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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
Download Patch File Download Diff File Expand all files Collapse all files

49
exchanges/binance/binance_wrapper.go
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@@ -1181,7 +1181,11 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
if err != nil {
return respData, err
}
orderSide := order.Side(resp.Side)
var side order.Side
side, err = order.StringToOrderSide(resp.Side)
if err != nil {
return respData, err
}
status, err := order.StringToOrderStatus(resp.Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
@@ -1196,7 +1200,7 @@ func (b *Binance) GetOrderInfo(ctx context.Context, orderID string, pair currenc
Exchange: b.Name,
ID: strconv.FormatInt(resp.OrderID, 10),
ClientOrderID: resp.ClientOrderID,
Side: orderSide,
Side: side,
Type: orderType,
Pair: pair,
Cost: resp.CummulativeQuoteQty,
@@ -1350,8 +1354,16 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
return nil, err
}
for x := range resp {
orderSide := order.Side(strings.ToUpper(resp[x].Side))
orderType := order.Type(strings.ToUpper(resp[x].Type))
var side order.Side
side, err = order.StringToOrderSide(resp[x].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(resp[x].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
@@ -1362,7 +1374,7 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
Exchange: b.Name,
ID: strconv.FormatInt(resp[x].OrderID, 10),
ClientOrderID: resp[x].ClientOrderID,
Side: orderSide,
Side: side,
Type: orderType,
Price: resp[x].Price,
Status: orderStatus,
@@ -1441,10 +1453,13 @@ func (b *Binance) GetActiveOrders(ctx context.Context, req *order.GetOrdersReque
return orders, fmt.Errorf("assetType not supported")
}
}
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersByPairs(&orders, req.Pairs)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
return orders, nil
}
@@ -1470,8 +1485,16 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
}
for i := range resp {
orderSide := order.Side(strings.ToUpper(resp[i].Side))
orderType := order.Type(strings.ToUpper(resp[i].Type))
var side order.Side
side, err = order.StringToOrderSide(resp[x].Side)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderType order.Type
orderType, err = order.StringToOrderType(resp[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderStatus, err := order.StringToOrderStatus(resp[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
@@ -1497,7 +1520,7 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
LastUpdated: resp[i].UpdateTime,
Exchange: b.Name,
ID: strconv.FormatInt(resp[i].OrderID, 10),
Side: orderSide,
Side: side,
Type: orderType,
Price: resp[i].Price,
Pair: req.Pairs[x],
@@ -1628,7 +1651,11 @@ func (b *Binance) GetOrderHistory(ctx context.Context, req *order.GetOrdersReque
}
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
return orders, nil
}