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GCT: general updates across codebase (#699)

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* orderbook: export orderbook nodes for external strategy inspection

* orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2)

* include waiting functionality for depth change alert

* backtester: add word.

* log: include logger changes to impl with downstream integration

* engine: reduce params for loading exchange

* assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options

* ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate

* engine/syncmanager: add in waitgroup for step over for external package calls

* cleaup

* engine: linter fix

* currency/fx: include all references to fiat currencies to default

* orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations

* syncmanager: changed config variable to display correct time

* ordermanager: Add time when none provided

* currency/manager: update getasset param to get enabled assets for minor optimizations

* ftx: use get all wallet balances for a better accounts breakdown

* orderbook: unlock in reverse order

* bithumb: fixes bug on market buy and sell orders

* bithumb: fix bug for nonce is also time window sensitive

* bithumb: get orders add required parameter

* bithumb: Add asset type to account struct

* currency: improve log output when checking currency and it fails

* bithumb: Add error return on incomplete pair

* ticker:unexport all service related methods

* ticker/currency: fixes

* orderbook: fix comment

* engine: revert variable name in LoadExchange method

* sync_manager: fix panic when enabling disabling manager

* engine: fix naming convention of exported function and comments

* engine: update comment

* orderbook: fix comment for unsafe type
This commit is contained in:
Ryan O'Hara-Reid
2021-07-29 14:42:28 +10:00
committed by GitHub
parent 4f5ab42bd8
commit a2381310da
64 changed files with 842 additions and 562 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
engine/order_manager.go
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@@ -186,7 +186,7 @@ func (m *OrderManager) Cancel(cancel *order.Cancel) error {
return err
}
if cancel.AssetType.String() != "" && !exch.GetAssetTypes().Contains(cancel.AssetType) {
if cancel.AssetType.String() != "" && !exch.GetAssetTypes(false).Contains(cancel.AssetType) {
err = errors.New("order asset type not supported by exchange")
return err
}
@@ -413,6 +413,9 @@ func (m *OrderManager) processSubmittedOrder(newOrder *order.Submit, result orde
"Order manager: Unable to generate UUID. Err: %s",
err)
}
if newOrder.Date.IsZero() {
newOrder.Date = time.Now()
}
msg := fmt.Sprintf("Order manager: Exchange %s submitted order ID=%v [Ours: %v] pair=%v price=%v amount=%v side=%v type=%v for time %v.",
newOrder.Exchange,
result.OrderID,
@@ -488,7 +491,7 @@ func (m *OrderManager) processOrders() {
"Order manager: Processing orders for exchange %v.",
exchanges[i].GetName())
supportedAssets := exchanges[i].GetAssetTypes()
supportedAssets := exchanges[i].GetAssetTypes(true)
for y := range supportedAssets {
pairs, err := exchanges[i].GetEnabledPairs(supportedAssets[y])
if err != nil {