exchange/order/limits: Migrate to new package and integrate with exchanges

backtester/engine/grpcserver.go

@@ -67,6 +67,7 @@ func StartRPCServer(server *GRPCServer) error {
 		return err
 	}
 	log.Debugf(log.GRPCSys, "Backtester GRPC server enabled. Starting GRPC server on https://%v.\n", server.config.GRPC.ListenAddress)
+
 	lis, err := net.Listen("tcp", server.config.GRPC.ListenAddress)
 	if err != nil {
 		return err

backtester/eventhandlers/exchange/exchange.go

@@ -119,9 +119,9 @@ func (e *Exchange) ExecuteOrder(o order.Event, dh data.Handler, om *engine.Order
 	}
 
 	if cs.CanUseExchangeLimits || cs.UseRealOrders {
-		// Conforms the amount to the exchange order defined step amount
+		// Validate the amount to the exchange order defined step amount
 		// reducing it when needed
-		adjustedAmount = cs.Limits.ConformToDecimalAmount(amount)
+		adjustedAmount = cs.Limits.FloorAmountToStepIncrementDecimal(amount)
 		if !adjustedAmount.Equal(amount) && !adjustedAmount.IsZero() {
 			f.AppendReasonf("Order size shrunk from %v to %v to remain within exchange step amount limits",
 				amount,

cmd/exchange_template/exchange_template.go

@@ -1,6 +1,7 @@
 package main
 
 import (
+	"context"
 	"errors"
 	"flag"
 	"fmt"
@@ -241,7 +242,7 @@ func saveConfig(exchangeDirectory string, configTestFile *config.Config, newExch
 }
 
 func runCommand(dir, param string) error {
-	cmd := exec.Command("go", param)
+	cmd := exec.CommandContext(context.TODO(), "go", param)
 	cmd.Dir = dir
 	out, err := cmd.CombinedOutput()
 	if err != nil {

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

@@ -641,7 +641,7 @@ var acceptableErrors = []error{
 	futures.ErrNotPerpetualFuture,        // Is thrown when a futures function receives a non-perpetual future
 	limits.ErrExchangeLimitNotLoaded,     // Is thrown when the limits aren't loaded for a particular exchange, asset, pair
 	limits.ErrOrderLimitNotFound,         // Is thrown when the order limit isn't found for a particular exchange, asset, pair
-	limits.ErrCannotLoadLimit,            // Is thrown if limits are not provided for the asset
+	limits.ErrEmptyLevels,                // Is thrown if limits are not provided for the asset
 	account.ErrExchangeHoldingsNotFound,
 	ticker.ErrTickerNotFound,
 	orderbook.ErrOrderbookNotFound,

cmd/gctcli/helpers.go

@@ -22,11 +22,11 @@ var (
 func clearScreen() error {
 	switch runtime.GOOS {
 	case "windows":
-		cmd := exec.Command("cmd", "/c", "cls")
+		cmd := exec.CommandContext(context.TODO(), "cmd", "/c", "cls")
 		cmd.Stdout = os.Stdout
 		return cmd.Run()
 	default:
-		cmd := exec.Command("clear")
+		cmd := exec.CommandContext(context.TODO(), "clear")
 		cmd.Stdout = os.Stdout
 		return cmd.Run()
 	}

database/database.go

@@ -1,6 +1,7 @@
 package database
 
 import (
+	"context"
 	"database/sql"
 	"fmt"
 	"time"
@@ -46,7 +47,7 @@ func (i *Instance) SetPostgresConnection(con *sql.DB) error {
 	if con == nil {
 		return errNilSQL
 	}
-	if err := con.Ping(); err != nil {
+	if err := con.PingContext(context.TODO()); err != nil {
 		return fmt.Errorf("%w %s", errFailedPing, err)
 	}
 	i.m.Lock()
@@ -117,7 +118,7 @@ func (i *Instance) Ping() error {
 	if i.SQL == nil {
 		return errNilSQL
 	}
-	return i.SQL.Ping()
+	return i.SQL.PingContext(context.TODO())
 }
 
 // GetSQL returns the sql connection

exchange/order/limits/levels.go

@@ -7,9 +7,9 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 )
 
-// Conforms checks outbound parameters
-func (m *MinMaxLevel) Conforms(price, amount float64, orderType order.Type) error {
-	// TODO: Update to take in account Quote amounts as well as Base amounts.
+// Validate ensures MinMaxLevel fields are valid
+func (m *MinMaxLevel) Validate(price, amount float64, orderType order.Type) error {
+	// TODO: Verify Quote as well as Base amounts
 	if m == nil {
 		return nil
 	}
@@ -37,23 +37,25 @@ func (m *MinMaxLevel) Conforms(price, amount float64, orderType order.Type) erro
 		}
 	}
 
-	// ContractMultiplier checking not done due to the fact we need coherence with the
-	// last average price (TODO)
-	// m.multiplierUp will be used to determine how far our price can go up
-	// m.multiplierDown will be used to determine how far our price can go down
-	// m.averagePriceMinutes will be used to determine mean over this period
+	/*
+		ContractMultiplier checking not done due to the fact we need coherence with the
+		 last average price (TODO)
+		 m.multiplierUp will be used to determine how far our price can go up
+		 m.multiplierDown will be used to determine how far our price can go down
+		 m.averagePriceMinutes will be used to determine mean over this period
 
-	// Max iceberg parts checking not done as we do not have that
-	// functionality yet (TODO)
-	// m.maxIcebergParts // How many components in an iceberg order
+		 Max iceberg parts checking not done as we do not have that
+		 functionality yet (TODO)
+		 m.maxIcebergParts // How many components in an iceberg order
 
-	// Max total orders not done due to order manager limitations (TODO)
-	// m.maxTotalOrders
+		 Max total orders not done due to order manager limitations (TODO)
+		 m.maxTotalOrders
 
-	// Max algo orders not done due to order manager limitations (TODO)
-	// m.maxAlgoOrders
+		 Max algo orders not done due to order manager limitations (TODO)
+		 m.maxAlgoOrders
 
-	// If order type is Market we do not need to do price checks
+		 If order type is Market we do not need to do price checks
+	*/
 	if orderType != order.Market {
 		if m.MinPrice != 0 && price < m.MinPrice {
 			return fmt.Errorf("%w min: %.8f supplied %.8f",
@@ -87,24 +89,19 @@ func (m *MinMaxLevel) Conforms(price, amount float64, orderType order.Type) erro
 		return nil
 	}
 
-	if m.MarketMinQty != 0 &&
-		m.MinimumBaseAmount < m.MarketMinQty &&
-		amount < m.MarketMinQty {
+	if m.MarketMinQty != 0 && m.MinimumBaseAmount < m.MarketMinQty && amount < m.MarketMinQty {
 		return fmt.Errorf("%w min: %.8f supplied %.8f",
 			ErrMarketAmountBelowMin,
 			m.MarketMinQty,
 			amount)
 	}
-	if m.MarketMaxQty != 0 &&
-		m.MaximumBaseAmount > m.MarketMaxQty &&
-		amount > m.MarketMaxQty {
+	if m.MarketMaxQty != 0 && m.MaximumBaseAmount > m.MarketMaxQty && amount > m.MarketMaxQty {
 		return fmt.Errorf("%w max: %.8f supplied %.8f",
 			ErrMarketAmountExceedsMax,
 			m.MarketMaxQty,
 			amount)
 	}
-	if m.MarketStepIncrementSize != 0 &&
-		m.AmountStepIncrementSize != m.MarketStepIncrementSize {
+	if m.MarketStepIncrementSize != 0 && m.AmountStepIncrementSize != m.MarketStepIncrementSize {
 		dAmount := decimal.NewFromFloat(amount)
 		dMinMAmount := decimal.NewFromFloat(m.MarketMinQty)
 		dStep := decimal.NewFromFloat(m.MarketStepIncrementSize)
@@ -118,8 +115,8 @@ func (m *MinMaxLevel) Conforms(price, amount float64, orderType order.Type) erro
 	return nil
 }
 
-// ConformToDecimalAmount (POC) conforms amount to its amount interval
-func (m *MinMaxLevel) ConformToDecimalAmount(amount decimal.Decimal) decimal.Decimal {
+// FloorAmountToStepIncrementDecimal floors decimal amount to step increment
+func (m *MinMaxLevel) FloorAmountToStepIncrementDecimal(amount decimal.Decimal) decimal.Decimal {
 	if m == nil {
 		return amount
 	}
@@ -137,8 +134,8 @@ func (m *MinMaxLevel) ConformToDecimalAmount(amount decimal.Decimal) decimal.Dec
 	return amount.Sub(mod)
 }
 
-// ConformToAmount (POC) conforms amount to its amount interval
-func (m *MinMaxLevel) ConformToAmount(amount float64) float64 {
+// FloorAmountToStepIncrement floors float amount to step increment
+func (m *MinMaxLevel) FloorAmountToStepIncrement(amount float64) float64 {
 	if m == nil {
 		return amount
 	}
@@ -158,8 +155,8 @@ func (m *MinMaxLevel) ConformToAmount(amount float64) float64 {
 	return dAmount.Sub(mod).InexactFloat64()
 }
 
-// ConformToPrice (POC) conforms amount to its amount interval
-func (m *MinMaxLevel) ConformToPrice(price float64) float64 {
+// FloorPriceToStepIncrement floors float price to step increment
+func (m *MinMaxLevel) FloorPriceToStepIncrement(price float64) float64 {
 	if m == nil {
 		return price
 	}