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))
}