* Add WithNoDelayPermitted and fix bug on cancel all
* rm reservations as it is only for last reservation when cancelling and needed to take into account of the actual offset delay for correct returning of tokens, update tests
* export error
* misc fix
* more misc fix
* Add concurrent protection, cancel in reverse and add tests
* lint: fix
* Update exchanges/request/limit.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/request/limit.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/request/limit.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/request/limit.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nits doo
* linter: fix
* boss king: nits
* crank: nits
* crank: test patch which was cooked and had to be done manually
* Update exchanges/request/limit.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nits
* linter: fix
* thrasher: nits
* use error collector in tests
* nolint: direction
* gk: fixup!
* my life has elapsed
* thrasher-: Because of synctest, we can now be deterministic with values. This rids a lot of the redundant wait calls which served no purpose
* thrasher-: patched
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: shazbert <shazbert@DESKTOP-3QKKR6J.localdomain>
* Updating wrapper template, updating documentation, regenerating documentation
* Renaming "streaming api" to "websocket"
* Context is now t
* Update docs/ADD_NEW_EXCHANGE.md
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update cmd/documentation/root_templates/root_readme.tmpl
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Fixes an improper example and regenerates documentation
* Corrects typos
* Makes a table label consistent across files
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Initial plan
* Add order execution limit errors to acceptableErrors list
Add all order execution limit validation errors from the limits package
to the acceptableErrors list. This fixes intermittent test failures when
exchanges have different minimum/maximum limits for price and amount that
don't match the hardcoded test values.
The test uses hardcoded values (150) for price and amount, but exchanges
like Binance have varying limits (e.g., BTCUSDPERP has a minimum price of
1000). By treating these limit validation errors as acceptable, the test
properly validates that exchanges correctly enforce their limits without
causing false test failures.
Fixes the CheckOrderExecutionLimits failure for Binance coinmarginedfutures
BTCUSDPERP where the hardcoded price of 150 is below the minimum limit of
1000.
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
* Remove self-explanatory comments from limit errors
Remove comments that don't add information beyond the error names
for the newly added order execution limit errors, as requested in
code review feedback.
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
---------
Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
Deribit seems to have opened up more instruments for future combos and
is using a `-` delimiter in them, throwing off our parsing rule that
it's always 3 parts for them.
This change adds in the "FS" part, which seems consistent.
I would have added checking for such a part to option_combo but some of
them are missing it :/
* Bybit: Fix race in TestUpdateAccountInfo and TestWSHandleData
* DriveBy rename TestWSHandleData
* This doesn't address running with -race=2+ due to the singleton
* Accounts: Add account.GetService()
* exchange: Assertify TestSetupDefaults
* Exchanges: Add account.Service override for testing
* Exchanges: Remove duplicate IsWebsocketEnabled test from TestSetupDefaults
* Dispatch: Replace nil checks with NilGuard
* Engine: Remove deprecated printAccountHoldingsChangeSummary
* Dispatcher: Add EnsureRunning method
* Accounts: Move singleton accounts service to exchange Accounts
* Move singleton accounts service to exchange Accounts
This maintains the concept of a global store, whilst allowing exchanges
to override it when needed, particularly for testing.
APIServer:
* Remove getAllActiveAccounts from apiserver
Deprecated apiserver only thing using this, so remove it instead of
updating it
* Update comment for UpdateAccountBalances everywhere
* Docs: Add punctuation to function comments
* Bybit: Coverage for wsProcessWalletPushData Save
* Exchanges: Remove example BespokeGenerateMessageID
* Okx: Replace conn.RequestIDGenerator with MesssageID
Continued overall direction to remove the closed-loop of e => conn => e
roundtrip for message ids
* Exchanges: Add MessageSequence
This method removes the either/or nature of message id generation.
We don't tie the message ids to connections, or to anything.
Consumers just call whichever they want, or even combine them as they
want.
Anything more complicated will need a separate installation anyway
* GateIO: Split usage of MessageID and MessageSequence
* Binance: Switch to UUID message IDs
* Kraken: Switch to e.MessageSequence
* Kucoin: Switch to MessageID
* HitBTC: Switch to UUIDv7 for ws message ID
* Bybit: Switch to UUIDv7 for ws message ID
* Bitfinex: Switch to UUIDv7 and MessageSequence
Tested CID - It accepts 53 bits only for an int, so MessageSequence
makes sense. Can't use MessageID
* Websocket: Remove now unused MessageID function
Moved all MessageID usage into funcs and onto base methods, to remove
the closed loop of message IDs
* Docs: Update guidance for message signatures
```
❯ go test ./engine/... -run TestGetDefaultConfig
--- FAIL: TestGetDefaultConfigurations (2.01s)
--- FAIL: TestGetDefaultConfigurations/hitbtc (0.39s)
panic: runtime error: slice bounds out of range [:-1] [recovered, repanicked]
```
The code was using strings.Index to find the quote currency position in the
symbol ID, then slicing the ID. When Index returns -1 (not found), it caused
a panic with 'slice bounds out of range [:-1]'.
Fixed by using the BaseCurrency and QuoteCurrency fields directly from the
Symbol struct, which is the correct approach and what the API provides.
* Initial plan
* Fix intermittent race condition in TestExecuteStrategy
Add synchronization point after async ExecuteStrategy call to wait for
background goroutine completion before resetting metadata. This prevents
the race condition where Stop() could be called after metadata reset,
causing errAlreadyRan instead of the expected errLiveOnly.
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
* Use assert.Eventually instead of manual polling loop
Replace manual for-loop polling with assert.Eventually for cleaner
and more idiomatic test synchronization.
Co-authored-by: gloriousCode <9261323+gloriousCode@users.noreply.github.com>
* Use require.Eventually instead of assert.Eventually
Change to require.Eventually to ensure test stops immediately if the
async goroutine doesn't complete, preventing potential race conditions
from leaking into subsequent test assertions.
Co-authored-by: shazbert <9391715+shazbert@users.noreply.github.com>
* Change error message from "should" to "must"
Update assertion message to reflect mandatory nature of the condition
when using require.Eventually.
Co-authored-by: shazbert <9391715+shazbert@users.noreply.github.com>
---------
Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
Co-authored-by: gloriousCode <9261323+gloriousCode@users.noreply.github.com>
Co-authored-by: shazbert <9391715+shazbert@users.noreply.github.com>
* codebase: Remove web frontend and related services
* refactor: Update StartPPROF to accept context and adjust related tests
* refactor: Simplify SetIfZero functions and update related tests
* config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields
* refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls
* refactor: Update error handling in DataHistoryManager and remove redundant error variable
* Binance: Refactor GetAggregatedTradesBatched and fix test
Fixes#2010
* Binance: Fix TestGetHistoricTrades
* BinanceUS: Refactor and fix GetAggregatedTradesBatched
* Binance: Add QuoteAsset to UCompositeIndexInfo and fix intermittent test fail
* fixup! Binance: Refactor GetAggregatedTradesBatched and fix test
* fix whoops
* const trafficCheckInterval; rm testmain
* y
* fix lint
* bump time check window
* stream: fix intermittant test failures while testing routines and remove code that is not needed.
* spells
* cant do what I did
* protect race due to routine.
* update testURL
* use mock websocket connection instead of test URL's
* linter: fix
* remove url because its throwing errors on CI builds
* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.
* remove another superfluous url thats not really set up for this
* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly
* linter: fixerino uperino
* fix ID bug, why I do this, I don't know.
* glorious: panix
* linter: things
* whoops
* dont need to make consecutive Unix() calls
* websocket: fix potential panic on error and no responses and adding waitForResponses
* bybit: enable multiconnection handling across websocket endpoints
* rm debug lines
* bybit: Add websocket trading functionality across all assets
* rm json parser and handle in json package instead
* in favour of json package unmarshalling
* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub
* handle pong response
* spelling
* linter: fix
* fix processing issues with tickers
* fix processing issues with tickers
* linter: fix
* linter: fix again
* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity
* spells and magic and wands
* merge: fixup
* linter: fix
* spelling: fix
* glorious: nits
* comparable check for signature
* mv err var
* rm comment as it does not
* update time fields for orderbook latency
* fix time conversion
* Add func MatchReturnResponses
* glorious: nits and stuff
* lint: fix
* attempt to fix race
* linter: fix
* fix tests
* types/time: strict usage of time type for usage with unix timestamps
* fix tests etc
* Allow match back with order details
* Add time in force values for different order types + extra return information on websocket trading
* glorious: nits
* gk: nits; engine log cleanup
* gk: nits; OCD
* gk: nits; move function change file names
* gk: nits; 🚀
* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call
* gk: nits; continued
* gk: engine nits; rm loaded exchange
* gk: nits; drop WebsocketLoginResponse
* stream: Add match method EnsureMatchWithData
* gk: nits; rn Inspect to IsFinal
* gk: nits; rn to MessageFilter
* linter: fix
* gateio: update rate limit definitions (cherry-pick)
* Add test and missing
* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit
* integrate rate limits for websocket trading spot
* bybit: split public and private processing to dedicated handler add supporting function and tests
* use correct handler for private inbound connection
* bybit/websocket: allow a shared ID between outbound payloads for inbound matching
* conform to match upstream changes
* standardise names to upstream style
* fix wrapper standards test when sending a auth request through a websocket connection
* whoops
* Update exchanges/gateio/gateio_types.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* linter: fix
* linter: overload
* whoops
* spelling fixes on recent merge
* glorious: nits
* linter: fix?
* glorious: nits
* gk: assert errors touched
* gk: unexport derive functions
* gk: nitssssssss
* fix test
* gk: nitters v1
* gk: http status
* gk/nits: Add getAssetFromFuturesPair
* gk: nits single response when submitting
* gk: new pair with delimiter in tests
* gk: param update slice to slice of pointers
* gk: add asset type in params, includes t.Context() for tests
* linter: fix
* linter: fix
* fix merge whoopsie
* glorious: nits
* gk: nit
* linter: fix
* glorious: nits
* linter/misc: fix and remove meows
* linter: fix
* misc/linter: fix
* change function names
* okx: update requestID gen func without func wrapping
* RM: functions not needed
* Update docs/ADD_NEW_EXCHANGE.md
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nitsssssss
* linter: fix
* Update exchanges/bybit/bybit_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_test.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nit words
* cranktakular: nits
* websocket: skip connections with subscriptions not required during channel flush
* websocket: simplify error handling in FlushChannels using if short
* linter: fix
* cranktakular: nits and expand coverage
* linter: fix?
* misc fix
* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy
* fix comments
* bybit: fix merge regression on websocket message filter
* cranktakular: nits
* bybit: Add global rate limits for websocket
* ai: nits
* linter: fix
* cranktakular: purge DCP ref/handling and add another TODO
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
* fix test
* fix alignment issue and rm println
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: fix
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* bybit: use connection method for segregated match on multi-connection
* cleanup after master merge
* fix test and config whoops
* cranktakular: nits
* exchange: add missing tests for base method websocket order funcs
* cranktakular: nits and refresh + tests
* cranktakular: pedantic nits
* linter: fixes
* t.Parallel tests
* glorious nit
* Update exchange/websocket/connection.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nits
* boss king: nits
* canktakular: nits
* Update exchanges/bybit/bybit_websocket.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* gk: nits
* linter: fix
* Update exchanges/bybit/bybit.go
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
* Update exchanges/bybit/bybit.go
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
* bossking: nits
* gk: much nicer design
* gk: revised naming for consideration
* gk: nits
* gk: nits restrict in configtest.json and not worry about many pairs enabled
* rm log
* linter: fix
* codex: nit
* cranktakular: nits
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/bybit/bybit_websocket_requests.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Update exchanges/bybit/bybit_wrapper.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits!
* thrasher: nits
---------
Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
