Files
gocryptotrader/exchanges/trade/README.md
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

5.2 KiB

GoCryptoTrader package Trade

Build Status Software License GoDoc Coverage Status Go Report Card

This trade package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Current Features for trade

  • The trade package contains a processor for both REST and websocket trade history processing
    • Its primary purpose is to collect trade data from multiple sources and save it to the database's trade table
    • If you do not have database enabled, then trades will not be processed

Requirements to save a trade to the database

  • Database has to be enabled
  • Under config.json, under your selected exchange, enable the field saveTradeData
    • This will enable trade processing to occur for that specific exchange
    • This can also be done via gRPC under the SetExchangeTradeProcessing command

Usage

  • To send trade data to be processed, use the following example:
err := trade.AddTradesToBuffer(b.Name, trade.Data{
    Exchange:     b.Name,
    TID:          strconv.FormatInt(tradeData[i].TID, 10),
    CurrencyPair: p,
    AssetType:    assetType,
    Side:         side,
    Price:        tradeData[i].Price,
    Amount:       tradeData[i].Amount,
    Timestamp:    tradeTS,
})

b in this context is an IBotExchange implemented struct

Rules

  • If the trade processor has not started, it will automatically start upon being sent trade data.
  • The processor will add all received trades to a buffer
  • After 15 seconds, the trade processor will parse and save all trades on the buffer to the trade table
    • This is to save on constant writing to the database. Trade data, especially when received via websocket would cause massive issues on the round trip of saving data for every trade
  • If the processor has not received any trades in that 15 second timeframe, it will shut down.
    • Sending trade data to it later will automatically start it up again

Exchange Support Table

Exchange Recent Trades via REST Live trade updates via Websocket Trade history via REST
Alphapoint No No No
Binance Yes Yes Yes
Bitfinex Yes Yes Yes
Bitflyer Yes No No
Bithumb Yes NA No
BitMEX Yes Yes Yes
Bitstamp Yes Yes No
Bittrex Yes Yes No
BTCMarkets Yes Yes No
BTSE Yes Yes No
Coinbene Yes Yes No
CoinbasePro Yes Yes No
COINUT Yes Yes No
Exmo Yes NA No
FTX Yes Yes Yes
GateIO Yes Yes No
Gemini Yes Yes Yes
HitBTC Yes Yes Yes
Huobi.Pro Yes Yes No
ItBit Yes NA No
Kraken Yes Yes No
LakeBTC Yes No No
Lbank Yes No Yes
LocalBitcoins Yes NA No
OKCoin International Yes Yes No
OKEX Yes Yes No
Poloniex Yes Yes Yes
Yobit Yes NA No
ZB.COM Yes Yes No

Please click GoDocs chevron above to view current GoDoc information for this package

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 guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

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