Files
gocryptotrader/gctrpc
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
..
2019-05-22 17:06:38 +10:00
2022-11-04 09:33:24 +11:00

GoCryptoTrader gRPC Service

Build Status Software License GoDoc Coverage Status Go Report Card

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

Background

GoCryptoTrader utilises gRPC for client/server interaction. Authentication is done by a self signed TLS cert, which only supports connections from localhost and also through basic authorisation specified by the users config file.

GoCryptoTrader also supports a gRPC JSON proxy service for applications which can be toggled on or off depending on the users preference.

Installation

GoCryptoTrader requires a local installation of the Google protocol buffers compiler protoc v3.0.0 or above. Please install this via your local package manager or by downloading one of the releases from the official repository:

protoc releases

Then use go install to download the following packages:

go install \
    github.com/grpc-ecosystem/grpc-gateway/v2/protoc-gen-grpc-gateway \
    github.com/grpc-ecosystem/grpc-gateway/v2/protoc-gen-openapiv2 \
    google.golang.org/protobuf/cmd/protoc-gen-go \
    google.golang.org/grpc/cmd/protoc-gen-go-grpc

This will place the following binaries in your $GOBIN;

  • protoc-gen-grpc-gateway
  • protoc-gen-openapiv2
  • protoc-gen-go
  • protoc-gen-go-grpc

Make sure that your $GOBIN is in your $PATH.

Linux / macOS / Windows

GoCryptoTrader requires a local installation of the buf cli tool that tries to make Protobuf handling more easier and reliable, after installation you'll need to run:

buf mod update

After previous command, make necessary changes to the rpc.proto spec file and run the generation command:

buf generate

If any changes were made, ensure that the rpc.proto file is formatted correctly by using buf format -w