Ryan O'Hara-Reid 3f8d799613 bybit: Add websocket trading functionality across all assets (#1672)
* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* bybit: Add websocket trading functionality across all assets

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub

* handle pong response

* spelling

* linter: fix

* fix processing issues with tickers

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* rm comment as it does not

* update time fields for orderbook latency

* fix time conversion

* Add func MatchReturnResponses

* glorious: nits and stuff

* lint: fix

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* Allow match back with order details

* Add time in force values for different order types + extra return information on websocket trading

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* bybit/websocket: allow a shared ID between outbound payloads for inbound matching

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

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

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* linter: fix

* misc/linter: fix

* change function names

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* websocket: skip connections with subscriptions not required during channel flush

* websocket: simplify error handling in FlushChannels using if short

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* fix comments

* bybit: fix merge regression on websocket message filter

* cranktakular: nits

* bybit: Add global rate limits for websocket

* ai: nits

* linter: fix

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

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

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

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

* bybit: use connection method for segregated match on multi-connection

* cleanup after master merge

* fix test and config whoops

* cranktakular: nits

* exchange: add missing tests for base method websocket order funcs

* cranktakular: nits and refresh + tests

* cranktakular: pedantic nits

* linter: fixes

* t.Parallel tests

* glorious nit

* Update exchange/websocket/connection.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* boss king: nits

* canktakular: nits

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* linter: fix

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* bossking: nits

* gk: much nicer design

* gk: revised naming for consideration

* gk: nits

* gk: nits restrict in configtest.json and not worry about many pairs enabled

* rm log

* linter: fix

* codex: nit

* cranktakular: nits

* Update exchanges/bybit/bybit_websocket_requests.go

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

* Update exchanges/bybit/bybit_websocket_requests.go

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

* Update exchanges/bybit/bybit_wrapper.go

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

* glorious: nits!

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
2025-09-17 13:45:58 +10:00
2019-10-04 19:31:04 +10:00
2024-09-13 19:52:39 +10:00
2019-11-22 16:07:30 +11:00

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

Exchange Support Table

Exchange REST API Streaming API FIX API
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
BTCMarkets Yes Yes NA
BTSE Yes Yes NA
Bybit Yes Yes NA
Coinbase Yes Yes No
COINUT Yes Yes NA
Deribit Yes Yes No
Exmo Yes NA NA
GateIO Yes Yes NA
Gemini Yes Yes No
HitBTC Yes Yes No
Huobi.Pro Yes Yes NA
Kraken Yes Yes NA
Kucoin Yes Yes NA
Lbank Yes No NA
Okx Yes Yes NA
Poloniex Yes Yes NA
Yobit Yes NA NA

We are aiming to support the top 30 exchanges sorted by average liquidity as ranked by CoinMarketCap. 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.

** 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.
  • OTP generation tool. See gen otp.
  • Connection monitor package.
  • gRPC service and JSON RPC proxy. See gRPC service.
  • gRPC client. See gctcli.
  • 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.
  • Scripting support. See gctscript.
  • Recent and historic trade processing. See trades.
  • Backtesting application. An event-driven backtesting tool to test and iterate trading strategies using historical or custom data. See backtester.
  • WebGUI (discontinued).
  • Exchange HTTP mock testing. See mock.
  • Exchange multichain deposits and withdrawals for specific exchanges. See multichain transfer support.

Development Tracking

Our Kanban board provides updates on:

  • New feature development
  • Bug fixes in progress
  • Recently completed work
  • Contribution opportunities

Follow our progress as we continuously improve 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.

Compiling and Running instructions

Download and install Go from Go Downloads for your platform.

Linux/macOS

git clone https://github.com/thrasher-corp/gocryptotrader.git
cd gocryptotrader
go build
mkdir ~/.gocryptotrader
cp config_example.json ~/.gocryptotrader/config.json

Windows

git clone https://github.com/thrasher-corp/gocryptotrader.git
cd gocryptotrader
go build
mkdir %AppData%\GoCryptoTrader
copy config_example.json %APPDATA%\GoCryptoTrader\config.json
  • Make any necessary changes to the config.json file.
  • Run the gocryptotrader binary file.

Sonic JSON handling

GoCryptoTrader can optionally use the Sonic JSON library for improved performance, as a drop in replacement for golang.org/encoding/json. Please see sonic Requirements for supported platforms.

To enable sonic, build with the sonic_on tag:

go build -tags=sonic_on

Donations

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- 731
dependabot[bot] 386
shazbert 374
gloriousCode 237
gbjk 133
dependabot-preview[bot] 88
xtda 47
lrascao 27
Beadko 24
samuael 15
ydm 15
vazha 15
Rots 15
ermalguni 14
MadCozBadd 13
vadimzhukck 10
junnplus 9
geseq 8
marcofranssen 8
140am 8
TaltaM 6
cranktakular 6
dackroyd 5
khcchiu 5
yangrq1018 4
crackcomm 3
romanornr 3
woshidama323 3
Copilot 3
mshogin 2
herenow 2
tk42 2
soxipy 2
Asalei 2
lozdog245 2
if1live 2
azhang 2
andreygrehov 2
bretep 2
Christian-Achilli 2
dsinuela-taurus 2
cornelk 2
gam-phon 2
MarkDzulko 2
mortensorensen 1
cavapoo2 1
tongxiaofeng 1
tonywangcn 1
varunbhat 1
idealhack 1
hannut91 1
vyloy 1
arttobe 1
shoman4eg 1
cangqiaoyuzhuo 1
gcmutator 1
gopherorg 1
yuhangcangqian 1
whilei 1
xiiiew 1
phieudu241 1
snipesjr 1
snussik 1
taewdy 1
threehonor 1
aidan-bailey 1
antonzhukov 1
blombard 1
CodeLingoBot 1
CodeLingoTeam 1
Daanikus 1
daniel-cohen-deltatre 1
merkeld 1
shanhuhai5739 1
DirectX 1
dnldd 1
Juneezee 1
fclairamb 1
frankzougc 1
gemscng 1
Jdpurohit 1
jimexist 1
lookfirst 1
zeldrinn 1
roskee 1
mattkanwisher 1
mgravitt 1
mKurrels 1
m1kola 1
idoall 1
starit 1
Description
A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
Readme MIT 63 MiB
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