Merge pull request #734 from zenixls2/feature/lint_fmt_check

fix: apply gofmt on all files, add revive action
This commit is contained in:
Yo-An Lin 2022-06-17 18:51:34 +08:00 committed by GitHub
commit f25f2f076f
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98 changed files with 2810 additions and 2720 deletions

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@ -17,7 +17,7 @@ jobs:
env: env:
MYSQL_DATABASE: bbgo MYSQL_DATABASE: bbgo
MYSQL_USER: "root" MYSQL_USER: "root"
MYSQL_PASSWORD: "root" MYSQL_PASSWORD: "root" # pragma: allowlist secret
steps: steps:
@ -44,10 +44,17 @@ jobs:
# auto-start: "false" # auto-start: "false"
- name: Set up Go - name: Set up Go
uses: actions/setup-go@v2 uses: actions/setup-go@v3
with: with:
go-version: 1.18 go-version: 1.18
- name: Run pre-commit
run: |
pip install pre-commit
pre-commit install-hooks
pre-commit run markdownlint --files=README.md --verbose
pre-commit run detect-secrets --all-files --verbose
- name: Install Migration Tool - name: Install Migration Tool
run: go install github.com/c9s/rockhopper/cmd/rockhopper@v1.2.1 run: go install github.com/c9s/rockhopper/cmd/rockhopper@v1.2.1
@ -72,6 +79,12 @@ jobs:
go test -race -coverprofile coverage_dnum.txt -covermode atomic -tags dnum ./pkg/... go test -race -coverprofile coverage_dnum.txt -covermode atomic -tags dnum ./pkg/...
sed -i -e '/_requestgen.go/d' coverage_dnum.txt sed -i -e '/_requestgen.go/d' coverage_dnum.txt
- name: Revive Check
uses: morphy2k/revive-action@v2
with:
reporter: github-pr-review
fail_on_error: true
- name: Upload Coverage Report - name: Upload Coverage Report
uses: codecov/codecov-action@v3 uses: codecov/codecov-action@v3
with: with:

22
.github/workflows/golang-lint.yml vendored Normal file
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@ -0,0 +1,22 @@
name: golang-lint
on:
push:
branches: [ main ]
pull_request:
branches: [ main ]
permissions:
contents: read
jobs:
golangci:
name: lint
runs-on: ubuntu-latest
steps:
- uses: actions/setup-go@v3
with:
go-version: 1.18
- uses: actions/checkout@v3
- name: golangci-lint
uses: golangci/golangci-lint-action@v3
with:
version: v1.46.2

7
.golangci.yml Normal file
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@ -0,0 +1,7 @@
run:
issues-exit-code: 0
tests: false
linters:
disable-all: true
enable:
- gofmt

5
.markdownlint.yaml Normal file
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@ -0,0 +1,5 @@
default: true
extends: null
MD033: false
MD010: false
MD013: false

14
.pre-commit-config.yaml Normal file
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@ -0,0 +1,14 @@
---
repos:
# Secret Detection
- repo: https://github.com/Yelp/detect-secrets
rev: v1.2.0
hooks:
- id: detect-secrets
args: ['--exclude-secrets', '3899a918953e01bfe218116cdfeccbed579e26275c4a89abcbc70d2cb9e9bbb8']
exclude: pacakge.lock.json
# Markdown
- repo: https://github.com/igorshubovych/markdownlint-cli
rev: v0.31.1
hooks:
- id: markdownlint

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@ -5,6 +5,8 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
## Current Status ## Current Status
[![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml) [![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml)
[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo)
[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo)
[![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo) [![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo)
[![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main) [![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main)
<img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/badge.svg"> <img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/badge.svg">
@ -42,7 +44,38 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
- Built-in parameter optimization tool. - Built-in parameter optimization tool.
- Built-in Grid strategy and many other built-in strategies. - Built-in Grid strategy and many other built-in strategies.
- Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts. - Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
- Standard indicators, e.g., SMA, EMA, BOLL, VMA, MACD... - Indicators with interface similar to `pandas.Series`([series](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)):
- [Accumulation/Distribution Indicator](./pkg/indicator/ad.go)
- [Arnaud Legoux Moving Average](./pkg/indicator/alma.go)
- [Average True Range](./pkg/indicator/atr.go)
- [Bollinger Bands](./pkg/indicator/boll.go)
- [Commodity Channel Index](./pkg/indicator/cci.go)
- [Cumulative Moving Average](./pkg/indicator/cma.go)
- [Double Exponential Moving Average](./pkg/indicator/dema.go)
- [Directional Movement Index](./pkg/indicator/dmi.go)
- [Brownian Motion's Drift Factor](./pkg/indicator/drift.go)
- [Ease of Movement](./pkg/indicator/emv.go)
- [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go)
- [Hull Moving Average](./pkg/indicator/hull.go)
- [Trend Line (Tool)](./pkg/indicator/line.go)
- [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go)
- [On-Balance Volume](./pkg/indicator/obv.go)
- [Pivot](./pkg/indicator/pivot.go)
- [Running Moving Average](./pkg/indicator/rma.go)
- [Relative Strength Index](./pkg/indicator/rsi.go)
- [Simple Moving Average](./pkg/indicator/sma.go)
- [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go)
- [Stochastic Oscillator](./pkg/indicator/stoch.go)
- [SuperTrend](./pkg/indicator/supertrend.go)
- [Triple Exponential Moving Average](./pkg/indicator/tema.go)
- [Tillson T3 Moving Average](./pkg/indicator/till.go)
- [Triangular Moving Average](./pkg/indicator/tma.go)
- [Variable Index Dynamic Average](./pkg/indicator/vidya.go)
- [Volatility Indicator](./pkg/indicator/volatility.go)
- [Volume Weighted Average Price](./pkg/indicator/vwap.go)
- [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go)
- And more...
- HeikinAshi OHLC / Normal OHLC (check [this config](https://github.com/c9s/bbgo/blob/main/config/skeleton.yaml#L5))
- React-powered Web Dashboard. - React-powered Web Dashboard.
- Docker image ready. - Docker image ready.
- Kubernetes support. - Kubernetes support.
@ -63,8 +96,8 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
- Kucoin Spot Exchange - Kucoin Spot Exchange
- MAX Spot Exchange (located in Taiwan) - MAX Spot Exchange (located in Taiwan)
## Documentation and General Topics ## Documentation and General Topics
- Check the [documentation index](doc/README.md) - Check the [documentation index](doc/README.md)
## BBGO Tokenomics ## BBGO Tokenomics
@ -105,6 +138,7 @@ bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bol
``` ```
If you already have configuration somewhere, a download-only script might be suitable for you: If you already have configuration somewhere, a download-only script might be suitable for you:
```sh ```sh
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh) bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)
``` ```
@ -114,7 +148,7 @@ Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and downloa
Since v2, we've added new float point implementation from dnum to support decimals with higher precision. Since v2, we've added new float point implementation from dnum to support decimals with higher precision.
To download & setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md) To download & setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)
### One-click Linode StackScript: ### One-click Linode StackScript
- BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715> - BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715>
- BBGO USDT/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/793380> - BBGO USDT/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/793380>
@ -165,14 +199,12 @@ Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`.
To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md) To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md)
The minimal bbgo.yaml could be generated by: The minimal bbgo.yaml could be generated by:
```sh ```sh
curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml
``` ```
To run strategy: To run strategy:
```sh ```sh
@ -185,14 +217,12 @@ To start bbgo with the frontend dashboard:
bbgo run --enable-webserver bbgo run --enable-webserver
``` ```
If you want to switch to other dotenv file, you can add an `--dotenv` option or `--config`: If you want to switch to other dotenv file, you can add an `--dotenv` option or `--config`:
```sh ```sh
bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance
``` ```
To query transfer history: To query transfer history:
```sh ```sh
@ -207,13 +237,13 @@ bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
``` ```
---> --->
## Advanced Configuration ## Advanced Configuration
### Testnet (Paper Trading) ### Testnet (Paper Trading)
Currently only supports binance testnet. Currently only supports binance testnet.
To run bbgo in testnet, apply new API keys from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo: To run bbgo in testnet, apply new API keys from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo:
```bash ```bash
export PAPER_TRADE=1 export PAPER_TRADE=1
export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet

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@ -1,12 +1,12 @@
package main package main
import ( import (
"fmt"
"github.com/c9s/bbgo/pkg/cmd" "github.com/c9s/bbgo/pkg/cmd"
"github.com/spf13/cobra/doc" "github.com/spf13/cobra/doc"
"log"
"path" "path"
"runtime" "runtime"
"fmt"
"log"
) )
func main() { func main() {

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@ -39,4 +39,3 @@ var accountsCmd = &cobra.Command{
return nil return nil
}, },
} }

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@ -32,7 +32,6 @@ func init() {
ordersCmd.AddCommand(historyOrdersCmd) ordersCmd.AddCommand(historyOrdersCmd)
} }
// go run ./examples/kucoin orders // go run ./examples/kucoin orders
var ordersCmd = &cobra.Command{ var ordersCmd = &cobra.Command{
Use: "orders", Use: "orders",
@ -73,7 +72,6 @@ var ordersCmd = &cobra.Command{
}, },
} }
// go run ./examples/kucoin orders history // go run ./examples/kucoin orders history
var historyOrdersCmd = &cobra.Command{ var historyOrdersCmd = &cobra.Command{
Use: "history [--symbol SYMBOL]", Use: "history [--symbol SYMBOL]",
@ -105,7 +103,6 @@ var historyOrdersCmd = &cobra.Command{
}, },
} }
// usage: // usage:
// go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy // go run ./examples/kucoin orders place --symbol LTC-USDT --price 50 --size 1 --order-type limit --side buy
var placeOrderCmd = &cobra.Command{ var placeOrderCmd = &cobra.Command{
@ -124,14 +121,12 @@ var placeOrderCmd = &cobra.Command{
req.OrderType(kucoinapi.OrderType(orderType)) req.OrderType(kucoinapi.OrderType(orderType))
side, err := cmd.Flags().GetString("side") side, err := cmd.Flags().GetString("side")
if err != nil { if err != nil {
return err return err
} }
req.Side(kucoinapi.SideType(side)) req.Side(kucoinapi.SideType(side))
symbol, err := cmd.Flags().GetString("symbol") symbol, err := cmd.Flags().GetString("symbol")
if err != nil { if err != nil {
return err return err
@ -155,7 +150,6 @@ var placeOrderCmd = &cobra.Command{
} }
size, err := cmd.Flags().GetString("size") size, err := cmd.Flags().GetString("size")
if err != nil { if err != nil {
return err return err
@ -172,8 +166,6 @@ var placeOrderCmd = &cobra.Command{
}, },
} }
// usage: // usage:
var cancelOrderCmd = &cobra.Command{ var cancelOrderCmd = &cobra.Command{
Use: "cancel", Use: "cancel",

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@ -25,4 +25,3 @@ var symbolsCmd = &cobra.Command{
return nil return nil
}, },
} }

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@ -36,7 +36,6 @@ var tickersCmd = &cobra.Command{
logrus.Infof("ticker: %+v", ticker) logrus.Infof("ticker: %+v", ticker)
tickerStats, err := client.MarketDataService.GetTicker24HStat(args[0]) tickerStats, err := client.MarketDataService.GetTicker24HStat(args[0])
if err != nil { if err != nil {
return err return err
@ -46,4 +45,3 @@ var tickersCmd = &cobra.Command{
return nil return nil
}, },
} }

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@ -131,7 +131,6 @@ var websocketCmd = &cobra.Command{
logrus.WithError(err).Error("websocket ping error", err) logrus.WithError(err).Error("websocket ping error", err)
} }
case <-interrupt: case <-interrupt:
logrus.Infof("interrupt") logrus.Infof("interrupt")

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@ -69,7 +69,6 @@ var rootCmd = &cobra.Command{
log.Infof("%+v", account) log.Infof("%+v", account)
log.Infof("ASSET BALANCES:") log.Infof("ASSET BALANCES:")
assetBalances, err := client.AssetBalances() assetBalances, err := client.AssetBalances()
if err != nil { if err != nil {

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@ -30,6 +30,7 @@ var klineMatchingLogger *logrus.Entry = nil
// FeeToken is used to simulate the exchange platform fee token // FeeToken is used to simulate the exchange platform fee token
// This is to ease the back-testing environment for closing positions. // This is to ease the back-testing environment for closing positions.
const FeeToken = "FEE" const FeeToken = "FEE"
var useFeeToken = true var useFeeToken = true
func init() { func init() {

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@ -34,7 +34,6 @@ func TestStateRecorder(t *testing.T) {
assert.NoError(t, err) assert.NoError(t, err)
assert.Len(t, recorder.writers, 1) assert.Len(t, recorder.writers, 1)
st.Position.AddTrade(types.Trade{ st.Position.AddTrade(types.Trade{
OrderID: 1, OrderID: 1,
Exchange: types.ExchangeBinance, Exchange: types.ExchangeBinance,

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@ -931,6 +931,7 @@ func (environ *Environment) setupInteraction(persistence service.PersistenceServ
Strict: authStrict, Strict: authStrict,
Mode: authMode, Mode: authMode,
Token: authToken, // can be empty string here Token: authToken, // can be empty string here
// pragma: allowlist nextline secret
OneTimePasswordKey: key, // can be nil here OneTimePasswordKey: key, // can be nil here
}) })
return nil return nil

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@ -69,4 +69,3 @@ func (m *Notifiability) NotifyTo(channel string, obj interface{}, args ...interf
n.NotifyTo(channel, obj, args...) n.NotifyTo(channel, obj, args...)
} }
} }

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@ -1,2 +1 @@
package bbgo package bbgo

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@ -100,4 +100,3 @@ func newTypeValueInterface(typ reflect.Type) interface{} {
dst := reflect.New(typ) dst := reflect.New(typ)
return dst.Interface() return dst.Interface()
} }

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@ -1,4 +1,4 @@
// Code generated by "callbackgen -type StrategyController strategy_controller.go"; DO NOT EDIT. // Code generated by "callbackgen -type StrategyController -interface"; DO NOT EDIT.
package bbgo package bbgo
@ -33,3 +33,11 @@ func (s *StrategyController) EmitEmergencyStop() {
cb() cb()
} }
} }
type StrategyControllerEventHub interface {
OnSuspend(cb func())
OnResume(cb func())
OnEmergencyStop(cb func())
}

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@ -1,2 +1 @@
package bbgo package bbgo

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@ -1,2 +1 @@
package cmdutil package cmdutil

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@ -35,6 +35,7 @@ func New() *RestClient {
} }
func (c *RestClient) Auth(apiKey string) { func (c *RestClient) Auth(apiKey string) {
// pragma: allowlist nextline secret
c.apiKey = apiKey c.apiKey = apiKey
} }

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@ -35,6 +35,7 @@ func NewRestClient() *RestClient {
} }
func (c *RestClient) Auth(apiKey string) { func (c *RestClient) Auth(apiKey string) {
// pragma: allowlist nextline secret
c.apiKey = apiKey c.apiKey = apiKey
} }

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@ -3,6 +3,7 @@ package depth
import ( import (
"fmt" "fmt"
"sync" "sync"
"sync/atomic"
"time" "time"
log "github.com/sirupsen/logrus" log "github.com/sirupsen/logrus"
@ -40,7 +41,7 @@ type Buffer struct {
updateTimeout time.Duration updateTimeout time.Duration
// bufferingPeriod is used to buffer the update message before we get the full depth // bufferingPeriod is used to buffer the update message before we get the full depth
bufferingPeriod time.Duration bufferingPeriod atomic.Value
} }
func NewBuffer(fetcher SnapshotFetcher) *Buffer { func NewBuffer(fetcher SnapshotFetcher) *Buffer {
@ -55,7 +56,7 @@ func (b *Buffer) SetUpdateTimeout(d time.Duration) {
} }
func (b *Buffer) SetBufferingPeriod(d time.Duration) { func (b *Buffer) SetBufferingPeriod(d time.Duration) {
b.bufferingPeriod = d b.bufferingPeriod.Store(d)
} }
func (b *Buffer) resetSnapshot() { func (b *Buffer) resetSnapshot() {
@ -185,8 +186,8 @@ func (b *Buffer) fetchAndPush() error {
func (b *Buffer) tryFetch() { func (b *Buffer) tryFetch() {
for { for {
if b.bufferingPeriod > 0 { if period := b.bufferingPeriod.Load(); period != nil {
<-time.After(b.bufferingPeriod) <-time.After(period.(time.Duration))
} }
err := b.fetchAndPush() err := b.fetchAndPush()

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@ -1,2 +1 @@
package batch package batch

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@ -60,6 +60,7 @@ func NewClient(baseURL string) *RestClient {
func (c *RestClient) Auth(key, secret string) { func (c *RestClient) Auth(key, secret string) {
c.Key = key c.Key = key
// pragma: allowlist nextline secret
c.Secret = secret c.Secret = secret
} }

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@ -84,7 +84,6 @@ func TestClient_NewSpotRebateHistoryRequest(t *testing.T) {
t.Logf("spot rebate history: %+v", history) t.Logf("spot rebate history: %+v", history)
} }
func TestClient_NewGetMarginInterestRateHistoryRequest(t *testing.T) { func TestClient_NewGetMarginInterestRateHistoryRequest(t *testing.T) {
client := getTestClientOrSkip(t) client := getTestClientOrSkip(t)
ctx := context.Background() ctx := context.Background()
@ -131,7 +130,7 @@ func TestClient_privateCall(t *testing.T) {
assert.NotEmpty(t, feeStructs) assert.NotEmpty(t, feeStructs)
} }
} else { } else {
dump, _ := httputil.DumpRequest(req, true); dump, _ := httputil.DumpRequest(req, true)
log.Printf("request: %s", dump) log.Printf("request: %s", dump)
} }
} }

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@ -123,6 +123,7 @@ func New(key, secret string) *Exchange {
return &Exchange{ return &Exchange{
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
client: client, client: client,
futuresClient: futuresClient, futuresClient: futuresClient,

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@ -119,4 +119,3 @@ func Test_toLocalOrderTypeWithMarket(t *testing.T) {
assert.NoError(t, err) assert.NoError(t, err)
assert.Equal(t, ftxapi.OrderTypeMarket, orderType) assert.Equal(t, ftxapi.OrderTypeMarket, orderType)
} }

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@ -90,6 +90,7 @@ func NewExchange(key, secret string, subAccount string) *Exchange {
client: client, client: client,
restEndpoint: u, restEndpoint: u,
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
subAccount: subAccount, subAccount: subAccount,
} }

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@ -66,7 +66,6 @@ func (c *RestClient) NewGetPositionsRequest() *GetPositionsRequest {
} }
} }
type Balance struct { type Balance struct {
Coin string `json:"coin"` Coin string `json:"coin"`
Free fixedpoint.Value `json:"free"` Free fixedpoint.Value `json:"free"`

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@ -68,6 +68,7 @@ func NewClient() *RestClient {
func (c *RestClient) Auth(key, secret, subAccount string) { func (c *RestClient) Auth(key, secret, subAccount string) {
c.Key = key c.Key = key
// pragma: allowlist nextline secret
c.Secret = secret c.Secret = secret
c.subAccount = subAccount c.subAccount = subAccount
} }
@ -200,5 +201,3 @@ func castPayload(payload interface{}) ([]byte, error) {
return nil, nil return nil, nil
} }

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@ -33,6 +33,7 @@ type Market struct {
SizeIncrement fixedpoint.Value `json:"sizeIncrement"` SizeIncrement fixedpoint.Value `json:"sizeIncrement"`
Restricted bool `json:"restricted"` Restricted bool `json:"restricted"`
} }
//go:generate GetRequest -url "api/markets" -type GetMarketsRequest -responseDataType []Market //go:generate GetRequest -url "api/markets" -type GetMarketsRequest -responseDataType []Market
type GetMarketsRequest struct { type GetMarketsRequest struct {
client requestgen.APIClient client requestgen.APIClient

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@ -1,3 +1,4 @@
//go:build ignore
// +build ignore // +build ignore
package main package main

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@ -92,6 +92,7 @@ func newRestRequest(c *http.Client, baseURL *url.URL) *restRequest {
func (r *restRequest) Auth(key, secret string) *restRequest { func (r *restRequest) Auth(key, secret string) *restRequest {
r.key = key r.key = key
// pragma: allowlist nextline secret
r.secret = secret r.secret = secret
return r return r
} }

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@ -5,8 +5,8 @@ import (
"strings" "strings"
"time" "time"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
) )
// ex: 2019-03-05T09:56:55.728933+00:00 // ex: 2019-03-05T09:56:55.728933+00:00

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@ -42,4 +42,3 @@ func (r *walletRequest) DepositHistory(ctx context.Context, since time.Time, unt
return d, nil return d, nil
} }

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@ -39,6 +39,7 @@ func NewStream(key, secret string, subAccount string, e *Exchange) *Stream {
s := &Stream{ s := &Stream{
exchange: e, exchange: e,
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
subAccount: subAccount, subAccount: subAccount,
StandardStream: &types.StandardStream{}, StandardStream: &types.StandardStream{},

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@ -1,5 +1,6 @@
// Code generated by go generate; DO NOT EDIT. // Code generated by go generate; DO NOT EDIT.
package ftx package ftx
var symbolMap = map[string]string{ var symbolMap = map[string]string{
"1INCH-0325": "1INCH-0325", "1INCH-0325": "1INCH-0325",
"1INCH-PERP": "1INCH-PERP", "1INCH-PERP": "1INCH-PERP",

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@ -182,6 +182,7 @@ func Test_insertAt(t *testing.T) {
func Test_newLoginRequest(t *testing.T) { func Test_newLoginRequest(t *testing.T) {
// From API doc: https://docs.ftx.com/?javascript#authentication-2 // From API doc: https://docs.ftx.com/?javascript#authentication-2
r := newLoginRequest("", "Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-", time.Unix(0, 1557246346499*int64(time.Millisecond)), "") r := newLoginRequest("", "Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-", time.Unix(0, 1557246346499*int64(time.Millisecond)), "")
// pragma: allowlist nextline secret
expectedSignature := "d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9" expectedSignature := "d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9"
assert.Equal(t, expectedSignature, r.Login.Signature) assert.Equal(t, expectedSignature, r.Login.Signature)
jsonStr, err := json.Marshal(r) jsonStr, err := json.Marshal(r)

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@ -245,4 +245,3 @@ func toGlobalTrade(fill kucoinapi.Fill) types.Trade {
} }
return trade return trade
} }

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@ -45,6 +45,7 @@ func New(key, secret, passphrase string) *Exchange {
return &Exchange{ return &Exchange{
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
passphrase: passphrase, passphrase: passphrase,
client: client, client: client,

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@ -61,7 +61,6 @@ type GetPublicBulletRequest struct {
client requestgen.APIClient client requestgen.APIClient
} }
//go:generate requestgen -type GetPrivateBulletRequest -method "POST" -url "/api/v1/bullet-private" -responseType .APIResponse -responseDataField Data -responseDataType .Bullet //go:generate requestgen -type GetPrivateBulletRequest -method "POST" -url "/api/v1/bullet-private" -responseType .APIResponse -responseDataField Data -responseDataType .Bullet
type GetPrivateBulletRequest struct { type GetPrivateBulletRequest struct {
client requestgen.AuthenticatedAPIClient client requestgen.AuthenticatedAPIClient

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@ -58,6 +58,7 @@ func NewClient() *RestClient {
func (c *RestClient) Auth(key, secret, passphrase string) { func (c *RestClient) Auth(key, secret, passphrase string) {
c.Key = key c.Key = key
// pragma: allowlist nextline secret
c.Secret = secret c.Secret = secret
c.Passphrase = passphrase c.Passphrase = passphrase
} }

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@ -9,9 +9,9 @@ import (
"github.com/c9s/bbgo/pkg/depth" "github.com/c9s/bbgo/pkg/depth"
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi" "github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util" "github.com/c9s/bbgo/pkg/util"
"github.com/c9s/bbgo/pkg/fixedpoint"
) )
const readTimeout = 30 * time.Second const readTimeout = 30 * time.Second

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@ -49,6 +49,7 @@ func New(key, secret string) *Exchange {
return &Exchange{ return &Exchange{
client: client, client: client,
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
v3order: &v3.OrderService{Client: client}, v3order: &v3.OrderService{Client: client},
v3margin: &v3.MarginService{Client: client}, v3margin: &v3.MarginService{Client: client},

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@ -110,4 +110,3 @@ func TestAccountService_NewGetDepositHistoryRequest(t *testing.T) {
assert.NotEmpty(t, deposits) assert.NotEmpty(t, deposits)
t.Logf("deposits: %+v", deposits) t.Logf("deposits: %+v", deposits)
} }

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@ -22,5 +22,3 @@ func integrationTestConfigured(t *testing.T, prefix string) (key, secret string,
} }
return key, secret, ok return key, secret, ok
} }

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@ -130,7 +130,9 @@ func NewRestClient(baseURL string) *RestClient {
// Auth sets api key and secret for usage is requests that requires authentication. // Auth sets api key and secret for usage is requests that requires authentication.
func (c *RestClient) Auth(key string, secret string) *RestClient { func (c *RestClient) Auth(key string, secret string) *RestClient {
// pragma: allowlist nextline secret
c.APIKey = key c.APIKey = key
// pragma: allowlist nextline secret
c.APISecret = secret c.APISecret = secret
return c return c
} }

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@ -158,4 +158,3 @@ type MarginRepayRequest struct {
currency string `param:"currency,slug,required"` currency string `param:"currency,slug,required"`
amount string `param:"amount"` amount string `param:"amount"`
} }

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@ -28,4 +28,3 @@ type WebsocketCommand struct {
Action string `json:"action"` Action string `json:"action"`
Subscriptions []Subscription `json:"subscriptions,omitempty"` Subscriptions []Subscription `json:"subscriptions,omitempty"`
} }

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@ -44,6 +44,7 @@ func NewStream(key, secret string) *Stream {
stream := &Stream{ stream := &Stream{
StandardStream: types.NewStandardStream(), StandardStream: types.NewStandardStream(),
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
} }
stream.SetEndpointCreator(stream.getEndpoint) stream.SetEndpointCreator(stream.getEndpoint)
@ -116,7 +117,9 @@ func (s *Stream) handleConnect() {
nonce := time.Now().UnixNano() / int64(time.Millisecond) nonce := time.Now().UnixNano() / int64(time.Millisecond)
auth := &max.AuthMessage{ auth := &max.AuthMessage{
// pragma: allowlist nextline secret
Action: "auth", Action: "auth",
// pragma: allowlist nextline secret
APIKey: s.key, APIKey: s.key,
Nonce: nonce, Nonce: nonce,
Signature: signPayload(fmt.Sprintf("%d", nonce), s.secret), Signature: signPayload(fmt.Sprintf("%d", nonce), s.secret),

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@ -31,7 +31,6 @@ func TestExchange_QueryTickers_SomeSymbols(t *testing.T) {
return return
} }
e := New(key, secret) e := New(key, secret)
got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT") got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
if assert.NoError(t, err) { if assert.NoError(t, err) {

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@ -39,6 +39,7 @@ func New(key, secret, passphrase string) *Exchange {
return &Exchange{ return &Exchange{
key: key, key: key,
// pragma: allowlist nextline secret
secret: secret, secret: secret,
passphrase: passphrase, passphrase: passphrase,
client: client, client: client,

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@ -1,3 +1,4 @@
//go:build ignore
// +build ignore // +build ignore
package main package main

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@ -91,6 +91,7 @@ func NewClient() *RestClient {
func (c *RestClient) Auth(key, secret, passphrase string) { func (c *RestClient) Auth(key, secret, passphrase string) {
c.Key = key c.Key = key
// pragma: allowlist nextline secret
c.Secret = secret c.Secret = secret
c.Passphrase = passphrase c.Passphrase = passphrase
} }

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@ -514,4 +514,3 @@ var spotSymbolMap = map[string]string{
"ZRXUSDT": "ZRX-USDT", "ZRXUSDT": "ZRX-USDT",
"ZYROUSDT": "ZYRO-USDT", "ZYROUSDT": "ZYRO-USDT",
} }

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@ -349,11 +349,11 @@ func NewFromString(input string) (Value, error) {
} }
} }
if hasDecimal { if hasDecimal {
after := input[dotIndex+1 : len(input)] after := input[dotIndex+1:]
if decimalCount >= 8 { if decimalCount >= 8 {
after = after[0:8] + "." + after[8:len(after)] after = after[0:8] + "." + after[8:]
} else { } else {
after = after[0:decimalCount] + strings.Repeat("0", 8-decimalCount) + after[decimalCount:len(after)] after = after[0:decimalCount] + strings.Repeat("0", 8-decimalCount) + after[decimalCount:]
} }
input = input[0:dotIndex] + after input = input[0:dotIndex] + after
v, err := strconv.ParseFloat(input, 64) v, err := strconv.ParseFloat(input, 64)
@ -368,7 +368,7 @@ func NewFromString(input string) (Value, error) {
return Value(int64(math.Trunc(v))), nil return Value(int64(math.Trunc(v))), nil
} else if hasScientificNotion { } else if hasScientificNotion {
exp, err := strconv.ParseInt(input[scIndex+1:len(input)], 10, 32) exp, err := strconv.ParseInt(input[scIndex+1:], 10, 32)
if err != nil { if err != nil {
return 0, err return 0, err
} }

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@ -1,10 +1,10 @@
package fixedpoint package fixedpoint
import ( import (
"encoding/json"
"github.com/stretchr/testify/assert"
"math/big" "math/big"
"testing" "testing"
"github.com/stretchr/testify/assert"
"encoding/json"
) )
const Delta = 1e-9 const Delta = 1e-9
@ -167,7 +167,6 @@ func TestJson(t *testing.T) {
assert.Equal(t, "0.00000000", p.FormatString(8)) assert.Equal(t, "0.00000000", p.FormatString(8))
assert.Equal(t, "0.00000000", string(e)) assert.Equal(t, "0.00000000", string(e))
_ = json.Unmarshal([]byte("0.00153917575"), &p) _ = json.Unmarshal([]byte("0.00153917575"), &p)
assert.Equal(t, "0.00153917", p.FormatString(8)) assert.Equal(t, "0.00153917", p.FormatString(8))

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@ -2,8 +2,8 @@ package indicator
import ( import (
"encoding/json" "encoding/json"
"testing"
"fmt" "fmt"
"testing"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
@ -51,7 +51,11 @@ func Test_DMI(t *testing.T) {
return klines return klines
} }
type output struct{dip float64; dim float64; adx float64} type output struct {
dip float64
dim float64
adx float64
}
tests := []struct { tests := []struct {
name string name string

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@ -37,6 +37,7 @@ type AuthInteract struct {
func (it *AuthInteract) Commands(interact *Interact) { func (it *AuthInteract) Commands(interact *Interact) {
if it.Strict { if it.Strict {
// generate a one-time-use otp // generate a one-time-use otp
// pragma: allowlist nextline secret
if it.OneTimePasswordKey == nil { if it.OneTimePasswordKey == nil {
opts := totp.GenerateOpts{ opts := totp.GenerateOpts{
Issuer: "interact", Issuer: "interact",
@ -48,7 +49,7 @@ func (it *AuthInteract) Commands(interact *Interact) {
if err != nil { if err != nil {
panic(err) panic(err)
} }
// pragma: allowlist nextline secret
it.OneTimePasswordKey = key it.OneTimePasswordKey = key
} }
interact.Command("/auth", "authorize", func(reply Reply, session Session) error { interact.Command("/auth", "authorize", func(reply Reply, session Session) error {

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@ -14,7 +14,7 @@ func TestGetMigrationsMap(t *testing.T) {
func TestMergeMigrationsMap(t *testing.T) { func TestMergeMigrationsMap(t *testing.T) {
MergeMigrationsMap(map[int64]*rockhopper.Migration{ MergeMigrationsMap(map[int64]*rockhopper.Migration{
2: &rockhopper.Migration{}, 2: {},
3: &rockhopper.Migration{}, 3: {},
}) })
} }

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@ -14,7 +14,7 @@ func TestGetMigrationsMap(t *testing.T) {
func TestMergeMigrationsMap(t *testing.T) { func TestMergeMigrationsMap(t *testing.T) {
MergeMigrationsMap(map[int64]*rockhopper.Migration{ MergeMigrationsMap(map[int64]*rockhopper.Migration{
2: &rockhopper.Migration{}, 2: {},
3: &rockhopper.Migration{}, 3: {},
}) })
} }

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@ -17,11 +17,15 @@ func collectSessionEnvVars(sessions map[string]*bbgo.ExchangeSession) (envVars m
} }
if len(session.EnvVarPrefix) > 0 { if len(session.EnvVarPrefix) > 0 {
// pragma: allowlist nextline secret
envVars[session.EnvVarPrefix+"_API_KEY"] = session.Key envVars[session.EnvVarPrefix+"_API_KEY"] = session.Key
// pragma: allowlist nextline secret
envVars[session.EnvVarPrefix+"_API_SECRET"] = session.Secret envVars[session.EnvVarPrefix+"_API_SECRET"] = session.Secret
} else if len(session.Name) > 0 { } else if len(session.Name) > 0 {
sn := strings.ToUpper(session.Name) sn := strings.ToUpper(session.Name)
// pragma: allowlist nextline secret
envVars[sn+"_API_KEY"] = session.Key envVars[sn+"_API_KEY"] = session.Key
// pragma: allowlist nextline secret
envVars[sn+"_API_SECRET"] = session.Secret envVars[sn+"_API_SECRET"] = session.Secret
} else { } else {
err = fmt.Errorf("session %s name or env var prefix is not defined", session.Name) err = fmt.Errorf("session %s name or env var prefix is not defined", session.Name)

View File

@ -76,4 +76,3 @@ func (store JsonStore) Save(val interface{}) error {
p := filepath.Join(store.Directory, store.ID) + ".json" p := filepath.Join(store.Directory, store.ID) + ".json"
return ioutil.WriteFile(p, data, 0666) return ioutil.WriteFile(p, data, 0666)
} }

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@ -19,6 +19,7 @@ func NewRedisPersistenceService(config *RedisPersistenceConfig) *RedisPersistenc
client := redis.NewClient(&redis.Options{ client := redis.NewClient(&redis.Options{
Addr: net.JoinHostPort(config.Host, config.Port), Addr: net.JoinHostPort(config.Host, config.Port),
// Username: "", // username is only for redis 6.0 // Username: "", // username is only for redis 6.0
// pragma: allowlist nextline secret
Password: config.Password, // no password set Password: config.Password, // no password set
DB: config.DB, // use default DB DB: config.DB, // use default DB
}) })

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@ -93,8 +93,6 @@ func (s *RewardService) Sync(ctx context.Context, exchange types.Exchange) error
return <-errC return <-errC
} }
type CurrencyPositionMap map[string]fixedpoint.Value type CurrencyPositionMap map[string]fixedpoint.Value
func (s *RewardService) AggregateUnspentCurrencyPosition(ctx context.Context, ex types.ExchangeName, since time.Time) (CurrencyPositionMap, error) { func (s *RewardService) AggregateUnspentCurrencyPosition(ctx context.Context, ex types.ExchangeName, since time.Time) (CurrencyPositionMap, error) {

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@ -74,7 +74,6 @@ func TestRewardService_InsertAndQueryUnspent(t *testing.T) {
assert.Equal(t, types.RewardCommission, rewards[0].Type) assert.Equal(t, types.RewardCommission, rewards[0].Type)
} }
func TestRewardService_AggregateUnspentCurrencyPosition(t *testing.T) { func TestRewardService_AggregateUnspentCurrencyPosition(t *testing.T) {
db, err := prepareDB(t) db, err := prepareDB(t)
if err != nil { if err != nil {

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@ -7,8 +7,8 @@ import (
"github.com/jmoiron/sqlx" "github.com/jmoiron/sqlx"
"github.com/stretchr/testify/assert" "github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
) )
func TestWithdrawService(t *testing.T) { func TestWithdrawService(t *testing.T) {

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@ -340,7 +340,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("can not place order") log.WithError(err).Errorf("can not place order")
} }
if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil { if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error") log.WithError(err).Errorf("graceful cancel order error")
} }

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@ -125,7 +125,7 @@ func Test_formatPrice(t *testing.T) {
binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$") binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$")
for _, tt := range tests { for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) { t.Run(tt.name, func(t *testing.T) {
got := formatPrice(tt.args.price, tt.args.tickSize); got := formatPrice(tt.args.price, tt.args.tickSize)
if got != tt.want { if got != tt.want {
t.Errorf("formatPrice() = %v, want %v", got, tt.want) t.Errorf("formatPrice() = %v, want %v", got, tt.want)
} }
@ -135,7 +135,6 @@ func Test_formatPrice(t *testing.T) {
} }
} }
func Test_formatQuantity(t *testing.T) { func Test_formatQuantity(t *testing.T) {
type args struct { type args struct {
quantity fixedpoint.Value quantity fixedpoint.Value
@ -183,7 +182,7 @@ func Test_formatQuantity(t *testing.T) {
binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$") binanceFormatRE := regexp.MustCompile("^([0-9]{1,20})(.[0-9]{1,20})?$")
for _, tt := range tests { for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) { t.Run(tt.name, func(t *testing.T) {
got := formatQuantity(tt.args.quantity, tt.args.tickSize); got := formatQuantity(tt.args.quantity, tt.args.tickSize)
if got != tt.want { if got != tt.want {
t.Errorf("formatQuantity() = %v, want %v", got, tt.want) t.Errorf("formatQuantity() = %v, want %v", got, tt.want)
} }

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@ -227,7 +227,6 @@ func NewProfitStats(market Market) *ProfitStats {
} }
} }
func (s *ProfitStats) Init(market Market) { func (s *ProfitStats) Init(market Market) {
s.Symbol = market.Symbol s.Symbol = market.Symbol
s.BaseCurrency = market.BaseCurrency s.BaseCurrency = market.BaseCurrency

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@ -1,2 +1 @@
package util package util

View File

@ -1,3 +1,4 @@
//go:build !release
// +build !release // +build !release
package version package version
@ -5,4 +6,3 @@ package version
const Version = "v1.35.0-daaa3352-dev" const Version = "v1.35.0-daaa3352-dev"
const VersionGitRef = "daaa3352" const VersionGitRef = "daaa3352"

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@ -1,3 +1,4 @@
//go:build release
// +build release // +build release
package version package version
@ -5,4 +6,3 @@ package version
const Version = "v1.35.0-daaa3352" const Version = "v1.35.0-daaa3352"
const VersionGitRef = "daaa3352" const VersionGitRef = "daaa3352"