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

@@ -2,6 +2,7 @@ package orderbook
import (
"errors"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/currency/pair"
@@ -19,6 +20,7 @@ const (
// Vars for the orderbook package
var (
Orderbooks []Orderbook
m sync.Mutex
)
// Item stores the amount and price values
@@ -94,6 +96,8 @@ func GetOrderbook(exchange string, p pair.CurrencyPair, orderbookType string) (B
// GetOrderbookByExchange returns an exchange orderbook
func GetOrderbookByExchange(exchange string) (*Orderbook, error) {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
return &y, nil
@@ -105,6 +109,8 @@ func GetOrderbookByExchange(exchange string) (*Orderbook, error) {
// FirstCurrencyExists checks to see if the first currency of the orderbook map
// exists
func FirstCurrencyExists(exchange string, currency pair.CurrencyItem) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[currency]; ok {
@@ -118,6 +124,8 @@ func FirstCurrencyExists(exchange string, currency pair.CurrencyItem) bool {
// SecondCurrencyExists checks to see if the second currency of the orderbook
// map exists
func SecondCurrencyExists(exchange string, p pair.CurrencyPair) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[p.GetFirstCurrency()]; ok {
@@ -132,6 +140,8 @@ func SecondCurrencyExists(exchange string, p pair.CurrencyPair) bool {
// CreateNewOrderbook creates a new orderbook
func CreateNewOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Base, orderbookType string) Orderbook {
m.Lock()
defer m.Unlock()
orderbook := Orderbook{}
orderbook.ExchangeName = exchangeName
orderbook.Orderbook = make(map[pair.CurrencyItem]map[pair.CurrencyItem]map[string]Base)
@@ -163,18 +173,22 @@ func ProcessOrderbook(exchangeName string, p pair.CurrencyPair, orderbookNew Bas
if FirstCurrencyExists(exchangeName, p.GetFirstCurrency()) {
if !SecondCurrencyExists(exchangeName, p) {
m.Lock()
a := orderbook.Orderbook[p.FirstCurrency]
b := make(map[string]Base)
b[orderbookType] = orderbookNew
a[p.SecondCurrency] = b
orderbook.Orderbook[p.FirstCurrency] = a
m.Unlock()
return
}
}
m.Lock()
a := make(map[pair.CurrencyItem]map[string]Base)
b := make(map[string]Base)
b[orderbookType] = orderbookNew
a[p.SecondCurrency] = b
orderbook.Orderbook[p.FirstCurrency] = a
m.Unlock()
}