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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/exmo/exmo_wrapper.go
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@@ -650,19 +650,26 @@ func (e *EXMO) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest)
return nil, err
}
orderDate := time.Unix(resp[i].Created, 0)
orderSide := order.Side(strings.ToUpper(resp[i].Type))
var side order.Side
side, err = order.StringToOrderSide(resp[i].Type)
if err != nil {
return nil, err
}
orders = append(orders, order.Detail{
ID: strconv.FormatInt(resp[i].OrderID, 10),
Amount: resp[i].Quantity,
Date: orderDate,
Price: resp[i].Price,
Side: orderSide,
Side: side,
Exchange: e.Name,
Pair: symbol,
})
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -701,7 +708,11 @@ func (e *EXMO) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest)
return nil, err
}
orderDate := time.Unix(allTrades[i].Date, 0)
orderSide := order.Side(strings.ToUpper(allTrades[i].Type))
var side order.Side
side, err = order.StringToOrderSide(allTrades[i].Type)
if err != nil {
return nil, err
}
detail := order.Detail{
ID: strconv.FormatInt(allTrades[i].TradeID, 10),
Amount: allTrades[i].Quantity,
@@ -710,7 +721,7 @@ func (e *EXMO) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest)
CostAsset: pair.Quote,
Date: orderDate,
Price: allTrades[i].Price,
Side: orderSide,
Side: side,
Exchange: e.Name,
Pair: pair,
}
@@ -718,7 +729,10 @@ func (e *EXMO) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest)
orders[i] = detail
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", e.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}