* don't need to verify if checksum available; don't retroactively verify snapshots
* glorious: nits + allow checksum/validation to be done on updateByIDAndAction
* possible slice manipulation issue fix for test
* thrasher: nit
* this should fix it now
* for subsystem usage disallow deploying a book twice
* reverts strict policy using deploy, it's used in a bunch of tests I don't want to touch just yet, left a note
* rm unused variable
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Add in extra field for colocation monitoring
* rm tags
* populate through gateio orderbooks
* populate through incremental updates
* Add insert at field for orderbook depth
* I AM A BAD SPELLLLLLA
* add it in
* c change
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Currency: Variadic Pairs.Add
This version of Pairs.Add is simpler and [more
performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74)
Behavioural difference: If there's nothing to add, the same slice is
returned unaltered. This seems like good sauce
* Currency: Variadic Remove
* Common: Add Batch function
* Common: Add common.SortStrings for stringers
* Subscriptions: Add batching to templates
* Subscriptions: Sort list of pairs
* Kucoin: Switch to sub templating
* Kucoin: Simplify channel prefix usage
* Kucoin: Fix race on fetchedFuturesOrderbook
* Subscriptions: Filter AssetPairs
Now only the assetPairs relevant to the subscription are in the context
* Subscriptions: Respect subscription Pairs
* Subscriptions: Trim AssetSeparator early
We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
* Kucoin: Fix empty margin asset added
* Kucoin: Add Subscription batching
Turns out that contary to the documentation, kucoin supports batching of
all symbols and currencies
* Kucoin: Fix checkSubscriptions and coverage
* Subscriptions: Simplify error checking
This reduces the complexity of error checking to just be "do we get the
correct numbers".
Fixes Asset.All with only one asset erroring on xpandPairs, because we
trimmed the only asset separator, and then errored that we're not
xpanding Assets and the asset on the sub is asset.All
This use-case conflicted with commit 6bbd546d74, which required:
```
Subscriptions: Trim AssetSeparator early
We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
```
Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters.
I've removed the asset tests for this, but they were correctly erroring
on the number of asset lines instead.
Everything hits coverage, as well.
* Kucoin: Remove deprecated fundingBook endpoint
* BTCMarkets: Use common.Batch
* initial purge and benchmarks proof before rn overhaul
* rn LinkedList -> Tranche(s) and purge references
* roll out acrost exchanges
* linterino
* rn silly billy label
* linter strikes AAAAAGAIN!
* fix some things
* rm comment
* Add actual comparison from master to branch benchmark for sorting algorithms
* lower case via git mv YAAY!
* drop code
* convert type name
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* moves everything to use single map keys, also breaks
* full rollout
* tests
* fix a little bug
* minor test fixups
* Fix Key use
* rm 🔑 from 🔑 struct name
* orderbook: Check assignment of time values and reject if not set.
* linter: fix
* buffer: additional linter winter fixter
* Implement through pending exchanges
* finished push
* linty: minty
* gomod: tidy
* thrasher: nits
* glorious: nits
* orderbook: purge type now in favour of external call allocation
* orderbook: push last param
* orderbook: only 1 unlock call is needed
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* Orderbook: Add GetDepth to Base
Base.GetDepth returns the concrete book of which Base is a copy
This is probably useful for immutably monitoring orderbook health and state
whereas FetchOrderbook would trigger a refresh.
* Orderbook: Reword GetDepth comment
* Orderbook: Add test for Base.GetDepth
* 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
* bitfinex: filter security pairs from spot trading
* asset: add securities type
* bitfinex: remove print
* linter: fix
* gomod tidy
* glorious: nits
* bitfinex: just some orderbook fun and added a pass through for bitfinex funding rate when rate == 0
* bitfinex: move update function from testmain to localised test
* test: fix up
* glorious:nits
* bitfinex; fix casing test
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* orderbook/buffer: data integrity and resubscription pass
* btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!!
* buffer: reinstate publish, refaactor, invalidate more and comments
* buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments.
* dispatch: change publish func to variadic id param
* dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests.
* dispatch: don't create pointers for every job container
* rpcserver: fix assertion issues with data publishing change
* linter: fixes
* glorious: nits addr
* depth: change validation handling to incorporate and store err
* linter: fix more issues
* dispatch: fix race
* travis: update before fetching
* depth: wrap and return wrapped error in invalidate call and fix tests
* btcmarkets: fix commenting
* workflow: check
* workflow: check
* orderbook: check error
* buffer/depth: return invalidation error and fix tests
* gctcli: display errors on orderbook streams
* buffer: remove unused types
* orderbook/bitmex: shift function to bitmex
* orderbook: Add specific comments to unexported functions that don't have locking require locking.
* orderbook: restrict published data functionality to orderbook.Outbound interface
* common: add assertion failure helper for error
* dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests
* dispatch: export function
* engine: revert and change sub logger to manager
* engine: remove old test
* dispatch: add common variable ;)
* btcmarket: don't overflow int in tests on 32bit systems
* ci: force 1.17.7 usage for go
* Revert "ci: force 1.17.7 usage for go"
This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91.
* golangci: bump version add and remove linter items
* Revert "golangci: bump version add and remove linter items"
This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b.
* dispatch: remove unsused mutex from mux
* order: slight optimizations
* nits: glorious
* dispatch: fix regression on uuid generation and input inline with master
* linter: fix
* linter: fix
* glorious: nit - rm slice segration
* account: fix test after merge
* coinbasepro: revert change
* account: close channel instead of needing a receiver, push alert in routine to prepare for waiter.
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
* 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
* 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
* [FIX] Enable ws orderbook sync recovery by:
- Testing if books have been cleared
- Assigning options when loading snapshot
* orderbooks: remove setlastupdate method and on select depth method that updates linked list, this reduced lock contention across code base and fixes buffer bug on applying buffered updates
* WS - Introduce signaling for the need to fetch the orderbook
* Address nits
* Update error messages to include exchange name
Co-authored-by: shazbert <oharareid.ryan@gmail.com>
* 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
* Exchanges: Initial implementation after rebase of depth (WIP)
* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth
* buffer/orderbook: conversion continued (WIP)
* exchange: buffer/linkedlist handover (WIP)
* Added some tests for yesterday
* linkedList: added more testing and trying to figure out broken things
* Started tying everything in
* continuous integration and testing
* orderbook: expanded tests
* go mod tidy
* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges
* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.
* orderbook: reinstate dispatch calls
* Addr glorious & madcozbad nits
* fix functionality and add tests
* Address linterinos
* remove label
* expanded comment
* fix races and and bitmex test
* reinstate go routine for alerting changes
* rm line :D
* fix more tests
* Addr glorious nits
* rm glorious field
* depth: defer unlock to stop deadlock
* orderbook: remove unused vars
* buffer: fix test to what it should be
* nits: madcosbad addr
* nits: glorious nits
* linkedlist: remove unused params
* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits
* orderbook: nits addressed
* engine: change stream -> websocket convention and remove unused function
* nits: glorious nits
* Websocket Buffer: Add verbosity switch
* linked list: Add comment
* linked list: fix spelling
* nits: glorious nits
* orderbook: Adds in test and explicit time type with constructor, fix nits
* linter
* spelling: removed the dere fence
* depth: Update alerting mechanism to a more battle tested state
* depth: spelling
* nits: glorious nits
* linked list: match cases
* buffer: fix linter issue
* golangci: increase timeout by 30 seconds
* nodes: update atomic checks
* spelling: fix
* node: add in commentary
* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type
* linter: exchange linter issues
* syncer: Add in warning
* nits: glorious nits
* AssetWebsocketSupport: unexport map
* Nits: Adrr
* rm letter
* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates
* general: fix spelling remove breakpoint
* nits: fix more glorious nits until more are found
* orderbook: fix tests
* orderbook: fix wait tests and add in more checks
* nits: addr
* orderbook: remove dispatch reference
* linkedlist: consolidate bid/ask functions
* linked lisdt: remove words
* fix spelling
* 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
* Exchanges: Bypass websocket book validation on exchanges when checksum is implemented, fix FTX test, go mod tidy
* Orderbook: Change orderbook base field name
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management
* integrate port
* shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts
* WIP
* Update exchanges, update tests, update configuration so we can default off on buffer util.
* Add buffer enabled switching to all exchanges and some that are missing, default to off.
* lbtc set not aggregate books
* Addr linter issues
* EOD wip
* optimization and bug fix pass
* clean before test and benchmarking
* add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap
* Add tests and removed ptr for main book as we just ammend amount
* addr exchange test issues
* ci issues
* addr glorious issues
* Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return
* addr linter issues
* updated mistakes
* Fix more tests
* revert bypass
* Addr mcb nits
* fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation.
* Allow for zero bid and ask books to be loaded and warn if found.
* remove authentication subscription conflicts as they do not have a channel ID return
* WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things.
* finalised outbound request for kraken
* filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit
* expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero
* Updated function comments and added in more realistic book sizing for sort cases
* change map ordering
* amalgamate maps in buffer
* Rm ln
* fix kraken linter issues
* add in buffer initialisation
* increase timout by 30seconds
* Coinbene: Add websocket orderbook length check.
* Engine: Improve switch statement for orderbook summary dissplay.
* Binance: Added tests, remove deadlock
* Exchanges: Change orderbook field -> IsFundingRate
* Orderbook Buffer: Added method to orderbookHolder
* Kraken: removed superfluous integer for sleep
* Bitmex: fixed error return
* cmd/gctcli: force 8 decimal place usage for orderbook streaming
* Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts
* Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope
* Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP)
* Bitfinex: Complete implementation of checksum
* Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream
* Bitfinex: Fix linter issues
* Bitfinex: Fix even more linter issues.
* Bitmex: Populate orderbook base identification fields to be passed back when error occurrs
* OkGroup: Populate orderbook base identification fields to be passed back when error occurrs
* BTSE: Change string check to 'connect success' to capture multiple user successful strings
* Bitfinex: Updated handling of funding tickers
* Bitfinex: Fix undocumented alignment bug for funding rates
* Bitfinex: Updated error return with more information
* Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy.
* Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification.
* Exchanges: Update failing tests
* LocalBitcoins: Addr nit and bumped time by 1 second for fetching books
* Kraken: Dynamically scale precision based on str return for checksum calculations
* Kraken: Add pair and asset type to validateCRC32 error reponse
* BTSE: Filter out zero amount orderbook price levels in websocket return
* Exchanges: Update orderbook functions to return orderbook base to differentiate errors.
* BTSE: Fix spelling
* Bitmex: Fix error return string
* BTSE: Add orderbook filtering function
* Coinbene: Change wording
* BTSE: Add test for filtering
* Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages
* GolangCI: Remove excess 0
* Binance: Reduces double ups on asset and pair in errors
* Binance: Fix error checking
* Kraken - wsProcessOrderBook, the method was returning wrong bids data
* additional map check to prevent panic
* linter issue fix
* The RPC method GetOrderbook has a race condition and causes panic - refactored and speed up
* The method Retrieve (package orderbook) now return pointer of a copy of s.Books[exchange][p.Base.Item][p.Quote.Item][a].b
* using extra var to optomize code
* bids and asks slices filling optimisation
Co-authored-by: Vazha Bezhanishvili <vazha.bezhanishvili@elegro.eu>
* initial update of currency system
* WIP progress
* Finish initial currency string error returns
* fix whoopsie testing for non https insecureinos
* Current WIP for getEnabledPairs check and error return
* WIP continued
* When getting enabled pairs throw error when item is not contained in available pairs list
* More updates -WIP
* Wip continued including potential interface
* Current WIP
* pairs manager pass
* drop asset string and just use the map key, plus return some errors and create more work for myself.
* clean and fixed a bug in currency.json, will not populate correctly without coinmarketcap api keys set.
* purge logger references after merge
* go mod tidy after merge
* Pointer change WIP
* fix some issues and added error returns to a few items (WIP)
* WIP
* Clean
* Fix some linter issues
* Fix more linter issues
* even more linters
* xtda nits
* revert pointer change and rm field
* Addr madcozbadd nits
* fix linter issues: shadow declarations
* Fix linter issues: gocritic huge things
* linter issue fix
* Addr nits
* flush go mod files
* after merge woops
* fix shadow dec
* Addr thrasher nits
* addr nits
* fix some issues
* more fixes
* RM println
* Addr glorious nits
* Add helper method for setting assets
* add missing format directive
* Addr nits
* Actually process new futures contracts -_- derp
* WIP for GRPC upgrade for pair management
* update config pairs
* finished disabling and enabling asset
* linked update of tradable pairs to cli
* fix oopsies
* defer writing to file on program termination for currency storage system
* update template
* don't add disabled asset items to initial sync
* Fix enable disabling a list of pairs and added in a slice error type so we can add whats allowable without throwing an error and return a report, also addressed some other nits
* WIP on getting a channel to unsub
* Wip track down unsubscribe bug and start creating streaming interface
* purge websocket orderbook object and centralised updating routine for orderbook
* general clean before interface implementation
* stage one connection interface WIP
* WIP
* repackage wshandler WIP
* find difference of subs and change signature of subscriber functions so we can batch subscriptions and unsubscription in exchanges that support it
* design change on mange subscription routine WIP
* integrated ZB with the new webosocket updates
* WIP - okex conversion
* integrate websocket upgrades for lakebtc, kraken, huobi, hitbtc, gateio, and WIP for coinbene
* integrate another range of exchanges for websocket update
* Added subscriber and unsubscriber methods to websocket functionality
* fixed tests WIP
* amalgamate cache setup with main websocket setup
* reinstate exported fields traffic alert and shutdownC to accommodate gemini and lakebtc implementations
* added in colon
* Updated websocket auth handling as they werent getting passed through. Added a setter method for websocket URL due to the Binance generated auth key/listenKey. Fixed bug which stopped reconnection.
* Fix subscribe candle bug
Fix time conversion in candle
Fix inititial candle history to datahandler
Include funding to orderbook handling
Include funding to trades
Reduce code duplication in sub and unsub functions
Added the ability to include funding currency websocket subscriptions
validated all channels and added more items todo list (Auth items)
* RM line
* bitstamp pass
* btcmarkets pass - still needs to implement unsubscriber functionality and pairs change test.
* Batch outgoing subscriptions and fix unsubscribe bug
* BTSE - bumped time to minute to reduce pinger calling by 75 calls per day. Fix authentication bug and add authentication pass into to-do. Batch outgoing subscription calls
* fix type field and batch outgoing subs and unsubs for coinbasepro
* Batch outgoing subs and unsubs
* Fixes bug when matching return from authentication
* Fix bug where params where being sent out of order due to map ,where depth items werent being subscribed too, where trying to subscribe to too many kline items caused error, where trying to get a nano secocond ID conflicted due to speed of generation.
* Add websocket capability for currency pair change by utilizing full channel subscription list in subscribe function.
* Add error handling
* Fix public: time conversions, subscription list, stopped pushing heartbeat to data handler, aggregated list of connections.
* hitBTC pass
* returned nil instead of error due to period null bids and asks updates coming through.
* Fix auth ping capture and reply. Added in interval handling for kline data. Added correct full trade data handling. Fix subscribe and unsubscribe.
* Fix when websocket auth conn and token generation fail we don't try and auth sub. Fix bug between auth and normal connection id generation and matching. Batch outgoing payloads to increase efficiency. Updated matching functions to utilise channels instead of waitgroups and go routines.
* RM debug output
* rm func to get shutdown channel
* Add unsubscriber functionality, added wsTicker type, removed return as this will impede data flow and cause reconnection when handling and processing data
* okgroup WIP
* *Added missing fields for websocket trades
*Fix bug processing kline interval
*Added fields for websocket ticker struct
*Fix auth bug
-Updated request and response matching param to interface so we can custom signature match. Stops auth subscribing before a reply is issued.
-Updated channel inclusion of pair fo auth subs as this was missing.
*Assortment of perfomance improvements
* poloniex pass
* send all trades to data handler, validated enabled and disable pairs
* initial clean
* centralised request matching mechanism
* websocket main improvements WIP
* WIP
* Websocket management via gctcli WIP
* GRPC expansion
* Updated GCTCLI with websocket url and proxy setting functionality which flushes connection
* Fix continuous spawning of routines bug on error with reconnection
* Addr linter issues
* fix subscription bug that I caused when I changed to a switch case
* fix linter issue
* fix woopsie
* End of day WIP
* Fix order submission REST, time conversion, order type conversion, orderID bugs
* fix gateio test and unsubscribe bug
* revert comment out code
* websocketAPI changed to to true in configtest.json
* fix race in gateio test
* End of day WIP for websocket tests.
* BugFix for binance when book isn't seeded. Updated websocket tests. Deprecated subscription manager. RM wrapper funcs.
* Added string title to exchange name as they are saved as lower case in type, reinstated verbose check in websocket.go
* Added verbosity check for setting websocket URL
* fix bug where the asset had a mind of its own
* purge dodgy coding
* Fix tests, drop blocking chan in websocket Dial function
* few more changes
* race condition fix for websocket tests.
* fix intermittent test failure due to underlying hash table storage
* Address madcuzbad nit
* RM superfluous printlines
* Add quick top example with paramater fields
* First pass Glorious nits
* As per madcozbad suggestion return error when enabled pair not found in full return map. Add test.
* addr madcozbadd nits
* as per glorious suggestion rm'd loadedJSON field
* adjusted ticker, added test and RM'd code that can never be executed
* Addr nits and add in crypto rand genration for ID's
* remove global channel declaration and rescoped as this was causing a lock
* as per glorious suggestion restructured return error for websocket
* addr glorious suggestions
* fix linter issues
* purge non-existent pair from testdata
* add side field to struct and parse
* addr glorious nits
* Add verbosity to error returns and logs and fix string parsing in GCTRPC
* fix speeling mistwake
* Adds websocket functionality check before flushing websocket connection
* Addr kraken panic and setting/flush websocket url stage one.
* added websocket url check before setting with tests
* Added in edge case test if by the time we call contains on available pairs it has been changed
* remove error return for func
* Continuation of tests
* continuation of tests
* Stop potential panic within pair creation function
* Implement changes to upstream
* rm sup comment
* fix bug when subscribing and unsubscribing. Also add in boolean to determine there are currencies that need to be flushed via set pairs via gctcli
* fix test
* Fix linter issues
* Fix tests
* turn websocket off in config example
* Fix issue where you cannot enable websocket when config is set to false, also added config websocket enable state saving
* Introduced err var for same error returns
* Add err var exchange base not found
* restructure function
* drop gctscript from generic response name
* drop managesub delay const as its not being used
* correctly implement websocket rate limiting for coinut
* remove quotations
* drop pair management check
* fix spelling
* return error in function to not update currency with unset role
* amalagamted enable/disable into set function and added in pairstore fetch function
* update error description
* rm function
* moved test function to sharedtestvals and move type to types.go
* append delimiter onto currency delimiter strings
* add test coverage
* rm functions as they are set as methods in base
* remove superfluous methods
* Fix issue that would occur when a subscription errored and not appending successful subs
* fix after rebase woopsie
* fix linter issues
* fix bug streamline code
* fix linter issues
* fix linter issues
* fix case where it should not change ID if set but append new
* fix whoopsie
* fix websocket tests
* fix readme, fix wrapper issues reporting template, go mod tidy
* add test coverage
* add test coverage and verified futures pariing
* add in futures bypass as its not currently supported on BTSE until API update and implementation
* removed downside/upside profit contract type as its no longer supported. Added in check in set config pairs to warn user of potential conflict and to manually remove or update.
* If asset enabled add pair and increase code coverage
* remove strings.title, set and fetch with strings.Lower but keep struct field exchangename unchanged. Streamline ticker and orderbook code.
* Add code coverage
* log error if setting default currency fails, add code coverage
* address glorious nits
* Addr xtda nits
* fix linter issues
* addr glorious nits
* xtda nits
* Addr glorious nits
* add subscription protection and removed a superfluous wait call
* fix test
* fix whoopsie
* addr xtda nits
* addr glorious nits
* Added asset types to subscriptions structs, also added in error handling for resubscription errors
* consolidated rpc returned type and added in sucessful strings
* dropped stream timing down to 100ms
* DOC changes
* proxy and url usage string additions
* WIP
* go mod tidy rides again
* Addr nits
* Addr nits, fix tests
* fix wording
* add in test case for currency matching
* Add byte length check on outbound websocket payload subscriptions
* addr thrasher nits
* Addr madcozbadd nits
* addr linter issues
* Addr glorious nits by amalgamating function into one mega amazing function.
* fix futures account subscription bug
* addr glorious nits and reinstated wg.Wait() checks
* changed string to currency delimiter string and setconnected by function
* Improved error message when no config is set on startup
* Change inccorect error wording
* bump Bitfinex websocket orderbook return length to max
* temporary fix of incorrect orderbook updates, limit to bid and ask len of 100, will be extended later if needed
* Fixed issue in binance websocket that appended 0 volume bid/ask items
* Fix panic when unmarshalling an empty pair from config
* Add get pair asset method for exchange base
Fix Bitmex orderbook stream
Unbuffer Bitmex orderbook stream
* force syncer to update ticker instead of fetch, which allows a stream
* Fix websocket last price for coinbasepro
* fix websocket ticker for coinut
* Fix websocket orderbook stream Huobi
* increase orderbook depth REST for Huobi
* Fix websocket support and ensure data integrity
* Fix time parsing issue after error checks
* check error, only process enabled currency pairs, signal websocket data processing
* expanded websocket functionality for okgroup
* Add logic to not process zero length slice for orderbooks
* fix websocket ticker only updating enabled and individual book updates
* ZB fixes to order submission/retrieval/cancellation w/ general fixes
* Quiet unnecessary warning
* updated config entry values for REST and websocket (initial hack until I come up with a better solution for asset types)
* Ch GetName function to field access modifyer & rm useless code
* Add in error I missed
* Nits addressed
* some more fixes
* Turned kraken default websocket to true and some small changes
* fixes linter issues
* Ensured okgroup books and sent update through to datahandler. Zb update as well.
* Add test case to get asset type from pair
* Add test for pairs unmarshal
* Add testing and addressed nits
* FIX linter issue
* Addressed Gees nits
* Thanks glorious spotter
* more nitorinos
* Addres even more nits
* Add stringerino 4000
* Fix for panic cause by sort slice out of range, also nits addressed
* fix linter issues
* Changed from function to field access
* Changed from function to field access
* fix for orderbook update panic, removes quick fix - caused by sync item fetching through same protocol
* Add new test and update random generator
* pass in invalid string to future ob fetching, due to futures contract expire and a http 400 error is returned
* Greatly increases efficiency of web socket orderbook processing by minimising multiple map lookups. Changes buffer to use pointers. Ensures orderbook benchmarks are on equal footing and set correctly. Removes data race by not setting waitgroup adds inside go routine causing wait and add to happen simultaneously. Updates ticker and orderbook service to use a pointer var instead of map lookups when setting data.
* Removes misguided comment
* Removes waitgroups and goroutines for updating bids and asks for non-id orderbook updates via websocket. Updates benchmarks to be consistent
* Added dispatch service
* Added orderbook streaming capabilities
* Assigned correct orderbook.base exchange name
* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming
* Add ticker streaming support through dispatch package
* Added in some more info on error returns for orderbook.go
* fix linter issues
* Fix some issues
* Update
* Fix requested
* move dispatch out of exchanges folder to its own independant folder
* Fix requested
* change orderbook string to tickers
* Limit orderbooks to 50 and made dispatch system more stateless in operation
* lower cases for update/retrieve/sub exchange name
* Adds in asset validation and lower case conversion on cli
* Remove comment
* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error
* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go
* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go
* Fix some issues
* change to start/stop service, added in service state change via cli, updated logger
* fix requested
* Add worker amount init spawning
* fix linter issues
* Fix more linter issues
* More fixes
* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system
* Moved all types to dispatch_types.go && remove panic
* Moved types into serperate file && improve test coverage
* RM unnecessary select case for draining channel && fixed error string
* Added orderbook_types file and improved code coverage
* gofmt file
* reinstated select cases on drain because I am silly
* Remove error for drop worker
* Added more test cases
* not checking error issue fix
* remove func causing race in test, this has required protection via an exported function
* set Gemini websocket orderbook exchange name
* Initial currency overhaul before service system implementation
* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook
* Remove redundant currency string in ticker.Price
Unexport lastupdated field in ticker.Price
Add error handling for process ticker function and fix tests
* Phase Two Update
* Update translations to use map type - thankyou to kempeng for spotting this
* Change pair method name from Display -> Format for better readability
* Fixes misspelling and tests
* Implement requested changes from GloriousCode
* Remove reduntant function and streamlined return in currency_translation.go
* Revert pair method naming conventions
* Change currency naming conventions
* Changed code type to exported Item type with underlying string to reduce complexity
* Added interim orderbook process method to orderbook.Base type
* Changed feebuilder struct field to currency.Pair
* Adds fall over system for backup fx providers
* deprecate function and children and fix linter issue with btcmarkets
* Fixed requested changes
* Fix bug and move mtx for rates
* Fixed after rebase oopsies
* Fix linter issues
* Fixes race conditions in testing functions
* Final phase coinmarketcap update
* fix linter issues
* Implement requested changes
* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates
* Add a collection of tests to improve codecov
* After rebase oopsy fixes for btse
* Fix requested changes
* fix after rebase oopsies and add more efficient comparison checks within currency pair
* Fix linter issues
* Initial commit
* Successful authenticated request implementation.
* Removes data from okcoin, okex. Implements some account okgroup endpoints. Adds tests
* Finishes account API endpoint implementations.
* Implements and adds tests for the following okgroup v3 API endpoints: GetSpotTradingAccounts, GetSpotTradingAccountForCurrency, GetSpotBillDetailsForCurrency, PlaceSpotOrder, PlaceMultipleSpotOrders, CancelSpotOrder, CancelMultipleSpotOrders, GetSpotOrders, GetSpotOpenOrders, GetSpotOrder, GetSpotTransactionDetails, GetSpotTokenPairDetails, GetSpotOrderBook, GetSpotAllTokenPairsInformation, GetSpotAllTokenPairsInformationForCurrency, GetSpotFilledOrdersInformation, GetSpotMarketData
* Implements and adds tests for all margin api endpoints: GetMarginTradingAccounts, GetMarginTradingAccountsForCurrency, GetMarginBillDetails, GetMarginAccountSettings, GetMarginLoanHistory, OpenMarginLoan, RepayMarginLoan, PlaceMarginOrder, PlaceMultipleMarginOrders, CancelMarginOrder, CancelMultipleMarginOrders, GetMarginOrders, GetMarginOpenOrders, GetMarginOrder, GetMarginTransactionDetails. Simplifies some Spot endpoints combining ForCurrency funcs where possible
* Adds all 29 Futures endpoints with tests. Updates comments and naming conventions. Adds standard realordertest func. Adds ability to make public API requests. Adds test purpose comments
* Adds 29 endpoints for SWAP API support. Adds tests for each endpoint. Declares response variables in function declaration. Simplifies URL parameter formatting
* Adds all ETT endpoints with tests
* Creates OKCoin and OKEX struct types. Moves okgroup tests to okcoin and okex exchanges. Updates withdraw fee calculation. Updates exchange.go exchange declaration to point to new types. Streamlines wrapper tests. Begins websocket integration
* Rebase fixes
* Deletes okcoin_types.go, okcoin_wrapper.go, okex_types.go, okex_wrapper.go. Combines okex,okcoin wrappers in okgroup_wrapper.go. Removes boilerplate url.values with new request struct type parsing. Adds github.com/google/go-querystring to go modules. Replaces USDT with USD for OKCoin tests. Moves OKEX specific endpoints (futures, swap & ett) to okex.go. Fixes recieving receiving again
* Maps the wrapper
* Parses json into time.Time instead of string + conversion
* Renames websocket.SetEnabled to websocket.SetWsStatusAndConnection. Maps main spot websocket functions for okgroup. Adds some basic ws tests
* Updates websocket default URLS, adds checksum tests, removes setdefaults from okgroup, adds WebsocketDataWrapper to wrap all okgroup websocket data responses, handles spot, swap, index and futures ticker, candle, trade, orderbook, funding fee websocket responses. Partially implements checksum validation on orderbook data. Fixes all linting issues
* Handles the calculation of okgroup websocket checksums. Adds tests
* Now all orderbook checksums are validated. Cleans up implementations and removes invalid checksum calculator functions. Adds function to parse ordertype. Puts verbose logs behind verbose check
* Removes parallel from okgroup tests. Removes unused code. Adds GetWsChannelWithoutOrderType. Improves handling of WS data types. Adds types for more ws channels. Simplifies update orderbook handling
* updates btse func name
* linting
* Fixes websocket connection issue with tests. Removes test verbosity
* Updates checksum calculation to handle more than 7 decimal places. Adds rate limiters. Uses != "" instead of len > 0. Adds new test to handle checksum calculation with 8 decimal places.
* Removes logging. Fixes orderbook wrapper references
* Adds slightly more robust resubscribe func. Adds websocket tests that can detect websocket errors
* Fixes linting issues
* Adds new WS func IsConnected() to expose ws status. Tests protect against channel timeout
* Adds test comments. Fixes parallel issues for futures tests
* Fixes error output for wrapper function
* ProcessOrderbook: added a condition to check for existing orderbooks
* ProcessOrderbook: simplified the logic by removing useless code
* Covered orderbook read/write stability with tests
* Fixes race condition writing to a test array
