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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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12
exchanges/zb/zb_wrapper.go
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@@ -765,7 +765,10 @@ func (z *ZB) GetActiveOrders(ctx context.Context, req *order.GetOrdersRequest) (
}
}
order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
err = order.FilterOrdersByTimeRange(&orders, req.StartTime, req.EndTime)
if err != nil {
log.Errorf(log.ExchangeSys, "%s %v", z.Name, err)
}
order.FilterOrdersBySide(&orders, req.Side)
return orders, nil
}
@@ -778,7 +781,7 @@ func (z *ZB) GetOrderHistory(ctx context.Context, req *order.GetOrdersRequest) (
return nil, err
}
if req.Side == order.AnySide || req.Side == "" {
if req.Side == order.AnySide {
return nil, errors.New("specific order side is required")
}
@@ -854,7 +857,10 @@ func (z *ZB) 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", z.Name, err)
}
return orders, nil
}