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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/gemini/gemini_wrapper.go
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@@ -7,7 +7,6 @@ import (
"net/url"
"sort"
"strconv"
"strings"
"sync"
"time"
@@ -710,8 +709,11 @@ func (g *Gemini) GetActiveOrders(ctx context.Context, req *order.GetOrdersReques
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = order.Market
}
side := order.Side(strings.ToUpper(resp[i].Type))
var side order.Side
side, err = order.StringToOrderSide(resp[i].Type)
if err != nil {
return nil, err
}
orderDate := time.Unix(resp[i].Timestamp, 0)
orders[i] = order.Detail{
@@ -728,10 +730,13 @@ func (g *Gemini) 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)
order.FilterOrdersByType(&orders, req.Type)
order.FilterOrdersByCurrencies(&orders, req.Pairs)
order.FilterOrdersByPairs(&orders, req.Pairs)
return orders, nil
}
@@ -774,7 +779,11 @@ func (g *Gemini) GetOrderHistory(ctx context.Context, req *order.GetOrdersReques
orders := make([]order.Detail, len(trades))
for i := range trades {
side := order.Side(strings.ToUpper(trades[i].Type))
var side order.Side
side, err = order.StringToOrderSide(trades[i].Type)
if err != nil {
return nil, err
}
orderDate := time.Unix(trades[i].Timestamp, 0)
detail := order.Detail{
@@ -797,7 +806,10 @@ func (g *Gemini) 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
}