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order: slight optimizations (#917)

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* 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>
This commit is contained in:
Ryan O'Hara-Reid
2022-05-06 12:27:21 +10:00
committed by GitHub
parent d735effc8e
commit cdcc9630de
60 changed files with 1375 additions and 802 deletions
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30
engine/rpcserver.go
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@@ -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,