Commit Graph

1549 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
ee9c35d5ee grpc: add shutdown call for external management (#957)
* grpc: add shutdown call for external management

* go mod: tidy

* glorious: suggestion

* Update engine/engine.go

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

* Update engine/rpcserver.go

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

* Update main.go

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

* Update engine/rpcserver.go

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>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-05-20 11:20:39 +10:00
Ryan O'Hara-Reid
c492e6600e orders: Add method for creating cancel struct from order details (#947)
* orders: Add method for creating cancel struct from order details

* orders: remove uneeded fields

* glorious: nit
2022-05-19 17:53:58 +10:00
Ryan O'Hara-Reid
14cde7b786 exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954)
* exchange/wrapper: expose GetCredentials func to IBotInterface

* exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions

* interface: change name - RPCSercer: rm GetBase func call.

* glorious: nits (fix panic)

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-05-18 10:52:16 +10:00
dependabot[bot]
a9126f6317 build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-patch
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2022-05-16 15:47:01 +10:00
Ryan O'Hara-Reid
00c07e9952 request: adds WithVerbose function to package to add verbosity to request context (#950)
* request: adds WithVerbose function to package to add verbosity to request context

* request: add t.Parr....

* thrasher: nits
2022-05-16 15:26:06 +10:00
Ryan O'Hara-Reid
16a93b49a4 btcm: add modify order functionality, change return to pointer (#940)
* btcm: add modify order functionality, change return to pointer

* glorious: nits

* glorious: nits

* btcm: Adjust function name

* thrasher: nits

* thrasher: nits cont...
2022-05-16 10:55:23 +10:00
Ryan O'Hara-Reid
ccde38d25a engine: Add websocket data handler register function (#935)
* engine: Add websocket interceptor register function

* Update engine/engine.go

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

* Update engine/websocketroutine_manager_types.go

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

* engine/websock: switch to data handler function register and range over handlers to still include default gct handling

* engine/websocket: change name

* glorious: nits

* linter: fix

* glorious: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-05-16 09:04:17 +10:00
Ryan O'Hara-Reid
5cb26e7ecf ordermanager: fix test error introduced in #917 (#942)
* ordermanager: fix residual test issue from #917 and reduce some racey action

* glorious: nits; also removed functions that weren't being used and were unexported

* rm: pew

* linter: fix issues

* glourious: nits

* credentials: fix test issue with racey racey horse basey
2022-05-11 14:18:21 +10:00
Adrian Gallagher
61212fb8ea proto/lint: Add protobuf GitHub action and linter (#943)
* Buf upgrades

* Buf format and basic endpoint fixes

* gRPC linter fixes

* Amend buf.yaml linter exceptions

* Update README

* Freshly generated gRPC code after depends update

* Nitterinos
2022-05-10 15:38:50 +10:00
dependabot[bot]
5266437b27 build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0.
- [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/v2.5.1...v2.6.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2022-05-09 15:52:40 +10:00
Ryan O'Hara-Reid
5299f74a24 btcm: add order execution limit wrapper support (#941)
* btcm: add in order execution limit fetching

* btcm/test: add t.Parrrrrralllleeellllllllll

* btcm/wrapper: add update on startup

* glorious: nits

* thrasher: nit add status field
2022-05-09 15:19:28 +10:00
Ryan O'Hara-Reid
cdcc9630de order: slight optimizations (#917)
* order: slight optimizations

* orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations.

* orders: continue to convert string type -> uint

* orders/backtester: interim move type to orders package, later can expand or deprecate.

* orders: handle errors

* orders: optimize filters and remove error returns when its clearly not needed

* orders: remove log call

* backtester: zero value check

* orders/futures: zero value -> flag

* linter: fix

* linter: more fixes

* linters: rides again

* glorious: nits

* common: Add zero value unix check for time values; also addresses glorious nits

* glorious scott: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-05-06 12:27:21 +10:00
Ryan O'Hara-Reid
d735effc8e exchange/wrapper: add GetServerTime() for exchange analytics (#938)
* exchange/wrapper: add GetServerTime() for exchange analytics

* binance: fix linter issue

* glorious: nits

* glorious: nits rides again

* thrasher: nits implement huobi

* thrasher: nits add to exchange_wrapper_issues cmd
2022-05-06 11:38:59 +10:00
Ryan O'Hara-Reid
c6ad429827 orderbook/buffer: data integrity and resubscription pass (#910)
* orderbook/buffer: data integrity and resubscription pass

* btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!!

* buffer: reinstate publish, refaactor, invalidate more and comments

* buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments.

* dispatch: change publish func to variadic id param

* dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests.

* dispatch: don't create pointers for every job container

* rpcserver: fix assertion issues with data publishing change

* linter: fixes

* glorious: nits addr

* depth: change validation handling to incorporate and store err

* linter: fix more issues

* dispatch: fix race

* travis: update before fetching

* depth: wrap and return wrapped error in invalidate call and fix tests

* btcmarkets: fix commenting

* workflow: check

* workflow: check

* orderbook: check error

* buffer/depth: return invalidation error and fix tests

* gctcli: display errors on orderbook streams

* buffer: remove unused types

* orderbook/bitmex: shift function to bitmex

* orderbook: Add specific comments to unexported functions that don't have locking require locking.

* orderbook: restrict published data functionality to orderbook.Outbound interface

* common: add assertion failure helper for error

* dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests

* dispatch: export function

* engine: revert and change sub logger to manager

* engine: remove old test

* dispatch: add common variable ;)

* btcmarket: don't overflow int in tests on 32bit systems

* ci: force 1.17.7 usage for go

* Revert "ci: force 1.17.7 usage for go"

This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91.

* golangci: bump version add and remove linter items

* Revert "golangci: bump version add and remove linter items"

This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b.

* dispatch: remove unsused mutex from mux

* order: slight optimizations

* nits: glorious

* dispatch: fix regression on uuid generation and input inline with master

* linter: fix

* linter: fix

* glorious: nit - rm slice segration

* account: fix test after merge

* coinbasepro: revert change

* account: close channel instead of needing a receiver, push alert in routine to prepare for waiter.

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-05-03 12:37:08 +10:00
dependabot[bot]
8adbcd0b2c build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1.
- [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/v2.4.8...v2.5.1)

---
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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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2022-05-02 16:25:18 +10:00
Ryan O'Hara-Reid
6a02097431 account: storage, processing and method on balances update (#916)
* account: update account storage, retrieval and implement alert functionality when a currency change occurs.

* account: Add cancel channel

* account: remove old code

* account: don't embed mutex

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* account: addr nits

* account: Pull out test into indiv.

* account: Add test for update method

* account: add no change to test

* Update exchanges/account/account.go

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

* glorious: nits

* account/portfolio: differentiate between asset type segregation and default to spot holdings.

* glorious: nits

* thrasher: nit

* ticker: fix spelling

* Update engine/portfolio_manager.go

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

* thrasher: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-05-02 14:01:03 +10:00
Eng Zer Jun
21b3d6a6c9 test: use T.TempDir to create temporary test directory (#934)
* test: use `T.TempDir` to create temporary test directory

This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The
directory created by `t.TempDir` is automatically removed when the test
and all its subtests complete.

Prior to this commit, temporary directory created using `ioutil.TempDir`
needs to be removed manually by calling `os.RemoveAll`, which is omitted
in some tests. The error handling boilerplate e.g.
	defer func() {
		if err := os.RemoveAll(dir); err != nil {
			t.Fatal(err)
		}
	}
is also tedious, but `t.TempDir` handles this for us nicely.

Reference: https://pkg.go.dev/testing#T.TempDir
Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestCheckConnection on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: cleanup TestGenerateReport

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>
2022-04-28 12:01:15 +10:00
Ryan O'Hara-Reid
b87a0791b0 asset: bitmask type optimisation (#922)
* asset: basic optim. bitmask

* glorious: nits

* currency: forgot parralel in testttttt

* ticker/orderbook: test fixes

* engine/rpcserver: fix and expand tests
2022-04-28 09:49:43 +10:00
dependabot[bot]
b45fbb80ec build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2022-04-26 09:24:57 +10:00
dependabot[bot]
19c8bde9a0 build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8.
- [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/v2.4.0...v2.4.8)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2022-04-26 09:23:40 +10:00
dependabot[bot]
3d909f4620 build(deps): bump codecov/codecov-action from 1 to 3 (#925)
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 1 to 3.
- [Release notes](https://github.com/codecov/codecov-action/releases)
- [Changelog](https://github.com/codecov/codecov-action/blob/master/CHANGELOG.md)
- [Commits](https://github.com/codecov/codecov-action/compare/v1...v3)

---
updated-dependencies:
- dependency-name: codecov/codecov-action
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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2022-04-20 14:47:44 +10:00
dependabot[bot]
363233274b build(deps): bump actions/setup-node from 1 to 3 (#927)
Bumps [actions/setup-node](https://github.com/actions/setup-node) from 1 to 3.
- [Release notes](https://github.com/actions/setup-node/releases)
- [Commits](https://github.com/actions/setup-node/compare/v1...v3)

---
updated-dependencies:
- dependency-name: actions/setup-node
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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2022-04-20 14:06:20 +10:00
dependabot[bot]
411fd6d4d2 build(deps): bump actions/cache from 2 to 3 (#928)
Bumps [actions/cache](https://github.com/actions/cache) from 2 to 3.
- [Release notes](https://github.com/actions/cache/releases)
- [Changelog](https://github.com/actions/cache/blob/main/RELEASES.md)
- [Commits](https://github.com/actions/cache/compare/v2...v3)

---
updated-dependencies:
- dependency-name: actions/cache
  dependency-type: direct:production
  update-type: version-update:semver-major
...

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2022-04-20 13:56:25 +10:00
dependabot[bot]
b8662a1d45 build(deps): bump styfle/cancel-workflow-action from 0.9.0 to 0.9.1 (#926)
Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.0 to 0.9.1.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.0...0.9.1)

---
updated-dependencies:
- dependency-name: styfle/cancel-workflow-action
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2022-04-20 13:54:58 +10:00
Adrian Gallagher
9a4eb9de84 CI: Fix golangci-lint linter issues, add prealloc linter and bump version depends for Go 1.18 (#915)
* Bump CI versions

* Specifically set go version as 1.17.x bumps it to 1.18

* Another

* Adjust AppVeyor

* Part 1 of linter issues

* Part 2

* Fix various linters and improvements

* Part 3

* Finishing touches

* Tests and EqualFold

* Fix nitterinos plus bonus requester jobs bump for exchanges with large number of tests

* Fix nitterinos and bump golangci-lint timeout for AppVeyor

* Address nits, ensure all books are returned on err due to syncer regression

* Fix the wiggins

* Fix duplication

* Fix nitterinos
2022-04-20 13:45:15 +10:00
dependabot[bot]
c48e5ea90a build(deps): bump github.com/spf13/viper from 1.10.1 to 1.11.0 (#921)
Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.10.1 to 1.11.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.10.1...v1.11.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2022-04-14 11:41:19 +10:00
dependabot[bot]
7e202db89c build(deps): bump github.com/lib/pq from 1.10.4 to 1.10.5 (#918)
Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.4 to 1.10.5.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.4...v1.10.5)

---
updated-dependencies:
- dependency-name: github.com/lib/pq
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2022-04-10 21:28:05 +10:00
Ryan O'Hara-Reid
022001fecf btcmarkets: update order submission (#908)
* btcm/order: update order submission

* btcmarkets: addr nits

* btcmarkets: reinstate new order test
2022-03-25 15:05:24 +11:00
Ryan O'Hara-Reid
489e2ebade orderbook: export NewDepth(), add methods to orderbook.Unsafe type (#907)
* orderbook: export NewDepth function, return unsafe pointer

* orderbook: Add unsafe methods and liquidity checks

* Update exchanges/orderbook/unsafe.go

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

* orderbook: addr nits

* orderbook: update comments

* Update exchanges/orderbook/unsafe.go

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

* Update exchanges/orderbook/unsafe.go

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

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-03-25 11:38:56 +11:00
Ryan O'Hara-Reid
c84bc86a85 currency: Add methods to pairs type (#909)
* currency: Add methods to pairs type.

* currency/pairs: Address nits
2022-03-25 10:58:42 +11:00
dependabot[bot]
bf5ced90ca build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#904)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.9.0 to 2.10.0.
- [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/v2.9.0...v2.10.0)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
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2022-03-23 09:52:06 +11:00
dependabot[bot]
4ee9a53eb9 build(deps): bump google.golang.org/protobuf from 1.27.1 to 1.28.0 (#905)
Bumps [google.golang.org/protobuf](https://github.com/protocolbuffers/protobuf-go) from 1.27.1 to 1.28.0.
- [Release notes](https://github.com/protocolbuffers/protobuf-go/releases)
- [Changelog](https://github.com/protocolbuffers/protobuf-go/blob/master/release.bash)
- [Commits](https://github.com/protocolbuffers/protobuf-go/compare/v1.27.1...v1.28.0)

---
updated-dependencies:
- dependency-name: google.golang.org/protobuf
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2022-03-23 09:49:38 +11:00
Ryan O'Hara-Reid
1669f1c626 btcmarkets: Add websocket orderbook checksum validation (#900)
* btcmarkets: add websocket checksum, fetch different book via REST

* Update exchanges/btcmarkets/btcmarkets_test.go

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

* buffer: add explicit type for buffer related variables and comments, do all checks buffer side and load in setup as per glorious recom.

* buffer: fix tests add error

* buffer: test re-add code cov

* depth/stream/ws: fix tests, change field name to be more specific.

* buffer: rm unused field and small comment fixes

* btcm: remove redundant field

* glorious: nits

* buffer: fix commenting

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-03-21 16:19:58 +11:00
Ryan O'Hara-Reid
09fa2f236a context: Add authenticated HTTP credentials (#892)
* gRPC: context overide

* exchanges: continue update

* exchange: Update context handling
*Add setter methods for API credentials
*Shift credentials functionality to its own file in exchanges package
*Add tests
*Refactor function DeployCredentialsToContext for library usage
*Add function to process credential metadata from API boundary to internal use context value.
*Add OTP rpc handling

* exchanges: reverts to old style in GetFeeByType, reverts some code I accidently deleted. Plus things and other. XD

* template: update

* exchanges: fix linter issues

* REMOVE THAT AWESOME NEW LINE!

* gct: fix some tests

* I cant spell :(

* exchanges/gctscript: fix more tests

* coinnut: fix tests

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* Update exchanges/credentials.go

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

* glorious: nits

* exchanges/gctcli: stop applying empty credentials

* fix linters

* exchanges: add test

* rpceserver: actually check error for errors

* rpcserver: fix up tests

* Update exchanges/credentials.go

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

* exchanges/creds: move tests to corresponding files, add protection and segration for Credentials struct & ptr values

* exchanges/creds: allow subaccount to override default credentials via gRPC

* exchanges/credentials: don't return nil in GetCredentials

* creds: spelling

* exchanges: fix glorious NITS!

* credentials: Add in test and refactor IsEmpty method.

* credentials: change type positioning (glorious)

* exchange_template: Fix template changes

* DOCS: Refresh

* docs: fix spelling

* DOCS: fix alignment and add package

* DOCS: ALIGN!

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-03-21 13:58:08 +11:00
dependabot[bot]
58b9f8b9ec build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#903)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.8.0 to 2.9.0.
- [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/v2.8.0...v2.9.0)

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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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2022-03-19 15:41:32 +11:00
dependabot[bot]
48d51682b9 build(deps): bump github.com/urfave/cli/v2 from 2.3.0 to 2.4.0 (#902)
Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.3.0 to 2.4.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/master/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.3.0...v2.4.0)

---
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  dependency-type: direct:production
  update-type: version-update:semver-minor
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2022-03-16 12:03:38 +11:00
Ryan O'Hara-Reid
5e0cdc50d7 ftx: Add filter for negative orderbook values on bear tokens [REST] (#898)
* ftx: Add filter for negative values on bear tokens

* ftx: string comparison after issue found
2022-03-11 12:00:46 +11:00
dependabot[bot]
b17df4463d build(deps): bump google.golang.org/grpc from 1.44.0 to 1.45.0 (#899)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.44.0 to 1.45.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.44.0...v1.45.0)

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  dependency-type: direct:production
  update-type: version-update:semver-minor
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2022-03-11 09:22:38 +11:00
dependabot[bot]
105548511e build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#896)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.7.3 to 2.8.0.
- [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/v2.7.3...v2.8.0)

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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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2022-03-03 09:27:46 +11:00
Scott
86d3724507 Futures order position tracking & FTX scaled collateral calculation (#868)
* implements futures functions and GRPC functions on new branch

* lint and test fixes

* Fix uneven split pnl. Adds collateral weight test. docs. New clear func

* Test protection if someone has zero collateral

* Uses string instead of double for accuracy

* Fixes old code panic

* context, match, docs

* Addresses Shazniterinos, var names, expanded tests

* Returns subaccount name, provides USD values when offlinecalc

* Fixes oopsie

* Fixes cool bug which allowed made up subaccount results

* Subaccount override on FTX, subaccount results for collateral

* Strenghten collateral account info checks. Improve FTX test

* English is my first language

* Fixes oopsies

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Shaznit fixes

* Secret Shaznit

* Updates account information across wrappers to include more fields

* Updates online collateral calculations. Updates RPC data

* Accurately calculates collateral offline and online minus testing

* Tests and lint chocolate

* Simplifies accountinfo results

* Fixes shaznits

* Adds new func

* Increases collateral accuracy again again again x 200

* Increases accuracy of collateral rendering

* Fixes minor merge/test issues

* Linterino

* Fixes ws test. Improves collateral calculations and rendering

* Make it prettier

* Removes the lock I put on 👀

* Adds `additional_collateral_used` field, renders orig currency

* Fixes unrelated test

* Fix test

* Correctly calculate spot margin borrow collateral

* Address fun lint surprise

See https://github.com/golangci/golangci-lint/issues/741#issuecomment-1017014331

* Strange lint fixing x2

* Continued lint journey

* Nolint the nolint to not lint the lint

* Adds two new fields to response

* More linting issues arising

* fIX3s_c4s|NG

* Fixes command flags' incorrect numbering

* FairMarket = Won
2022-02-28 16:39:36 +11:00
khcchiu
5c8113b048 Exchanges: Set AccountInfo ID when available (#882)
* Exchanges: Set AccountInfo ID when avaiable

* Rename CollectAccountBalances to CollectBalances and add checks
2022-02-21 11:24:19 +11:00
Ryan O'Hara-Reid
6127e2ab73 Request: Fix http.Client race issue when setting transport layer proxy and timeouts (#885)
* 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>
2022-02-18 09:22:10 +11:00
Ryan O'Hara-Reid
11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

* currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway.

* currency/pairs: add filter method

* currency: add function to derive select currencies from currency pairs

* currency/engine: slight adjustments

* currency: fix linter issue also shift burden of proof to caller instead of repair, more performant.

* currency: more linter

* pairs: optimize; reduce allocs/op and B/op

* currency: Add in function 'NewPairsFromString' for testing purposes

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

* currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs

* currency: add pairs method to derive stable coins from internal list.

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

* *RetrieveConfigCurrencyPairs removed
*CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values.
*Drop Cryptocurrencies from configuration as this is not needed.
*Drop REST Poll delay field as this was unused.
*Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration.
*Allow Role to be marshalled for file type.
*Refactor RunUpdater to verify and check config values and set default running foreign exchange provider.

* currency: cleanup

* currency: change match -> equal for comparison which is more of a standard and little easier to find

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

* Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

* currency: add function and fix regression
* Change ConvertCurrency -> ConvertFiat to be more precise
* ADD GetForeignExchangeRate to get specific exchange rate for fiat pair
* Fix currency display and formatting regression and tied in with config.Currency fields

* engine: fix tests

* currency: return the amount when no conversion needs to take place

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

* currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades

* currency: Add temp dir for testing

* Update engine/engine.go

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

* documentation: update and regen

* currency: Address niterinos

* currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00
dependabot[bot]
2f353a78f8 build(deps): bump github.com/gorilla/websocket from 1.4.2 to 1.5.0 (#890)
Bumps [github.com/gorilla/websocket](https://github.com/gorilla/websocket) from 1.4.2 to 1.5.0.
- [Release notes](https://github.com/gorilla/websocket/releases)
- [Commits](https://github.com/gorilla/websocket/compare/v1.4.2...v1.5.0)

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2022-02-16 10:04:10 +11:00
Adrian Gallagher
9e252c5645 Update dependabot.yml file to ignore npm updates (#889) 2022-02-15 16:09:11 +11:00
dependabot[bot]
fff6df14ed build(deps): bump follow-redirects from 1.14.7 to 1.14.8 in /web (#888)
Bumps [follow-redirects](https://github.com/follow-redirects/follow-redirects) from 1.14.7 to 1.14.8.
- [Release notes](https://github.com/follow-redirects/follow-redirects/releases)
- [Commits](https://github.com/follow-redirects/follow-redirects/compare/v1.14.7...v1.14.8)

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  dependency-type: indirect
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2022-02-15 16:08:45 +11:00
dependabot[bot]
b2d543ceb4 build(deps): bump github.com/d5/tengo/v2 from 2.10.0 to 2.10.1 (#883)
Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.0 to 2.10.1.
- [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/v2.10.0...v2.10.1)

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  dependency-type: direct:production
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2022-02-10 12:34:50 +11:00
dependabot[bot]
1a29da48e5 build(deps): bump google.golang.org/grpc from 1.43.0 to 1.44.0 (#880)
Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.43.0 to 1.44.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.43.0...v1.44.0)

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  dependency-type: direct:production
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2022-01-27 09:50:08 +11:00
Luis Rascão
c65ec97556 huobi futures: improve market order type (#878) 2022-01-21 10:10:46 +11:00
dependabot[bot]
1970a8e1b3 build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#879)
Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.7.2 to 2.7.3.
- [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/v2.7.2...v2.7.3)

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2022-01-21 10:07:01 +11:00