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

* 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

View File

@@ -1090,3 +1090,18 @@ func TestGetHistoricTrades(t *testing.T) {
t.Error(err)
}
}
func TestUpdateTicker(t *testing.T) {
cp := currency.NewPair(currency.ETH, currency.USD)
_, err := b.UpdateTicker(cp, asset.PerpetualContract)
if err != nil {
t.Fatal(err)
}
}
func TestUpdateTickers(t *testing.T) {
err := b.UpdateTickers(asset.Spot)
if err != nil {
t.Fatal(err)
}
}

View File

@@ -279,21 +279,16 @@ func (b *Bitmex) UpdateTradablePairs(forceUpdate bool) error {
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Price, error) {
fPair, err := b.FormatExchangeCurrency(p, assetType)
if err != nil {
return nil, err
}
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitmex) UpdateTickers(a asset.Item) error {
tick, err := b.GetActiveAndIndexInstruments()
if err != nil {
return nil, err
return err
}
pairs, err := b.GetEnabledPairs(assetType)
pairs, err := b.GetEnabledPairs(a)
if err != nil {
return nil, err
return err
}
for j := range tick {
@@ -312,12 +307,27 @@ func (b *Bitmex) UpdateTicker(p currency.Pair, assetType asset.Item) (*ticker.Pr
Pair: tick[j].Symbol,
LastUpdated: tick[j].Timestamp,
ExchangeName: b.Name,
AssetType: assetType})
AssetType: a})
if err != nil {
return nil, err
return err
}
}
return ticker.GetTicker(b.Name, fPair, assetType)
return nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitmex) UpdateTicker(p currency.Pair, a asset.Item) (*ticker.Price, error) {
err := b.UpdateTickers(a)
if err != nil {
return nil, err
}
fPair, err := b.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
return ticker.GetTicker(b.Name, fPair, a)
}
// FetchTicker returns the ticker for a currency pair