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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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26
exchanges/btse/btse_wrapper.go
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@@ -684,13 +684,18 @@ func (b *BTSE) GetOrderInfo(ctx context.Context, orderID string, pair currency.P
log.Errorf(log.ExchangeSys,
"%s GetOrderInfo unable to parse time: %s\n", b.Name, err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(th[i].Side)
if err != nil {
return order.Detail{}, err
}
od.Trades = append(od.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: th[i].TradeID,
Price: th[i].Price,
Amount: th[i].Size,
Exchange: b.Name,
Side: order.Side(th[i].Side),
Side: orderSide,
Fee: th[i].FeeAmount,
})
}
@@ -854,13 +859,18 @@ func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest)
b.Name,
err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(fills[i].Side)
if err != nil {
return nil, err
}
openOrder.Trades = append(openOrder.Trades, order.TradeHistory{
Timestamp: createdAt,
TID: fills[i].TradeID,
Price: fills[i].Price,
Amount: fills[i].Size,
Exchange: b.Name,
Side: order.Side(fills[i].Side),
Side: orderSide,
Fee: fills[i].FeeAmount,
})
}
@@ -869,7 +879,10 @@ func (b *BTSE) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest)
}
order.FilterOrdersByType(&orders, req.Type)
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)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -914,6 +927,11 @@ func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetO
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", b.Name, err)
}
var orderSide order.Side
orderSide, err = order.StringToOrderSide(currentOrder[y].Side)
if err != nil {
return nil, err
}
orderTime := time.UnixMilli(currentOrder[y].Timestamp)
tempOrder := order.Detail{
ID: currentOrder[y].OrderID,
@@ -925,7 +943,7 @@ func (b *BTSE) GetOrderHistory(ctx context.Context, getOrdersRequest *order.GetO
ExecutedAmount: currentOrder[y].FilledSize,
RemainingAmount: currentOrder[y].Size - currentOrder[y].FilledSize,
Date: orderTime,
Side: order.Side(currentOrder[y].Side),
Side: orderSide,
Status: orderStatus,
Pair: orderDeref.Pairs[x],
}