mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 15:09:59 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
258 lines
5.9 KiB
Go
258 lines
5.9 KiB
Go
package currency
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import (
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"encoding/json"
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"errors"
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"fmt"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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var (
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// ErrAssetAlreadyEnabled defines an error for the pairs management system
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// that declares the asset is already enabled.
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ErrAssetAlreadyEnabled = errors.New("asset already enabled")
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// ErrPairAlreadyEnabled returns when enabling a pair that is already enabled
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ErrPairAlreadyEnabled = errors.New("pair already enabled")
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// ErrPairNotFound is returned when a currency pair is not found
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ErrPairNotFound = errors.New("pair not found")
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// errAssetNotEnabled defines an error for the pairs management system
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// that declares the asset is not enabled.
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errAssetNotEnabled = errors.New("asset not enabled")
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// ErrAssetIsNil is an error when the asset has not been populated by the
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// configuration
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ErrAssetIsNil = errors.New("asset is nil")
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)
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// GetAssetTypes returns a list of stored asset types
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func (p *PairsManager) GetAssetTypes(enabled bool) asset.Items {
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p.m.RLock()
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defer p.m.RUnlock()
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var assetTypes asset.Items
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for k, ps := range p.Pairs {
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if enabled && (ps.AssetEnabled == nil || !*ps.AssetEnabled) {
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continue
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}
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assetTypes = append(assetTypes, k)
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}
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return assetTypes
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}
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// Get gets the currency pair config based on the asset type
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func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
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p.m.RLock()
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defer p.m.RUnlock()
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c, ok := p.Pairs[a]
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if !ok {
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return nil,
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fmt.Errorf("cannot get pair store, %v %w", a, asset.ErrNotSupported)
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}
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return c, nil
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}
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// Store stores a new currency pair config based on its asset type
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func (p *PairsManager) Store(a asset.Item, ps PairStore) {
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p.m.Lock()
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if p.Pairs == nil {
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p.Pairs = make(map[asset.Item]*PairStore)
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}
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p.Pairs[a] = &ps
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p.m.Unlock()
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}
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// Delete deletes a map entry based on the supplied asset type
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func (p *PairsManager) Delete(a asset.Item) {
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p.m.Lock()
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defer p.m.Unlock()
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if p.Pairs == nil {
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return
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}
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delete(p.Pairs, a)
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}
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// GetPairs gets a list of stored pairs based on the asset type and whether
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// they're enabled or not
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func (p *PairsManager) GetPairs(a asset.Item, enabled bool) (Pairs, error) {
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p.m.RLock()
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defer p.m.RUnlock()
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if p.Pairs == nil {
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return nil, nil
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}
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c, ok := p.Pairs[a]
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if !ok {
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return nil, nil
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}
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if enabled {
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for i := range c.Enabled {
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if !c.Available.Contains(c.Enabled[i], true) {
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return c.Enabled,
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fmt.Errorf("enabled pair %s of asset type %s not contained in available list",
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c.Enabled[i],
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a)
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}
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}
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return c.Enabled, nil
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}
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return c.Available, nil
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}
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// StorePairs stores a list of pairs based on the asset type and whether
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// they're enabled or not
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func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) {
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p.m.Lock()
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defer p.m.Unlock()
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if p.Pairs == nil {
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p.Pairs = make(map[asset.Item]*PairStore)
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}
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c, ok := p.Pairs[a]
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if !ok {
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p.Pairs[a] = new(PairStore)
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c = p.Pairs[a]
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}
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if enabled {
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c.Enabled = pairs
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} else {
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c.Available = pairs
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}
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}
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// DisablePair removes the pair from the enabled pairs list if found
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func (p *PairsManager) DisablePair(a asset.Item, pair Pair) error {
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p.m.Lock()
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defer p.m.Unlock()
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c, err := p.getPairStore(a)
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if err != nil {
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return err
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}
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if !c.Enabled.Contains(pair, true) {
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return errors.New("specified pair is not enabled")
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}
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c.Enabled = c.Enabled.Remove(pair)
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return nil
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}
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// EnablePair adds a pair to the list of enabled pairs if it exists in the list
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// of available pairs and isn't already added
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func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
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p.m.Lock()
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defer p.m.Unlock()
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c, err := p.getPairStore(a)
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if err != nil {
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return err
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}
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if !c.Available.Contains(pair, true) {
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return fmt.Errorf("%s %w in the list of available pairs",
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pair, ErrPairNotFound)
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}
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if c.Enabled.Contains(pair, true) {
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return fmt.Errorf("%s %w", pair, ErrPairAlreadyEnabled)
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}
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c.Enabled = c.Enabled.Add(pair)
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return nil
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}
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// IsAssetEnabled checks to see if an asset is enabled
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func (p *PairsManager) IsAssetEnabled(a asset.Item) error {
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p.m.RLock()
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defer p.m.RUnlock()
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c, err := p.getPairStore(a)
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if err != nil {
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return err
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}
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if c.AssetEnabled == nil {
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return fmt.Errorf("%s %w", a, ErrAssetIsNil)
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}
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if !*c.AssetEnabled {
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return fmt.Errorf("%s %w", a, errAssetNotEnabled)
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}
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return nil
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}
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// SetAssetEnabled sets if an asset is enabled or disabled for first run
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func (p *PairsManager) SetAssetEnabled(a asset.Item, enabled bool) error {
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p.m.Lock()
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defer p.m.Unlock()
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c, err := p.getPairStore(a)
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if err != nil {
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return err
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}
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if c.AssetEnabled == nil {
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c.AssetEnabled = convert.BoolPtr(enabled)
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return nil
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}
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if !*c.AssetEnabled && !enabled {
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return errors.New("asset already disabled")
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} else if *c.AssetEnabled && enabled {
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return ErrAssetAlreadyEnabled
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}
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*c.AssetEnabled = enabled
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return nil
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}
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func (p *PairsManager) getPairStore(a asset.Item) (*PairStore, error) {
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if p.Pairs == nil {
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return nil, errors.New("pair manager not initialised")
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}
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c, ok := p.Pairs[a]
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if !ok {
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return nil, errors.New("asset type not found")
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}
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if c == nil {
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return nil, errors.New("currency store is nil")
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}
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return c, nil
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}
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// UnmarshalJSON implements the unmarshal json interface so that the key can be
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// correctly unmarshalled from a string into a uint.
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func (fs *FullStore) UnmarshalJSON(d []byte) error {
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var temp map[string]*PairStore
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err := json.Unmarshal(d, &temp)
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if err != nil {
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return err
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}
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*fs = make(FullStore, len(temp))
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for key, val := range temp {
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ai, err := asset.New(key)
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if err != nil {
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return err
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}
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(*fs)[ai] = val
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}
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return nil
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}
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// MarshalJSON implements the marshal json interface so that the key can be
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// correctly marshalled from a uint.
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func (fs FullStore) MarshalJSON() ([]byte, error) {
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temp := make(map[string]*PairStore, len(fs))
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for key, val := range fs {
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temp[key.String()] = val
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}
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return json.Marshal(temp)
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}
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