* backtester/request: trying to fix panic (WIP)
* request: fix race for transport layer
* request: linter issue fix
* request: more linter issues
* requester: Add function to remove the tracking of underlying http client and add to engine unload exchange.
* request: add more context to error return
* request: Fix after cherry pick issues
* request: fix niterinos
* exchanges: change return to package variable
* request: changed named
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* 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
* golangci: Enable err checking linter to expose unchecked errors.
* gct: handle errors across the board
* gct: handle errors NOTE: Found bug in FTX (WIP)
* linter: fix issues
* ftx/exchanges: fix bug where error was being returned when setting pair management variables to an already enabled state
* bitmex: fix bug where a dangly supported asset in config danglied up the place.
* linter: fix more linter issues
* linter: fix my terrible spelling.
* currency: fix test
* exchanges: fix tests
* logger: fix test
* exchanges: fix tests
* glorious: nits
* vm: revert rm variable and instigate test
* rate limits: Make context aware
* binance: rate limit allow for cancellation of reservation when deadline is exceeded
* request: add context.done() before initiating any bulk work.
* binance: update error return for rate limiting
* request: updated dealine check to remove after time.Now procedure as this will obfuscate a deadline which will be limited by the context check on every attempt, so no need to sleep with delay.
* requester: defer execution of request.Item generation in closure.
* bithumb: fix issue
* coinut/itbit: fix linter issues
* binance: fix bug on recvWindow setting
* requester: standardize sendpayload + add readme update
* nonce: remove inc() function
* request: defer unlockiflocked
* binance: revert changes for open orders
* btcmarkets: defer auth generation functionality, rm context deadline as this will be created just before sending HTTP request.
* binance: move const to top
* exmo: remove debug output as its generated in the requester function
* ftx: defer auth functionality
* requester: move error to top
* bittrex: defer auth functionality
* bitmex: defer auth functionality and remove deadline as generation occurs after rate limiting.
* btse: defer auth functionality
* coinbasepro: defer auth functionality and removed context deadline as this is generated after rate limiting
* coinbene: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi: defer auth functionality and remove context deadline as this is generated after rate limiting
* huobi-futures: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: defer auth functionality and remove context deadline as this is generated after rate limiting
* kraken: remove deadline protection for timestamp generation
* okgroup: defer auth functionality and remove context deadline as this is generated after rate limiting
* poloniex: defer auth functionality
* zb: defer auth functionality and remove context deadline as this is generated after rate limiting
* exchanges: clean up log output which are done and inspected in the requester package
* binance: fix path bug on every retry, rm timeout context as this is not needed
* coinbene: fix path bug on retry
* binance: consolidate functionality
* coinbene: fix linter issues
* poloniex: linter fix
* kraken: change add -> set
* bitstamp: fix path bug for retry
* BTSE: fix retry path bug
* coinbene: fix path bug whoopsie by me
* gateio: fix bug where on retry it does not reset reader
* localbitcoins: fix path bug on retry
* zb: change domain to land
* exchanges: make sure io.Reader is generated every request
* exchanges: move reader generation into function scope
* wrapper_issues: setup exchange manager
* engine: expand withdraw manager test
* engine: dont look for environment
* bitstamp: fix pathing bug (@thrasher-)
* engine/withdraw_manager: purge tests as this is covered in repository withdraw
* Adds potential fix for websocket reconnection failure
* Addr tests, we now don't return an error, this allows us to reuse existing if still in operation.
* update depends && go mod tidy
* adds in channel direction for parameter
* Add full subscriber function, increased test coverage, initiate go routine after calling routine instance check in connection monitor
* fix linter issue
* use protected methods for setting field variables
* removed function, added tests
* lock sub manipulation
* fix linter issue
* Added in transport idleconnection timeout to fix MACOS reconnection issue when all idle connections are consuming resources
* used protected methods to set underlying fields
* set variable via time.Duration param
* Added in lock around field variable in test
* Addr thrasher nits and expanded exchange tests
* Fix test
* Addr glorious nits
* go mod tidy
* Add a larger timeout for traffic monitor if the test runs slow
* Add in initial header pass back for package side inspection
* change to ptr to point to correct ptr value to ensure len and cap values; dereferences so we don't need to string join the value iteration coming from main header
* Add tests
* More tests added for edge case
* change field name
* remove unnecessary coversion
* changed return and comment
Refactoring the timeout retries into a more general 'retry policy' with
support for retrying on HTTP 429 (Too Many Requests) and other responses
with a `Retry-After` header
The delay between requests is controlled by a combination of a 'backoff'
(currently only a simple linear backoff), and honouring the
`Retry-After` value (longest delay wins)
This makes the 'rate limiter' an optional argument as well, removing the
use of `nil` when one isn't supplied
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>
* Initial rework of rework of requester - WIP
* Implementing and checking rate limits - WIP
* implemented coinbene rate limiting shenanigans
* add in remaining WIP
* fixy
* use authenticated rate limit
* drop ceiling as this can be done with a counter later
* add functionality to struct
* purge config options for rate limiting so as to keep things minimal
* prepare futures and swap rate limiting for implementation
* Address linter issues
* Addressed nits, fixed race
* fix linter issue
* remove global var as this was only setting when newrequester was called
* moved rate limit functionality into its own file
* Update Bitfinex with correct rate limit and test endpoints (WIP)
* finish off bitfinex adjustments
* fixes
* fix linter issues
* slowed rate for coinbasepro
* drop rate limit for huobi as the doc times have intermittent 429 issues.
* Set MACOSX_DEPLOYMENT_TARGET to remove linking warning
* Addr Thrasher nits
* Addr glorious nits
* unexport do request function
* fixed nitorinos
* Fixed something I missed
* move disabled rate limiter into loadexchange and use interface functionality
* Add temp quick fix
* Removes lock unlock timer and instead sets unlocks between getting a nonce and sending a payload. Increases dispatch channel buffer to deal with len(enabledCurrencies) > ~100
* Adds additional comments to help explain the situation
* Fixes bug that could unlock mutex too early
* Fixes LIES where Gemini gets a nonce and then proceeds to declare it doesn't get a nonce causing an unrecoverable lock
* Fun new concept! The creation of a tested timed mutex. Unlocking an unlocked mutex cannot occur and response can be checked to verify whether the mutex was unlocked from timeout or command.
* Adds new cmd parameter "dispatchjobbuffer"
* Expands comments and renames benchmark. Makes `Timer` property private
* Happy little linters
* Renames jobBuffer and all related instances to jobs limit
* Tiny error message update
* Grammatical fix and setting dispatch.Start to use defaults
* Attempts to update orderbook so it doesn't need to sort
* Reverts the ws ob stuff. Gets rid of sorting because it happens later. Adds some exchange features
* update existing feature lists. Expands list definition to match my emotions
* Adds bithumb bitmex and bitstamp. adds a couple more types
* Features for you, features for me, features for bittrex, btcmarkets, btse, coinbasepro, coinut, exmo, gateio and gemini
* Features for hitbtc, huobi, itbit, kraken, lakebtc, lbank, localbitcoins, okcoin, okex, poloniex, yobit, zb
* Who can forget good old alphapoint?
* Adds btcmarksets websocket :glitch_crab: fixes alphapoint features
* Adds extra data not in the documentation :/
* Replaces websocket features by using protocol features. However, it breaks it due to import cycles. I'm not sure what I'll do just yet
* Removes import cycle via duplicate structs.
* Increases coverage of config with `TestCheckCurrencyConfigValues`. Moves all currency pair package types into their own files or places it at the bottom of files if necessary
* Increase coverage in code.go
* One way of determining a test has failed, is when to it fails. Removed redundant explanation
* Increases code coverage of conversion
* Lint fixes
* Fixes orderbook tests
* Re-adds sorting because its important to still have the internal pre-processed orderbook to be representative of a real orderbook
* Secret lints that did not show up via Windows linting
* Adds protocol package to contain exchange features
* Fixes protocol implementation
* Fixes ws tests
* Addresses the following: Removes st-st-stutters in config types, changes GetAvailableForexProviders -> GetSupportedForexProviders, removes errors from tests where error is nil, removes orderbook setup when not necessary, removes import newlines, removes false bools from declaration, changes should of to should have
* imports and casing
* Fixes two more nil error checks
* First pass adding DumpResponse
* WIP
* Added httpDebug flag to SendPayload
* anx -> coinbase converted
* HTTPDebug flag added to all exchanges
* Updated Alphapoint:
* reworded error message
* Corrected itbit and huobihadax sendpayload
* Removed setting of default value
* don't return body for response as we already get this in verbose mode
* body is now included based on verbose setting
* WIP
* Due to issues with DumpResponse and gzip decoding use raw response from exchange for body output Also adds gzip decoding back as bug fix for OK group exchange
* removed additional new line
* Added URL path to dumpbody display as well
* Updates nonce generation to adhere to fifo channel buffer before request executes by routine
* removed unused variables, lns etc
* Fix requested changes and added in timer that disengages lock if out of scope error occurs
* Fixed woopsy daisy issue
* Add benchmark, reduce time in force to unlock before stack insertion, add nil check for edge case
* Remove unusued waitgroup field
* use return nonce.Value and method, rm redundant nonce code, fix tests.
* Fix linter issue: unnecessary conversion
* Reimplements order cancellation for alphapoint, anx, binance, bitfinex, bithumb, bitmex, bitstamp, bittrex, btcmarkets, coinbasepro, coinut, exmo, gateio, gemini, gitbtc, huobi, hadax, itbit, kraken, lakebtc, liqui, okcoin, okex, poloniex, wex, yobit and zb wrappers. Adds new order cancellation struct type. Updates old tests that pointed to the wrong unrenamed methods
* Sets up tests for all supported exchanges. request.DoRequest errors when response status is not 200
* Updates alphapoint, coinut, hitbtc, lakebtc cancel order implementations. Finishes testing
* Adds localbitcoin cancel order wrapper support
* Fixes tests and build issues. Adds WexIssue flag for tests
* Changes CancelOrder signature to only return error. Allows exchange to format currency pairs with delimiters
- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
