d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-13 23:16:45 +00:00
Code Issues Packages Projects Releases Wiki Activity

gctrpc: endpoints now optionally return timestamps in nanoseconds (configurable) (#718)

Browse Source 
* config: add remoteControl/gRPC/timeInNanoSeconds

* grpc: consult with remoteControl/gRPC/timeInNanoSeconds whether timestamps should be in seconds or nanos

* engine: test if RPCServer.unixTimestamp() respects config/remoteControl/gRPC/timeInNanoSeconds

* engine: implement TestRPCServer_GetTicker_LastUpdatedNanos that makes sure TickerResponse.LastUpdated is returned in nanoseconds if configured

* config_example.json: add remoteControl/gRPC/timeInNanoSeconds

* engine: (1) test RPCServer.unixTimestamp() in parallel, (2) increase time tolerance of TestRPCServer_GetTicker_LastUpdatedNanos()

* engine: TestRPCServer_GetTicker_LastUpdatedNanos() now fetches a mock-up ticker to check timestamps
This commit is contained in:
Yordan Miladinov
2021-07-28 02:22:20 +03:00
committed by GitHub
parent b5aa3eddb2
commit 4d9a49e7f7
4 changed files with 124 additions and 19 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
config/config_types.go
View File

@@ -179,6 +179,7 @@ type GRPCConfig struct {
ListenAddress string `json:"listenAddress"`
GRPCProxyEnabled bool `json:"grpcProxyEnabled"`
GRPCProxyListenAddress string `json:"grpcProxyListenAddress"`
TimeInNanoSeconds bool `json:"timeInNanoSeconds"`
}
// DepcrecatedRPCConfig stores the deprecatedRPCConfig settings

5
config_example.json
View File

@@ -183,7 +183,8 @@
"enabled": true,
"listenAddress": "localhost:9052",
"grpcProxyEnabled": false,
"grpcProxyListenAddress": "localhost:9053"
"grpcProxyListenAddress": "localhost:9053",
"timeInNanoSeconds": false
},
"deprecatedRPC": {
"enabled": true,
@@ -2451,4 +2452,4 @@
"supportedExchanges": "Kraken,Bitstamp"
}
]
}
}

43
engine/rpcserver.go
View File

@@ -363,7 +363,7 @@ func (s *RPCServer) GetTicker(_ context.Context, r *gctrpc.GetTickerRequest) (*g
resp := &gctrpc.TickerResponse{
Pair: r.Pair,
LastUpdated: t.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
@@ -394,7 +394,7 @@ func (s *RPCServer) GetTickers(_ context.Context, _ *gctrpc.GetTickersRequest) (
Base: val.Pair.Base.String(),
Quote: val.Pair.Quote.String(),
},
LastUpdated: val.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(val.LastUpdated),
Last: val.Last,
High: val.High,
Low: val.Low,
@@ -456,7 +456,7 @@ func (s *RPCServer) GetOrderbook(_ context.Context, r *gctrpc.GetOrderbookReques
Pair: r.Pair,
Bids: bids,
Asks: asks,
LastUpdated: ob.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(ob.LastUpdated),
AssetType: r.AssetType,
}
@@ -500,7 +500,7 @@ func (s *RPCServer) GetOrderbooks(_ context.Context, _ *gctrpc.GetOrderbooksRequ
Quote: currencies[z].Quote.String(),
},
AssetType: assets[y].String(),
LastUpdated: resp.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(resp.LastUpdated),
}
for i := range resp.Bids {
ob.Bids = append(ob.Bids, &gctrpc.OrderbookItem{
@@ -911,7 +911,7 @@ func (s *RPCServer) GetOrders(_ context.Context, r *gctrpc.GetOrdersRequest) (*g
Total: resp[x].Trades[i].Total,
}
if !resp[x].Trades[i].Timestamp.IsZero() {
t.CreationTime = resp[x].Trades[i].Timestamp.Unix()
t.CreationTime = s.unixTimestamp(resp[x].Trades[i].Timestamp)
}
trades = append(trades, t)
}
@@ -933,10 +933,10 @@ func (s *RPCServer) GetOrders(_ context.Context, r *gctrpc.GetOrdersRequest) (*g
Trades: trades,
}
if !resp[x].Date.IsZero() {
o.CreationTime = resp[x].Date.Unix()
o.CreationTime = s.unixTimestamp(resp[x].Date)
}
if !resp[x].LastUpdated.IsZero() {
o.UpdateTime = resp[x].LastUpdated.Unix()
o.UpdateTime = s.unixTimestamp(resp[x].LastUpdated)
}
orders = append(orders, o)
}
@@ -995,7 +995,7 @@ func (s *RPCServer) GetManagedOrders(_ context.Context, r *gctrpc.GetOrdersReque
Total: resp[x].Trades[i].Total,
}
if !resp[x].Trades[i].Timestamp.IsZero() {
t.CreationTime = resp[x].Trades[i].Timestamp.Unix()
t.CreationTime = s.unixTimestamp(resp[x].Trades[i].Timestamp)
}
trades = append(trades, t)
}
@@ -1017,10 +1017,10 @@ func (s *RPCServer) GetManagedOrders(_ context.Context, r *gctrpc.GetOrdersReque
Trades: trades,
}
if !resp[x].Date.IsZero() {
o.CreationTime = resp[x].Date.Unix()
o.CreationTime = s.unixTimestamp(resp[x].Date)
}
if !resp[x].LastUpdated.IsZero() {
o.UpdateTime = resp[x].LastUpdated.Unix()
o.UpdateTime = s.unixTimestamp(resp[x].LastUpdated)
}
orders = append(orders, o)
}
@@ -1062,7 +1062,7 @@ func (s *RPCServer) GetOrder(_ context.Context, r *gctrpc.GetOrderRequest) (*gct
var trades []*gctrpc.TradeHistory
for i := range result.Trades {
trades = append(trades, &gctrpc.TradeHistory{
CreationTime: result.Trades[i].Timestamp.Unix(),
CreationTime: s.unixTimestamp(result.Trades[i].Timestamp),
Id: result.Trades[i].TID,
Price: result.Trades[i].Price,
Amount: result.Trades[i].Amount,
@@ -1075,11 +1075,11 @@ func (s *RPCServer) GetOrder(_ context.Context, r *gctrpc.GetOrderRequest) (*gct
}
var creationTime, updateTime int64
if result.Date.Unix() > 0 {
creationTime = result.Date.Unix()
if !result.Date.IsZero() {
creationTime = s.unixTimestamp(result.Date)
}
if result.LastUpdated.Unix() > 0 {
updateTime = result.LastUpdated.Unix()
if !result.LastUpdated.IsZero() {
updateTime = s.unixTimestamp(result.LastUpdated)
}
return &gctrpc.OrderDetails{
@@ -1924,7 +1924,7 @@ func (s *RPCServer) GetTickerStream(r *gctrpc.GetTickerStreamRequest, stream gct
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: t.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
@@ -1969,7 +1969,7 @@ func (s *RPCServer) GetExchangeTickerStream(r *gctrpc.GetExchangeTickerStreamReq
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: t.LastUpdated.Unix(),
LastUpdated: s.unixTimestamp(t.LastUpdated),
Last: t.Last,
High: t.High,
Low: t.Low,
@@ -3656,3 +3656,12 @@ func (s *RPCServer) GetDataHistoryJobSummary(_ context.Context, r *gctrpc.GetDat
ResultSummaries: job.ResultRanges,
}, nil
}
// unixTimestamp returns given time in either unix seconds or unix nanoseconds, depending
// on the remoteControl/gRPC/timeInNanoSeconds boolean configuration.
func (s *RPCServer) unixTimestamp(x time.Time) int64 {
if s.Config.RemoteControl.GRPC.TimeInNanoSeconds {
return x.UnixNano()
}
return x.Unix()
}

94
engine/rpcserver_test.go
View File

@@ -30,6 +30,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/binance"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
"github.com/thrasher-corp/gocryptotrader/portfolio/banking"
@@ -1688,3 +1689,96 @@ func TestGetManagedOrders(t *testing.T) {
t.Errorf("unexpected order result: %v", oo)
}
}
func TestRPCServer_unixTimestamp(t *testing.T) {
t.Parallel()
s := RPCServer{
Engine: &Engine{
Config: &config.Config{
RemoteControl: config.RemoteControlConfig{
GRPC: config.GRPCConfig{
TimeInNanoSeconds: false,
},
},
},
},
}
const sec = 1618888141
const nsec = 2
x := time.Unix(sec, nsec)
timestampSeconds := s.unixTimestamp(x)
if timestampSeconds != sec {
t.Errorf("have %d, want %d", timestampSeconds, sec)
}
s.Config.RemoteControl.GRPC.TimeInNanoSeconds = true
timestampNanos := s.unixTimestamp(x)
if want := int64(sec*1_000_000_000 + nsec); timestampNanos != want {
t.Errorf("have %d, want %d", timestampSeconds, want)
}
}
func TestRPCServer_GetTicker_LastUpdatedNanos(t *testing.T) {
// Make a dummy pair we'll be using for this test.
pair := currency.NewPairWithDelimiter("XXXXX", "YYYYY", "")
// Create a mock-up RPCServer and add our newly made pair to its list of available
// and enabled pairs.
server := RPCServer{Engine: RPCTestSetup(t)}
b := server.ExchangeManager.GetExchangeByName(testExchange).GetBase()
b.CurrencyPairs.Pairs[asset.Spot].Available = append(
b.CurrencyPairs.Pairs[asset.Spot].Available,
pair,
)
b.CurrencyPairs.Pairs[asset.Spot].Enabled = append(
b.CurrencyPairs.Pairs[asset.Spot].Enabled,
pair,
)
// Push a mock-up ticker.
now := time.Now()
ticker.ProcessTicker(&ticker.Price{
ExchangeName: testExchange,
Pair: pair,
AssetType: asset.Spot,
LastUpdated: now,
Open: 69,
High: 96,
Low: 169,
Close: 196,
})
// Prepare a ticker request.
request := &gctrpc.GetTickerRequest{
Exchange: testExchange,
Pair: &gctrpc.CurrencyPair{
Delimiter: pair.Delimiter,
Base: pair.Base.String(),
Quote: pair.Quote.String(),
},
AssetType: asset.Spot.String(),
}
// Check if timestamp returned is in seconds if !TimeInNanoSeconds.
server.Config.RemoteControl.GRPC.TimeInNanoSeconds = false
one, err := server.GetTicker(context.Background(), request)
if err != nil {
t.Error(err)
}
if want := now.Unix(); one.LastUpdated != want {
t.Errorf("have %d, want %d", one.LastUpdated, want)
}
// Check if timestamp returned is in nanoseconds if TimeInNanoSeconds.
server.Config.RemoteControl.GRPC.TimeInNanoSeconds = true
two, err := server.GetTicker(context.Background(), request)
if err != nil {
t.Error(err)
}
if want := now.UnixNano(); two.LastUpdated != want {
t.Errorf("have %d, want %d", two.LastUpdated, want)
}
}