Files
gocryptotrader/currency/code.go
Scott 017cdf1384 Backtester: Live trading upgrades (#1023)
* 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>
2023-01-05 13:03:17 +11:00

365 lines
8.5 KiB
Go

package currency
import (
"encoding/json"
"errors"
"fmt"
"strings"
"unicode"
)
var (
// ErrCurrencyCodeEmpty defines an error if the currency code is empty
ErrCurrencyCodeEmpty = errors.New("currency code is empty")
// ErrCurrencyNotFound returned when a currency is not found in a list
ErrCurrencyNotFound = errors.New("currency code not found in list")
// ErrCurrencyPairEmpty defines an error if the currency pair is empty
ErrCurrencyPairEmpty = errors.New("currency pair is empty")
// ErrCurrencyPairsEmpty returns when a currency.Pairs has len == 0
ErrCurrencyPairsEmpty = errors.New("currency pairs is empty")
// EMPTYCODE is an empty currency code
EMPTYCODE = Code{}
// EMPTYPAIR is an empty currency pair
EMPTYPAIR = Pair{}
errItemIsNil = errors.New("item is nil")
errItemIsEmpty = errors.New("item is empty")
errRoleUnset = errors.New("role unset")
)
// String implements the stringer interface and returns a string representation
// of the underlying role.
func (r Role) String() string {
switch r {
case Fiat:
return FiatCurrencyString
case Cryptocurrency:
return CryptocurrencyString
case Token:
return TokenString
case Contract:
return ContractString
case Stable:
return StableString
default:
return UnsetRoleString
}
}
// MarshalJSON conforms Role to the marshaller interface
func (r Role) MarshalJSON() ([]byte, error) {
return json.Marshal(r.String())
}
// UnmarshalJSON conforms Role to the unmarshaller interface
func (r *Role) UnmarshalJSON(d []byte) error {
var incoming string
err := json.Unmarshal(d, &incoming)
if err != nil {
return err
}
switch incoming {
case UnsetRoleString:
*r = Unset
case FiatCurrencyString:
*r = Fiat
case CryptocurrencyString:
*r = Cryptocurrency
case TokenString:
*r = Token
case ContractString:
*r = Contract
case StableString:
*r = Stable
default:
return fmt.Errorf("unmarshal error role type %s unsupported for currency",
incoming)
}
return nil
}
// HasData returns true if the type contains data
func (b *BaseCodes) HasData() bool {
b.mtx.Lock()
defer b.mtx.Unlock()
return len(b.Items) != 0
}
// GetFullCurrencyData returns a type that is read to dump to file
func (b *BaseCodes) GetFullCurrencyData() (File, error) {
var file File
b.mtx.Lock()
defer b.mtx.Unlock()
for _, stored := range b.Items {
for x := range stored {
switch stored[x].Role {
case Unset:
file.UnsetCurrency = append(file.UnsetCurrency, stored[x])
case Fiat:
file.FiatCurrency = append(file.FiatCurrency, stored[x])
case Cryptocurrency:
file.Cryptocurrency = append(file.Cryptocurrency, stored[x])
case Token:
file.Token = append(file.Token, stored[x])
case Contract:
file.Contracts = append(file.Contracts, stored[x])
case Stable:
file.Stable = append(file.Stable, stored[x])
default:
return file, errors.New("role undefined")
}
}
}
file.LastMainUpdate = b.LastMainUpdate.Unix()
return file, nil
}
// GetCurrencies gets the full currency list from the base code type available
// from the currency system
func (b *BaseCodes) GetCurrencies() Currencies {
b.mtx.Lock()
currencies := make(Currencies, len(b.Items))
var target int
for _, stored := range b.Items {
if len(stored) == 0 {
continue
}
currencies[target] = Code{Item: stored[0]}
target++
}
b.mtx.Unlock()
return currencies
}
// UpdateCurrency updates or registers a currency/contract
func (b *BaseCodes) UpdateCurrency(update *Item) error {
if update == nil {
return errItemIsNil
}
if update.Symbol == "" {
return errSymbolEmpty
}
if update.Role == Unset {
return fmt.Errorf("cannot update currency %w for %s", errRoleUnset, update.Symbol)
}
update.Symbol = strings.ToUpper(update.Symbol)
update.Lower = strings.ToLower(update.Symbol)
b.mtx.Lock()
defer b.mtx.Unlock()
stored, ok := b.Items[update.Symbol]
if ok {
for x := range stored {
if stored[x].Role != Unset && stored[x].Role != update.Role {
continue
}
stored[x].Role = update.Role // NOTE: Update role is checked above.
if update.FullName != "" {
stored[x].FullName = update.FullName
}
if update.AssocChain != "" {
stored[x].AssocChain = update.AssocChain
}
if update.ID != 0 {
stored[x].ID = update.ID
}
return nil
}
}
b.Items[update.Symbol] = append(b.Items[update.Symbol], update)
return nil
}
// Register registers a currency from a string and returns a currency code, this
// can optionally include a role when it is known.
func (b *BaseCodes) Register(c string, newRole Role) Code {
if c == "" {
return EMPTYCODE
}
var format bool
// Digits fool upper and lower casing. So find first letter and check case.
for x := range c {
if !unicode.IsDigit(rune(c[x])) {
format = unicode.IsUpper(rune(c[x]))
break
}
}
// Force upper string storage and matching
c = strings.ToUpper(c)
b.mtx.Lock()
defer b.mtx.Unlock()
if b.Items == nil {
b.Items = make(map[string][]*Item)
}
stored, ok := b.Items[c]
if ok {
for x := range stored {
if newRole != Unset {
if stored[x].Role != Unset && stored[x].Role != newRole {
// This will duplicate item with same name but different
// role if not matched in stored list.
// TODO: This will need a specific update to NewCode() or
// new function to find the exact name and role.
continue
}
stored[x].Role = newRole
}
return Code{Item: stored[x], UpperCase: format}
}
}
newItem := &Item{Symbol: c, Lower: strings.ToLower(c), Role: newRole}
b.Items[c] = append(b.Items[c], newItem)
return Code{Item: newItem, UpperCase: format}
}
// LoadItem sets item data
func (b *BaseCodes) LoadItem(item *Item) error {
if item == nil {
return errItemIsNil
}
if *item == (Item{}) {
return errItemIsEmpty
}
item.Symbol = strings.ToUpper(item.Symbol)
item.Lower = strings.ToLower(item.Symbol)
b.mtx.Lock()
defer b.mtx.Unlock()
stored, ok := b.Items[item.Symbol]
if ok {
for x := range stored {
if stored[x].Role == item.Role {
return nil
}
if stored[x].Role == Unset && item.Role != Unset {
stored[x].Role = item.Role
return nil
}
}
}
b.Items[item.Symbol] = append(b.Items[item.Symbol], item)
return nil
}
// NewCode returns a new currency registered code
func NewCode(c string) Code {
return storage.ValidateCode(c)
}
// String conforms to the stringer interface
func (i *Item) String() string {
return i.Symbol
}
// String converts the code to string
func (c Code) String() string {
if c.Item == nil {
return ""
}
if c.UpperCase {
return c.Item.Symbol
}
return c.Item.Lower
}
// Lower converts the code to lowercase formatting
func (c Code) Lower() Code {
c.UpperCase = false
return c
}
// Upper converts the code to uppercase formatting
func (c Code) Upper() Code {
c.UpperCase = true
return c
}
// UnmarshalJSON comforms type to the umarshaler interface
func (c *Code) UnmarshalJSON(d []byte) error {
var newcode string
err := json.Unmarshal(d, &newcode)
if err != nil {
return err
}
*c = NewCode(newcode)
return nil
}
// MarshalJSON conforms type to the marshaler interface
func (c Code) MarshalJSON() ([]byte, error) {
if c.Item == nil {
return json.Marshal("")
}
return json.Marshal(c.String())
}
// IsEmpty returns true if the code is empty
func (c Code) IsEmpty() bool {
return c.Item == nil || c.Item.Symbol == ""
}
// Equal returns if the code supplied is the same as the corresponding code
func (c Code) Equal(check Code) bool {
return c.Item == check.Item
}
// IsFiatCurrency checks if the currency passed is an enabled fiat currency
func (c Code) IsFiatCurrency() bool {
return c.Item != nil && c.Item.Role == Fiat
}
// IsCryptocurrency checks if the currency passed is an enabled CRYPTO currency.
// NOTE: All unset currencies will default to cryptocurrencies and stable coins
// are cryptocurrencies as well.
func (c Code) IsCryptocurrency() bool {
return c.Item != nil && c.Item.Role&(Cryptocurrency|Stable) == c.Item.Role
}
// IsStableCurrency checks if the currency is a stable currency.
func (c Code) IsStableCurrency() bool {
return c.Item != nil && c.Item.Role == Stable
}
// Currency allows an item to revert to a code
func (i *Item) Currency() Code {
if i == nil {
return EMPTYCODE
}
return NewCode(i.Symbol)
}
// UpperCurrency allows an item to revert to a code
// taking an upper
func (i *Item) UpperCurrency() Code {
if i == nil {
return EMPTYCODE.Upper()
}
return NewCode(i.Symbol).Upper()
}
// LowerCurrency allows an item to revert to a code
// returning in lower format
func (i *Item) LowerCurrency() Code {
if i == nil {
return EMPTYCODE.Lower()
}
return NewCode(i.Symbol).Lower()
}