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
2026-05-31 15:10:42 +00:00 · 2019-10-03 09:47:37 +10:00
parent 4a0fcc7f0f
commit db317a2447
42 changed files with 3802 additions and 1019 deletions
--- a/exchanges/websocket/wsorderbook/wsorderbook.go
+++ b/exchanges/websocket/wsorderbook/wsorderbook.go
@@ -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 {
--- a/exchanges/websocket/wsorderbook/wsorderbook_test.go
+++ b/exchanges/websocket/wsorderbook/wsorderbook_test.go
@@ -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},