mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
f929b4d51e
* 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
62 lines
2.6 KiB
Modula-2
62 lines
2.6 KiB
Modula-2
module github.com/thrasher-corp/gocryptotrader
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go 1.17
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require (
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github.com/d5/tengo/v2 v2.12.0
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github.com/gofrs/uuid v4.2.0+incompatible
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github.com/google/go-querystring v1.1.0
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github.com/gorilla/mux v1.8.0
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github.com/gorilla/websocket v1.5.0
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github.com/grpc-ecosystem/go-grpc-middleware v1.3.0
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github.com/grpc-ecosystem/grpc-gateway/v2 v2.10.3
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github.com/kat-co/vala v0.0.0-20170210184112-42e1d8b61f12
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github.com/lib/pq v1.10.6
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github.com/mattn/go-sqlite3 v1.14.13
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github.com/pkg/errors v0.9.1
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github.com/pquerna/otp v1.3.0
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github.com/shopspring/decimal v1.3.1
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github.com/spf13/viper v1.12.0
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github.com/thrasher-corp/gct-ta v0.0.0-20200623072738-f2b55b7f9f41
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github.com/thrasher-corp/goose v2.7.0-rc4.0.20191002032028-0f2c2a27abdb+incompatible
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github.com/thrasher-corp/sqlboiler v1.0.1-0.20191001234224-71e17f37a85e
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github.com/urfave/cli/v2 v2.10.2
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github.com/volatiletech/null v8.0.0+incompatible
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golang.org/x/crypto v0.0.0-20220525230936-793ad666bf5e
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golang.org/x/net v0.0.0-20220617184016-355a448f1bc9
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golang.org/x/time v0.0.0-20220609170525-579cf78fd858
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google.golang.org/genproto v0.0.0-20220617124728-180714bec0ad
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google.golang.org/grpc v1.47.0
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google.golang.org/protobuf v1.28.0
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)
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require (
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github.com/boombuler/barcode v1.0.1 // indirect
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github.com/cpuguy83/go-md2man/v2 v2.0.2 // indirect
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github.com/friendsofgo/errors v0.9.2 // indirect
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github.com/fsnotify/fsnotify v1.5.4 // indirect
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github.com/golang/protobuf v1.5.2 // indirect
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github.com/hashicorp/hcl v1.0.0 // indirect
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github.com/magiconair/properties v1.8.6 // indirect
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github.com/mitchellh/mapstructure v1.5.0 // indirect
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github.com/niemeyer/pretty v0.0.0-20200227124842-a10e7caefd8e // indirect
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github.com/pelletier/go-toml v1.9.5 // indirect
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github.com/pelletier/go-toml/v2 v2.0.1 // indirect
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github.com/russross/blackfriday/v2 v2.1.0 // indirect
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github.com/spf13/afero v1.8.2 // indirect
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github.com/spf13/cast v1.5.0 // indirect
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github.com/spf13/jwalterweatherman v1.1.0 // indirect
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github.com/spf13/pflag v1.0.5 // indirect
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github.com/subosito/gotenv v1.3.0 // indirect
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github.com/volatiletech/inflect v0.0.1 // indirect
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github.com/volatiletech/sqlboiler v3.7.1+incompatible // indirect
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github.com/xrash/smetrics v0.0.0-20201216005158-039620a65673 // indirect
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golang.org/x/sys v0.0.0-20220615213510-4f61da869c0c // indirect
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golang.org/x/text v0.3.7 // indirect
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golang.org/x/xerrors v0.0.0-20220609144429-65e65417b02f // indirect
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gopkg.in/check.v1 v1.0.0-20200227125254-8fa46927fb4f // indirect
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gopkg.in/ini.v1 v1.66.4 // indirect
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gopkg.in/yaml.v2 v2.4.0 // indirect
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gopkg.in/yaml.v3 v3.0.1 // indirect
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)
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