exchanges/qa: Add exchange wrapper testing suite (thrasher-corp#1159)

* initial concept of a nice validation tester for exchanges

* adds some datahandler design

* expand testing

* more tests and fixes

* minor end of day fix for bithumb

* fixes implementation issues

* more test coverage and improvements, but not sure if i should continue

* fix more wrapper implementations

* adds error type, more fixes

* changes signature, fixes implementations

* fixes more wrapper implementations

* one more bit

* more cleanup

* WOW things work?

* lintle 1/1337

* mini bump

* fixes all linting

* neaten

* GetOrderInfo+ asset pair fixes+improvements

* adds new websocket test

* expand ws testing

* fix bug, expand tests, improve implementation

* code coverage of a lot of new codes

* fixes everything

* reverts accidental changes

* minor fixes from reviewing code

* removes Bitfinex cancelBatchOrder implementation

* fixes dumb baby typo for babies

* mini nit fixes

* so many nits to address

* addresses all the nits

* Titlecase

* switcheroo

* removes websocket testing for now

* fix appveyor, minor test fix

* fixes typo, re-kindles killed kode

* skip binance wrapper tests when running CI

* expired context, huobi okx fixes

* kodespull

* fix ordering

* time fix because why not

* fix exmo, others

* hopefully this fixes all of my life's problems

* last thing today

* huobi, more like hypotrophy

* golangci-lint, more like mypooroldknee-splint

* fix huobi times by removing them

* should fix okx currency issues

* blocks the application

* adds last little contingency for pairs

* addresses most nits and new problems

* lovely fixed before seeing why okx sucks

* fixes issues with okx websocket

* the classic receieieivaier

* lintle

* adds test and fixes existing tests

* expands error handling messages during setup

* fixes dumb okx bugs introduced

* quick fix for lint and exmo

* fixes nixes

* fix exmo deposit issue

* lint

* fixes issue with extra asset runs missing

* fix surprise race

* all the lint and merge fixes

* fixes surprise bugs in OKx

* fixes issues with times and chains

* fixing all the merge stuff

* merge fix

* rm logs and a panic potential

* lovely lint lament

* an easy demonstration of scenario, but not of initial purpose

* put it in the bin

* Revert "put it in the bin"

This reverts commit 15c6490.

* re-add after immediate error popup

* fix mini poor test design

* okx okay

* merge fixes

* fixes issues discovered in lovely test

* I FORGOT TO COMMIT THIS

* nit fixaroonaboo

* forgoetten test fix

* revert old okx asset intrument work

* fixes

* revert problems I didnt understand. update bybit

* fix merge bugs

* test cleanup

* further improvements

* reshuffle and lint

* rm redundant CI_TEST by rm the CI_TEST field that is redundant

* path fix

* move to its own section, dont run on 32 bit + appveyor

* lint

* fix lbank

* address nits

* let it rip

* fix failing test time range

* niteroo boogaloo

* mod tidy, use common.SimpleTimeFormat

.appveyor.yml

@@ -28,7 +28,7 @@ environment:
   PSQL_SSLMODE: disable
   PSQL_SKIPSQLCMD: true
   PSQL_TESTDBNAME: gct_dev_ci
-  
+
 stack: go 1.17.8 # this is not actually used on Windows images
 
 services:

backtester/config/strategyconfig_test.go

@@ -479,7 +479,7 @@ func TestReadStrategyConfigFromFile(t *testing.T) {
 
 func TestGenerateConfigForDCAAPICandles(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCAAPICandles",
@@ -537,7 +537,7 @@ func TestGenerateConfigForDCAAPICandles(t *testing.T) {
 
 func TestGenerateConfigForPluginStrategy(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExamplePluginStrategy",
@@ -598,7 +598,7 @@ func TestGenerateConfigForPluginStrategy(t *testing.T) {
 
 func TestGenerateConfigForDCAAPICandlesExchangeLevelFunding(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCAAPICandlesExchangeLevelFunding",
@@ -676,7 +676,7 @@ func TestGenerateConfigForDCAAPICandlesExchangeLevelFunding(t *testing.T) {
 
 func TestGenerateConfigForDCAAPITrades(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCAAPITrades",
@@ -743,7 +743,7 @@ func TestGenerateConfigForDCAAPITrades(t *testing.T) {
 
 func TestGenerateConfigForDCAAPICandlesMultipleCurrencies(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCAAPICandlesMultipleCurrencies",
@@ -814,7 +814,7 @@ func TestGenerateConfigForDCAAPICandlesMultipleCurrencies(t *testing.T) {
 
 func TestGenerateConfigForDCAAPICandlesSimultaneousProcessing(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCAAPICandlesSimultaneousProcessing",
@@ -886,7 +886,7 @@ func TestGenerateConfigForDCAAPICandlesSimultaneousProcessing(t *testing.T) {
 
 func TestGenerateConfigForDCALiveCandles(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCALiveCandles",
@@ -956,7 +956,7 @@ func TestGenerateConfigForDCALiveCandles(t *testing.T) {
 
 func TestGenerateConfigForRSIAPICustomSettings(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "TestGenerateRSICandleAPICustomSettingsStrat",
@@ -1019,7 +1019,7 @@ func TestGenerateConfigForRSIAPICustomSettings(t *testing.T) {
 
 func TestGenerateConfigForDCACSVCandles(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	fp := filepath.Join("..", "testdata", "binance_BTCUSDT_24h_2019_01_01_2020_01_01.csv")
 	cfg := Config{
@@ -1077,7 +1077,7 @@ func TestGenerateConfigForDCACSVCandles(t *testing.T) {
 
 func TestGenerateConfigForDCACSVTrades(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	fp := filepath.Join("..", "testdata", "binance_BTCUSDT_24h-trades_2020_11_16.csv")
 	cfg := Config{
@@ -1130,7 +1130,7 @@ func TestGenerateConfigForDCACSVTrades(t *testing.T) {
 
 func TestGenerateConfigForDCADatabaseCandles(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyDCADatabaseCandles",
@@ -1197,7 +1197,7 @@ func TestGenerateConfigForDCADatabaseCandles(t *testing.T) {
 
 func TestGenerateConfigForTop2Bottom2(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleStrategyTop2Bottom2",
@@ -1325,7 +1325,7 @@ func TestGenerateConfigForTop2Bottom2(t *testing.T) {
 
 func TestGenerateBinanceCashAndCarryStrategy(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleCashAndCarry",
@@ -1398,7 +1398,7 @@ func TestGenerateBinanceCashAndCarryStrategy(t *testing.T) {
 
 func TestGenerateConfigForLiveCashAndCarry(t *testing.T) {
 	if !saveConfig {
-		t.Skip()
+		t.Skip("saveConfig false, skipping")
 	}
 	cfg := Config{
 		Nickname: "ExampleBinanceLiveCashAndCarry",

backtester/config/strategyexamples/dca-api-candles.strat

@@ -11,10 +11,10 @@
  },
  "currency-settings": [
   {
-   "exchange-name": "bybit",
+   "exchange-name": "bitfinex",
    "asset": "spot",
    "base": "BTC",
-   "quote": "USDT",
+   "quote": "USD",
    "spot-details": {
     "initial-quote-funds": "100000"
    },

backtester/engine/backtest_test.go

@@ -18,6 +18,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/eventholder"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
+	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/risk"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/size"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics"
@@ -73,21 +74,15 @@ func TestSetupFromConfig(t *testing.T) {
 		t.Errorf("received: %v, expected: %v", err, base.ErrStrategyNotFound)
 	}
 
-	const testExchange = "bybit"
+	const testExchange = "bitfinex"
 
 	cfg.CurrencySettings = []config.CurrencySettings{
 		{
 			ExchangeName: testExchange,
 			Base:         currency.BTC,
-			Quote:        currency.USDT,
+			Quote:        currency.USD,
 			Asset:        asset.Spot,
 		},
-		{
-			ExchangeName: testExchange,
-			Base:         currency.BTC,
-			Quote:        currency.NewCode("0624"),
-			Asset:        asset.USDTMarginedFutures,
-		},
 	}
 	err = bt.SetupFromConfig(cfg, "", "", false)
 	if !errors.Is(err, base.ErrStrategyNotFound) {
@@ -119,33 +114,26 @@ func TestSetupFromConfig(t *testing.T) {
 		t.Errorf("received: %v, expected: %v", err, gctcommon.ErrDateUnset)
 	}
 
-	cfg.DataSettings.APIData.StartDate = time.Now().Truncate(gctkline.OneMin.Duration()).Add(-gctkline.OneMin.Duration())
-	cfg.DataSettings.APIData.EndDate = cfg.DataSettings.APIData.StartDate.Add(gctkline.OneMin.Duration())
+	cfg.DataSettings.APIData.StartDate = time.Now().Truncate(gctkline.OneMin.Duration()).Add(-gctkline.OneMin.Duration() * 10)
+	cfg.DataSettings.APIData.EndDate = cfg.DataSettings.APIData.StartDate.Add(gctkline.OneMin.Duration() * 5)
 	cfg.DataSettings.APIData.InclusiveEndDate = true
 	err = bt.SetupFromConfig(cfg, "", "", false)
-	if !errors.Is(err, gctcommon.ErrNotYetImplemented) {
-		t.Errorf("received: %v, expected: %v", err, gctcommon.ErrNotYetImplemented)
+	if !errors.Is(err, holdings.ErrInitialFundsZero) {
+		t.Errorf("received: %v, expected: %v", err, holdings.ErrInitialFundsZero)
 	}
 	cfg.FundingSettings.UseExchangeLevelFunding = true
 	cfg.FundingSettings.ExchangeLevelFunding = []config.ExchangeLevelFunding{
 		{
 			ExchangeName: testExchange,
 			Asset:        asset.Spot,
-			Currency:     currency.BTC,
-			InitialFunds: leet,
-			TransferFee:  leet,
-		},
-		{
-			ExchangeName: testExchange,
-			Asset:        asset.USDTMarginedFutures,
-			Currency:     currency.BTC,
+			Currency:     currency.USD,
 			InitialFunds: leet,
 			TransferFee:  leet,
 		},
 	}
 	err = bt.SetupFromConfig(cfg, "", "", false)
-	if !errors.Is(err, gctcommon.ErrNotYetImplemented) {
-		t.Errorf("received: %v, expected: %v", err, gctcommon.ErrNotYetImplemented)
+	if !errors.Is(err, nil) {
+		t.Errorf("received: %v, expected: %v", err, nil)
 	}
 }
 
@@ -1926,7 +1914,7 @@ func TestNewBacktesterFromConfigs(t *testing.T) {
 
 	bt, err := NewBacktesterFromConfigs(cfg, dc)
 	if !errors.Is(err, nil) {
-		t.Errorf("received '%v' expected '%v'", err, nil)
+		t.Fatalf("received '%v' expected '%v'", err, nil)
 	}
 	if bt.MetaData.DateLoaded.IsZero() {
 		t.Errorf("received '%v' expected '%v'", bt.MetaData.DateLoaded, "a date")

backtester/engine/grpcserver_test.go

@@ -88,8 +88,8 @@ func TestExecuteStrategyFromFile(t *testing.T) {
 
 	_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
 		StrategyFilePath:  dcaConfigPath,
-		StartTimeOverride: timestamppb.New(time.Now().Add(-time.Hour * 2)),
-		EndTimeOverride:   timestamppb.New(time.Now()),
+		StartTimeOverride: timestamppb.New(time.Now().Add(-time.Hour * 6).Truncate(time.Hour)),
+		EndTimeOverride:   timestamppb.New(time.Now().Add(-time.Hour * 2).Truncate(time.Hour)),
 		IntervalOverride:  uint64(time.Hour.Nanoseconds()),
 	})
 	if !errors.Is(err, nil) {
@@ -317,7 +317,7 @@ func TestExecuteStrategyFromConfig(t *testing.T) {
 		Config: cfg,
 	})
 	if !errors.Is(err, nil) {
-		t.Errorf("received '%v' expecting '%v'", err, nil)
+		t.Fatalf("received '%v' expecting '%v'", err, nil)
 	}
 
 	_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{

backtester/engine/live.go

@@ -291,7 +291,7 @@ func (d *dataChecker) AppendDataSource(dataSource *liveDataSourceSetup) error {
 		return fmt.Errorf("main %w", currency.ErrCurrencyPairEmpty)
 	}
 	if dataSource.interval.Duration() == 0 {
-		return gctkline.ErrUnsetInterval
+		return gctkline.ErrInvalidInterval
 	}
 	d.m.Lock()
 	defer d.m.Unlock()

backtester/engine/live_test.go

@@ -283,8 +283,8 @@ func TestAppendDataSource(t *testing.T) {
 
 	setup.pair = currency.NewPair(currency.BTC, currency.USDT)
 	err = dataHandler.AppendDataSource(setup)
-	if !errors.Is(err, kline.ErrUnsetInterval) {
-		t.Errorf("received '%v' expected '%v'", err, kline.ErrUnsetInterval)
+	if !errors.Is(err, kline.ErrInvalidInterval) {
+		t.Errorf("received '%v' expected '%v'", err, kline.ErrInvalidInterval)
 	}
 
 	setup.interval = kline.OneDay

backtester/engine/setup.go

@@ -147,11 +147,14 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
 				exch.SetDefaults()
 				exchBase := exch.GetBase()
 				exchBase.Verbose = cfg.DataSettings.VerboseExchangeRequests
-				exchBase.Config = &gctconfig.Exchange{
-					Name:           exchBase.Name,
-					HTTPTimeout:    gctexchange.DefaultHTTPTimeout,
-					BaseCurrencies: exchBase.BaseCurrencies,
-					CurrencyPairs:  &currency.PairsManager{},
+				var dc *gctconfig.Exchange
+				dc, err = exch.GetDefaultConfig(context.TODO())
+				if err != nil {
+					return err
+				}
+				err = exch.Setup(dc)
+				if err != nil {
+					return err
 				}
 				err = exch.UpdateTradablePairs(context.TODO(), true)
 				if err != nil {

backtester/eventhandlers/exchange/exchange_test.go

@@ -16,6 +16,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/order"
 	"github.com/thrasher-corp/gocryptotrader/backtester/funding"
 	gctcommon "github.com/thrasher-corp/gocryptotrader/common"
+	"github.com/thrasher-corp/gocryptotrader/common/convert"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/engine"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -373,6 +374,18 @@ func TestExecuteOrderBuySellSizeLimit(t *testing.T) {
 	}
 	exch.SetDefaults()
 	exchB := exch.GetBase()
+	exchB.CurrencyPairs = currency.PairsManager{
+		UseGlobalFormat: true,
+		RequestFormat: &currency.PairFormat{
+			Uppercase: true,
+			Delimiter: currency.DashDelimiter,
+		},
+		Pairs: map[asset.Item]*currency.PairStore{
+			asset.Spot: {
+				AssetEnabled: convert.BoolPtr(true),
+			},
+		},
+	}
 	exchB.States = currencystate.NewCurrencyStates()
 	err = em.Add(exch)
 	if !errors.Is(err, nil) {

backtester/eventhandlers/exchange/slippage/slippage_test.go

@@ -23,10 +23,14 @@ func TestCalculateSlippageByOrderbook(t *testing.T) {
 	t.Parallel()
 	b := bitstamp.Bitstamp{}
 	b.SetDefaults()
+	err := b.CurrencyPairs.SetAssetEnabled(asset.Spot, true)
+	if err != nil {
+		t.Fatal(err)
+	}
 	cp := currency.NewPair(currency.BTC, currency.USD)
 	ob, err := b.FetchOrderbook(context.Background(), cp, asset.Spot)
 	if err != nil {
-		t.Fatal(err)
+		t.Error(err)
 	}
 	amountOfFunds := decimal.NewFromInt(1000)
 	feeRate := decimal.NewFromFloat(0.03)

backtester/plugins/strategies/loader.go

@@ -24,7 +24,7 @@ func LoadCustomStrategies(strategyPluginPath string) error {
 	}
 	customStrategies, ok := v.(func() []strategies.Handler)
 	if !ok {
-		return gctcommon.GetAssertError("[]strategies.Handler", customStrategies)
+		return gctcommon.GetTypeAssertError("[]strategies.Handler", customStrategies)
 	}
 	return addStrategies(customStrategies())
 }

backtester/report/report.go

@@ -5,14 +5,15 @@ import (
 	"html/template"
 	"os"
 	"path/filepath"
-	"strings"
 	"time"
 
 	"github.com/shopspring/decimal"
 	"github.com/thrasher-corp/gocryptotrader/backtester/common"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/log"
+	"golang.org/x/text/cases"
+	"golang.org/x/text/language"
 )
 
 // GenerateReport sends final data from statistics to a template
@@ -144,7 +145,7 @@ func (d *Data) enhanceCandles() error {
 			Asset:     lookup.Asset,
 			Pair:      lookup.Pair,
 			Interval:  lookup.Interval,
-			Watermark: fmt.Sprintf("%s - %s - %s", strings.Title(lookup.Exchange), lookup.Asset.String(), lookup.Pair.Upper()),
+			Watermark: fmt.Sprintf("%s - %s - %s", cases.Title(language.English).String(lookup.Exchange), lookup.Asset.String(), lookup.Pair.Upper()),
 		}
 
 		statsForCandles :=