mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-21 07:26:48 +00:00
* 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>
339 lines
8.2 KiB
Go
339 lines
8.2 KiB
Go
package engine
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import (
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"time"
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"github.com/gofrs/uuid"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/data"
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"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/compliance"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/fill"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/order"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
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"github.com/thrasher-corp/gocryptotrader/backtester/funding"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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// Overriding functions
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// these are designed to override interface implementations
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// so there is less requirement gathering per test as the functions are
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// tested in their own package
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type fakeFolio struct{}
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func (f fakeFolio) GetLatestComplianceSnapshot(string, asset.Item, currency.Pair) (*compliance.Snapshot, error) {
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return &compliance.Snapshot{}, nil
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}
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func (f fakeFolio) GetPositions(common.Event) ([]gctorder.Position, error) {
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return nil, nil
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}
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func (f fakeFolio) SetHoldingsForEvent(funding.IFundReader, common.Event) error {
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return nil
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}
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func (f fakeFolio) SetHoldingsForTimestamp(*holdings.Holding) error {
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return nil
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}
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func (f fakeFolio) OnSignal(signal.Event, *exchange.Settings, funding.IFundReserver) (*order.Order, error) {
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return nil, nil
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}
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func (f fakeFolio) OnFill(fill.Event, funding.IFundReleaser) (fill.Event, error) {
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return nil, nil
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}
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func (f fakeFolio) GetLatestOrderSnapshotForEvent(common.Event) (compliance.Snapshot, error) {
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return compliance.Snapshot{}, nil
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}
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func (f fakeFolio) GetLatestOrderSnapshots() ([]compliance.Snapshot, error) {
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return nil, nil
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}
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func (f fakeFolio) ViewHoldingAtTimePeriod(common.Event) (*holdings.Holding, error) {
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return nil, nil
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}
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func (f fakeFolio) UpdateHoldings(data.Event, funding.IFundReleaser) error {
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return nil
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}
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func (f fakeFolio) GetComplianceManager(string, asset.Item, currency.Pair) (*compliance.Manager, error) {
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return nil, nil
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}
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func (f fakeFolio) TrackFuturesOrder(fill.Event, funding.IFundReleaser) (*portfolio.PNLSummary, error) {
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return &portfolio.PNLSummary{}, nil
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}
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func (f fakeFolio) UpdatePNL(common.Event, decimal.Decimal) error {
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return nil
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}
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func (f fakeFolio) GetLatestPNLForEvent(common.Event) (*portfolio.PNLSummary, error) {
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return &portfolio.PNLSummary{}, nil
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}
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func (f fakeFolio) GetLatestPNLs() []portfolio.PNLSummary {
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return nil
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}
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func (f fakeFolio) CheckLiquidationStatus(data.Event, funding.ICollateralReader, *portfolio.PNLSummary) error {
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return nil
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}
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func (f fakeFolio) CreateLiquidationOrdersForExchange(data.Event, funding.IFundingManager) ([]order.Event, error) {
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return nil, nil
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}
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func (f fakeFolio) GetLatestHoldingsForAllCurrencies() []holdings.Holding {
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return nil
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}
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func (f fakeFolio) Reset() error {
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return nil
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}
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type fakeReport struct{}
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func (f fakeReport) GenerateReport() error {
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return nil
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}
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func (f fakeReport) SetKlineData(*gctkline.Item) error {
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return nil
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}
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func (f fakeReport) UseDarkMode(bool) {}
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type fakeStats struct{}
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func (f *fakeStats) SetStrategyName(string) {
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}
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func (f *fakeStats) SetEventForOffset(common.Event) error {
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return nil
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}
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func (f *fakeStats) AddHoldingsForTime(*holdings.Holding) error {
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return nil
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}
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func (f *fakeStats) AddComplianceSnapshotForTime(*compliance.Snapshot, common.Event) error {
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return nil
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}
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func (f *fakeStats) CalculateAllResults() error {
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return nil
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}
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func (f *fakeStats) Reset() error {
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return nil
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}
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func (f *fakeStats) Serialise() (string, error) {
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return "", nil
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}
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func (f *fakeStats) AddPNLForTime(*portfolio.PNLSummary) error {
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return nil
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}
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func (f *fakeStats) CreateLog(common.Event) (string, error) {
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return "", nil
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}
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type fakeDataHolder struct{}
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func (f fakeDataHolder) Setup() {
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}
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func (f fakeDataHolder) SetDataForCurrency(string, asset.Item, currency.Pair, data.Handler) error {
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return nil
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}
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func (f fakeDataHolder) GetAllData() ([]data.Handler, error) {
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cp := currency.NewPair(currency.BTC, currency.USD)
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return []data.Handler{&kline.DataFromKline{
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Base: &data.Base{},
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Item: gctkline.Item{
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Exchange: testExchange,
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Pair: cp,
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UnderlyingPair: cp,
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Asset: asset.Spot,
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Interval: gctkline.OneMin,
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Candles: []gctkline.Candle{
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{
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Time: time.Now(),
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Open: 1337,
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High: 1337,
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Low: 1337,
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Close: 1337,
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Volume: 1337,
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},
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},
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SourceJobID: uuid.UUID{},
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ValidationJobID: uuid.UUID{},
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},
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RangeHolder: &gctkline.IntervalRangeHolder{},
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},
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}, nil
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}
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func (f fakeDataHolder) GetDataForCurrency(common.Event) (data.Handler, error) {
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return nil, nil
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}
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func (f fakeDataHolder) Reset() error {
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return nil
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}
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type fakeFunding struct {
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hasFutures bool
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}
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func (f fakeFunding) UpdateCollateralForEvent(common.Event, bool) error {
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return nil
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}
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func (f fakeFunding) UpdateAllCollateral(bool, bool) error {
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return nil
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}
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func (f fakeFunding) UpdateFundingFromLiveData(bool) error {
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return nil
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}
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func (f fakeFunding) SetFunding(string, asset.Item, *account.Balance, bool) error {
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return nil
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}
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func (f fakeFunding) Reset() error {
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return nil
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}
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func (f fakeFunding) IsUsingExchangeLevelFunding() bool {
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return true
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}
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func (f fakeFunding) GetFundingForEvent(common.Event) (funding.IFundingPair, error) {
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return &funding.SpotPair{}, nil
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}
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func (f fakeFunding) Transfer(decimal.Decimal, *funding.Item, *funding.Item, bool) error {
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return nil
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}
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func (f fakeFunding) GenerateReport() (*funding.Report, error) {
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return nil, nil
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}
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func (f fakeFunding) AddUSDTrackingData(*kline.DataFromKline) error {
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return nil
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}
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func (f fakeFunding) CreateSnapshot(time.Time) error {
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return nil
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}
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func (f fakeFunding) USDTrackingDisabled() bool {
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return false
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}
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func (f fakeFunding) Liquidate(common.Event) error {
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return nil
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}
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func (f fakeFunding) GetAllFunding() ([]funding.BasicItem, error) {
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return nil, nil
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}
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func (f fakeFunding) UpdateCollateral() error {
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return nil
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}
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func (f fakeFunding) HasFutures() bool {
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return f.hasFutures
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}
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func (f fakeFunding) HasExchangeBeenLiquidated(common.Event) bool {
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return false
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}
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func (f fakeFunding) RealisePNL(string, asset.Item, currency.Code, decimal.Decimal) error {
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return nil
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}
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type fakeStrat struct{}
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func (f fakeStrat) Name() string {
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return "fake"
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}
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func (f fakeStrat) Description() string {
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return "fake"
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}
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func (f fakeStrat) OnSignal(data.Handler, funding.IFundingTransferer, portfolio.Handler) (signal.Event, error) {
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return nil, nil
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}
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func (f fakeStrat) OnSimultaneousSignals([]data.Handler, funding.IFundingTransferer, portfolio.Handler) ([]signal.Event, error) {
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return nil, nil
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}
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func (f fakeStrat) UsingSimultaneousProcessing() bool {
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return true
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}
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func (f fakeStrat) SupportsSimultaneousProcessing() bool {
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return true
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}
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func (f fakeStrat) SetSimultaneousProcessing(bool) {}
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func (f fakeStrat) SetCustomSettings(map[string]interface{}) error {
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return nil
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}
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func (f fakeStrat) SetDefaults() {}
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func (f fakeStrat) CloseAllPositions([]holdings.Holding, []data.Event) ([]signal.Event, error) {
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return []signal.Event{
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&signal.Signal{
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Base: &event.Base{
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Offset: 1,
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Exchange: testExchange,
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Time: time.Now(),
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Interval: gctkline.FifteenSecond,
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CurrencyPair: currency.NewPair(currency.BTC, currency.USD),
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UnderlyingPair: currency.NewPair(currency.BTC, currency.USD),
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AssetType: asset.Spot,
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},
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OpenPrice: leet,
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HighPrice: leet,
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LowPrice: leet,
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ClosePrice: leet,
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Volume: leet,
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BuyLimit: leet,
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SellLimit: leet,
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Amount: leet,
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Direction: gctorder.Buy,
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},
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}, nil
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}
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