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Bugfix/improvement: Orderbook/ticker update processing (#364)

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* Greatly increases efficiency of web socket orderbook processing by minimising multiple map lookups. Changes buffer to use pointers. Ensures orderbook benchmarks are on equal footing and set correctly. Removes data race by not setting waitgroup adds inside go routine causing wait and add to happen simultaneously. Updates ticker and orderbook service to use a pointer var instead of map lookups when setting data.

* Removes misguided comment

* Removes waitgroups and goroutines for updating bids and asks for non-id orderbook updates via websocket. Updates benchmarks to be consistent
This commit is contained in:
Scott
2019-10-04 16:24:29 +10:00
committed by Adrian Gallagher
parent 8ca1e5c36f
commit 62a528a064
7 changed files with 197 additions and 92 deletions
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27
exchanges/ticker/ticker.go
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@@ -147,19 +147,20 @@ func (s *Service) Update(p *Price) error {
}
default:
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Last = p.Last
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].High = p.High
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Low = p.Low
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Bid = p.Bid
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Ask = p.Ask
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Volume = p.Volume
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].QuoteVolume = p.QuoteVolume
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].PriceATH = p.PriceATH
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Open = p.Open
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Close = p.Close
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].LastUpdated = p.LastUpdated
ids = s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Assoc
ids = append(ids, s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Main)
ticker := s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType]
ticker.Last = p.Last
ticker.High = p.High
ticker.Low = p.Low
ticker.Bid = p.Bid
ticker.Ask = p.Ask
ticker.Volume = p.Volume
ticker.QuoteVolume = p.QuoteVolume
ticker.PriceATH = p.PriceATH
ticker.Open = p.Open
ticker.Close = p.Close
ticker.LastUpdated = p.LastUpdated
ids = ticker.Assoc
ids = append(ids, ticker.Main)
}
s.Unlock()
return s.mux.Publish(ids, p)