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Engine QA - Order update (#372)

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Engine QA - Order update
This commit is contained in:
Ryan O'Hara-Reid
2019-10-30 14:06:48 +11:00
committed by Adrian Gallagher
parent 242b02c382
commit 63a9e9fcb1
89 changed files with 3077 additions and 2876 deletions
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16
engine/database.go
View File

@@ -37,12 +37,18 @@ func (a *databaseManager) Start() (err error) {
if Bot.Config.Database.Enabled {
if Bot.Config.Database.Driver == database.DBPostgreSQL {
log.Debugf(log.DatabaseMgr, "Attempting to establish database connection to host %s/%s utilising %s driver\n",
Bot.Config.Database.Host, Bot.Config.Database.Database, Bot.Config.Database.Driver)
log.Debugf(log.DatabaseMgr,
"Attempting to establish database connection to host %s/%s utilising %s driver\n",
Bot.Config.Database.Host,
Bot.Config.Database.Database,
Bot.Config.Database.Driver)
dbConn, err = dbpsql.Connect()
} else if Bot.Config.Database.Driver == database.DBSQLite || Bot.Config.Database.Driver == database.DBSQLite3 {
log.Debugf(log.DatabaseMgr, "Attempting to establish database connection to %s utilising %s driver\n",
Bot.Config.Database.Database, Bot.Config.Database.Driver)
} else if Bot.Config.Database.Driver == database.DBSQLite ||
Bot.Config.Database.Driver == database.DBSQLite3 {
log.Debugf(log.DatabaseMgr,
"Attempting to establish database connection to %s utilising %s driver\n",
Bot.Config.Database.Database,
Bot.Config.Database.Driver)
dbConn, err = dbsqlite3.Connect()
}
if err != nil {

60
engine/orders.go
View File

@@ -8,7 +8,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/communications/base"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
@@ -18,13 +18,13 @@ var (
ErrOrdersAlreadyExists = errors.New("order already exists")
)
func (o *orderStore) Get() map[string][]exchange.OrderDetail {
func (o *orderStore) Get() map[string][]order.Detail {
o.m.Lock()
defer o.m.Unlock()
return o.Orders
}
func (o *orderStore) exists(order *exchange.OrderDetail) bool {
func (o *orderStore) exists(order *order.Detail) bool {
r, ok := o.Orders[order.Exchange]
if !ok {
return false
@@ -39,7 +39,7 @@ func (o *orderStore) exists(order *exchange.OrderDetail) bool {
return false
}
func (o *orderStore) Add(order *exchange.OrderDetail) error {
func (o *orderStore) Add(order *order.Detail) error {
o.m.Lock()
defer o.m.Unlock()
@@ -65,7 +65,7 @@ func (o *orderManager) Start() error {
log.Debugln(log.OrderBook, "Order manager starting...")
o.shutdown = make(chan struct{})
o.orderStore.Orders = make(map[string][]exchange.OrderDetail)
o.orderStore.Orders = make(map[string][]order.Detail)
go o.run()
return nil
}
@@ -100,7 +100,7 @@ func (o *orderManager) gracefulShutdown() {
for y := range v {
log.Debugf(log.OrderMgr, "order manager: Cancelling order ID %v [%v]",
v[y].ID, v[y])
err := o.Cancel(k, &exchange.OrderCancellation{
err := o.Cancel(k, &order.Cancel{
OrderID: v[y].ID,
})
if err != nil {
@@ -149,16 +149,16 @@ func (o *orderManager) run() {
func (o *orderManager) CancelAllOrders() {}
func (o *orderManager) Cancel(exchName string, order *exchange.OrderCancellation) error {
func (o *orderManager) Cancel(exchName string, cancel *order.Cancel) error {
if exchName == "" {
return errors.New("order exchange name is empty")
}
if order == nil {
if cancel == nil {
return errors.New("order cancel param is nil")
}
if order.OrderID == "" {
if cancel.OrderID == "" {
return errors.New("order id is empty")
}
@@ -167,32 +167,28 @@ func (o *orderManager) Cancel(exchName string, order *exchange.OrderCancellation
return errors.New("unable to get exchange by name")
}
if order.AssetType.String() != "" && !exch.GetAssetTypes().Contains(order.AssetType) {
if cancel.AssetType.String() != "" && !exch.GetAssetTypes().Contains(cancel.AssetType) {
return errors.New("order asset type not supported by exchange")
}
return exch.CancelOrder(order)
return exch.CancelOrder(cancel)
}
func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission) (*orderSubmitResponse, error) {
func (o *orderManager) Submit(exchName string, newOrder *order.Submit) (*orderSubmitResponse, error) {
if exchName == "" {
return nil, errors.New("order exchange name must be specified")
}
if order == nil {
return nil, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
if err := newOrder.Validate(); err != nil {
return nil, err
}
if o.cfg.EnforceLimitConfig {
if !o.cfg.AllowMarketOrders && order.OrderType == exchange.MarketOrderType {
if !o.cfg.AllowMarketOrders && newOrder.OrderType == order.Market {
return nil, errors.New("order market type is not allowed")
}
if o.cfg.LimitAmount > 0 && order.Amount > o.cfg.LimitAmount {
if o.cfg.LimitAmount > 0 && newOrder.Amount > o.cfg.LimitAmount {
return nil, errors.New("order limit exceeds allowed limit")
}
@@ -201,7 +197,7 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
return nil, errors.New("order exchange not found in allowed list")
}
if len(o.cfg.AllowedPairs) > 0 && !o.cfg.AllowedPairs.Contains(order.Pair, true) {
if len(o.cfg.AllowedPairs) > 0 && !o.cfg.AllowedPairs.Contains(newOrder.Pair, true) {
return nil, errors.New("order pair not found in allowed list")
}
}
@@ -213,10 +209,12 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
id, err := common.GetV4UUID()
if err != nil {
log.Warnf(log.OrderMgr, "Order manager: Unable to generate UUID. Err: %s\n", err)
log.Warnf(log.OrderMgr,
"Order manager: Unable to generate UUID. Err: %s\n",
err)
}
result, err := exch.SubmitOrder(order)
result, err := exch.SubmitOrder(newOrder)
if err != nil {
return nil, err
}
@@ -226,7 +224,15 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
}
msg := fmt.Sprintf("Order manager: Exchange %s submitted order ID=%v [Ours: %v] pair=%v price=%v amount=%v side=%v type=%v.",
exchName, result.OrderID, id.String(), order.Pair, order.Price, order.Amount, order.OrderSide, order.OrderType)
exchName,
result.OrderID,
id.String(),
newOrder.Pair,
newOrder.Price,
newOrder.Amount,
newOrder.OrderSide,
newOrder.OrderType)
log.Debugln(log.OrderMgr, msg)
Bot.CommsManager.PushEvent(base.Event{
Type: "order",
@@ -234,7 +240,7 @@ func (o *orderManager) Submit(exchName string, order *exchange.OrderSubmission)
})
return &orderSubmitResponse{
SubmitOrderResponse: exchange.SubmitOrderResponse{
SubmitResponse: order.SubmitResponse{
OrderID: result.OrderID,
},
OurOrderID: id.String(),
@@ -246,9 +252,9 @@ func (o *orderManager) processOrders() {
for x := range authExchanges {
log.Debugf(log.OrderMgr, "Order manager: Procesing orders for exchange %v.\n", authExchanges[x])
exch := GetExchangeByName(authExchanges[x])
req := exchange.GetOrdersRequest{
OrderSide: exchange.AnyOrderSide,
OrderType: exchange.AnyOrderType,
req := order.GetOrdersRequest{
OrderSide: order.AnySide,
OrderType: order.AnyType,
}
result, err := exch.GetActiveOrders(&req)
if err != nil {

6
engine/orders_types.go
View File

@@ -4,7 +4,7 @@ import (
"sync"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
type orderManagerConfig struct {
@@ -19,7 +19,7 @@ type orderManagerConfig struct {
type orderStore struct {
m sync.Mutex
Orders map[string][]exchange.OrderDetail
Orders map[string][]order.Detail
}
type orderManager struct {
@@ -31,6 +31,6 @@ type orderManager struct {
}
type orderSubmitResponse struct {
exchange.SubmitOrderResponse
order.SubmitResponse
OurOrderID string
}

28
engine/rpcserver.go
View File

@@ -18,8 +18,8 @@ import (
"github.com/thrasher-corp/gocryptotrader/database/models/postgres"
"github.com/thrasher-corp/gocryptotrader/database/models/sqlite3"
"github.com/thrasher-corp/gocryptotrader/database/repository/audit"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
@@ -621,7 +621,7 @@ func (s *RPCServer) GetOrders(ctx context.Context, r *gctrpc.GetOrdersRequest) (
return nil, errors.New("exchange is not loaded/doesn't exist")
}
resp, err := exch.GetActiveOrders(&exchange.GetOrdersRequest{})
resp, err := exch.GetActiveOrders(&order.GetOrdersRequest{})
if err != nil {
return nil, err
}
@@ -634,10 +634,10 @@ func (s *RPCServer) GetOrders(ctx context.Context, r *gctrpc.GetOrdersRequest) (
BaseCurrency: resp[x].CurrencyPair.Base.String(),
QuoteCurrency: resp[x].CurrencyPair.Quote.String(),
AssetType: asset.Spot.String(),
OrderType: resp[x].OrderType.ToString(),
OrderSide: resp[x].OrderSide.ToString(),
OrderType: resp[x].OrderType.String(),
OrderSide: resp[x].OrderSide.String(),
CreationTime: resp[x].OrderDate.Unix(),
Status: resp[x].Status,
Status: resp[x].Status.String(),
Price: resp[x].Price,
Amount: resp[x].Amount,
})
@@ -660,10 +660,10 @@ func (s *RPCServer) SubmitOrder(ctx context.Context, r *gctrpc.SubmitOrderReques
}
p := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
submission := &exchange.OrderSubmission{
submission := &order.Submit{
Pair: p,
OrderSide: exchange.OrderSide(r.Side),
OrderType: exchange.OrderType(r.OrderType),
OrderSide: order.Side(r.Side),
OrderType: order.Type(r.OrderType),
Amount: r.Amount,
Price: r.Price,
ClientID: r.ClientId,
@@ -690,8 +690,8 @@ func (s *RPCServer) SimulateOrder(ctx context.Context, r *gctrpc.SimulateOrderRe
}
var buy = true
if !strings.EqualFold(r.Side, exchange.BuyOrderSide.ToString()) &&
!strings.EqualFold(r.Side, exchange.BidOrderSide.ToString()) {
if !strings.EqualFold(r.Side, order.Buy.String()) &&
!strings.EqualFold(r.Side, order.Bid.String()) {
buy = false
}
@@ -727,8 +727,8 @@ func (s *RPCServer) WhaleBomb(ctx context.Context, r *gctrpc.WhaleBombRequest) (
}
var buy = true
if !strings.EqualFold(r.Side, exchange.BuyOrderSide.ToString()) &&
!strings.EqualFold(r.Side, exchange.BidOrderSide.ToString()) {
if !strings.EqualFold(r.Side, order.Buy.String()) &&
!strings.EqualFold(r.Side, order.Bid.String()) {
buy = false
}
@@ -757,10 +757,10 @@ func (s *RPCServer) CancelOrder(ctx context.Context, r *gctrpc.CancelOrderReques
return nil, errors.New("exchange is not loaded/doesn't exist")
}
err := exch.CancelOrder(&exchange.OrderCancellation{
err := exch.CancelOrder(&order.Cancel{
AccountID: r.AccountId,
OrderID: r.OrderId,
Side: exchange.OrderSide(r.Side),
Side: order.Side(r.Side),
WalletAddress: r.WalletAddress,
})