d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-30 23:16:52 +00:00
Code Issues Packages Projects Releases Wiki Activity

Bittrex: Enable ws orderbook sync recovery (resolves #746) (#747)

Browse Source 
* [FIX] Enable ws orderbook sync recovery by:

- Testing if books have been cleared
- Assigning options when loading snapshot

* orderbooks: remove setlastupdate method and on select depth method that updates linked list, this reduced lock contention across code base and fixes buffer bug on applying buffered updates

* WS - Introduce signaling for the need to fetch the orderbook

* Address nits

* Update error messages to include exchange name

Co-authored-by: shazbert <oharareid.ryan@gmail.com>
This commit is contained in:
TaltaM
2021-08-18 03:43:46 +02:00
committed by GitHub
parent 08df015a57
commit 4ba2c710b5
7 changed files with 166 additions and 94 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
exchanges/bittrex/bittrex_types.go
View File

@@ -284,9 +284,10 @@ type orderbookManager struct {
}
type update struct {
buffer chan *OrderbookUpdateMessage
fetchingBook bool
initialSync bool
buffer chan *OrderbookUpdateMessage
fetchingBook bool
initialSync bool
needsFetchingBook bool
}
// job defines a synchonisation job that tells a go routine to fetch an

119
exchanges/bittrex/bittrex_ws_orderbook.go
View File

@@ -93,7 +93,7 @@ func (b *Bittrex) UpdateLocalOBBuffer(update *OrderbookUpdateMessage) (bool, err
err = b.applyBufferUpdate(currencyPair)
if err != nil {
b.flushAndCleanup(currencyPair)
log.Errorf(log.WebsocketMgr, "%s websocket UpdateLocalOBBuffer: Could not apply buffer update\n", b.Name)
}
return false, err
@@ -136,23 +136,40 @@ func (b *Bittrex) SeedLocalCacheWithOrderBook(p currency.Pair, sequence int64, o
// applyBufferUpdate applies the buffer to the orderbook or initiates a new
// orderbook sync by the REST protocol which is off handed to go routine.
func (b *Bittrex) applyBufferUpdate(pair currency.Pair) error {
fetching, err := b.obm.checkIsFetchingBook(pair)
fetching, needsFetching, err := b.obm.handleFetchingBook(pair)
if err != nil {
return err
}
if fetching {
return nil
}
recent, err := b.Websocket.Orderbook.GetOrderbook(pair, asset.Spot)
if err != nil || (recent.Asks == nil && recent.Bids == nil) {
if needsFetching {
if b.Verbose {
log.Debugf(log.WebsocketMgr, "Orderbook: Fetching via REST\n")
log.Debugf(log.WebsocketMgr, "%s Orderbook: Fetching via REST\n", b.Name)
}
return b.obm.fetchBookViaREST(pair)
}
recent, err := b.Websocket.Orderbook.GetOrderbook(pair, asset.Spot)
if err != nil {
log.Errorf(
log.WebsocketMgr,
"%s error fetching recent orderbook when applying updates: %s\n",
b.Name,
err)
}
return b.obm.checkAndProcessUpdate(b.ProcessUpdateOB, pair, recent)
if recent != nil {
err = b.obm.checkAndProcessUpdate(b.ProcessUpdateOB, pair, recent)
if err != nil {
log.Errorf(
log.WebsocketMgr,
"%s error processing update - initiating new orderbook sync via REST: %s\n",
b.Name,
err)
b.obm.setNeedsFetchingBook(pair)
}
}
return nil
}
// SynchroniseWebsocketOrderbook synchronises full orderbook for currency pair
@@ -192,12 +209,7 @@ func (b *Bittrex) processJob(p currency.Pair) error {
// Immediately apply the buffer updates so we don't wait for a
// new update to initiate this.
err = b.applyBufferUpdate(p)
if err != nil {
b.flushAndCleanup(p)
return err
}
return nil
return b.applyBufferUpdate(p)
}
// flushAndCleanup flushes orderbook and clean local cache
@@ -239,9 +251,10 @@ func (o *orderbookManager) stageWsUpdate(u *OrderbookUpdateMessage, pair currenc
state = &update{
// 100ms update assuming we might have up to a 10 second delay.
// There could be a potential 100 updates for the currency.
buffer: make(chan *OrderbookUpdateMessage, maxWSUpdateBuffer),
fetchingBook: false,
initialSync: true,
buffer: make(chan *OrderbookUpdateMessage, maxWSUpdateBuffer),
fetchingBook: false,
initialSync: true,
needsFetchingBook: true,
}
m2[a] = state
}
@@ -258,21 +271,6 @@ func (o *orderbookManager) stageWsUpdate(u *OrderbookUpdateMessage, pair currenc
}
}
// checkIsFetchingBook checks status if the book is currently being via the REST
// protocol.
func (o *orderbookManager) checkIsFetchingBook(pair currency.Pair) (bool, error) {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
if !ok {
return false,
fmt.Errorf("check is fetching book cannot match currency pair %s asset type %s",
pair,
asset.Spot)
}
return state.fetchingBook, nil
}
// stopFetchingBook completes the book fetching.
func (o *orderbookManager) stopFetchingBook(pair currency.Pair) error {
o.Lock()
@@ -292,6 +290,64 @@ func (o *orderbookManager) stopFetchingBook(pair currency.Pair) error {
return nil
}
// stopNeedsFetchingBook completes the book fetching initiation.
func (o *orderbookManager) stopNeedsFetchingBook(pair currency.Pair) error {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
if !ok {
return fmt.Errorf("could not match pair %s and asset type %s in hash table",
pair,
asset.Spot)
}
if !state.needsFetchingBook {
return fmt.Errorf("needs fetching book already set to false for %s %s",
pair,
asset.Spot)
}
state.needsFetchingBook = false
return nil
}
// setNeedsFetchingBook completes the book fetching initiation.
func (o *orderbookManager) setNeedsFetchingBook(pair currency.Pair) error {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
if !ok {
return fmt.Errorf("could not match pair %s and asset type %s in hash table",
pair,
asset.Spot)
}
state.needsFetchingBook = true
return nil
}
// handleFetchingBook checks if a full book is being fetched or needs to be
// fetched
func (o *orderbookManager) handleFetchingBook(pair currency.Pair) (fetching, needsFetching bool, err error) {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
if !ok {
return false, false,
fmt.Errorf("check is fetching book cannot match currency pair %s asset type %s",
pair,
asset.Spot)
}
if state.fetchingBook {
return true, false, nil
}
if state.needsFetchingBook {
state.needsFetchingBook = false
state.fetchingBook = true
return false, true, nil
}
return false, false, nil
}
// completeInitialSync sets if an asset type has completed its initial sync
func (o *orderbookManager) completeInitialSync(pair currency.Pair) error {
o.Lock()
@@ -437,5 +493,6 @@ bufferEmpty:
// disable rest orderbook synchronisation
_ = o.stopFetchingBook(pair)
_ = o.completeInitialSync(pair)
_ = o.stopNeedsFetchingBook(pair)
return nil
}