Ryan O'Hara-Reid 7b718700f7 orderbook: Implement initial linked list (#643)
* Exchanges: Initial implementation after rebase of depth (WIP)

* orderbook/buffer: convert and couple orderbook interaction functionality from buffer to orderbook linked list - Use single point reference for orderbook depth

* buffer/orderbook: conversion continued (WIP)

* exchange: buffer/linkedlist handover (WIP)

* Added some tests for yesterday

* linkedList: added more testing and trying to figure out broken things

* Started tying everything in

* continuous integration and testing

* orderbook: expanded tests

* go mod tidy

* Add in different synchornisation levels for protocols
Add in timer for the streaming system to reduce updates to datahandler
Add in more test code as I integrate more exchanges

* Depth: Add tests, add length check to call linked list updating, add in constructor.
Linked List: Improve tests, add in checks for zero liquidity on books.
Node: Added in cleaner POC, add in contructor.
Buffer: Fixed tests, checked benchmarks.

* orderbook: reinstate dispatch calls

* Addr glorious & madcozbad nits

* fix functionality and add tests

* Address linterinos

* remove label

* expanded comment

* fix races and and bitmex test

* reinstate go routine for alerting changes

* rm line :D

* fix more tests

* Addr glorious nits

* rm glorious field

* depth: defer unlock to stop deadlock

* orderbook: remove unused vars

* buffer: fix test to what it should be

* nits: madcosbad addr

* nits: glorious nits

* linkedlist: remove unused params

* orderbook: shift time call to outside of push to inline, add in case for update inster price for zero liquidity, nits

* orderbook: nits addressed

* engine: change stream -> websocket convention and remove unused function

* nits: glorious nits

* Websocket Buffer: Add verbosity switch

* linked list: Add comment

* linked list: fix spelling

* nits: glorious nits

* orderbook: Adds in test and explicit time type with constructor, fix nits

* linter

* spelling: removed the dere fence

* depth: Update alerting mechanism to a more battle tested state

* depth: spelling

* nits: glorious nits

* linked list: match cases

* buffer: fix linter issue

* golangci: increase timeout by 30 seconds

* nodes: update atomic checks

* spelling: fix

* node: add in commentary

* exchanges/syncer: add function to switch over to REST when websocket functionality is not available for a specific asset type

* linter: exchange linter issues

* syncer: Add in warning

* nits: glorious nits

* AssetWebsocketSupport: unexport map

* Nits: Adrr

* rm letter

* exchanges: Orderbook verification change for naming, deprecate checksum bypass as it has the potential to obfuscate errors that are at the tail end of the book, add in verification for websocket stream updates

* general: fix spelling remove breakpoint

* nits: fix more glorious nits until more are found

* orderbook: fix tests

* orderbook: fix wait tests and add in more checks

* nits: addr

* orderbook: remove dispatch reference

* linkedlist: consolidate bid/ask functions

* linked lisdt: remove words

* fix spelling
2021-04-23 15:16:01 +10:00
2019-11-22 16:07:30 +11:00
2020-02-06 12:32:01 +11:00
2019-10-04 19:31:04 +10:00
2020-09-17 09:40:01 +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
Alphapoint Yes Yes NA
Binance Yes Yes NA
Bitfinex Yes Yes NA
Bitflyer Yes No NA
Bithumb Yes NA NA
BitMEX Yes Yes NA
Bitstamp Yes Yes No
Bittrex Yes No NA
BTCMarkets Yes Yes NA
BTSE Yes Yes NA
CoinbasePro Yes Yes No
Coinbene Yes Yes No
COINUT Yes Yes NA
Exmo Yes NA NA
FTX Yes Yes No
GateIO Yes Yes NA
Gemini Yes Yes No
HitBTC Yes Yes No
Huobi.Pro Yes Yes NA
ItBit Yes NA No
Kraken Yes Yes NA
LakeBTC Yes Yes NA
Lbank Yes No NA
LocalBitcoins Yes NA NA
OKCoin International Yes Yes No
OKEX Yes Yes No
Poloniex Yes Yes NA
Yobit Yes NA NA
ZB.COM Yes Yes 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, Fixer.io, OpenExchangeRates).
  • 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).

Planned Features

Planned features can be found on our community Trello page.

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.

Compiling instructions

Download and install Go from Go Downloads for your platform.

Linux/OSX

GoCryptoTrader is built using Go Modules and requires Go 1.11 or above Using Go Modules you now clone this repository outside your GOPATH

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
copy config_example.json %APPDATA%\GoCryptoTrader\config.json
  • Make any neccessary changes to the config.json file.
  • Run the gocryptotrader binary file inside your GOPATH bin folder.

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- 650
shazbert 202
gloriousCode 176
dependabot-preview[bot] 87
xtda 47
Rots 15
vazha 15
ermalguni 14
MadCozBadd 10
vadimzhukck 10
140am 8
marcofranssen 8
dackroyd 5
cranktakular 5
woshidama323 3
crackcomm 3
azhang 2
andreygrehov 2
bretep 2
Christian-Achilli 2
gam-phon 2
cornelk 2
dependabot[bot] 2
if1live 2
lozdog245 2
soxipy 2
mshogin 2
herenow 2
blombard 1
CodeLingoBot 1
daniel-cohen 1
DirectX 1
frankzougc 1
idoall 1
mattkanwisher 1
mKurrels 1
m1kola 1
cavapoo2 1
zeldrinn 1
starit 1
Jimexist 1
lookfirst 1
merkeld 1
CodeLingoTeam 1
Daanikus 1
Description
A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
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