Futures order position tracking & FTX scaled collateral calculation (#…

…868)

* 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

* Fixes for unrealised PNL & collateral rendering

* Fixes lint and tests

* Shaznit fixes

* Secret Shaznit

* Updates account information across wrappers to include more fields

* Updates online collateral calculations. Updates RPC data

* Accurately calculates collateral offline and online minus testing

* Tests and lint chocolate

* Simplifies accountinfo results

* Fixes shaznits

* Adds new func

* Increases collateral accuracy again again again x 200

* Increases accuracy of collateral rendering

* Fixes minor merge/test issues

* Linterino

* Fixes ws test. Improves collateral calculations and rendering

* Make it prettier

* Removes the lock I put on 👀

* Adds `additional_collateral_used` field, renders orig currency

* Fixes unrelated test

* Fix test

* Correctly calculate spot margin borrow collateral

* Address fun lint surprise

See golangci/golangci-lint#741 (comment)

* Strange lint fixing x2

* Continued lint journey

* Nolint the nolint to not lint the lint

* Adds two new fields to response

* More linting issues arising

* fIX3s_c4s|NG

* Fixes command flags' incorrect numbering

* FairMarket = Won

.golangci.yml

@@ -1,5 +1,5 @@
 run:
-  timeout: 3m
+  timeout: 6m
   issues-exit-code: 1
   tests: true
   skip-dirs:

backtester/eventhandlers/exchange/exchange_test.go

@@ -171,8 +171,8 @@ func TestPlaceOrder(t *testing.T) {
 	}
 	f := &fill.Fill{}
 	_, err = e.placeOrder(context.Background(), decimal.NewFromInt(1), decimal.NewFromInt(1), false, true, f, bot.OrderManager)
-	if err != nil && err.Error() != "order exchange name must be specified" {
-		t.Error(err)
+	if !errors.Is(err, engine.ErrExchangeNameIsEmpty) {
+		t.Errorf("received: %v, expected: %v", err, engine.ErrExchangeNameIsEmpty)
 	}
 
 	f.Exchange = testExchange

backtester/funding/funding_test.go

@@ -757,10 +757,10 @@ func TestGenerateReport(t *testing.T) {
 	t.Parallel()
 	f := FundManager{}
 	report := f.GenerateReport()
-	if report == nil {
+	if report == nil { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
 		t.Fatal("shouldn't be nil")
 	}
-	if len(report.Items) > 0 {
+	if len(report.Items) > 0 { //nolint:staticcheck,nolintlint // SA5011 Ignore the nil warnings
 		t.Error("expected 0")
 	}
 	item := &Item{

cmd/apichecker/apicheck.go

@@ -848,7 +848,9 @@ loop:
 			}
 		}
 	}
-	resp = resp[:1]
+	if len(resp) > 1 {
+		resp = resp[:1]
+	}
 	return resp, nil
 }
 

cmd/documentation/engine_templates/order_manager.tmpl

@@ -4,6 +4,7 @@
 + The order manager subsystem stores and monitors all orders from enabled exchanges with API keys and `authenticatedSupport` enabled
 + It can be enabled or disabled via runtime command `-ordermanager=false` and defaults to true
 + All orders placed via GoCryptoTrader will be added to the order manager store
++ Any futures based order will be tracked via the [futures positions controller](/exchanges/order/README.md) which can be used to track PNL. Use GRPC command [getfuturesposition](https://api.gocryptotrader.app/#gocryptotrader_getfuturesposition) to view position data for an exchange, asset, pair
 
 ### Please click GoDocs chevron above to view current GoDoc information for this package
 {{template "contributions"}}

cmd/documentation/exchanges_templates/orders.tmpl

@@ -1,4 +1,4 @@
-{{define "exchanges orders" -}}
+{{define "exchanges order" -}}
 {{template "header" .}}
 ## Current Features for {{.Name}}
 
@@ -7,6 +7,8 @@
 	- Deletion of order
 	- Order tracking
 
++ For futures orders, this package also contains a futures position controller. It is responsible for tracking all futures orders that GoCryptoTrader processes. It keeps a running history of realised and unreaslied PNL to allow a trader to track their profits. Positions are closed once the exposure reaches zero, then upon a new futures order being processed, a new position is created. To view futures positions, see the GRPC command `getfuturesposition`
+
 ### Please click GoDocs chevron above to view current GoDoc information for this package
 {{template "contributions"}}
 {{template "donations" .}}