite3
* remove unused data directory
* generate sqlboiler.json for model generation
* ignore target folder
2020-12-02 10:11:10 +11:00
Mikhail Shogin
ba4ac4f3d6 engine/gRPC: Add update account info to grpc interface (#602)
* Add update account info to grpc interface

* Fix lbank tests

* Review corrections

* Review corrections

* Fix linter
2020-11-30 11:29:31 +11:00
Rauno Ots
b7d99f741d Binance: convert timestamps to time.Time (#601)
* add custom Unmarshal function for JSON types
* pass KlinesRequestParams as pointer, because now the object is bigger
2020-11-30 11:17:27 +11:00
Vazha
46747c13f4 Engine: Fixed issue with initial setting of PortfolioManagerDelay param from flags (#598)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

* fixed issue with PortfolioSleepDelay set on startup

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-11-25 12:16:53 +11:00
Vazha
3ee99f0b87 Kraken wsCancelAllOrders added, fix bugs in wsAddOrder, added new API endpoint CancelBatchOrders (#596)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

* added wsCancelAllOrders, fixed bugs

* fixed Kraken wsAddOrder method

* cleanup

* CancelBatchOrders implementation

* changed CancelBatchOrders signature

* fixed tests and wrappers

* btcmarkets_test fix

* cleanup

* cleanup

* changed CancelBatchOrders signature

* fmt

* Update configtest.json

* Update configtest.json

* rollback configtest

* refactored Kraken wsHandleData to allow tests

* removed unnecessary error test in TestWsAddOrderJSON

* dependencies updates

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-11-24 10:35:31 +11:00
Rauno Ots
5478442d65 Binance: implement get historic trades (#588)
* Binance: implement get historic trades

* get binance trade data based on aggregate trade list
* fix small issue in rpc server: gctcli stops retrieving when there's
a gap in data

* update binance trade history availability in readme

* limit check batched aggregate requests

* add test for batched aggregated trades
* fix batch fromId query parameter
* update documentation

* send a serialised currency pair to GetAggregatedTrades

the rationale is that the API is kept generic so that callers can shoot
themselves in the foot if they want to

* allow requesting arbitrary limit of trades

* handle some error cases for batching GetAggregateTrades

* fix batch without end time

* don't return from batch too early if end time is not set
* additional check for supported limits

* don't use CheckLimits for GetAggregatedTrades

* the exchange doesn't use predefined valid limits for this request
2020-11-24 10:29:13 +11:00
dependabot-preview[bot]
695198b628 Bump github.com/mattn/go-sqlite3 from 1.14.4 to 1.14.5 (#597)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.4 to 1.14.5.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.4...v1.14.5)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-16 22:05:15 +00:00
dependabot-preview[bot]
d2722b49fa Bump github.com/pquerna/otp from 1.2.0 to 1.3.0 (#595)
Bumps [github.com/pquerna/otp](https://github.com/pquerna/otp) from 1.2.0 to 1.3.0.
- [Release notes](https://github.com/pquerna/otp/releases)
- [Commits](https://github.com/pquerna/otp/compare/v1.2.0...v1.3.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-12 00:50:23 +00:00
dependabot-preview[bot]
1857bf640f Bump google.golang.org/grpc from 1.33.1 to 1.33.2 (#593)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.33.1 to 1.33.2.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.33.1...v1.33.2)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:56:07 +00:00
dependabot-preview[bot]
8f2464b3b4 Bump github.com/urfave/cli/v2 from 2.2.0 to 2.3.0 (#592)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.2.0 to 2.3.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.2.0...v2.3.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:47:15 +00:00
dependabot-preview[bot]
e62b34106c Bump github.com/urfave/cli from 1.22.4 to 1.22.5 (#594)
Bumps [github.com/urfave/cli](https://github.com/urfave/cli) from 1.22.4 to 1.22.5.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v1.22.4...v1.22.5)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-11-09 22:26:10 +00:00
Adrian Gallagher
7b9b68558c gRPC: Uptime runtime to v2 (#590)
* Upgrade to gRPC v2 runtime

* Fix tests

* Update docs

* Win/Linus/macOS path friendliness

* Swagger/docs update
2020-11-09 04:53:23 +00:00
Ryan O'Hara-Reid
f050c13daa remove rounding from scripting TA (#591) 2020-11-09 04:14:10 +00:00
jimako
70e0cd11af Added MarketType field in MarketInfo of bitflyer (#587) 2020-11-09 00:00:51 +00:00
Rauno Ots
1b65d97b65 Engine/GCTScript: Refactor script manager (#580)
* refactor script manager

* remove singleton GCTScriptConfig
* create constant for ".gct" extension
* move GctScriptManager into vm package
* reduce script manager global dependencies
* use manager struct to store runtime override values
* enable/disable scripting subsystem now doesn't store the setting in
config (aligned with other subsystems)
* setting max VMs via start option doesn't change config

* instantiate scriptmanager as part of creating a new Engine

    * script manager config is now set during instantiation
    * run script manager when enabled in conf or explicitly enabled
    * use the Started() method to check if script manager is running

* in tests set script manager as running

* script manager adjustments

* create manager before attempting overrides
* check for nil config when creating script manager

* fix script manager waitgroup counter increased too late

* move autoload() function to autoload.go
* add tests to script manager
2020-11-05 15:44:53 +11:00
Rauno Ots
ee55ae5d0f Config: refactor config file loaders (#577)
* Config: fix don't create empty dir when resolving path

* Config: refactor config file loaders

* add a layer of abstraction so that config can be loaded from non-files
* use io.Reader / io.Writer abstraction to separate data operations from
file operations
* remove dryrun option from SaveConfig - now it always saves

* rename read and save methods to mention file operations

* log error when encryption prompt fails

* as the user didn't make a choice, we'd prompt again next time the file
is loaded
* add file.Writer tests
* skip permissions test for windows

* defer creating the writer on save to the last moment

* this avoids truncating file when there is error with password prompt
* add a test

* tests with StdIn cannot run in parallel
2020-11-04 11:46:13 +11:00
Scott
80bc8c7e9e Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go

* Conformity

* tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now...

* Formalises test functions and designs the trade processor

* Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Figures out sqlboiler for sqlite. Updates websocket entries to process trade data

* One more trade data

* Adds more exchange support

* Adds PSQL stuff

* Begins creating sql implementation

* End of day commit. Helper functions and understanding sql usage in GCT

* Adds delete and cleans up table design

* Finishes trades conceptually. Awaits candle data update in order to translate trades to candles

* Initial handling of trades in coinbene

* Proto

* Fixing of some bugs, attempting to address coinbene asset type ws issues

* Fixes up coinbene websocket implementation for the most part

* finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter

* Implements rpc commands and adds testing

* updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer

* Changes trade to be its own entity rather than attached to a websocket.

* Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data

* Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change

* Implements trade fetching for all wrappers hurray hurrah. Updates all the tests

* Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met

* Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history

* Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id

* Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled

* Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db

* Adds support for generating candles from candlesextended. May extend it further, idk

* Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data

* Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands

* Fixes specific exchange based issues. Extends recent trades to 24 hours where possible

* Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits

* Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code.

* Adds unique constraint. Fixes up niggling issues for wrappers and websockets

* Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds

* Updates trades to use timestamps instead of int64 unix

* Adds missing FTX wrapper implementation. Regens docs

* Linting the linters. Updating readme

* Adds new command to set whether an exchange can process trades

* Doc update

* Adds recent trades and historic trade endpoints to grpc

* formats pair_test.go to appease linter gods

* Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really.

* Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references

* Reduces map lookups. Adds base func and moves wrappers to use it

* Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json

* Reverts config and updates test names. Also WAYYYYY LESS SPAMMY

* oopsie doopsie missed a whoopsie

* mint flavoured lint

* Fixes issues caused by rebase

* Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var

* fixes whoopsie oopsie doopsie I forgot to remove code shoopsie

* missed a line

* 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉

* Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries

* Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo

* End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo

* Improves testing and handling of historical trades function

* Fixes tests after latest changes

* Fix potential fatal err now that db is enabled in test config now

* Fixes up some database settings to use a local engine instead of global var

* DELICIOUS LINT CHOCOLATE FIXES

* Fixes data race by slashing competitor's tyres

* Adds mock test fixes to allow for live and stored data test

* Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund

* Oopsie doopsie, fixed a whoopsie

* Loggers can no longer do data drag races on my lawn 👴

* Removes bad lock

* Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail

* Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response

* Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept

* Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands

* Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions

* Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period.

* Addresses nits, runs linting fix and ensures a test is consistent

* Fix merge issues

* Moves sort to timeperiods. Adds test coverage. Fixes typo

* Removes log package in CLI

* Fixes `GetTrades` url

* Reorders all instances of validation occuring after settingup RPC connection

* Fixes test to ensure that it is setup before testing that it is setup

* Fixed issue with bool retrieval. Removes double append

* Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses

* Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell

* Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does

* Fixes migration for postgres to downscale properly

* Really really fixes the psql index changes

* Fixes broken tests

* Now with working tests and no pocket lint

* Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc

* Lint & Sprüngli

* Updates zb to use more appropriate side

* Fixes oopsie

* Attempts to address a data race from globals

* Fixes build

* Fixes missed regen rpc files

* Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval`

* mint flavoured lint

* Uses the real default to set the default value by default

* Fixes some extra tests surrounding email sending and number incompatibility

* Reverts test config

* re-adds gom2/usdt currency

* Fixes typo, don't look!

* Fixes minor codelingo pickups

* Adds more precision to handling of trade data from Kraken. Expands test

* interface christmas tree

* lint
2020-10-29 13:00:02 +11:00
Scott
12263997c0 Bugfix: Submit/Cancel order scripting errors + Ordermanager GetOrder & CancelOrder improvements (#584)
* Fixes Submit and Cancel order functions for scripting. Adds tests to ensure that wrapper functions actually execute as expected. Adds more coverage. Fixes a few other tests

* Fixes issues

* Simplifies tests

* Update cancel order to properly cancel an order. Adds example script. Adds sweet tests.

* Fixes bad test setup for cancelling orders

* Adds new order manager GetOrderInfo function to call the wrapper function and then store it in the order manager

* Addresses order concerns

* LOWERS THE CASE OF ALL EXCHANGE NAMES BECAUSE ORDER MANAGER NEVER CARED ABOUT CASING OR YOUR FAMILY

* Removes asset and currency requirement from cancelling orders via validation test

* Fixes old cancel order assumptions that had requirements for currency and asset

* Moves all the logs and events to the dedicated Cancel function instead of exclusively doing it in CancelAllOrders

* Adds more detail logging. Fixes lbank fee test

* Addresses comms manager issues

* Removes go routine for pushing events. Better to let them fail
2020-10-27 17:05:43 +11:00
Ryan O'Hara-Reid
220245c5a8 Exchanges: Include format pair in wrapper functions and test for formatting issues via tool wrapper issues (#582)
* Adds formatting of pair within binance wrapper, adds return of error from cli.ShowCommmandHelp

* Add formatting function to submit order wrapper functions

* Remove superfluous functionality

* Updated exchange wrapper issues to create a disruptive pair to see which exchanges require attention, updates currency code generation and matching

* reinstated format check, fixed tests

* fixed niterinos

* fix test

* fix spelling mistake

* make html file more aesthetic

* Add missing format pairs

* add formatting to pair for BTC Markets func

* fix spelling
2020-10-26 16:54:51 +11:00
Adrian Gallagher
8a241c2efa FTX: Fix order placement/cancellation issues (#583)
* Fix FTX order bugs

* Add CancelOrderID support
2020-10-26 13:07:33 +11:00
Vazha
fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00
Ryan O'Hara-Reid
4ccb495baf Asset package update (#581)
* Rewrite new function and deploy where we can minimise the chance of setting an asset type that is different to supported list - sets validation to exact supported list

* change wording
2020-10-19 13:59:50 +11:00
Vazha
9945216cac Bug fix in RoundFloat func in common/math package (#579)
* refactored RoundFloat func in common/math package

* cleanup

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-16 10:13:10 +11:00
Rauno Ots
8c86aac21d Config: fix don't create empty dir when resolving path (#575)
* Config: fix don't create empty dir when resolving path

* refactor migration of default config file

* gracefully handle src == target on Move
* create target directory on Move, if necessary

* unify resolution of default config location

* refactor the use of flagSet to be explicit
* remove package variable
* use empty config file path setting if not set in flags
* resolve default file location the same way when showing the target and
when loading default config file

* don't migrate if target file is the same as source

* rename configfile to configFile

* add migrateConfig tests
2020-10-15 13:24:43 +11:00
dependabot-preview[bot]
f11c904743 Bump google.golang.org/grpc from 1.32.0 to 1.33.0 (#576)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.32.0 to 1.33.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.32.0...v1.33.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-10-09 09:40:14 +11:00
Rauno Ots
25065a0198 Config: do to not store decryption variables globally (#571)
* Config: do to not store decryption variables globally

* save session variables as unexported fields in config
* unexport internal encryption helper functions
* add encryption/decryption tests

* fix yes/no prompt returns flipped boolean

* add a test to ensure prompting for encryption works

* fix possible NPE when failing

* don't return salt if there's error
2020-10-07 17:39:16 +11:00
Scott
0da62b7fbf Feature: Add mock testing to ZB (#569)
* Adds mock testing to ZB

* STEALS improved time validation code from the original STOLEN validation code :D

* Mini fixes from review

* happy fun comment stealing

* Moves the loop checker earlier to ensure no double appendages

* Fixes sneaky test

* Fixes the important part where mock tests work instead of live tests

* Skips authenticated endpoints for mock testing.

* lint

* Updates candle wrapper functions to respect design

* basic linting fix

* Reverts configtest.json, updates readme to be way better, adds coverage to validateCandlesRequest

* Tiniest grammatical fix

* Fixes more outdated code references

* Closing out a high

* Fixes spacing

* Replaces all instances of 4 spaces in tmpl files with a tab

* fixes spacing and tab related readme issues once and for all 🤞

* tidy

* indentation violation identification situation
2020-10-07 11:59:08 +11:00
dependabot-preview[bot]
d9e27cd3d8 Bump github.com/mattn/go-sqlite3 from 1.14.3 to 1.14.4 (#573)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.3 to 1.14.4.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.3...v1.14.4)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-10-06 10:02:35 +11:00
Ryan O'Hara-Reid
4e828a8124 (Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference

* Fix portfolio withdraw tests

* Add nil protection in validator method to reduce prospective panics and for future outbound checking

* Updated tests

* ch order var to not ref package

* rm comparison

* Add order ID validation check

* Add exchange name validation check

* Add in test details

* fix tests

* fix linter issues

* linter issues strikes again

* linter rabbit hole

* Addr nitterinos

* Add validation variadic interface to define sets of functionality check POC

* didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be

* add coverage

* Add validation method options for exchange wrappers and abstracted validation into its own package

* Add validation code for structs in exchange template generation

* remove extra validation call as this is done in wrapper

* fix niterinos for examplerinos

* Add template to documentation tool and regenerated documentation

* Addr niticles

* Fix tests due to validation update

* Add more validation checks for modify/submit orders

* update tests

* fix more tests

* Add asset type to submit variable in tests and rpc call. Regen funcs.

* Add field to modify struct in tests

* applied field asset to cancel struct across project

* fix woopsy
2020-10-02 13:36:01 +10:00
Rauno Ots
ecbc68561f remove TestBypass flag (#566)
Tests should explicitly state their target configuration file, so no need
to use fallback default override flag
2020-09-28 09:45:40 +10:00
Adrian Gallagher
d9bcf8246f Bump golangci-lint, Docker and Go CI versions (#564)
* Bump golangci-lint and Go CI versions

* Bump golangci-lint version

* Address nitterinos
2020-09-24 09:52:37 +10:00
Rauno Ots
991dfed705 Engine: Refactor use of global Bot (#563)
* refactor use of global Bot

* make the dependency on having an existing running Engine more obvious
* use explicit dependency of engine in RPCServer
* reduce static dependencies in rpcserver
* improve helpers

* revert bad document update, add check for nil error in test

* add basic start stop test

* fix race condition in storage

* skip the test because of race conditions

* fix typo

* add empty line
2020-09-23 17:41:59 +10:00
dependabot-preview[bot]
c038562ab4 Bump github.com/d5/tengo/v2 from 2.6.1 to 2.6.2 (#561)
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.6.1 to 2.6.2.
- [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/v2.6.1...v2.6.2)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-09-21 13:12:24 +10:00
dependabot-preview[bot]
a110f6a97b Bump github.com/grpc-ecosystem/grpc-gateway from 1.14.8 to 1.15.0 (#562)
Bumps [github.com/grpc-ecosystem/grpc-gateway](https://github.com/grpc-ecosystem/grpc-gateway) from 1.14.8 to 1.15.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/CHANGELOG.md)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v1.14.8...v1.15.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-09-21 13:00:28 +10:00
Andrew
7592186a2a Exchange: BTSE API 3.2 upgrade (#548)
* BTSE: bump API version to 3.2

* BTSE: added AccountFee endpoint

* BTSE: ratelimit, modified GetFee() to use GetFeeInformation, CreateWalletAddress support

* BTSE: gofmt

* BTSE: renamed ratelimits to ratelimit

* BTSE: comments on exported methods, reworked const

* BTSE: remove verbose

* BTSE: increased test coverage

* BTSE: removed futures test

* BTSE: comments, correct types, moon

* Add support for futures ticker/orderbook, pass data from OHLCV to append because data is important :D

* BTSE: update futures test pair

* BTSE: updated creatorder test to use negative numbers

* BTSE: updated test wording

* BTSE: no BTSEx anymore

* BTSE: use GetEnabledPairs

* BTSE: updated order structu

* BTSE: goimport test package

* BTSE: added orderIntToType method

* BTSE: added extra params to Trade/OpenOrders, kline format method added

* BTSE: CreateOrder and IndexOrderPeg updates

* removed binary

* BTSE: type fixes for orderid, comments

* BTSE: remove float tos tring conversion correct casing

* BTSE: updated return types

* BTSE: return slice

* BTSE: update type to string, fixed comment on Price(), removed verbose flag

* BTSE: use FormatExchangeCurrency()

* BTSE: status -> string

* BTSE: added withinLimit method to confirm order is within valid limits

* BTSE: gofmt

* BTSE: updated comment

* BTSE: comment update

* BTSE: init map for cancelallexcahgneorders

* BTSE: updated json structs for trade history, reworked withinlimits and ordersizelimits to use sync.map

* BTSE: test other currencies to confirm matching values for incerement

* BTSE: comment, changed type

* BTSE: added ordersizelimits seed data to test

* BTSE: fpair -> fPair naming & kline sort update

* BTSE: removed format call & asset param from withinLimits

* BTSE: range over pairs for active orders

* BTSE: verbose removal pass

* BTSE: ticker batching support

* BTSE: remove old pair formatter
2020-09-18 15:28:56 +10:00
Vazha
73ac8b90dc Orderbook/RPCServer: Fix GetOrderbook/Retrieve race condition (refactored and sped up) (#555)
* Kraken - wsProcessOrderBook, the method was returning wrong bids data

* additional  map check to prevent panic

* linter issue fix

* The RPC method GetOrderbook has a race condition and causes panic - refactored and speed up

* The method Retrieve (package orderbook) now return pointer of a copy of s.Books[exchange][p.Base.Item][p.Quote.Item][a].b

* using extra var to optomize code

* bids and asks slices filling optimisation

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-09-18 15:09:41 +10:00
Rauno Ots
b9aa2bcc2c remove incorrect create data directory (#560)
* the data directory can be loaded from config file and not from settings
* the data directory is created anyway when subdirs are created
2020-09-18 10:25:31 +10:00
Rauno Ots
a66feec320 add an option to provide cert path to gctcli (#559) 2020-09-18 10:02:40 +10:00
Rauno Ots
a67b5cf715 Config/Engine: Add data directory to config.json (#549)
* add data directory to config.json

* fix quality check issues

* adjust data directory only when explicitly set

* unexport ValidateSettings
* process flags earlier so they can also be used when loading config
* fix test depends on flags

* rename config.DataDir to DataDirectory

* also don't omit in JSON if empty

* datadir flag induces dry run

* log warning
* enable parallel for sub tests
* leave data dir empty in example config

* remove parallel for loadConfigWithSettings

* create a new config object instead of using a shared one

* remove a test that potentially reads user file

* rename test methods to MixedCaps

* clean up test dir after engine tests

* use global config variable
2020-09-17 11:11:17 +10:00
Adrian Gallagher
25466b2c9d Add codecov.yml file (#557) 2020-09-17 09:40:01 +10:00
dependabot-preview[bot]
e41414ea07 Bump github.com/d5/tengo/v2 from 2.6.0 to 2.6.1 (#556)
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.6.0 to 2.6.1.
- [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/v2.6.0...v2.6.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-09-16 13:16:12 +10:00
dependabot-preview[bot]
9cc3cbff1d Bump github.com/mattn/go-sqlite3 from 1.14.2 to 1.14.3 (#554)
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.2 to 1.14.3.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.2...v1.14.3)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>

Co-authored-by: dependabot-preview[bot] <27856297+dependabot-preview[bot]@users.noreply.github.com>
2020-09-14 16:02:20 +10:00