Commit Graph

7 Commits

Author SHA1 Message Date
TaltaM
fd600972ba engine/order manager: Initial REST managed order updating (resolves #772) (#775)
* Initial REST managed order updating

* Apply gloriousCode's changes.go patch

* Update internal order ID handling

* Check error

* Replace string with string pointer

* Avoid nil pointers in upsert

* Update test for UpdateOrderFromDetail()

* Add tests for orders.go

* Remove unnecessary newline

* Address comments

* Add missing nil check

* Add tests for new functions in order_manager.go

* Remove empty line

* Change log level for updates from Info to Debug (keep added orders at Info)

* Initialize orders before running the timer

* [TEMP] Add verbosity for debugging

* Nil checking on exchangeManager in GetExchanges()

- exchangeManager.GetExchanges() and iExchangeManager.GetExchanges() return an error on nil
- bot.GetExchanges() wraps exchangeManager.GetExchanges() and returns an empty slice

* Revert b5afe1a46b

* Do not start the order manager runner thread

Instead, mark the order manager as running

* Remove redundant error.Is() and remove print wrapper on msg

* Add atomic blocker and waitgroup on processOrders()

* Disable unnecessary orderManager runner thread for rpcserver_test

* Remove redundant err from orderStore.getActiveOrders()

* [FIX] Populate requiresProcessing using UpsertResponse data instead of REST return data

.. because the data returned by the REST calls do not include the internal user ID's

* [TEST] Verify that processOrders() actually processes queried order data

* Remove leftover warning and add nil check on wg.Done()

* Apply suggestions from code review

Log category changes - as suggested

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

* Return when no exchanges available

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2021-09-15 09:28:31 +10:00
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
Ryan O'Hara-Reid
4851e94eba Engine/ExchangeManager: Return error for method GetExchangeByName (#760)
* engine: Add error returns

* engine: after merge fixes

* engine: remove interface

* linter: fix shadow declarations

* engine: fix tests

* niterinos: fixed

* GLORIOUS NITS!
2021-08-26 13:09:14 +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
Mark Dzulko
e1eceeafe8 gctrpc/ordermanager/binance: Add new getManagedOrders command and various improvements (#712)
* first draft of getmanaged orders RPC call

* - ClientIDs for binance, especially spot asset
- applied old ClientOrderId for cancelled orders
- added clientOrderId to GCTRPC

* added tests for Matchfilter and GetManagedOrders

* smaller fixes

* comment fix
added getFilteredOrders to store
changed store mutex to RWMutex
smaller fixes

* fixed bug in Detail Copy and added test

* fixes for Scotts review

* processSubmittedOrder was missing clientOrderId

* changed: TestGetOrdersFiltered expanded
fixed: warning, where variable name collided with package name
fixed: used req.AssetType in binance_wrapper.go

Co-authored-by: Mark Dzulko <81071907+Mark-numus@users.noreply.github.com>
2021-07-20 10:27:16 +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