* 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
GoCryptoTrader package gctscript
This gctscript package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack
Current Features for gctscript package
- Execute scripts
- Terminate scripts
- Autoload scripts on bot startup
- Current Exchange features supported:
- Enabled Exchanges
- Enabled currency pairs
- Account information
- Query Order
- Submit Order
- Cancel Order
- Ticker
- Orderbook
How to use
Prerequisites
To Enable database logging support you must have an active migrated database by following the database setup guide
Configuration
The gctscript configuration struct is currently:
type Config struct {
Enabled bool `json:"enabled"`
ScriptTimeout time.Duration `json:"timeout"`
AllowImports bool `json:"allow_imports"`
AutoLoad []string `json:"auto_load"`
Verbose bool `json:"Verbose"`
}
With an example configuration being:
"gctscript": {
"enabled": true,
"timeout": 600000000,
"allow_imports": true,
"auto_load": [],
"debug": false
},
Script Control
-
You can autoload scripts on bot start up by placing their name in the "auto_load" config entry
"auto_load": ["one","two"]This will look in your GoCryptoTrader data directory in a folder called "scripts" for files one.gct and two.gct and autoload them
-
Manual control of scripts can be done via the gctcli command with support for the following:
- Enable/Disable GCTScript:
gctcli enablesubsystem "gctscript" gctcli disablesubsystem "gctscript"- Start/Execute:
gctcli script execute <scriptname> <pathoverride> gctcli script execute "timer.gct" "~/gctscript" { "status": "ok", "data": "timer.gct executed" }- Stop:
gctcli script stop <uuid> gctcli script stop 821bd73e-02b1-4974-9463-874cb49f130d { "status": "ok", "data": "821bd73e-02b1-4974-9463-874cb49f130d terminated" }- Status:
gctcli script status { "status": "ok", "scripts": [ { "uuid": "821bd73e-02b1-4974-9463-874cb49f130d", "name": "timer.gct", "next_run": "2019-11-14 13:11:40.224919456 +1100 AEDT m=+91.062103259" } ] }- Read file:
gctcli script read <filename> gctcli script read "timer.gct" { "status": "ok", "script": { "name": "timer.gct", "path": "/home/x/.gocryptotrader/scripts" }, "data": "fmt := import(\"fmt\")\nt := import(\"times\")\n\nname := \"run\"\ntimer := \"5s\"\n\nload := func() {\n\tfmt.printf(\"5s %s\\n\",t.now())\n}\n\nload()\n" }- Query running script:
gctcli script query <uuid> gctcli script query 821bd73e-02b1-4974-9463-874cb49f130d { "status": "ok", "script": { "UUID": "bf692e2d-fa1e-4d95-92fd-33d7634d3d77", "name": "timer.gct", "path": "/home/x/.gocryptotrader/scripts", "next_run": "2019-12-12 07:44:19.747572406 +1100 AEDT m=+16.782773385" }, "data": "fmt := import(\"fmt\")\nt := import(\"times\")\n\nname := \"run\"\ntimer := \"5s\"\n\nload := func() {\n\tfmt.printf(\"5s %s\\n\",t.now())\n}\n\nload()\n" } load()- Add script to autoload:
gctcli script autoload add timer { "status": "success", "data": "script timer added to autoload list" }- Remove script from autoload:
gctcli script autoload remove timer { "status": "success", "data": "script timer removed from autoload list" }
Scripting & Extending modules
The scripting engine utilises tengo an intro tutorial for it can be found here
Modules have been written so far linking up common exchange features including
- Orderbook
- Ticker
- Order Management
- Account information
- Withdraw funds
- Get Deposit Addresses
Extending or creating new modules:
Extending an existing module the exchange module for example is simple
- Open required module
- Add to exchangeModule map
- Define function with signature
(args ...objects.Object) (ret objects.Object, err error)
Similar steps can be taken to add a new module with a few adjustments
- Open required GCT
- Add module name to GCTModules map
GCT module methods
Current supported methods added and exposed to scripts are as follows:
accountinfo
-> exchange:string
depositaddress
-> exchange:string
-> currency:string
orderbook
-> exchange:string
-> currency pair:string
-> delimiter:string
-> asset:string
ticker
-> exchange:string
-> currency pair:string
-> delimiter:string
-> asset:string
pairs
-> exchange:string
-> enabled only:bool
-> asset:string
queryorder
-> exchange:string
-> order id:string
submitorder
-> exchange:string
-> currency pair:string
-> delimiter:string
-> order type:string
-> order side:string
-> price:float64
-> amount:float64
-> client_id:string
withdrawfiat
-> exchange:string
-> currency:string
-> description:string
-> amount:float64
-> bank id:string
withdrawcrypto
-> exchange:string
-> currency:string
-> address:string
-> address tag:string
-> amount:float64
-> fee:float64
-> description:string
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
masterbranch.
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