Commit Graph

184 Commits

Author SHA1 Message Date
cranktakular
fd9aaf00a2 Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests

Continual enhance of Coinbase tests

The revamp continues

Oh jeez the Orderbook part's unfinished don't look

Coinbase revamp, Orderbook still unfinished

* Coinbase revamp; CreateReport is still WIP

* More coinbase improvements; onto sandbox testing

* Coinbase revamp continues

* Coinbase revamp continues

* Coinbasepro revamp is ceaseless

* Coinbase revamp, starting on advanced trade API

* Coinbase Advanced Trade Starts in Ernest

V3 done, onto V2

Coinbase revamp nears completion

Coinbase revamp nears completion

Test commit should fail

Coinbase revamp nears completion

* Coinbase revamp stage wrapper

* Coinbase wrapper coherence continues

* Coinbase wrapper continues writhing

* Coinbase wrapper & codebase cleanup

* Coinbase updates & wrap progress

* More Coinbase wrapper progress

* Wrapper is wrapped, kinda

* Test & type checking

* Coinbase REST revamp finished

* Post-merge fix

* WS revamp begins

* WS Main Revamp Done?

* CB websocket tidying up

* Coinbase WS wrapperupperer

* Coinbase revamp done??

* Linter progress

* Continued lint cleanup

* Further lint cleanup

* Increased lint coverage

* Does this fix all sloppy reassigns & shadowing?

* Undoing retry policy change

* Documentation regeneration

* Coinbase code improvements

* Providing warning about known issue

* Updating an error to new format

* Making gocritic happy

* Review adherence

* Endpoints moved to V3 & nil pointer fixes

* Removing seemingly superfluous constant

* Glorious improvements

* Removing unused error

* Partial public endpoint addition

* Slight improvements

* Wrapper improvements; still a few errors left in other packages

* A lil Coinbase progress

* Json cleaning

* Lint appeasement

* Config repair

* Config fix (real)

* Little fix

* New public endpoint incorporation

* Additional fixes

* Improvements & Appeasements

* LineSaver

* Additional fixes

* Another fix

* Fixing picked nits

* Quick fixies

* Lil fixes

* Subscriptions: Add List.Enabled

* CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* Comment fix

* Subsequent fixes

* Issues hopefully fixed

* Lint fix

* Glorious fixes

* Json formatting

* ShazNits

* (L/N)i(n/)t

* Adding a test

* Tiny test improvement

* Template patch testing

* Fixes

* Further shaznits

* Lint nit

* JWT move and other fixes

* Small nits

* Shaznit, singular

* Post-merge fix

* Post-merge fixes

* Typo fix

* Some glorious nits

* Required changes

* Stop going

* Alias attempt

* Alias fix & test cleanup

* Test fix

* GetDepositAddress logic improvement

* Status update: Fixed

* Lint fix

* Happy birthday to PR 1480

* Cleanups

* Necessary nit corrections

* Fixing sillybug

* As per request

* Programming progress

* Order fixes

* Further fixies

* Test fix

* Pre-merge fixes

* More shaznits

* Context

* Sonic error handling

* Import fix

* Better Sonic error handling

* Perfect Sonic error handling?

* F purge

* Coinbase improvements

* API Update Conformity

* Coinbase continuation

* Coinbase order improvements

* Coinbase order improvements

* CreateOrderConfig improvements

* Managing API updates

* Coinbase API update progression

* jwt rename

* Comment link fix

* Coinbase v2 cleanup

* Post-merge fixes

* Review fixes

* GK's suggestions

* Linter fix

* Minor gbjk fixes

* Nit fixes

* Merge fix

* Lint fixes

* Coinbase rename stage 1

* Coinbase rename stage 2

* Coinbase rename stage 3

* Coinbase rename stage 4

* Coinbase rename final fix

* Coinbase: PoC on converting to request structs

* Applying requested changes

* Many review fixes, handled

* Thrashed by nits

* More minor modifications

* The last nit!?

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-16 13:37:00 +10:00
Adrian Gallagher
98a390b181 config: Fix TestPromptForConfigEncryption race (#1929)
* Here's how I resolved a race condition in the encryption prompt tests:

I've refactored `promptForConfigEncryption` to accept an `io.Reader`. This allows tests to use `strings.NewReader` instead of relying on the global `os.Stdin`. This change isolates the input source for `TestPromptForConfigEncryption`, preventing concurrent access conflicts with `TestPromptForConfigKey` which uses `withInteractiveResponse` to manipulate `os.Stdin`.

The original issue manifested as a data race detected by `go test -race` between these two test functions due to their parallel execution (`t.Parallel()`) and their interaction with the shared `os.Stdin` resource.

Here are the changes I made:
- `config/config_encryption.go`:
    - Modified `promptForConfigEncryption` to `promptForConfigEncryption(r io.Reader) (bool, error)`.
    - Introduced `PromptForConfigEncryption()` as a public wrapper that calls the refactored function with `os.Stdin` for application use.
- `config/config.go`:
    - Updated the call site for prompting config encryption to use the new `PromptForConfigEncryption()` wrapper.
- `config/config_encryption_test.go`:
    - Updated `TestPromptForConfigEncryption` to call the (now unexported) `promptForConfigEncryption` with `strings.NewReader` for various input scenarios.
    - `t.Parallel()` was maintained for `TestPromptForConfigEncryption`.

To verify, I confirmed that running `go test -race ./config/...` shows the previously reported race condition is no longer present. All tests in the `config` package now pass with the race detector enabled.

* Refactor(config): Remove redundant loop variable capture in test

I've removed the explicit `tc := tc` line in `TestPromptForConfigEncryption`
as it is no longer necessary for Go versions 1.22 and later.
The project's Go version (1.24.3 as per CI) handles loop variable
scoping correctly for parallel subtests, making this capture redundant.

This change is a follow-up to the fix for the race condition in issue #1928,
addressing your feedback on code style. No functional changes are introduced
by this commit.

* Style(config): Remove explicit empty string in test case

Refactors the "input_empty_eof" test case in
`TestPromptForConfigEncryption` to remove the explicit
assignment of `input: ""`. This relies on Go's default
behavior for struct field initialization (a string field
defaults to an empty string), making the code more concise.

This change is a follow-up to previous refactorings for issue #1928,
addressing your feedback on code style. No functional changes
are introduced by this commit.

* Update config/config_encryption_test.go

Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>

* linter: Make indenting a happy bing

* config: Rid PromptForConfigEncryption

---------

Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
2025-06-07 12:46:25 +10:00
Adrian Gallagher
a5b638bfb7 GHA: Add additional checks for common issues (#1922)
* GHA, tests: Add additional checks for common issues

These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages

* Add support for checking backticked string format specifiers and fix issues

* tests: Fix error comparisons

* tests: Replace errors.Is(err, nil) usage with testify and automate check

* refactor: Rename ExtractPort to ExtractPortOrDefault

* tests: Replace assert with require for error handling in multiple test files

* tests: Replace assert with require for error handling and improve assertions in data tests

* tests: Fix typo in assertion message for StreamVol test

* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions

* OKX: Revert intentional error check

* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
2025-05-28 12:26:51 +10:00
Adrian Gallagher
4651af5767 modernise: Run new gopls modernise tool against the codebase and fix minor issues (#1826)
* modernise: Run new gopls modernise tool against codebase

* Address shazbert's nits

* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling

* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS

* refactor: Various slice usage improvements and rename TODO

* tranches: Revert deleteByID changes due to performance decrease

Shazbert was a F1 driver in a past lifetime 🏎️

* tranches: Simply retrieve copy

Thanks to shazbert

* documentation: Sort contributors list by contributions

* tranches: Remove deadcode in deleteByID
2025-03-21 09:17:10 +11:00
Gareth Kirwan
ade3ac5c59 Config: OrderManager upgrade (#1737)
* Config: Allow missing Versions

This allows easier development of non-stacked version upgrades.
Though the PRs still need to be merged sequentially, or renumbered right
before merging

* Config: Move OrderManager upgrade to Version management
2025-03-19 16:11:28 +11:00
Gareth Kirwan
16d2d9f35a Config: AssetEnabled upgrade (#1735)
* Config: Move assetEnabled upgrade to Version management

* Assets: Do not error on asset not enabled, or disabled

This became more messy with Disabling something that's defaulted to
disabled.
Taking an idealogical stance against erroring that what you want to have
done is already done.

* CurrencyManager: Set AssetEnabled when StorePairs(enabled)

* RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset

Also assertifies

* Bitfinex: Fix tests for MarginFunding subs

* GCTWrapper: Improve TestMain clarity

* BTSE: Add futures to testconfig

* Exchanges: Rename StoreAssetPairStore

Previously we were calling it "Format", but accepting everything from
the PairStore.
We were also defaulting to turning the Asset on.

Now callers need to get their AssetEnabled set as they want it, so
there's no magic

This change also moves responsibility for error wrapping outside to the
caller.

* Config: AssetEnabled upgrade should respect assetTypes

Previously we ignored the field and just turned on everything.
I think that was because we couldn't get at the old value.
In either case, we have the option to do better, and respect the
assetEnabled value

* Config: Improve exchange config version upgrade error messages
2025-03-17 21:47:37 +11:00
Gareth Kirwan
9fcaa9130b Config: Tighten config version handling as uint16 (#1825)
* Config: Tighten config version handling as uint16

This constrains the versions to uint16 and improves error handling.
LatestVersion becomes literally that.
Fixes handling for negative or overflowing versions in config

* Config: Rename LatestVersion to UseLatestVersion
2025-03-06 12:12:57 +11:00
Ryan O'Hara-Reid
e99adca86f encoding/json: Add custom JSON package with build tag support for Sonic (#1623)
* tag optional sonic and allow full library conversion

* Add workflow and disallow arm and darwin usage

* Add basic hotswap benchmark

* linter: fix

* use bash

* linter: fix?

* Fix whoopsie, add to make file, also add mention in features list.

* test enforcement

* actually read documentation see if this works

* linter: fix

* linter: fix

* sonic: bump tagged version

* encoding/json: drop build tag arch and os filters

* encoding/json: consolidate tests

* encoding/json: log build tag usage

* rm superfluous builds

* glorious/nits: add template change and regen docs

* glorious/nits: update commentary on nolint directive

* glorious/nits: rm init func and log results in main.go

* Test to actually pull flag in

* linter: fix

* thrasher: nits

* gk: nits 4 goflags goooooooooo!

* gk: nits rn

* make sonic default json implementation

* screen 386

* linter: fix

* Add commentary

* glorious: nits Makefile not working

* gk: nits

* gk: nits whoops

* whoopsirino

* mention 32bit systems won't be sonic

* gk: super-duper nit of extremes

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-02-20 16:05:55 +11:00
Gareth Kirwan
3748c97b12 Config: Fix config version downgrade (#1770)
* Config: Rename DecryptConfigFile to DecryptConfigData

Because this isn't really a file, it's a byte slice

* Config: Rename EncryptConfigFile to EncryptConfigData

Because it's not actually a file

* Config: Fix config version downgrade

Fixes #1769
2025-02-20 09:27:52 +11:00
Ryan O'Hara-Reid
6613c56738 stream/buffer: remove time.ticker publish limiter for websocket orderbook updates (#1681)
* stream/buffer: remove publish period for for signalling change through data handler

* Add config upgrade and downgrade

* linter: fix

* GK: nits

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* Update config/versions/v3.go

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

* config: fix up commited suggestion

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2025-02-10 16:15:33 +11:00
Gareth Kirwan
219ed903bc Config: Add versioning (#1671)
* Config: Version Management

* Engine: Improve visibility of TestConfigAllJsonResponse failures

* Config: Update cmd/config to allow upgrades

* Config: Add Version2 to rename GDAX

* Config: Restructure versioning to share types

This restructure allows us to share types between versions, avoids
needing to import the versions, and puts the test fixtures in same
package.
It's a win on all fronts

* Config: Fix SetNTPCheck using log

Called from engine before logger is inited, and also just wrong to use
log to communicate with user

* Config: Improve TestMigrateConfig

* Config: Drop requirement for versions to be registered in sequence

Checking the versions at Deploy is much saner.

* Config: Fix file encrypted but flag not set

* Config: Add -edit and encryption upgrade to cmd/config

This simplifies the handling for encryption prompts by moving it to a
field on config, allowing us to simplify all the places were were
passing around config

Also moves password entry to being secure (echo-off)

* Tests: Fix inconsistent should/must assertions
2024-12-09 15:04:16 +11:00
Adrian Gallagher
b8e836d74f common: Replace StringDataCompare with slices.Contains and cleanup string funcs (#1631)
* common: Replace StringDataCompare with slices.Contains and cleanup string funcs

* common/docs: Update SliceDifference and remove outdated steps from ADD_NEW_EXCHANGE.md

* common: Improve SliceDifference
2024-09-13 10:43:20 +10:00
Adrian Gallagher
74f4df6348 okcoin: Remove exchange implementation (#1626)
* okcoin: Remove exchange implementation

* exchanges/order: Rid TradeMode from Submit type
2024-08-24 12:19:04 +10:00
Adrian Gallagher
225429bda6 CI/build: Update Go version, linters and fix minor issues (#1612)
* CI/build: Update Go version, linters and fix minor issues

* linters: Add intrange, copyloopvar, additional go vet linters to match gopls and fix issues
2024-08-16 17:41:11 +10:00
Gareth Kirwan
fdf6014dca Currency: Remove Pair Index formatting/parsing (#1520)
* Currency: Remove Pair Index formatting/parsing

This feature was originally for exchanges with only one pair (e.g. KRW) which made parsing easier.
However there's no examples of this left, and we can reduce complexity
overall by removing it.

* Exchange: Partial assertify tests and fixes

* Currency: Fix panic on a delimiterless small currency
2024-04-19 17:03:12 +10:00
Gareth Kirwan
68a6f5828f Binance: Subscribe/unsubscribe response handling (#1444)
* Binance: Fix subscription failures ignored

* Testing: Fix race on shared config singleton

* Config: Privatise Global config var

We should *either* use a private var *or* use an accessor, but it
doesn't make sense to mix paradigms.
Since GetConfig() is well established this instead removes the limited uses of direct public access and adds a Setter

* Zip: Fix test failure on http mocks
2024-02-02 19:27:17 +11:00
Gareth Kirwan
37b1121bbd BTSE: Fix duplicate pair errors on Million pairs (M_*) (#1401)
* BTSE: Fix duplicate error on Million pairs (M_*)

BTSE has listed Pitbull token with two symbols:
PIT-USD and M_PIT-USD for millons of PIT / USD.
The native token is not tradable, so we ignore them and
get a base of M_PIT because that's what later APIs will accept

* BTSE: Fix test errors on locked market

* Common: Improve AppendError and ExcludeError

This change switches from a stateful multiError to caring more about the
Unwrap() []error interface, the same as [go standard
lib](https://github.com/golang/go/blob/go1.21.4/src/errors/wrap.go#L54-L68)

Notably, if we implement Unwrap() []error and do NOT implement Is() then
we get free compatibility with the core functions.

The only distateful thing here is needing to deeply unwrap fmt.Errorf
errors, since they don't flatten. I can't see any way around that

* Pairs: Fix exchange config Pairs loading

When a pair string contained two punctuation runes, the first one is used,
and the configFormat is ignored.

This fix checks the list and corrects any with the wrong delimiter, or
errors if the format is inconsistent.

* BTSE: Fix all tickers retrieved by GetTicker

PR #764 introduced GetTickers, but it wasn't rolled out to BTSE.
This fix ensures that when one ticker is a locked market, the rest continue to
function. Particularly important if the locked market wasn't even
enabled anyway.

* Kucoin: Fix test config future pairs

* BTSE: Remove PIT tests; Token removed

BTSE have removed the PIT token pairs

All these changes stand, and this just removes the test

* ITBit: Fix fatal error on second run

This fix removes incorrect config pair delimiter, because it would be
re-inserted into config the first run, and then error the second time.

This delimiter doesn't match the config we have.
There's no implementation of fetching pairs, so what's in config files
now is all that matters

* Engine: Fix TestConfigAllJsonResponse

* Clarity of non-matching json improved
* Handling for fixing pair delimiters
2023-12-19 14:40:13 +11:00
Ryan O'Hara-Reid
a13a6c3248 Kucoin: Add order execution limits (#1369)
* cmd/exchange_template: Add wrapper function

* exchanges: force UpdateOrderExecutionLimits to wrappers as this is important for order deployment

* kucoin: Add spot order execution limits

* linter: fix

* glorious: nits

* kucoin: change from name to symbol for correct fee fetching and order deployment

* WHAAAAAAAT says Vitalik

* kucoin: Add futures limit support, fix insertion of non margin tradable pairs, update naming and add comments.

* kucoin: implement master branch changes

* Update exchanges/kucoin/kucoin_test.go

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

* kucoin/test: update commentary

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-11-14 11:34:38 +11:00
Ryan O'Hara-Reid
ecf0a5bcb3 spellcheck: fix and update (#1359)
* spellcheck: fix and update

* spellcheck: add exclude line for gateio_types
2023-10-03 16:07:03 +11:00
Scott
5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

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

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00
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
Scott
d3102a08dc egnine/sync-manager: add config support (#1326)
* allows sync manager customisation for values and logs

* config-example add

* who doesnt like more coverage?

* ensures you can actually disable it via config el oh el

* less ifs, better control

* fix verbose

* sync trades default false

* fix summary being printed when not enabled

* fixes config checker and output

* nits

* I can put this behind me now

* Fixed logCaSiNg

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

* combines if statements

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-29 15:48:41 +10:00
Samuael A
9c83231696 exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints

* Adding public endpoints

* added public spot market endpoints

* websocket subscriptions updates

* websocket push data handlers completing

* linter fix

* Added funding private endpoints

* Adding authenticated account endpoints

* Added fiat and OTC-RFQ authenticated endpoints

* trading authenticated endpoints

* completing trade endpoints and add public wrapper endpoints

* Authenticated wrapper functions and corresponding unit test

* Adding authenticated websocket endpoint and fixing wrapper functions

* Documentation and exchange websocket update

* update websocket orderbook checksum handling

* linter issues fix and unit test update

* remove invalid orderbook endpoint and unit test

* Documentation, handlers, and model types update

* minot fix

* Minor fixes

* Updating unit tests and added missing endpoints

* Add missing credential check

* Minor unit test fixes

* fix minor linter issue

* add snaphot test unit test

* Fix on update checksum and documentation update

* update exchange, add UpdateOrderExecutionLimits, and update documentation

* Minor fix on tickers fetching

* Minor websocket fix and smaill unit tests

* Minor websocket and naming fixes

* uncomment default channels

* Fix type and unit test issues

* websocket channels and data handling update

* Update Advanced-Algo websocket handling and minor fixes

* documentation and minor code fixes

* Fix name changes

* documentation contribution update

* intervalToString method update

* fix exchange_wrapper_standard tests

* Fix minor issues based on exchange_wrapper_standards_test

* Fix wrapper extended candlestick check

* websocket orders fetching error check method update

* Exchange name check and change

* docs: Add missing contributors

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-22 09:44:39 +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
Adrian Gallagher
400bcb6b56 telegram: Fix pushing events to an authorised client list (#1208)
* fix_communications_authorised_clients

* Telegram: Link config to authorised clients list

* Telegram: Prevent multiple spam messages from unauthed user

* Telegram: Improve command handling for authenticated users

Telegram doesn't allow you to easily fetch the user ID of a user unless they have previously sent you a message and is currently waiting to be processed, or if they message you on the fly once the bot is connected. This ensures that the user ID is stored for future usage upon a single successful auth command.

It also fixes the offset as the previous code wouldn't be able to process incoming messages once connected and instead only relay them.

* Bump docs

* default to UTC time in case bot is run on a server with diff time zones

* Enhance config for already upgraded configs

---------

Co-authored-by: shanhuhai5739 <shanhu5739@gmail.com>
2023-06-05 10:37:13 +10:00
Ryan O'Hara-Reid
db8735ec99 log: Add structured logging (#1171)
* basic implementation

* log: deprecate duplicate function, add tests and refine calls.

* linter: fixes

* linter: update struct

* linter and new type

* log tests: update to not lint issue

* linter: stop complaining please

* glorious: nits

* log: rm comment code

* glorious: nits

* glorious: nits

* glorious: nits

* glorious: nits missed

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-05-10 17:52:53 +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
4e135c9590 logger: reduce go routine generation (#992)
* logger: reduce go routine generation

* logger: shift most of processing and prep work to the worker pool, add pool for fields because each log we are pushing the struct to the heap, has better segregation now and includes a buffer in scope instead of relying on a pool

* logger: shift fmt package calls to worker pool

* logger: conform tests to new design

* linter: fix issues

* Update log/logger_test.go

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

* Update log/logger_test.go

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

* UN-GLORIOUS: nits

* logger: Handle config variable

* logger: NITERINOS BY GLORIOUS CODE

* logger: revert

* glorious: nits

* Panic at the disco: fix

* Panic at the disco: fix

* logger: make sure logger closed and job channel emptied on start up error

* fix tests

* logger: reduce globals

* logger: finished reduces globals, reduce workers to one too keep everything in line.

* logger: remove comments

* logger/exhchange: linter issues

* db/test: fix linter

* logger: add tests shift wait before unlock

* logger: consolidate worker code; fix linter issue and make sure we can sustain writing for external testing.

* logger: fix race and warn for conflict in config

* logger: fix name and add to tests

* logger: remove zero value field

* glorious: panic fix and removal of code

* logger: reinstate channels in close

* logger: shift reinstate processing to SetupGlobalLogger

* logger: segregate config.json from internal log.Config

* logger: fix silly mistake that is silly

* engine: Add protection for nil issues and implement new constructor in tests

* logger: Force singular mutex usage throughout package, throw away funcs that are not used outside of this package, unexport a bunch. Fix tests.

* logger: actually set advanced settings

* Update log/loggers.go

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

* Update log/loggers.go

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

* Update log/loggers.go

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

* Update log/loggers.go

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

* Update log/logger_multiwriter.go

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

* glorious: nits

* logger: test issue when not purging temp file and contents

* loggertest: add more protections for the panics

* linter: fix

* glorious: nits

* cleanup

* logger: linter fix

* linter: fix(?) :/

* linter: revert change

* linter: fix

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-10-24 11:46:18 +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
Scott
46cadd6f15 FTX: Funding rates, payments & stats + order manager tracking (#976)
* Adds basic PoC for calculating/retrieving position data

* A very unfortunate day of miscalculations

* Adds position summary and funding rate details to RPC

* Offline funding rate calculations

* More helpers, more stats, refining data, automated retrieval

* Adds new rpc server commands and attempts some organisation

* lower string, lower stress

* Adds ordermanager config. Fleshes outcli. Tracks positions automatically

* Adds new separation for funding payments/rates

* Combines funding rates and payments

* Fun test coverage

* ALL THE TESTS... I hope

* Fixes

* polishes ftx tests. improves perp check. Loops rates

* Final touches before nit attax

* buff 💪

* Stops NotYetImplemented spam with one simple trick!

* Some lovely little niteroos

* linteroo

* Clarifies a couple of errors to help narrow likely end user problems

* Fixes asset type bug, fixes closed position order return, fixes unset status bug

* Fixes order manager handling when no rates are available yet

* Continues on no funding rates instead. Removes err

* Don't show predicted rate if the time is zero

* Addresses scenario with no funding rate payments

* Bug fixes and commentary before updating maps to use *currency.Item

* Adds a pair key type

* Polishes pKey, fixes map order bug

* key is not a property in the event someone changes the base/quote

* Adds improvements to order processing...Breaks it all

* Shakes up the design of things by removing a function

* Fixes issues with order manager positions. Limits update range

* Fixes build issues. Identification of bad tests.

* Merges and fixes features from master and this branch

* buff linter 💪

* re-gen

* proto regen

* Addresses some nits. But not all of them.

* Fixes issue where funding rates weren't returned 🎉

* completes transition futures tracking to map[*currency.Item]map[*currency.Item]

* who did that? not me

* removes redundant check on account of being redundant and unnecessary

* so buf

* addresses nits: duplications, startTime, loops, go tidy, typos

* fixes minor mistakes

* fixes 🍣 🐻 changes to int64
2022-08-23 12:16:50 +10:00
Adrian Gallagher
68588560e3 CI: Bump go version, linters and fix minor issues (#1010)
* Bump golang, golangci-lint versions and fix issues

* Add -fno-stack-protector

* Fix AppVeyor golangci-lint ver

* Nitters

* Nitters round 2
2022-08-17 11:37:22 +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
11da520dc8 Currency: Add additional functionality, refactor and improvements (#881)
* currency: Add method to derive pair

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

* currency/pairs: add filter method

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

* currency/engine: slight adjustments

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

* currency: more linter

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

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

* currency: don't suppress error

* currency: stop panic on empty currency code

* currency: Add helper method to match currencies between exchanges

* currency: fixed my bad spelling

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

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

* Currency: Cleanup, fix tests.

* engine/exchanges/currency: fix whoops

* Currency: force govet no copy on Item datatype

* Currency: fix naughty linter issues

* exchange: revert change

* currency/config: fix config upgrade mistake

* currency: re-implement currency sub-systems

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

* currency: cleanup

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

* currency: address nits

* currency: fix whoops

* currency: Add some more pairs methods

* currency: linter issues

* currency: RM unused field

* currency: rm verbose

* currency: fix word

* currency: gocritic

* currency: fix another whoopsie

* example_config: default to show log system name

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

* currency: fix log name

* ordermanager: fix potential panic

* currency: small optim.

* engine: display correct bool and force shutdown

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

* engine: fix tests

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

* currency: reduce method name

* currency: Address nits glorious nits

* currency: fix linter

* currency: addr nits

* currency: check underlying role in test

* gct: change to EMPTYCODE and EMPTYPAIR across codebase

* currency: fix nits

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

* currency: Add temp dir for testing

* Update engine/engine.go

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

* documentation: update and regen

* currency: Address niterinos

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

* currency: addr nits

* currency: fix whoops

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2022-02-17 16:24:57 +11:00
Ryan O'Hara-Reid
ac692b04f4 log: fix bug, expand test coverage and slightly optimize (#847)
* log: fix bugs expand coverage and optimise

* log: fix linter issues

* log: fix linter issue and pack methods in same file

* log: drop defer

* logger: move global check inside getfields  and remove unused test function

* logger: Increase note thanks @gloriouscode

* logger: wrap error with writer type

* logger: change variable name

* logger: change variable names and remove validsublogger func as it doesn't add functionality over a standard map call

* logs: error when unsupported output is applied on setup calls

* logs: add glorious suggestion

* logger: add protection to reduce olympic gold medal races

* logger: fix linter issues

* log: glorious niterinos
2021-11-30 16:43:27 +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
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
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
5dfbbf84de engine/exchanges: Add exchange currency state subsystem (#774)
* state: Add management system (init)

* linter: fix

* engine: gofmt

* gct: after merge fixup

* documentation: add

* rpc: implement services for testing

* gctcli: gofmt state_management.go

* documentation: reinstate lost information

* state: Add pair check to determine trading operation

* exchanges: add interface for specific state scoped subsystem functionality

* engine/order_man: reduce code footprint using new method

* RPC: implement pair trading request and change exported name to something specific to state

* engine: add tests

* engine: Add to withdraw manager

* documentation: reinstate soxipy in contrib. list

* engine: const fake name

* Glorious: NITERINOS

* merge: fix issues

* engine: csm incorporate service name into log output

* engine: fix linter issues

* gct: fix tests

* currencystate: remove management type

* rpc: fix tests

* backtester: fix tests

* Update engine/currency_state_manager.go

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

* Update engine/currency_state_manager.go

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

* Update exchanges/currencystate/currency_state.go

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

* Update exchanges/alert/alert.go

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

* Update exchanges/alert/alert.go

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

* glorious: nits

* config: integrate with config and remove flag delay adjustment

* gctcli: fix issues after name changes

* engine: gofmt manager file

* Update engine/rpcserver.go

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

* engine: Add enable/disable manager functions, add default popoulation for potential assets

* linter: fix

* engine/test: bump subsystem count

* Update engine/currency_state_manager.go

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

* Update exchanges/bithumb/bithumb.go

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

* glorious: nits addressed

* alert: fix commenting for its generalized purpose

* glorious: nits

* engine: use standard string in log output

* bitfinex: apply patch, thanks @thrasher-

* bitfinex: fix spelling

* engine/currencystate: Add logs/fix logs

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2021-09-27 13:33:49 +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
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
Adrian Gallagher
6ff453c364 Currency: Add new forex provider exchangerate.host (#682)
* Add new forex provider ExchangeRateHost.io

* Fix linter paramTypeComine

* Add templates and README files

* Convert all times to UTC

* Fix cosmetic issue and address nits

* Add support for fx exchangerate.host engine override

* Address nit plus use remove plural
2021-05-05 15:32:49 +10:00
Scott
3c72a199f2 Feature: Faster start & stop times (#648)
* Updates starting and stopping routines to be a bit more parallel with less waiting required

* Removes stop, removes debugging output

* linting and test fixes

* Add extra kill switch for exiting on exchange loading delay

* Fixes fun math

* breaks loop instead of switch. Moves param warns higher

* Removes unceccary gos. passes in cfg to remove data race

* Removes os signal processing. Fixes bad master merge
2021-03-23 10:18:57 +11:00
Adam
504c2fad6d Feature: Implement funding rates, futures and coin margin (exchange API coverage) (#530)
* ALMOST THERE

* more api wips

* more api thingz

* testing n more api wipz

* more apiz

* more wips

* what is goin on

* more wips

* whip n testing

* testing

* testing

no keys

* remove log

* kraken is broken

ugh

* still broken

* fixing auth funcs + usdtm api docs

* wip

* api stuffs

* whip

* more wips

* whip

* more wip

* api wip n testing

* wip

* wip

* unsaved

* wip n testing

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* wip

* whip

* wrapper authenticated functions

* adding asset type and fixing dependencies

* wip

* binance auth wrapper start

* wrapper functionality

* wip

* wip

* wip

* wrapper cancel functions

* order submission for wrappers

* wip

* more error fixing and nits

* websocket beginning n error fix

* wip

* WOW

* glorious n shazzy nits

* useless nits

* wip

* fixing things

* merge stuffs

* crapveyor

* crapveyor rebuild

* probably broke more things than he fixed

* rm lns n other thangs

* hope

* please

* stop it

* done

* ofcourse

* rm vb

* fix lbank

* appveyor please

* float lev

* DONT ASK RYAN FOR HELP EVER

* wip

* wip

* endpoint upgrades continued

* path upgrade

* NeeeNeeeNeeeNeeeNING

* fix stuffs

* fixing time issue

* fixing broken funcs

* glorious nits

* shaz changes

* fixing errors for fundmon

* more error fixing for fundmon

* test running past 30s

* basic changes

* THX AGAIN SHAZBERT

* path system upgrade

* config upgrade

* unsaved stuffs

* broken wip config upgrade

* path system upgrade contd.

* path system upgrade contd

* path upgrade ready for review

* testing verbose removed

* linter stuffs

* appveyor stuffs

* appveyor stuff

* fixed?

* bugfix

* wip

* broken stuff

* fix test

* wierd hack fix

* appveyor pls stop

* error found

* more useless nits

* bitmex err

* broken wip

* broken wip path upgrade change to uint32

* changed url lookups to uint

* WOW

* ready4review

* config fixed HOPEFULLY

* config fix and glorious changes

* efficient way of getting orders and open orders

* binance wrapper logic fixing

* testing, adding tests and fixing lot of errrrrs

* merge master

* appveyor stuffs

* appveyor stuffs

* fmt

* test

* octalLiteral issue fix?

* octalLiteral fix?

* rm vb

* prnt ln to restart

* adding testz

* test fixzzz

* READY FOR REVIEW

* Actually ready now

* FORMATTING

* addressing shazzy n glorious nits

* crapveyor

* rm vb

* small change

* fixing err

* shazbert nits

* review changes

* requested changes

* more requested changes

* noo

* last nit fixes

* restart appveyor

* improving test cov

* Update .golangci.yml

* shazbert changes

* moving pair formatting

* format pair update wip

* path upgrade complete

* error fix

* appveyor linters

* more linters

* remove testexch

* more formatting changes

* changes

* shazbert changes

* checking older requested changes to ensure completion

* wip

* fixing broken code

* error fix

* all fixed

* additional changes

* more changes

* remove commented code

* ftx margin api

* appveyor fixes

* more appveyor issues + test addition

* more appveyor issues + test addition

* remove unnecessary

* testing

* testing, fixing okex api, error fix

* git merge fix

* go sum

* glorious changes and error fix

* rm vb

* more glorious changes and go mod tidy

* fixed now

* okex testing upgrade

* old config migration and batch fetching fix

* added test

* glorious requested changes WIP

* tested and fixed

* go fmted

* go fmt and test fix

* additional funcs and tests for fundingRates

* OKEX tested and fixed

* appveyor fixes

* ineff assign

* 1 glorious change

* error fix

* typo

* shazbert changes

* glorious code changes and path fixing huobi WIP

* adding assetType to accountinfo functions

* fixing panic

* panic fix and updating account info wrappers WIP

* updateaccountinfo updated

* testing WIP binance USDT n Coin Margined and Kraken Futures

* auth functions tested and fixed

* added test

* config reverted

* shazbert and glorious changes

* shazbert and glorious changes

* latest changes and portfolio update

* go fmt change:

* remove commented codes

* improved error checking

* index out of range fix

* rm ln

* critical nit

* glorious latest changes

* appveyor changes

* shazbert change

* easier readability

* latest glorious changes

* shadow dec

* assetstore updated

* last change

* another last change

* merge changes

* go mod tidy

* thrasher requested changes wip

* improving struct layouts

* appveyor go fmt

* remove unnecessary code

* shazbert changes

* small change

* oopsie

* tidy

* configtest reverted

* error fix

* oopsie

* for what

* test patch fix

* insecurities

* fixing tests

* fix config
2021-02-12 16:19:18 +11:00
Ryan O'Hara-Reid
7431bf8866 Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)
* Exchanges: Add config variable to set bypassing of orderbook verification

* Exchanges: Consolidate orderbook variables into config struct

* Exchanges: Addr nit; set verification bypass on websocket book implementations
2021-01-06 12:56:30 +11:00
Rauno Ots
1b65d97b65 Engine/GCTScript: Refactor script manager (#580)
* refactor script manager

* remove singleton GCTScriptConfig
* create constant for ".gct" extension
* move GctScriptManager into vm package
* reduce script manager global dependencies
* use manager struct to store runtime override values
* enable/disable scripting subsystem now doesn't store the setting in
config (aligned with other subsystems)
* setting max VMs via start option doesn't change config

* instantiate scriptmanager as part of creating a new Engine

    * script manager config is now set during instantiation
    * run script manager when enabled in conf or explicitly enabled
    * use the Started() method to check if script manager is running

* in tests set script manager as running

* script manager adjustments

* create manager before attempting overrides
* check for nil config when creating script manager

* fix script manager waitgroup counter increased too late

* move autoload() function to autoload.go
* add tests to script manager
2020-11-05 15:44:53 +11:00
Rauno Ots
ee55ae5d0f Config: refactor config file loaders (#577)
* Config: fix don't create empty dir when resolving path

* Config: refactor config file loaders

* add a layer of abstraction so that config can be loaded from non-files
* use io.Reader / io.Writer abstraction to separate data operations from
file operations
* remove dryrun option from SaveConfig - now it always saves

* rename read and save methods to mention file operations

* log error when encryption prompt fails

* as the user didn't make a choice, we'd prompt again next time the file
is loaded
* add file.Writer tests
* skip permissions test for windows

* defer creating the writer on save to the last moment

* this avoids truncating file when there is error with password prompt
* add a test

* tests with StdIn cannot run in parallel
2020-11-04 11:46:13 +11:00