New features and bug fixes

- Modifications made to the request package. Planned improvements will be
sending requests on intervals, rate limiter back off support, dynamic tuning
and requests packaged into a request job group.
- Can modify each exchanges individual HTTP client (e.g timeout and
transport settings).
- Bot now uses an exchange config HTTP timeout value.
- Bot now uses a global HTTP timeout (configurable).
- Batched ticker request support for exchanges.
- Ticker and Orderbook fetching now are spanned accross multiple
go routines and regulated by a sync wait group.
- Fixes hack used to load exchanges, now uses a sync wait group.
- Ticker and Orderbook storage and fetching now uses mutex locks.
- New pair function for finding different pairs between two supplied
 pair arrays. This is used for currency pair updates for exchange which
support dynamic updating.
- Shows removal/additions of dynamic updates currencies.
This commit is contained in:
Adrian Gallagher
2018-05-04 13:20:19 +10:00
parent 8eef67339d
commit ac41a7cfad
73 changed files with 1327 additions and 742 deletions

View File

@@ -5,9 +5,9 @@ import (
"errors"
"fmt"
"log"
"net/http"
"net/url"
"strconv"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
@@ -49,8 +49,8 @@ const (
gdaxCoinbaseAccounts = "coinbase-accounts"
gdaxTrailingVolume = "users/self/trailing-volume"
gdaxAuthRate = 0
gdaxUnauthRate = 0
gdaxAuthRate = 5
gdaxUnauthRate = 3
)
var sometin []string
@@ -58,7 +58,6 @@ var sometin []string
// GDAX is the overarching type across the GDAX package
type GDAX struct {
exchange.Base
*request.Handler
}
// SetDefaults sets default values for the exchange
@@ -77,8 +76,8 @@ func (g *GDAX) SetDefaults() {
g.AssetTypes = []string{ticker.Spot}
g.APIUrl = gdaxAPIURL
g.SupportsAutoPairUpdating = true
g.Handler = new(request.Handler)
g.SetRequestHandler(g.Name, gdaxAuthRate, gdaxUnauthRate, new(http.Client))
g.SupportsRESTTickerBatching = false
g.Requester = request.New(g.Name, request.NewRateLimit(time.Second, gdaxAuthRate), request.NewRateLimit(time.Second, gdaxUnauthRate), common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
}
// Setup initialises the exchange parameters with the current configuration
@@ -89,6 +88,7 @@ func (g *GDAX) Setup(exch config.ExchangeConfig) {
g.Enabled = true
g.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
g.SetAPIKeys(exch.APIKey, exch.APISecret, exch.ClientID, true)
g.SetHTTPClientTimeout(exch.HTTPTimeout)
g.RESTPollingDelay = exch.RESTPollingDelay
g.Verbose = exch.Verbose
g.Websocket = exch.Websocket

View File

@@ -3,6 +3,7 @@ package gdax
import (
"errors"
"log"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency/pair"
@@ -12,8 +13,12 @@ import (
)
// Start starts the GDAX go routine
func (g *GDAX) Start() {
go g.Run()
func (g *GDAX) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GDAX wrapper
@@ -38,9 +43,9 @@ func (g *GDAX) Run() {
currencies = append(currencies, x.ID[0:3]+x.ID[4:])
}
}
err = g.UpdateAvailableCurrencies(currencies, false)
err = g.UpdateCurrencies(currencies, false, false)
if err != nil {
log.Printf("%s Failed to get config.\n", g.GetName())
log.Printf("%s Failed to update available currencies.\n", g.GetName())
}
}
}