d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-02 15:10:46 +00:00
Code Issues Packages Projects Releases Wiki Activity

order: slight optimizations (#917)

Browse Source 
* 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

16
exchanges/bitmex/bitmex_test.go
View File

@@ -1174,6 +1174,22 @@ func TestCurrencyNormalization(t *testing.T) {
}
}
func TestGetOrderType(t *testing.T) {
t.Parallel()
if _, err := b.getOrderType(0); !errors.Is(err, order.ErrTypeIsInvalid) {
t.Fatalf("received: '%v' but expected: '%v'", err, order.ErrTypeIsInvalid)
}
o, err := b.getOrderType(1)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if o != order.Market {
t.Fatal("unexpected value")
}
}
func TestGetActionFromString(t *testing.T) {
t.Parallel()
_, err := b.GetActionFromString("meow")

55
exchanges/bitmex/bitmex_wrapper.go
View File

@@ -767,16 +767,16 @@ func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
orders := make([]order.Detail, len(resp))
for i := range resp {
orderSide := orderSideMap[resp[i].Side]
orderStatus, err := order.StringToOrderStatus(resp[i].OrdStatus)
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = order.UnknownType
var oType order.Type
oType, err = b.getOrderType(resp[i].OrdType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderDetail := order.Detail{
Date: resp[i].Timestamp,
Price: resp[i].Price,
@@ -785,9 +785,9 @@ func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
RemainingAmount: resp[i].LeavesQty,
Exchange: b.Name,
ID: resp[i].OrderID,
Side: orderSide,
Side: orderSideMap[resp[i].Side],
Status: orderStatus,
Type: orderType,
Type: oType,
Pair: currency.NewPairWithDelimiter(resp[i].Symbol,
resp[i].SettlCurrency,
format.Delimiter),
@@ -798,8 +798,11 @@ func (b *Bitmex) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
order.FilterOrdersByPairs(&orders, req.Pairs)
return orders, nil
}
@@ -825,16 +828,20 @@ func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
orders := make([]order.Detail, len(resp))
for i := range resp {
orderSide := orderSideMap[resp[i].Side]
orderStatus, err := order.StringToOrderStatus(resp[i].OrdStatus)
var orderStatus order.Status
orderStatus, err = order.StringToOrderStatus(resp[i].OrdStatus)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderType := orderTypeMap[resp[i].OrdType]
if orderType == "" {
orderType = order.UnknownType
}
pair := currency.NewPairWithDelimiter(resp[i].Symbol, resp[i].SettlCurrency, format.Delimiter)
var oType order.Type
oType, err = b.getOrderType(resp[i].OrdType)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
orderDetail := order.Detail{
Price: resp[i].Price,
AverageExecutedPrice: resp[i].AvgPx,
@@ -847,7 +854,7 @@ func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
ID: resp[i].OrderID,
Side: orderSide,
Status: orderStatus,
Type: orderType,
Type: oType,
Pair: pair,
}
orderDetail.InferCostsAndTimes()
@@ -857,8 +864,11 @@ func (b *Bitmex) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
order.FilterOrdersBySide(&orders, req.Side)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
order.FilterOrdersByPairs(&orders, req.Pairs)
return orders, nil
}
@@ -883,3 +893,12 @@ func (b *Bitmex) GetHistoricCandles(ctx context.Context, pair currency.Pair, a a
func (b *Bitmex) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
return kline.Item{}, common.ErrFunctionNotSupported
}
// getOrderType derives an order type from bitmex int representation
func (b *Bitmex) getOrderType(id int64) (order.Type, error) {
o, ok := orderTypeMap[id]
if !ok {
return order.UnknownType, fmt.Errorf("unhandled order type for '%d': %w", id, order.ErrTypeIsInvalid)
}
return o, nil
}