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Fetch Poloniex orderbook in batches

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This commit is contained in:
Yaser Alraddadi
2017-12-29 02:54:06 +03:00
committed by Adrian Gallagher
parent 747640cd90
commit 5081a4b0c5
3 changed files with 93 additions and 41 deletions
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94
exchanges/poloniex/poloniex.go
View File

@@ -119,48 +119,80 @@ func (p *Poloniex) GetVolume() (interface{}, error) {
}
// GetOrderbook returns the full orderbook from poloniex
func (p *Poloniex) GetOrderbook(currencyPair string, depth int) (PoloniexOrderbook, error) {
func (p *Poloniex) GetOrderbook(currencyPair string, depth int) (PoloniexOrderbookAll, error) {
vals := url.Values{}
vals.Set("currencyPair", currencyPair)
if depth != 0 {
vals.Set("depth", strconv.Itoa(depth))
}
resp := PoloniexOrderbookResponse{}
path := fmt.Sprintf("%s/public?command=returnOrderBook&%s", poloniexAPIURL, vals.Encode())
err := common.SendHTTPGetRequest(path, true, p.Verbose, &resp)
if err != nil {
return PoloniexOrderbook{}, err
}
if len(resp.Error) != 0 {
log.Println(resp.Error)
return PoloniexOrderbook{}, fmt.Errorf("Poloniex GetOrderbook() error: %s", resp.Error)
}
ob := PoloniexOrderbook{}
for x := range resp.Asks {
data := resp.Asks[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
oba := PoloniexOrderbookAll{Data: make(map[string]PoloniexOrderbook)}
if currencyPair != "" {
vals.Set("currencyPair", currencyPair)
resp := PoloniexOrderbookResponse{}
path := fmt.Sprintf("%s/public?command=returnOrderBook&%s", poloniexAPIURL, vals.Encode())
err := common.SendHTTPGetRequest(path, true, p.Verbose, &resp)
if err != nil {
return ob, err
return oba, err
}
if len(resp.Error) != 0 {
log.Println(resp.Error)
return oba, fmt.Errorf("Poloniex GetOrderbook() error: %s", resp.Error)
}
ob := PoloniexOrderbook{}
for x := range resp.Asks {
data := resp.Asks[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
if err != nil {
return oba, err
}
amount := data[1].(float64)
ob.Asks = append(ob.Asks, PoloniexOrderbookItem{Price: price, Amount: amount})
}
amount := data[1].(float64)
ob.Asks = append(ob.Asks, PoloniexOrderbookItem{Price: price, Amount: amount})
}
for x := range resp.Bids {
data := resp.Bids[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
if err != nil {
return ob, err
for x := range resp.Bids {
data := resp.Bids[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
if err != nil {
return oba, err
}
amount := data[1].(float64)
ob.Bids = append(ob.Bids, PoloniexOrderbookItem{Price: price, Amount: amount})
}
oba.Data[currencyPair] = PoloniexOrderbook{Bids: ob.Bids, Asks: ob.Asks}
} else {
vals.Set("currencyPair", "all")
resp := PoloniexOrderbookResponseAll{}
path := fmt.Sprintf("%s/public?command=returnOrderBook&%s", poloniexAPIURL, vals.Encode())
err := common.SendHTTPGetRequest(path, true, p.Verbose, &resp.Data)
if err != nil {
return oba, err
}
for currency, orderbook := range resp.Data {
ob := PoloniexOrderbook{}
for x := range orderbook.Asks {
data := orderbook.Asks[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
if err != nil {
return oba, err
}
amount := data[1].(float64)
ob.Asks = append(ob.Asks, PoloniexOrderbookItem{Price: price, Amount: amount})
}
for x := range orderbook.Bids {
data := orderbook.Bids[x]
price, err := strconv.ParseFloat(data[0].(string), 64)
if err != nil {
return oba, err
}
amount := data[1].(float64)
ob.Bids = append(ob.Bids, PoloniexOrderbookItem{Price: price, Amount: amount})
}
oba.Data[currency] = PoloniexOrderbook{Bids: ob.Bids, Asks: ob.Asks}
}
amount := data[1].(float64)
ob.Bids = append(ob.Bids, PoloniexOrderbookItem{Price: price, Amount: amount})
}
return ob, nil
return oba, nil
}
// GetTradeHistory returns trades history from poloniex

8
exchanges/poloniex/poloniex_types.go
View File

@@ -12,6 +12,10 @@ type PoloniexTicker struct {
Low24Hr float64 `json:"low24hr,string"`
}
type PoloniexOrderbookResponseAll struct {
Data map[string]PoloniexOrderbookResponse
}
type PoloniexOrderbookResponse struct {
Asks [][]interface{} `json:"asks"`
Bids [][]interface{} `json:"bids"`
@@ -24,6 +28,10 @@ type PoloniexOrderbookItem struct {
Amount float64
}
type PoloniexOrderbookAll struct {
Data map[string]PoloniexOrderbook
}
type PoloniexOrderbook struct {
Asks []PoloniexOrderbookItem `json:"asks"`
Bids []PoloniexOrderbookItem `json:"bids"`

32
exchanges/poloniex/poloniex_wrapper.go
View File

@@ -88,22 +88,34 @@ func (p *Poloniex) GetOrderbookEx(currencyPair pair.CurrencyPair, assetType stri
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (p *Poloniex) UpdateOrderbook(currencyPair pair.CurrencyPair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := p.GetOrderbook(exchange.FormatExchangeCurrency(p.GetName(), currencyPair).String(), 1000)
orderbookNew, err := p.GetOrderbook("", 1000)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for _, x := range p.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(p.Name, x).String()
data, ok := orderbookNew.Data[currency]
if !ok {
continue
}
orderBook.Pair = x
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
var obItems []orderbook.Item
for y := range data.Bids {
obData := data.Bids[y]
obItems = append(obItems, orderbook.Item{Amount: obData.Amount, Price: obData.Price})
}
orderbook.ProcessOrderbook(p.GetName(), currencyPair, orderBook, assetType)
orderBook.Bids = obItems
obItems = []orderbook.Item{}
for y := range data.Asks {
obData := data.Asks[y]
obItems = append(obItems, orderbook.Item{Amount: obData.Amount, Price: obData.Price})
}
orderBook.Asks = obItems
orderbook.ProcessOrderbook(p.Name, x, orderBook, assetType)
}
return orderbook.GetOrderbook(p.Name, currencyPair, assetType)
}