mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +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
307 lines
7.1 KiB
Go
307 lines
7.1 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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"strings"
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"unicode"
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)
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var (
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// ErrCurrencyCodeEmpty defines an error if the currency code is empty
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ErrCurrencyCodeEmpty = errors.New("currency code is empty")
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// ErrCurrencyPairEmpty defines an error if the currency pair is empty
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ErrCurrencyPairEmpty = errors.New("currency pair is empty")
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// EMPTYCODE is an empty currency code
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EMPTYCODE = Code{}
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// EMPTYPAIR is an empty currency pair
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EMPTYPAIR = Pair{}
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errItemIsNil = errors.New("item is nil")
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errItemIsEmpty = errors.New("item is empty")
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errRoleUnset = errors.New("role unset")
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)
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func (r Role) String() string {
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switch r {
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case Fiat:
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return FiatCurrencyString
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case Cryptocurrency:
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return CryptocurrencyString
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case Token:
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return TokenString
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case Contract:
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return ContractString
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case Stable:
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return StableString
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default:
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return UnsetRoleString
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}
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}
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// MarshalJSON conforms Role to the marshaller interface
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func (r Role) MarshalJSON() ([]byte, error) {
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return json.Marshal(r.String())
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}
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// UnmarshalJSON conforms Role to the unmarshaller interface
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func (r *Role) UnmarshalJSON(d []byte) error {
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var incoming string
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err := json.Unmarshal(d, &incoming)
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if err != nil {
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return err
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}
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switch incoming {
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case UnsetRoleString:
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*r = Unset
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case FiatCurrencyString:
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*r = Fiat
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case CryptocurrencyString:
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*r = Cryptocurrency
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case TokenString:
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*r = Token
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case ContractString:
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*r = Contract
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case StableString:
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*r = Stable
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default:
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return fmt.Errorf("unmarshal error role type %s unsupported for currency",
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incoming)
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}
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return nil
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}
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// HasData returns true if the type contains data
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func (b *BaseCodes) HasData() bool {
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b.mtx.Lock()
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defer b.mtx.Unlock()
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return len(b.Items) != 0
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}
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// GetFullCurrencyData returns a type that is read to dump to file
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func (b *BaseCodes) GetFullCurrencyData() (File, error) {
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var file File
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b.mtx.Lock()
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defer b.mtx.Unlock()
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for i := range b.Items {
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switch b.Items[i].Role {
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case Unset:
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file.UnsetCurrency = append(file.UnsetCurrency, b.Items[i])
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case Fiat:
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file.FiatCurrency = append(file.FiatCurrency, b.Items[i])
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case Cryptocurrency:
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file.Cryptocurrency = append(file.Cryptocurrency, b.Items[i])
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case Token:
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file.Token = append(file.Token, b.Items[i])
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case Contract:
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file.Contracts = append(file.Contracts, b.Items[i])
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case Stable:
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file.Stable = append(file.Stable, b.Items[i])
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default:
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return file, errors.New("role undefined")
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}
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}
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file.LastMainUpdate = b.LastMainUpdate.Unix()
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return file, nil
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}
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// GetCurrencies gets the full currency list from the base code type available
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// from the currency system
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func (b *BaseCodes) GetCurrencies() Currencies {
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b.mtx.Lock()
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currencies := make(Currencies, len(b.Items))
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for i := range b.Items {
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currencies[i] = Code{Item: b.Items[i]}
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}
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b.mtx.Unlock()
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return currencies
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}
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// UpdateCurrency updates or registers a currency/contract
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func (b *BaseCodes) UpdateCurrency(fullName, symbol, blockchain string, id int, r Role) error {
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if r == Unset {
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return fmt.Errorf("cannot update currency %w for %s", errRoleUnset, symbol)
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}
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b.mtx.Lock()
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defer b.mtx.Unlock()
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for i := range b.Items {
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if b.Items[i].Symbol != symbol || (b.Items[i].Role != Unset && b.Items[i].Role != r) {
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continue
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}
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if fullName != "" {
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b.Items[i].FullName = fullName
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}
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if r != Unset {
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b.Items[i].Role = r
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}
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if blockchain != "" {
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b.Items[i].AssocChain = blockchain
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}
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if id != 0 {
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b.Items[i].ID = id
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}
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return nil
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}
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b.Items = append(b.Items, &Item{
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Symbol: symbol,
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FullName: fullName,
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Role: r,
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AssocChain: blockchain,
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ID: id,
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})
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return nil
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}
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// Register registers a currency from a string and returns a currency code, this
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// can optionally include a role when it is known.
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func (b *BaseCodes) Register(c string, newRole Role) Code {
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if c == "" {
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return EMPTYCODE
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}
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var format bool
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// Digits fool upper and lower casing. So find first letter and check case.
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for x := range c {
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if !unicode.IsDigit(rune(c[x])) {
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format = unicode.IsUpper(rune(c[x]))
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break
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}
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}
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// Force upper string storage and matching
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c = strings.ToUpper(c)
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b.mtx.Lock()
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defer b.mtx.Unlock()
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for i := range b.Items {
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if b.Items[i].Symbol != c {
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continue
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}
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if newRole != Unset {
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if b.Items[i].Role == Unset {
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b.Items[i].Role = newRole
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} else if b.Items[i].Role != newRole {
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// This will duplicate item with same name but different role.
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// TODO: This will need a specific update to NewCode to add in
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// a specific param to find the exact name and role.
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continue
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}
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}
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return Code{Item: b.Items[i], UpperCase: format}
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}
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newItem := &Item{Symbol: c, Lower: strings.ToLower(c), Role: newRole}
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b.Items = append(b.Items, newItem)
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return Code{Item: newItem, UpperCase: format}
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}
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// LoadItem sets item data
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func (b *BaseCodes) LoadItem(item *Item) error {
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if item == nil {
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return errItemIsNil
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}
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if *item == (Item{}) {
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return errItemIsEmpty
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}
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item.Symbol = strings.ToUpper(item.Symbol)
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item.Lower = strings.ToLower(item.Symbol)
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b.mtx.Lock()
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defer b.mtx.Unlock()
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for i := range b.Items {
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if b.Items[i].Symbol != item.Symbol ||
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(b.Items[i].Role != Unset && item.Role != Unset && b.Items[i].Role != item.Role) {
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continue
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}
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return nil
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}
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b.Items = append(b.Items, item)
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return nil
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}
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// NewCode returns a new currency registered code
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func NewCode(c string) Code {
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return storage.ValidateCode(c)
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}
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// String conforms to the stringer interface
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func (i *Item) String() string {
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return i.Symbol
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}
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// String converts the code to string
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func (c Code) String() string {
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if c.Item == nil {
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return ""
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}
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if c.UpperCase {
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return c.Item.Symbol
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}
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return c.Item.Lower
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}
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// Lower converts the code to lowercase formatting
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func (c Code) Lower() Code {
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c.UpperCase = false
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return c
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}
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// Upper converts the code to uppercase formatting
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func (c Code) Upper() Code {
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c.UpperCase = true
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return c
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}
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// UnmarshalJSON comforms type to the umarshaler interface
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func (c *Code) UnmarshalJSON(d []byte) error {
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var newcode string
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err := json.Unmarshal(d, &newcode)
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if err != nil {
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return err
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}
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*c = NewCode(newcode)
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return nil
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}
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// MarshalJSON conforms type to the marshaler interface
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func (c Code) MarshalJSON() ([]byte, error) {
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if c.Item == nil {
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return json.Marshal("")
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}
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return json.Marshal(c.String())
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}
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// IsEmpty returns true if the code is empty
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func (c Code) IsEmpty() bool {
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return c.Item == nil || c.Item.Symbol == ""
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}
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// Equal returns if the code supplied is the same as the corresponding code
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func (c Code) Equal(check Code) bool {
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return c.Item == check.Item
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}
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// IsFiatCurrency checks if the currency passed is an enabled fiat currency
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func (c Code) IsFiatCurrency() bool {
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return c.Item != nil && c.Item.Role == Fiat
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}
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// IsCryptocurrency checks if the currency passed is an enabled CRYPTO currency.
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// NOTE: All unset currencies will default to cryptocurrencies and stable coins
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// are cryptocurrencies as well.
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func (c Code) IsCryptocurrency() bool {
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return c.Item != nil && c.Item.Role&(Cryptocurrency|Stable) == c.Item.Role
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}
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// IsStableCurrency checks if the currency is a stable currency.
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func (c Code) IsStableCurrency() bool {
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return c.Item != nil && c.Item.Role == Stable
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}
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