mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
fe6f762ab882ec05bc2bbc0cf2db5b6c86a6a1f0
51 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Adrian Gallagher
|
ba92ba3254 |
docs: Add CODING_GUIDELINES.md and other adjustments (#1988)
* docs: Create new CODING_GUIDELINES doc Rids excess contribution instructions from other packages Adds AGENTS.md file for the AI overlords Rids unused templates Updates ADD_NEW_EXCHANGE.md with minor fixes * docs: Fix linter issues and minor adjustments based on Copilot feedback * docs: Update coding guidelines for API parameters and testing practices * docs: Remove redundant GoDoc references Adds copilot-instructions.md * docs: Update CODING_GUIDELINES with export recommendations and test commentary * docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links * docs: Update struct naming conventions for request and response types * docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md * refactor: Simplify error handling in QueryOrder method |
||
|
Adrian Gallagher
|
3fc40292b7 |
cmd/documentation: Add pagination support for contributors (#1885)
* cmd/documentation: Add pagination support for contributors * Drop break and return immediately * documentation: change defaultGithubAPIPerPageLimit to an integer and update usage in GetContributorList |
||
Gareth Kirwan
|
b4e45e9a1b |
Websocket: Restructure files and types (#1859)
* Websocket: Rename stream package * Websocket: Rename Websocket to Manager * Websocket: Replace explicit errs with common.NilGuard * Websocket: Move websocket_types.go to types.go * Websocket: Minor field comment and alignment in types * Webosocket: Rename WebsocketConnection to Connection * Alphapoint: Make gorilla ws import explicit Just to avoid confusion with our own packages. * Websocket: Move stream_match to match * Websocket: Move websocket_connection to connection * Websocket: Move websocket.go to manager.go * Websocket: Break out all subscription methods into subscriptions.go * Websocket: Move connection type into its file * Websocket: Remove PositionUpdated Type is not used anywhere * Kraken: Use local constant for pong Was the only use of websocket.Pong and doesn't really feel right to represent kraken's api resp in one of our packages * Websocket: Move connection sub-types to connection package * Websocket: Move manager types into manager * Websocket: Move ConnectionWrapper into manager * Websocket: Move websocket_test to manager_test * Websocket: Privatise connectionWrapper * Websocket: Remaining types into types.go These really belong somewhere else mostly, but this will do for now * Websocket: Tidy up connection method vars * Gofumpt: Moving package imports around * Websocket: Rename errDuplicateConnectionSetup * Websocket: Fix duplicate import of gws * Websocket: Fix gofumpt -extra * Websocket: Standardise import of gws across other pkgs * Kraken: Remove unused sub conf consts These were replaced by the generic Levels and Depth fields on all subs * Websocket: Privitise ConnectioWrapper fields * Websocket: inline single use var WebsocketNotAuthenticatedUsingRest * Websocket: Move documentation to template * Bithumb: Assertify TestWsHandleData |
||
|
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
|
||
|
Gareth Kirwan
|
fafee93e1b |
sonic, exchanges/okx: Make sonic opt-in by default and fix various OKX issues (#1816)
* Sonic: Add sonic_on build tag Thinking about other ways to do this, but they amount to the same thing. It's messy, but I don't have another idea. * Okx: Remove redundant useAsIs on slices Slices are automatically used-as-is, so passing true for these types was unnecessary. Removing the field simplifies rationalising inverting the flag * Okx: Unify timestamp response types * Okx: Change ResetRFQMMPStatus to return a types.Time * Okx: Move withdrawData type to types * Okx: Fix AccountConfiguration slice return * Okx: Improve SendHTTPRequest documentation * Okx: Extend tests for UseAsIs non-defaults * Okx: Fix GetPublicUnderlying with sonic 1.12.9 Using **result for slices with useAsItIs causes sonic to fail. This might be addressed upstream, but it's also not clear what the unmarshal behaviour for an untyped reference to a typed reference should be in the RFC, so we could get a golang.org/encoding/json regression on this too. There's no harm in fixing this, for consistency, to match our handling for non-slice []any wrapping to just use the pointer as is. Note: As of today this requires sonic:main for this to work, because of the other bug: ``` M go.mod - github.com/bytedance/sonic v1.12.9 + github.com/bytedance/sonic v1.12.10-0.20250224121557-e30ac4f2e4fe ``` * Okx: Remove redundant slice check This code didn't work, and if I make it look at rv.Elem().Kind() it errors. Haven't dug too deeply but right now I think we just remove it. * Okx: Simplify SendHTTPRequest by removing UseAsIs Looks to be entirely derivable * Okx: Remove http check that resps must contain data GetAnnouncementTyeps failing in US because of empty response. But also any situation where there really is no data. e.g. GetCandlesticks might return no candlesticks for a period and instrument, because there aren't any. That shouldn't be an error. More saliently if you request orders, or something similar. So, since that check wasn't working before, and it's causing issues now, I'm going to remove it. * Okx: Fix TestGetAnnouncementTypes failing in US announcement-types returns empty in the US, where our github actions run. That's kinda okay. Just don't test we get any back * Sonic: Default to sonic off We've seen too many fatal panics and races with sonic, both in GCT runs and being reported in sonic, to default to it being turned on right now. Whilst we have faith sonic will get through these with time, for now the sensible thing to do for our users is make sonic opt-in. This also removes any of the conditions around 386, etc. If someone wants to run with sonic, they can. Most notably if they're trying out an experimental sonic branch that supports 386, etc. |
||
|
Adrian Gallagher
|
69bb645fc2 |
docs: Migrate development tracking from Trello to GitHub Projects (#1696)
* docs: Migrate development tracking from Trello to GitHub Projects * docs: Replace non-template based references and correct templates |
||
|
Gareth Kirwan
|
c601575c66 |
subscriptions: Add templating support and integrate with Binance (#1568)
* Subscriptions: Add List.AssetPairs * Subscriptions: Add Template and QualifiedChannel These fields separate the concept of what the channel is from the qualified resource name * Subscriptions: Add List.SetStates() * Subscriptions: Add List.QualifiedChannels * Subscriptions: Rename testsubs.EqualLists * Binance: Switch to ExpandTemplates * Binance: Update ConfigTest format * Subscriptions: Test Coverage improvements * Subscriptions: Reenterant List.ExpandTemplates * Subscriptions: Move templates from subscriptions to exchanges * Binance: Inline subscription template and improvements |
||
Samuael A
|
aeb4a87913 |
exchanges: Add Deribit exchange support (#1082)
* deribit implementation * add ws impll * cleanup * Update deribit_wrapper.go * Add missing endpoints * Fix config file * asset type update * Update code structure * Update authenticated private endpoints unit tests * Updating websocket * Updating websocket connection and subscription handling * Finishing up adding subscription push data * Adding websocket public endpoint * Adding WS endpoints * Adding websocket unit tests * Minor clean-up * Integrating websocket endpoints into the wrapper funcs * Updating exchange documentations * Fixing test issues * Code cleaning-up * fix test issues * Updating validations and logic errors * Updating wrapper issues * fix test issues * Slight test update * Unit test and code structure update * Update websocket tempos * Slight update on code structure * Minor update on unit tests * Update depending on review comments * Minor code fix and doc re-generating * Update on Candlestick wrapper functions * Minor updates * minor unit test updates * Minor updates on weboscket and unit tests * minor linter fix * codespell and rate limiter issues * single linter issue fix * adding rate limiter * Add ratelimiter to websocket conn and overall code update * fix websocket push data issue * Implementing missing wrapper function * Websocket fix * Minor update on missing endpoint and other * fixing websocket issues and cleaningup * Minor tempo fix * Minor linter issues * unit test update * Indexing error fix * Websocket connection fix * string formatting fix * Small fix on unit tests * fix minor json conversion issue * websocket and documentation update * websocket, wrapper and unit test updates * Documentation and unit tests update * Fix unit tests * wrapper fix for new change * Unit test fix * timestamp conversion and unit tests update * Minor instrument ID conversion fix * instrument formats and unit test update * formatting and unit test fix * config update * Updating websocket and adding the Spot support * Add small unit test fix * unit test and websocket handlers update * Linter issues fix * minor documentation and code update * Minor fix * added a wrapper func GetLatestFundingRates * Types, wrapper update, and unit tests * Minor config update * fix wrapper unit tests * Resolve all panic and wrapper test issues * minor unit test fix * fix issues and adding newly added endpoints * updates and added remaining endpoints with unit tests * Update unit tests using assert * Added missing endpoints and unit tests * Minor updates and clean-ups * Resolve tradable pair fetching panic * Mutex fix * Added Options assets test and minor fixes * subscription mothod updated * Remove misadded code lines * resolve websocket * Updating tests, types, endpoint methods and others * Added GetFuturesContractDetails and minor fix * fix linter issue * revert change on candlestic time * Added filters to candles * minor unit test and wrapper fix * Minor unit tests update * cahnge param key for GetOrderMarginByID * updating unit tests and resolve issues * Update websocket unit tests * Minor fix based on review * Revert unit test change * fix pair config issue * Added missing wrapper functions * Fix missing review changes * Fix options request pair formatting * fix AllExchangeWrappers test issue * Changes with unit test and wrapper based on the review * Fix to options reg-exp * wrapper functions fix * Update MaximumFundingRateHistory filter and minor fixes * Fix besed on review comment * Fix issues on review comment * linter fix * fix minor unit test issue * Fix unit test issues * Update trade order cancellation responses * fix config files issue * lint update config files * Update unit tests * Update return values and response handling * added missing endpoint and fixes based on review comment * toggle useTestNet back * Update cancel by label and other fix * fix forgotten cancel all response type * update CancelResp type * Fix unmarshaling error * updated websocket orderbook load issue * fix websocket lock and groups * Change Items to Tranche and fix linter issues * Fix orderbook issue * Update unit tests offline error handling, and endpoints argument and error handling * Contributors documentation update and change error return type * Updated unit tests based on review comment * Update unit tests and removed password change endpoint * Fix race condition * Update on tests, test pairs, and wrapper config * Update test tradable pairs loading * Update unit tests, fix linter issues, and update wrapper functions * remove credentials * Update test and fix authentication method and few authenticated endpoints * fix codespell issue * group the repeated currency code check to a func * added unit test for repeated pair check func * Added a base coin and related updates --------- Co-authored-by: E Sequeira <earncef@earncef.com> |
||
|
Gareth Kirwan
|
88182ec414 |
Engine: Remove Default Forex Provider (#1395)
* Currency: Do not use a default forex provider exchangerate.host now requires an API key. Instead of finding a new Free (for now) default, this change simply disables the currency exchange when nothing is enabled. * SyncManager: Report ?.?? for an unknown forex amount In a situation where we thought forex was available but we got an error, this avoids showing 0.00 when there was actually an error. * Currency: Tests for no default forex * Currency: Use mock provider for tests * Currency: Add API key to exchangerate.host * Currency: Remove Exchangerate.host Exchangerate.host was bought by apilayer, the old API deprecated, and replaced with a proxy to the apilayer api. We already have currencylayer support, so ther's no reason to keep exh. Worth noting: New ERH keys actually work on currencylayer * Currencies: Add test coverage for currency layer * fixup! Currency: Tests for no default forex Remove duplicate assignment Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1395178513) * fixup! Currency: Add API key to exchangerate.host Remove unused ErrVar Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396647418) * fixup! Currency: Tests for no default forex Fix spelling of override in test Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395#discussion_r1396701476) * fixup! SyncManager: Report ?.?? for an unknown forex amount Fix display of non-positive currency conversions. Fixes [review comment](https://github.com/thrasher-corp/gocryptotrader/pull/1395/files#r1398527134) |
||
|
Samuael A
|
6105071114 |
exchanges: Add Kucoin support (#1102)
* init * updates config * wrapper configuration * updates exchange readme * adds SendAuthHTTPRequest and SendHTTPRequest * adds ratelimit file * adds test case and minor fixes * improve error handling * update testcases and improve GetSymbols API * adds SPOT API's * minor fix * WIP * WIP * adds test case * adds check in test case * fixes in Auth. HTTP * improvements * adds trade, kline support and testcases * adds SPOT API and testcases for same * adds SPOT API and testcases * adds SPOT API and testcase * WIP * adds API's * adds API's * adds test cases * adds comment to exported data types * adds API and test cases * adds API * adds API * rearrange functions * WIP: adds API * adds API for Post Order SPOT * adds API and few fixes * fixes * WIP * WIP * add PostBulkOrder API and its test case * fix issues * adds cancel order APIs and test cases for same * add minor test fixes * add API * adds API * fixes * add API * adds API and test cases * fix test * adds API * adds test * fix test * adds API and test * adds deposit API and test cases * WIP * adds API and test cases * WIP * WIP * add public future API and test cases * WIP * remove v2 API and replace them with v1 * update test cases * adds future order API and test cases * adds futures order API * adds API * add API and test cases * adds API and test cases * adds API and test cases * adds API and test cases * Adding wrapper functions * Fix on wrapper function * Adding websocket support * Complete addressing WS push datas * Adding spot push data unit tests * adding futures websocket push data handlers * Adding futures websocket push data handlers * Added unit tests * Updating unit tests * Updating wrapper and unit test functions * Adding missing wrapper functions and code cleaning up * Resolved linter issues * Fixing websocket issues * Fixing websocket issues * Slight fix on config_example file * Minor update * Basic nits updates * Fix minor linter issues * Minor update * Minor unit test update * Minor unit test update * Code update and linter issues fix * Removed unnecessary type conversion codes * Monor update based on review comment * Fix based on review comments * Adding rate-limiter * Websocket update and overall minor fixes * Removed IsAssetTypeEnabled method implementation * Fix connection and formatting issues * Updating orderbook issues * Very minor label fix * Minor error returning fix * code cleaning up and minor spelling fix * Updates on unit test * Update on unit tests and slight code structure * unit test update * orderbook update and minor fix * fix on race * Mini linter fix * fix minor parameter and unit test issues * handler funcs and models update * Fixing websocket and unit test issues * order side string for active orders * Fix on websocket and unit tests * Minor type changes * Minor Orderbook fix and unit test update * Small fix on orderbook * Updating orderbook functionality * FIx on websocket orderbook handlers * Small update on kucoin websocket * fix missed review comments * fix based on review comments * Updating websocket orderbook and fixing unit tests * Minor fixes * unit test update * Updating unit test according to enabled asset type * toggle canManipulateRealOrders const * Unit test update * Fix minor issues * minor fix * documentation fix * wrapper coverage and unused params fix * testing and minor changes * documentation, websocket and unit test update * minor linter fix * Websocket spot/margin subscription update * minor ticker update fix * minor fixes on endpoints * timestamp and number convert method and unit tests * timestamp convert minor update * minor type and conversion fix * create a common timestamp convert and fix minor issues * linter and ticker fix * Updating unit tests and order placing endpoint methods * Added a pairs check * Fix config test error * rm unused error variable * Fix source of linter issue * code update: convert, wrapper and websocket fix * minor code update * Websocket code and unit tests update * Websocket ticker ask/bid type change and small error msg fix * docs update * fix: websocket orderbook handling * change orderbook channel to marketOrderbookLevel2Channels and fix websocket orderbook update * Minor func rename and reciever change * Minor orderbook unit test issue fix * comment: about why we used a random delimiter '-' for futures * update config files and FetchTradablePair func for futures pairs * futures config pairs update * remove ConnextionMonitorDelay from websocket setup * fix on types and futures pair conversion * updating config pairs * change NewPairFromString to DeriveFrom * unit tests update * unit tests update * Added TickerBatching * added GetStandardConfig to GetDefaultConfig --------- Co-authored-by: Jaydeep Rajpurohit <jaydeeppurohit1996@gmail.com> |
||
|
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> |
||
Scott
|
017cdf1384 |
Backtester: Live trading upgrades (#1023)
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
|
Samuael A
|
2ac165a477 |
exchanges: Add OKX support (#1005)
* public endpoints methods added * Completing mapping REST endpoints * Binanceus Wrapper methods -Partially * Binanceus Wrapper methods -Partially * BinaWra functions with test funs; Not Completed * Finalizing wrapper methods & test * Fix & Complete wrapper functions * Finalizing wrapper methods & test * Adding Stream Datas * WS Test functions * CI: Fix golangci-lint linter issues * CI: Fix reverting unnessesary changes and type conversion issues * CI: Fix reverting unnessesary changes and type conversion issues * Adding Public endpoints and tests * Adding Market and Public Endpoints * Adding Public endoints * Public Trading Endpoints & Authenticated Trade order methods * Adding Authenticated Methods and Tests * Adding algo and Funding Authenticated endpoints * Adding funding trading endpoints and correspondint tests * adding authenticated endpoints * Completing Block Trading endpoints and added subaccount endpoints * Completing sub account and grid Trading endpoints * Adding Rate Limit and missing endpoints * Wrapper and Websocket handlers * Fixing Websocket Test and Push Data Handler Issues * Fixing Websocket Test and Push Data Handler Issues * Fixing linter issues, package dependency, and other slight tempos * Fixing linter and slight tempos * Update on test functions, and Rest and Websocket Endpoint handlers * Remove okex, adding comments, and slight fixes on endpoints. * Fixing linter issues and adding comments * Slight code changes, updating documentation, and n and linter issues * Fix context and configuration endpoint issues * slight fixes on config and test files * adding some missing test and fix linter issues * fix linter issue * Slight fixes on code structure, shorthand exp,and ot and other * Fix slight linter issue * Slight code fixes and fixing linter issues * fixing linter iissues * fixing linter iissues * slight linter issue fix * slight linter issue fix * Fix on models, type convert funcs and endpoints * Adding Error messages map and update of models * Fix on error message string and linter issues * Fix slight linter issue * Fix slight linter issue * Fixing type converts, models, and linter issues * Adding Ws fixes * Slight fix on websocket and other issues * Adding slight websocket fixes * Remove 'books5' channel default subscription * Small changes on default subscription and checksum * Fix slight websocket tempos * Fix Wrapper function tempost and linter issues * Resolving slight naming and other issues * Resolve slight pointer issues * resolve slight linter issues * Resolve config files issue * Update websocket and wrapper funcs with test and docs * fixs on websocket multiplexer, types, and other slight issues * fix slight linter issues * slight update on web-socket orderbook and tickers * fix slight issues and websocket runtime errors * Slight unit test fix and assing simple semaphore * FIx race issue * Update on authenticated endpoints * Fix wsSetupRun check in websocket 'setupWsAuth' func * Update wsSetupRun check in websocket 'setupWsAuth' func * Slight update on websocket handling * Fix some race conditions * fix slight tempos * fix authenticated test issues * Update on conditional statements * slight update on unit test * fix unit test tempos * Fix slight tempos * Change check map from struct valued to bool valued * slight fix trial * Slight unit test update * Fix websocket timeout error * Updating websocket subscription endpoints, and unit tests * update unit tests * Slight issue on wrapper method 'GetActiveOrders' * Overall code update * Addressing missing review comments * Fix unit test tempo and linter issue * Monor fix * Slight update * Slight unit test fix * Slight fixes * Slight fixes * Fixing on missing review comments * Adding WS Fixes * slight fix * Monor fix on unit test * Minor convert issue * Minor change on WS * Monor logic fix * Fix code structure and logic issues * Fixing small typos * fix slight data format issue * Update on trade and order wrapper methods * Adding slight update * fix on order detail * Slight update on FetchTradablePairs wrapper method * Slight update on wrapper * Update on deserialization and other slight issues * Final update * Resolve missing review comments * Slight update on config and unit test * minor fix on GetDepositAddress param * Minor fix |
||
Jaydeep Rajpurohit
|
247da918a8 |
exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc |
||
Ryan O'Hara-Reid
|
31b969856e |
cmd: remove empty template files (#872)
* rm empty files * docs: regen to test Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> |
||
|
Scott
|
6eaa2e4073 |
Backtester: USD tracking (#818)
* Initial concept for creating price tracking pairs * Completes coverage, even with a slow test * I dont know what point to hook this stuff up * Bit of a broken way of handling tracking pairs * Correctly calculates USD rates against all currencies * Removes dependency on GCT config * Failed currency statistics redesign * initial Update chart to use highcharts * Minor changes to stats * Creats funding stats to handle the stat calculations. Needs more work * tracks USD snapshots and BREAKS THINGS FURTHER * Fixed! * Adds ratio calculations and such, but its WRONG. do it at totals level dummy * End of day basic lint * Remaining lints * USD totals statistics * Minor panic fixes * Printing of funding stats, but its bad * Properly calculates overall benchmark, moves funding stat output * Adds some template charge, removes duplicate fields * New charts! * Darkcharts. funding protection when disabled * Now works with usd tracking/funding disabled! * Attempting to only show working stats based on settings. * Spruces up the goose/reporting * Completes report HTML rendering * lint and test fixes * funding statistics testing * slightly more test coverage * Test coverage * Initial documentation * Fixes tests * Database testing and rendering improvements and breakages * report and cmd rendering, linting. fix comma output. rm gct cfg * PR mode 🎉 Path field, config builder support,testing,linting,docs * minor calculation improvement * Secret lint that did not show up locally * Disable USD tracking for example configs * ShazNitNoScope * Forgotten errors * "" * literally Logarithmically logically renders the date 👀 * Fixes typos, fixes parallel test, fixes chart gui and exporting |
||
|
Adrian Gallagher
|
0c00b7e1df |
exchanges/engine: Add multichain deposit/withdrawal support (#794)
* Add exchange multichain support * Start tidying up * Add multichain transfer support for Bitfinex and fix poloniex bug * Add Coinbene multichain support * Start adjusting the deposit address manager * Fix deposit tests and further enhancements * Cleanup * Add bypass flag, expand tests plus error coverage for Huobi Adjust helpers * Address nitterinos * BFX wd changes * Address nitterinos * Minor fixes rebasing on master * Fix BFX acceptableMethods test * Add some TO-DOs for 2 tests WRT races * Fix acceptableMethods test round 2 * Address nitterinos |
||
|
Scott
|
adf7659e95 |
backtester: shared exchange level funding, decimal implementation (#783)
* Better designed backtester funding concept * Fleshes out funding concepts further to allow two funding types * Adds types, finishes adding to portfolio and adds to exchange * Fixes a bug to reveal another * Fixes issues with purchasing * A partial conversion to using decimal.decimal for the backtester * Further decimal rollout. Can compile and output report * More cleanup * Fix rendering and initial funds issue. * Adds new concept for trading using the exchange level funding to see what happens * Fixes a bug in funding not being found * New strat config to test RSI and discover issues * Can run with pairs that contain 0 funding * Finally fixes the arrangement to share funds * Adds testing and funding transfer * end of day * More comments, more tests! * Improves item comparisons and completes testing * Initial attempt at new strategy which utilisies shared funding and transfers * end of day broken * Chronological output. Fixes output bug where multi currency. * End of day commit * Fixes bug where events were being overwritten in a simultaneous context * Begins transitioning from portfolio holdings to funding holdings. Am I doing the right thing * End of day run around * Likely fix for holding calculations * Improvement to template. Improvement to holdings * DARK MODE. Report upgrades. Even handling with funds. Fix output * Output funding to cmd * Add new trasnferred funds "side" * Fixing test run 1 * Test updates * Test updating * More test fixing * Fixes portfolio tests * More test fixes * Fixes remaining tests and lints * Fixes currencystatistics tests. Adds decimal math implementations * Fixes hilarious bug where there could only be on holding * Adds funding support for config. Minor fixes * Adds documentation * Finishes config builder support for funding * Logs inexact conversions, updates tests. adds config validation * The quest to understand a new funding bug begins. New strategy * Fixes bug where wrong funding was retrieved. Expands t2b2 strat * End of the day commit. Gotta revert the nulldecimal stuff * Fixes tests, adds extra funding transfer feature * Fixes initial total values, tries to add a grand total value * Rebase fixes, documentation updates, tests for strategy * Swaps the err statement for tests. Regenerates tests. Math warnings * Attempts to solve Live data problems. Fixes volume * Fixes live data missing * can trade at any interval. skip volume sizing. volume colours. * config regen. display fixes * test fixes, lint fixes * Anti-funky errors * docs * Rmbad * docs * docs update * Simplifies err handling. Updates readmes. Data type checks * docs. new field initial-base-funds. comment errs. config test coverage * minMaxing * testfix * Fixes fee calculation, re-bans minMax being equal * Crazy concepts to attempt to solve totals. Addresses nits * Adds in totals calculation for exchange level funding.Uses external API In future, this will be replaced by proper pricing supplied by the same exchange that is requested. This is an unknown price * rm dollar signs in cmd and report. rm bad error. fix chart decimal. padding * re-run docs post merge * Fixes oopsie for fee parsing Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
||
|
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> |
||
|
Ryan O'Hara-Reid
|
736c92a99b |
bithumb: Add websocket support (#745)
* bithumb: Add websocket support (WIP) * bithumb: cont impl. * bithumb: finish, issues with orderbook needs review * linter issues * bithumb: move to separate file * bithumb: change to pointer for book * bithumb: Add tests * bithumb: Address nits * websocket: Export subscription error and wrap returns * bithumb: cleanup/ fix tests * gctrpc/bithumb: fix misspelling * bithumb: gofmt * readme: update support table, regen doc * tradesReadme: update * readme: update template |
||
|
Scott
|
48434dfd46 |
Feature: Candle conversion & Candle validation (#716)
* Remove old concept. Introduce new job types and candle scaling * Adds extra processing, commands * new concept for queued jobs. Jobs can pause. New commands to manage status * =End of day commit designing tables and implementing prerequisites further. * Adds postgres data history relations * Fixes table design for sqlite. Fixes all issues from merge * Fixes craziness of database design. Adds some functions to get related jobs * Fixes errors * Updates some documentation, manages prerequisite jobs a little better, adds rpc funcs * Fixes database design and adjust repo functions * Tests database relationship * Test coverage of new job functions * Finishes coverage of new functions * Commands and RPC coverage * New database modifications for new job types * Adds db support of new columns. Adds conversion validation. lint * command blurb changes * Allows websocket test to pass consistently * Fixes merge issue preventing datahistorymanager from starting via config * Minor fixes for different job type processing * Fixes rangeholder issue, fixes validation, does not address jobs not starting or wrong status * Fixes database tests, but at what cost. Fixes dhm tests * Fixes dhj completion issue. Adds prerequisite by nickname * Fixes validation processing. Adds db tests and validation * Fixes validation job processing range * Fixes trade sql. Reduces defaults. Validation processing and errors * Updates cli job commands. adds validation decimal. fix job validation * Expands run job handling and tests * Validation work * Fixes validation processing * candle relations. new job type. updating database design * Adds secondary exchange support. Sets stage for candle override * Re adds accidentally deleted relationship * Updates loading and saving candles to have relationship data when relevant * Now validates and replaces candle data appropriately * Fixes getting and setting datahistory data. Neatens DHM * Test coverage * Updates proto for new db types. New test coverage. Secondary exchange work * Investigation into never-ending validation jobs. Now that intervals are ruled out, now need to complete the job.... * Fixes issues with validation job completion. Fixes validation volume issue for secondary exchange * Adds candle warning support to the backtester * Fixes warnings * lint and begin docs * Documentation updates. Final testing changes * Minor fixes * docs, prerequisite checks, more testing * Fixes binance trade test. Rename err * Documentation fixes. Figure fixes * documentation update * Fixes remote PSQL tests * Fix binance mock test * Remove unnecessary JSON * regen proto * Some minor nit fixes * Var usage, query sorting, log improving, sql mirroring * Extra coverage * Experimental removal of m.jobs and mutex. Fix messaging * Fixes error * Lint fixes, command description improvements. More isRunning gates * description improvements * Lint * BUFF regenerate * Rough concept to fix insertions taking up long periods of time * New calculation for trade data. Adds batch saving This also adds an experimental request feature to shut down lingering requests. However, its uncertain whether or not this is having any impact. Initially thought it was the trades that was taking time and not SQL. Will investigate further * Removes experimental requester. Adds documentation. Fixes typo * rm unused error * re-adds more forgotten contributors * Now with proper commit count |
||
|
Scott
|
b5aa3eddb2 |
backtester: Fix selling bug, add planned features list (#722)
* Fixes sell bug. Updates docs. Adds test * Doc fixes * reorder and lint * Lint again! * Minor improvement to ensure theoretical upsized orders don't exceed portfolio limits * Fixes test error * %vamoose! * Fixes defaulting to int |
||
|
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
|
||
|
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 |
||
|
Scott
|
46f71952f9 |
Feature: GoCryptoTrader Backtester (#622)
* Backtester: event handler completed, basic back tester support is working * Backtester: support for ticker data added, general code clean up, start of risk & size manageR * Backtester: WIP * Me: I am going to write tests and comment as I go this time, also me: doesn't write any tests or comments as i go * Backtester: work on orderbook system to track orders, increased test coverage * Backtester: further test coverage, output json, start of js chart output * Backtester: test coverage, output strat name * Backtester: WIP * WIP backtest charts * WIP on template * Backtester: further test coverage added * Backtester: WIP * backtester: attempting easier to read template for backtesting output * comments, and tests * Backtester: end of day WIP started work on risk management for handling leveraged positions * Backtester: WIP * Backtester: started heavy documentation phase for handover * Backtester: started heavy documentation phase for handover * Backtester: further comments, also work on making chart solution modular to allow for usage outside backtester (e.g OHCLV data) * Backtester: CHART LIBRARY * Backtester: move backtester over to new chart library * Backtester: removed old chart templates, template updates * Chart: add advancedintervaldata, convert from stats -> chart * Chart: gctscript hookup to generate chart from OHLCV data * Chart: reworked template to load from generated data if no template path is set * chart: template wip * correclty generate backtester readme, readme generation for charts, chart data generation * Removed old read file methods * Removed chart library from backtest as its now standalone * Remove reference to unfinish TA code. Removes value calculation from order signal. It belongs with portfolio signal * regen * Re-jiggles everything around to not have import cycle issues and makes it look like a normal application * End of day commit creates a new function to setup a backtester from a settings struct. Doesn't work though lol * Builds up more backtest work to allow to be run from the command line * Regen RPC * End of day mind mine field of RSI calculation5 * Finishes basic main.go application * Minor updates while theorising * Rearranging things like the size and data types. Adds portfolio setup like a normal human. Allows positions to be decimal based since this is for CRYPTOCURRENCIES :o * Moves code around to related positions. Adds compatibility to ordermanager to handle order submission. Fails to do things * End of day commit. Adding config based loading for indiviual strats. Attempting to allow for multiple cps per strategy as well as loading fees * End of day commit. Expanding config definition and loading implementation. Attempting to setup backtester wide multi currency support in a strategy. * Moves risk, attempts to revert multi currency, but also supports more in depth multi currency for later...... in the portfolio * End of day commit for realsies. Updates the strat and sets the invalid backtester * No more panics. Finishes config loading. Renames buyandhold to dollarcostaverage * Extends strategy to include a reason why its performing an action. Adds 420blazeit.strat. Expands statistics output. Moves folders around some more. Reduces amount of processing when "DO NOTHING" is the direction * Commit before home time. Looks to expand the order manager to cater to the backtester. Fleshes out risk manager to think about leverage and holdings in other currencies * Some basic expanding of strategy definitions. Changes weird package naming. * Expands size and risk validations. Expands config settings for the validation. Starts looking at loading from live data source * Merge branch 'master' into backscratcher * Work towards having backtester load data * Adds support and tests for all data source loading except for LIVE * Some basic additions looking to append to data streams instead of load all at once, for the purpose of live data analysis * End of day commit where I broke functions * Adds live backtesting * Adds FANCY MATHS to correctly size orders before slippage. Rearranges minmaxing in config and strats * Prints out initial settings. Creates a lame slippage calculator. Ensures that order price/amounts respect OHLCV data. Adds customisable config variables that can influence a strategy * Fixes minor issues with rendering. Fixes portfolio buying and selling now * ALL OVER THE PLACE END OF DAY COMMIT! In order to expand stats, thing must be tracked appropriately, which they arent. Here we add the addition of a compliance.go to track orders specifically. This will allow for the holdings manager to keep track of base stats such as how much we hold versus whats in use along with profits Compliance holds snapshots of every tick and what orders were there across exchanges. Also added a random slippage calculator which will allow a user to set their own slippage rates * Another fun end of day commit where nothing works. In order to have accurate stats, you need accurate positions, to have accurate positions you need to break things down to individual levels and store them. This is part of that process of ensuring that we can have multiple settings and everything processed appropriately. * Finalises multi currency config and support at most levels with exception to data loading. Simplifies some struct property definitions by removing redundancy Allows tracking of entire portfolio snapshots after each interval to track the entire process Lowercases use of exchange names * Sets the different prices to track across time. Attempts to sort out compliance snapshots * end of day commit. Moving compliance to the portfolio to manager and track all transactions at each interval. * Moves compliance calculation to portfolio.go. Adds a nice little decorator on the compliance manager orders to keep track of slippage, cost basis, volume adjusted price and close price. Moves "positions" to "hodlings" to be more accurate. Ensures exchange value calculations are accurate. Begins looking at Statistics and hodlings * Moves statistics to eventhandlers. Removes ticker work as not needed. Redefines hodler properties * hodlings are actually part of the portfolio * Renamed 420blazeit.strat file. Renamed hodlings to holdings. Moved Datahandler to data_types.go. Expanded holdings calculations, doesn't work, but we're getting somewhere. Renamed bad var names in backtest.go. Added new order side types to highlight lack of action reasons * Adds tests for holdings to ensure that holding snapshot calculation is accurate for the length of a strategy. Removes portfolio.Funds because its now handled via the holdings snapshots. Adds helper functions to Holding snapshots to retrieve relevant holdings. Updates sizing calculation to properly handle sell events. Expands holdings definitions to allow for comparison. Expands risk calculations to include holding snapshots so as to analyse all positions simultaneously * Changing the statistics results to consider all datas, with the ultimate goal to replace the current statistics package with this multi currency output * Made "Why" more generic. Expands statistics output. Removes time tying to stats map. Moves order event to correct location. Removes some debug lines. * Adds some raw funky drawdown statistics 🎉 * End of day commit. experimentation leaves little code changes * An attempt at expanding statistics. Need to have ones dedicated to exchange, asset, pair. Early work for having global map to track all the asset things to minimise all the maps throughout the application * 🎉 ADDS MULTI CURRENCY SUPPORT TO FOR THE BACKTESTER 🎉 Can either execute strategies by assessing multiple currencies individually, or as a group and make strategic decisions on what currency to signal in. Adds new strat files to demonstrate * End of day shenanigans. Moving codes around, making more fun stats. Expanding DCA strat to check if DCA is better than the market longer term * Adds sharpe ratio and total stats for final output if more than one currency is considered * Adds sortino ratio and test for validation * Adds information ratio * Adds calmar ratio * Adds CAGR * Slims down the statistics file to only include my work. Updates everything to use interfaces rather than direct code references to make it easier to swap out codes. Begins looking at serialising statistics for reports * More neatening. Removal of old FAKE tests. Can now output a report in JSON * End of day commit. Creation of reporting. Uses tradingview charting library and some basic bootstrap CDN to render content nicely. Will be updating everything to have a special kline item to annotate chart results * Minor formatting changes before all the reviews * End of day commit. Expands reporting to have an enhanced candle. These candles contain metadata on whether an order has been placed and to mark charts appropriately. This will be expanded to have all the stats and make it pretty * Extra code I forgot to commit! * Fixes an issue where data cannot render above 1,100 candles by stopping it from rendering more than that.. * End of day commit. There is no inclusivity with candle requests and I cant figure it out right now. * Fixes issue with missing data by adding events when data isnt present and classifying it. Adds new way for klines to verify data with a bit more clarity * Completes report generation * Improves cagr. removes butts. Replaces old kline function with new supercalc * Adds readme templates and files across whole backtester. Renames 420rsi to more appropriate name. Moves interfaces to common * Some extra documentation * New header * Adds some nice coverage to backtest.go. Updats readmes to use new backtester header template * End of day crappy test commit * Adds report coverage... Somewhat. Adds template path and output path to allow custom properties and easier testing. Fixes interface duplication * Adds some lame tests. * Fixes test * Adds coverage to the exchange event handler * Minor test changes * Fixes slippage calculations based on buying and selling. Adds more tests to compliance and holdings * Rejiggles risk assessment to properly consider leverage if it were ever to be implemented fully. Removes bot dependency and adds coverage to the risk package * Expands coverage to sizing * Rejiggles code to add coverage for the portfolio package and its compatriots. * Adds additional testing to the backtester along with some data gathering tests * Tried and failed attempt to expand testing for the database. * Adds testing for kline, data, statistics * into the 70%s of coverage! Adds tests for base, DCA, statistics * Adds test coverage of strategies * Adds test coerage to statistics. updates template generation to not require CurrencyStatistics to have EAP. Removes EAP from currencystatistics * Adds coverage to currencystatistics.go BUT ITS NOT COMPLETE * 86% coverage wow. Fixes 2 tests * Fixes data races due to engine dependency craziness. Changes order manager to not have a global dependency * Completes currencystatistics test coverage * Some linting fixes * Adds new documentation to the bakctester config. Updates how risk leverage/ratios work with a single map. * Minor documentation changes. Its difficult to describe how it all works * Redefines strats and strat tests. Adds some really light documentation * Updates some basic documentation. * Fixes lazy bugs * Fixes bug in fill event processing. Fixes bug in statistics crashing. Fixes report generation. Fixes multi-currency processing to still process non-errored signals * More documentation. * Fixes ALL LINTING ISSUES * Cuts off unnecessary limbs/interface functions. linting. Adding comments to all functions. Adding ability to use whalebomb to calculate slippage for live orders. Adds testing for it too. Simplifies adding events to statistics. * Removes a weird overlap of holding features that made no sense and the writer of those functions should be ASHAMED. Adds additional documentation * Fixes issue with data being outside ranges. Adds some extra validation to areas where people can mess around. Makes generating configs easier with consistent dates. Adds more documentation. Cleans up okex/okcoin implementation to some functions since people aren't understanding that they share a based okgroup and that anything that is the same between two functions only needs to be written once...................... Also fixes some bad gct script code * Updated image and slight change to readme * Removes unused code. Fixes up verbose and removes old comment * Fixes issues with data validation for other data sources. Fixes bad reference in template * Fixes missing data problem for last candle considered missing. Fixes issue where fill order crashes when sizing error occurs. Adds documentation * Fixes issue with drawdown calculations. Fixes live data usage * Adds some comments for good measure * Default strat fix * Fixes surprise linting issues * gofmt * New linting issue with every commit * Fixes testing. Adds new config setting to set a custom gocryptotrader config path. Updates config tests to use dryrun. Results now include the nickname in the file for easier identification * Fixes live testing bitstamp. Fixes some template issues. Adds comments. * Updates max drawdown calculation to go peak vs trough. Fixes minor return issue. Removes unnecessary Data implementations. Removes weird verbose false. Fixes holdings calculations for boughtvalue. Removes Swingholder and just uses Swing. Fixes time calculation issue in kline * End of day commit that breaks things. Fixes issue with documentation generation only going one space deep. Adds exchange name to warnings of missing candle data. Renames missing candle data function. Adds some testing to kline functions. Adds new ability to size modified orders to portfolio allowance. Addresses defer close and other small nits. Fixes slow loop * End of day commit. There are too many mini changes to list. DateType to int. Default switch case. Returning earlier. Nil returns instead of ok. High low price in data, now used in max drop down. Missing data shown in the report. * End of day commit moving things from stats to maths. * Move the rest to math package and add testing * Ammends slippage calculations for live. Adds sizing funds to order event. Improves CAGR calculation * Mini fix commit for test * End of day mini change for documentation * Fixes in documentation and expanded error messages. Pretties up the report * minor adjustments to sharpe ratio and other ratio calculations * Fixes test by taking it out back. linting * Fixes tests * Fixes some tests, addresses some poor nits * More test and lint fixes * Fixes binance translation issue * Further craziness into reducing the concurrent test issues * lint * Mini fix * Geometric average added and tested. Adjusts application to support it. End of day experiementation with negative geometric mean. Fixes typo in currencystatistics package name * Fixes geometric calculation. Adds sweet CMD logo * fixes geometric mean 😆 can now disable logo output if you hate everything good in life * lint * Should fix test in appveyor by not being nil * Fixes chance of getting no trades error. Maybe making nil events in the test will stop this poorly formed appveyor error * Forgotten Y tail * Check-ch-check-check-check-ch-check it out, minimising stutter is what its all about... Also provides more verbose error messages * de-ooopsies the whoopsie * Attempts to further address race issues when using global logs during start stop process * Includes a copy of the logger itself when logging so that no log.Debug action can create a data race upon being changed globally * Reduces bot usage further * Removes sharpie from b-acktester * comments, renames and bears, oh my! * Fixes git merge issues/tests. Splits average calculation into their own functions. Clarifies math function and sell position comments. Removes taker fee from final report. Adds warning when maker and taker aren't appropriately set. Fixes config testing issue where the config was saved when running exchange_template tests. Adds new test to ensure the testconfig isn't changed unnecessarily * More why to reason * Remove test due to hash discrepancy. * Updates maths to use errors. Updates tests to support it. * Fixes error handling for some packages. Uses position value instead of position size. Fixes leverage ratio work. Removes extra binance windows * Removes references to "multi currency" to shiny new verbiage "simultaneous processing" * Fixes issue with extra data be appended and then declared missing * Removes redundant code via code removal * Does a larger transition to using error types. Addresses math related nits * eat a mint while you lint * Completes err definition sweep * replaces over 80 instances of the same typo! * Renames more properties with Maximum ratios. Adds examples to config readme. Updates config maker takers. Adds cool kline error * Adds 'InclusiveEndDate' config property to API and Database datas. Adds testing for it. Updates readme for it * splint * Minor naming fix. Minor drawdown fix. Attempts to lower the bot usage when heaps of candles are requested. * Large data set processing improvements * Speeds up backtesting processing. Ensures rate limits are set Processing of most events is done in a linear fashion. So functions that relied on checking an events time for example, will now check the latest before processing every interval. The functions will still work normally in the event that someone wishes to use them out of order, but for general backtesting, it greatly speeds up all processing. Further, rather than comparing times all the time, I've introduced offsets for comparisons of ints for events and with candle data tests * Fixes build issue * Adds committed funds stat. Adds config goal Committed funds are calculated as the total amount of money currently in position It allows for a strategist to get the maximum returns for the smallest funds The goal function is to allow a strategist to set a goal description * Fixes data race * Adds unfinished config builder application * End of day broken commit I focussed on too many things at once and there are many things left to resolve * Fixees panics * Finishes config builder * Fixes order manager start/stop. Improves config manager * Fixes writefile reference * Adds some extra readme * Makes a more user friendly config builder. Fixes initial nil. Adds more order size reasons * lint * Adds warnings for when data is missing and ratios will be skewed * bodMISSED bodmas * Does not consider initial entry in performance calculations Adds strategy description field Adds cost basis to chart Fixes time rendering on default configs * Fixes bug in ratio calculations * saveConfig := !(!false != !true) == true * lint * Fixes start end single day drawdowns. Expands cmd drawdown explanation * Comment on rounding, updated report rounding * Addresses readme link issues * Actually fixes readme references * Should truly solve readme links.... * Includes filename for report log * Fixes panics, reduces csv trade candle size, no more science * Removes more science * test123 * Adds extra config validation * Fixes the date validation * Shows smaller fees * Changes perfectly cromulent error message to start >= end Co-authored-by: Andrew Jackson <andrew@disvelop.net> |
||
Rauno Ots
|
5478442d65 |
Binance: implement get historic trades (#588)
* Binance: implement get historic trades * get binance trade data based on aggregate trade list * fix small issue in rpc server: gctcli stops retrieving when there's a gap in data * update binance trade history availability in readme * limit check batched aggregate requests * add test for batched aggregated trades * fix batch fromId query parameter * update documentation * send a serialised currency pair to GetAggregatedTrades the rationale is that the API is kept generic so that callers can shoot themselves in the foot if they want to * allow requesting arbitrary limit of trades * handle some error cases for batching GetAggregateTrades * fix batch without end time * don't return from batch too early if end time is not set * additional check for supported limits * don't use CheckLimits for GetAggregatedTrades * the exchange doesn't use predefined valid limits for this request |
||
|
Scott
|
80bc8c7e9e |
Trade history, recent trades, live trade processing and storage (#558)
* End of day commit moving packages and setting foundation into how trade processing will go * Conformity * tdd candle generation based on received trade data, renames orderbookbuffer back to buffer for now... * Formalises test functions and designs the trade processor * Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Figures out sqlboiler for sqlite. Updates websocket entries to process trade data * One more trade data * Adds more exchange support * Adds PSQL stuff * Begins creating sql implementation * End of day commit. Helper functions and understanding sql usage in GCT * Adds delete and cleans up table design * Finishes trades conceptually. Awaits candle data update in order to translate trades to candles * Initial handling of trades in coinbene * Proto * Fixing of some bugs, attempting to address coinbene asset type ws issues * Fixes up coinbene websocket implementation for the most part * finalises coinbene websocket implementation. Adds new ability to parse currencies without a delimiter * Implements rpc commands and adds testing * updates the following to be compatible with trade data update: Theoretical amending old candles to allow any trades that were part of an old processed candle to be more accurate. Saving of candles will only occur on previous cycles, extending memory usage a bit longer * Changes trade to be its own entity rather than attached to a websocket. * Adds coverage to trades. Changes signature of `AddTradesToBuffer` to return error. Now automatically shuts down without need for channel listening. Will automatically start up again if it gets data * Implements trade fetching at the wrapper level for a bunch of exchanges. Adds trade id to script updoot. Probably breaking change * Implements trade fetching for all wrappers hurray hurrah. Updates all the tests * Adds new interface func to get recent trades. Ensures GetExchangeHistory continues until conditions are met * Adds new readme, tests all new wrapper endpoints, updates exchange_wrapper_issues to test new endpoints. Updates exchange_wrapper_coverage with new coverage... Fixes lame bug causing wrapper tests to fail from being poorly setup. Adds loopy loop to ensure that all data is captured when requesting exchange history * Bugfix on psql migrations. Rebases latest changes, updates table design to use base and quote, updates trades to use exchange_name_id * Adds new config field for saving trades to the database per exchange. Now exits trade processing when trade saving is not enabled. Similarly for wrapper, does not save if not enabled * Minor bitfinex trade fixes. continues on buffer processing errors, now saves transactionid to the db * Adds support for generating candles from candlesextended. May extend it further, idk * Updates trade candles to be able to fill missing data with trades. Adds more tests. Also does a thing where you can forcefully override a candle based on internal trade data instead of API data * Fixes bug where force deletions did not follow up with insertions. Adds force to candle commands * Fixes specific exchange based issues. Extends recent trades to 24 hours where possible * Fixes issue with saved tests. Fixes tests for trades. Adds parallel to tests. Pre-fixes people's nits * Adds new GRPC functions to find out what data is missing from trades and candles. Fixes some assumptions from missing period code. * Adds unique constraint. Fixes up niggling issues for wrappers and websockets * Fixes issues with using unix times in the database trying to retrieve data via the CLI. Reduces save time to 15 seconds * Updates trades to use timestamps instead of int64 unix * Adds missing FTX wrapper implementation. Regens docs * Linting the linters. Updating readme * Adds new command to set whether an exchange can process trades * Doc update * Adds recent trades and historic trade endpoints to grpc * formats pair_test.go to appease linter gods * Addresses data race. Removes logging of missing intervals on unrelated function (now that it has its own rpc command). The buffer time isnt customisable, but I don't feel it needs to be at a config level at all really. * Fixes a few niterinos regarding spacing, type conversion, a weird Bitmex 0 trade value error, unsubscriptions and cli command references * Reduces map lookups. Adds base func and moves wrappers to use it * Uses better currency formatter. Adds time based validation to trade history. Reverts configtest.json * Reverts config and updates test names. Also WAYYYYY LESS SPAMMY * oopsie doopsie missed a whoopsie * mint flavoured lint * Fixes issues caused by rebase * Fixes issue with timestamps not converting properly from command to RPCServer. Adds new error type. Adds shorthand entries to some commands. Removes os.Exit from tests. Makes Gemini test rolling. Adds enabled exchange check to RPC function. Escapes timestamp on bitstamp. Renames var * fixes whoopsie oopsie doopsie I forgot to remove code shoopsie * missed a line * 🎉 🎉 :tada:Breaks everything in an end of day commit 🎉 🎉 🎉 * Modifies function 'createlocaloffset' to return a string instead. Uses strings for all time based start and end commands. Uses UTC times in RPC server and updates SQLITE to use formatted time based queries * Adds concurrency-safe way of changing SaveTradeData and checking it. Fixes embarrassing typo * End of day fix, adds bitfinex update to loop until either the return trades shows no new dates, or meets specifications. Fixes egregious typo * Improves testing and handling of historical trades function * Fixes tests after latest changes * Fix potential fatal err now that db is enabled in test config now * Fixes up some database settings to use a local engine instead of global var * DELICIOUS LINT CHOCOLATE FIXES * Fixes data race by slashing competitor's tyres * Adds mock test fixes to allow for live and stored data test * Removes verbosity in engine level tests. Adds new timezone format to highlight the timezone for RPC functions. Removes reference to Preix index fund * Oopsie doopsie, fixed a whoopsie * Loggers can no longer do data drag races on my lawn 👴 * Removes bad lock * Addresses command nits. End of day conceptual commit, trying to calculate spans of time in the context of missing periods. Tests will fail * Adds new stream response for retrieving trade history as it can take time to do. Unsuccessfully attempts to simplify time range calculation for missing trades response * Adds new timeperiods package to calculate time periods, time ranges and whether data is in those ranges. Removes kline basic implementation of same concept * Fixes lint issues. Fixes test. Moves trade cli commands to their own trade subcommands * Updates lakebtc to no longer have gethistorictrades as it is unsupported. Adds more validation to rpc functions * Removes requirement to have trades when testing trade wrapper functions. Doesn't really prove it works if there are no trades for a given currency in a time period. * Addresses nits, runs linting fix and ensures a test is consistent * Fix merge issues * Moves sort to timeperiods. Adds test coverage. Fixes typo * Removes log package in CLI * Fixes `GetTrades` url * Reorders all instances of validation occuring after settingup RPC connection * Fixes test to ensure that it is setup before testing that it is setup * Fixed issue with bool retrieval. Removes double append * Fixes Binance times, fixes bitfinex sell sides, fixes huobi times, sorts all responses * Fixes poloniex trade id consistency. Makes recent trade for poloniex consistent with others (15 minutes). Fixes coinbene. Fixes localbitcoins to use quote currency. Fixes coinut times. Updates huobi trade id, saves okgroup trades. Fixes bid and ask to buy and sell * Removes websocket trades for lakebtc as it did not meet our requirements for processing. Adds new constraints to the database to ensure we have uniqueness on trades where ID doesn't exist and doesn't trigger errors for trades where the tid does * Fixes migration for postgres to downscale properly * Really really fixes the psql index changes * Fixes broken tests * Now with working tests and no pocket lint * Makes the side column nullable with no more constraint for it. adds migrations and runs generation. comments lakebtc * Lint & Sprüngli * Updates zb to use more appropriate side * Fixes oopsie * Attempts to address a data race from globals * Fixes build * Fixes missed regen rpc files * Updates readme to point to trade readme. Fixes exchange_wrapper_coverage wrapper count and untested panics, tests bitfinex funding pair test for `fUSD`, adds shiny new param `tradeprocessinginterval` * mint flavoured lint * Uses the real default to set the default value by default * Fixes some extra tests surrounding email sending and number incompatibility * Reverts test config * re-adds gom2/usdt currency * Fixes typo, don't look! * Fixes minor codelingo pickups * Adds more precision to handling of trade data from Kraken. Expands test * interface christmas tree * lint |
||
|
Ryan O'Hara-Reid
|
4e828a8124 |
(Exchanges) Introduce validation method and small updates (#565)
* Remove pointer reference * Fix portfolio withdraw tests * Add nil protection in validator method to reduce prospective panics and for future outbound checking * Updated tests * ch order var to not ref package * rm comparison * Add order ID validation check * Add exchange name validation check * Add in test details * fix tests * fix linter issues * linter issues strikes again * linter rabbit hole * Addr nitterinos * Add validation variadic interface to define sets of functionality check POC * didn't want to add an amount other than 0, didn't want to add address to exchange withdraw, didn't want to whitlist, can change if need be * add coverage * Add validation method options for exchange wrappers and abstracted validation into its own package * Add validation code for structs in exchange template generation * remove extra validation call as this is done in wrapper * fix niterinos for examplerinos * Add template to documentation tool and regenerated documentation * Addr niticles * Fix tests due to validation update * Add more validation checks for modify/submit orders * update tests * fix more tests * Add asset type to submit variable in tests and rpc call. Regen funcs. * Add field to modify struct in tests * applied field asset to cancel struct across project * fix woopsy |
||
|
Adrian Gallagher
|
8afee0b4b2 |
Miscellaneous bug fixes (#513)
* Various bug fixes * Deadlink, cleanup plus bug fixes * Various Kraken fixes * Add convert func for decimal unix timestamps * Convert all test times to UTC * Kraken: Make assets a pointer to prevent excessive copying * Docker slash fix * Address nits plus bump ITBit last checked pairs timestamp * Set pairs to enabled pairs when getting active orders * Use asset translator for UpdateAccountInfo and more checks for the exchange template tool * Address MadCozBadd's nits * Make exchange var 2 chars * Make program more user friendly * Project wide comment checks and exchName check * Fix Huobi indexing bug and use correct pair formatting * Address nits + readme change |
||
Adam
|
7dd3f13c8d |
Exchange API modification monitor (#404)
* WIP * Variable Name Changes and other PR Changes * Name Changes and Error Checks * WIP * Some new functionality added and nits fixed * WIP on Nits * More trello functionality added and some PR changes * Minor changes and linter fixes * Errors Fixed and some PR Changes * PR Changes * WIP * WIP * Addition of Config * WIP of Readme file * Readme WIP * Addition of ReadMe * Linter Issues fixed * Minor Errors fixed * fixed test timeout issues and added api keys check for tests * Errors fixed * Nits WIP * Nits fixed * More efficient mutex usage * Consts cleaned up * Readme file fixed * linter issues fixed * format issues: * readme updates and nits * remove backup file and address nits * backup file removed for real * OkexOkcoin updates and linter fixes * errors fixed * Nits * errors fixed * formatting issues * race conditions fixed * files fixed * go mod n go sum * WIP adding rate limits * Added rate limits * Remove test vars * go mod tidy * improving readme file and 2digits for trello auto update * Added space * removed space * addressing nits * documentation update * more nits * board id check * linter fixes * test race fixed * test file match * errors fixed * nitz * LOWERCASE flags * more nitz * broken wip * flag addition fixed * error fixed * documentation updated for adding exchange using flags * something * add comment * nitz fixed * pr changes * added gemini exchange * testfile saving changes * nitz * fixing done * pr changes * nits * WIP * minor error fix * wip * wip * WIP * pr changes * pr changes * pr changes * nits * nits fixed * t.Fail removed * nitz * disable lakeBTC * contributors fixed contributors fixed ALL THE NITZ OMG * OMGGG ALL THE NITZ OMG * name change errors fixed * linter issues fixed * linterzz * Added disabling feature for exchanges * bug fix * small feature added * fixed bug fix: no keys * nits * test * test2 * test 3 * linter fixed * testing * testing * remove logs * OMG * bugfix * cyam88888 * nits * error handled * minor nits fixed createnewcheck issue fixed createnewcheck issue * functionality change some functionality changes no api keys 4u :D * trello names thro config * err check |
||
|
Adrian Gallagher
|
b949388994 |
General engine improvements (#437)
* Add exchange manager to engine
* Several improvements for engine and friends
1) New file.Exists func
2) gRPC TLS cert expiration date check and regeneration
3) New donation var for use across the codebase
4) Use Go log package until the logger is initialised
* Add cert tests and create dir tree if it doesn't exist for file.Write
* Link up donation address to documentation tool plus minor adjustments
* Fix remaining donation addrs
* Move non-needed reload exchange funcs
* Revert accidental config_example.json changes 🕯️
* Use go logger for logging until the logger has initiliased, otherwise no output will be seen
* Link up portfolio delay val and other fixes
* Run go mod tidy after dependabot PR
* Address nitterinos
|
||
|
Adrian Gallagher
|
4e05ad41e3 |
Exchanges: Remove ANX from codebase (#408)
* Remove ANX from codebase * Doc changes |
||
Adrian Gallagher
|
63191ce3ec |
Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml 2) Remove inline strings for buy/sell/test pairs 3) Remove dangerous order submission values 4) Fix consistency with audit_events (all other spec files use CamelCase) 5) Update web websocket endpoint 6) Fix main param set (and induce dryrun mode on specific command line params) * Engine QA Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints * Fix linter issue after merge * Engine QA changes Template updates Wrapper code cleanup Disarmed order bombs Documentation updates * Daily engine QA Bitstamp improvements Spelling mistakes Add Coinbene exchange to support list Protect API authenticated calls for Coinbene/LBank * Engine QA changes Fix exchange_wrapper_coverage tool Add SupportsAsset to exchange interface Fix inline string usage and add BCH withdrawal support * Engine QA Fix Bitstamp types Inform user of errors when parsing time accross the codebase Change time parsing warnings to errors (as they are) Update markdown docs [with linter fixes] * Engine QA changes 1) Add test for dryrunParamInteraction 2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests 3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template 4) Hardcode missing/non-retrievable contributors and bump the contributors 5) Convert numbers/strings to meaningful types in Bitstamp and OKEX 6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var * Fix the shadow people * Link the SyncContinuously paramerino * Also show SyncContinuously in engine.PrintSettings * Address nitterinos and use correct filepath for logs * Bitstamp: Extract ALL THE APM * Fix additional nitterinos * Fix time parsing error for Bittrex |
||
|
Adrian Gallagher
|
ec0ed1c1e5 |
Basic documentation update for engine branch (#369)
* Add basic docs for gRPC/gctcli/unified API and a few markdown fixes * Update patherinos and spacing fixes * Consistent namerinos * Fix spelling mistakes * Add fancy headers * Uperaterinos * Fix feedback nitterinos |
||
|
Adrian Gallagher
|
2dc813b5f3 | Merge branch 'master' into engine | ||
|
Ryan O'Hara-Reid
|
897bcfd9a4 |
Documentation Update (#318)
* Initial update * update * Fix linter issues * Add new documentation template and fix |
||
|
Adrian Gallagher
|
47152c87e3 | Update CONTRIBUTORS and doc templates | ||
|
Ryan O'Hara-Reid
|
41415ca3b9 |
Websocket update increasing exchange coverage and bug fixes (#233)
Websocket update increasing exchange coverage and bug fixes |
||
Dan Bent
|
2993ae17cf |
Fix code style link in readme to point to contributing doc (#223)
* Fix code style link in readme to point to contributing doc * Update documentation tool template files and regenerated documentation |
||
|
Ryan O'Hara-Reid
|
f6060ff1fc |
Requester update (#203)
* Adds upgrade to re-do request on client timeout. * Updated readme with documentation tool. * Add Requester variable for timeout retry Improve tests |
||
|
Ryan O'Hara-Reid
|
391e81b00e | Updated docs (#171) | ||
|
Ryan O'Hara-Reid
|
3b8591bcc8 |
Updated documentation tool (#155)
* Updated documentation tool Added templates Updated documentation using tool * Fixed incorrect version in web README * Added new templates to tool. Updated documents in templates across the code base. Used tool to regenerate documentation. |
||
Marco Franssen
|
f920298d1a |
Fixed some typos in binance types and updated binance trading symbols in config example (#148)
* Added marcofranssen to contributors * Added missing doc for binance type Response * Fixed some typos in binance_types and aligned the doc blocks * Updated binance trading pairs in config_example.json * Enable all USDT trading pairs in example config for binance exchange |
||
|
Ryan O'Hara-Reid
|
dc11f87b8b | Updated README template files and regenerated documentation. (#125) | ||
|
Ryan O'Hara-Reid
|
9514754960 | New documents generated by documentation tool. | ||
|
Adrian Gallagher
|
340b49f112 | Update CONTRIBUTORS - Thanks! | ||
Bret Palsson
|
71333b29c7 | Add Exchange: HitBTC | ||
|
Adrian Gallagher
|
19331a13d4 | Update CONTRIBUTORS file | ||
|
Ryan O'Hara-Reid
|
7457a7a209 | Updated contributor list. | ||
crackcomm
|
f8b765fd53 | Configurable webui port |