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gocryptotrader/README.md
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>
2023-01-05 13:03:17 +11:00

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<img src="/common/gctlogo.png?raw=true" width="350px" height="350px" hspace="70">
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[![Go Report Card](https://goreportcard.com/badge/github.com/thrasher-corp/gocryptotrader)](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
A cryptocurrency trading bot supporting multiple exchanges written in Golang.
**Please note that this bot is under development and is not ready for production!**
## Community
Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
## Exchange Support Table
| Exchange | REST API | Streaming API | FIX API |
|----------|------|-----------|-----|
| Alphapoint | Yes | Yes | NA |
| Binance.US| Yes | Yes | NA |
| Binance| Yes | Yes | NA |
| Bitfinex | Yes | Yes | NA |
| Bitflyer | Yes | No | NA |
| Bithumb | Yes | Yes | NA |
| BitMEX | Yes | Yes | NA |
| Bitstamp | Yes | Yes | No |
| Bittrex | Yes | Yes | NA |
| BTCMarkets | Yes | Yes | NA |
| BTSE | Yes | Yes | NA |
| Bybit | Yes | Yes | NA |
| CoinbasePro | Yes | Yes | No|
| COINUT | Yes | Yes | NA |
| Exmo | Yes | NA | NA |
| FTX | Yes | Yes | No |
| GateIO | Yes | Yes | NA |
| Gemini | Yes | Yes | No |
| HitBTC | Yes | Yes | No |
| Huobi.Pro | Yes | Yes | NA |
| ItBit | Yes | NA | No |
| Kraken | Yes | Yes | NA |
| Lbank | Yes | No | NA |
| LocalBitcoins | Yes | NA | NA |
| OKCoin International | Yes | Yes | No |
| Okx | Yes | Yes | NA |
| Poloniex | Yes | Yes | NA |
| Yobit | Yes | NA | NA |
| ZB.COM | Yes | Yes | NA |
We are aiming to support the top 30 exchanges sorted by average liquidity as [ranked by CoinMarketCap](https://coinmarketcap.com/rankings/exchanges/).
However, we welcome pull requests for any exchange which does not match this criterion. If you need help with this, please join us on [Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk).
** NA means not applicable as the exchange does not support the feature.
## Current Features
+ Support for all exchange fiat and digital currencies, with the ability to individually toggle them on/off.
+ AES256 encrypted config file.
+ REST API support for all exchanges.
+ Websocket support for applicable exchanges.
+ Ability to turn off/on certain exchanges.
+ Communication packages (Slack, SMS via SMSGlobal, Telegram and SMTP).
+ HTTP rate limiter package.
+ Unified API for exchange usage.
+ Customisation of HTTP client features including setting a proxy, user agent and adjusting transport settings.
+ NTP client package.
+ Database support (Postgres and SQLite3). See [database](/database/README.md).
+ OTP generation tool. See [gen otp](/cmd/gen_otp).
+ Connection monitor package.
+ gRPC service and JSON RPC proxy. See [gRPC service](/gctrpc/README.md).
+ gRPC client. See [gctcli](/cmd/gctcli/README.md).
+ Forex currency converter packages (CurrencyConverterAPI, CurrencyLayer, Exchange Rates, Fixer.io, OpenExchangeRates, Exchange Rate Host).
+ Packages for handling currency pairs, tickers and orderbooks.
+ Portfolio management tool; fetches balances from supported exchanges and allows for custom address tracking.
+ Basic event trigger system.
+ OHLCV/Candle retrieval support. See [OHLCV](/docs/OHLCV.md).
+ Scripting support. See [gctscript](/gctscript/README.md).
+ Recent and historic trade processing. See [trades](/exchanges/trade/README.md).
+ Backtesting application. An event-driven backtesting tool to test and iterate trading strategies using historical or custom data. See [backtester](/backtester/README.md).
+ WebGUI (discontinued).
+ Exchange HTTP mock testing. See [mock](/exchanges/mock/README.md).
+ Exchange multichain deposits and withdrawals for specific exchanges. See [multichain transfer support](/docs/MULTICHAIN_TRANSFER_SUPPORT.md).
## Planned Features
Planned features can be found on our [community Trello page](https://trello.com/b/ZAhMhpOy/gocryptotrader).
## Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/.github/CONTRIBUTING.md).
+ Pull requests need to be based on and opened against the `master` branch.
## Compiling instructions
Download and install Go from [Go Downloads](https://golang.org/dl/) for your
platform.
### Linux/OSX
GoCryptoTrader is built using [Go Modules](https://github.com/golang/go/wiki/Modules) and requires Go 1.11 or above
Using Go Modules you now clone this repository **outside** your GOPATH
```bash
git clone https://github.com/thrasher-corp/gocryptotrader.git
cd gocryptotrader
go build
mkdir ~/.gocryptotrader
cp config_example.json ~/.gocryptotrader/config.json
```
### Windows
```bash
git clone https://github.com/thrasher-corp/gocryptotrader.git
cd gocryptotrader
go build
copy config_example.json %APPDATA%\GoCryptoTrader\config.json
```
+ Make any necessary changes to the `config.json` file.
+ Run the `gocryptotrader` binary file inside your GOPATH bin folder.
## Donations
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
***bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc***
## Binaries
Binaries will be published once the codebase reaches a stable condition.
## Contributor List
### A very special thank you to all who have contributed to this program:
|User|Contribution Amount|
|--|--|
| [thrasher-](https://github.com/thrasher-) | 670 |
| [shazbert](https://github.com/shazbert) | 269 |
| [gloriousCode](https://github.com/gloriousCode) | 205 |
| [dependabot[bot]](https://github.com/apps/dependabot) | 139 |
| [dependabot-preview[bot]](https://github.com/apps/dependabot-preview) | 88 |
| [xtda](https://github.com/xtda) | 47 |
| [lrascao](https://github.com/lrascao) | 27 |
| [Rots](https://github.com/Rots) | 15 |
| [vazha](https://github.com/vazha) | 15 |
| [ydm](https://github.com/ydm) | 15 |
| [ermalguni](https://github.com/ermalguni) | 14 |
| [MadCozBadd](https://github.com/MadCozBadd) | 13 |
| [vadimzhukck](https://github.com/vadimzhukck) | 10 |
| [140am](https://github.com/140am) | 8 |
| [marcofranssen](https://github.com/marcofranssen) | 8 |
| [geseq](https://github.com/geseq) | 8 |
| [dackroyd](https://github.com/dackroyd) | 5 |
| [cranktakular](https://github.com/cranktakular) | 5 |
| [khcchiu](https://github.com/khcchiu) | 5 |
| [woshidama323](https://github.com/woshidama323) | 3 |
| [yangrq1018](https://github.com/yangrq1018) | 3 |
| [TaltaM](https://github.com/TaltaM) | 3 |
| [samuael](https://github.com/samuael) | 3 |
| [crackcomm](https://github.com/crackcomm) | 3 |
| [azhang](https://github.com/azhang) | 2 |
| [andreygrehov](https://github.com/andreygrehov) | 2 |
| [bretep](https://github.com/bretep) | 2 |
| [Christian-Achilli](https://github.com/Christian-Achilli) | 2 |
| [MarkDzulko](https://github.com/MarkDzulko) | 2 |
| [gam-phon](https://github.com/gam-phon) | 2 |
| [cornelk](https://github.com/cornelk) | 2 |
| [herenow](https://github.com/herenow) | 2 |
| [if1live](https://github.com/if1live) | 2 |
| [lozdog245](https://github.com/lozdog245) | 2 |
| [mshogin](https://github.com/mshogin) | 2 |
| [soxipy](https://github.com/soxipy) | 2 |
| [tk42](https://github.com/tk42) | 2 |
| [blombard](https://github.com/blombard) | 1 |
| [cavapoo2](https://github.com/cavapoo2) | 1 |
| [CodeLingoTeam](https://github.com/CodeLingoTeam) | 1 |
| [CodeLingoBot](https://github.com/CodeLingoBot) | 1 |
| [Daanikus](https://github.com/Daanikus) | 1 |
| [daniel-cohen](https://github.com/daniel-cohen) | 1 |
| [DirectX](https://github.com/DirectX) | 1 |
| [frankzougc](https://github.com/frankzougc) | 1 |
| [idoall](https://github.com/idoall) | 1 |
| [Jimexist](https://github.com/Jimexist) | 1 |
| [lookfirst](https://github.com/lookfirst) | 1 |
| [m1kola](https://github.com/m1kola) | 1 |
| [mattkanwisher](https://github.com/mattkanwisher) | 1 |
| [merkeld](https://github.com/merkeld) | 1 |
| [mKurrels](https://github.com/mKurrels) | 1 |
| [starit](https://github.com/starit) | 1 |
| [zeldrinn](https://github.com/zeldrinn) | 1 |
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