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maps: expansion of Key concept (#1349)

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* moves everything to use single map keys, also breaks

* full rollout

* tests

* fix a little bug

* minor test fixups

* Fix Key use

* rm 🔑 from 🔑 struct name
This commit is contained in:
Scott
2023-10-04 09:19:41 +10:00
committed by GitHub
parent 033a72b61a
commit 91d699be9d
47 changed files with 1478 additions and 1339 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
exchanges/stream/buffer/buffer.go
View File

@@ -6,6 +6,7 @@ import (
"sort"
"time"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
@@ -60,7 +61,7 @@ func (w *Orderbook) Setup(exchangeConfig *config.Exchange, c *Config, dataHandle
w.updateEntriesByID = c.UpdateEntriesByID
w.exchangeName = exchangeConfig.Name
w.dataHandler = dataHandler
w.ob = make(map[Key]*orderbookHolder)
w.ob = make(map[key.PairAsset]*orderbookHolder)
w.verbose = exchangeConfig.Verbose
// set default publish period if missing
@@ -93,7 +94,7 @@ func (w *Orderbook) Update(u *orderbook.Update) error {
}
w.mtx.Lock()
defer w.mtx.Unlock()
book, ok := w.ob[Key{Base: u.Pair.Base.Item, Quote: u.Pair.Quote.Item, Asset: u.Asset}]
book, ok := w.ob[key.PairAsset{Base: u.Pair.Base.Item, Quote: u.Pair.Quote.Item, Asset: u.Asset}]
if !ok {
return fmt.Errorf("%w for Exchange %s CurrencyPair: %s AssetType: %s",
errDepthNotFound,
@@ -311,7 +312,7 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
w.mtx.Lock()
defer w.mtx.Unlock()
holder, ok := w.ob[Key{Base: book.Pair.Base.Item, Quote: book.Pair.Quote.Item, Asset: book.Asset}]
holder, ok := w.ob[key.PairAsset{Base: book.Pair.Base.Item, Quote: book.Pair.Quote.Item, Asset: book.Asset}]
if !ok {
// Associate orderbook pointer with local exchange depth map
var depth *orderbook.Depth
@@ -327,7 +328,7 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
ticker = time.NewTicker(w.publishPeriod)
}
holder = &orderbookHolder{ob: depth, buffer: &buffer, ticker: ticker}
w.ob[Key{Base: book.Pair.Base.Item, Quote: book.Pair.Quote.Item, Asset: book.Asset}] = holder
w.ob[key.PairAsset{Base: book.Pair.Base.Item, Quote: book.Pair.Quote.Item, Asset: book.Asset}] = holder
}
holder.updateID = book.LastUpdateID
@@ -364,7 +365,7 @@ func (w *Orderbook) LoadSnapshot(book *orderbook.Base) error {
func (w *Orderbook) GetOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base, error) {
w.mtx.Lock()
defer w.mtx.Unlock()
book, ok := w.ob[Key{Base: p.Base.Item, Quote: p.Quote.Item, Asset: a}]
book, ok := w.ob[key.PairAsset{Base: p.Base.Item, Quote: p.Quote.Item, Asset: a}]
if !ok {
return nil, fmt.Errorf("%s %s %s %w", w.exchangeName, p, a, errDepthNotFound)
}
@@ -375,7 +376,7 @@ func (w *Orderbook) GetOrderbook(p currency.Pair, a asset.Item) (*orderbook.Base
// connection is lost and reconnected
func (w *Orderbook) FlushBuffer() {
w.mtx.Lock()
w.ob = make(map[Key]*orderbookHolder)
w.ob = make(map[key.PairAsset]*orderbookHolder)
w.mtx.Unlock()
}
@@ -383,7 +384,7 @@ func (w *Orderbook) FlushBuffer() {
func (w *Orderbook) FlushOrderbook(p currency.Pair, a asset.Item) error {
w.mtx.Lock()
defer w.mtx.Unlock()
book, ok := w.ob[Key{Base: p.Base.Item, Quote: p.Quote.Item, Asset: a}]
book, ok := w.ob[key.PairAsset{Base: p.Base.Item, Quote: p.Quote.Item, Asset: a}]
if !ok {
return fmt.Errorf("cannot flush orderbook %s %s %s %w",
w.exchangeName,

31
exchanges/stream/buffer/buffer_test.go
View File

@@ -7,6 +7,7 @@ import (
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
@@ -44,7 +45,7 @@ func createSnapshot() (holder *Orderbook, asks, bids orderbook.Items, err error)
LastUpdated: time.Now(),
}
newBook := make(map[Key]*orderbookHolder)
newBook := make(map[key.PairAsset]*orderbookHolder)
ch := make(chan interface{})
go func(<-chan interface{}) { // reader
@@ -93,7 +94,7 @@ func BenchmarkUpdateBidsByPrice(b *testing.B) {
UpdateTime: time.Now(),
Asset: asset.Spot,
}
holder := ob.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
holder := ob.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
err = holder.updateByPrice(update)
if err != nil {
b.Fatal(err)
@@ -116,7 +117,7 @@ func BenchmarkUpdateAsksByPrice(b *testing.B) {
UpdateTime: time.Now(),
Asset: asset.Spot,
}
holder := ob.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
holder := ob.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
err = holder.updateByPrice(update)
if err != nil {
b.Fatal(err)
@@ -246,7 +247,7 @@ func TestUpdates(t *testing.T) {
t.Error(err)
}
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
err = book.updateByPrice(&orderbook.Update{
Bids: itemArray[5],
Asks: itemArray[5],
@@ -302,7 +303,7 @@ func TestHittingTheBuffer(t *testing.T) {
}
}
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
@@ -350,7 +351,7 @@ func TestInsertWithIDs(t *testing.T) {
}
}
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
@@ -393,7 +394,7 @@ func TestSortIDs(t *testing.T) {
t.Fatal(err)
}
}
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
askLen, err := book.ob.GetAskLength()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
@@ -438,7 +439,7 @@ func TestOutOfOrderIDs(t *testing.T) {
t.Fatal(err)
}
}
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
cpy, err := book.ob.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
@@ -570,7 +571,7 @@ func TestRunUpdateWithoutAnyUpdates(t *testing.T) {
func TestRunSnapshotWithNoData(t *testing.T) {
t.Parallel()
var obl Orderbook
obl.ob = make(map[Key]*orderbookHolder)
obl.ob = make(map[key.PairAsset]*orderbookHolder)
obl.dataHandler = make(chan interface{}, 1)
var snapShot1 orderbook.Base
snapShot1.Asset = asset.Spot
@@ -589,7 +590,7 @@ func TestLoadSnapshot(t *testing.T) {
t.Parallel()
var obl Orderbook
obl.dataHandler = make(chan interface{}, 100)
obl.ob = make(map[Key]*orderbookHolder)
obl.ob = make(map[key.PairAsset]*orderbookHolder)
var snapShot1 orderbook.Base
snapShot1.Exchange = "SnapshotWithOverride"
asks := []orderbook.Item{
@@ -615,11 +616,11 @@ func TestFlushBuffer(t *testing.T) {
if err != nil {
t.Fatal(err)
}
if obl.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}] == nil {
if obl.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}] == nil {
t.Error("expected ob to have ask entries")
}
obl.FlushBuffer()
if obl.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}] != nil {
if obl.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}] != nil {
t.Error("expected ob be flushed")
}
}
@@ -629,7 +630,7 @@ func TestInsertingSnapShots(t *testing.T) {
t.Parallel()
var holder Orderbook
holder.dataHandler = make(chan interface{}, 100)
holder.ob = make(map[Key]*orderbookHolder)
holder.ob = make(map[key.PairAsset]*orderbookHolder)
var snapShot1 orderbook.Base
snapShot1.Exchange = "WSORDERBOOKTEST1"
asks := []orderbook.Item{
@@ -795,7 +796,7 @@ func TestGetOrderbook(t *testing.T) {
if err != nil {
t.Fatal(err)
}
bufferOb := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
bufferOb := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
b, err := bufferOb.ob.Retrieve()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
@@ -888,7 +889,7 @@ func TestEnsureMultipleUpdatesViaPrice(t *testing.T) {
}
asks := bidAskGenerator()
book := holder.ob[Key{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
book := holder.ob[key.PairAsset{Base: cp.Base.Item, Quote: cp.Quote.Item, Asset: asset.Spot}]
err = book.updateByPrice(&orderbook.Update{
Bids: asks,
Asks: asks,

12
exchanges/stream/buffer/buffer_types.go
View File

@@ -4,8 +4,7 @@ import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
)
@@ -30,7 +29,7 @@ type Config struct {
// Orderbook defines a local cache of orderbooks for amending, appending
// and deleting changes and updates the main store for a stream
type Orderbook struct {
ob map[Key]*orderbookHolder
ob map[key.PairAsset]*orderbookHolder
obBufferLimit int
bufferEnabled bool
sortBuffer bool
@@ -67,10 +66,3 @@ type orderbookHolder struct {
ticker *time.Ticker
updateID int64
}
// Key defines a unique orderbook key for a specific pair and asset
type Key struct {
Base *currency.Item
Quote *currency.Item
Asset asset.Item
}