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f929b4d51e8f06c1c5e112e0805ec6fd0243634a
gocryptotrader/README.md
Scott f929b4d51e backtester: Futures handling & FTX Cash and Carry example strategy (#930) 
* 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
2022-06-30 15:43:41 +10:00

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<img src="/common/gctlogo.png?raw=true" width="350px" height="350px" hspace="70">
[![Build Status](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml/badge.svg?branch=master)](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
[![Software License](https://img.shields.io/badge/License-MIT-orange.svg?style=flat-square)](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
[![GoDoc](https://godoc.org/github.com/thrasher-corp/gocryptotrader?status.svg)](https://godoc.org/github.com/thrasher-corp/gocryptotrader)
[![Coverage Status](http://codecov.io/github/thrasher-corp/gocryptotrader/coverage.svg?branch=master)](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
[![Go Report Card](https://goreportcard.com/badge/github.com/thrasher-corp/gocryptotrader)](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
## 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 | Yes | NA |
| BitMEX | Yes | Yes | NA |
| Bitstamp | Yes | Yes | No |
| Bittrex | Yes | Yes | NA |
| BTCMarkets | Yes | Yes | NA |
| BTSE | Yes | Yes | NA |
| CoinbasePro | 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 |
| 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](https://coinmarketcap.com/rankings/exchanges/).
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](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk).
** 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](/database/README.md).
+ OTP generation tool. See [gen otp](/cmd/gen_otp).
+ Connection monitor package.
+ gRPC service and JSON RPC proxy. See [gRPC service](/gctrpc/README.md).
+ gRPC client. See [gctcli](/cmd/gctcli/README.md).
+ Forex currency converter packages (CurrencyConverterAPI, CurrencyLayer, Exchange Rates, Fixer.io, OpenExchangeRates, Exchange Rate Host).
+ 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](/docs/OHLCV.md).
+ Scripting support. See [gctscript](/gctscript/README.md).
+ Recent and historic trade processing. See [trades](/exchanges/trade/README.md).
+ Backtesting application. An event-driven backtesting tool to test and iterate trading strategies using historical or custom data. See [backtester](/backtester/README.md).
+ WebGUI (discontinued).
+ Exchange HTTP mock testing. See [mock](/exchanges/mock/README.md).
+ Exchange multichain deposits and withdrawals for specific exchanges. See [multichain transfer support](/docs/MULTICHAIN_TRANSFER_SUPPORT.md).
## Planned Features
Planned features can be found on our [community Trello page](https://trello.com/b/ZAhMhpOy/gocryptotrader).
## 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](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/.github/CONTRIBUTING.md).
+ Pull requests need to be based on and opened against the `master` branch.
## Compiling instructions
Download and install Go from [Go Downloads](https://golang.org/dl/) for your
platform.
### Linux/OSX
GoCryptoTrader is built using [Go Modules](https://github.com/golang/go/wiki/Modules) and requires Go 1.11 or above
Using Go Modules you now clone this repository **outside** your GOPATH
```bash
git clone https://github.com/thrasher-corp/gocryptotrader.git
cd gocryptotrader
go build
mkdir ~/.gocryptotrader
cp config_example.json ~/.gocryptotrader/config.json
```
### Windows
```bash
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
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
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-](https://github.com/thrasher-) | 666 |
| [shazbert](https://github.com/shazbert) | 249 |
| [gloriousCode](https://github.com/gloriousCode) | 195 |
| [dependabot-preview[bot]](https://github.com/apps/dependabot-preview) | 88 |
| [dependabot[bot]](https://github.com/apps/dependabot) | 73 |
| [xtda](https://github.com/xtda) | 47 |
| [lrascao](https://github.com/lrascao) | 27 |
| [Rots](https://github.com/Rots) | 15 |
| [vazha](https://github.com/vazha) | 15 |
| [ydm](https://github.com/ydm) | 15 |
| [ermalguni](https://github.com/ermalguni) | 14 |
| [MadCozBadd](https://github.com/MadCozBadd) | 13 |
| [vadimzhukck](https://github.com/vadimzhukck) | 10 |
| [140am](https://github.com/140am) | 8 |
| [marcofranssen](https://github.com/marcofranssen) | 8 |
| [dackroyd](https://github.com/dackroyd) | 5 |
| [cranktakular](https://github.com/cranktakular) | 5 |
| [khcchiu](https://github.com/khcchiu) | 5 |
| [woshidama323](https://github.com/woshidama323) | 3 |
| [yangrq1018](https://github.com/yangrq1018) | 3 |
| [TaltaM](https://github.com/TaltaM) | 3 |
| [crackcomm](https://github.com/crackcomm) | 3 |
| [azhang](https://github.com/azhang) | 2 |
| [andreygrehov](https://github.com/andreygrehov) | 2 |
| [bretep](https://github.com/bretep) | 2 |
| [Christian-Achilli](https://github.com/Christian-Achilli) | 2 |
| [MarkDzulko](https://github.com/MarkDzulko) | 2 |
| [gam-phon](https://github.com/gam-phon) | 2 |
| [cornelk](https://github.com/cornelk) | 2 |
| [if1live](https://github.com/if1live) | 2 |
| [herenow](https://github.com/herenow) | 2 |
| [mshogin](https://github.com/mshogin) | 2 |
| [soxipy](https://github.com/soxipy) | 2 |
| [tk42](https://github.com/tk42) | 2 |
| [daniel-cohen](https://github.com/daniel-cohen) | 1 |
| [DirectX](https://github.com/DirectX) | 1 |
| [frankzougc](https://github.com/frankzougc) | 1 |
| [idoall](https://github.com/idoall) | 1 |
| [mattkanwisher](https://github.com/mattkanwisher) | 1 |
| [mKurrels](https://github.com/mKurrels) | 1 |
| [m1kola](https://github.com/m1kola) | 1 |
| [cavapoo2](https://github.com/cavapoo2) | 1 |
| [zeldrinn](https://github.com/zeldrinn) | 1 |
| [starit](https://github.com/starit) | 1 |
| [Jimexist](https://github.com/Jimexist) | 1 |
| [lookfirst](https://github.com/lookfirst) | 1 |
| [merkeld](https://github.com/merkeld) | 1 |
| [CodeLingoTeam](https://github.com/CodeLingoTeam) | 1 |
| [Daanikus](https://github.com/Daanikus) | 1 |
| [CodeLingoBot](https://github.com/CodeLingoBot) | 1 |
| [blombard](https://github.com/blombard) | 1 |
| [soxipy](https://github.com/soxipy) | 2 |
| [lozdog245](https://github.com/lozdog245) | 2 |
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