Scott b686cf2e0e Feature: Websocket order handling (#446)
* Initial changes, removing exchange name as an arg and puts it in the pointer struct. Adds case to ws routines

* Adds CancelAllOrders func, adds GetByExchangeAndID. Adds modify handler in routines.go

* initial poor attempts to have bitmex work with new datahandler handlers. fixes ordersides

* bitmex Completes new order

* Better bitmex handling, but not complete. Begins a gargantuan task of unifying order data structs. Sometimes an order update will contain lot's of information, so its best to be able to update all fields of our orders, rather than just an arbitrary subset. As a result, everything will be broken for the foreseeable future :glitch_crab:

* Removes old order handler which did nothing. Updates order properties for everything everywhere - now consistent. Changes order status. Adds asset type and wallet address to all order types

* Adds order updater to update only relevant fields since the object is generic, we don't know what fields are passed from what exchanges. Adds "lastupdated" field to order.Detail. Expands order cancellation for engine orders.

* Ensures that new orders are added to the ordermanager's order store. Saaa many comments. Internalises orderStore get func. Adds internalOrderID to orderdetail and adds websocket support for it

* Fixes a cancelAllOrders oopsie doopsie

* Adds potential func to update orderdetails from an orderdetail struct. Unsure if will keep.

* Begins btcmarkets implementation. Expands order "stringToOrder" funcs to allow for some more flexible string coversions. Removes order.Submit via websocket as it would cause unlimited order place issues :D

* Finishes btc markets without testing

* Adds untested ws auth func to btse

* Finises btse, fixes btcmarkets bug

* Adds coinbasepro support

* Fixes a few more fields in coinbase pro and readds the extra subs

* Begins work on coinbene. Plus theyve added a new ws connection yeee

* Wasted a bunch of time adding support to an additional websocket that isn't needed ;_; Fixed a bug in coinbasepro. Fully kitted out coinbene support. Updates order types with all fields

* Removes extra websocket connection ;_;

* Finishes gemini. Fixes order side unknown

* Adds okgroup support. Moves byte reading to another function to allow for unit testing. Updates routines to use pointers. Updates date update handling for order details

* Finishes order data for okgroup websocket, but starts the STRANGE process of converting all other websocket endpoints to be a little less silly

* Cleans up okroup websocket implementation. Fixes bug in Gemini

* Adds poloniex support. Updates ws order handling

* new bitmex support. Adds some tests now that its all in its own func. Fixes poloniex bug

* Begins work on authenticated binance websocket

* Attempts to track user data via binance websocket

* Maybe finishes Binance websocket support

* Begins adding test coverage to orders.go. Updates names of script properties to match updated

* Begins an experiment with code coverage. Fixes more rebase issues

* Completes orders coverage. Botches a few other things though. Fixes more scripting stuff

* All tests in engine package pass

* Adds some loevely routine tests

* Moves ordermanager to test Bot ordermanager
Adds lovely routine tests to ensure things that get sent to be handled the data handler are handled by the data handler by handling them

* Replaces "wsHandleData" with "wsReadData" as that's what its going to do now.

* Splits all wsHandleData into wsReadData and wsHandleData to allow for easy testing via sending []byte json examples to test proper functionality. Breaks so many tests

* Fixes majority of test issues. But data races which are tough on the engine package

* "Fixes" test by removing shutdown test. It interferes with too many things. Requires some thought

* Tests all the binance websocket points

* Adds better bitfinex websocket support.

* Adds testing for bitfinex, bitstamp and btcmarkets. Fixes websocket bugs encountered

* Adds BTSE ws tests. Fixes bugs in ws

* Adds coinbase pro tests. Fixes any issues

* Coinbene tests

* Starts to handle coinut. Runs into a problem conceptually regarding websocket roundtrip and orders. Both events need to happen without impacting eachother/racing

* Addresses a data race issue regarding websocket and bot order management submission - order submission locks at an earlier point to prevent routines.go from creating an order before order submission creates it. Updates rpcserver to use order management bot to submit orders.

* Finishes the hectic coinut testing

* Adds tests for gateio

* Fixes rebase issues. Updates tests to work without being overloaded

* Begins testing of gemini. fixes up minor issues

* ginishes gemini tests and fixes

* Adds hitbtc tests. Fixes all the many issues with hitbtc websocket

* Adds remaining tests. Increases default test channel limit again

* Begins work towards huobi tests

* Finishes huobi tests

* Fixed all mythical rebase adventures

* Begins kraken transformation

* Finishes kraken. Fixes coinbene leverage now that its changed

* Begins okgroup testing

* Adds okgroup ws tests

* Does some poloniex

* Fixes basic curreny issue by extracting to func

* Begins redesign of poloniex websocket datahandling. Completes authenticated handling, now onto unauth

* Finishes poloniex revision

* Finishes ZB additions

* Fixes data races

* Fixes rebase issues. Fixes bad kraken logic

* Fixes after reviewing code

* lint everywhere

* Fixes lingering lints

* lint

* Adds test coverage to order detail and modify updating

* Fixes linting

* Fixes huge int, fixes date tests

* Adds GetByExchange, adds test for it. Protects fakepass echange. Renames DisplayQty to DisplayQuantity. Removes verbose. Adds some websocket properties.  Updates bitmex asset type in test

* Addresses timestamps, type abbreviations, verbosity. Expands binance kline switch cases. Updates some websocket capabilities.

* Adds coverage to the stringToOrderType/Status functions introduced in PR

* Minor fixes addressing some time, error text and use of StringDataCompareInsensitive

* Introduces shiny new system which checks if there is an awaiting ID, if found, processes via wrapper method, else, goes through wsHandleData method. Removes weird locking system from wrapper/websocket data race. Updates bitfinex to properly handle websocket order requests and notifications

* Moves fakePassingExchange to test_helper. Fixes some order side implementations for trades. Botches a new error type

* Adds new error type to track and handle order classification errors separately

* Fully fleshes out ClassificationError for all instances of status conversion. Even in order trades and some wrapper functions

* Introduces common.SimpleTimeFormat for "2006-01-02 15:04:05". Fixes binance and bitfinex issues with auth endpoint use, map casting. Expands more order.ClassificationError usage. Fixes some more generic websocket response errors

* Future proofs order updating by utilising asset types. Expands testing to accomodate. Adds shiny new time type. Expands wrapper websocket functionality definitions

* minty linty

* Broken end of day code addressing basic nits on comments, returns and currency conversion

* Adds testing to btcmarkets websocket. Also updates websocket orderbook to use update instead

* Fixes fun rebase fun fun so fun

* Addresses minor nits regarding changed interface and comments

* Creates new function `GetRequestFormattedPairAndAssetType` to retrieve a currency pair and asset type based on a string. It will iterate over enabled pairs and compare them to formatted pairs and then return that pair if found.

* Fixes test

* Adds a single line to the end of the file, because that would be really bad if it wasn't there

* Updates fakepassexchange to not use params, updates test params, uses fatal in some tests where its important, updates order manager to have a rwmutex, removes some returns, improves ws key test for binance, updates properties to reflect their actual values, adds some more websocket properties

* Addresses binance switch linting

* Updates leverage property to int64

* Fixes what was broken
2020-03-03 13:32:14 +11:00
2019-11-22 16:07:30 +11:00
2020-02-06 12:32:01 +11:00
2019-11-22 16:07:30 +11:00
2019-10-04 19:31:04 +10:00
2020-02-06 12:32:01 +11:00
2020-01-23 13:54:04 +11:00
2020-01-23 13:54:04 +11:00
2019-11-22 16:07:30 +11:00
2019-11-22 16:07:30 +11:00
2020-02-06 12:32:01 +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 No NA
BTSE Yes Yes NA
COINUT Yes Yes NA
Exmo Yes NA NA
CoinbasePro Yes Yes No
Coinbene Yes No 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
Lbank Yes No NA
LakeBTC 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 20 highest volume exchanges based off the CoinMarketCap exchange data.

** 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.
  • Scripting support. See gctscript.
  • 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- 630
shazbert 186
gloriousCode 166
xtda 38
ermalguni 14
dependabot-preview[bot] 12
vadimzhukck 10
140am 8
marcofranssen 8
MadCozBadd 7
cranktakular 5
crackcomm 3
andreygrehov 2
bretep 2
woshidama323 2
vazha 2
gam-phon 2
cornelk 2
if1live 2
lozdog245 2
soxipy 2
herenow 2
blombard 1
Christian-Achilli 1
CodeLingoBot 1
CodeLingoTeam 1
Daanikus 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
Description
A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
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