9acbdbf203
* depth: methods to derive liquidity impact details * depth: fix comments on link list methods * depth: fix whoopsie * Update exchanges/orderbook/linked_list_test.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * orderbook: standardise methods to GCT math package * averagePrice: implementation (WIP) * ll: hmmmmmm * continued * orderbook: reworked functions * WIP * orderbook: add tests link up with RPC * orderbook: refined calculations, add tests (WIP) * orderbook: add tests finalise/verify remove state until next PR if needed * rpcserver/orderbook: remove redundant type and change wording * linter: fix * Update exchanges/orderbook/linked_list.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * gctcli: noobed it up * orderbook: work work work (yesterday) * depth: WIP and testing * orderbook: improve calculations for bids traversal * orderbook: adjust tests * orderbook: linters/nits * orderbook: fix error returns and add asset to whalebomb * orderbook: drop error when full book is potentially consumed * Update cmd/gctcli/orderbook.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * orderbook: Add tests and nits * glorious: nits * backtester: handle new errors * grpc: linter * orderbook: remove pesky t.Log()s * glorious: nits (yesterday) * depth/gctcli: Add in purchase requirements into orderbook movement, will also standardize in next commit after tests are fixed. * orderbook: standardize and overhaul * orderbook: update comments, update tests * rpcserver: add average ordercost and amounts * depth: add spread and imbalance methods * linter: fix * glorious: nits * orderbook: don't purge price, rn test. * glorious: codes nits * linter: fix * Update exchanges/orderbook/linked_list.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/linked_list.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/linked_list.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/linked_list.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/linked_list.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits 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>
GoCryptoTrader gRPC Service
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:
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-gatewayprotoc-gen-openapiv2protoc-gen-goprotoc-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