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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

7
exchanges/bitfinex/bitfinex_test.go
View File

@@ -442,6 +442,13 @@ func TestUpdateTicker(t *testing.T) {
}
}
func TestUpdateTickers(t *testing.T) {
err := b.UpdateTickers(asset.Spot)
if err != nil {
t.Error(err)
}
}
func TestNewOrderMulti(t *testing.T) {
if !b.ValidateAPICredentials() {
t.SkipNow()

33
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -323,22 +323,22 @@ func (b *Bitfinex) UpdateTradablePairs(forceUpdate bool) error {
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
enabledPairs, err := b.GetEnabledPairs(assetType)
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(a asset.Item) error {
enabledPairs, err := b.GetEnabledPairs(a)
if err != nil {
return nil, err
return err
}
tickerNew, err := b.GetTickerBatch()
if err != nil {
return nil, err
return err
}
for k, v := range tickerNew {
pair, err := currency.NewPairFromString(k[1:]) // Remove prefix
if err != nil {
return nil, err
return err
}
if !enabledPairs.Contains(pair, true) {
@@ -353,18 +353,27 @@ func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.
Ask: v.Ask,
Volume: v.Volume,
Pair: pair,
AssetType: assetType,
AssetType: a,
ExchangeName: b.Name})
if err != nil {
return nil, err
return err
}
}
return ticker.GetTicker(b.Name, p, assetType)
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
err := b.UpdateTickers(a)
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, p, a)
}
// FetchTicker returns the ticker for a currency pair
func (b *Bitfinex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
func (b *Bitfinex) FetchTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
@@ -372,7 +381,7 @@ func (b *Bitfinex) FetchTicker(p currency.Pair, assetType asset.Item) (*ticker.P
b.appendOptionalDelimiter(&fPair)
tick, err := ticker.GetTicker(b.Name, fPair, asset.Spot)
if err != nil {
return b.UpdateTicker(fPair, assetType)
return b.UpdateTicker(fPair, a)
}
return tick, nil
}