mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +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
186 lines
4.7 KiB
Go
186 lines
4.7 KiB
Go
package log
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import (
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"errors"
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"fmt"
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"io"
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"os"
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"strings"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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)
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var (
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errSubloggerConfigIsNil = errors.New("sublogger config is nil")
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errUnhandledOutputWriter = errors.New("unhandled output writer")
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)
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func getWriters(s *SubLoggerConfig) (io.Writer, error) {
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if s == nil {
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return nil, errSubloggerConfigIsNil
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}
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outputWriters := strings.Split(s.Output, "|")
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writers := make([]io.Writer, 0, len(outputWriters))
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for x := range outputWriters {
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var writer io.Writer
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switch strings.ToLower(outputWriters[x]) {
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case "stdout", "console":
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writer = os.Stdout
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case "stderr":
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writer = os.Stderr
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case "file":
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if FileLoggingConfiguredCorrectly {
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writer = GlobalLogFile
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}
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default:
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// Note: Do not want to add a io.Discard here as this adds
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// additional routines for every write for no reason.
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return nil, fmt.Errorf("%w: %s", errUnhandledOutputWriter, outputWriters[x])
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}
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writers = append(writers, writer)
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}
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return multiWriter(writers...)
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}
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// GenDefaultSettings return struct with known sane/working logger settings
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func GenDefaultSettings() *Config {
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return &Config{
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Enabled: convert.BoolPtr(true),
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SubLoggerConfig: SubLoggerConfig{
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Level: "INFO|DEBUG|WARN|ERROR",
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Output: "console",
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},
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LoggerFileConfig: &loggerFileConfig{
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FileName: "log.txt",
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Rotate: convert.BoolPtr(false),
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MaxSize: 0,
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},
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AdvancedSettings: advancedSettings{
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ShowLogSystemName: convert.BoolPtr(false),
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Spacer: spacer,
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TimeStampFormat: timestampFormat,
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Headers: headers{
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Info: "[INFO]",
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Warn: "[WARN]",
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Debug: "[DEBUG]",
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Error: "[ERROR]",
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},
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},
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}
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}
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func configureSubLogger(subLogger, levels string, output io.Writer) error {
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RWM.Lock()
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defer RWM.Unlock()
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logPtr, found := SubLoggers[subLogger]
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if !found {
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return fmt.Errorf("sub logger %v not found", subLogger)
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}
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logPtr.SetOutput(output)
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logPtr.SetLevels(splitLevel(levels))
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SubLoggers[subLogger] = logPtr
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return nil
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}
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// SetupSubLoggers configure all sub loggers with provided configuration values
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func SetupSubLoggers(s []SubLoggerConfig) error {
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for x := range s {
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output, err := getWriters(&s[x])
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if err != nil {
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return err
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}
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err = configureSubLogger(strings.ToUpper(s[x].Name), s[x].Level, output)
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if err != nil {
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return err
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}
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}
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return nil
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}
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// SetupGlobalLogger setup the global loggers with the default global config values
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func SetupGlobalLogger() error {
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RWM.Lock()
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defer RWM.Unlock()
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if FileLoggingConfiguredCorrectly {
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GlobalLogFile = &Rotate{
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FileName: GlobalLogConfig.LoggerFileConfig.FileName,
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MaxSize: GlobalLogConfig.LoggerFileConfig.MaxSize,
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Rotate: GlobalLogConfig.LoggerFileConfig.Rotate,
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}
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}
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for x := range SubLoggers {
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SubLoggers[x].SetLevels(splitLevel(GlobalLogConfig.Level))
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writers, err := getWriters(&GlobalLogConfig.SubLoggerConfig)
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if err != nil {
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return err
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}
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SubLoggers[x].SetOutput(writers)
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}
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logger = newLogger(GlobalLogConfig)
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return nil
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}
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func splitLevel(level string) (l Levels) {
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enabledLevels := strings.Split(level, "|")
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for x := range enabledLevels {
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switch level := enabledLevels[x]; level {
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case "DEBUG":
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l.Debug = true
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case "INFO":
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l.Info = true
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case "WARN":
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l.Warn = true
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case "ERROR":
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l.Error = true
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}
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}
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return
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}
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func registerNewSubLogger(subLogger string) *SubLogger {
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temp := &SubLogger{
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name: strings.ToUpper(subLogger),
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output: os.Stdout,
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levels: splitLevel("INFO|WARN|DEBUG|ERROR"),
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}
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RWM.Lock()
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SubLoggers[subLogger] = temp
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RWM.Unlock()
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return temp
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}
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// register all loggers at package init()
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func init() {
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Global = registerNewSubLogger("LOG")
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ConnectionMgr = registerNewSubLogger("CONNECTION")
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CommunicationMgr = registerNewSubLogger("COMMS")
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APIServerMgr = registerNewSubLogger("API")
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ConfigMgr = registerNewSubLogger("CONFIG")
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DatabaseMgr = registerNewSubLogger("DATABASE")
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DataHistory = registerNewSubLogger("DATAHISTORY")
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OrderMgr = registerNewSubLogger("ORDER")
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PortfolioMgr = registerNewSubLogger("PORTFOLIO")
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SyncMgr = registerNewSubLogger("SYNC")
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TimeMgr = registerNewSubLogger("TIMEKEEPER")
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GCTScriptMgr = registerNewSubLogger("GCTSCRIPT")
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WebsocketMgr = registerNewSubLogger("WEBSOCKET")
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EventMgr = registerNewSubLogger("EVENT")
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DispatchMgr = registerNewSubLogger("DISPATCH")
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RequestSys = registerNewSubLogger("REQUESTER")
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ExchangeSys = registerNewSubLogger("EXCHANGE")
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GRPCSys = registerNewSubLogger("GRPC")
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RESTSys = registerNewSubLogger("REST")
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Ticker = registerNewSubLogger("TICKER")
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OrderBook = registerNewSubLogger("ORDERBOOK")
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Trade = registerNewSubLogger("TRADE")
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Fill = registerNewSubLogger("FILL")
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Currency = registerNewSubLogger("CURRENCY")
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}
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