This prevents the frequent (5x / hour) disconn/reconns we're seeing with a
10s or even 20s traffic timeout.
I'd like to base the interval on the traffic timeout / 2, but that's
non-trivial right now, and 8s isn't an excessive default
* starting public endpoints
* Adding public endpoints
* added public spot market endpoints
* websocket subscriptions updates
* websocket push data handlers completing
* linter fix
* Added funding private endpoints
* Adding authenticated account endpoints
* Added fiat and OTC-RFQ authenticated endpoints
* trading authenticated endpoints
* completing trade endpoints and add public wrapper endpoints
* Authenticated wrapper functions and corresponding unit test
* Adding authenticated websocket endpoint and fixing wrapper functions
* Documentation and exchange websocket update
* update websocket orderbook checksum handling
* linter issues fix and unit test update
* remove invalid orderbook endpoint and unit test
* Documentation, handlers, and model types update
* minot fix
* Minor fixes
* Updating unit tests and added missing endpoints
* Add missing credential check
* Minor unit test fixes
* fix minor linter issue
* add snaphot test unit test
* Fix on update checksum and documentation update
* update exchange, add UpdateOrderExecutionLimits, and update documentation
* Minor fix on tickers fetching
* Minor websocket fix and smaill unit tests
* Minor websocket and naming fixes
* uncomment default channels
* Fix type and unit test issues
* websocket channels and data handling update
* Update Advanced-Algo websocket handling and minor fixes
* documentation and minor code fixes
* Fix name changes
* documentation contribution update
* intervalToString method update
* fix exchange_wrapper_standard tests
* Fix minor issues based on exchange_wrapper_standards_test
* Fix wrapper extended candlestick check
* websocket orders fetching error check method update
* Exchange name check and change
* docs: Add missing contributors
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* stream/buffer: Adds key map optimisation (cherry-pick)
* stream/buffer: Add buffer to DataHandler intermediary. Add field InitialUpdate bool to toggle when first update is seen for initial sync.
* whoops
* buffer: Add difference benchmarks for reference
* glorious: nits (reverting out of context changes)
* RM unused error that will be used later
* purge: benchmark
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* fixes tests
* pair formats and extra fixes
* quick change before shazbert sees
* sneaky lint
* adds bybit mock testing and fixes test
* whoops
* error response instead
* classic forgetting to lint
* bybit live test no longer auto-records results
* ty thrasher- Update exchanges/bybit/bybit_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Bitstamp: Fix orderbook snapshot blanking LastUpdate
Drive-By: Remove:
`Bitstamp BTC/USDT spot orderbook has zero bid price, filtering.`
It's unactionable and happens every snapshot right now
* Bitstamp: Use ob timestamps for LastUpdate
Obviously.
* SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Btcmarkets: order.Buy and order.Sell changed to order.Bid and order.Ask
* Bithumb: SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Binanceus: SubmitOrder- order.Buy replaced with IsLong
Progresses #1720
* Bistamp: SubmitOrder- order.Buy replaced with IsLong
Progresses #1270
* Bitfinex: Changed order Side to IsLong
* Binance:switch added to SubmitOrder
* Binance: Replaced Buy and Sell in SubmitOrder with IsLong and IsShort
* Binance:SubmitOrder if statement for order side simplified
* Bitfinex: Fix ws new/modify Order Fields
Fixes Type, Amount and Symbol for new order, and IsShort for modify
order
* Bitfinex: Fix ws order type for margin
Also unifies the pair symbol method to standardised fixCasing
* Fix lint warning on shadow err
* Bitfinex: Remove CustomID duplication for ws
* Kraken: Fix GetActiveOrders AssetType and CancelOrder wrappers
AssetType wasn't set when calling GetActiveOrders and no default case handling was in CancelOrder
* Kraken: Add basic CancelOrder wrapper asset coverage
* Kraken: Add AssetType to GetOrderInfo
* Kraken: Add order status for open orders
* Bitfinex: Order Execution Limits and Testing
* Bitfinex: added proposed changes
* Bitfinex: lint fixes- removed the unnecessary whitespace and replaced the value with indexing
* Bitfinex: Moved data len check before the string conversion, moved the error for the array conversion before the info len check
* Bitfinex: Change GetSiteInfoConfigData to return slice, add tests
* Bitfinex: Fixed lint issue by preallocating pairs
* kraken: fix websocket orderbook processing
* kraken: clean
* glorious: nits also add todo
* more: add required checksum to TODO for future, move variable to top
* glorious: get mad
* orderbook: fix retrieve issue
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Kraken: Load asset limits for pairs
* Kraken: Add test for spot order limit loading
* Kraken: move Limits to UpdateExecutionLimits
* Kraken: Whitespace fixed
* Kraken: added ErrNotYetImplemented for the futures
* Kraken: Fix FetchTradablePairs Loading Limits
* Kraken: changed the error to match the Go 1.13 error package
---------
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
* Kraken: Fix Balances reporting 0 Free
This switches to BalancesEx(tended) to get Held assets so we can
construct a Total, Held and Free.
Without this fix we get 0 balance from GetFree()
Haven't added tests because no construct for mocks and it's private
data. Considering adding mocks a bridge to far for this fix.
* Kraken: Simplify GetBalance
* Okx: Fix panic during shutdown due to race
Error:
```
panic: runtime error: slice bounds out of range [:13340] with capacity 8192
bufio.(*Reader).Read(0x14000038540, {0x1400059cffc?, 0x4?, 0x0?})
/usr/local/go/src/bufio/bufio.go:250 +0x33c
github.com/gorilla/websocket.(*messageReader).Read(0x1400098bb78, {0x1400059cffc, 0x4, 0x4})
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1050 +0x208
io.ReadAll({0x12f36c618, 0x1400098bb78})
/usr/local/go/src/io/io.go:701 +0xe4
io/ioutil.ReadAll(...)
/usr/local/go/src/io/ioutil/ioutil.go:27
github.com/gorilla/websocket.(*Conn).ReadMessage(0x3?)
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1097 +0x54
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage(0x140006622d0)
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x30
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData(0x140019321e0?, {0x106909450, 0x140006622d0})
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:346 +0x94
created by github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).WsConnect
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:234 +0x134
exit status 2
```
This happens when there's a race in calls to bufio because it over-reads. See [this comment](https://github.com/golang/go/issues/42289#issuecomment-723393783)
Detected using go -race:
```
WARNING: DATA RACE
Read at 0x00c000818bc0 by goroutine 2156:
github.com/gorilla/websocket.(*Conn).NextReader()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1000 +0x38
github.com/gorilla/websocket.(*Conn).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1093 +0x28
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x44
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData()
```
Because we started a new wsFunnelConnectionData for each re-connect.
This bug might apply to other exchanges.
* Okx: Fix websocket waitgroup going negative
Move the waitgroup additions to the actual places that use them
* Okx: Add nolint for revive
* Okx: Move wg Adds to outside goros
There is a risk of a race condition if we let the goros Add themselves.
* Okx: Simplify websocket reading
This fixes the issue that the WsRead and Multiplexer were intrinsically
linked to the websocket, even though they need to survive both
disconnects and Disable/Enables.
Messages are now handled in a goro, which means they might not be
sequential, but there's a very high chance that messages of the same
codepath will be handled sequentially. So orderbook, ticked and order
messages should be sequential
* Okx: Switch to blocking processing of ws msgs
* Okx: Remove nolint from Setup
Actioning a review comment: @gloriousCode prefers to avoid having to nolint this in favour of
a func call return.
* Okx: Remove redundant Wg use inside WsReadData
* Okx: Fix WsMultiplexer Re-Run() shutdown
* switch over to package defined const for time layout
* bump appveyor playa
* bumperino to latest while setting patherino
* whoooops
* bump VS version set GOROOT
* puge build cache
* Revert "puge build cache"
This reverts commit 315bb578afc19529457f435e52af2172f5143bc5.
* bumperino to test
* purge setting of golang directory for version and allow default
* purge cache state when file change
* whoops
* thrasher: nits
* don't need to flusherino the cacherino
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
* Add test for dispatch channel reuse
* Dispatcher - make chans bidirectional
* No need to to keep the type assertion separate from the Get()
* Unexport Pipe's channel and add getter
* Okx: Fix Instrument unmarshal
This fixes: `json: invalid use of ,string struct tag, trying to unmarshal "" into float64`
when TwapSz or other fields are empty, which happened briefly today.
As a DriveBy it also simplifies the exposed Instrument type to native
types only.
* Okx: Add missing InstrumentFamily to Instrument
* Okx: Add Instrument Unmarshal tests
DriveBy: Removes stray newline in type conversions
* Okx: Fix empty line upsetting linter
* bitfinex: filter security pairs from spot trading
* asset: add securities type
* bitfinex: remove print
* linter: fix
* gomod tidy
* glorious: nits
* bitfinex: just some orderbook fun and added a pass through for bitfinex funding rate when rate == 0
* bitfinex: move update function from testmain to localised test
* test: fix up
* glorious:nits
* bitfinex; fix casing test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
When an existing ws disconnects the connection manager goro will call Connect.
This prevents Connect trying to start another connection manager if it's
already running
* Adding Public Endpoints and test functions
* Adding public endpoints and test functions
* Adding private spot endpoints
* Adding private endpoints and corresponding tests for margin
* Adding Margin Private endpoints
* Adding cross margin and flash swap endpoints
* Adding futures private endpoints
* Adding futures private endpoints and corresponding tests
* Adding Options and SubAccount endpoints and their unit tests
* Adding Wrapper functions
* Complete wrapper functions and corresponding unit test functions
* Fixing wrapper issues and adding websocket functions
* Update of Spot websocket and adding futures websocket handlers
* completed futures WS push data endpoints
* Completed Options websocket endpoints
* Adding websocket support for delivery futures and slight update on endpoint funcs
* Added Delivery websocket support and fix linter issues
* Update on Unit tests
* fix slight currency format error
* Fix slight endpoint tempos
* Update on conditional statements and unit tests issues
* fixing slight tempos
* Slight model and websocket data push method change
* Fix unit test tempos and updating models
* Fix on code structures and update on unit tests
* Slight code fix
* Remove print statements
* Update on tradable pairs fetch eps
* Fix websocket tempos
* Adding types to websocket routine manager
* Fix slight issues
* Slight fixes
* Updating wrapper funcs and models
* Slight update
* Update on test
* Update on tradable pairs
* update conditional statements
* Fixing slight issues
* Updating unit tests
* Minor fixes depending review comments
* Remove redundant method declaration
* Adding missing intervals
* Updating fetch tradable pairs
* update tradable pairs issues
* Addressing small tempos
* Slight fix on ticker
* Minor Fixes
* Minor review comment fixes
* Unit test and minor code updates
* Slight code updates
* Minor updates depending review comments
* Fixes
* Updating incoming message matcher
* Fix missing merge issue
* Fix minor wrapper issues
* Updating ratelimit and other issues
* Updating endpoint models and adding missing eps
* Update on code structure and models
* Minor codespell fixes
* Minor update on models
* fix unit test panic
* Minor race fix
* Fix issues in generating signature and unit tests
* Minor update on wrapper and unit tests
* Minor fix on wrapper
* Mini linter issues fix
* Minor fix
* endpoint fixes and slight update
* Minor fixes
* Updating exchange functions and unit tests
* Unit test and wrapper updates
* Remove options candlestick support
* Minor unit test and wrapper fix
* Unit test update
* minor fix on unit test and wrapper
* endpoints constants name change
* Add minor wrapper issues
* endpoint constants update
* endpoint url updates
* Updating subscriptions
* fixing dual mode endpoint methods
* minor fix
* rm small tempo
* Update on websocket orderbook handling
* Orderbook and currency pair update
* fix linter and test issues
* minor helper function update
* Fix wrapper coverage and wrapper issues
* delete unused variables
* Minor fix on ReadData() call
* separating websocket handlers
* separating websocket handlers
* Minor fix on enabled pair
* minor fix
* check instrument availability in spot
* create a separate subscriber for sake of multiple websocket connection
* linter fix
* minor websocket and gateio endpoints fix
* fix nil pointer exception
* minor fixes
* spelling fix decerializes -> deserializes
* fix Bitfinex unit test issues
* minor unknown currency pair labling fix
* minor currency pair handling fix
* slight update on GetDepositAddress wrapper unit test
* setting max request job to 200
* fixing numerical and timestamp type convert
* fix value overflow error
* change method of parsing orderbook price
* unifying timestamp conversion types to gateioTime
---------
Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local>
Ping handler for okx is not the RFC compat version gorilla would
support. Even if it was, I think the UseGorillaHandler is
broken/misconceived because it does not send keepalive pings, it responds to them.
This also increases the delay to 27, in keeping with the 30 second
timeout documented.
I think this issue was hidden by the noisy default subs.
When just using funding-rates, it showed straight away.
