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Author SHA1 Message Date
Ryan O'Hara-Reid
e4d487e586 exchanges: Change wrapper function FetchTradablePairs to return currency.Pairs (#1093) 
* exchanges: FetchTradablePairs currency pair slice return (1)

* exchanges: finish conversion

* thrasher: nits + linter

* exchanges: shift var dec into for loop

* exchanges: Apply changes thanks @thrasher-

* Update exchanges/alphapoint/alphapoint_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: nitters

* Update exchanges/bitflyer/bitflyer_wrapper.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: fix more nitters

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2022-12-09 15:40:34 +11:00
Samuael A
2ac165a477 exchanges: Add OKX support (#1005) 
* public endpoints methods added

* Completing mapping REST endpoints

* Binanceus Wrapper methods -Partially

* Binanceus Wrapper methods -Partially

* BinaWra functions with test funs; Not Completed

* Finalizing wrapper methods & test

* Fix & Complete wrapper functions

* Finalizing wrapper methods & test

* Adding Stream Datas

* WS Test functions

* CI: Fix golangci-lint linter issues

* CI: Fix reverting unnessesary changes and type conversion issues

* CI: Fix reverting unnessesary changes and type conversion issues

* Adding Public endpoints and tests

* Adding Market and Public Endpoints

* Adding Public endoints

* Public Trading Endpoints & Authenticated Trade order methods

* Adding Authenticated Methods and Tests

* Adding algo and Funding Authenticated endpoints

* Adding funding trading endpoints and correspondint tests

* adding authenticated endpoints

* Completing Block Trading endpoints and added subaccount endpoints

* Completing sub account and grid Trading endpoints

* Adding Rate Limit and missing endpoints

* Wrapper and Websocket handlers

* Fixing Websocket Test and Push Data Handler Issues

* Fixing Websocket Test and Push Data Handler Issues

* Fixing linter issues, package dependency, and other slight tempos

* Fixing linter and slight tempos

* Update on test functions, and Rest and Websocket Endpoint handlers

* Remove okex, adding comments, and slight fixes on endpoints.

* Fixing linter issues and adding comments

* Slight code changes, updating documentation, and n and linter issues

* Fix context and configuration endpoint issues

* slight fixes on config and test files

* adding some missing test and fix linter issues

* fix linter issue

* Slight fixes on code structure, shorthand exp,and ot and other

* Fix slight linter issue

* Slight code fixes and fixing linter issues

* fixing linter iissues

* fixing linter iissues

* slight linter issue fix

* slight linter issue fix

* Fix on models, type convert funcs and endpoints

* Adding Error messages map and update of models

* Fix on error message string and linter issues

* Fix slight linter issue

* Fix slight linter issue

* Fixing type converts, models, and linter issues

* Adding Ws fixes

* Slight fix on websocket and other issues

* Adding slight websocket fixes

* Remove 'books5' channel default subscription

* Small changes on default subscription and checksum

* Fix slight websocket tempos

* Fix Wrapper function tempost and linter issues

* Resolving slight naming and other issues

* Resolve slight pointer issues

* resolve slight linter issues

* Resolve config files issue

* Update websocket and wrapper funcs with test and docs

* fixs on websocket multiplexer, types, and other slight issues

* fix slight linter issues

* slight update on web-socket orderbook and tickers

* fix slight issues and websocket runtime errors

* Slight unit test fix and assing simple semaphore

* FIx race issue

* Update on authenticated endpoints

* Fix wsSetupRun check in websocket 'setupWsAuth' func

* Update wsSetupRun check in websocket 'setupWsAuth' func

* Slight update on websocket handling

* Fix some race conditions

* fix slight tempos

* fix authenticated test issues

* Update on conditional statements

* slight update on unit test

* fix unit test tempos

* Fix slight tempos

* Change check map from struct valued to bool valued

* slight fix trial

* Slight unit test update

* Fix websocket timeout error

* Updating websocket subscription endpoints, and unit tests

* update unit tests

* Slight issue on wrapper method 'GetActiveOrders'

* Overall code update

* Addressing missing review comments

* Fix unit test tempo and linter issue

* Monor fix

* Slight update

* Slight unit test fix

* Slight fixes

* Slight fixes

* Fixing on missing review comments

* Adding WS Fixes

* slight fix

* Monor fix on unit test

* Minor convert issue

* Minor change on WS

* Monor logic fix

* Fix code structure and logic issues

* Fixing small typos

* fix slight data format issue

* Update on trade and order wrapper methods

* Adding slight update

* fix on order detail

* Slight update on FetchTradablePairs wrapper method

* Slight update on wrapper

* Update on deserialization and other slight issues

* Final update

* Resolve missing review comments

* Slight update on config and unit test

* minor fix on GetDepositAddress param

* Minor fix
 2022-12-09 11:44:29 +11:00
E Sequeira
d7d4933f93 exchange: add SetRequester to exchange Base (#1095) 
* add setRequester to exchange Base

* add tests

* fix lint

* Update exchange_test.go
 2022-12-07 16:07:04 +11:00
dependabot[bot]
3666dd0e0e build(deps): bump github.com/urfave/cli/v2 from 2.23.5 to 2.23.6 (#1092) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.23.5 to 2.23.6.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.23.5...v2.23.6)

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 2022-12-06 09:46:49 +11:00
dependabot[bot]
457387baab build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1088) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.13.0 to 2.14.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.13.0...v2.14.0)

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 2022-11-22 15:59:49 +11:00
dependabot[bot]
3549f5f179 build(deps): bump google.golang.org/grpc from 1.50.1 to 1.51.0 (#1089) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.50.1 to 1.51.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.50.1...v1.51.0)

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 2022-11-22 13:16:30 +11:00
Ryan O'Hara-Reid
e7c6fe9439 engine: filter and warning for empty string when syncing all deposit addresses (#1086) 
* helpers: transfer chains and deposit addresses filter and alert zero value string

* engine: remove 'Err:' as it's not an error.

* engine: remove '.' to be in line with other logs.

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-11-16 16:14:54 +11:00
dependabot[bot]
33aa26a140 build(deps): bump github.com/urfave/cli/v2 from 2.23.4 to 2.23.5 (#1083) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.23.4 to 2.23.5.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.23.4...v2.23.5)

---
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  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-11-14 16:56:19 +11:00
dependabot[bot]
157724a8a7 build(deps): bump golang.org/x/net from 0.1.0 to 0.2.0 (#1084) 
Bumps [golang.org/x/net](https://github.com/golang/net) from 0.1.0 to 0.2.0.
- [Release notes](https://github.com/golang/net/releases)
- [Commits](https://github.com/golang/net/compare/v0.1.0...v0.2.0)

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  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-11-14 16:13:38 +11:00
dsinuela-taurus
37b946b0b9 CoinbasePro: Fix funds parameter for market orders (#1079) 
* Fix funds parameter in coinbasepro wrapper for market orders

* Update tests

* Reorganize tests
 2022-11-11 13:25:50 +11:00
dsinuela-taurus
453c3118f6 EventManager: log current SleepDelay (#1080) 2022-11-11 13:22:20 +11:00
dependabot[bot]
b7590ec683 build(deps): bump github.com/urfave/cli/v2 from 2.23.0 to 2.23.4 (#1075) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.23.0 to 2.23.4.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.23.0...v2.23.4)

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  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-11-08 14:46:50 +11:00
dependabot[bot]
8e8372168e build(deps): bump github.com/spf13/viper from 1.13.0 to 1.14.0 (#1076) 
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.13.0 to 1.14.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.13.0...v1.14.0)

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- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-11-08 13:04:50 +11:00
dependabot[bot]
9fd5952deb build(deps): bump github.com/gofrs/uuid (#1077) 
Bumps [github.com/gofrs/uuid](https://github.com/gofrs/uuid) from 4.3.0+incompatible to 4.3.1+incompatible.
- [Release notes](https://github.com/gofrs/uuid/releases)
- [Commits](https://github.com/gofrs/uuid/compare/v4.3.0...v4.3.1)

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- dependency-name: github.com/gofrs/uuid
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-11-08 12:46:49 +11:00
dependabot[bot]
787e4b31e5 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1078) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.12.0 to 2.13.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.12.0...v2.13.0)

---
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- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-11-08 12:46:06 +11:00
Adrian Gallagher
b578d2d76e bybit/buf: Fix test issues (#1073) 
* bybit/buf: Fix issues

* Update exchanges/bybit/futures_type.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Address nitters

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
 2022-11-04 09:33:24 +11:00
E Sequeira
136dac8152 Kraken: use configured endpoint for futures (#1071) 
* fix: use configured endpoint for kraken futures

* cleanup

* Update kraken_futures.go

* remove redundant constant
 2022-11-03 14:03:30 +11:00
E Sequeira
c2d45635a9 requester: Remove httpclient.Do errors from latency measurement (#1072) 
* remove httpclient.Do errors from latency measurement

* fix an oopsie
 2022-11-02 15:51:41 +11:00
dependabot[bot]
c4385af13f build(deps): bump github.com/mattn/go-sqlite3 from 1.14.15 to 1.14.16 (#1069) 
Bumps [github.com/mattn/go-sqlite3](https://github.com/mattn/go-sqlite3) from 1.14.15 to 1.14.16.
- [Release notes](https://github.com/mattn/go-sqlite3/releases)
- [Commits](https://github.com/mattn/go-sqlite3/compare/v1.14.15...v1.14.16)

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- dependency-name: github.com/mattn/go-sqlite3
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-10-31 17:02:50 +11:00
dependabot[bot]
861f08d4fa build(deps): bump github.com/urfave/cli/v2 from 2.20.3 to 2.23.0 (#1070) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.20.3 to 2.23.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.20.3...v2.23.0)

---
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- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-31 17:01:57 +11:00
dependabot[bot]
744aaa0fa1 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#1064) 
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.11.3 to 2.12.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.11.3...v2.12.0)

---
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- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-25 10:54:20 +11:00
dependabot[bot]
38218a5da2 build(deps): bump github.com/urfave/cli/v2 from 2.20.2 to 2.20.3 (#1065) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.20.2 to 2.20.3.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.20.2...v2.20.3)

---
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- dependency-name: github.com/urfave/cli/v2
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  update-type: version-update:semver-patch
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 2022-10-25 10:51:07 +11:00
dependabot[bot]
fc647da273 build(deps): bump bufbuild/buf-setup-action from 1.8.0 to 1.9.0 (#1066) 
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.8.0 to 1.9.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.8.0...v1.9.0)

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 2022-10-25 10:50:16 +11:00
Ryan O'Hara-Reid
558a70e87f orders: add Filter() method to GetOrdersRequest and force FilteredOrders return type on wrapper functions (#1055) 
* orders: filter options return on validate

* exchanges: force filter usage by wrapper return type and shift method functionality

* exchanges: update tests and fix err shadow

* exchanges: shadowland

* exchanges: more shadow land spookyness

* glorious: nits and ftx upgrade

* linter: fix

* orders: preserve unpopulated fields through filtering operation

* glorious: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-10-24 13:28:32 +11:00
Ryan O'Hara-Reid
4e135c9590 logger: reduce go routine generation (#992) 
* logger: reduce go routine generation

* logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool

* logger: shift fmt package calls to worker pool

* logger: conform tests to new design

* linter: fix issues

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* UN-GLORIOUS: nits

* logger: Handle config variable

* logger: NITERINOS BY GLORIOUS CODE

* logger: revert

* glorious: nits

* Panic at the disco: fix

* Panic at the disco: fix

* logger: make sure logger closed and job channel emptied on start up error

* fix tests

* logger: reduce globals

* logger: finished reduces globals, reduce workers to one too keep everything in line.

* logger: remove comments

* logger/exhchange: linter issues

* db/test: fix linter

* logger: add tests shift wait before unlock

* logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing.

* logger: fix race and warn for conflict in config

* logger: fix name and add to tests

* logger: remove zero value field

* glorious: panic fix and removal of code

* logger: reinstate channels in close

* logger: shift reinstate processing to SetupGlobalLogger

* logger: segregate config.json from internal log.Config

* logger: fix silly mistake that is silly

* engine: Add protection for nil issues and implement new constructor in tests

* logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests.

* logger: actually set advanced settings

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/loggers.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update log/logger_multiwriter.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* logger: test issue when not purging temp file and contents

* loggertest: add more protections for the panics

* linter: fix

* glorious: nits

* cleanup

* logger: linter fix

* linter: fix(?) :/

* linter: revert change

* linter: fix

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-10-24 11:46:18 +11:00
dependabot[bot]
f5ee67549f build(deps): bump google.golang.org/grpc from 1.50.0 to 1.50.1 (#1060) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.50.0 to 1.50.1.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.50.0...v1.50.1)

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 2022-10-18 12:07:14 +11:00
dependabot[bot]
2f00f29f92 build(deps): bump github.com/urfave/cli/v2 from 2.19.2 to 2.20.2 (#1061) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.19.2 to 2.20.2.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.19.2...v2.20.2)

---
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- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-18 12:05:38 +11:00
dependabot[bot]
e5c2be27de build(deps): bump styfle/cancel-workflow-action from 0.10.1 to 0.11.0 (#1062) 
Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.10.1 to 0.11.0.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.10.1...0.11.0)

---
updated-dependencies:
- dependency-name: styfle/cancel-workflow-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-18 12:02:52 +11:00
E Sequeira
f7025b57e7 websocket: fix shutdown deadlock (#1059) 
* fix shutdown deadlock

* cleanup

* Update websocket.go
 2022-10-17 13:17:59 +11:00
Ryan O'Hara-Reid
9acbdbf203 depth: Add methods to derive liquidity allowances on orderbooks by volume and slippage (#962) 
* depth: methods to derive liquidity impact details

* depth: fix comments on link list methods

* depth: fix whoopsie

* Update exchanges/orderbook/linked_list_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* orderbook: standardise methods to GCT math package

* averagePrice: implementation (WIP)

* ll: hmmmmmm

* continued

* orderbook: reworked functions

* WIP

* orderbook: add tests link up with RPC

* orderbook: refined calculations, add tests (WIP)

* orderbook: add tests finalise/verify remove state until next PR if needed

* rpcserver/orderbook: remove redundant type and change wording

* linter: fix

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* gctcli: noobed it up

* orderbook: work work work (yesterday)

* depth: WIP and testing

* orderbook: improve calculations for bids traversal

* orderbook: adjust tests

* orderbook: linters/nits

* orderbook: fix error returns and add asset to whalebomb

* orderbook: drop error when full book is potentially consumed

* Update cmd/gctcli/orderbook.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* orderbook: Add tests and nits

* glorious: nits

* backtester: handle new errors

* grpc: linter

* orderbook: remove pesky t.Log()s

* glorious: nits (yesterday)

* depth/gctcli: Add in purchase requirements into orderbook movement, will also standardize in next commit after tests are fixed.

* orderbook: standardize and overhaul

* orderbook: update comments, update tests

* rpcserver: add average ordercost and amounts

* depth: add spread and imbalance methods

* linter: fix

* glorious: nits

* orderbook: don't purge price, rn test.

* glorious: codes nits

* linter: fix

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/orderbook/linked_list.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2022-10-14 16:43:37 +11:00
dependabot[bot]
74d0cc323d build(deps): bump github.com/urfave/cli/v2 from 2.17.1 to 2.19.2 (#1056) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.17.1 to 2.19.2.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.17.1...v2.19.2)

---
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- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-10 17:21:03 +11:00
dependabot[bot]
773d8484cd build(deps): bump google.golang.org/grpc from 1.49.0 to 1.50.0 (#1057) 
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.49.0 to 1.50.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.49.0...v1.50.0)

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updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-10 17:17:31 +11:00
Adrian Gallagher
b50b2e1b21 binance/btse/rpcserver: Specify AnySide/AnyType for order retrieval and fix order index bugs (#1054) 2022-10-10 12:33:28 +11:00
dependabot[bot]
fe41d74f3e build(deps): bump github.com/urfave/cli/v2 from 2.16.3 to 2.17.1 (#1050) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.16.3 to 2.17.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.16.3...v2.17.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-04 12:14:57 +11:00
dependabot[bot]
ef382da8d5 build(deps): bump github.com/d5/tengo/v2 from 2.12.2 to 2.13.0 (#1051) 
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.2 to 2.13.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.12.2...v2.13.0)

---
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- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-10-04 12:13:00 +11:00
dependabot[bot]
63a2e72ff1 build(deps): bump styfle/cancel-workflow-action from 0.10.0 to 0.10.1 (#1052) 
Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.10.0 to 0.10.1.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.10.0...0.10.1)

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- dependency-name: styfle/cancel-workflow-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-10-04 12:12:05 +11:00
Scott
2232478415 backtester: run manager (#1040) 
* begins defining run management options

* fleshes out concept

* completes fund manager and RPC commands

* coverage and improvements

* adds coverage, and bad log concept

* simplifies output at expense of races

* removes run logging for now. tightens races. adds cov

* Lints thine splints

* Fixes stopping and clearing bugs

* some niteroos

* fix races
 2022-09-30 14:15:10 +10:00
E Sequeira
625020c6e8 ftx: fix null currency.Pair UnmarshalJSON (#1049) 
* fix ftx unmarshal

* add tests

* fix ineffectual assignment to err

* Update currency/pair_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
 2022-09-29 10:01:18 +10:00
dependabot[bot]
71a10b055c build(deps): bump actions/setup-go from 2 to 3 (#1046) 
Bumps [actions/setup-go](https://github.com/actions/setup-go) from 2 to 3.
- [Release notes](https://github.com/actions/setup-go/releases)
- [Commits](https://github.com/actions/setup-go/compare/v2...v3)

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- dependency-name: actions/setup-go
  dependency-type: direct:production
  update-type: version-update:semver-major
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 2022-09-26 16:01:52 +10:00
dependabot[bot]
adef30ce48 build(deps): bump actions/checkout from 2 to 3 (#1047) 
Bumps [actions/checkout](https://github.com/actions/checkout) from 2 to 3.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v2...v3)

---
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- dependency-name: actions/checkout
  dependency-type: direct:production
  update-type: version-update:semver-major
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 2022-09-26 15:51:41 +10:00
Adrian Gallagher
735b2d334d ftx: Add support for hidden referral API endpoints (#1044) 2022-09-26 10:32:06 +10:00
Ryan O'Hara-Reid
0b95786931 engine: fix potential difference between exchange config name and default name (#1041) 
* engine: make sure upper and lower case names standardize from config to default and return error if sync item never matches

* nits: Add tests for @gloriouscode

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-09-21 16:34:11 +10:00
xiiiew
0184b8c924 binance/perf: Optimize UFuturesNewOrder function parameters (#1043) 
* pref(Binance.UFuturesNewOrder()):Optimize function parameters

* perf(Binance.UFuturesNewOrder()):Optimize function parameters

* Apply suggestions from code review

Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>

* fix: fix the linter issue

* fix(binance_test): fix gofmt lint

Co-authored-by: xw <xw@xwdeiMac.local>
Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
 2022-09-21 12:51:17 +10:00
Ryan O'Hara-Reid
0b6916cd45 binance: adjust outbound start and end time payload strings and update unix to milliseconds (#1039) 
* binance: adjust outbound start and end time to millisecond

* binance: set correct strings

* binance: convert to unixmilli and fix tests

* nits: fix execution limits, remove deprecated functions, fix tests requiring live tests to stay within a 30day time period.

* binance: rm params unused

* binance: comment fix

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
 2022-09-20 16:40:31 +10:00
dependabot[bot]
709023f54c build(deps): bump github.com/urfave/cli/v2 from 2.16.2 to 2.16.3 (#1034) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.16.2 to 2.16.3.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.16.2...v2.16.3)

---
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  dependency-type: direct:production
  update-type: version-update:semver-patch
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 2022-09-19 15:35:19 +10:00
dependabot[bot]
48f95dbbdd build(deps): bump bufbuild/buf-setup-action from 1.7.0 to 1.8.0 (#1035) 
Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.7.0 to 1.8.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.7.0...v1.8.0)

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- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-09-19 15:31:40 +10:00
E Sequeira
c615a79421 websocket: add SendMessageReturnResponse latency reporter (#1031) 
* add websocket sync request latency reporter

* add globalReporter similar to request package

* gofmt

* connection level reporter and test

* fix SetupNewConnection
 2022-09-19 12:39:29 +10:00
E Sequeira
e78287b26e coinbase/kraken: Add IOC support to SubmitOrder wrappers (#1025) 
* add IOC support to coinbase and kraken wrappers

* fix lint

* use explicit TimeInForce type

* fix kraken param

* fix fmt

* fix time_in_force
 2022-09-19 11:36:19 +10:00
Ryan O'Hara-Reid
f843b7d277 exchange: upgrade UpdatePair method (#991) 
* exchange: upgrade update pair

* exchanges: Add enabled string matching and format handling if discrepency is found.

* linter: fixes

* bithumb: fix tests

* BTSE: api change fix ordering

* huobi: fix tests

* gloriousnits: stage 1

* gloriousnits: stage 2

* currency: more nits

* bitmex: add spot and process pairs before currency package call.

* bitmex: finished correct orderbook matching and other implementations

* linter: fix issue

* currency: Fix linter

* currency: segregate and protect pair store, update tests

* currency/manager: clean code, rm log output

* currency: Add store method and make sure formatting stays nil if not stored.

* gct: check errors

* engine/websocketroutineman: fix tests

* bybit: fix duplication bug

* huobi: fix test

* btse: fix tests?

* ob/buffer: fix tests

* Update currency/manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* glorious: nits strikes again.

* exchange: add bypassConfigFormatUpgrades to stop formatting

* GLORIOUS LINTER

* Update exchanges/bithumb/bithumb_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* exchange: fix pair upgrade issue when duplications are in both avail and enabled pairs

* linter: fix shadow dec

* config: fix test

* Update currency/pair_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
 2022-09-16 08:59:27 +10:00
dependabot[bot]
ecc3b10402 build(deps): bump github.com/urfave/cli/v2 from 2.14.0 to 2.16.2 (#1026) 
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.14.0 to 2.16.2.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.14.0...v2.16.2)

---
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- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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 2022-09-12 15:33:37 +10:00