order: slight optimizations (#917)

* order: slight optimizations

* orders: add benchmarks, small optimize and change order side to uin8 for comparitive optimizations.

* orders: continue to convert string type -> uint

* orders/backtester: interim move type to orders package, later can expand or deprecate.

* orders: handle errors

* orders: optimize filters and remove error returns when its clearly not needed

* orders: remove log call

* backtester: zero value check

* orders/futures: zero value -> flag

* linter: fix

* linter: more fixes

* linters: rides again

* glorious: nits

* common: Add zero value unix check for time values; also addresses glorious nits

* glorious scott: nits

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>

engine/order_manager.go

@@ -518,9 +518,7 @@ func (m *OrderManager) GetOrdersSnapshot(s order.Status) []order.Detail {
 	var os []order.Detail
 	for _, v := range m.orderStore.Orders {
 		for i := range v {
-			if s != v[i].Status &&
-				s != order.AnyStatus &&
-				s != "" {
+			if s != v[i].Status && s != order.AnyStatus && s != order.UnknownStatus {
 				continue
 			}
 			os = append(os, *v[i])
@@ -685,7 +683,7 @@ func (m *OrderManager) processOrders() {
 				Exchange: exchanges[i].GetName(),
 			}
 			orders := m.orderStore.getActiveOrders(filter)
-			order.FilterOrdersByCurrencies(&orders, pairs)
+			order.FilterOrdersByPairs(&orders, pairs)
 			requiresProcessing := make(map[string]bool, len(orders))
 			for x := range orders {
 				requiresProcessing[orders[x].InternalOrderID] = true

engine/order_manager_test.go

@@ -879,7 +879,7 @@ func TestProcessOrders(t *testing.T) {
 		t.Errorf("Expected 3 result, got: %d", len(res))
 	}
 	if res[0].Status != order.Active {
-		t.Errorf("Order 1 should be active, but status is %s", string(res[0].Status))
+		t.Errorf("Order 1 should be active, but status is %s", res[0].Status)
 	}
 
 	// Order2 is not returned by exch.GetActiveOrders()
@@ -892,7 +892,7 @@ func TestProcessOrders(t *testing.T) {
 		t.Errorf("Expected 1 result, got: %d", len(res))
 	}
 	if res[0].Status != order.Cancelled {
-		t.Errorf("Order 2 should be cancelled, but status is %s", string(res[0].Status))
+		t.Errorf("Order 2 should be cancelled, but status is %s", res[0].Status)
 	}
 
 	// Order3 is returned by exch.GetActiveOrders(), which will say it is active
@@ -904,7 +904,7 @@ func TestProcessOrders(t *testing.T) {
 		t.Errorf("Expected 1 result, got: %d", len(res))
 	}
 	if res[0].Status != order.Active {
-		t.Errorf("Order 3 should be active, but status is %s", string(res[0].Status))
+		t.Errorf("Order 3 should be active, but status is %s", res[0].Status)
 	}
 }
 

engine/rpcserver.go

@@ -1195,10 +1195,20 @@ func (s *RPCServer) SubmitOrder(ctx context.Context, r *gctrpc.SubmitOrderReques
 		return nil, err
 	}
 
+	side, err := order.StringToOrderSide(r.Side)
+	if err != nil {
+		return nil, err
+	}
+
+	oType, err := order.StringToOrderType(r.OrderType)
+	if err != nil {
+		return nil, err
+	}
+
 	submission := &order.Submit{
 		Pair:          p,
-		Side:          order.Side(r.Side),
-		Type:          order.Type(r.OrderType),
+		Side:          side,
+		Type:          oType,
 		Amount:        r.Amount,
 		Price:         r.Price,
 		ClientID:      r.ClientId,
@@ -1362,12 +1372,18 @@ func (s *RPCServer) CancelOrder(ctx context.Context, r *gctrpc.CancelOrderReques
 		return nil, err
 	}
 
+	var side order.Side
+	side, err = order.StringToOrderSide(r.Side)
+	if err != nil {
+		return nil, err
+	}
+
 	err = s.OrderManager.Cancel(ctx,
 		&order.Cancel{
 			Exchange:      r.Exchange,
 			AccountID:     r.AccountId,
 			ID:            r.OrderId,
-			Side:          order.Side(r.Side),
+			Side:          side,
 			WalletAddress: r.WalletAddress,
 			Pair:          p,
 			AssetType:     a,
@@ -1402,6 +1418,12 @@ func (s *RPCServer) CancelBatchOrders(ctx context.Context, r *gctrpc.CancelBatch
 		return nil, err
 	}
 
+	var side order.Side
+	side, err = order.StringToOrderSide(r.Side)
+	if err != nil {
+		return nil, err
+	}
+
 	status := make(map[string]string)
 	orders := strings.Split(r.OrdersId, ",")
 	request := make([]order.Cancel, len(orders))
@@ -1411,7 +1433,7 @@ func (s *RPCServer) CancelBatchOrders(ctx context.Context, r *gctrpc.CancelBatch
 		request[x] = order.Cancel{
 			AccountID:     r.AccountId,
 			ID:            orderID,
-			Side:          order.Side(r.Side),
+			Side:          side,
 			WalletAddress: r.WalletAddress,
 			Pair:          pair,
 			AssetType:     assetType,

engine/rpcserver_test.go

@@ -1837,7 +1837,7 @@ func TestGetManagedOrders(t *testing.T) {
 		ClientID:        "",
 		WalletAddress:   "",
 		Type:            order.Limit,
-		Side:            "SELL",
+		Side:            order.Sell,
 		Status:          order.New,
 		AssetType:       asset.Spot,
 		Pair:            currency.NewPair(currency.BTC, currency.USDT),