Commit Graph

16 Commits

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

Continual enhance of Coinbase tests

The revamp continues

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

Coinbase revamp, Orderbook still unfinished

* Coinbase revamp; CreateReport is still WIP

* More coinbase improvements; onto sandbox testing

* Coinbase revamp continues

* Coinbase revamp continues

* Coinbasepro revamp is ceaseless

* Coinbase revamp, starting on advanced trade API

* Coinbase Advanced Trade Starts in Ernest

V3 done, onto V2

Coinbase revamp nears completion

Coinbase revamp nears completion

Test commit should fail

Coinbase revamp nears completion

* Coinbase revamp stage wrapper

* Coinbase wrapper coherence continues

* Coinbase wrapper continues writhing

* Coinbase wrapper & codebase cleanup

* Coinbase updates & wrap progress

* More Coinbase wrapper progress

* Wrapper is wrapped, kinda

* Test & type checking

* Coinbase REST revamp finished

* Post-merge fix

* WS revamp begins

* WS Main Revamp Done?

* CB websocket tidying up

* Coinbase WS wrapperupperer

* Coinbase revamp done??

* Linter progress

* Continued lint cleanup

* Further lint cleanup

* Increased lint coverage

* Does this fix all sloppy reassigns & shadowing?

* Undoing retry policy change

* Documentation regeneration

* Coinbase code improvements

* Providing warning about known issue

* Updating an error to new format

* Making gocritic happy

* Review adherence

* Endpoints moved to V3 & nil pointer fixes

* Removing seemingly superfluous constant

* Glorious improvements

* Removing unused error

* Partial public endpoint addition

* Slight improvements

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

* A lil Coinbase progress

* Json cleaning

* Lint appeasement

* Config repair

* Config fix (real)

* Little fix

* New public endpoint incorporation

* Additional fixes

* Improvements & Appeasements

* LineSaver

* Additional fixes

* Another fix

* Fixing picked nits

* Quick fixies

* Lil fixes

* Subscriptions: Add List.Enabled

* CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* Comment fix

* Subsequent fixes

* Issues hopefully fixed

* Lint fix

* Glorious fixes

* Json formatting

* ShazNits

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

* Adding a test

* Tiny test improvement

* Template patch testing

* Fixes

* Further shaznits

* Lint nit

* JWT move and other fixes

* Small nits

* Shaznit, singular

* Post-merge fix

* Post-merge fixes

* Typo fix

* Some glorious nits

* Required changes

* Stop going

* Alias attempt

* Alias fix & test cleanup

* Test fix

* GetDepositAddress logic improvement

* Status update: Fixed

* Lint fix

* Happy birthday to PR 1480

* Cleanups

* Necessary nit corrections

* Fixing sillybug

* As per request

* Programming progress

* Order fixes

* Further fixies

* Test fix

* Pre-merge fixes

* More shaznits

* Context

* Sonic error handling

* Import fix

* Better Sonic error handling

* Perfect Sonic error handling?

* F purge

* Coinbase improvements

* API Update Conformity

* Coinbase continuation

* Coinbase order improvements

* Coinbase order improvements

* CreateOrderConfig improvements

* Managing API updates

* Coinbase API update progression

* jwt rename

* Comment link fix

* Coinbase v2 cleanup

* Post-merge fixes

* Review fixes

* GK's suggestions

* Linter fix

* Minor gbjk fixes

* Nit fixes

* Merge fix

* Lint fixes

* Coinbase rename stage 1

* Coinbase rename stage 2

* Coinbase rename stage 3

* Coinbase rename stage 4

* Coinbase rename final fix

* Coinbase: PoC on converting to request structs

* Applying requested changes

* Many review fixes, handled

* Thrashed by nits

* More minor modifications

* The last nit!?

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-16 13:37:00 +10:00
Copilot
844b3b03b4 Alphapoint: Remove exchange implementation (#1956)
* Initial plan

* Initial analysis: Plan to remove Alphapoint exchange implementation

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

* Remove Alphapoint exchange implementation and all references

Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>

---------

Co-authored-by: copilot-swe-agent[bot] <198982749+Copilot@users.noreply.github.com>
Co-authored-by: thrasher- <4685270+thrasher-@users.noreply.github.com>
2025-07-21 10:18:48 +10:00
Adrian Gallagher
74f4df6348 okcoin: Remove exchange implementation (#1626)
* okcoin: Remove exchange implementation

* exchanges/order: Rid TradeMode from Submit type
2024-08-24 12:19:04 +10:00
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>
2024-05-29 10:28:03 +10:00
Adrian Gallagher
9f968151be ItBit: Remove exchange implementation (#1463) 2024-02-15 10:40:02 +11:00
Adrian Gallagher
804cee4287 ZB: Remove exchange implementation (#1450) 2024-01-25 15:45:55 +11:00
Adrian Gallagher
0fd433e865 exchanges/bittrex,kucoin: Remove exchange implementation and fix minor test issue (#1403)
* exchanges/Bittrex: Remove exchange implementation

* Kucoin: Fix TestProcessMarketSnapshot after pair removal update

* Kucoin: Fix race due to duplicate setupWS call

Unleash your inner Max Verstappen

* Kucoin: Actually test spot/margin market snapshot replication
2023-11-22 10:20:09 +11:00
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>
2023-09-27 15:09:38 +10:00
Samuael A
9c83231696 exchanges: Update OKCoin V5 exchange support (#1206)
* starting public endpoints

* Adding public endpoints

* added public spot market endpoints

* websocket subscriptions updates

* websocket push data handlers completing

* linter fix

* Added funding private endpoints

* Adding authenticated account endpoints

* Added fiat and OTC-RFQ authenticated endpoints

* trading authenticated endpoints

* completing trade endpoints and add public wrapper endpoints

* Authenticated wrapper functions and corresponding unit test

* Adding authenticated websocket endpoint and fixing wrapper functions

* Documentation and exchange websocket update

* update websocket orderbook checksum handling

* linter issues fix and unit test update

* remove invalid orderbook endpoint and unit test

* Documentation, handlers, and model types update

* minot fix

* Minor fixes

* Updating unit tests and added missing endpoints

* Add missing credential check

* Minor unit test fixes

* fix minor linter issue

* add snaphot test unit test

* Fix on update checksum and documentation update

* update exchange, add UpdateOrderExecutionLimits, and update documentation

* Minor fix on tickers fetching

* Minor websocket fix and smaill unit tests

* Minor websocket and naming fixes

* uncomment default channels

* Fix type and unit test issues

* websocket channels and data handling update

* Update Advanced-Algo websocket handling and minor fixes

* documentation and minor code fixes

* Fix name changes

* documentation contribution update

* intervalToString method update

* fix exchange_wrapper_standard tests

* Fix minor issues based on exchange_wrapper_standards_test

* Fix wrapper extended candlestick check

* websocket orders fetching error check method update

* Exchange name check and change

* docs: Add missing contributors

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-22 09:44:39 +10:00
Adrian Gallagher
e44ae3d75f exchanges: Remove LocalBitcoins and fix Bybit tests (#1142) 2023-02-22 15:23:18 +11:00
Adrian Gallagher
c785ae73a7 exchanges: Remove FTX implementation and fix minor test issues (#1100)
* exchanges: Start removal of FTX

* Get tests happy again

* okx: improve logic and add basic coverage

* Fix linterino

* Round 2 plus rm useless assignment in test

* Fix exchange_wrapper_issues test error

* Fix nitters

* Address nitters
2023-01-25 16:40:04 +11:00
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
2022-12-09 11:44:29 +11:00
samuael
ace5e64c10 exchanges: Add Binance.us support (#949)
* public endpoints methods added

* Completing mapping REST endpoints

* Binanceus Wrapper methods -Partially

* BinaWra functions with test funs; Not Completed

* Finalizing wrapper methods & test

* Finalizing wrapper methods & test

* Fix & Complete wrapper functions

* 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

* CI: Fix comment, method use, error handling, and code handling issues

* build(deps): bump github.com/urfave/cli/v2 from 2.4.0 to 2.4.8 (#932)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.0 to 2.4.8.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.4.0...v2.4.8)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump google.golang.org/grpc from 1.45.0 to 1.46.0 (#931)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.45.0 to 1.46.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.45.0...v1.46.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* asset: bitmask type optimisation (#922)

* asset: basic optim. bitmask

* glorious: nits

* currency: forgot parralel in testttttt

* ticker/orderbook: test fixes

* engine/rpcserver: fix and expand tests

* test: use `T.TempDir` to create temporary test directory (#934)

* test: use `T.TempDir` to create temporary test directory

This commit replaces `ioutil.TempDir` with `t.TempDir` in tests. The
directory created by `t.TempDir` is automatically removed when the test
and all its subtests complete.

Prior to this commit, temporary directory created using `ioutil.TempDir`
needs to be removed manually by calling `os.RemoveAll`, which is omitted
in some tests. The error handling boilerplate e.g.
	defer func() {
		if err := os.RemoveAll(dir); err != nil {
			t.Fatal(err)
		}
	}
is also tedious, but `t.TempDir` handles this for us nicely.

Reference: https://pkg.go.dev/testing#T.TempDir
Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestEncryptTwiceReusesSaltButNewCipher on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestCheckConnection on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: fix TestRPCServer_GetTicker_LastUpdatedNanos on Windows

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* test: cleanup TestGenerateReport

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>

* account: storage, processing and method on balances update (#916)

* account: update account storage, retrieval and implement alert functionality when a currency change occurs.

* account: Add cancel channel

* account: remove old code

* account: don't embed mutex

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* Update exchanges/account/account.go

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

* account: addr nits

* account: Pull out test into indiv.

* account: Add test for update method

* account: add no change to test

* Update exchanges/account/account.go

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

* glorious: nits

* account/portfolio: differentiate between asset type segregation and default to spot holdings.

* glorious: nits

* thrasher: nit

* ticker: fix spelling

* Update engine/portfolio_manager.go

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

* thrasher: nits

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* build(deps): bump github.com/urfave/cli/v2 from 2.4.8 to 2.5.1 (#936)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.4.8 to 2.5.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.4.8...v2.5.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* orderbook/buffer: data integrity and resubscription pass (#910)

* orderbook/buffer: data integrity and resubscription pass

* btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!!

* buffer: reinstate publish, refaactor, invalidate more and comments

* buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments.

* dispatch: change publish func to variadic id param

* dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests.

* dispatch: don't create pointers for every job container

* rpcserver: fix assertion issues with data publishing change

* linter: fixes

* glorious: nits addr

* depth: change validation handling to incorporate and store err

* linter: fix more issues

* dispatch: fix race

* travis: update before fetching

* depth: wrap and return wrapped error in invalidate call and fix tests

* btcmarkets: fix commenting

* workflow: check

* workflow: check

* orderbook: check error

* buffer/depth: return invalidation error and fix tests

* gctcli: display errors on orderbook streams

* buffer: remove unused types

* orderbook/bitmex: shift function to bitmex

* orderbook: Add specific comments to unexported functions that don't have locking require locking.

* orderbook: restrict published data functionality to orderbook.Outbound interface

* common: add assertion failure helper for error

* dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests

* dispatch: export function

* engine: revert and change sub logger to manager

* engine: remove old test

* dispatch: add common variable ;)

* btcmarket: don't overflow int in tests on 32bit systems

* ci: force 1.17.7 usage for go

* Revert "ci: force 1.17.7 usage for go"

This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91.

* golangci: bump version add and remove linter items

* Revert "golangci: bump version add and remove linter items"

This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b.

* dispatch: remove unsused mutex from mux

* order: slight optimizations

* nits: glorious

* dispatch: fix regression on uuid generation and input inline with master

* linter: fix

* linter: fix

* glorious: nit - rm slice segration

* account: fix test after merge

* coinbasepro: revert change

* account: close channel instead of needing a receiver, push alert in routine to prepare for waiter.

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

* exchange/wrapper: add GetServerTime() for exchange analytics (#938)

* exchange/wrapper: add GetServerTime() for exchange analytics

* binance: fix linter issue

* glorious: nits

* glorious: nits rides again

* thrasher: nits implement huobi

* thrasher: nits add to exchange_wrapper_issues cmd

* order: slight optimizations (#917)

* order: slight optimizations

* orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations.

* orders: continue to convert string type -> uint

* orders/backtester: interim move type to orders package, later can expand or deprecate.

* orders: handle errors

* orders: optimize filters and remove error returns when its clearly not needed

* orders: remove log call

* backtester: zero value check

* orders/futures: zero value -> flag

* linter: fix

* linter: more fixes

* linters: rides again

* glorious: nits

* common: Add zero value unix check for time values; also addresses glorious nits

* glorious scott: nits

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

* btcm: add order execution limit wrapper support (#941)

* btcm: add in order execution limit fetching

* btcm/test: add t.Parrrrrralllleeellllllllll

* btcm/wrapper: add update on startup

* glorious: nits

* thrasher: nit add status field

* build(deps): bump github.com/urfave/cli/v2 from 2.5.1 to 2.6.0 (#944)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.5.1 to 2.6.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.5.1...v2.6.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* proto/lint: Add protobuf GitHub action and linter (#943)

* Buf upgrades

* Buf format and basic endpoint fixes

* gRPC linter fixes

* Amend buf.yaml linter exceptions

* Update README

* Freshly generated gRPC code after depends update

* Nitterinos

* ordermanager: fix test error introduced in #917  (#942)

* ordermanager: fix residual test issue from #917 and reduce some racey action

* glorious: nits; also removed functions that weren't being used and were unexported

* rm: pew

* linter: fix issues

* glourious: nits

* credentials: fix test issue with racey racey horse basey

* engine: Add websocket data handler register function (#935)

* engine: Add websocket interceptor register function

* Update engine/engine.go

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

* Update engine/websocketroutine_manager_types.go

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

* engine/websock: switch to data handler function register and range over handlers to still include default gct handling

* engine/websocket: change name

* glorious: nits

* linter: fix

* glorious: nits

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

* btcm: add modify order functionality, change return to pointer (#940)

* btcm: add modify order functionality, change return to pointer

* glorious: nits

* glorious: nits

* btcm: Adjust function name

* thrasher: nits

* thrasher: nits cont...

* request: adds WithVerbose function to package to add verbosity to request context (#950)

* request: adds WithVerbose function to package to add verbosity to request context

* request: add t.Parr....

* thrasher: nits

* build(deps): bump google.golang.org/grpc from 1.46.0 to 1.46.2 (#951)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.0 to 1.46.2.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.46.0...v1.46.2)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* exchange: expose GetCredentials() and split GetAuthenticatedAPISupport() (#954)

* exchange/wrapper: expose GetCredentials func to IBotInterface

* exchanges: split up GetAuthenticatedAPISupport into specific function calls, organize IBotExchange functionality getter functions

* interface: change name - RPCSercer: rm GetBase func call.

* glorious: nits (fix panic)

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

* CI: merge fixes

* CI: fixing github generated lint issues

* orders: Add method for creating cancel struct from order details (#947)

* orders: Add method for creating cancel struct from order details

* orders: remove uneeded fields

* glorious: nit

* grpc: add shutdown call for external management (#957)

* grpc: add shutdown call for external management

* go mod: tidy

* glorious: suggestion

* Update engine/engine.go

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

* Update engine/rpcserver.go

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

* Update main.go

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

* Update engine/rpcserver.go

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

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* build(deps): bump github.com/lib/pq from 1.10.5 to 1.10.6 (#960)

Bumps [github.com/lib/pq](https://github.com/lib/pq) from 1.10.5 to 1.10.6.
- [Release notes](https://github.com/lib/pq/releases)
- [Commits](https://github.com/lib/pq/compare/v1.10.5...v1.10.6)

---
updated-dependencies:
- dependency-name: github.com/lib/pq
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.6.0 to 2.8.0 (#958)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.6.0 to 2.8.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.6.0...v2.8.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#963)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.0 to 2.10.2.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.0...v2.10.2)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* orders: adds method to retrieve snapshot of order execution limit values (#946)

* orders: add method to Limit to retrieve order execution limit snapshots

* currency/btcmarkets: add error and update field name to standard

* linter: fix

* limts: don't return pointer

* limit: Add notes

* glorious: nits

* linter: fix

* limit: reinstate nil check

* exchanges: change field names to be more consistent (@thrasher-) suggestion

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

* orders: Add derive modify struct method from order.Detail  (#948)

* orders: Add derive modify struct method to order.Detail and then subsequent method to derive and standardize response details

* exchanges: call modify method in wrappers

* linter: fixes

* engine/wsroutineman: remove print summary

* glorious: nits, removed modifyOrder functionality for Bithumb. There are not docs to support this.

* Update exchanges/order/orders.go

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

* glorious: nits

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

* build(deps): bump github.com/spf13/viper from 1.11.0 to 1.12.0 (#965)

Bumps [github.com/spf13/viper](https://github.com/spf13/viper) from 1.11.0 to 1.12.0.
- [Release notes](https://github.com/spf13/viper/releases)
- [Commits](https://github.com/spf13/viper/compare/v1.11.0...v1.12.0)

---
updated-dependencies:
- dependency-name: github.com/spf13/viper
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.8.0 to 2.8.1 (#964)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.0 to 2.8.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.8.0...v2.8.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* orders: Add methods to derive SubmitResponse and Detail types (#955)

* orders: deprecate SubmitResponse return and change to *order.Detail construct detail from order.Submit struct

* orders: add coverage, fix tests

* coinut: rm test for checking

* orders: revert change for return and change field ID to a more explicit name OrderID

* orders: Add method to see if the order was placed

* order: change field name in Cancel type to be more explicit

* orders: standardize field -> OrderID

* backtester: populate change

* orders: add test

* gctscript: fix field name

* linter: fix issues

* linter: more fixes

* linter: forever

* exchanges_tests: populate order.Submit field exchange name

* Update exchanges/order/order_types.go

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

* Update exchanges/order/orders.go

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

* glorious: nits

* glorious: nits

* thrasher: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* build(deps): bump bufbuild/buf-setup-action from 1.4.0 to 1.5.0 (#973)

Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.4.0 to 1.5.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.4.0...v1.5.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump google.golang.org/grpc from 1.46.2 to 1.47.0 (#972)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.46.2 to 1.47.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.46.2...v1.47.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#971)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.2 to 2.10.3.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.2...v2.10.3)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.10.1 to 2.11.2 (#975)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.10.1 to 2.11.2.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.10.1...v2.11.2)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.8.1 to 2.10.1 (#979)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.8.1 to 2.10.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.8.1...v2.10.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.11.2 to 2.12.0 (#978)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.11.2 to 2.12.0.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.11.2...v2.12.0)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* CI: adding WS and REST tests, and minor fixes

* CI: fixes on available asset and related minor issues

* CI: fixes on endpoint function, test functions, and types

* CI: updating templates and slight fixes

* CI: updating slight fixes on tests and withdraws Request model

* build(deps): bump styfle/cancel-workflow-action from 0.9.1 to 0.10.0 (#985)

Bumps [styfle/cancel-workflow-action](https://github.com/styfle/cancel-workflow-action) from 0.9.1 to 0.10.0.
- [Release notes](https://github.com/styfle/cancel-workflow-action/releases)
- [Commits](https://github.com/styfle/cancel-workflow-action/compare/0.9.1...0.10.0)

---
updated-dependencies:
- dependency-name: styfle/cancel-workflow-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump bufbuild/buf-setup-action from 1.5.0 to 1.6.0 (#984)

Bumps [bufbuild/buf-setup-action](https://github.com/bufbuild/buf-setup-action) from 1.5.0 to 1.6.0.
- [Release notes](https://github.com/bufbuild/buf-setup-action/releases)
- [Commits](https://github.com/bufbuild/buf-setup-action/compare/v1.5.0...v1.6.0)

---
updated-dependencies:
- dependency-name: bufbuild/buf-setup-action
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* backtester: Futures handling & FTX Cash and Carry example strategy (#930)

* implements futures functions and GRPC functions on new branch

* lint and test fixes

* Fix uneven split pnl. Adds collateral weight test. docs. New clear func

* Test protection if someone has zero collateral

* Uses string instead of double for accuracy

* Fixes old code panic

* context, match, docs

* Addresses Shazniterinos, var names, expanded tests

* Returns subaccount name, provides USD values when offlinecalc

* Fixes oopsie

* Fixes cool bug which allowed made up subaccount results

* Subaccount override on FTX, subaccount results for collateral

* Strenghten collateral account info checks. Improve FTX test

* English is my first language

* Fixes oopsies

* Adds some conceptual futures order details to track PNL

* Initial design of future order processing in the backtester

* Introduces futures concept for collateral and spot/futures config diffs

* Fixes most tests

* Simple designs for collateral funding pair concept

* Expands interface use so much it hurts

* Implements more collateral interfaces

* Adds liquidation, adds strategy, struggles with Binance

* Attempts at getting FTX to work

* Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check

* Successfully loads backtester with collateral currency

* Fails to really get much going for supporting futures

* Merges master changes

* Fleshes out how FTX processes collateral

* Further FTX collateral workings

* hooks up more ftx collateral and pnl calculations

* more funcs to flesh out handling

* Adds more links, just can't fit the pieces together :(

* Greatly expands futures order processing

* Fleshes out position tracker to also handle asset and exchange +testing

* RM linkedOrderID. rn positioncontroller, unexport

* Successfully tracks futures order positions

* Fails to calculate PNL

* Calculates pnl from orders accurately with exception to flipping orders

* Calculates PNL from orders

* Adds another controller layer to make it ez from orderstore

* Backtester now compiles. Adds test coverage

* labels things add scaling collateral test

* Calculates pnl in line with fees

* Mostly accurate PNL, with exception to appending with diff prices

* Adds locks, adds rpc function

* grpc implementations

* Gracefully handles rpc function

* beautiful tests!

* rejiggles tests to polish

* Finishes FTX testing, adds comments

* Exposes collateral calculations to rpc

* Adds commands and testing for rpcserver.go functions

* Increase testing and fix up backtester code

* Returns cool changes to original branch

* end of day fixes

* Fixing some tests

* Fixing tests 🎉

* Fixes all the tests

* Splits the backtester setup and running into different files

* Merge, minor fixes

* Messing with some strategy updates

* Failed understanding at collateral usage

* Begins the creation of cash and carry strategy

* Adds underlying pair, adds filldependentevent for futures

* Completes fill prerequsite event implementation. Can't short though

* Some bug fixes

* investigating funds

* CAN NOW CREATE A SHORT ORDER

* Minor change in short size

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Adds some verbosity

* Updates to pnl calc

* Tracks pnl for short orders, minor update to strategy

* Close and open event based on conditions

* Adds pnl data for currency statistics

* Working through PNL calculation automatically. Now panics

* Adds tracking, is blocked from design

* Work to flesh out closing a position

* vain attempts at tracking zeroing out bugs

* woww, super fun new subloggers 🎉

* Begins attempt at automatically handling contracts and collateral based on direction

* Merge master + fixes

* Investigating issues with pnl and holdings

* Minor pnl fixes

* Fixes future position sizing, needs contract sizing

* Can render pnl results, focussing on funding statistics

* tracking candles for futures, but why not btc

* Improves funding statistics

* Colours and stats

* Fixes collateral and snapshot bugs

* Completes test

* Fixes totals bug

* Fix double buy, expand stats, fixes usd totals, introduce interface

* Begins report formatting and calculations

* Appends pnl to receiving curr. Fixes map[time]. accurate USD

* Improves report output rendering

* PNL stats in report. New tests for futures

* Fixes existing tests before adding new coverage

* Test coverage

* Completes portfolio coverage

* Increase coverage exchange, portfolio. fix size bug. NEW CHART

* WHAT IS GOING ON WITH PNL

* Fixes PNL calculation. Adds ability to skip om futures tracking

* minor commit before merge

* Adds basic liquidation to backtester

* Changes liquidation to order based

* Liquidationnnnnn

* Further fleshes out liquidations

* Completes liquidations in a honorable manner. Adds AppendReasonf

* Beginnings of spot futures gap chart. Needs to link currencies to render difference

* Removes fake liquidation. Adds cool new chart

* Fixes somet tests,allows for zero fee value v nil distinction,New tests

* Some annoying test fixes that took too long

* portfolio coverage

* holding coverage, privatisation funding

* Testwork

* boring tests

* engine coverage

* More backtesting coverage

* Funding, strategy, report test coverage

* Completes coverage of report package

* Documentation, fixes some assumptions on asset errors

* Changes before master merge

* Lint and Tests

* defaults to non-coloured rendering

* Chart rendering

* Fixes surprise non-local-lints

* Niterinos to the extremeos

* Fixes merge problems

* The linter splintered across the glinting plinths

* Many nits addressed. Now sells spot position on final candle

* Adds forgotten coverage

* Adds ability to size futures contracts to match spot positions.

* fixes order sell sizing

* Adds tests to sizing. Fixes charting issue

* clint splintered the linters with flint

* Improves stats, stat rendering

* minifix

* Fixes tests and fee bug

* Merge fixeroos

* Microfixes

* Updates orderPNL on first Correctly utilises fees. Adds committed funds

* New base funcs. New order summary

* Fun test updates

* Fix logo colouring

* Fixes niteroonies

* Fix report

* BAD COMMIT

* Fixes funding issues.Updates default fee rates.Combines cashcarry case

* doc regen

* Now returns err

* Fixes sizing bug issue introduced in PR

* Fixes fun fee/total US value bug

* Fix chart bug. Show log charts with disclaimer

* sellside fee

* fixes fee and slippage view

* Fixed slippage price issue

* Fixes calculation and removes rendering

* Fixes stats and some rendering

* Merge fix

* Fixes merge issues

* go mod tidy, lint updates

* New linter attempt

* Version bump in appveyor and makefile

* Regex filename, config fixes, template h2 fixes

* Removes bad stats.

* neatens config builder. Moves filename generator

* Fixes issue where linter wants to fix my spelling

* Fixes pointers and starts

* build(deps): bump github.com/urfave/cli/v2 from 2.10.1 to 2.10.3 (#982)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.1 to 2.10.3.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.10.1...v2.10.3)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* alert: Add optimizations (#939)

* alert: Add optimizations

* alert: add basic benchmarks

* alert: fix linter issue

* documentation: change to text/template as html/template escapes to protect against code injection. Add readme.md for alert.

* README: Add package name

* alert: link up with engine settings

* request: isVerbose refactor

* Update exchanges/alert/alert_test.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

* glorious: fun police

* documentation: regen

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* technical_analysis: TWAP & VWAP + TA methods to candles and link to existing RPC server for GCTCLI prototyping  (#970)

* kline: add weighted price helpers for candles

* twap/vwap: basic implementation and hook to rpc for protype

* ta: cont implementation. (WIP)

* kline: Add tests

* kline: add helpers

* ta: full impl.

* kline: remove support for macd and add in correlation-coefficient handling

* rpc: change naming convention

* linter: fix

* protolinter: fix

* linter: ++

* kline: reinstate macd handling after adding in check

* glorious: nits

* gctcl: linter

* Update exchanges/kline/weighted_price.go

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

* glorious: nits

* glorious: nits v2.0

* kline: fix test

* huobi-tests: shift from next quarter to this weeks contracts as they were erroring out in tests.

* btcmarkets: update supported kline intervals

* zb: fix test

* rpcserver: fix bug and tests

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.10.3 to 2.11.0 (#993)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.10.3 to 2.11.0.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.10.3...v2.11.0)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* FTX: Margin lending/borrow rate history (#981)

* Adds lending rates/borrows to FTX and the command

* Movements, renames, rpc test

* Fleshing out rpc response

* Allows rpcserver to calculate offline (but not gctcli). Expands tests

* rn structs. add exchange_wrapper_issues support

* Adds a nice yearly rate

* Surprise yearly borrow rate!

* Rn+Mv to margin package. Fixes some serious whoopsies

* Adds average lend/borrow rates instead of sum

* rm oopsie whoopsie

* This is what the linter was having an issue with

* re-gen

* lintl

* niteroos

* build(deps): bump google.golang.org/grpc from 1.47.0 to 1.48.0 (#995)

Bumps [google.golang.org/grpc](https://github.com/grpc/grpc-go) from 1.47.0 to 1.48.0.
- [Release notes](https://github.com/grpc/grpc-go/releases)
- [Commits](https://github.com/grpc/grpc-go/compare/v1.47.0...v1.48.0)

---
updated-dependencies:
- dependency-name: google.golang.org/grpc
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* account: segregate holdings by credentials for future multi-key management (#956)

* exchanges/account: shift credentials to account package and segregate funds to keys

* merge: fixes

* linter: fix

* Update exchanges/account/account.go

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

* glorious: nits + protection for string panic

* glorious_suggestion: add method for matching keys

* linter: fix tests

* account: add protected method for credentials minimizing access, display full account details to rpc.

* linter: spelling kweeeeeeen

* accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching.

* accounts: theres no point in pointerising everything

* linter: ok pointerise this then...

* exchanges: fix regression add in little notes.

* glorious: nits

* Update exchanges/account/credentials.go

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

* Update exchanges/account/credentials_test.go

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

* Update exchanges/account/credentials_test.go

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

* glorious: nits

* gloriously: fix glorious glorious test gloriously

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* CI: fixing linter issue and conflicts

* CI: fixing ratelimit and other slight issues

* build(deps): bump github.com/grpc-ecosystem/grpc-gateway/v2 (#998)

Bumps [github.com/grpc-ecosystem/grpc-gateway/v2](https://github.com/grpc-ecosystem/grpc-gateway) from 2.10.3 to 2.11.0.
- [Release notes](https://github.com/grpc-ecosystem/grpc-gateway/releases)
- [Changelog](https://github.com/grpc-ecosystem/grpc-gateway/blob/master/.goreleaser.yml)
- [Commits](https://github.com/grpc-ecosystem/grpc-gateway/compare/v2.10.3...v2.11.0)

---
updated-dependencies:
- dependency-name: github.com/grpc-ecosystem/grpc-gateway/v2
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/d5/tengo/v2 from 2.12.0 to 2.12.1 (#997)

Bumps [github.com/d5/tengo/v2](https://github.com/d5/tengo) from 2.12.0 to 2.12.1.
- [Release notes](https://github.com/d5/tengo/releases)
- [Changelog](https://github.com/d5/tengo/blob/master/.goreleaser.yml)
- [Commits](https://github.com/d5/tengo/compare/v2.12.0...v2.12.1)

---
updated-dependencies:
- dependency-name: github.com/d5/tengo/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* build(deps): bump github.com/urfave/cli/v2 from 2.11.0 to 2.11.1 (#996)

Bumps [github.com/urfave/cli/v2](https://github.com/urfave/cli) from 2.11.0 to 2.11.1.
- [Release notes](https://github.com/urfave/cli/releases)
- [Changelog](https://github.com/urfave/cli/blob/main/docs/CHANGELOG.md)
- [Commits](https://github.com/urfave/cli/compare/v2.11.0...v2.11.1)

---
updated-dependencies:
- dependency-name: github.com/urfave/cli/v2
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

* CI: fixing type and other slight issues

* Cleanup after merge

* Endpoints rate limit update

Signed-off-by: Eng Zer Jun <engzerjun@gmail.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
Co-authored-by: Eng Zer Jun <engzerjun@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2022-08-12 15:30:11 +10:00
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
2022-08-08 11:29:43 +10:00
Adrian Gallagher
02afa1e98b exchanges: remove Coinbene exchange support (#849)
* exchanges: remove Coinbene exchange support

* RM Coinbene from apichecker backup
2021-11-29 11:34:35 +11:00
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
2021-10-15 15:55:38 +11:00