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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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20
exchanges/bitstamp/bitstamp_wrapper.go
View File

@@ -730,7 +730,8 @@ func (b *Bitstamp) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequ
orderSide = order.Sell
}
tm, err := parseTime(resp[i].DateTime)
var tm time.Time
tm, err = parseTime(resp[i].DateTime)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetActiveOrders unable to parse time: %s\n", b.Name, err)
@@ -760,8 +761,11 @@ func (b *Bitstamp) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequ
}
}
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
}
@@ -829,7 +833,8 @@ func (b *Bitstamp) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequ
format.Delimiter)
}
tm, err := parseTime(resp[i].Date)
var tm time.Time
tm, err = parseTime(resp[i].Date)
if err != nil {
log.Errorf(log.ExchangeSys,
"%s GetOrderHistory unable to parse time: %s\n", b.Name, err)
@@ -843,8 +848,11 @@ func (b *Bitstamp) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequ
})
}
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
}