Engine: Dispatch service (#346)

* Added dispatch service

* Added orderbook streaming capabilities

* Assigned correct orderbook.base exchange name

* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming

* Add ticker streaming support through dispatch package

* Added in some more info on error returns for orderbook.go

* fix linter issues

* Fix some issues

* Update

* Fix requested

* move dispatch out of exchanges folder to its own independant folder

* Fix requested

* change orderbook string to tickers

* Limit orderbooks to 50 and made dispatch system more stateless in operation

* lower cases for update/retrieve/sub exchange name

* Adds in asset validation and lower case conversion on cli

* Remove comment

* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error

* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go

* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go

* Fix some issues

* change to start/stop service, added in service state change via cli, updated logger

* fix requested

* Add worker amount init spawning

* fix linter issues

* Fix more linter issues

* More fixes

* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system

* Moved all types to dispatch_types.go && remove panic

* Moved types into serperate file && improve test coverage

* RM unnecessary select case for draining channel && fixed error string

* Added orderbook_types file and improved code coverage

* gofmt file

* reinstated select cases on drain because I am silly

* Remove error for drop worker

* Added more test cases

* not checking error issue fix

* remove func causing race in test, this has required protection via an exported function

* set Gemini websocket orderbook exchange name
This commit is contained in:
Ryan O'Hara-Reid
2019-10-03 09:47:37 +10:00
committed by Adrian Gallagher
parent 4a0fcc7f0f
commit db317a2447
42 changed files with 3802 additions and 1019 deletions

View File

@@ -4,7 +4,11 @@ import (
"context"
"errors"
"fmt"
"os"
"os/exec"
"runtime"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
@@ -544,6 +548,11 @@ func getTicker(c *cli.Context) error {
assetType = c.Args().Get(2)
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
@@ -652,6 +661,11 @@ func getOrderbook(c *cli.Context) error {
assetType = c.Args().Get(2)
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
@@ -1066,6 +1080,11 @@ func getOrders(c *cli.Context) error {
assetType = c.Args().Get(1)
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("pair") {
currencyPair = c.String("pair")
} else {
@@ -1559,6 +1578,11 @@ func cancelOrder(c *cli.Context) error {
assetType = c.String("asset_type")
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("wallet_address") {
walletAddress = c.String("wallet_address")
}
@@ -1782,6 +1806,11 @@ func addEvent(c *cli.Context) error {
assetType = c.String("asset_type")
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
if c.IsSet("action") {
action = c.String("action")
} else {
@@ -2172,6 +2201,11 @@ func getExchangePairs(c *cli.Context) error {
asset = c.Args().Get(1)
}
asset = strings.ToLower(asset)
if !validAsset(asset) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
@@ -2249,6 +2283,11 @@ func enableExchangePair(c *cli.Context) error {
asset = c.Args().Get(2)
}
asset = strings.ToLower(asset)
if !validAsset(asset) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
@@ -2332,6 +2371,11 @@ func disableExchangePair(c *cli.Context) error {
asset = c.Args().Get(2)
}
asset = strings.ToLower(asset)
if !validAsset(asset) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
@@ -2357,3 +2401,407 @@ func disableExchangePair(c *cli.Context) error {
jsonOutput(result)
return nil
}
var getOrderbookStreamCommand = cli.Command{
Name: "getorderbookstream",
Usage: "gets the orderbook stream for a specific currency pair and exchange",
ArgsUsage: "<exchange> <currencyPair> <asset>",
Action: getOrderbookStream,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the orderbook from",
},
cli.StringFlag{
Name: "pair",
Usage: "currency pair",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type of the currency pair",
},
},
}
func getOrderbookStream(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "getorderbookstream")
return nil
}
var exchangeName string
var pair string
var assetType string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
if c.IsSet("pair") {
pair = c.String("pair")
} else {
pair = c.Args().Get(1)
}
if !validPair(pair) {
return errInvalidPair
}
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p := currency.NewPairDelimiter(pair, pairDelimiter)
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetOrderbookStream(context.Background(),
&gctrpc.GetOrderbookStreamRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Base: p.Base.String(),
Quote: p.Quote.String(),
Delimiter: p.Delimiter,
},
AssetType: assetType,
},
)
if err != nil {
return err
}
for {
resp, err := result.Recv()
if err != nil {
return err
}
err = clearScreen()
if err != nil {
return err
}
fmt.Printf("Orderbook stream for %s %s:\n\n", exchangeName,
resp.Pair.String())
fmt.Println("\t\tBids\t\t\t\tAsks")
fmt.Println()
bidLen := len(resp.Bids) - 1
askLen := len(resp.Asks) - 1
var maxLen int
if bidLen >= askLen {
maxLen = bidLen
} else {
maxLen = askLen
}
for i := 0; i < maxLen; i++ {
var bidAmount, bidPrice float64
if i <= bidLen {
bidAmount = resp.Bids[i].Amount
bidPrice = resp.Bids[i].Price
}
var askAmount, askPrice float64
if i <= askLen {
askAmount = resp.Asks[i].Amount
askPrice = resp.Asks[i].Price
}
fmt.Printf("%f %s @ %f %s\t\t%f %s @ %f %s\n",
bidAmount,
resp.Pair.Base,
bidPrice,
resp.Pair.Quote,
askAmount,
resp.Pair.Base,
askPrice,
resp.Pair.Quote)
if i >= 49 {
// limits orderbook display output
break
}
}
}
}
var getExchangeOrderbookStreamCommand = cli.Command{
Name: "getexchangeorderbookstream",
Usage: "gets a stream for all orderbooks associated with an exchange",
ArgsUsage: "<exchange>",
Action: getExchangeOrderbookStream,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the orderbook from",
},
},
}
func getExchangeOrderbookStream(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "getexchangeorderbookstream")
return nil
}
var exchangeName string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetExchangeOrderbookStream(context.Background(),
&gctrpc.GetExchangeOrderbookStreamRequest{
Exchange: exchangeName,
})
if err != nil {
return err
}
for {
resp, err := result.Recv()
if err != nil {
return err
}
err = clearScreen()
if err != nil {
return err
}
fmt.Printf("Orderbook streamed for %s %s",
exchangeName,
resp.Pair.String())
}
}
var getTickerStreamCommand = cli.Command{
Name: "gettickerstream",
Usage: "gets the ticker stream for a specific currency pair and exchange",
ArgsUsage: "<exchange> <currencyPair> <asset>",
Action: getTickerStream,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the ticker from",
},
cli.StringFlag{
Name: "pair",
Usage: "currency pair",
},
cli.StringFlag{
Name: "asset",
Usage: "the asset type of the currency pair",
},
},
}
func getTickerStream(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "gettickerstream")
return nil
}
var exchangeName string
var pair string
var assetType string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
if c.IsSet("pair") {
pair = c.String("pair")
} else {
pair = c.Args().Get(1)
}
if !validPair(pair) {
return errInvalidPair
}
if c.IsSet("asset") {
assetType = c.String("asset")
} else {
assetType = c.Args().Get(2)
}
assetType = strings.ToLower(assetType)
if !validAsset(assetType) {
return errInvalidAsset
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
p := currency.NewPairDelimiter(pair, pairDelimiter)
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetTickerStream(context.Background(),
&gctrpc.GetTickerStreamRequest{
Exchange: exchangeName,
Pair: &gctrpc.CurrencyPair{
Base: p.Base.String(),
Quote: p.Quote.String(),
Delimiter: p.Delimiter,
},
AssetType: assetType,
},
)
if err != nil {
return err
}
for {
resp, err := result.Recv()
if err != nil {
return err
}
err = clearScreen()
if err != nil {
return err
}
fmt.Printf("Ticker stream for %s %s:\n", exchangeName,
resp.Pair.String())
fmt.Println()
fmt.Printf("LAST: %f\n HIGH: %f\n LOW: %f\n BID: %f\n ASK: %f\n VOLUME: %f\n PRICEATH: %f\n LASTUPDATED: %d\n",
resp.Last,
resp.High,
resp.Low,
resp.Bid,
resp.Ask,
resp.Volume,
resp.PriceAth,
resp.LastUpdated)
}
}
var getExchangeTickerStreamCommand = cli.Command{
Name: "getexchangetickerstream",
Usage: "gets a stream for all tickers associated with an exchange",
ArgsUsage: "<exchange>",
Action: getExchangeTickerStream,
Flags: []cli.Flag{
cli.StringFlag{
Name: "exchange",
Usage: "the exchange to get the ticker from",
},
},
}
func getExchangeTickerStream(c *cli.Context) error {
if c.NArg() == 0 && c.NumFlags() == 0 {
cli.ShowCommandHelp(c, "getexchangetickerstream")
return nil
}
var exchangeName string
if c.IsSet("exchange") {
exchangeName = c.String("exchange")
} else {
exchangeName = c.Args().First()
}
if !validExchange(exchangeName) {
return errInvalidExchange
}
conn, err := setupClient()
if err != nil {
return err
}
defer conn.Close()
client := gctrpc.NewGoCryptoTraderClient(conn)
result, err := client.GetExchangeTickerStream(context.Background(),
&gctrpc.GetExchangeTickerStreamRequest{
Exchange: exchangeName,
})
if err != nil {
return err
}
for {
resp, err := result.Recv()
if err != nil {
return err
}
fmt.Printf("Ticker stream for %s %s:\n",
exchangeName,
resp.Pair.String())
fmt.Printf("LAST: %f HIGH: %f LOW: %f BID: %f ASK: %f VOLUME: %f PRICEATH: %f LASTUPDATED: %d\n",
resp.Last,
resp.High,
resp.Low,
resp.Bid,
resp.Ask,
resp.Volume,
resp.PriceAth,
resp.LastUpdated)
}
}
func clearScreen() error {
switch runtime.GOOS {
case "windows":
cmd := exec.Command("cmd", "/c", "cls")
cmd.Stdout = os.Stdout
return cmd.Run()
default:
cmd := exec.Command("clear")
cmd.Stdout = os.Stdout
return cmd.Run()
}
}

View File

@@ -128,6 +128,10 @@ func main() {
getExchangePairsCommand,
enableExchangePairCommand,
disableExchangePairCommand,
getOrderbookStreamCommand,
getExchangeOrderbookStreamCommand,
getTickerStreamCommand,
getExchangeTickerStreamCommand,
}
err := app.Run(os.Args)

View File

@@ -5,11 +5,13 @@ import (
"strings"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
var (
errInvalidPair = errors.New("invalid currency pair supplied")
errInvalidExchange = errors.New("invalid exchange supplied")
errInvalidAsset = errors.New("invalid asset supplied")
)
func validPair(pair string) bool {
@@ -19,3 +21,7 @@ func validPair(pair string) bool {
func validExchange(exch string) bool {
return exchange.IsSupported(exch)
}
func validAsset(i string) bool {
return asset.IsValid(asset.Item(i))
}

357
dispatch/dispatch.go Normal file
View File

@@ -0,0 +1,357 @@
package dispatch
import (
"errors"
"fmt"
"sync"
"sync/atomic"
"time"
"github.com/gofrs/uuid"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
func init() {
dispatcher = &Dispatcher{
routes: make(map[uuid.UUID][]chan interface{}),
jobs: make(chan *job, DefaultJobBuffer),
outbound: sync.Pool{
New: func() interface{} {
// Create unbuffered channel for data pass
return make(chan interface{})
},
},
}
}
// Start starts the dispatch system by spawning workers and allocating memory
func Start(workers int64) error {
if dispatcher == nil {
return errors.New(errNotInitialised)
}
mtx.Lock()
defer mtx.Unlock()
return dispatcher.start(workers)
}
// Stop attempts to stop the dispatch service, this will close all pipe channels
// flush job list and drop all workers
func Stop() error {
if dispatcher == nil {
return errors.New(errNotInitialised)
}
log.Debugln(log.DispatchMgr, "Dispatch manager shutting down...")
mtx.Lock()
defer mtx.Unlock()
return dispatcher.stop()
}
// IsRunning checks to see if the dispatch service is running
func IsRunning() bool {
if dispatcher == nil {
return false
}
return dispatcher.isRunning()
}
// DropWorker drops a worker routine
func DropWorker() error {
if dispatcher == nil {
return errors.New(errNotInitialised)
}
dispatcher.dropWorker()
return nil
}
// SpawnWorker starts a new worker routine
func SpawnWorker() error {
if dispatcher == nil {
return errors.New(errNotInitialised)
}
return dispatcher.spawnWorker()
}
// start compares atomic running value, sets defaults, overides with
// configuration, then spawns workers
func (d *Dispatcher) start(workers int64) error {
if atomic.LoadUint32(&d.running) == 1 {
return errors.New(errAlreadyStarted)
}
if workers < 1 {
log.Warn(log.DispatchMgr,
"Dispatcher: workers cannot be zero using default values")
workers = DefaultMaxWorkers
}
d.maxWorkers = workers
d.shutdown = make(chan *sync.WaitGroup)
if atomic.LoadInt64(&d.count) != 0 {
return errors.New("dispatcher leaked workers found")
}
for i := int64(0); i < d.maxWorkers; i++ {
err := d.spawnWorker()
if err != nil {
return err
}
}
atomic.SwapUint32(&d.running, 1)
return nil
}
// stop stops the service and shuts down all worker routines
func (d *Dispatcher) stop() error {
if !atomic.CompareAndSwapUint32(&d.running, 1, 0) {
return errors.New(errCannotShutdown)
}
close(d.shutdown)
ch := make(chan struct{})
timer := time.NewTimer(1 * time.Second)
defer func() {
if !timer.Stop() {
select {
case <-timer.C:
default:
}
}
}()
go func(ch chan struct{}) { d.wg.Wait(); ch <- struct{}{} }(ch)
select {
case <-ch:
// close all routes
for key := range d.routes {
for i := range d.routes[key] {
close(d.routes[key][i])
}
d.routes[key] = nil
}
for len(d.jobs) != 0 { // drain jobs channel for old data
<-d.jobs
}
log.Debugln(log.DispatchMgr, "Dispatch manager shutdown.")
return nil
case <-timer.C:
return errors.New(errShutdownRoutines)
}
}
// isRunning returns if the dispatch system is running
func (d *Dispatcher) isRunning() bool {
return atomic.LoadUint32(&d.running) == 1
}
// dropWorker deallocates a worker routine
func (d *Dispatcher) dropWorker() {
wg := sync.WaitGroup{}
wg.Add(1)
d.shutdown <- &wg
wg.Wait()
}
// spawnWorker allocates a new worker for job processing
func (d *Dispatcher) spawnWorker() error {
if atomic.LoadInt64(&d.count) >= d.maxWorkers {
return errors.New("dispatcher cannot spawn more workers; ceiling reached")
}
var spawnWg sync.WaitGroup
spawnWg.Add(1)
go d.relayer(&spawnWg)
spawnWg.Wait()
return nil
}
// Relayer routine relays communications across the defined routes
func (d *Dispatcher) relayer(i *sync.WaitGroup) {
atomic.AddInt64(&d.count, 1)
d.wg.Add(1)
timeout := time.NewTimer(0)
i.Done()
for {
select {
case j := <-d.jobs:
d.rMtx.RLock()
if _, ok := d.routes[j.ID]; !ok {
d.rMtx.RUnlock()
continue
}
// Channel handshake timeout feature if a channel is blocked for any
// period of time due to an issue with the receiving routine.
// This will wait on channel then fall over to the next route when
// the timer actuates and continue over the route list. Have to
// iterate across full length of routes so every routine can get
// their new info, cannot be buffered as we dont want to have an old
// orderbook etc contained in a buffered channel when a routine
// actually is ready for a receive.
// TODO: Need to consider optimal timer length
for i := range d.routes[j.ID] {
if !timeout.Stop() { // Stop timer before reset
// Drain channel if timer has already actuated
select {
case <-timeout.C:
default:
}
}
timeout.Reset(DefaultHandshakeTimeout)
select {
case d.routes[j.ID][i] <- j.Data:
case <-timeout.C:
}
}
d.rMtx.RUnlock()
case v := <-d.shutdown:
if !timeout.Stop() {
select {
case <-timeout.C:
default:
}
}
atomic.AddInt64(&d.count, -1)
if v != nil {
v.Done()
}
d.wg.Done()
return
}
}
}
// publish relays data to the subscribed subsystems
func (d *Dispatcher) publish(id uuid.UUID, data interface{}) error {
if data == nil {
return errors.New("dispatcher data cannot be nil")
}
if id == (uuid.UUID{}) {
return errors.New("dispatcher uuid not set")
}
if atomic.LoadUint32(&d.running) == 0 {
return nil
}
// Create a new job to publish
newJob := &job{
Data: data,
ID: id,
}
// Push job on stack here
select {
case d.jobs <- newJob:
default:
return fmt.Errorf("dispatcher buffer at max capacity [%d] current worker count [%d], spawn more workers via --dispatchworkers=x",
len(d.jobs),
atomic.LoadInt64(&d.count))
}
return nil
}
// Subscribe subscribes a system and returns a communication chan, this does not
// ensure initial push. If your routine is out of sync with heartbeat and the
// system does not get a change, its up to you to in turn get initial state.
func (d *Dispatcher) subscribe(id uuid.UUID) (chan interface{}, error) {
if atomic.LoadUint32(&d.running) == 0 {
return nil, errors.New(errNotInitialised)
}
// Read lock to read route list
d.rMtx.RLock()
_, ok := d.routes[id]
d.rMtx.RUnlock()
if !ok {
return nil, errors.New("dispatcher uuid not found in route list")
}
// Get an unused channel from the channel pool
unusedChan := d.outbound.Get().(chan interface{})
// Lock for writing to the route list
d.rMtx.Lock()
d.routes[id] = append(d.routes[id], unusedChan)
d.rMtx.Unlock()
return unusedChan, nil
}
// Unsubscribe unsubs a routine from the dispatcher
func (d *Dispatcher) unsubscribe(id uuid.UUID, usedChan chan interface{}) error {
if atomic.LoadUint32(&d.running) == 0 {
// reference will already be released in the stop function
return nil
}
// Read lock to read route list
d.rMtx.RLock()
_, ok := d.routes[id]
d.rMtx.RUnlock()
if !ok {
return errors.New("dispatcher uuid does not reference any channels")
}
// Lock for write to delete references
d.rMtx.Lock()
for i := range d.routes[id] {
if d.routes[id][i] != usedChan {
continue
}
// Delete individual reference
d.routes[id][i] = d.routes[id][len(d.routes[id])-1]
d.routes[id][len(d.routes[id])-1] = nil
d.routes[id] = d.routes[id][:len(d.routes[id])-1]
d.rMtx.Unlock()
// Drain and put the used chan back in pool; only if it is not closed.
select {
case _, ok := <-usedChan:
if !ok {
return nil
}
default:
}
d.outbound.Put(usedChan)
return nil
}
d.rMtx.Unlock()
return errors.New("dispatcher channel not found in uuid reference slice")
}
// GetNewID returns a new ID
func (d *Dispatcher) getNewID() (uuid.UUID, error) {
// Generate new uuid
newID, err := uuid.NewV4()
if err != nil {
return uuid.UUID{}, err
}
// Check to see if it already exists
d.rMtx.RLock()
_, ok := d.routes[newID]
d.rMtx.RUnlock()
if ok {
return newID, errors.New("dispatcher collision detected, uuid already exists")
}
// Write the key into system
d.rMtx.Lock()
d.routes[newID] = nil
d.rMtx.Unlock()
return newID, nil
}

307
dispatch/dispatch_test.go Normal file
View File

@@ -0,0 +1,307 @@
package dispatch
import (
"fmt"
"os"
"sync"
"testing"
"github.com/gofrs/uuid"
)
var mux *Mux
func TestMain(m *testing.M) {
err := Start(DefaultMaxWorkers)
if err != nil {
fmt.Println(err)
os.Exit(1)
}
cpyDispatch = dispatcher
mux = GetNewMux()
cpyMux = mux
os.Exit(m.Run())
}
var cpyDispatch *Dispatcher
var cpyMux *Mux
func TestDispatcher(t *testing.T) {
dispatcher = nil
err := Stop()
if err == nil {
t.Error("error cannot be nil")
}
err = Start(10)
if err == nil {
t.Error("error cannot be nil")
}
if IsRunning() {
t.Error("should be false")
}
err = DropWorker()
if err == nil {
t.Error("error cannot be nil")
}
err = SpawnWorker()
if err == nil {
t.Error("error cannot be nil")
}
dispatcher = cpyDispatch
if !IsRunning() {
t.Error("should be true")
}
err = Start(10)
if err == nil {
t.Error("error cannot be nil")
}
err = DropWorker()
if err != nil {
t.Error(err)
}
err = DropWorker()
if err != nil {
t.Error(err)
}
err = SpawnWorker()
if err != nil {
t.Error(err)
}
err = SpawnWorker()
if err != nil {
t.Error(err)
}
err = SpawnWorker()
if err == nil {
t.Error("error cannot be nil")
}
err = Stop()
if err != nil {
t.Error(err)
}
err = Stop()
if err == nil {
t.Error("error cannot be nil")
}
err = Start(0)
if err != nil {
t.Error(err)
}
payload := "something"
err = dispatcher.publish(uuid.UUID{}, &payload)
if err == nil {
t.Error("error cannot be nil")
}
err = dispatcher.publish(uuid.UUID{}, nil)
if err == nil {
t.Error("error cannot be nil")
}
id, errrrrrrrr := dispatcher.getNewID()
if errrrrrrrr != nil {
t.Error(errrrrrrrr)
}
err = dispatcher.publish(id, &payload)
if err != nil {
t.Error(err)
}
err = dispatcher.stop()
if err != nil {
t.Error(err)
}
err = dispatcher.publish(id, &payload)
if err != nil {
t.Error(err)
}
_, err = dispatcher.subscribe(id)
if err == nil {
t.Error("error cannot be nil")
}
err = dispatcher.start(10)
if err != nil {
t.Error(err)
}
someID, err := uuid.NewV4()
if err != nil {
t.Error(err)
}
_, err = dispatcher.subscribe(someID)
if err == nil {
t.Error("error cannot be nil")
}
randomChan := make(chan interface{})
err = dispatcher.unsubscribe(someID, randomChan)
if err == nil {
t.Error(err)
}
err = dispatcher.unsubscribe(id, randomChan)
if err == nil {
t.Error(err)
}
close(randomChan)
err = dispatcher.unsubscribe(id, randomChan)
if err == nil {
t.Error(err)
}
}
func TestMux(t *testing.T) {
mux = nil
_, err := mux.Subscribe(uuid.UUID{})
if err == nil {
t.Error("error cannot be nil")
}
err = mux.Unsubscribe(uuid.UUID{}, nil)
if err == nil {
t.Error("error cannot be nil")
}
err = mux.Publish(nil, nil)
if err == nil {
t.Error("error cannot be nil")
}
_, err = mux.GetID()
if err == nil {
t.Error("error cannot be nil")
}
mux = cpyMux
err = mux.Publish(nil, nil)
if err == nil {
t.Error("error cannot be nil")
}
payload := "string"
id, err := uuid.NewV4()
if err != nil {
t.Error(err)
}
err = mux.Publish([]uuid.UUID{id}, &payload)
if err != nil {
t.Error(err)
}
_, err = mux.Subscribe(uuid.UUID{})
if err == nil {
t.Error("error cannot be nil")
}
_, err = mux.Subscribe(id)
if err == nil {
t.Error("error cannot be nil")
}
}
func TestSubscribe(t *testing.T) {
itemID, err := mux.GetID()
if err != nil {
t.Fatal(err)
}
var pipes []Pipe
for i := 0; i < 1000; i++ {
newPipe, err := mux.Subscribe(itemID)
if err != nil {
t.Error(err)
}
pipes = append(pipes, newPipe)
}
for i := range pipes {
err := pipes[i].Release()
if err != nil {
t.Error(err)
}
}
}
func TestPublish(t *testing.T) {
itemID, err := mux.GetID()
if err != nil {
t.Fatal(err)
}
pipe, err := mux.Subscribe(itemID)
if err != nil {
t.Error(err)
}
var wg sync.WaitGroup
wg.Add(1)
go func(wg *sync.WaitGroup) {
wg.Done()
for {
_, ok := <-pipe.C
if !ok {
pErr := pipe.Release()
if pErr != nil {
t.Error(pErr)
}
wg.Done()
return
}
}
}(&wg)
wg.Wait()
wg.Add(1)
mainPayload := "PAYLOAD"
for i := 0; i < 100; i++ {
errMux := mux.Publish([]uuid.UUID{itemID}, &mainPayload)
if errMux != nil {
t.Error(errMux)
}
}
// Shut down dispatch system
err = Stop()
if err != nil {
t.Fatal(err)
}
wg.Wait()
}
func BenchmarkSubscribe(b *testing.B) {
newID, err := mux.GetID()
if err != nil {
b.Error(err)
}
for n := 0; n < b.N; n++ {
_, err := mux.Subscribe(newID)
if err != nil {
b.Error(err)
}
}
}

View File

@@ -0,0 +1,88 @@
package dispatch
import (
"sync"
"time"
"github.com/gofrs/uuid"
)
const (
// DefaultJobBuffer defines a maxiumum amount of jobs allowed in channel
DefaultJobBuffer = 100
// DefaultMaxWorkers is the package default worker ceiling amount
DefaultMaxWorkers = 10
// DefaultHandshakeTimeout defines a workers max length of time to wait on a
// an unbuffered channel for a receiver before moving on to next route
DefaultHandshakeTimeout = 200 * time.Nanosecond
errNotInitialised = "dispatcher not initialised"
errAlreadyStarted = "dispatcher already started"
errCannotShutdown = "dispatcher cannot shutdown, already stopped"
errShutdownRoutines = "dispatcher did not shutdown properly, routines failed to close"
)
// dispatcher is our main in memory instance with a stop/start mtx below
var dispatcher *Dispatcher
var mtx sync.Mutex
// Dispatcher defines an internal subsystem communication/change state publisher
type Dispatcher struct {
// routes refers to a subystem uuid ticket map with associated publish
// channels, a relayer will be given a unique id through its job channel,
// then publish the data across the full registered channels for that uuid.
// See relayer() method below.
routes map[uuid.UUID][]chan interface{}
// rMtx protects the routes variable ensuring acceptable read/write access
rMtx sync.RWMutex
// Persistent buffered job queue for relayers
jobs chan *job
// Dynamic channel pool; returns an unbuffered channel for routes map
outbound sync.Pool
// MaxWorkers defines max worker ceiling
maxWorkers int64
// Atomic values -----------------------
// Worker counter
count int64
// Dispatch status
running uint32
// Unbufferd shutdown chan, sync wg for ensuring concurrency when only
// dropping a single relayer routine
shutdown chan *sync.WaitGroup
// Relayer shutdown tracking
wg sync.WaitGroup
}
// job defines a relaying job associated with a ticket which allows routing to
// routines that require specific data
type job struct {
Data interface{}
ID uuid.UUID
}
// Mux defines a new multiplexor for the dispatch system, these a generated
// per subsystem
type Mux struct {
// Reference to the main running dispatch service
d *Dispatcher
sync.RWMutex
}
// Pipe defines an outbound object to the desired routine
type Pipe struct {
// Channel to get all our lovely informations
C chan interface{}
// ID to tracked system
id uuid.UUID
// Reference to multiplexor
m *Mux
}

77
dispatch/mux.go Normal file
View File

@@ -0,0 +1,77 @@
package dispatch
import (
"errors"
"reflect"
"github.com/gofrs/uuid"
)
// GetNewMux returns a new multiplexor to track subsystem updates
func GetNewMux() *Mux {
return &Mux{d: dispatcher}
}
// Subscribe takes in a package defined signature element pointing to an ID set
// and returns the associated pipe
func (m *Mux) Subscribe(id uuid.UUID) (Pipe, error) {
if m == nil {
return Pipe{}, errors.New("mux is nil")
}
if id == (uuid.UUID{}) {
return Pipe{}, errors.New("id not set")
}
ch, err := m.d.subscribe(id)
if err != nil {
return Pipe{}, err
}
return Pipe{C: ch, id: id, m: m}, nil
}
// Unsubscribe returns channel to the pool for the full signature set
func (m *Mux) Unsubscribe(id uuid.UUID, ch chan interface{}) error {
if m == nil {
return errors.New("mux is nil")
}
return m.d.unsubscribe(id, ch)
}
// Publish takes in a persistent memory address and dispatches changes to
// required pipes. Data should be of *type.
func (m *Mux) Publish(ids []uuid.UUID, data interface{}) error {
if m == nil {
return errors.New("mux is nil")
}
if data == nil {
return errors.New("data payload is nil")
}
cpy := reflect.ValueOf(data).Elem().Interface()
for i := range ids {
// Create copy to not interfere with stored value
err := m.d.publish(ids[i], &cpy)
if err != nil {
return err
}
}
return nil
}
// GetID gets a lovely new ID
func (m *Mux) GetID() (uuid.UUID, error) {
if m == nil {
return uuid.UUID{}, errors.New("mux is nil")
}
return m.d.getNewID()
}
// Release returns the channel to the communications pool to be reused
func (p *Pipe) Release() error {
return p.m.Unsubscribe(p.id, p.C)
}

View File

@@ -11,6 +11,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/currency/coinmarketcap"
"github.com/thrasher-corp/gocryptotrader/dispatch"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -111,6 +112,7 @@ func ValidateSettings(b *Engine, s *Settings) {
b.Settings.EnablePortfolioManager = s.EnablePortfolioManager
b.Settings.EnableCoinmarketcapAnalysis = s.EnableCoinmarketcapAnalysis
b.Settings.EnableDatabaseManager = s.EnableDatabaseManager
b.Settings.EnableDispatcher = s.EnableDispatcher
// TO-DO: FIXME
if flag.Lookup("grpc") != nil {
@@ -203,6 +205,7 @@ func ValidateSettings(b *Engine, s *Settings) {
}
b.Settings.GlobalHTTPProxy = s.GlobalHTTPProxy
b.Settings.DispatchMaxWorkerAmount = s.DispatchMaxWorkerAmount
}
// PrintSettings returns the engine settings
@@ -230,6 +233,8 @@ func PrintSettings(s *Settings) {
log.Debugf(log.Global, "\t Enable orderbook syncing: %v", s.EnableOrderbookSyncing)
log.Debugf(log.Global, "\t Enable websocket routine: %v\n", s.EnableWebsocketRoutine)
log.Debugf(log.Global, "\t Enable NTP client: %v", s.EnableNTPClient)
log.Debugf(log.Global, "\t Enable dispatcher: %v", s.EnableDispatcher)
log.Debugf(log.Global, "\t Dispatch package max worker amount: %d", s.DispatchMaxWorkerAmount)
log.Debugf(log.Global, "- FOREX SETTINGS:")
log.Debugf(log.Global, "\t Enable currency conveter: %v", s.EnableCurrencyConverter)
log.Debugf(log.Global, "\t Enable currency layer: %v", s.EnableCurrencyLayer)
@@ -266,6 +271,12 @@ func (e *Engine) Start() error {
}
}
if e.Settings.EnableDispatcher {
if err := dispatch.Start(e.Settings.DispatchMaxWorkerAmount); err != nil {
log.Errorf(log.DispatchMgr, "Dispatcher unable to start: %v", err)
}
}
// Sets up internet connectivity monitor
if e.Settings.EnableConnectivityMonitor {
if err := e.ConnectionManager.Start(); err != nil {
@@ -436,6 +447,12 @@ func (e *Engine) Stop() {
}
}
if dispatch.IsRunning() {
if err := dispatch.Stop(); err != nil {
log.Errorf(log.DispatchMgr, "Dispatch system unable to stop. Error: %v", err)
}
}
if !e.Settings.EnableDryRun {
err := e.Config.SaveConfig(e.Settings.ConfigFile, false)
if err != nil {

View File

@@ -61,4 +61,8 @@ type Settings struct {
ExchangeHTTPTimeout time.Duration
ExchangeHTTPUserAgent string
ExchangeHTTPProxy string
// Dispatch system settings
EnableDispatcher bool
DispatchMaxWorkerAmount int64
}

View File

@@ -149,12 +149,6 @@ func TestProcessTicker(t *testing.T) {
},
}
// this will throw an err with an unpopulated ticker
ticker.Tickers = nil
if r := e.processTicker(); r {
t.Error("unexpected result")
}
// now populate it with a 0 entry
tick := ticker.Price{
Pair: currency.NewPair(currency.BTC, currency.USD),
@@ -222,12 +216,6 @@ func TestProcessOrderbook(t *testing.T) {
},
}
// this will throw an err with an unpopulated orderbook
orderbook.Orderbooks = nil
if r := e.processOrderbook(); r {
t.Error("unexpected result")
}
// now populate it with a 0 entry
o := orderbook.Base{
Pair: currency.NewPair(currency.BTC, currency.USD),

View File

@@ -19,6 +19,7 @@ import (
"github.com/pquerna/otp/totp"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
@@ -42,6 +43,7 @@ func GetSubsystemsStatus() map[string]bool {
systems["grpc_proxy"] = Bot.Settings.EnableGRPCProxy
systems["deprecated_rpc"] = Bot.Settings.EnableDeprecatedRPC
systems["websocket_rpc"] = Bot.Settings.EnableWebsocketRPC
systems["dispatch"] = dispatch.IsRunning()
return systems
}
@@ -106,6 +108,11 @@ func SetSubsystem(subsys string, enable bool) error {
Bot.ExchangeCurrencyPairManager.Start()
}
Bot.ExchangeCurrencyPairManager.Stop()
case "dispatch":
if enable {
return dispatch.Start(Bot.Settings.DispatchMaxWorkerAmount)
}
return dispatch.Stop()
}
return errors.New("subsystem not found")
}

View File

@@ -9,7 +9,6 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
@@ -186,101 +185,6 @@ func relayWebsocketEvent(result interface{}, event, assetType, exchangeName stri
}
}
// TickerUpdaterRoutine fetches and updates the ticker for all enabled
// currency pairs and exchanges
func TickerUpdaterRoutine() {
log.Debugln(log.Ticker, "Starting ticker updater routine.")
var wg sync.WaitGroup
for {
wg.Add(len(Bot.Exchanges))
for x := range Bot.Exchanges {
go func(x int, wg *sync.WaitGroup) {
defer wg.Done()
if Bot.Exchanges[x] == nil || !Bot.Exchanges[x].SupportsREST() {
return
}
exchangeName := Bot.Exchanges[x].GetName()
supportsBatching := Bot.Exchanges[x].SupportsRESTTickerBatchUpdates()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
processTicker := func(exch exchange.IBotExchange, update bool, c currency.Pair, assetType asset.Item) {
var result ticker.Price
var err error
if update {
result, err = exch.UpdateTicker(c, assetType)
} else {
result, err = exch.FetchTicker(c, assetType)
}
printTickerSummary(&result, c, assetType, exchangeName, err)
if err == nil {
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "ticker_update", assetType.String(), exchangeName)
}
}
}
for y := range assetTypes {
enabledCurrencies := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for z := range enabledCurrencies {
if supportsBatching && z > 0 {
processTicker(Bot.Exchanges[x], false, enabledCurrencies[z], assetTypes[y])
continue
}
processTicker(Bot.Exchanges[x], true, enabledCurrencies[z], assetTypes[y])
}
}
}(x, &wg)
}
wg.Wait()
log.Debugln(log.Ticker, "All enabled currency tickers fetched.")
time.Sleep(time.Second * 10)
}
}
// OrderbookUpdaterRoutine fetches and updates the orderbooks for all enabled
// currency pairs and exchanges
func OrderbookUpdaterRoutine() {
log.Debugln(log.OrderBook, "Starting orderbook updater routine.")
var wg sync.WaitGroup
for {
wg.Add(len(Bot.Exchanges))
for x := range Bot.Exchanges {
go func(x int, wg *sync.WaitGroup) {
defer wg.Done()
if Bot.Exchanges[x] == nil || !Bot.Exchanges[x].SupportsREST() {
return
}
exchangeName := Bot.Exchanges[x].GetName()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
processOrderbook := func(exch exchange.IBotExchange, c currency.Pair, assetType asset.Item) {
result, err := exch.UpdateOrderbook(c, assetType)
printOrderbookSummary(&result, c, assetType, exchangeName, err)
if err == nil {
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "orderbook_update", assetType.String(), exchangeName)
}
}
}
for y := range assetTypes {
enabledCurrencies := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for z := range enabledCurrencies {
processOrderbook(Bot.Exchanges[x], enabledCurrencies[z], assetTypes[y])
}
}
}(x, &wg)
}
wg.Wait()
log.Debugln(log.OrderBook, "All enabled currency orderbooks fetched.")
time.Sleep(time.Second * 10)
}
}
// WebsocketRoutine Initial routine management system for websocket
func WebsocketRoutine() {
if Bot.Settings.Verbose {

View File

@@ -17,6 +17,8 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/gctrpc"
"github.com/thrasher-corp/gocryptotrader/gctrpc/auth"
log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -27,6 +29,13 @@ import (
"google.golang.org/grpc/metadata"
)
const (
errExchangeNameUnset = "exchange name unset"
errCurrencyPairUnset = "currency pair unset"
errAssetTypeUnset = "asset type unset"
errDispatchSystem = "dispatch system offline"
)
// RPCServer struct
type RPCServer struct{}
@@ -953,5 +962,200 @@ func (s *RPCServer) DisableExchangePair(ctx context.Context, r *gctrpc.ExchangeP
err = GetExchangeByName(r.Exchange).GetBase().CurrencyPairs.DisablePair(
asset.Item(r.AssetType), p)
return &gctrpc.GenericExchangeNameResponse{}, err
}
// GetOrderbookStream streams the requested updated orderbook
func (s *RPCServer) GetOrderbookStream(r *gctrpc.GetOrderbookStreamRequest, stream gctrpc.GoCryptoTrader_GetOrderbookStreamServer) error {
if r.Exchange == "" {
return errors.New(errExchangeNameUnset)
}
if r.Pair.String() == "" {
return errors.New(errCurrencyPairUnset)
}
if r.AssetType == "" {
return errors.New(errAssetTypeUnset)
}
p := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
pipe, err := orderbook.SubscribeOrderbook(r.Exchange, p, asset.Item(r.AssetType))
if err != nil {
return err
}
defer pipe.Release()
for {
data, ok := <-pipe.C
if !ok {
return errors.New(errDispatchSystem)
}
ob := (*data.(*interface{})).(orderbook.Base)
var bids, asks []*gctrpc.OrderbookItem
for i := range ob.Bids {
bids = append(bids, &gctrpc.OrderbookItem{
Amount: ob.Bids[i].Amount,
Price: ob.Bids[i].Price,
Id: ob.Bids[i].ID,
})
}
for i := range ob.Asks {
asks = append(asks, &gctrpc.OrderbookItem{
Amount: ob.Asks[i].Amount,
Price: ob.Asks[i].Price,
Id: ob.Asks[i].ID,
})
}
err := stream.Send(&gctrpc.OrderbookResponse{
Pair: &gctrpc.CurrencyPair{Base: ob.Pair.Base.String(),
Quote: ob.Pair.Quote.String()},
Bids: bids,
Asks: asks,
AssetType: ob.AssetType.String(),
})
if err != nil {
return err
}
}
}
// GetExchangeOrderbookStream streams all orderbooks associated with an exchange
func (s *RPCServer) GetExchangeOrderbookStream(r *gctrpc.GetExchangeOrderbookStreamRequest, stream gctrpc.GoCryptoTrader_GetExchangeOrderbookStreamServer) error {
if r.Exchange == "" {
return errors.New(errExchangeNameUnset)
}
pipe, err := orderbook.SubscribeToExchangeOrderbooks(r.Exchange)
if err != nil {
return err
}
defer pipe.Release()
for {
data, ok := <-pipe.C
if !ok {
return errors.New(errDispatchSystem)
}
ob := (*data.(*interface{})).(orderbook.Base)
var bids, asks []*gctrpc.OrderbookItem
for i := range ob.Bids {
bids = append(bids, &gctrpc.OrderbookItem{
Amount: ob.Bids[i].Amount,
Price: ob.Bids[i].Price,
Id: ob.Bids[i].ID,
})
}
for i := range ob.Asks {
asks = append(asks, &gctrpc.OrderbookItem{
Amount: ob.Asks[i].Amount,
Price: ob.Asks[i].Price,
Id: ob.Asks[i].ID,
})
}
err := stream.Send(&gctrpc.OrderbookResponse{
Pair: &gctrpc.CurrencyPair{Base: ob.Pair.Base.String(),
Quote: ob.Pair.Quote.String()},
Bids: bids,
Asks: asks,
AssetType: ob.AssetType.String(),
})
if err != nil {
return err
}
}
}
// GetTickerStream streams the requested updated ticker
func (s *RPCServer) GetTickerStream(r *gctrpc.GetTickerStreamRequest, stream gctrpc.GoCryptoTrader_GetTickerStreamServer) error {
if r.Exchange == "" {
return errors.New(errExchangeNameUnset)
}
if r.Pair.String() == "" {
return errors.New(errCurrencyPairUnset)
}
if r.AssetType == "" {
return errors.New(errAssetTypeUnset)
}
p := currency.NewPairFromStrings(r.Pair.Base, r.Pair.Quote)
pipe, err := ticker.SubscribeTicker(r.Exchange, p, asset.Item(r.AssetType))
if err != nil {
return err
}
defer pipe.Release()
for {
data, ok := <-pipe.C
if !ok {
return errors.New(errDispatchSystem)
}
t := (*data.(*interface{})).(ticker.Price)
err := stream.Send(&gctrpc.TickerResponse{
Pair: &gctrpc.CurrencyPair{
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: t.LastUpdated.Unix(),
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
PriceAth: t.PriceATH,
})
if err != nil {
return err
}
}
}
// GetExchangeTickerStream streams all tickers associated with an exchange
func (s *RPCServer) GetExchangeTickerStream(r *gctrpc.GetExchangeTickerStreamRequest, stream gctrpc.GoCryptoTrader_GetExchangeTickerStreamServer) error {
if r.Exchange == "" {
return errors.New(errExchangeNameUnset)
}
pipe, err := ticker.SubscribeToExchangeTickers(r.Exchange)
if err != nil {
return err
}
defer pipe.Release()
for {
data, ok := <-pipe.C
if !ok {
return errors.New(errDispatchSystem)
}
t := (*data.(*interface{})).(ticker.Price)
err := stream.Send(&gctrpc.TickerResponse{
Pair: &gctrpc.CurrencyPair{
Base: t.Pair.Base.String(),
Quote: t.Pair.Quote.String(),
Delimiter: t.Pair.Delimiter},
LastUpdated: t.LastUpdated.Unix(),
Last: t.Last,
High: t.High,
Low: t.Low,
Bid: t.Bid,
Ask: t.Ask,
Volume: t.Volume,
PriceAth: t.PriceATH,
})
if err != nil {
return err
}
}
}

View File

@@ -387,7 +387,7 @@ func TestUpdateOrderbook(t *testing.T) {
Quote: currency.USD}
_, err := a.UpdateOrderbook(q, "spot")
if err != nil {
t.Fatalf("Update for orderbook failed: %v", err)
if err == nil {
t.Fatalf("error cannot be nil as the endpoint returns no orderbook information")
}
}

View File

@@ -247,6 +247,7 @@ func (b *Binance) SeedLocalCache(p currency.Pair) error {
newOrderBook.LastUpdated = time.Unix(orderbookNew.LastUpdateID, 0)
newOrderBook.Pair = p
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = b.GetName()
return b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

View File

@@ -482,6 +482,8 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
newOrderBook.AssetType = assetType
newOrderBook.Bids = bid
newOrderBook.Pair = p
newOrderBook.ExchangeName = b.GetName()
err := b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
return fmt.Errorf("bitfinex.go error - %s", err)

View File

@@ -361,6 +361,8 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
newOrderBook.Bids = bids
newOrderBook.AssetType = assetType
newOrderBook.Pair = currencyPair
newOrderBook.ExchangeName = b.GetName()
err := b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
return fmt.Errorf("bitmex_websocket.go process orderbook error - %s",

View File

@@ -247,6 +247,7 @@ func (b *Bitstamp) seedOrderBook() error {
newOrderBook.Bids = bids
newOrderBook.Pair = p[x]
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = b.GetName()
err = b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

View File

@@ -216,6 +216,7 @@ func (c *CoinbasePro) ProcessSnapshot(snapshot *WebsocketOrderbookSnapshot) erro
pair := currency.NewPairFromString(snapshot.ProductID)
base.AssetType = asset.Spot
base.Pair = pair
base.ExchangeName = c.GetName()
err := c.Websocket.Orderbook.LoadSnapshot(&base)
if err != nil {

View File

@@ -288,6 +288,7 @@ func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
c.GetPairFormat(asset.Spot, true),
)
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = c.GetName()
return c.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

View File

@@ -237,6 +237,7 @@ func (g *Gateio) WsHandleData() {
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = currency.NewPairFromString(c)
newOrderBook.ExchangeName = g.GetName()
err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

View File

@@ -282,6 +282,7 @@ func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pa
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = pair
newOrderBook.ExchangeName = g.GetName()
err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
g.Websocket.DataHandler <- err

View File

@@ -250,6 +250,7 @@ func (h *HitBTC) WsProcessOrderbookSnapshot(ob WsOrderbook) error {
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = p
newOrderBook.ExchangeName = h.GetName()
err := h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

View File

@@ -2,235 +2,259 @@ package orderbook
import (
"errors"
"fmt"
"sort"
"sync"
"strings"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// const values for orderbook package
const (
errExchangeOrderbookNotFound = "orderbook for exchange does not exist"
errPairNotSet = "orderbook currency pair not set"
errAssetTypeNotSet = "orderbook asset type not set"
errBaseCurrencyNotFound = "orderbook base currency not found"
errQuoteCurrencyNotFound = "orderbook quote currency not found"
)
// Vars for the orderbook package
var (
Orderbooks []Orderbook
m sync.Mutex
)
// Item stores the amount and price values
type Item struct {
Amount float64
Price float64
ID int64
// Get checks and returns the orderbook given an exchange name and currency pair
// if it exists
func Get(exchange string, p currency.Pair, a asset.Item) (Base, error) {
o, err := service.Retrieve(exchange, p, a)
if err != nil {
return Base{}, err
}
return *o, nil
}
// Base holds the fields for the orderbook base
type Base struct {
Pair currency.Pair `json:"pair"`
Bids []Item `json:"bids"`
Asks []Item `json:"asks"`
LastUpdated time.Time `json:"lastUpdated"`
AssetType asset.Item `json:"assetType"`
ExchangeName string `json:"exchangeName"`
// SubscribeOrderbook subcribes to an orderbook and returns a communication
// channel to stream orderbook data updates
func SubscribeOrderbook(exchange string, p currency.Pair, a asset.Item) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
book, ok := service.Books[exchange][p.Base.Item][p.Quote.Item][a]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("orderbook item not found for %s %s %s",
exchange,
p,
a)
}
return service.mux.Subscribe(book.Main)
}
// Orderbook holds the orderbook information for a currency pair and type
type Orderbook struct {
Orderbook map[*currency.Item]map[*currency.Item]map[asset.Item]Base
ExchangeName string
// SubscribeToExchangeOrderbooks subcribes to all orderbooks on an exchange
func SubscribeToExchangeOrderbooks(exchange string) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
id, ok := service.Exchange[exchange]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("%s exchange orderbooks not found",
exchange)
}
return service.mux.Subscribe(id)
}
type byOBPrice []Item
// Update stores orderbook data
func (s *Service) Update(b *Base) error {
var ids []uuid.UUID
func (a byOBPrice) Len() int { return len(a) }
func (a byOBPrice) Swap(i, j int) { a[i], a[j] = a[j], a[i] }
func (a byOBPrice) Less(i, j int) bool { return a[i].Price < a[j].Price }
// Verify ensures that the orderbook items are correctly sorted
// Bids should always go from a high price to a low price and
// asks should always go from a low price to a higher price
func (o *Base) Verify() {
var lastPrice float64
var sortBids, sortAsks bool
for x := range o.Bids {
if lastPrice != 0 && o.Bids[x].Price >= lastPrice {
sortBids = true
break
s.Lock()
switch {
case s.Books[b.ExchangeName] == nil:
s.Books[b.ExchangeName] = make(map[*currency.Item]map[*currency.Item]map[asset.Item]*Book)
s.Books[b.ExchangeName][b.Pair.Base.Item] = make(map[*currency.Item]map[asset.Item]*Book)
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item] = make(map[asset.Item]*Book)
err := s.SetNewData(b)
if err != nil {
s.Unlock()
return err
}
lastPrice = o.Bids[x].Price
}
lastPrice = 0
for x := range o.Asks {
if lastPrice != 0 && o.Asks[x].Price <= lastPrice {
sortAsks = true
break
case s.Books[b.ExchangeName][b.Pair.Base.Item] == nil:
s.Books[b.ExchangeName][b.Pair.Base.Item] = make(map[*currency.Item]map[asset.Item]*Book)
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item] = make(map[asset.Item]*Book)
err := s.SetNewData(b)
if err != nil {
s.Unlock()
return err
}
lastPrice = o.Asks[x].Price
case s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item] == nil:
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item] = make(map[asset.Item]*Book)
err := s.SetNewData(b)
if err != nil {
s.Unlock()
return err
}
case s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType] == nil:
err := s.SetNewData(b)
if err != nil {
s.Unlock()
return err
}
default:
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType].b.Bids = b.Bids
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType].b.Asks = b.Asks
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType].b.LastUpdated = b.LastUpdated
ids = s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType].Assoc
ids = append(ids, s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType].Main)
}
s.Unlock()
return s.mux.Publish(ids, b)
}
// SetNewData sets new data
func (s *Service) SetNewData(b *Base) error {
ids, err := s.GetAssociations(b)
if err != nil {
return err
}
singleID, err := s.mux.GetID()
if err != nil {
return err
}
if sortBids {
sort.Sort(sort.Reverse(byOBPrice(o.Bids)))
s.Books[b.ExchangeName][b.Pair.Base.Item][b.Pair.Quote.Item][b.AssetType] = &Book{b: b,
Main: singleID,
Assoc: ids}
return nil
}
// GetAssociations links a singular book with it's dispatch associations
func (s *Service) GetAssociations(b *Base) ([]uuid.UUID, error) {
if b == nil {
return nil, errors.New("orderbook is nil")
}
if sortAsks {
sort.Sort((byOBPrice(o.Asks)))
var ids []uuid.UUID
exchangeID, ok := s.Exchange[b.ExchangeName]
if !ok {
var err error
exchangeID, err = s.mux.GetID()
if err != nil {
return nil, err
}
s.Exchange[b.ExchangeName] = exchangeID
}
ids = append(ids, exchangeID)
return ids, nil
}
// Retrieve gets orderbook data from the slice
func (s *Service) Retrieve(exchange string, p currency.Pair, a asset.Item) (*Base, error) {
exchange = strings.ToLower(exchange)
s.RLock()
defer s.RUnlock()
if s.Books[exchange] == nil {
return nil, fmt.Errorf("no orderbooks for %s exchange", exchange)
}
if s.Books[exchange][p.Base.Item] == nil {
return nil, fmt.Errorf("no orderbooks associated with base currency %s",
p.Base)
}
if s.Books[exchange][p.Base.Item][p.Quote.Item] == nil {
return nil, fmt.Errorf("no orderbooks associated with quote currency %s",
p.Quote)
}
if s.Books[exchange][p.Base.Item][p.Quote.Item][a] == nil {
return nil, fmt.Errorf("no orderbooks associated with asset type %s",
a)
}
return s.Books[exchange][p.Base.Item][p.Quote.Item][a].b, nil
}
// TotalBidsAmount returns the total amount of bids and the total orderbook
// bids value
func (o *Base) TotalBidsAmount() (amountCollated, total float64) {
for _, x := range o.Bids {
amountCollated += x.Amount
total += x.Amount * x.Price
func (b *Base) TotalBidsAmount() (amountCollated, total float64) {
for x := range b.Bids {
amountCollated += b.Bids[x].Amount
total += b.Bids[x].Amount * b.Bids[x].Price
}
return amountCollated, total
}
// TotalAsksAmount returns the total amount of asks and the total orderbook
// asks value
func (o *Base) TotalAsksAmount() (amountCollated, total float64) {
for _, x := range o.Asks {
amountCollated += x.Amount
total += x.Amount * x.Price
func (b *Base) TotalAsksAmount() (amountCollated, total float64) {
for y := range b.Asks {
amountCollated += b.Asks[y].Amount
total += b.Asks[y].Amount * b.Asks[y].Price
}
return amountCollated, total
}
// Update updates the bids and asks
func (o *Base) Update(bids, asks []Item) {
o.Bids = bids
o.Asks = asks
o.LastUpdated = time.Now()
func (b *Base) Update(bids, asks []Item) {
b.Bids = bids
b.Asks = asks
b.LastUpdated = time.Now()
}
// Get checks and returns the orderbook given an exchange name and currency pair
// if it exists
func Get(exchange string, p currency.Pair, orderbookType asset.Item) (Base, error) {
orderbook, err := GetByExchange(exchange)
if err != nil {
return Base{}, err
}
if !BaseCurrencyExists(exchange, p.Base) {
return Base{}, errors.New(errBaseCurrencyNotFound)
}
if !QuoteCurrencyExists(exchange, p) {
return Base{}, errors.New(errQuoteCurrencyNotFound)
}
return orderbook.Orderbook[p.Base.Item][p.Quote.Item][orderbookType], nil
}
// GetByExchange returns an exchange orderbook
func GetByExchange(exchange string) (*Orderbook, error) {
m.Lock()
defer m.Unlock()
for x := range Orderbooks {
if Orderbooks[x].ExchangeName == exchange {
return &Orderbooks[x], nil
// Verify ensures that the orderbook items are correctly sorted
// Bids should always go from a high price to a low price and
// asks should always go from a low price to a higher price
func (b *Base) Verify() {
var lastPrice float64
var sortBids, sortAsks bool
for x := range b.Bids {
if lastPrice != 0 && b.Bids[x].Price >= lastPrice {
sortBids = true
break
}
lastPrice = b.Bids[x].Price
}
return nil, errors.New(errExchangeOrderbookNotFound)
}
// BaseCurrencyExists checks to see if the base currency of the orderbook map
// exists
func BaseCurrencyExists(exchange string, currency currency.Code) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[currency.Item]; ok {
return true
}
lastPrice = 0
for x := range b.Asks {
if lastPrice != 0 && b.Asks[x].Price <= lastPrice {
sortAsks = true
break
}
lastPrice = b.Asks[x].Price
}
return false
}
// QuoteCurrencyExists checks to see if the quote currency of the orderbook
// map exists
func QuoteCurrencyExists(exchange string, p currency.Pair) bool {
m.Lock()
defer m.Unlock()
for _, y := range Orderbooks {
if y.ExchangeName == exchange {
if _, ok := y.Orderbook[p.Base.Item]; ok {
if _, ok := y.Orderbook[p.Base.Item][p.Quote.Item]; ok {
return true
}
}
}
if sortBids {
sort.Sort(sort.Reverse(byOBPrice(b.Bids)))
}
return false
}
// CreateNewOrderbook creates a new orderbook
func CreateNewOrderbook(exchangeName string, orderbookNew *Base, orderbookType asset.Item) *Orderbook {
m.Lock()
defer m.Unlock()
orderbook := Orderbook{}
orderbook.ExchangeName = exchangeName
orderbook.Orderbook = make(map[*currency.Item]map[*currency.Item]map[asset.Item]Base)
a := make(map[*currency.Item]map[asset.Item]Base)
b := make(map[asset.Item]Base)
b[orderbookType] = *orderbookNew
a[orderbookNew.Pair.Quote.Item] = b
orderbook.Orderbook[orderbookNew.Pair.Base.Item] = a
Orderbooks = append(Orderbooks, orderbook)
return &orderbook
if sortAsks {
sort.Sort((byOBPrice(b.Asks)))
}
}
// Process processes incoming orderbooks, creating or updating the orderbook
// list
func (o *Base) Process() error {
if o.Pair.IsEmpty() {
func (b *Base) Process() error {
if b.ExchangeName == "" {
return errors.New(errExchangeNameUnset)
}
b.ExchangeName = strings.ToLower(b.ExchangeName)
if b.Pair.IsEmpty() {
return errors.New(errPairNotSet)
}
if o.AssetType == "" {
if b.AssetType.String() == "" {
return errors.New(errAssetTypeNotSet)
}
if o.LastUpdated.IsZero() {
o.LastUpdated = time.Now()
if len(b.Asks) == 0 && len(b.Bids) == 0 {
return errors.New(errNoOrderbook)
}
o.Verify()
orderbook, err := GetByExchange(o.ExchangeName)
if err != nil {
CreateNewOrderbook(o.ExchangeName, o, o.AssetType)
return nil
if b.LastUpdated.IsZero() {
b.LastUpdated = time.Now()
}
if BaseCurrencyExists(o.ExchangeName, o.Pair.Base) {
m.Lock()
a := make(map[asset.Item]Base)
a[o.AssetType] = *o
orderbook.Orderbook[o.Pair.Base.Item][o.Pair.Quote.Item] = a
m.Unlock()
return nil
}
b.Verify()
m.Lock()
a := make(map[*currency.Item]map[asset.Item]Base)
b := make(map[asset.Item]Base)
b[o.AssetType] = *o
a[o.Pair.Quote.Item] = b
orderbook.Orderbook[o.Pair.Base.Item] = a
m.Unlock()
return nil
return service.Update(b)
}

View File

@@ -1,16 +1,139 @@
package orderbook
import (
"log"
"math/rand"
"os"
"strconv"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
func TestMain(m *testing.M) {
err := dispatch.Start(1)
if err != nil {
log.Fatal(err)
}
cpyMux = service.mux
os.Exit(m.Run())
}
var cpyMux *dispatch.Mux
func TestSubscribeOrderbook(t *testing.T) {
_, err := SubscribeOrderbook("", currency.Pair{}, asset.Item(""))
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.BTC, currency.USD)
b := Base{
Pair: p,
AssetType: asset.Spot,
}
err = b.Process()
if err == nil {
t.Error("error cannot be nil")
}
b.ExchangeName = "SubscribeOBTest"
err = b.Process()
if err == nil {
t.Error("error cannot be nil")
}
b.Bids = []Item{{}}
err = b.Process()
if err != nil {
t.Error("test failed - process error", err)
}
_, err = SubscribeOrderbook("SubscribeOBTest", p, asset.Spot)
if err != nil {
t.Error("error cannot be nil")
}
// process redundant update
err = b.Process()
if err != nil {
t.Error("test failed - process error", err)
}
}
func TestUpdateBooks(t *testing.T) {
p := currency.NewPair(currency.BTC, currency.USD)
b := Base{
Pair: p,
AssetType: asset.Spot,
ExchangeName: "UpdateTest",
}
service.mux = nil
err := service.Update(&b)
if err == nil {
t.Error("error cannot be nil")
}
b.Pair.Base = currency.CYC
err = service.Update(&b)
if err == nil {
t.Error("error cannot be nil")
}
b.Pair.Quote = currency.ENAU
err = service.Update(&b)
if err == nil {
t.Error("error cannot be nil")
}
b.AssetType = "unicorns"
err = service.Update(&b)
if err == nil {
t.Error("error cannot be nil")
}
service.mux = cpyMux
}
func TestSubscribeToExchangeOrderbooks(t *testing.T) {
_, err := SubscribeToExchangeOrderbooks("")
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.BTC, currency.USD)
b := Base{
Pair: p,
AssetType: asset.Spot,
ExchangeName: "SubscribeToExchangeOrderbooks",
Bids: []Item{{}},
}
err = b.Process()
if err != nil {
t.Error("test failed:", err)
}
_, err = SubscribeToExchangeOrderbooks("SubscribeToExchangeOrderbooks")
if err != nil {
t.Error(err)
}
}
func TestVerify(t *testing.T) {
t.Parallel()
b := Base{
@@ -95,13 +218,18 @@ func TestUpdate(t *testing.T) {
func TestGetOrderbook(t *testing.T) {
c := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
base := &Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
ExchangeName: "Exchange",
AssetType: asset.Spot,
}
CreateNewOrderbook("Exchange", &base, asset.Spot)
err := base.Process()
if err != nil {
t.Fatal(err)
}
result, err := Get("Exchange", c, asset.Spot)
if err != nil {
@@ -128,83 +256,37 @@ func TestGetOrderbook(t *testing.T) {
if err == nil {
t.Fatal("Test failed. TestGetOrderbook retrieved non-existent orderbook using invalid second currency")
}
}
func TestGetOrderbookByExchange(t *testing.T) {
currency := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Pair: currency,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
}
CreateNewOrderbook("Exchange", &base, asset.Spot)
_, err := GetByExchange("Exchange")
base.Pair = newCurrency
err = base.Process()
if err != nil {
t.Fatalf("Test failed. TestGetOrderbookByExchange failed to get orderbook. Error %s",
err)
t.Error(err)
}
_, err = GetByExchange("nonexistent")
_, err = Get("Exchange", newCurrency, "meowCats")
if err == nil {
t.Fatal("Test failed. TestGetOrderbookByExchange retrieved non-existent orderbook")
}
}
func TestFirstCurrencyExists(t *testing.T) {
c := currency.NewPairFromStrings("BTC", "AUD")
base := Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
}
CreateNewOrderbook("Exchange", &base, asset.Spot)
if !BaseCurrencyExists("Exchange", c.Base) {
t.Fatal("Test failed. TestFirstCurrencyExists expected first currency doesn't exist")
}
var item = currency.NewCode("blah")
if BaseCurrencyExists("Exchange", item) {
t.Fatal("Test failed. TestFirstCurrencyExists unexpected first currency exists")
}
}
func TestSecondCurrencyExists(t *testing.T) {
c := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
}
CreateNewOrderbook("Exchange", &base, asset.Spot)
if !QuoteCurrencyExists("Exchange", c) {
t.Fatal("Test failed. TestSecondCurrencyExists expected first currency doesn't exist")
}
c.Quote = currency.NewCode("blah")
if QuoteCurrencyExists("Exchange", c) {
t.Fatal("Test failed. TestSecondCurrencyExists unexpected first currency exists")
t.Error("error cannot be nil")
}
}
func TestCreateNewOrderbook(t *testing.T) {
c := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
base := &Base{
Pair: c,
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
ExchangeName: "testCreateNewOrderbook",
AssetType: asset.Spot,
}
CreateNewOrderbook("Exchange", &base, asset.Spot)
result, err := Get("Exchange", c, asset.Spot)
err := base.Process()
if err != nil {
t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook")
t.Fatal(err)
}
result, err := Get("testCreateNewOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestCreateNewOrderbook failed to create new orderbook", err)
}
if !result.Pair.Equal(c) {
@@ -223,12 +305,11 @@ func TestCreateNewOrderbook(t *testing.T) {
}
func TestProcessOrderbook(t *testing.T) {
Orderbooks = []Orderbook{}
c := currency.NewPairFromStrings("BTC", "USD")
base := Base{
Asks: []Item{{Price: 100, Amount: 10}},
Bids: []Item{{Price: 200, Amount: 10}},
ExchangeName: "Exchange",
ExchangeName: "ProcessOrderbook",
}
// test for empty pair
@@ -251,7 +332,7 @@ func TestProcessOrderbook(t *testing.T) {
if err != nil {
t.Error("unexpcted result: ", err)
}
result, err := Get("Exchange", c, asset.Spot)
result, err := Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to create new orderbook")
}
@@ -266,7 +347,7 @@ func TestProcessOrderbook(t *testing.T) {
if err != nil {
t.Error("Test Failed - Process() error", err)
}
result, err = Get("Exchange", c, asset.Spot)
result, err = Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
}
@@ -281,7 +362,7 @@ func TestProcessOrderbook(t *testing.T) {
if err != nil {
t.Error("Test Failed - Process() error", err)
}
result, err = Get("Exchange", c, asset.Spot)
result, err = Get("ProcessOrderbook", c, asset.Spot)
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
}
@@ -296,7 +377,7 @@ func TestProcessOrderbook(t *testing.T) {
t.Error("Test Failed - Process() error", err)
}
result, err = Get("Exchange", c, "monthly")
result, err = Get("ProcessOrderbook", c, "monthly")
if err != nil {
t.Fatal("Test failed. TestProcessOrderbook failed to retrieve new orderbook")
}
@@ -408,3 +489,17 @@ func TestProcessOrderbook(t *testing.T) {
wg.Wait()
}
func TestSetNewData(t *testing.T) {
err := service.SetNewData(nil)
if err == nil {
t.Error("error cannot be nil ")
}
}
func TestGetAssociations(t *testing.T) {
_, err := service.GetAssociations(nil)
if err == nil {
t.Error("error cannot be nil ")
}
}

View File

@@ -0,0 +1,69 @@
package orderbook
import (
"sync"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// const values for orderbook package
const (
errExchangeNameUnset = "orderbook exchange name not set"
errPairNotSet = "orderbook currency pair not set"
errAssetTypeNotSet = "orderbook asset type not set"
errNoOrderbook = "orderbook bids and asks are empty"
)
// Vars for the orderbook package
var (
service *Service
)
func init() {
service = new(Service)
service.mux = dispatch.GetNewMux()
service.Books = make(map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Book)
service.Exchange = make(map[string]uuid.UUID)
}
// Book defines an orderbook with its links to different dispatch outputs
type Book struct {
b *Base
Main uuid.UUID
Assoc []uuid.UUID
}
// Service holds orderbook information for each individual exchange
type Service struct {
Books map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Book
Exchange map[string]uuid.UUID
mux *dispatch.Mux
sync.RWMutex
}
// Item stores the amount and price values
type Item struct {
Amount float64
Price float64
ID int64
}
// Base holds the fields for the orderbook base
type Base struct {
Pair currency.Pair `json:"pair"`
Bids []Item `json:"bids"`
Asks []Item `json:"asks"`
LastUpdated time.Time `json:"lastUpdated"`
AssetType asset.Item `json:"assetType"`
ExchangeName string `json:"exchangeName"`
}
type byOBPrice []Item
func (a byOBPrice) Len() int { return len(a) }
func (a byOBPrice) Swap(i, j int) { a[i], a[j] = a[j], a[i] }
func (a byOBPrice) Less(i, j int) bool { return a[i].Price < a[j].Price }

View File

@@ -329,6 +329,7 @@ func (p *Poloniex) WsProcessOrderbookSnapshot(ob []interface{}, symbol string) e
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = currency.NewPairFromString(symbol)
newOrderBook.ExchangeName = p.GetName()
return p.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}

View File

@@ -3,191 +3,205 @@ package ticker
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// const values for the ticker package
const (
errExchangeTickerNotFound = "ticker for exchange does not exist"
errPairNotSet = "ticker currency pair not set"
errAssetTypeNotSet = "ticker asset type not set"
errBaseCurrencyNotFound = "ticker base currency not found"
errQuoteCurrencyNotFound = "ticker quote currency not found"
)
// Vars for the ticker package
var (
Tickers []Ticker
m sync.Mutex
)
// Price struct stores the currency pair and pricing information
type Price struct {
Last float64 `json:"Last"`
High float64 `json:"High"`
Low float64 `json:"Low"`
Bid float64 `json:"Bid"`
Ask float64 `json:"Ask"`
Volume float64 `json:"Volume"`
QuoteVolume float64 `json:"QuoteVolume"`
PriceATH float64 `json:"PriceATH"`
Open float64 `json:"Open"`
Close float64 `json:"Close"`
Pair currency.Pair `json:"Pair"`
LastUpdated time.Time
func init() {
service = new(Service)
service.Tickers = make(map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
service.Exchange = make(map[string]uuid.UUID)
service.mux = dispatch.GetNewMux()
}
// Ticker struct holds the ticker information for a currency pair and type
type Ticker struct {
Price map[string]map[string]map[string]Price
ExchangeName string
}
// SubscribeTicker subcribes to a ticker and returns a communication channel to
// stream new ticker updates
func SubscribeTicker(exchange string, p currency.Pair, a asset.Item) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
// PriceToString returns the string version of a stored price field
func (t *Ticker) PriceToString(p currency.Pair, priceType string, tickerType asset.Item) string {
priceType = strings.ToLower(priceType)
switch priceType {
case "last":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].Last, 'f', -1, 64)
case "high":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].High, 'f', -1, 64)
case "low":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].Low, 'f', -1, 64)
case "bid":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].Bid, 'f', -1, 64)
case "ask":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].Ask, 'f', -1, 64)
case "volume":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].Volume, 'f', -1, 64)
case "ath":
return strconv.FormatFloat(t.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()].PriceATH, 'f', -1, 64)
default:
return ""
tick, ok := service.Tickers[exchange][p.Base.Item][p.Quote.Item][a]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("ticker item not found for %s %s %s",
exchange,
p,
a)
}
return service.mux.Subscribe(tick.Main)
}
// SubscribeToExchangeTickers subcribes to all tickers on an exchange
func SubscribeToExchangeTickers(exchange string) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
id, ok := service.Exchange[exchange]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("%s exchange tickers not found",
exchange)
}
return service.mux.Subscribe(id)
}
// GetTicker checks and returns a requested ticker if it exists
func GetTicker(exchange string, p currency.Pair, tickerType asset.Item) (Price, error) {
ticker, err := GetTickerByExchange(exchange)
if err != nil {
return Price{}, err
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
if service.Tickers[exchange] == nil {
return Price{}, fmt.Errorf("no tickers for %s exchange", exchange)
}
if !BaseCurrencyExists(exchange, p.Base) {
return Price{}, errors.New(errBaseCurrencyNotFound)
if service.Tickers[exchange][p.Base.Item] == nil {
return Price{}, fmt.Errorf("no tickers associated with base currency %s",
p.Base)
}
if !QuoteCurrencyExists(exchange, p) {
return Price{}, errors.New(errQuoteCurrencyNotFound)
if service.Tickers[exchange][p.Base.Item][p.Quote.Item] == nil {
return Price{}, fmt.Errorf("no tickers associated with quote currency %s",
p.Quote)
}
return ticker.Price[p.Base.Upper().String()][p.Quote.Upper().String()][tickerType.String()], nil
}
// GetTickerByExchange returns an exchange Ticker
func GetTickerByExchange(exchange string) (*Ticker, error) {
m.Lock()
defer m.Unlock()
for x := range Tickers {
if Tickers[x].ExchangeName == exchange {
return &Tickers[x], nil
}
if service.Tickers[exchange][p.Base.Item][p.Quote.Item][tickerType] == nil {
return Price{}, fmt.Errorf("no tickers associated with asset type %s",
tickerType)
}
return nil, errors.New(errExchangeTickerNotFound)
}
// BaseCurrencyExists checks to see if the base currency of the ticker map
// exists
func BaseCurrencyExists(exchange string, currency currency.Code) bool {
m.Lock()
defer m.Unlock()
for _, y := range Tickers {
if y.ExchangeName == exchange {
if _, ok := y.Price[currency.Upper().String()]; ok {
return true
}
}
}
return false
}
// QuoteCurrencyExists checks to see if the quote currency of the ticker map
// exists
func QuoteCurrencyExists(exchange string, p currency.Pair) bool {
m.Lock()
defer m.Unlock()
for _, y := range Tickers {
if y.ExchangeName == exchange {
if _, ok := y.Price[p.Base.Upper().String()]; ok {
if _, ok := y.Price[p.Base.Upper().String()][p.Quote.Upper().String()]; ok {
return true
}
}
}
}
return false
}
// CreateNewTicker creates a new Ticker
func CreateNewTicker(exchangeName string, tickerNew *Price, tickerType asset.Item) Ticker {
m.Lock()
defer m.Unlock()
ticker := Ticker{}
ticker.ExchangeName = exchangeName
ticker.Price = make(map[string]map[string]map[string]Price)
a := make(map[string]map[string]Price)
b := make(map[string]Price)
b[tickerType.String()] = *tickerNew
a[tickerNew.Pair.Quote.Upper().String()] = b
ticker.Price[tickerNew.Pair.Base.Upper().String()] = a
Tickers = append(Tickers, ticker)
return ticker
return service.Tickers[exchange][p.Base.Item][p.Quote.Item][tickerType].Price, nil
}
// ProcessTicker processes incoming tickers, creating or updating the Tickers
// list
func ProcessTicker(exchangeName string, tickerNew *Price, assetType asset.Item) error {
if exchangeName == "" {
return fmt.Errorf(errExchangeNameUnset)
}
tickerNew.ExchangeName = strings.ToLower(exchangeName)
if tickerNew.Pair.IsEmpty() {
return fmt.Errorf("%v %v", exchangeName, errPairNotSet)
return fmt.Errorf("%s %s", exchangeName, errPairNotSet)
}
if assetType == "" {
return fmt.Errorf("%v %v %v", exchangeName, tickerNew.Pair.String(), errAssetTypeNotSet)
return fmt.Errorf("%s %s %s", exchangeName,
tickerNew.Pair,
errAssetTypeNotSet)
}
tickerNew.AssetType = assetType
if tickerNew.LastUpdated.IsZero() {
tickerNew.LastUpdated = time.Now()
}
ticker, err := GetTickerByExchange(exchangeName)
return service.Update(tickerNew)
}
// Update updates ticker price
func (s *Service) Update(p *Price) error {
var ids []uuid.UUID
s.Lock()
switch {
case s.Tickers[p.ExchangeName] == nil:
s.Tickers[p.ExchangeName] = make(map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
s.Tickers[p.ExchangeName][p.Pair.Base.Item] = make(map[*currency.Item]map[asset.Item]*Ticker)
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item] = make(map[asset.Item]*Ticker)
err := s.SetItemID(p)
if err != nil {
s.Unlock()
return err
}
case s.Tickers[p.ExchangeName][p.Pair.Base.Item] == nil:
s.Tickers[p.ExchangeName][p.Pair.Base.Item] = make(map[*currency.Item]map[asset.Item]*Ticker)
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item] = make(map[asset.Item]*Ticker)
err := s.SetItemID(p)
if err != nil {
s.Unlock()
return err
}
case s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item] == nil:
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item] = make(map[asset.Item]*Ticker)
err := s.SetItemID(p)
if err != nil {
s.Unlock()
return err
}
case s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType] == nil:
err := s.SetItemID(p)
if err != nil {
s.Unlock()
return err
}
default:
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Last = p.Last
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].High = p.High
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Low = p.Low
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Bid = p.Bid
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Ask = p.Ask
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Volume = p.Volume
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].QuoteVolume = p.QuoteVolume
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].PriceATH = p.PriceATH
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Open = p.Open
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Close = p.Close
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].LastUpdated = p.LastUpdated
ids = s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Assoc
ids = append(ids, s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType].Main)
}
s.Unlock()
return s.mux.Publish(ids, p)
}
// SetItemID retrieves and sets dispatch mux publish IDs
func (s *Service) SetItemID(p *Price) error {
if p == nil {
return errors.New(errTickerPriceIsNil)
}
ids, err := s.GetAssociations(p)
if err != nil {
CreateNewTicker(exchangeName, tickerNew, assetType)
return nil
return err
}
singleID, err := s.mux.GetID()
if err != nil {
return err
}
if BaseCurrencyExists(exchangeName, tickerNew.Pair.Base) {
m.Lock()
a := make(map[string]Price)
a[assetType.String()] = *tickerNew
ticker.Price[tickerNew.Pair.Base.Upper().String()][tickerNew.Pair.Quote.Upper().String()] = a
m.Unlock()
return nil
}
m.Lock()
a := make(map[string]map[string]Price)
b := make(map[string]Price)
b[assetType.String()] = *tickerNew
a[tickerNew.Pair.Quote.Upper().String()] = b
ticker.Price[tickerNew.Pair.Base.Upper().String()] = a
m.Unlock()
s.Tickers[p.ExchangeName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType] = &Ticker{Price: *p,
Main: singleID,
Assoc: ids}
return nil
}
// GetAssociations links a singular book with it's dispatch associations
func (s *Service) GetAssociations(p *Price) ([]uuid.UUID, error) {
if p == nil || *p == (Price{}) {
return nil, errors.New(errTickerPriceIsNil)
}
var ids []uuid.UUID
exchangeID, ok := s.Exchange[p.ExchangeName]
if !ok {
var err error
exchangeID, err = s.mux.GetID()
if err != nil {
return nil, err
}
s.Exchange[p.ExchangeName] = exchangeID
}
ids = append(ids, exchangeID)
return ids, nil
}

View File

@@ -1,55 +1,94 @@
package ticker
import (
"log"
"math/rand"
"reflect"
"os"
"strconv"
"sync"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
func TestPriceToString(t *testing.T) {
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
func TestMain(m *testing.M) {
err := dispatch.Start(1)
if err != nil {
log.Fatal(err)
}
newTicker := CreateNewTicker("ANX", &priceStruct, asset.Spot)
cpyMux = service.mux
if newTicker.PriceToString(newPair, "last", asset.Spot) != "1200" {
t.Error("Test Failed - ticker PriceToString last value is incorrect")
os.Exit(m.Run())
}
var cpyMux *dispatch.Mux
func TestSubscribeTicker(t *testing.T) {
_, err := SubscribeTicker("", currency.Pair{}, asset.Item(""))
if err == nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "high", asset.Spot) != "1298" {
t.Error("Test Failed - ticker PriceToString high value is incorrect")
p := currency.NewPair(currency.BTC, currency.USD)
// force error
service.mux = nil
err = ProcessTicker("subscribetest", &Price{Pair: p}, asset.Spot)
if err == nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "low", asset.Spot) != "1148" {
t.Error("Test Failed - ticker PriceToString low value is incorrect")
sillyP := p
sillyP.Base = currency.GALA_NEO
err = ProcessTicker("subscribetest", &Price{Pair: sillyP}, asset.Spot)
if err == nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "bid", asset.Spot) != "1195" {
t.Error("Test Failed - ticker PriceToString bid value is incorrect")
sillyP.Quote = currency.AAA
err = ProcessTicker("subscribetest", &Price{Pair: sillyP}, asset.Spot)
if err == nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "ask", asset.Spot) != "1220" {
t.Error("Test Failed - ticker PriceToString ask value is incorrect")
err = ProcessTicker("subscribetest", &Price{Pair: sillyP}, "silly")
if err == nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "volume", asset.Spot) != "5" {
t.Error("Test Failed - ticker PriceToString volume value is incorrect")
// reinstate mux
service.mux = cpyMux
err = ProcessTicker("subscribetest", &Price{Pair: p}, asset.Spot)
if err != nil {
t.Error("error cannot be nil")
}
if newTicker.PriceToString(newPair, "ath", asset.Spot) != "1337" {
t.Error("Test Failed - ticker PriceToString ath value is incorrect")
_, err = SubscribeTicker("subscribetest", p, asset.Spot)
if err != nil {
t.Error("cannot subscribe to ticker", err)
}
if newTicker.PriceToString(newPair, "obtuse", asset.Spot) != "" {
t.Error("Test Failed - ticker PriceToString obtuse value is incorrect")
}
func TestSubscribeToExchangeTickers(t *testing.T) {
_, err := SubscribeToExchangeTickers("")
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.BTC, currency.USD)
err = ProcessTicker("subscribeExchangeTest", &Price{Pair: p}, asset.Spot)
if err != nil {
t.Error(err)
}
_, err = SubscribeToExchangeTickers("subscribeExchangeTest")
if err != nil {
t.Error("error cannot be nil", err)
}
}
@@ -111,142 +150,25 @@ func TestGetTicker(t *testing.T) {
if tickerPrice.PriceATH != 9001 {
t.Error("Test Failed - ticker tickerPrice.PriceATH value is incorrect")
}
}
func TestGetTickerByExchange(t *testing.T) {
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
_, err = GetTicker("bitfinex", newPair, "meowCats")
if err == nil {
t.Error("Test Failed - Ticker GetTicker error cannot be nil")
}
anxTicker := CreateNewTicker("ANX", &priceStruct, asset.Spot)
Tickers = append(Tickers, anxTicker)
tickerPtr, err := GetTickerByExchange("ANX")
err = ProcessTicker("bitfinex", &priceStruct, "meowCats")
if err != nil {
t.Errorf("Test Failed - GetTickerByExchange init error: %s", err)
}
if tickerPtr.ExchangeName != "ANX" {
t.Error("Test Failed - GetTickerByExchange ExchangeName value is incorrect")
}
}
func TestBaseCurrencyExists(t *testing.T) {
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
t.Fatal("Test failed. ProcessTicker error", err)
}
alphaTicker := CreateNewTicker("alphapoint", &priceStruct, asset.Spot)
Tickers = append(Tickers, alphaTicker)
if !BaseCurrencyExists("alphapoint", currency.BTC) {
t.Error("Test Failed - BaseCurrencyExists1 value return is incorrect")
}
if BaseCurrencyExists("alphapoint", currency.NewCode("CATS")) {
t.Error("Test Failed - BaseCurrencyExists2 value return is incorrect")
}
}
func TestQuoteCurrencyExists(t *testing.T) {
t.Parallel()
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
}
bitstampTicker := CreateNewTicker("bitstamp", &priceStruct, asset.Spot)
Tickers = append(Tickers, bitstampTicker)
if !QuoteCurrencyExists("bitstamp", newPair) {
t.Error("Test Failed - QuoteCurrencyExists1 value return is incorrect")
}
newPair.Quote = currency.NewCode("DOGS")
if QuoteCurrencyExists("bitstamp", newPair) {
t.Error("Test Failed - QuoteCurrencyExists2 value return is incorrect")
}
}
func TestCreateNewTicker(t *testing.T) {
const float64Type = "float64"
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
Pair: newPair,
Last: 1200,
High: 1298,
Low: 1148,
Bid: 1195,
Ask: 1220,
Volume: 5,
PriceATH: 1337,
}
newTicker := CreateNewTicker("ANX", &priceStruct, asset.Spot)
if reflect.ValueOf(newTicker).NumField() != 2 {
t.Error("Test Failed - ticker CreateNewTicker struct change/or updated")
}
if reflect.TypeOf(newTicker.ExchangeName).String() != "string" {
t.Error("Test Failed - ticker CreateNewTicker.ExchangeName value is not a string")
}
if newTicker.ExchangeName != "ANX" {
t.Error("Test Failed - ticker CreateNewTicker.ExchangeName value is not ANX")
}
if !newTicker.Price[currency.BTC.Upper().String()][currency.USD.Upper().String()][asset.Spot.String()].Pair.Equal(newPair) {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Pair.Pair().String() value is not expected 'BTCUSD'")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Ask).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Ask value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Bid).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Bid value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Pair).String() != "currency.Pair" {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].CurrencyPair value is not a currency.Pair")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].High).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].High value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Last).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Last value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Low).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Low value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].PriceATH).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].PriceATH value is not a float64")
}
if reflect.TypeOf(newTicker.Price["BTC"]["USD"][asset.Spot.String()].Volume).String() != float64Type {
t.Error("Test Failed - ticker newTicker.Price[BTC][USD].Volume value is not a float64")
// process update again
err = ProcessTicker("bitfinex", &priceStruct, "meowCats")
if err != nil {
t.Fatal("Test failed. ProcessTicker error", err)
}
}
func TestProcessTicker(t *testing.T) { // non-appending function to tickers
Tickers = []Ticker{}
exchName := "bitstamp"
newPair := currency.NewPairFromStrings("BTC", "USD")
priceStruct := Price{
@@ -259,8 +181,13 @@ func TestProcessTicker(t *testing.T) { // non-appending function to tickers
PriceATH: 1337,
}
err := ProcessTicker("", &priceStruct, asset.Spot)
if err == nil {
t.Fatal("empty exchange should throw an err")
}
// test for empty pair
err := ProcessTicker(exchName, &priceStruct, asset.Spot)
err = ProcessTicker(exchName, &priceStruct, asset.Spot)
if err == nil {
t.Fatal("empty pair should throw an err")
}
@@ -389,5 +316,44 @@ func TestProcessTicker(t *testing.T) { // non-appending function to tickers
}
}
wg.Wait()
}
func TestSetItemID(t *testing.T) {
err := service.SetItemID(nil)
if err == nil {
t.Error("error cannot be nil")
}
err = service.SetItemID(&Price{})
if err == nil {
t.Error("error cannot be nil")
}
p := currency.NewPair(currency.CYC, currency.CYG)
service.mux = nil
err = service.SetItemID(&Price{Pair: p, ExchangeName: "SetItemID"})
if err == nil {
t.Error("error cannot be nil")
}
service.mux = cpyMux
}
func TestGetAssociation(t *testing.T) {
_, err := service.GetAssociations(nil)
if err == nil {
t.Error("error cannot be nil ")
}
p := currency.NewPair(currency.CYC, currency.CYG)
service.mux = nil
_, err = service.GetAssociations(&Price{Pair: p, ExchangeName: "GetAssociation"})
if err == nil {
t.Error("error cannot be nil ")
}
service.mux = cpyMux
}

View File

@@ -0,0 +1,57 @@
package ticker
import (
"sync"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// const values for the ticker package
const (
errExchangeNameUnset = "ticker exchange name not set"
errPairNotSet = "ticker currency pair not set"
errAssetTypeNotSet = "ticker asset type not set"
errTickerPriceIsNil = "ticker price is nil"
)
// Vars for the ticker package
var (
service *Service
)
// Service holds ticker information for each individual exchange
type Service struct {
Tickers map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker
Exchange map[string]uuid.UUID
mux *dispatch.Mux
sync.RWMutex
}
// Price struct stores the currency pair and pricing information
type Price struct {
Last float64 `json:"Last"`
High float64 `json:"High"`
Low float64 `json:"Low"`
Bid float64 `json:"Bid"`
Ask float64 `json:"Ask"`
Volume float64 `json:"Volume"`
QuoteVolume float64 `json:"QuoteVolume"`
PriceATH float64 `json:"PriceATH"`
Open float64 `json:"Open"`
Close float64 `json:"Close"`
Pair currency.Pair `json:"Pair"`
ExchangeName string `json:"exchangeName"`
AssetType asset.Item `json:"assetType"`
LastUpdated time.Time
}
// Ticker struct holds the ticker information for a currency pair and type
type Ticker struct {
Price
Main uuid.UUID
Assoc []uuid.UUID
}

View File

@@ -1,6 +1,7 @@
package wsorderbook
import (
"errors"
"fmt"
"sort"
"sync"
@@ -205,6 +206,19 @@ func (w *WebsocketOrderbookLocal) LoadSnapshot(newOrderbook *orderbook.Base) err
if len(newOrderbook.Asks) == 0 || len(newOrderbook.Bids) == 0 {
return fmt.Errorf("%v snapshot ask and bids are nil", w.exchangeName)
}
if newOrderbook.Pair.IsEmpty() {
return errors.New("websocket orderbook pair unset")
}
if newOrderbook.AssetType.String() == "" {
return errors.New("websocket orderbook asset type unset")
}
if newOrderbook.ExchangeName == "" {
return errors.New("websocket orderbook exchange name unset")
}
w.m.Lock()
defer w.m.Unlock()
if w.ob == nil {

View File

@@ -26,6 +26,7 @@ const (
func createSnapshot() (obl *WebsocketOrderbookLocal, curr currency.Pair, asks, bids []orderbook.Item, err error) {
var snapShot1 orderbook.Base
snapShot1.ExchangeName = exchangeName
curr = currency.NewPairFromString("BTCUSD")
asks = []orderbook.Item{
{Price: 4000, Amount: 1, ID: 6},
@@ -37,19 +38,28 @@ func createSnapshot() (obl *WebsocketOrderbookLocal, curr currency.Pair, asks, b
snapShot1.Bids = bids
snapShot1.AssetType = asset.Spot
snapShot1.Pair = curr
obl = &WebsocketOrderbookLocal{}
obl = &WebsocketOrderbookLocal{exchangeName: exchangeName}
err = obl.LoadSnapshot(&snapShot1)
return
}
// BenchmarkBufferPerformance demonstrates buffer more performant than multi process calls
// BenchmarkBufferPerformance demonstrates buffer more performant than multi
// process calls
func BenchmarkBufferPerformance(b *testing.B) {
obl, curr, asks, bids, err := createSnapshot()
if err != nil {
b.Fatal(err)
}
obl.exchangeName = exchangeName
obl.sortBuffer = true
cp := currency.NewPairFromString("BTCUSD")
// This is to ensure we do not send in zero orderbook info to our main book
// in orderbook.go, orderbooks should not be zero even after an update.
dummyItem := orderbook.Item{
Amount: 1333337,
Price: 1337.1337,
ID: 1337,
}
obl.ob[cp][asset.Spot].Bids = append(obl.ob[cp][asset.Spot].Bids, dummyItem)
update := &WebsocketOrderbookUpdate{
Bids: bids,
Asks: asks,
@@ -74,7 +84,6 @@ func BenchmarkBufferSortingPerformance(b *testing.B) {
if err != nil {
b.Fatal(err)
}
obl.exchangeName = exchangeName
obl.sortBuffer = true
obl.bufferEnabled = true
obl.obBufferLimit = 5
@@ -96,13 +105,22 @@ func BenchmarkBufferSortingPerformance(b *testing.B) {
}
}
// BenchmarkNoBufferPerformance demonstrates orderbook process less performant than buffer
// BenchmarkNoBufferPerformance demonstrates orderbook process less performant
// than buffer
func BenchmarkNoBufferPerformance(b *testing.B) {
obl, curr, asks, bids, err := createSnapshot()
if err != nil {
b.Fatal(err)
}
obl.exchangeName = exchangeName
cp := currency.NewPairFromString("BTCUSD")
// This is to ensure we do not send in zero orderbook info to our main book
// in orderbook.go, orderbooks should not be zero even after an update.
dummyItem := orderbook.Item{
Amount: 1333337,
Price: 1337.1337,
ID: 1337,
}
obl.ob[cp][asset.Spot].Bids = append(obl.ob[cp][asset.Spot].Bids, dummyItem)
update := &WebsocketOrderbookUpdate{
Bids: bids,
Asks: asks,
@@ -127,7 +145,6 @@ func TestHittingTheBuffer(t *testing.T) {
if err != nil {
t.Fatal(err)
}
obl.exchangeName = exchangeName
obl.bufferEnabled = true
obl.obBufferLimit = 5
for i := 0; i < len(itemArray); i++ {
@@ -146,10 +163,12 @@ func TestHittingTheBuffer(t *testing.T) {
}
if len(obl.ob[curr][asset.Spot].Asks) != 3 {
t.Log(obl.ob[curr][asset.Spot])
t.Errorf("expected 3 entries, received: %v", len(obl.ob[curr][asset.Spot].Asks))
t.Errorf("expected 3 entries, received: %v",
len(obl.ob[curr][asset.Spot].Asks))
}
if len(obl.ob[curr][asset.Spot].Bids) != 3 {
t.Errorf("expected 3 entries, received: %v", len(obl.ob[curr][asset.Spot].Bids))
t.Errorf("expected 3 entries, received: %v",
len(obl.ob[curr][asset.Spot].Bids))
}
}
@@ -159,7 +178,6 @@ func TestInsertWithIDs(t *testing.T) {
if err != nil {
t.Fatal(err)
}
obl.exchangeName = exchangeName
obl.bufferEnabled = true
obl.updateEntriesByID = true
obl.obBufferLimit = 5
@@ -179,10 +197,12 @@ func TestInsertWithIDs(t *testing.T) {
}
}
if len(obl.ob[curr][asset.Spot].Asks) != 6 {
t.Errorf("expected 6 entries, received: %v", len(obl.ob[curr][asset.Spot].Asks))
t.Errorf("expected 6 entries, received: %v",
len(obl.ob[curr][asset.Spot].Asks))
}
if len(obl.ob[curr][asset.Spot].Bids) != 6 {
t.Errorf("expected 6 entries, received: %v", len(obl.ob[curr][asset.Spot].Bids))
t.Errorf("expected 6 entries, received: %v",
len(obl.ob[curr][asset.Spot].Bids))
}
}
@@ -192,7 +212,6 @@ func TestSortIDs(t *testing.T) {
if err != nil {
t.Fatal(err)
}
obl.exchangeName = exchangeName
obl.bufferEnabled = true
obl.sortBufferByUpdateIDs = true
obl.sortBuffer = true
@@ -212,10 +231,12 @@ func TestSortIDs(t *testing.T) {
}
}
if len(obl.ob[curr][asset.Spot].Asks) != 3 {
t.Errorf("expected 6 entries, received: %v", len(obl.ob[curr][asset.Spot].Asks))
t.Errorf("expected 3 entries, received: %v",
len(obl.ob[curr][asset.Spot].Asks))
}
if len(obl.ob[curr][asset.Spot].Bids) != 3 {
t.Errorf("expected 6 entries, received: %v", len(obl.ob[curr][asset.Spot].Bids))
t.Errorf("expected 3 entries, received: %v",
len(obl.ob[curr][asset.Spot].Bids))
}
}
@@ -225,7 +246,16 @@ func TestDeleteWithIDs(t *testing.T) {
if err != nil {
t.Fatal(err)
}
obl.exchangeName = exchangeName
cp := currency.NewPairFromString("BTCUSD")
// This is to ensure we do not send in zero orderbook info to our main book
// in orderbook.go, orderbooks should not be zero even after an update.
dummyItem := orderbook.Item{
Amount: 1333337,
Price: 1337.1337,
ID: 1337,
}
obl.ob[cp][asset.Spot].Bids = append(obl.ob[cp][asset.Spot].Bids, dummyItem)
obl.updateEntriesByID = true
for i := 0; i < len(itemArray); i++ {
asks := itemArray[i]
@@ -243,10 +273,12 @@ func TestDeleteWithIDs(t *testing.T) {
}
}
if len(obl.ob[curr][asset.Spot].Asks) != 0 {
t.Errorf("expected 0 entries, received: %v", len(obl.ob[curr][asset.Spot].Asks))
t.Errorf("expected 0 entries, received: %v",
len(obl.ob[curr][asset.Spot].Asks))
}
if len(obl.ob[curr][asset.Spot].Bids) != 0 {
t.Errorf("expected 0 entries, received: %v", len(obl.ob[curr][asset.Spot].Bids))
if len(obl.ob[curr][asset.Spot].Bids) != 1 {
t.Errorf("expected 1 entries, received: %v",
len(obl.ob[curr][asset.Spot].Bids))
}
}
@@ -256,7 +288,6 @@ func TestUpdateWithIDs(t *testing.T) {
if err != nil {
t.Fatal(err)
}
obl.exchangeName = exchangeName
obl.updateEntriesByID = true
for i := 0; i < len(itemArray); i++ {
asks := itemArray[i]
@@ -288,11 +319,10 @@ func TestOutOfOrderIDs(t *testing.T) {
if err != nil {
t.Fatal(err)
}
outOFOrderIDs := []int64{2, 1, 5, 3, 4, 6}
outOFOrderIDs := []int64{2, 1, 5, 3, 4, 6, 7}
if itemArray[0][0].Price != 1000 {
t.Errorf("expected sorted price to be 3000, received: %v", itemArray[1][0].Price)
}
obl.exchangeName = exchangeName
obl.bufferEnabled = true
obl.sortBuffer = true
obl.obBufferLimit = 5
@@ -366,7 +396,8 @@ func TestRunUpdateWithoutAnyUpdates(t *testing.T) {
if err == nil {
t.Fatal("expected an error running update with no snapshot loaded")
}
if err.Error() != fmt.Sprintf("%v cannot have bids and ask targets both nil", exchangeName) {
if err.Error() != fmt.Sprintf("%v cannot have bids and ask targets both nil",
exchangeName) {
t.Fatal("expected nil asks and bids error")
}
}
@@ -395,6 +426,7 @@ func TestRunSnapshotWithNoData(t *testing.T) {
func TestLoadSnapshot(t *testing.T) {
var obl WebsocketOrderbookLocal
var snapShot1 orderbook.Base
snapShot1.ExchangeName = "SnapshotWithOverride"
curr := currency.NewPairFromString("BTCUSD")
asks := []orderbook.Item{
{Price: 4000, Amount: 1, ID: 8},
@@ -432,6 +464,7 @@ func TestFlushCache(t *testing.T) {
func TestInsertingSnapShots(t *testing.T) {
var obl WebsocketOrderbookLocal
var snapShot1 orderbook.Base
snapShot1.ExchangeName = "WSORDERBOOKTEST1"
asks := []orderbook.Item{
{Price: 6000, Amount: 1, ID: 1},
{Price: 6001, Amount: 0.5, ID: 2},
@@ -469,6 +502,7 @@ func TestInsertingSnapShots(t *testing.T) {
t.Fatal(err)
}
var snapShot2 orderbook.Base
snapShot2.ExchangeName = "WSORDERBOOKTEST2"
asks = []orderbook.Item{
{Price: 51, Amount: 1, ID: 1},
{Price: 52, Amount: 0.5, ID: 2},
@@ -506,6 +540,7 @@ func TestInsertingSnapShots(t *testing.T) {
t.Fatal(err)
}
var snapShot3 orderbook.Base
snapShot3.ExchangeName = "WSORDERBOOKTEST3"
asks = []orderbook.Item{
{Price: 511, Amount: 1, ID: 1},
{Price: 52, Amount: 0.5, ID: 2},

View File

@@ -142,6 +142,7 @@ func (z *ZB) WsHandleData() {
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = cPair
newOrderBook.ExchangeName = z.GetName()
err = z.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {

File diff suppressed because it is too large Load Diff

View File

@@ -9,13 +9,13 @@ It translates gRPC into RESTful JSON APIs.
package gctrpc
import (
"context"
"io"
"net/http"
"github.com/golang/protobuf/proto"
"github.com/grpc-ecosystem/grpc-gateway/runtime"
"github.com/grpc-ecosystem/grpc-gateway/utilities"
"golang.org/x/net/context"
"google.golang.org/grpc"
"google.golang.org/grpc/codes"
"google.golang.org/grpc/grpclog"
@@ -54,7 +54,10 @@ func request_GoCryptoTrader_EnableSubsystem_0(ctx context.Context, marshaler run
var protoReq GenericSubsystemRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_EnableSubsystem_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_EnableSubsystem_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -71,7 +74,10 @@ func request_GoCryptoTrader_DisableSubsystem_0(ctx context.Context, marshaler ru
var protoReq GenericSubsystemRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_DisableSubsystem_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_DisableSubsystem_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -106,7 +112,10 @@ func request_GoCryptoTrader_GetExchanges_0(ctx context.Context, marshaler runtim
var protoReq GetExchangesRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetExchanges_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetExchanges_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -140,7 +149,10 @@ func request_GoCryptoTrader_GetExchangeInfo_0(ctx context.Context, marshaler run
var protoReq GenericExchangeNameRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetExchangeInfo_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetExchangeInfo_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -157,7 +169,10 @@ func request_GoCryptoTrader_GetExchangeOTPCode_0(ctx context.Context, marshaler
var protoReq GenericExchangeNameRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetExchangeOTPCode_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetExchangeOTPCode_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -252,7 +267,10 @@ func request_GoCryptoTrader_GetAccountInfo_0(ctx context.Context, marshaler runt
var protoReq GetAccountInfoRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetAccountInfo_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetAccountInfo_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -578,7 +596,10 @@ func request_GoCryptoTrader_GetLoggerDetails_0(ctx context.Context, marshaler ru
var protoReq GetLoggerDetailsRequest
var metadata runtime.ServerMetadata
if err := runtime.PopulateQueryParameters(&protoReq, req.URL.Query(), filter_GoCryptoTrader_GetLoggerDetails_0); err != nil {
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetLoggerDetails_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
@@ -655,6 +676,118 @@ func request_GoCryptoTrader_DisableExchangePair_0(ctx context.Context, marshaler
}
var (
filter_GoCryptoTrader_GetOrderbookStream_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTrader_GetOrderbookStream_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (GoCryptoTrader_GetOrderbookStreamClient, runtime.ServerMetadata, error) {
var protoReq GetOrderbookStreamRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetOrderbookStream_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
stream, err := client.GetOrderbookStream(ctx, &protoReq)
if err != nil {
return nil, metadata, err
}
header, err := stream.Header()
if err != nil {
return nil, metadata, err
}
metadata.HeaderMD = header
return stream, metadata, nil
}
var (
filter_GoCryptoTrader_GetExchangeOrderbookStream_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTrader_GetExchangeOrderbookStream_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (GoCryptoTrader_GetExchangeOrderbookStreamClient, runtime.ServerMetadata, error) {
var protoReq GetExchangeOrderbookStreamRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetExchangeOrderbookStream_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
stream, err := client.GetExchangeOrderbookStream(ctx, &protoReq)
if err != nil {
return nil, metadata, err
}
header, err := stream.Header()
if err != nil {
return nil, metadata, err
}
metadata.HeaderMD = header
return stream, metadata, nil
}
var (
filter_GoCryptoTrader_GetTickerStream_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTrader_GetTickerStream_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (GoCryptoTrader_GetTickerStreamClient, runtime.ServerMetadata, error) {
var protoReq GetTickerStreamRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetTickerStream_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
stream, err := client.GetTickerStream(ctx, &protoReq)
if err != nil {
return nil, metadata, err
}
header, err := stream.Header()
if err != nil {
return nil, metadata, err
}
metadata.HeaderMD = header
return stream, metadata, nil
}
var (
filter_GoCryptoTrader_GetExchangeTickerStream_0 = &utilities.DoubleArray{Encoding: map[string]int{}, Base: []int(nil), Check: []int(nil)}
)
func request_GoCryptoTrader_GetExchangeTickerStream_0(ctx context.Context, marshaler runtime.Marshaler, client GoCryptoTraderClient, req *http.Request, pathParams map[string]string) (GoCryptoTrader_GetExchangeTickerStreamClient, runtime.ServerMetadata, error) {
var protoReq GetExchangeTickerStreamRequest
var metadata runtime.ServerMetadata
if err := req.ParseForm(); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
if err := runtime.PopulateQueryParameters(&protoReq, req.Form, filter_GoCryptoTrader_GetExchangeTickerStream_0); err != nil {
return nil, metadata, status.Errorf(codes.InvalidArgument, "%v", err)
}
stream, err := client.GetExchangeTickerStream(ctx, &protoReq)
if err != nil {
return nil, metadata, err
}
header, err := stream.Header()
if err != nil {
return nil, metadata, err
}
metadata.HeaderMD = header
return stream, metadata, nil
}
// RegisterGoCryptoTraderHandlerFromEndpoint is same as RegisterGoCryptoTraderHandler but
// automatically dials to "endpoint" and closes the connection when "ctx" gets done.
func RegisterGoCryptoTraderHandlerFromEndpoint(ctx context.Context, mux *runtime.ServeMux, endpoint string, opts []grpc.DialOption) (err error) {
@@ -1553,95 +1686,183 @@ func RegisterGoCryptoTraderHandlerClient(ctx context.Context, mux *runtime.Serve
})
mux.Handle("GET", pattern_GoCryptoTrader_GetOrderbookStream_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_GetOrderbookStream_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetOrderbookStream_0(ctx, mux, outboundMarshaler, w, req, func() (proto.Message, error) { return resp.Recv() }, mux.GetForwardResponseOptions()...)
})
mux.Handle("GET", pattern_GoCryptoTrader_GetExchangeOrderbookStream_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_GetExchangeOrderbookStream_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetExchangeOrderbookStream_0(ctx, mux, outboundMarshaler, w, req, func() (proto.Message, error) { return resp.Recv() }, mux.GetForwardResponseOptions()...)
})
mux.Handle("GET", pattern_GoCryptoTrader_GetTickerStream_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_GetTickerStream_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetTickerStream_0(ctx, mux, outboundMarshaler, w, req, func() (proto.Message, error) { return resp.Recv() }, mux.GetForwardResponseOptions()...)
})
mux.Handle("GET", pattern_GoCryptoTrader_GetExchangeTickerStream_0, func(w http.ResponseWriter, req *http.Request, pathParams map[string]string) {
ctx, cancel := context.WithCancel(req.Context())
defer cancel()
inboundMarshaler, outboundMarshaler := runtime.MarshalerForRequest(mux, req)
rctx, err := runtime.AnnotateContext(ctx, mux, req)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
resp, md, err := request_GoCryptoTrader_GetExchangeTickerStream_0(rctx, inboundMarshaler, client, req, pathParams)
ctx = runtime.NewServerMetadataContext(ctx, md)
if err != nil {
runtime.HTTPError(ctx, mux, outboundMarshaler, w, req, err)
return
}
forward_GoCryptoTrader_GetExchangeTickerStream_0(ctx, mux, outboundMarshaler, w, req, func() (proto.Message, error) { return resp.Recv() }, mux.GetForwardResponseOptions()...)
})
return nil
}
var (
pattern_GoCryptoTrader_GetInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getinfo"}, ""))
pattern_GoCryptoTrader_GetInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getinfo"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetSubsystems_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getsusbsystems"}, ""))
pattern_GoCryptoTrader_GetSubsystems_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getsusbsystems"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_EnableSubsystem_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enablesubsystem"}, ""))
pattern_GoCryptoTrader_EnableSubsystem_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enablesubsystem"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_DisableSubsystem_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disablesubsystem"}, ""))
pattern_GoCryptoTrader_DisableSubsystem_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disablesubsystem"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetRPCEndpoints_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getrpcendpoints"}, ""))
pattern_GoCryptoTrader_GetRPCEndpoints_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getrpcendpoints"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetCommunicationRelayers_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcommunicationrelayers"}, ""))
pattern_GoCryptoTrader_GetCommunicationRelayers_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcommunicationrelayers"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchanges_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchanges"}, ""))
pattern_GoCryptoTrader_GetExchanges_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchanges"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_DisableExchange_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disableexchange"}, ""))
pattern_GoCryptoTrader_DisableExchange_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disableexchange"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangeInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeinfo"}, ""))
pattern_GoCryptoTrader_GetExchangeInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeinfo"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangeOTPCode_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeotp"}, ""))
pattern_GoCryptoTrader_GetExchangeOTPCode_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeotp"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangeOTPCodes_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeotps"}, ""))
pattern_GoCryptoTrader_GetExchangeOTPCodes_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeotps"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_EnableExchange_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enableexchange"}, ""))
pattern_GoCryptoTrader_EnableExchange_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enableexchange"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetTicker_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getticker"}, ""))
pattern_GoCryptoTrader_GetTicker_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getticker"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetTickers_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "gettickers"}, ""))
pattern_GoCryptoTrader_GetTickers_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "gettickers"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetOrderbook_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorderbook"}, ""))
pattern_GoCryptoTrader_GetOrderbook_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorderbook"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetOrderbooks_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorderbooks"}, ""))
pattern_GoCryptoTrader_GetOrderbooks_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorderbooks"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetAccountInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getaccountinfo"}, ""))
pattern_GoCryptoTrader_GetAccountInfo_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getaccountinfo"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetConfig_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getconfig"}, ""))
pattern_GoCryptoTrader_GetConfig_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getconfig"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetPortfolio_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getportfolio"}, ""))
pattern_GoCryptoTrader_GetPortfolio_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getportfolio"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetPortfolioSummary_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getportfoliosummary"}, ""))
pattern_GoCryptoTrader_GetPortfolioSummary_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getportfoliosummary"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_AddPortfolioAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "addportfolioaddress"}, ""))
pattern_GoCryptoTrader_AddPortfolioAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "addportfolioaddress"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_RemovePortfolioAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "removeportfolioaddress"}, ""))
pattern_GoCryptoTrader_RemovePortfolioAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "removeportfolioaddress"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetForexProviders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getforexproviders"}, ""))
pattern_GoCryptoTrader_GetForexProviders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getforexproviders"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetForexRates_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getforexrates"}, ""))
pattern_GoCryptoTrader_GetForexRates_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getforexrates"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorders"}, ""))
pattern_GoCryptoTrader_GetOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorders"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorder"}, ""))
pattern_GoCryptoTrader_GetOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorder"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_SubmitOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "submitorder"}, ""))
pattern_GoCryptoTrader_SubmitOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "submitorder"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_SimulateOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "simulateorder"}, ""))
pattern_GoCryptoTrader_SimulateOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "simulateorder"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_WhaleBomb_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "whalebomb"}, ""))
pattern_GoCryptoTrader_WhaleBomb_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "whalebomb"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_CancelOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelorder"}, ""))
pattern_GoCryptoTrader_CancelOrder_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelorder"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_CancelAllOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelallorders"}, ""))
pattern_GoCryptoTrader_CancelAllOrders_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "cancelallorders"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetEvents_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getevents"}, ""))
pattern_GoCryptoTrader_GetEvents_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getevents"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_AddEvent_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "addevent"}, ""))
pattern_GoCryptoTrader_AddEvent_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "addevent"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_RemoveEvent_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "removeevent"}, ""))
pattern_GoCryptoTrader_RemoveEvent_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "removeevent"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetCryptocurrencyDepositAddresses_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcryptodepositaddresses"}, ""))
pattern_GoCryptoTrader_GetCryptocurrencyDepositAddresses_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcryptodepositaddresses"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetCryptocurrencyDepositAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcryptodepositaddress"}, ""))
pattern_GoCryptoTrader_GetCryptocurrencyDepositAddress_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getcryptodepositaddress"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_WithdrawCryptocurrencyFunds_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "withdrawcryptofunds"}, ""))
pattern_GoCryptoTrader_WithdrawCryptocurrencyFunds_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "withdrawcryptofunds"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_WithdrawFiatFunds_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "withdrawfiatfunds"}, ""))
pattern_GoCryptoTrader_WithdrawFiatFunds_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "withdrawfiatfunds"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetLoggerDetails_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getloggerdetails"}, ""))
pattern_GoCryptoTrader_GetLoggerDetails_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getloggerdetails"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_SetLoggerDetails_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "setloggerdetails"}, ""))
pattern_GoCryptoTrader_SetLoggerDetails_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "setloggerdetails"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangePairs_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangepairs"}, ""))
pattern_GoCryptoTrader_GetExchangePairs_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangepairs"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_EnableExchangePair_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enableexchangepair"}, ""))
pattern_GoCryptoTrader_EnableExchangePair_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "enableexchangepair"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_DisableExchangePair_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disableexchangepair"}, ""))
pattern_GoCryptoTrader_DisableExchangePair_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "disableexchangepair"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetOrderbookStream_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getorderbookstream"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangeOrderbookStream_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangeorderbookstream"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetTickerStream_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getTickerstream"}, "", runtime.AssumeColonVerbOpt(true)))
pattern_GoCryptoTrader_GetExchangeTickerStream_0 = runtime.MustPattern(runtime.NewPattern(1, []int{2, 0, 2, 1}, []string{"v1", "getexchangetickerstream"}, "", runtime.AssumeColonVerbOpt(true)))
)
var (
@@ -1730,4 +1951,12 @@ var (
forward_GoCryptoTrader_EnableExchangePair_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_DisableExchangePair_0 = runtime.ForwardResponseMessage
forward_GoCryptoTrader_GetOrderbookStream_0 = runtime.ForwardResponseStream
forward_GoCryptoTrader_GetExchangeOrderbookStream_0 = runtime.ForwardResponseStream
forward_GoCryptoTrader_GetTickerStream_0 = runtime.ForwardResponseStream
forward_GoCryptoTrader_GetExchangeTickerStream_0 = runtime.ForwardResponseStream
)

View File

@@ -489,6 +489,26 @@ message ExchangePairRequest {
CurrencyPair pair = 3;
}
message GetOrderbookStreamRequest {
string exchange = 1;
CurrencyPair pair = 2;
string asset_type = 3;
}
message GetExchangeOrderbookStreamRequest {
string exchange = 1;
}
message GetTickerStreamRequest {
string exchange = 1;
CurrencyPair pair = 2;
string asset_type = 3;
}
message GetExchangeTickerStreamRequest {
string exchange = 1;
}
service GoCryptoTrader {
rpc GetInfo (GetInfoRequest) returns (GetInfoResponse) {
option (google.api.http) = {
@@ -771,4 +791,28 @@ service GoCryptoTrader {
body: "*"
};
}
rpc GetOrderbookStream(GetOrderbookStreamRequest) returns (stream OrderbookResponse) {
option (google.api.http) = {
get: "/v1/getorderbookstream"
};
}
rpc GetExchangeOrderbookStream(GetExchangeOrderbookStreamRequest) returns (stream OrderbookResponse) {
option (google.api.http) = {
get: "/v1/getexchangeorderbookstream"
};
}
rpc GetTickerStream(GetTickerStreamRequest) returns (stream TickerResponse) {
option (google.api.http) = {
get: "/v1/getTickerstream"
};
}
rpc GetExchangeTickerStream(GetExchangeTickerStreamRequest) returns (stream TickerResponse) {
option (google.api.http) = {
get: "/v1/getexchangetickerstream"
};
}
}

View File

@@ -271,6 +271,54 @@
]
}
},
"/v1/getTickerstream": {
"get": {
"operationId": "GetTickerStream",
"responses": {
"200": {
"description": "A successful response.(streaming responses)",
"schema": {
"$ref": "#/x-stream-definitions/gctrpcTickerResponse"
}
}
},
"parameters": [
{
"name": "exchange",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.delimiter",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.base",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.quote",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "asset_type",
"in": "query",
"required": false,
"type": "string"
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/getaccountinfo": {
"get": {
"operationId": "GetAccountInfo",
@@ -419,6 +467,30 @@
]
}
},
"/v1/getexchangeorderbookstream": {
"get": {
"operationId": "GetExchangeOrderbookStream",
"responses": {
"200": {
"description": "A successful response.(streaming responses)",
"schema": {
"$ref": "#/x-stream-definitions/gctrpcOrderbookResponse"
}
}
},
"parameters": [
{
"name": "exchange",
"in": "query",
"required": false,
"type": "string"
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/getexchangeotp": {
"get": {
"operationId": "GetExchangeOTPCode",
@@ -510,6 +582,30 @@
]
}
},
"/v1/getexchangetickerstream": {
"get": {
"operationId": "GetExchangeTickerStream",
"responses": {
"200": {
"description": "A successful response.(streaming responses)",
"schema": {
"$ref": "#/x-stream-definitions/gctrpcTickerResponse"
}
}
},
"parameters": [
{
"name": "exchange",
"in": "query",
"required": false,
"type": "string"
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/getforexproviders": {
"get": {
"operationId": "GetForexProviders",
@@ -650,6 +746,54 @@
]
}
},
"/v1/getorderbookstream": {
"get": {
"operationId": "GetOrderbookStream",
"responses": {
"200": {
"description": "A successful response.(streaming responses)",
"schema": {
"$ref": "#/x-stream-definitions/gctrpcOrderbookResponse"
}
}
},
"parameters": [
{
"name": "exchange",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.delimiter",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.base",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "pair.quote",
"in": "query",
"required": false,
"type": "string"
},
{
"name": "asset_type",
"in": "query",
"required": false,
"type": "string"
}
],
"tags": [
"GoCryptoTrader"
]
}
},
"/v1/getorders": {
"post": {
"operationId": "GetOrders",
@@ -2175,6 +2319,69 @@
"type": "string"
}
}
},
"protobufAny": {
"type": "object",
"properties": {
"type_url": {
"type": "string"
},
"value": {
"type": "string",
"format": "byte"
}
}
},
"runtimeStreamError": {
"type": "object",
"properties": {
"grpc_code": {
"type": "integer",
"format": "int32"
},
"http_code": {
"type": "integer",
"format": "int32"
},
"message": {
"type": "string"
},
"http_status": {
"type": "string"
},
"details": {
"type": "array",
"items": {
"$ref": "#/definitions/protobufAny"
}
}
}
}
},
"x-stream-definitions": {
"gctrpcOrderbookResponse": {
"type": "object",
"properties": {
"result": {
"$ref": "#/definitions/gctrpcOrderbookResponse"
},
"error": {
"$ref": "#/definitions/runtimeStreamError"
}
},
"title": "Stream result of gctrpcOrderbookResponse"
},
"gctrpcTickerResponse": {
"type": "object",
"properties": {
"result": {
"$ref": "#/definitions/gctrpcTickerResponse"
},
"error": {
"$ref": "#/definitions/runtimeStreamError"
}
},
"title": "Stream result of gctrpcTickerResponse"
}
}
}

7
go.mod
View File

@@ -3,6 +3,7 @@ module github.com/thrasher-corp/gocryptotrader
go 1.12
require (
github.com/cockroachdb/apd v1.1.0 // indirect
github.com/gofrs/uuid v3.2.0+incompatible
github.com/gogo/protobuf v1.2.1 // indirect
github.com/golang/protobuf v1.3.1
@@ -11,16 +12,18 @@ require (
github.com/gorilla/websocket v1.4.0
github.com/grpc-ecosystem/go-grpc-middleware v1.0.0
github.com/grpc-ecosystem/grpc-gateway v1.9.2
github.com/jackc/fake v0.0.0-20150926172116-812a484cc733 // indirect
github.com/jackc/pgx v3.5.0+incompatible
github.com/jmoiron/sqlx v1.2.0
github.com/mattn/go-sqlite3 v1.11.0
github.com/pkg/errors v0.8.1 // indirect
github.com/pquerna/otp v1.2.0
github.com/satori/go.uuid v1.2.1-0.20181028125025-b2ce2384e17b
github.com/satori/go.uuid v1.2.1-0.20181028125025-b2ce2384e17b // indirect
github.com/shopspring/decimal v0.0.0-20190905144223-a36b5d85f337 // indirect
github.com/toorop/go-pusher v0.0.0-20180521062818-4521e2eb39fb
github.com/urfave/cli v1.20.0
golang.org/x/crypto v0.0.0-20190605123033-f99c8df09eb5
golang.org/x/net v0.0.0-20190606173856-1492cefac77f
golang.org/x/net v0.0.0-20190606173856-1492cefac77f // indirect
google.golang.org/genproto v0.0.0-20190605220351-eb0b1bdb6ae6
google.golang.org/grpc v1.21.1
)

9
go.sum
View File

@@ -4,9 +4,12 @@ github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc h1:biVzkmvwrH8WK8raXaxBx6fRVTlJILwEwQGL1I/ByEI=
github.com/boombuler/barcode v1.0.1-0.20190219062509-6c824513bacc/go.mod h1:paBWMcWSl3LHKBqUq+rly7CNSldXjb2rDl3JlRe0mD8=
github.com/client9/misspell v0.3.4/go.mod h1:qj6jICC3Q7zFZvVWo7KLAzC3yx5G7kyvSDkc90ppPyw=
github.com/cockroachdb/apd v1.1.0 h1:3LFP3629v+1aKXU5Q37mxmRxX/pIu1nijXydLShEq5I=
github.com/cockroachdb/apd v1.1.0/go.mod h1:8Sl8LxpKi29FqWXR16WEFZRNSz3SoPzUzeMeY4+DwBQ=
github.com/davecgh/go-spew v1.1.0 h1:ZDRjVQ15GmhC3fiQ8ni8+OwkZQO4DARzQgrnXU1Liz8=
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/ghodss/yaml v1.0.0/go.mod h1:4dBDuWmgqj2HViK6kFavaiC9ZROes6MMH2rRYeMEF04=
github.com/go-sql-driver/mysql v1.4.0 h1:7LxgVwFb2hIQtMm87NdgAVfXjnt4OePseqT1tKx+opk=
github.com/go-sql-driver/mysql v1.4.0/go.mod h1:zAC/RDZ24gD3HViQzih4MyKcchzm+sOG5ZlKdlhCg5w=
github.com/gofrs/uuid v3.2.0+incompatible h1:y12jRkkFxsd7GpqdSZ+/KCs/fJbqpEXSGd4+jfEaewE=
github.com/gofrs/uuid v3.2.0+incompatible/go.mod h1:b2aQJv3Z4Fp6yNu3cdSllBxTCLRxnplIgP/c0N/04lM=
@@ -29,6 +32,8 @@ github.com/grpc-ecosystem/go-grpc-middleware v1.0.0 h1:Iju5GlWwrvL6UBg4zJJt3btmo
github.com/grpc-ecosystem/go-grpc-middleware v1.0.0/go.mod h1:FiyG127CGDf3tlThmgyCl78X/SZQqEOJBCDaAfeWzPs=
github.com/grpc-ecosystem/grpc-gateway v1.9.2 h1:S+ef0492XaIknb8LMjcwgW2i3cNTzDYMmDrOThOJNWc=
github.com/grpc-ecosystem/grpc-gateway v1.9.2/go.mod h1:vNeuVxBJEsws4ogUvrchl83t/GYV9WGTSLVdBhOQFDY=
github.com/jackc/fake v0.0.0-20150926172116-812a484cc733 h1:vr3AYkKovP8uR8AvSGGUK1IDqRa5lAAvEkZG1LKaCRc=
github.com/jackc/fake v0.0.0-20150926172116-812a484cc733/go.mod h1:WrMFNQdiFJ80sQsxDoMokWK1W5TQtxBFNpzWTD84ibQ=
github.com/jackc/pgx v3.5.0+incompatible h1:BRJ4G3UPtvml5R1ey0biqqGuYUGayMYekm3woO75orY=
github.com/jackc/pgx v3.5.0+incompatible/go.mod h1:0ZGrqGqkRlliWnWB4zKnWtjbSWbGkVEFm4TeybAXq+I=
github.com/jmoiron/sqlx v1.2.0 h1:41Ip0zITnmWNR/vHV+S4m+VoUivnWY5E4OJfLZjCJMA=
@@ -40,6 +45,7 @@ github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORN
github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ=
github.com/kr/text v0.1.0 h1:45sCR5RtlFHMR4UwH9sdQ5TC8v0qDQCHnXt+kaKSTVE=
github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI=
github.com/lib/pq v1.0.0 h1:X5PMW56eZitiTeO7tKzZxFCSpbFZJtkMMooicw2us9A=
github.com/lib/pq v1.0.0/go.mod h1:5WUZQaWbwv1U+lTReE5YruASi9Al49XbQIvNi/34Woo=
github.com/mattn/go-sqlite3 v1.9.0/go.mod h1:FPy6KqzDD04eiIsT53CuJW3U88zkxoIYsOqkbpncsNc=
github.com/mattn/go-sqlite3 v1.11.0 h1:LDdKkqtYlom37fkvqs8rMPFKAMe8+SgjbwZ6ex1/A/Q=
@@ -53,6 +59,8 @@ github.com/pquerna/otp v1.2.0/go.mod h1:dkJfzwRKNiegxyNb54X/3fLwhCynbMspSyWKnvi1
github.com/rogpeppe/fastuuid v0.0.0-20150106093220-6724a57986af/go.mod h1:XWv6SoW27p1b0cqNHllgS5HIMJraePCO15w5zCzIWYg=
github.com/satori/go.uuid v1.2.1-0.20181028125025-b2ce2384e17b h1:gQZ0qzfKHQIybLANtM3mBXNUtOfsCFXeTsnBqCsx1KM=
github.com/satori/go.uuid v1.2.1-0.20181028125025-b2ce2384e17b/go.mod h1:dA0hQrYB0VpLJoorglMZABFdXlWrHn1NEOzdhQKdks0=
github.com/shopspring/decimal v0.0.0-20190905144223-a36b5d85f337 h1:Da9XEUfFxgyDOqUfwgoTDcWzmnlOnCGi6i4iPS+8Fbw=
github.com/shopspring/decimal v0.0.0-20190905144223-a36b5d85f337/go.mod h1:M+9NzErvs504Cn4c5DxATwIqPbtswREoFCre64PpcG4=
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
github.com/stretchr/testify v1.3.0 h1:TivCn/peBQ7UY8ooIcPgZFpTNSz0Q2U6UrFlUfqbe0Q=
github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
@@ -61,7 +69,6 @@ github.com/toorop/go-pusher v0.0.0-20180521062818-4521e2eb39fb/go.mod h1:VTLqNCX
github.com/urfave/cli v1.20.0 h1:fDqGv3UG/4jbVl/QkFwEdddtEDjh/5Ov6X+0B/3bPaw=
github.com/urfave/cli v1.20.0/go.mod h1:70zkFmudgCuE/ngEzBv17Jvp/497gISqfk5gWijbERA=
golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
golang.org/x/crypto v0.0.0-20190513172903-22d7a77e9e5f/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20190605123033-f99c8df09eb5 h1:58fnuSXlxZmFdJyvtTFVmVhcMLU6v5fEb/ok4wyqtNU=
golang.org/x/crypto v0.0.0-20190605123033-f99c8df09eb5/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/exp v0.0.0-20190121172915-509febef88a4/go.mod h1:CJ0aWSM057203Lf6IL+f9T1iT9GByDxfZKAQTCR3kQA=

View File

@@ -146,6 +146,7 @@ func init() {
TimeMgr = registerNewSubLogger("timekeeper")
WebsocketMgr = registerNewSubLogger("websocket")
EventMgr = registerNewSubLogger("event")
DispatchMgr = registerNewSubLogger("dispatch")
ExchangeSys = registerNewSubLogger("exchange")
GRPCSys = registerNewSubLogger("grpc")

View File

@@ -15,6 +15,7 @@ var (
TimeMgr *subLogger
WebsocketMgr *subLogger
EventMgr *subLogger
DispatchMgr *subLogger
ExchangeSys *subLogger
GRPCSys *subLogger

View File

@@ -10,6 +10,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/core"
mg "github.com/thrasher-corp/gocryptotrader/database/migration"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/engine"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
log "github.com/thrasher-corp/gocryptotrader/logger"
@@ -48,6 +49,8 @@ func main() {
flag.BoolVar(&settings.EnableDatabaseManager, "databasemanager", true, "enables database manager")
flag.DurationVar(&settings.EventManagerDelay, "eventmanagerdelay", time.Duration(0), "sets the event managers sleep delay between event checking")
flag.BoolVar(&settings.EnableNTPClient, "ntpclient", true, "enables the NTP client to check system clock drift")
flag.BoolVar(&settings.EnableDispatcher, "dispatch", true, "enables the dispatch system")
flag.Int64Var(&settings.DispatchMaxWorkerAmount, "dispatchworkers", dispatch.DefaultMaxWorkers, "sets the dispatch package max worker generation limit")
// Forex provider settings
flag.BoolVar(&settings.EnableCurrencyConverter, "currencyconverter", false, "overrides config and sets up foreign exchange Currency Converter")