order: slight optimizations (#917)

* 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

View File

@@ -787,7 +787,11 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(resp.Orders[i].Type))
var side order.Side
side, err = order.StringToOrderSide(resp.Orders[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
status, err := order.StringToOrderStatus(resp.Orders[i].Status)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
@@ -807,7 +811,10 @@ func (g *Gateio) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
})
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err := order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -840,7 +847,11 @@ func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
if err != nil {
return nil, err
}
side := order.Side(strings.ToUpper(trades[i].Type))
var side order.Side
side, err = order.StringToOrderSide(trades[i].Type)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", g.Name, err)
}
orderDate := time.Unix(trades[i].TimeUnix, 0)
detail := order.Detail{
ID: strconv.FormatInt(trades[i].OrderID, 10),
@@ -857,7 +868,10 @@ func (g *Gateio) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
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", g.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}