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Currency package update (#247)

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* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
This commit is contained in:
Ryan O'Hara-Reid
2019-03-19 11:49:05 +11:00
committed by Adrian Gallagher
parent ed760e184e
commit 0990f9d118
189 changed files with 11982 additions and 8055 deletions
Download Patch File Download Diff File Expand all files Collapse all files

114
exchanges/orderbook/orderbook.go
View File

@@ -5,7 +5,7 @@ import (
"sync"
"time"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency"
)
// Const values for orderbook package
@@ -32,23 +32,23 @@ type Item struct {
// Base holds the fields for the orderbook base
type Base struct {
Pair pair.CurrencyPair `json:"pair"`
CurrencyPair string `json:"CurrencyPair"`
Bids []Item `json:"bids"`
Asks []Item `json:"asks"`
LastUpdated time.Time `json:"last_updated"`
AssetType string
Pair currency.Pair `json:"pair"`
Bids []Item `json:"bids"`
Asks []Item `json:"asks"`
LastUpdated time.Time `json:"lastUpdated"`
AssetType string `json:"assetType"`
ExchangeName string `json:"exchangeName"`
}
// Orderbook holds the orderbook information for a currency pair and type
type Orderbook struct {
Orderbook map[pair.CurrencyItem]map[pair.CurrencyItem]map[string]Base
Orderbook map[*currency.Item]map[*currency.Item]map[string]Base
ExchangeName string
}
// CalculateTotalBids returns the total amount of bids and the total orderbook
// TotalBidsAmount returns the total amount of bids and the total orderbook
// bids value
func (o *Base) CalculateTotalBids() (amountCollated, total float64) {
func (o *Base) TotalBidsAmount() (amountCollated, total float64) {
for _, x := range o.Bids {
amountCollated += x.Amount
total += x.Amount * x.Price
@@ -56,9 +56,9 @@ func (o *Base) CalculateTotalBids() (amountCollated, total float64) {
return amountCollated, total
}
// CalculateTotalAsks returns the total amount of asks and the total orderbook
// TotalAsksAmount returns the total amount of asks and the total orderbook
// asks value
func (o *Base) CalculateTotalAsks() (amountCollated, total float64) {
func (o *Base) TotalAsksAmount() (amountCollated, total float64) {
for _, x := range o.Asks {
amountCollated += x.Amount
total += x.Amount * x.Price
@@ -73,27 +73,27 @@ func (o *Base) Update(bids, asks []Item) {
o.LastUpdated = time.Now()
}
// GetOrderbook checks and returns the orderbook given an exchange name and
// currency pair if it exists
func GetOrderbook(exchange string, p pair.CurrencyPair, orderbookType string) (Base, error) {
orderbook, err := GetOrderbookByExchange(exchange)
// Get checks and returns the orderbook given an exchange name and currency pair
// if it exists
func Get(exchange string, p currency.Pair, orderbookType string) (Base, error) {
orderbook, err := GetByExchange(exchange)
if err != nil {
return Base{}, err
}
if !FirstCurrencyExists(exchange, p.FirstCurrency) {
if !BaseCurrencyExists(exchange, p.Base) {
return Base{}, errors.New(ErrPrimaryCurrencyNotFound)
}
if !SecondCurrencyExists(exchange, p) {
if !QuoteCurrencyExists(exchange, p) {
return Base{}, errors.New(ErrSecondaryCurrencyNotFound)
}
return orderbook.Orderbook[p.FirstCurrency][p.SecondCurrency][orderbookType], nil
return orderbook.Orderbook[p.Base.Item][p.Quote.Item][orderbookType], nil
}
// GetOrderbookByExchange returns an exchange orderbook
func GetOrderbookByExchange(exchange string) (*Orderbook, error) {
// GetByExchange returns an exchange orderbook
func GetByExchange(exchange string) (*Orderbook, error) {
m.Lock()
defer m.Unlock()
for x := range Orderbooks {
@@ -104,14 +104,14 @@ func GetOrderbookByExchange(exchange string) (*Orderbook, error) {
return nil, errors.New(ErrOrderbookForExchangeNotFound)
}
// FirstCurrencyExists checks to see if the first currency of the orderbook map
// BaseCurrencyExists checks to see if the base currency of the orderbook map
// exists
func FirstCurrencyExists(exchange string, currency pair.CurrencyItem) bool {
func BaseCurrencyExists(exchange string, currency currency.Code) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[currency]; ok {
if _, ok := y.Orderbook[currency.Item]; ok {
return true
}
}
@@ -119,15 +119,15 @@ func FirstCurrencyExists(exchange string, currency pair.CurrencyItem) bool {
return false
}
// SecondCurrencyExists checks to see if the second currency of the orderbook
// QuoteCurrencyExists checks to see if the quote currency of the orderbook
// map exists
func SecondCurrencyExists(exchange string, p pair.CurrencyPair) bool {
func QuoteCurrencyExists(exchange string, p currency.Pair) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[p.FirstCurrency]; ok {
if _, ok := y.Orderbook[p.FirstCurrency][p.SecondCurrency]; ok {
if _, ok := y.Orderbook[p.Base.Item]; ok {
if _, ok := y.Orderbook[p.Base.Item][p.Quote.Item]; ok {
return true
}
}
@@ -137,53 +137,57 @@ func SecondCurrencyExists(exchange string, p pair.CurrencyPair) bool {
}
// CreateNewOrderbook creates a new orderbook
func CreateNewOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Base, orderbookType string) Orderbook {
func CreateNewOrderbook(exchangeName string, orderbookNew Base, orderbookType string) *Orderbook {
m.Lock()
defer m.Unlock()
orderbook := Orderbook{}
orderbook.ExchangeName = exchangeName
orderbook.Orderbook = make(map[pair.CurrencyItem]map[pair.CurrencyItem]map[string]Base)
a := make(map[pair.CurrencyItem]map[string]Base)
orderbook.Orderbook = make(map[*currency.Item]map[*currency.Item]map[string]Base)
a := make(map[*currency.Item]map[string]Base)
b := make(map[string]Base)
b[orderbookType] = orderbookNew
a[p.SecondCurrency] = b
orderbook.Orderbook[p.FirstCurrency] = a
a[orderbookNew.Pair.Quote.Item] = b
orderbook.Orderbook[orderbookNew.Pair.Base.Item] = a
Orderbooks = append(Orderbooks, orderbook)
return orderbook
return &orderbook
}
// ProcessOrderbook processes incoming orderbooks, creating or updating the
// Orderbook list
func ProcessOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Base, orderbookType string) {
if orderbookNew.Pair.Pair() == "" {
// set Pair if not set
orderbookNew.Pair = p
}
orderbookNew.CurrencyPair = p.Pair().String()
if orderbookNew.LastUpdated.IsZero() {
orderbookNew.LastUpdated = time.Now()
// Process processes incoming orderbooks, creating or updating the orderbook
// list
func (o Base) Process() error {
if o.Pair.IsEmpty() {
return errors.New("orderbook currency pair not populated")
}
orderbook, err := GetOrderbookByExchange(exchangeName)
if o.AssetType == "" {
return errors.New("orderbook asset type not set")
}
if o.LastUpdated.IsZero() {
o.LastUpdated = time.Now()
}
orderbook, err := GetByExchange(o.ExchangeName)
if err != nil {
CreateNewOrderbook(exchangeName, p, orderbookNew, orderbookType)
return
CreateNewOrderbook(o.ExchangeName, o, o.AssetType)
return nil
}
if FirstCurrencyExists(exchangeName, p.FirstCurrency) {
if BaseCurrencyExists(o.ExchangeName, o.Pair.Base) {
m.Lock()
a := make(map[string]Base)
a[orderbookType] = orderbookNew
orderbook.Orderbook[p.FirstCurrency][p.SecondCurrency] = a
a[o.AssetType] = o
orderbook.Orderbook[o.Pair.Base.Item][o.Pair.Quote.Item] = a
m.Unlock()
return
return nil
}
m.Lock()
a := make(map[pair.CurrencyItem]map[string]Base)
a := make(map[*currency.Item]map[string]Base)
b := make(map[string]Base)
b[orderbookType] = orderbookNew
a[p.SecondCurrency] = b
orderbook.Orderbook[p.FirstCurrency] = a
b[o.AssetType] = o
a[o.Pair.Quote.Item] = b
orderbook.Orderbook[o.Pair.Base.Item] = a
m.Unlock()
return nil
}