Commit Graph

150 Commits

Author SHA1 Message Date
Gareth Kirwan
f9437dbd08 Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions

* This switches all RO uses of the mutex to use a RLock method.
* The mutex used for discrete field access has had scope drift from
  name 'connectionMutex' so rename to more appropriate fieldsMutex
* The mutex used for Set/CanUseAuthEndpoints moves from the
  subscriptions endpoint to the fieldsMutex
* Add GetSubscription by key
* Expose stream.Matcher type

* Bitfinex: Subscribe and Unsubscribe atomicly

* Fix Auth failures ignored
* This change makes it so that Subscribe and Unsubscribe wait for success
** Tells the DataHandler about errors
** Errors are returned to consumers
* Subscribes concurrently to the channels
* It also simplifies the chanId to stream mapping
* Removes unable to locate chanID: %d errors which are just noise
* Paves the way for unified channelSubscription id handling
* Adds support for subId for Book subscriptions, which is more robust

* Vastly simplifies what we need to test TestWsSubscribedResponse
This test was working to ensure that the various fancy key parsing
mechanisms all worked. Now that we use subId, we just need a thorough
test of that
* Expose Match.Set in order to capture websocket incoming data
Can't see another way of doing this. Doesn't seem too bad

* Allow tests to run with auth or WS
These flags made it difficult to run the tests whilst working on
websockets

* Enable API auth and WS in testconfig
This change minimises the changes requires for a full test run against
live endpoints, so that new contributors have a clearer testing path.
I cannot see any reason to turn WS off and Auth endpoints off when we're
not going to run API tests without Creds being set, and we're not going
to do live fire tests without canManipulateRealOrders

* TestWsSubscribe and various fixes
** Enables the websocket for live non-authed integration tests by default
** Adds an integration test for subscriptions
** Changes the Ws tests to respect canManipulateRealOrders
** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests
** Allows api creds to live in config/testdata.json which might be
  less likely to accidentally commit, and less obtrusive

* Bitfinex: Support period and timeframe for Candles

* Fixes manual Subscribe() symbol or key formatting
* Unifies handling of params for DefaultSubscriptions and manual
  subsrciptions

* Bitfinex: Handle conf and info WS channel events

* Bitfinex: Better tests for subscriptions

* fixup! Websockets: Add keys to websocket subscriptions

* fixup! Bitfinex: Subscribe and Unsubscribe atomicly

* fixup! Websockets: Add keys to websocket subscriptions

* Websockets: Add Pending subscription status

Add a status tracker so that Sub/Unsub can prevent duplicates,
and also fixes when first message comes before we have added the sub
to the tracker

* Websockets: Add State instead of pending

This change allows more clarity about the current state and
checks for specifically already Unsubing

* Bitfinex: Fix first sub message maybe lost

The only link we have between a sub req and the sub resp is the subID.
And the only link we have between a sub message and the sub is the chanID.
We can't derive a link using Pair or anything else.

This meant that by sending the resp and its chanID down the IncomingData
channel, we allowed the channel reader to maybe process the next
message, the first message on the channel, before the runtime executed
the switch back to subscribeToChan waiting on the chan.

To fix this, we key initially on subId.(string), and then replace it
with chanId.(int64) when we have it *inside* the wsHandleData so we
know we've procedurally handled it before the next message.

subscribeToChan is then free to remove the subId keyed Sub regardless of
error or not

If there's an error, we don't need to inline handling because there
won't be any second update.

Expands test coverage to make sure those subId keyed subscriptions are
removed.

* Websocket: Validate state in SetChanState

* fixup! Bitfinex: Fix first sub message maybe lost

* Websockets: Rename RemoveUnsuccessfulSubs

Implementation doesn't imply Unsuccessful or need to.
This change supports the registering of Pending subs

* Bitfinex: Fix race in Tests
2023-11-02 12:10:43 +11:00
Ryan O'Hara-Reid
ceef7a14e0 currency: Adds matching lookup table built from available pairs (#1312)
* currency: Add pair matching update (cherry-pick)

* exchange/currency: Add tests and update func

* linter fix, also if using json unmarshal functionality stop usage of string conversion without delimiter

* gemini: fix test

* currency/manager: potential optimisation

* exchanges: purge derive from wrapper cases and add warning comment

* glorious: nits

* glorious: nits

* linter: fix

* glorious: nits

* whoops

* whoops

* glorious: nits continued

* glorious: diff THANKS!

* hitbtc: fix update tradable pairs strings splitting. continue if not enabled tickers update pair.

* glorious: nits

* linter: fix

* Update exchanges/exmo/exmo_wrapper.go

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

* bitstamp: fix test when 32 biterinos architecturinos

* capture more strings for speed

* swapsies because whos running 32bit \0/?

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-10-18 11:57:27 +11:00
Scott
7f0faf7850 futures: add GetFuturesContractDetails wrapper function (#1274)
* all in a days work

* cleanup

* cleanup for real, also stop it binance.json

* minor coverage

* adds gateio to the slurry

* cleanup of types

* verbose verbose verbose verbose verbose verbose

* fixes huobi parsing issue

* fix bybit contract identification

* cleanup

* merge fixes

* addresses many big problems raised by SHAZ

* tracking errors and fixes

* funding rate if avail, fixes currency formatting

* Addresses nits and sneaks in extra fixes

* lint

* minor fixes after rebase

* better contract splitter for currencies like T-USDT

* forgot to add the exchange name like a fool

* merge fixes x1

* kucoin, direction, contract size

* rn direction, fix kucoin time

* WHOOPS

* Update exchanges/kucoin/kucoin_wrapper.go

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

* misdirection

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-10-03 16:04:45 +11:00
Ryan O'Hara-Reid
1adbc99526 exchanges: improves GetDefaultConfig method (#1245)
* exchanges: Add function to get standard config

* exchanges: add tests (cherry-pick here and above)

* after pick stuff

* cleanup

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-09-18 11:45:02 +10:00
Gareth Kirwan
6ab4c27d1c Bitfinex: Refactor websocket wsUpdate handling and various improvements (#1317)
* Bitfinex: Fix cancel/update order WS ack not seen

Fixes #1288

* Bitfinex: Fix ws Unsubscribe and Resubscribe

Unsubscribe needed to use the channel id.
Resubscribe needs to have the original subscription params.

* Bitfinex: Fix ws Trades Fees on te

The ws channel for authenticated Trades sends two types of update:
* te, Trade Executed
* tu, Trade Execution Update

Only the second one contains fee information.
[See the docs](https://docs.bitfinex.com/reference/ws-auth-trades)

This commit fixes:
`exchange Bitfinex websocket error - unable to type assert trade fee`
after an executed market trade on the te update

* Bitfinex: Fix error on ws auth ok

This fixes:
`Bitfinex Could not find an existing channel subscription: account Pair:
ChannelID: 0`
It's not clear from history why we'd want to store a reference to the
ubiquitous 0 channel like this, but it's definitely wrong, and anything
that attempts to get channel information about 0 chan needs to be fixed
anyway.

* Bitfinex: Refactor wsUpdate handling

This commit doesn't break out all the sub-updater, but attempts to do
something about the unmanagable size of ws update handling

* Binfinex: Fix linter issue on chanId casing

* Bitfinex: Fix linter outdent complaint

* Bitfinex: Fix linter issues on test

* Bitfinex: Fix TestWsTradingPairSnapshot chan lookup

* Bitfinex: Remove unnecessary WsAddSubs in test

* Bitfinex: Fix TestWsSubscribedResponse chan

* Bitfinex: Throw a specific error for bad event

* Bitfinex: WS Type assertions for positionSnapshots

* Bitfinex: tradeUpdate type assertion

* Bitfinex: Reinstate default subscriptions

* Bitfinex: Assert chan assetType is the same

* Bitfinex: Lowercase error string

* Bitfinex: Refactor WS eventType/chanId handling

* Bitfinex: Fix linter issues

* Bitfinex: Fix delimiter for pairs with more than 6 chars

* Bitfinex: Fix WS handling of subscribed symbols

This simplifies the handling of subscription symbols.
Now that we know the channel up front from handling the subscribed
response we can limit the parsing forms needed

* Bitfinex: Placate the linter

* Bitfinex: Disable margin assets for WS

Margin WS Currently not fully implemented and causes subscription collisions with spot

* Bitfinex: Fix parsing of 4 part funding keys

This improves overall handling and errors on a few current assumptions
about key structure

* Bitfinex: Linter fixes

* Bitfinex: Remove key parsing from assetPairFromSymbol

* Bitfinex: Use native error wrapping

* Bitfinex: Skip disabled assets in default ws subs
2023-09-01 16:46:00 +10:00
Bea
26692669c6 exchanges/order: Improve order side handling in SubmitOrder (#1299)
* 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
2023-08-11 14:05:43 +10:00
Gareth Kirwan
1f786f01f5 Bitfinex: Fix websocket new/modify order fields (#1280)
* 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
2023-08-04 15:49:03 +10:00
Bea
0cae2ad804 Bitfinex: Implement UpdateOrderExecutionLimits and tests (#1269)
* 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
2023-07-31 17:56:45 +10:00
Scott
fcc5ad4551 exchanges/qa: Add exchange wrapper testing suite (#1159)
* 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
2023-07-03 11:09:43 +10:00
Ryan O'Hara-Reid
d086c45b0a Bitfinex: filter security asset type from spot trading pairs (#1191)
* 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>
2023-06-05 11:53:07 +10:00
Ryan O'Hara-Reid
b20cf75d13 sharedtestvalues: Add helper functions and implement throughout exchange tests (#1163)
* exchanges/sharedtestvalues: implement new functions to handle test skipping and announcements for standardising.

* exchanges: fin test impl.

* linter: fixes

* exchange_template: fix test

* allocate so it doesn't make a panic at the disco

* glorious: nits

* glorious: nits

* Update exchanges/sharedtestvalues/sharedtestvalues.go

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

* Update exchanges/sharedtestvalues/sharedtestvalues.go

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

* glorious: nits

* linter: fix

* linter: shhhh

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-28 13:05:42 +10:00
Samuael A
969669cb0d linters: Bump golangci-lint version to v1.52.2 and fix issues (#1169)
* fix linter issues

* linter issue suppressing and fixing

* change linter version and linter issues fix

* Bump version
2023-04-27 10:13:46 +10:00
Ryan O'Hara-Reid
42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

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

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

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

* Update exchanges/kline/kline.go

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

* Update exchanges/kline/kline_test.go

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

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00
Ryan O'Hara-Reid
7cadc5cffb cmd/wrapper_coverage: prevent non-needed REST requests via context timeout (#1154)
* wrapper_coverage/exchanges: cancel context to not send rest requests/ populate context through functions that do rest requests

* linter: fix

* exchange_template: fix test

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-04-02 11:20:25 +10:00
Donald Adu-Poku
82c79a9287 stream: set connection monitor delay. (#1120)
* stream: set connection monitor delay.

- this fixes a bug where the connection monitor delay config value does not
get set to the websocket on intialization.

* multi: add connection monitor delay to exchange config.

- this adds the connection monitor delay config option to the exchange type.
- the validate function of the exchange type has been updated to validate the
connection monitor delay value as well.

* multi: resolve review issues.
2023-01-31 09:21:51 +11:00
Adrian Gallagher
a79e0d2b3e qa/spelling: Add Codespell support (#1121)
* Add codespell support

* Fix paths

* Add HTML files to exclusion list
2023-01-30 12:36:56 +11:00
Ryan O'Hara-Reid
05558aabfb bitfinex: fix potential panic caused by wrapper issues cmd (#1118)
* bitfinex: fix potential panic caused by wrapper issues cmd

* bitfinex: add tests and disallow empty base, empty quote is fine.

* rm quote check

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-01-24 16:50:59 +11:00
Scott
03a24b3ab1 Backtester: custom interval support (#1115)
* add backtester support

* Prevent live data custom candles, prevent nanosecond candles

* test coverage

* a more interesting rsi strategy result

* actual custom candle and proper strat date

* add test to old funk

* typos 🌞 🌞

* this was definitely worth failing linting for

* Adds stricter processing and adapts to it

* now compat with partial and absent candles

* test fixes, zb fixes

* fix more introduced bugeroos

* fix more introduced bugeroosx2

* linting for one space is so annoying

* addresseroos niteroos

* Update backtester/engine/setup.go

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

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-24 16:05:46 +11:00
Ryan O'Hara-Reid
83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

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

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

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

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

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

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

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

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-01-17 16:22:33 +11:00
Scott
017cdf1384 Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run

* Fixes data appending

* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy

* Attempting to get cash and carry working

* Poor attempts at sorting out data and appending it properly with USD in mind

* =designs new live data handler

* Updates cash and carry strat to work

* adds test coverage. begins closeallpositions function

* Updates cash and carry to work live

* New kline.Event type. Cancels orders on close. Rn types

* =Fixes USD funding issue

* =fixes tests

* fixes tests AGAIN

* adds coverage to close all orders

* crummy tests, should override

* more tests

* more tests

* more coverage

* removes scourge of currency.Pair maps. More tests

* missed currency stuff

* Fixes USD data issue & collateral issue. Needs to close ALL orders

* Now triggers updates on the very first data entry

* All my problems are solved now????

* fixes tests, extends coverage

* there is some really funky candle stuff going on

* my brain is melting

* better shutdown management, fixes freezing bug

* fixes data duplication issues, adds retries to requests

* reduces logging, adds verbose options

* expands coverage over all new functionality

* fixes fun bug from curr == curr to curr.Equal(curr)

* fixes setup issues and tests

* starts adding external wallet amounts for funding

* more setup for assets

* setup live fund calcs and placing orders

* successfully performs automated cash and carry

* merge fixes

* funding properly set at all times

* fixes some bugs, need to address currencystatistics still

* adds 'appeneded' trait, attempts to fix some stats

* fixes stat bugs, adds cool new fetchfees feature

* fixes terrible processing bugs

* tightens realorder stats, sadly loses some live stats

* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!

* fix tests

* coverage

* beautiful new test coverage

* docs

* adds new fee getter delayer

* commits from the correct directory

* Lint

* adds verbose to fund manager

* Fix bug in t2b2 strat. Update dca live config. Docs

* go mod tidy

* update buf

* buf + test improvement

* Post merge fixes

* fixes surprise offset bug

* fix sizing restrictions for cash and carry

* fix server lints

* merge fixes

* test fixesss

* lintle fixles

* slowloris

* rn run to task, bug fixes, close all on close

* rpc lint and fixes

* bugfix: order manager not processing orders properly

* somewhat addresses nits

* absolutely broken end of day commit

* absolutely massive knockon effects from nits

* massive knockon effects continue

* fixes things

* address remaining nits

* jk now fixes things

* addresses the easier nits

* more nit fixers

* more niterinos addressederinos

* refactors holdings and does some nits

* so buf

* addresses some nits, fixes holdings bugs

* cleanup

* attempts to fix alert chans to prevent many chans waiting?

* terrible code, will revert

* to be reviewed in detail tomorrow

* Fixes up channel system

* smashes those nits

* fixes extra candles, fixes collateral bug, tests

* fixes data races, introduces reflection

* more checks n tests

* Fixes cash and carry issues. Fixes more cool bugs

* fixes ~typer~ typo

* replace spot strats from ftx to binance

* fixes all the tests I just destroyed

* removes example path, rm verbose

* 1) what 2) removes FTX references from the Backtester

* renamed, non-working strategies

* Removes FTX references almost as fast as sbf removes funds

* regen docs, add contrib names,sort contrib names

* fixes merge renamings

* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval

* Fixes live order bugs with real orders and without

* Apply suggestions from code review

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

* Update backtester/engine/live.go

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

* Update backtester/engine/live.go

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

* Update backtester/config/strategyconfigbuilder/main.go

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

* updates docs

* even better docs

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-05 13:03:17 +11:00
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
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
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
Jaydeep Rajpurohit
247da918a8 exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter

* adds test

* revert configtest.json changes

* configtest updated

* WIP: adds public endpoint support

* WIP: adds public endpoint support

* adds public endpoint support

* WIP: adds auth. endpoint support

* adds test for auth. endpoint

* fixes

* adds auth. endpoint support

* WIP: ws support

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* WIP

* Testing

* Complete WS spot testing

* adds support for ws events

* minor change

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* WIP: adds REST support for CoinMarginedFutures

* Fixes

* improvement in SPOT REST

* Typo fix

* WIP: add REST support for CMF Account API

* minor fixes

* WIP: add support for CMF conditional orders and few minor fixes

* complete support for CMF conditional orders

* adds support for public CMF endpoint

* adds support for CMF position API

* Complete REST CMF support

* WIP

* Testing REST CMF support

* Testing REST CMF support

* Testing REST CMF support completed

* WIP: add support for UMF

* completed non-auth UMF

* WIP: add support for REST Auth. UMF

* WIP: add support for REST Auth. UMF and some improvements

* WIP

* WIP

* WIP

* completed REST UMF

* renaming

* adds REST support for futures

* add testcases for UMF and some optimizations

* add testcases for futures

* Testing UMF, futures and its changes

* Fixes

* Fixes after testing

* WIP

* WIP

* WIP

* completed ws USDT futures support

* WIP: ws support for futures

* fixes in WS futures

* fixes in WS support

* roll back changes made for WS CMF, USDT and Futures

* fixes

* WIP

* WIP

* fixes

* Steps for new PR

* WIP

* WIP

* WIP

* WIP

* complete PR setup

* fixes for successfully running tests

* update in symbol for futures pair in test file

* WIP

* Fixes in test file and other minor fix

* fix testdata/configtest.json

* reset CONTRIBUTORS file

* review changes

* remove unwanted file

* remove redundant code

* improvisation

* adds comment for exported functions

* remove unwanted TODO and commented code

* fix

* improvisation

* fix

* defined errors

* improvisation

* improvisation

* improvisation

* updates test

* adds comment for exported types

* review changes

* review changes

* fix

* fixes

* Changes for making BYBIT compatible with existing code base

* Test file changes

* Changes for making BYBIT compatible with existing code base

* Changes for making BYBIT compatible with existing code base

* fix lint issues

* fix

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* review changes

* WIP

* add test cases for new API's

* minor improvements

* add missing API and their tests

* minor fixes

* add bybitTime

* add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support

* fix GetTradeHistory function

* error handling

* test fixes

* add GetServerTime API

* adds GetHistoricCandlesExtended and review changes

* test fixes

* minor fix

* integrating CMF Bybit recent change log

* minor fixes

* adds extractCurrencyPair

* minor fixes

* minor fix

* review changes

* adds variable declaration of error

* review commit

* adds embeddable type in API response for all API and integrate it

* fixes

* adds authentication WS connection

* review changes

* review changes

* compatible changes

* adds asset to GetWithdrawalsHistory

* adds asset_type in rpc.proto

* adds asset argument in gctcli withdrawal request command

* improve error handling in exchange API error

* web socket fix

* review changes

* improvements

* improvements

* minor fix

* review changes

* fixing wrapper issues

* fixes

* fixes

* review changes

* add test cases

* fix for GetActiveOrders

* lint fixes

* fixes in websocket

* adds wrapper testcases

* adds wrapper testcases

* adds wrapper testcases

* fixes

* fix issue with GetHistoricCandlesExtended

* fix merge issues

* improving error reporting

* adds wrapper testcases and a minor fix

* gctrpc changes

* adds test cases
fixes in websocket

* review changes for ws

* review changes in WS

* fix gctrpc

* merge fixes

* review changes

* WIP

* updates pair in configs

* adds new asset USDCMarginedFutures

* adds URL const for USDCMarginedFutures

* adds API support

* minor fixes

* adds kline API

* minor fix

* adds API

* adds API

* adds API

* WIP

* WIP

* WIP

* adds support for USDC auth requests to SendAuthHTTPRequest

* adds SendUSDCAuthHTTPRequest

* run test and fix them

* rollback support added for Auth. USDC request inside SendAuthHTTPRequest

* adds API and test cases

* adds API and test cases

* adds APIs and test cases

* adds APIs

* adds rate limit for USDC

* adds USDCMarginedFutures to wrapper

* adds USDC testcases in wrapper and fix few issues

* minor test fixes

* minor test fixes

* fix lint issues

* WIP

* Merge changes

* minor fixes

* remove "else" and optimize

* review changes

* review changes

* review changes

* fix lint issue

* merge fix

* fix test

* fix templates and run them

* changes after merge

* review changes and improvements

* code improvement

* fixes with respect to changes in API response in documentation

* fixed review change in test

* adds check in CancelExistingOrder

* update exchange template

* review changes

* adds GetDepositAddress API

* WIP: adds GetOrderHistory

* complete GetOrderHistory

* fixes

* adds test case

* fixes and add WithdrawFund API

* WIP

* WIP

* updating all SendAuthHTTPRequest call

* adds WithdrawCryptocurrencyFunds

* update test cases

* fix lint issues

* fixes after merge

* adds GetAvailableTransferChains and few fixes

* minor fix in GetDepositAddress

* minor fix with WS ping/pong handling

* add ping handler for WS Auth.

* fix typo mistake

* update doc
2022-08-08 11:29:43 +10:00
Ryan O'Hara-Reid
663e753f52 account: segregate holdings by credentials for future multi-key management (#956)
* exchanges/account: shift credentials to account package and segregate funds to keys

* merge: fixes

* linter: fix

* Update exchanges/account/account.go

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

* glorious: nits + protection for string panic

* glorious_suggestion: add method for matching keys

* linter: fix tests

* account: add protected method for credentials minimizing access, display full account details to rpc.

* linter: spelling kweeeeeeen

* accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching.

* accounts: theres no point in pointerising everything

* linter: ok pointerise this then...

* exchanges: fix regression add in little notes.

* glorious: nits

* Update exchanges/account/credentials.go

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

* Update exchanges/account/credentials_test.go

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

* Update exchanges/account/credentials_test.go

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

* glorious: nits

* gloriously: fix glorious glorious test gloriously

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-07-21 15:05:31 +10:00
Ryan O'Hara-Reid
a12cd3d733 orders: Add methods to derive SubmitResponse and Detail types (#955)
* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct

* orders: add coverage, fix tests

* coinut: rm test for checking

* orders: revert change for return and change field ID to a more explicit name OrderID

* orders: Add method to see if the order was placed

* order: change field name in Cancel type to be more explicit

* orders: standardize field -> OrderID

* backtester: populate change

* orders: add test

* gctscript: fix field name

* linter: fix issues

* linter: more fixes

* linter: forever

* exchanges_tests: populate order.Submit field exchange name

* Update exchanges/order/order_types.go

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

* Update exchanges/order/orders.go

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

* glorious: nits

* glorious: nits

* thrasher: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-06-06 11:52:15 +10:00
Ryan O'Hara-Reid
a63aa6b616 orders: Add derive modify struct method from order.Detail (#948)
* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details

* exchanges: call modify method in wrappers

* linter: fixes

* engine/wsroutineman: remove print summary

* glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this.

* Update exchanges/order/orders.go

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

* glorious: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-05-30 14:38:21 +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
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
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
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
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
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
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
da3402476e tool/exchange_wrapper_coverage: fix regression and implement reflection (#837)
* cmd/tools/exchange: fix regression and implement reflection so as this can dynamically scale to our interface

* exchanges: add comment and fix whoopsie

* exchanges: fix linter issues

* wrapper_cov_tool: add actual full interface method count to get a better perceived deployment

* exchanges/tool: addr glorious nits

* kraken: remove string in test

* exchange_template_tool: fix tmpl issue
2021-11-17 15:41:21 +11:00
khcchiu
8617b50ff6 Exchanges: enrich order history with avg executed price, cost, and more (#792)
* Exchanges: enrich order history with avg executed price, cost, and more

* Fix division by zero in order detail enrichment

* Remove DateCompleted from Bithumb OrderData and fix OrderDate parsing

* Fixes on order detail fields and rename EnrichOrderDetail to CalculateCostsAndAmounts

* BTSE order history populate name and id

* Calculate average executed price for market order or when order amount is zero

* Minor fixes on infer order amounts, costs, and times

* Attach InferAmountsCostsAndTimes to Order.Detail

* Binance: fix order status

* Always use order.StringToOrderStatus() and ensure order has at least one of executed/remaining amount set
2021-10-26 11:22:30 +11:00
Ryan O'Hara-Reid
099ffa1a60 stream/websocket: Consolidate fields by using exchange config pointer (#809)
* stream: add exchange config pointer to setup WebsocketSetup struct to reduce and consolidate setting of variables.

* config: reduce stutter

* config: reduce minor stutter

* glorious: nits addr.

* Update exchanges/stream/websocket.go

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

* websocket: implement fix

* engine/helpers: fix test

* exchanges: fix after merge issues

* exchange_template: fix output

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-10-20 15:45:06 +11:00
Luis Rascão
a70224d123 exchanges/websocket: Allow configuration of orderbook publish period (#805)
* Allow configuration of orderbook publish period

For some applications that import GCT it's more interesting to be
immediately notified of an exchange orderbook update instead of
only getting notified every 10 seconds. This option allows that
to happen while keeping the previous default.

* exchanges: allow configuration of orderbook update period
2021-10-20 11:44:24 +11:00
Adrian Gallagher
0c00b7e1df exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support

* Start tidying up

* Add multichain transfer support for Bitfinex and fix poloniex bug

* Add Coinbene multichain support

* Start adjusting the deposit address manager

* Fix deposit tests and further enhancements

* Cleanup

* Add bypass flag, expand tests plus error coverage for Huobi

Adjust helpers

* Address nitterinos

* BFX wd changes

* Address nitterinos

* Minor fixes rebasing on master

* Fix BFX acceptableMethods test

* Add some TO-DOs for 2 tests WRT races

* Fix acceptableMethods test round 2

* Address nitterinos
2021-10-15 15:55:38 +11:00
Adrian Gallagher
f0d45aa1d2 golangci-lint/CI: Bump versions and introduce new linters (#798)
* golangci-lint/CI: Bump versions

Fix remaining linter issues

* Specifically set AppVeyor version

* Fix the infamous typos 👀

* Add go env cmd to AppVeyor

* Add go version cmd to AppVeyor

* Specify AppVeyor image, adjust linters

* Update go get to go install due to deprecation

* Bump golangci-lint timeout time for AppVeyor

* Change NW contract to NQ

* Address nitters

* GetRandomPair -> Pair{}

* Address nits

* Address time nitterinos plus additional tweaks

* More time inception upgrades!

* Bending time and space
2021-10-14 16:38:53 +11:00
Ryan O'Hara-Reid
d636049fb2 exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
2021-09-11 13:52:07 +10:00
Luis Rascão
c9ab0b1164 exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)
* exchanges: add an UpdateTickers method to the main exchange interface

This method will fetch all currency pair tickers of a given asset type
and update them internally, does nothing for now.

* exchanges: refactor UpdateTicker on all exchanges

Keep the exact previous behaviour but implement the UpdateTickers
method and refactor UpdateTicker by using it where applicable.

* sync_manager: update all tickers when batching is enabled

* binance: UpdateTicker to fetch single ticker symbol

* ftx: UpdateTicker to fetch single ticker symbol
2021-08-27 12:31:34 +10:00
Yordan Miladinov
2da239735f gctrpc/order manager: Add ModifyOrder endpoint (#724)
* gctcli: modifyorder stubs

* gctcli: add ModifyOrderRequest and ModifyOrderResponse in rpc.proto

* gctcli: regenerate rpc.pb.go after the addition of ModifyOrder structs

* gctrpc: add ModifyOrder() and regenerate dependent files

* gctcli: modifyorder command now uses newly generated ModifyOrder() RPC

* exchanges/order/orders.go: use time.Time.Equal() instead of ==

* gctrpc: update ModifyOrderRequest and ModifyResponse and regenerate gRPC

* gctcli/commands: rework modifyorder

* engine: implement RPCServer.ModifyOrder

* engine: commit an initial version OrderManager.Modify(), still does not update state of managed orders

* engine: OrderManager.Modify now updates the inner state of managed orders, but introduces race conditions, needs fixes

* engine/order_manager.go: comply with golangci-lint

* gctcli: fix getOrderCommand.ArgsUsage

* gctcli: fix getModifyOrderCommand args and ArgsUsage

* engine: OrderManager.Modify() now correctly updates price of modified order

* engine: RPCServer.ModifyOrder now uses checkParams() as advised

* exchanges: (1) IBotExchange.ModifyOrder now returns a Modify struct, (2) all exchanges are updated to comply with that change

* exchanges/order: Detail.UpdateOrderFromModify also updates the ID

* engine/order_manager: add store.modifyExisting() and use it in OrderManager.Modify to update (on success) the state of the modified order

* exchanges: Bitfinex.ModifyOrder() now returns the ID in case of an error

* engine: OrdetManager.Modify() now emits an order event

* exchanges/bithumb: proper order.payment_currency key

* engine/order_manager: populate more Modify fields as they are needed by (some) exchanges, add comments

* engine: test OrderManager.Modify()

* engine: test store.modifyExisting()

* engine: write a docstring for store.modifyExisting

* engine: OrderManager.Modify() now also sets Modify.Price and Modify.Amount in case of zero values

* engine: TestOrderManager_Modify() now verify the effects of price and/or amount set to 0

* engine: OrderManger.Modify() now uses the commsManager to let observers know of errors

* engine: TestOrderManager_Modify() uses t.Fatal()

* engine: TestOrderManager_Modify() and TestStore_modifyOrder() supply t.Error() with proper messages

* exchanges/order_manager_test: fix a golangci-lint complaint

* engine/order_manager: fix an error comparison bug and simplify

* gctcli/commands: check if either price or amount is set, otherwise we would waste an API call
2021-08-06 10:09:14 +10:00
Ryan O'Hara-Reid
a2381310da GCT: general updates across codebase (#699)
* orderbook: export orderbook nodes for external strategy inspection

* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)

* include waiting functionality for depth change alert

* backtester: add word.

* log: include logger changes to impl with downstream integration

* engine: reduce params for loading exchange

* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options

* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate

* engine/syncmanager: add in waitgroup for step over for external package calls

* cleaup

* engine: linter fix

* currency/fx: include all references to fiat currencies to default

* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations

* syncmanager: changed config variable to display correct time

* ordermanager: Add time when none provided

* currency/manager: update getasset param to get enabled assets for minor optimizations

* ftx: use get all wallet balances for a better accounts breakdown

* orderbook: unlock in reverse order

* bithumb: fixes bug on market buy and sell orders

* bithumb: fix bug for nonce is also time window sensitive

* bithumb: get orders add required parameter

* bithumb: Add asset type to account struct

* currency: improve log output when checking currency and it fails

* bithumb: Add error return on incomplete pair

* ticker:unexport all service related methods

* ticker/currency: fixes

* orderbook: fix comment

* engine: revert variable name in LoadExchange method

* sync_manager: fix panic when enabling disabling manager

* engine: fix naming convention of exported function and comments

* engine: update comment

* orderbook: fix comment for unsafe type
2021-07-29 14:42:28 +10:00
Scott
63257ce4ca Improvement: Speeding up slow tests (#707)
* Speeds up tests

* Reduces time.Sleeps, lowers CreateTestBot complexity. Breaks things

* Removal of unecessary config reads. Parallel tests. Lower times

* Speeds up recent trades results

* mini update

* zoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooom

* Removes the dupes

* Lint

* post cherrypick

* Fix rare kraken data race

* Fixes banking global issues. Fixes postgres trades

* rmline for appveyor test

* Expands timeout in event that channel is closed before send

* Fix data race

* No rows, no bows and definitely no shows

* Removes parallel from createsnapshot tests

* Extends timedmutext test a smidge. Exchange fatality

* Shorter end timeframe and bigger candle
2021-07-07 12:42:03 +10:00
Scott
197ef2df21 Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
2021-07-01 16:21:48 +10:00
Adam
81249646da exchanges: API coverage improvements and helper functions (#681)
* improved functions and new helper functions

* bitfinex margin info func

* small rate change

* rate changes

* adding some currencies for margin funding translation

* adding index candles

* added test

* slight improvement in params

* time func

* orderbook helper avgprice func

* broken test + removing some tlogs and prints

* adding test cases

* error fix

* remove unused

* another unused

* shazbert changes

* wip

* bitfinex func and more nits

* final shazzy nits

* most shazzy nits

* few prior requested changes

* shazbert nits final WIP

* shazbert changes

* minor linter issue

* unused val

* glorious changes

* more verbositiy improvements

* quick changes

* unused remaining amount oops

* thrasher changes

* reverting changes that were only for testing purposes and bymistake pushed up

* bfx shadow dec + huobi fetch tradable pairs formatted so as to return config format for ease of comparison and requests

* more linters

* glorious final nits wip

* formatting tradable pairs for different asset types + remove println

* glorious changes
2021-06-29 15:47:03 +10:00
Scott
5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00
Ryan O'Hara-Reid
7b718700f7 orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP)

* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth

* buffer/orderbook: conversion continued (WIP)

* exchange: buffer/linkedlist handover (WIP)

* Added some tests for yesterday

* linkedList: added more testing and trying to figure out broken things

* Started tying everything in

* continuous integration and testing

* orderbook: expanded tests

* go mod tidy

* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges

* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.

* orderbook: reinstate dispatch calls

* Addr glorious & madcozbad nits

* fix functionality and add tests

* Address linterinos

* remove label

* expanded comment

* fix races and and bitmex test

* reinstate go routine for alerting changes

* rm line :D

* fix more tests

* Addr glorious nits

* rm glorious field

* depth: defer unlock to stop deadlock

* orderbook: remove unused vars

* buffer: fix test to what it should be

* nits: madcosbad addr

* nits: glorious nits

* linkedlist: remove unused params

* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits

* orderbook: nits addressed

* engine: change stream -> websocket convention and remove unused function

* nits: glorious nits

* Websocket Buffer: Add verbosity switch

* linked list: Add comment

* linked list: fix spelling

* nits: glorious nits

* orderbook: Adds in test and explicit time type with constructor, fix nits

* linter

* spelling: removed the dere fence

* depth: Update alerting mechanism to a more battle tested state

* depth: spelling

* nits: glorious nits

* linked list: match cases

* buffer: fix linter issue

* golangci: increase timeout by 30 seconds

* nodes: update atomic checks

* spelling: fix

* node: add in commentary

* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type

* linter: exchange linter issues

* syncer: Add in warning

* nits: glorious nits

* AssetWebsocketSupport: unexport map

* Nits: Adrr

* rm letter

* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates

* general: fix spelling remove breakpoint

* nits: fix more glorious nits until more are found

* orderbook: fix tests

* orderbook: fix wait tests and add in more checks

* nits: addr

* orderbook: remove dispatch reference

* linkedlist: consolidate bid/ask functions

* linked lisdt: remove words

* fix spelling
2021-04-23 15:16:01 +10:00