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eb0571cc9b
* port orderbook binance management from draft singular asset (spot) processing add additional updates to buffer management * integrate port * shifted burden of proof to exchange and remove repairing techniques that obfuscate issues and could caause artifacts * WIP * Update exchanges, update tests, update configuration so we can default off on buffer util. * Add buffer enabled switching to all exchanges and some that are missing, default to off. * lbtc set not aggregate books * Addr linter issues * EOD wip * optimization and bug fix pass * clean before test and benchmarking * add testing/benchmarks to sorting/reversing functions, dropped pointer to slice as we aren't changing slice len or cap * Add tests and removed ptr for main book as we just ammend amount * addr exchange test issues * ci issues * addr glorious issues * Addr MCB nits, fixed funding rate book for bitfinex and fixed potential panic on nil book return * addr linter issues * updated mistakes * Fix more tests * revert bypass * Addr mcb nits * fix zero price bug caused by exchange. Filted out bid result rather then unsubscribing. Updated orderbook to L2 so there is no aggregation. * Allow for zero bid and ask books to be loaded and warn if found. * remove authentication subscription conflicts as they do not have a channel ID return * WIP - Batching outbound requests for kraken as they do not give you the partial if you subscribe to do many things. * finalised outbound request for kraken * filter zero value due to invalid returned data from exchange, add in max subscription amount and increased outbound batch limit * expand to max allowed book length & fix issue where they were sending a zero length ask side when we sent a depth of zero * Updated function comments and added in more realistic book sizing for sort cases * change map ordering * amalgamate maps in buffer * Rm ln * fix kraken linter issues * add in buffer initialisation * increase timout by 30seconds * Coinbene: Add websocket orderbook length check. * Engine: Improve switch statement for orderbook summary dissplay. * Binance: Added tests, remove deadlock * Exchanges: Change orderbook field -> IsFundingRate * Orderbook Buffer: Added method to orderbookHolder * Kraken: removed superfluous integer for sleep * Bitmex: fixed error return * cmd/gctcli: force 8 decimal place usage for orderbook streaming * Kraken: Add checksum and fix bug where we were dropping returned data which was causing artifacts * Kraken: As per orderbook documentation added in maxdepth field to update to filter depth that goes beyond current scope * Bitfinex: Tracking down bug on margin-funding, added sequence and checksum validation websocket config on connect (WIP) * Bitfinex: Complete implementation of checksum * Bitfinex: Fix funding book insertion and checksum - Dropped updates and deleting items not on book are continuously occuring from stream * Bitfinex: Fix linter issues * Bitfinex: Fix even more linter issues. * Bitmex: Populate orderbook base identification fields to be passed back when error occurrs * OkGroup: Populate orderbook base identification fields to be passed back when error occurrs * BTSE: Change string check to 'connect success' to capture multiple user successful strings * Bitfinex: Updated handling of funding tickers * Bitfinex: Fix undocumented alignment bug for funding rates * Bitfinex: Updated error return with more information * Bitfinex: Change REST fetching to Raw book to keep it in line with websocket implementation. Fix woopsy. * Localbitcoins: Had to impose a rate limiter to stop errors, fixed return for easier error identification. * Exchanges: Update failing tests * LocalBitcoins: Addr nit and bumped time by 1 second for fetching books * Kraken: Dynamically scale precision based on str return for checksum calculations * Kraken: Add pair and asset type to validateCRC32 error reponse * BTSE: Filter out zero amount orderbook price levels in websocket return * Exchanges: Update orderbook functions to return orderbook base to differentiate errors. * BTSE: Fix spelling * Bitmex: Fix error return string * BTSE: Add orderbook filtering function * Coinbene: Change wording * BTSE: Add test for filtering * Binance: Addr nits, added in variables for buffers and worker amounts and fixed error log messages * GolangCI: Remove excess 0 * Binance: Reduces double ups on asset and pair in errors * Binance: Fix error checking
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.
- 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
masterbranch.
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.jsonfile. - Run the
gocryptotraderbinary 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- | 645 |
| shazbert | 199 |
| gloriousCode | 173 |
| dependabot-preview[bot] | 70 |
| xtda | 47 |
| ermalguni | 14 |
| vadimzhukck | 10 |
| MadCozBadd | 9 |
| Rots | 9 |
| 140am | 8 |
| marcofranssen | 8 |
| vazha | 7 |
| dackroyd | 5 |
| cranktakular | 5 |
| woshidama323 | 3 |
| crackcomm | 3 |
| azhang | 2 |
| andreygrehov | 2 |
| bretep | 2 |
| Christian-Achilli | 2 |
| gam-phon | 2 |
| cornelk | 2 |
| if1live | 2 |
| lozdog245 | 2 |
| soxipy | 2 |
| herenow | 2 |
| blombard | 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 |
| merkeld | 1 |