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d5b2cf1759222eea04644b13dbf63e49cb420171
15 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Ryan O'Hara-Reid
|
90187a3a5a |
stream/match: allow a single connection to maintain its own match lookup for multi-connection (#1613)
* 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 * stream match update * update tests * linter: fix * glorious: nits + handle context cancellations * 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. * 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 * glorious: nits * glorious: nits * glorious: nits * start to decouple match from a global reference to a connection * 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 * match naming with master changes * stream: Add tests * gk: nits on potential blockage in test * gk; nits assert value --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Samuael A.
|
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
|
3cc9a2b9e0 |
exchanges: Refactor time handling and other minor improvements (#1948)
* exchanges: Refactor time handling and other minor improvements - Updated Kraken wrapper to utilise new time handling methods. - Simplified Kucoin types by removing unnecessary structures and using direct JSON unmarshalling. - Improved websocket handling in Kucoin to directly parse candlestick data. - Modified Lbank types to use the new time representation. - Adjusted Poloniex wrapper and types to utilise the new time handling. - Updated Yobit types and wrapper to reflect changes in time representation. - Introduced DateTime type for better handling of specific time formats. - Added tests for DateTime unmarshalling to ensure correctness. - Rid UTC().Unix and UTC().UnixMilli as it's not needed - Correct Huobi timestamp usage for some endpoints. - Rid RFC3339 time parsing since Go does that automatically. * exchanges: Refactor JSON unmarshalling for various types and improve test coverage * linter: Update error message in TestGetKlines * refactor: Simplify JSON unmarshalling in MovementHistory and improve test assertions in GetKlines * refactor: Improve JSON unmarshalling for channel name and clarify comment in wsProcessOpenOrders * refactor: Update time handling in Huobi types to use types.Time for createdAt fields and relax GetLiquidationOrders test * refactor: Move wsTicker, wsSpread, wsTrades, and wsCandle types to kraken_types.go for better organistion * refactor: Add validation for underlying parameter in GetExpirationTime and update tests |
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Ryan O'Hara-Reid
|
c892f492a9 |
buffer/orderbook: shift orderbook update logic from buffer package to orderbook package (#1908)
* buffer/orderbook: shift orderbook update logic from buffer package to orderbook package * Update exchanges/orderbook/depth.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * linter: fixes * spelling: fix * samboss: add in some todos * sammy nit: add unlock on error * sammy nits: rm ptr to slice field buffer in orderbookHolder * sammy nits: Add more coverage bro * sammy nits: even more coverage * gk: nits on commentary * gk: nits change sort.Slice to slices.SortFunc * gk: fix commentary on buffer clearing * gk: nits fin * linter: fix * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/tranches.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/incremental_updates.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: refresh action types and names * gk nits: consolidate error vars and naming * gk nits: more name changes * gk nits; buffer tests update * gk nits: error var names change * linter: FIX * it gets inlined but there is an alloc * rn field in TODO * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/binance/binance_websocket.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * orderbook: shift verify/validate funcs to validate.go and rn Verify() -> Validate() * orderbook: validate even in presence of checksum and allow cowboy mode * buffer; fix test * kraken: fix futures orderbook by reversing incoming bids * okx: change default spread pair * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/validate.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: initial nits * rn fields V(v)erifyorderbook to V(v)alidateOrderbook * buffer/orderbook: nilguard in validate and change method receiver w -> o --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
|
3e80f1b9e5 |
websocket/exchanges: populate context before multi connection upgrade (#1933)
* websocket/exchanges: populate context before multi connection upgrade * fix test * linter: fix * gk: dial * gk: nits rm param names --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Ryan O'Hara-Reid
|
2958e64afe |
orderbook: change Base struct name to Book (#1914)
* orderbook: change Base struct name to Snapshot * linter: fix * Update exchanges/exchange.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/depth.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Snapshot -> Book * Tranche(s) -> Level(s) * Tranche(s) -> Level(s) * rm tranche ref * linter: fix * linter: rides again * update tests * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update backtester/eventhandlers/exchange/slippage/slippage.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fixup tests * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits and rm stuff that is not needed * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
|
062ee2a77e |
exchanges: Rename UpdatePushedAt field to LastPushed and use field in gateio REST books (#1917)
* Set update pushed at time and general clean * after merge fix * gk: nits * Update exchanges/gateio/gateio_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * boss: nits * sneaky boss attack: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> |
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Adrian Gallagher
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d5ba674fc4 |
codebase: Cleanup various things (#1935)
* codebase: Rid base64/hex to string common funcs * codebase: Rid local scope variable usage and other improvements * codebase: Refactor currency pair usage across multiple exchanges - Updated HitBTC tests to use the new currency pair format. - Modified Kraken futures types to use currency.Pair instead of string for Symbol. - Adjusted Kraken wrapper methods to handle currency pairs correctly. - Refined OKX tests and types to utilize currency.Pair for instrument IDs. - Enhanced Poloniex tests to consistently use predefined currency pairs. - Streamlined order and orderbook tests to replace string pairs with currency.NewBTCUSD(). - Improved Yobit tests to utilize a standardized currency pair format. - Updated validator wrapper to use currency pairs directly instead of string conversions. * codebase: Use types.Number where possible * refactor: update PayoutFee type to types.Number for consistency * Refactor: Remove crypto functions to use standard library and other minor changes - Removed custom crypto functions for SHA256, SHA512, and MD5 from the common/crypto package. - Replaced usages of removed functions with standard library implementations in various files including: - cmd/websocket_client/main.go - engine/apiserver.go - exchanges/kraken/kraken.go - exchanges/lbank/lbank.go - exchanges/okx/okx_business_websocket.go - exchanges/kucoin/kucoin_websocket.go - gctscript/vm/vm.go - Updated tests to reflect changes in the crypto functions. - Renamed several functions for clarity, particularly in the context of order book updates across multiple exchanges. * refactor: replace assert with require for consistency in test assertions * refactor: Improve Binance futures candlestick test, standardise orderbook update function names and improve test parallelism * refactor: Replace require.Len with require.Equal for better output in TestGetFuturesKlineData |
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Ryan O'Hara-Reid
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b281759573 |
gateio: Fix websocket orderbook incremental updates (#1863)
* gateio: Add websocket orderbook update manager * RM println * glorious: nit * Adds delivery futures update processing as well * Change to const value for delivery * Drop check out of order, can reinstate if required. * Adds in validation methods to ensure config changes are correct when expanding templates and return errors with correct info if not. * fix some things and add in todo when this gets updated * fix spelling * linter: fix * gk: initial nits * gk: nits shift to template only verification with funcmap, rm interface for single sub checking. * rm unused error * linter: fix * update to const frequency * gk: wrap with panic and single invocation in template, change name * gk: nits to check across stored subs with incoming subs * linter: fix * updates names, makes things slightly more efficient and adds tests * linter: fix * gk: sexc patch v2 * glorious: nits * gk: nits * Update exchanges/subscription/template.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits * linter: make peace with linter regulations * glorious: Add TODO for future template integration * glorious: commentary nits * fix name * give me a break, have a kit kat * revert whoops * update wording on comment * revert secondary call to expand templates and update tests * misc lint: fix * Add spot orderbook update interval for 20ms, expand tests, piggy back limit/level off loaded subscription. Thanks to @thrasher- * linter/spell: fix * ai nits: drop go routine on mtx RUnlock * Update exchanges/gateio/ws_ob_update_manager.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: revert to 100ms from 20ms waiting for config upgrade patch * test: fix * cranktakular: nits * strings quoted in fmt call * thrasher-: nits * Update exchanges/gateio/gateio_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> |
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Jun
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05880d62e6 |
account: add ProcessChange for update balance (#1875)
Signed-off-by: Ye Sijun <junnplus@gmail.com> |
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Ryan O'Hara-Reid
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cad7586e98 |
exchange/websocket, gateio: Rename/export package again, add websocket request functions for futures trading (#1603)
* 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 * stream match update * update tests * linter: fix * glorious: nits + handle context cancellations * 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. * 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 * rm json parser and handle in json package instead * in favour of json package unmarshalling * 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 * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * 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 * 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 * shift over to websocket package error * internal/exchange/websocket -> exchange/websocket * PEAK OCD! * appease the OCD gods * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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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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Ryan O'Hara-Reid
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e99adca86f |
encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* tag optional sonic and allow full library conversion * Add workflow and disallow arm and darwin usage * Add basic hotswap benchmark * linter: fix * use bash * linter: fix? * Fix whoopsie, add to make file, also add mention in features list. * test enforcement * actually read documentation see if this works * linter: fix * linter: fix * sonic: bump tagged version * encoding/json: drop build tag arch and os filters * encoding/json: consolidate tests * encoding/json: log build tag usage * rm superfluous builds * glorious/nits: add template change and regen docs * glorious/nits: update commentary on nolint directive * glorious/nits: rm init func and log results in main.go * Test to actually pull flag in * linter: fix * thrasher: nits * gk: nits 4 goflags goooooooooo! * gk: nits rn * make sonic default json implementation * screen 386 * linter: fix * Add commentary * glorious: nits Makefile not working * gk: nits * gk: nits whoops * whoopsirino * mention 32bit systems won't be sonic * gk: super-duper nit of extremes --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
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Gareth Kirwan
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4c7f48ae0e |
GateIO: Fix GetFuturesContractDetails for delivery futures and minor other fixes (#1766)
* GateIO: Fix GetFuturesContractDetails for Deliveries Was returning the product of all the contracts, so 1444 instead of 38 contracts. * GateIO: Fix GetOpenInterest returning asset.ErrNotEnabled Using wrong error for pair not enabled * GateIO: Rename GetSingleContract and GetSingleDeliveryContracts Especially fixes GetSingleContract, which seems misleading to not say Futures. There's a load of `GetSingle*` here that should probably also be fixed, but these two justified a dyno * GateIO: Rename GateIOGetPersonalTradingHistory to GetMySpotTradingHistory * GateIO: Rename GetMyPersonalTradingHistory to GetMyFuturesTradingHistory * GateIO: Remove duplicate DeliveryTradingHistory * GateIO: Rename Get*PersonalTradingHistory to GetMy*TradingHistory * Linter: Disable shadow linting for err It's been a year, and I'm still getting caught out by govet demanding I don't shadow a var I was deliberately shadowing. Made worse by an increase in clashes with stylecheck when they both want opposite things on the same line. * GateIO: Add missing Futures and tradinghistory fields * GateIO: Improve WS Header parsing This unifies handling for time_ms and time in response headers, since options and delivery have only time, but spot has time_ms as well. We use the better of the two results. Also [improves performance 2x](https://gist.github.com/gbjk/7cacb63b9a256e745534bb05ca853c48) * GateIO: Use time_ms WS fields where available Removes the deprecated _time json fields and populates our Time fields with the time_ms values |
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Ryan O'Hara-Reid
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50448ec6a0 |
websocket/gateio: Add request functions for websocket multi-connection [SPOT] (#1598)
* 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 * stream match update * update tests * linter: fix * glorious: nits + handle context cancellations * 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. * 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 * 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 * 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 * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * rm json parser and handle in json package instead * 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 * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * 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 * bitstamp: fix issue * glorious: nits * ch name and commentary * fix bug add test * rm a thing * fix test * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * GK: nits rn websocket functions * explicit function names for single to multi outbound orders * linter: fix --------- Co-authored-by: shazbert <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> |