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exchanges: Add UpdateTickers method and reserve UpdateTicker for single ticker symbol update requests (if supported) (#764)

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* exchanges: add an UpdateTickers method to the main exchange interface

This method will fetch all currency pair tickers of a given asset type
and update them internally, does nothing for now.

* exchanges: refactor UpdateTicker on all exchanges

Keep the exact previous behaviour but implement the UpdateTickers
method and refactor UpdateTicker by using it where applicable.

* sync_manager: update all tickers when batching is enabled

* binance: UpdateTicker to fetch single ticker symbol

* ftx: UpdateTicker to fetch single ticker symbol
This commit is contained in:
Luis Rascão
2021-08-27 03:31:34 +01:00
committed by GitHub
parent 4851e94eba
commit c9ab0b1164
52 changed files with 931 additions and 267 deletions
Download Patch File Download Diff File Expand all files Collapse all files

17
exchanges/binance/binance_test.go
View File

@@ -102,6 +102,23 @@ func TestUpdateTicker(t *testing.T) {
}
}
func TestUpdateTickers(t *testing.T) {
err := b.UpdateTickers(asset.Spot)
if err != nil {
t.Error(err)
}
err = b.UpdateTickers(asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
err = b.UpdateTickers(asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
}
func TestUpdateOrderbook(t *testing.T) {
t.Parallel()
cp, err := currency.NewPairFromString("BTCUSDT")

118
exchanges/binance/binance_wrapper.go
View File

@@ -422,18 +422,18 @@ func (b *Binance) UpdateTradablePairs(forceUpdate bool) error {
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
switch assetType {
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Binance) UpdateTickers(a asset.Item) error {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetTickers()
if err != nil {
return nil, err
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
@@ -447,22 +447,22 @@ func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.P
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
AssetType: a,
})
if err != nil {
return nil, err
return err
}
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(currency.Pair{})
if err != nil {
return nil, err
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
@@ -474,22 +474,22 @@ func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.P
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
AssetType: a,
})
if err != nil {
return nil, err
return err
}
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(currency.Pair{}, "")
if err != nil {
return nil, err
return err
}
for y := range tick {
cp, err := currency.NewPairFromString(tick[y].Symbol)
if err != nil {
return nil, err
return err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice,
@@ -501,16 +501,100 @@ func (b *Binance) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.P
Close: tick[y].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: assetType,
AssetType: a,
})
if err != nil {
return nil, err
return err
}
}
default:
return nil, fmt.Errorf("assetType not supported: %v", assetType)
return fmt.Errorf("assetType not supported: %v", a)
}
return ticker.GetTicker(b.Name, p, assetType)
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Binance) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
switch a {
case asset.Spot, asset.Margin:
tick, err := b.GetPriceChangeStats(p)
if err != nil {
return nil, err
}
cp, err := currency.NewPairFromString(tick.Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice,
High: tick.HighPrice,
Low: tick.LowPrice,
Bid: tick.BidPrice,
Ask: tick.AskPrice,
Volume: tick.Volume,
QuoteVolume: tick.QuoteVolume,
Open: tick.OpenPrice,
Close: tick.PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.USDTMarginedFutures:
tick, err := b.U24HTickerPriceChangeStats(p)
if err != nil {
return nil, err
}
cp, err := currency.NewPairFromString(tick[0].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
case asset.CoinMarginedFutures:
tick, err := b.GetFuturesSwapTickerChangeStats(p, "")
if err != nil {
return nil, err
}
cp, err := currency.NewPairFromString(tick[0].Symbol)
if err != nil {
return nil, err
}
err = ticker.ProcessTicker(&ticker.Price{
Last: tick[0].LastPrice,
High: tick[0].HighPrice,
Low: tick[0].LowPrice,
Volume: tick[0].Volume,
QuoteVolume: tick[0].QuoteVolume,
Open: tick[0].OpenPrice,
Close: tick[0].PrevClosePrice,
Pair: cp,
ExchangeName: b.Name,
AssetType: a,
})
if err != nil {
return nil, err
}
default:
return nil, fmt.Errorf("assetType not supported: %v", a)
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair