Commit Graph

18 Commits

Author SHA1 Message Date
Vazha
fab9d934fe Getting closed orders implementation, fixed Binance MARKET order creation, expanded SubmitOrder response (#572)
* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* GetClosedOrder implemented for Kraken and Binance, fixed Binance MARKET order creaton, added rate, fee and cost fileds on SubmitOrder responce

* return Trades on Binance SubmitOrder, new validation methods on Binance and kraken GetClosedOrderInfo

* removed the Binance extra method GetClosedOrder

* func description corrected

* removed price, fee and cost from SimulateOrder response, as we get all necessary info in response to calculate them on client side

* GetClosedOrder implementation moved to GetOrderInfo

* changed GetOrderInfo params

* removed Canceled order.Type used for Kraken

* update QueryOrder in gctscript

* add missed params to QueryOrder validator (gctscript)

* fixed testing issues

* pull previous changes

* linter issues fix

* updated query_order exmple in gctscript, fixed params check

* removed orderPair unnecessary conversion

Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
2020-10-22 11:54:24 +11:00
Ryan O'Hara-Reid
4e828a8124 (Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference

* Fix portfolio withdraw tests

* Add nil protection in validator method to reduce prospective panics and for future outbound checking

* Updated tests

* ch order var to not ref package

* rm comparison

* Add order ID validation check

* Add exchange name validation check

* Add in test details

* fix tests

* fix linter issues

* linter issues strikes again

* linter rabbit hole

* Addr nitterinos

* Add validation variadic interface to define sets of functionality check POC

* didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be

* add coverage

* Add validation method options for exchange wrappers and abstracted validation into its own package

* Add validation code for structs in exchange template generation

* remove extra validation call as this is done in wrapper

* fix niterinos for examplerinos

* Add template to documentation tool and regenerated documentation

* Addr niticles

* Fix tests due to validation update

* Add more validation checks for modify/submit orders

* update tests

* fix more tests

* Add asset type to submit variable in tests and rpc call. Regen funcs.

* Add field to modify struct in tests

* applied field asset to cancel struct across project

* fix woopsy
2020-10-02 13:36:01 +10:00
Adrian Gallagher
d9bcf8246f Bump golangci-lint, Docker and Go CI versions (#564)
* Bump golangci-lint and Go CI versions

* Bump golangci-lint version

* Address nitterinos
2020-09-24 09:52:37 +10:00
Rauno Ots
991dfed705 Engine: Refactor use of global Bot (#563)
* refactor use of global Bot

* make the dependency on having an existing running Engine more obvious
* use explicit dependency of engine in RPCServer
* reduce static dependencies in rpcserver
* improve helpers

* revert bad document update, add check for nil error in test

* add basic start stop test

* fix race condition in storage

* skip the test because of race conditions

* fix typo

* add empty line
2020-09-23 17:41:59 +10:00
Adam
c2c200cd1b (Exchange) Add FTX exchange support with implementation tutorial (#495)
* initial

* wip

* brokenwip

* broken wipzzzz

* more functions

brokenwip

NO API KEYS

* broken wip

* WIP

* wip

* WIP

work in progress

* WIP

* WIP

* wip

* more wip

* wip

* ws wip

* broken wip

* adding new functions for websocket to work

* trying to fix websocket issues

* websocket bug fix wip

* broken websocket implementation

* WS unauth functions + brokenWS auth func

* authentication problems

* authentication problems fixed

* data handling for websocket

* websocket completed

* remove verbose

* minor error fix changes and testing

* reorganising variable declarations and minor errors fixed

* enabled exchanges updated

* enabled exchanges fixed

* remove keys

* glorious nits

* xdta n shazzy nitzzz

* shazzy n thrasher nitz

* nitz wip

* broken wip

* apichecker donee n make code better

* apichecker donee n make code better

* OB update

* wip

* wip

* all nitz done

* merge conflicts

* go mod tidy

* merge conflicts

* PLEASE merge conflicts

* new funcs added n binanceapi check update

NO APIKEYS

* basic tests

* linter fixs

* linter fixs

* remove verbose

* test errors fixed

* remove comented code

* minor changes

* some tests fixed

no apikeys

* documentation work

* documentation

* wip

* ryan nitz

* nits addressed

* unnecessary conversion

* no fail

* remove verbose

* type field checking

* broken

* websocket nits fixed

* some thangs

* remove verbose

* fix function

* linter issues

* test error fixed

* nits

* bumperino fixed

* very small change

* nits

* errors fixing

* errors fixing retry

* linters

* thrasher glorious nits

* more changes

* changes

* 2 more changes to be addressed

* 2 more changes to be addressed

* issues addressed

* whip

* changes

* missed change

* changes

* currency issues

* changes

* unsaved

* int64

* HUGE

* HUGE

* NO NITS PLS

* no more

* YES

* :

* changes

* PLEASE

* n another one

* thanks guys

* ill believe in god if this ever ends

* :D
2020-07-02 10:38:50 +10:00
Scott
b686cf2e0e Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines

* Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go

* initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides

* bitmex Completes new order

* Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab:

* Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types

* Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders.

* Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it

* Fixes a cancelAllOrders oopsie doopsie

* Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep.

* Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D

* Finishes btc markets without testing

* Adds untested ws auth func to btse

* Finises btse, fixes btcmarkets bug

* Adds coinbasepro support

* Fixes a few more fields in coinbase pro and readds the extra subs

* Begins work on coinbene. Plus theyve added a new ws connection yeee

* Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields

* Removes extra websocket connection ;_;

* Finishes gemini. Fixes order side unknown

* Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details

* Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly

* Cleans up okroup websocket implementation. Fixes bug in Gemini

* Adds poloniex support. Updates ws order handling

* new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug

* Begins work on authenticated binance websocket

* Attempts to track user data via binance websocket

* Maybe finishes Binance websocket support

* Begins adding test coverage to orders.go. Updates names of script properties to match updated

* Begins an experiment with code coverage. Fixes more rebase issues

* Completes orders coverage. Botches a few other things though. Fixes more scripting stuff

* All tests in engine package pass

* Adds some loevely routine tests

* Moves ordermanager to test Bot ordermanager
Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them

* Replaces "wsHandleData" with "wsReadData" as that's what its going to do now.

* Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests

* Fixes majority of test issues. But data races which are tough on the engine package

* "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought

* Tests all the binance websocket points

* Adds better bitfinex websocket support.

* Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered

* Adds BTSE ws tests. Fixes bugs in ws

* Adds coinbase pro tests. Fixes any issues

* Coinbene tests

* Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing

* Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders.

* Finishes the hectic coinut testing

* Adds tests for gateio

* Fixes rebase issues. Updates tests to work without being overloaded

* Begins testing of gemini. fixes up minor issues

* ginishes gemini tests and fixes

* Adds hitbtc tests. Fixes all the many issues with hitbtc websocket

* Adds remaining tests. Increases default test channel limit again

* Begins work towards huobi tests

* Finishes huobi tests

* Fixed all mythical rebase adventures

* Begins kraken transformation

* Finishes kraken. Fixes coinbene leverage now that its changed

* Begins okgroup testing

* Adds okgroup ws tests

* Does some poloniex

* Fixes basic curreny issue by extracting to func

* Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth

* Finishes poloniex revision

* Finishes ZB additions

* Fixes data races

* Fixes rebase issues. Fixes bad kraken logic

* Fixes after reviewing code

* lint everywhere

* Fixes lingering lints

* lint

* Adds test coverage to order detail and modify updating

* Fixes linting

* Fixes huge int, fixes date tests

* Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties.  Updates bitmex asset type in test

* Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities.

* Adds coverage to the stringToOrderType/Status functions introduced in PR

* Minor fixes addressing some time, error text and use of StringDataCompareInsensitive

* Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications

* Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type

* Adds new error type to track and handle order classification errors separately

* Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions

* Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors

* Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions

* minty linty

* Broken end of day code addressing basic nits on comments, returns and currency conversion

* Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead

* Fixes fun rebase fun fun so fun

* Addresses minor nits regarding changed interface and comments

* Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found.

* Fixes test

* Adds a single line to the end of the file, because that would be really bad if it wasn't there

* Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties

* Addresses binance switch linting

* Updates leverage property to int64

* Fixes what was broken
2020-03-03 13:32:14 +11:00
Andrew
b26ec86d43 Withdraw additional functionality (validation/submission/tracking) (#409)
* reworked request struct and exchange response started work on validation system

* removed import cycle until work around

* Added intial withdraw support via CLI added

* Added Crypto command to gctcli

* moved var declartion to single line

* Test updates for binance and anx

* All exchange tests have been updated test coverage added to validate

* First pass at adding withdrawl select from database

* started adding basic lru cache system

* Added basic LRU cache including Add Get Remove Contains ContainsOrAdd Clear

* wording changes on comments

* removed exported var's in strut as they are not required

* Added README

* README updates

* corrected ID on commands

* rm line :D

* merged in origin/cache

* linter fixes (gofmt)

* Added basic cache lookup to events

* swapped to mutex over rwmutex updated comments

* unexported getNewest & getOldest

* unexported getNewest & getOldest

* Updated comments and cited references in source

* updated comments

* WIP

* Migrated exchange WithdrawFiat wrapper to new struct response

* Migrated exchange WithdrawFiat wrapper to new struct response

* started work on bank management

* Added exchange level banking details back with migration to banking package

* Removed broken tests for now

* Added validation to bank accounts

* removed duplicate bank details from withdraw struct

* Test coverage increased

* gofmt

* merged upstream/master with clean up

* First pass at adding command line linking to gctcli

* added validation for crypto address, added gctcli support to retreive previous withdrawal requests

* general cleanup

* general cleanup

* reordered imports

* Increased test coverage moved to database sublogger

* Pass incorrect currency no longer return error from c.CheckBankAccountConfig

* remove TestMain() for now as other tests in this package will need to be reworked

* Happy little race car

* Reverted to upstream tests

* Added test covarege for validation method, corrected response on cli protobuf

* query clean up and removal of duplicated code

* cleaned up queries into singlem ethod increased test coverage

* Migrated international fund withdraw to new exchange response and added cache size override

* Migrated international fund withdraw to new exchange response and added cache size override

* Extended gctcli commands

* lowered default cache to 25

* small code clean up

* added get by date method

* add returned error

* cli commands cleaing return error on nil results to fix out of bounds

* merged write & read helpers into one for test coverage and increased engine/withdraw test coverage

* gofmt

* Added test coverage for valid ID

* removed unused param

* converted to use timestamp package from protobuf

* gofmt

* use built in RFC3339 timestamp

* remove setting of CreatedAt & UpdatedAt and allow ORm to take care of it

* also use ptype on byid

* code flow improvements

* remove inverse conditional check and linters run

* removed test data

* removed comment

* removed comment

* also write failures to database for auditing

* converted to use default time for start & end

* Default to time.Now() minus 30 days

* Default to time.Now() minus 30 days

* small code clean up

* fixed missing semicolon on migrations, code clean up

* updated sqlite migrations

* Added additonal check for exchange level bank account if global is not found

* case sensativity fix for currency names

* use correct compare

* test coverage fixed

* removed space

* return pointer to banking.Account

* return pointer to banking.Account

* added else check back to validate()

* Added empty string as default to migration over NULL due to retrivial of data
2020-02-26 15:45:13 +11:00
Adrian Gallagher
b949388994 General engine improvements (#437)
* Add exchange manager to engine

* Several improvements for engine and friends

1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised

* Add cert tests and create dir tree if it doesn't exist for file.Write

* Link up donation address to documentation tool plus minor adjustments

* Fix remaining donation addrs

* Move non-needed reload exchange funcs

* Revert accidental config_example.json changes 🕯️

* Use go logger for logging until the logger has initiliased, otherwise no output will be seen

* Link up portfolio delay val and other fixes

* Run go mod tidy after dependabot PR

* Address nitterinos
2020-02-06 12:32:01 +11:00
Ryan O'Hara-Reid
a32d16e1f5 Expose auth validator functionality for wrapper (#416)
* expose auth validator functionality for wrapper

* Add REST validation after keys set, package account types for future syncing

* Add transient error checking for initial creddemtial validation

* fix command types

* Addressed nits from glorious person

* Amalgamate body within error when not between 2xx status, added btcmarket specific auth error check

* nit fix for glorious person

* Format fix

* removed unused code

* check transient first then validate if its an exchange specific authentication error, all others will be disregarded

* Addressed glorious nits

* Addressed glorious nits

* Moved account processing to updateaccountinfo func and added in fetch account info

* Add GRPC Account streaming (NOTE: could not complete until sync item added)

* RM exchange check

* Address xtda nits

* RM comment code

* Fix linter issues

* used most recent protoc version

* lbank linter issues fixed

* Addressed nits and changed len check to range in for loops

* Fixed timeout issue

* thrasher nits addressed

* add string holdings
2020-01-31 12:09:24 +11:00
Andrew Jackson
9178dbcc61 removed withdraw from struct name: 2019-12-13 08:36:07 +11:00
Andrew Jackson
b8e8c25f78 Renamed structs to remove package name 2019-12-13 08:26:55 +11:00
Andrew Jackson
a91d147781 Moved withdraw structs into own package 2019-12-12 14:16:45 +11:00
Adrian Gallagher
63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00
Ryan O'Hara-Reid
63a9e9fcb1 Engine QA - Order update (#372)
Engine QA - Order update
2019-10-30 14:06:48 +11:00
Adrian Gallagher
8ecd8a0c16 Merge branch 'master' into engine 2019-08-09 15:46:24 +10:00
Ryan O'Hara-Reid
20c24601fb Asset update to fix minor stutter (#316) 2019-06-17 09:02:07 +10:00
Adrian Gallagher
f777e68716 Engine improvements 2019-06-10 20:02:09 +10:00
Adrian Gallagher
f5914e8c10 Engine changes 2019-05-22 17:06:38 +10:00