Commit Graph

7 Commits

Author SHA1 Message Date
Bea
067fae0e00 engine/sync_manager: Rename Update to WebsocketUpdate (#1300)
* sync_manager: Update replaced with WebsocketUpdate

* sync_manager: replaced TestSyncManagerUpdate with TestSyncManagerWebsocketUpdate

* Update engine/sync_manager.go

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-08-07 16:40:09 +10:00
Gareth Kirwan
54f745e943 SyncManager: Optimise and fixes (#1229)
* SyncManager: Optimise and fixes

This is a fairly invasive change which addresses the amount of work the
sync manager does each cycle and the cycle intervals.
We switch to using discrete locks for each type of work on each pair,
so each worker can take a discrete chunk of work safely.
For performance and simplicity we now use a map for the currencyPairs.

* fix reporting when a websocket is reconnected
* fix not switching REST off after websocket available again
* fix race condition in isProcessing flag

This PR still could go further by avoiding cycling through everything
each time, and by pushing some one-time work for adding enabled pairs
down to a later stage off the hot path.
This was the smallest chunk of refactoring I felt could address
everything without changing too much.

Significant manual testing done with a variety of Timeouts to test for
edgecases and handling.

* SyncManager: Fix ticker/orderbook tracker linked

* SyncManager: Fix sync complete logging in update

* SyncManager: Fix pair format breaking sync key

Kraken seems to always switch to XBT_USDT format, but websockets still
pass around XBTUSDT format. Just to be safe this just removes the
delimiter to avoid any such issues

* SyncManager: Remove unused error

* SyncManager: Remove unused IsProcessing flag

* SyncManager: Fix Update test add() pair format

We had to unify pair format inside sync manager, so test needs to do the
same
2023-07-12 10:17:39 +10:00
TaltaM
fd600972ba engine/order manager: Initial REST managed order updating (resolves #772) (#775)
* Initial REST managed order updating

* Apply gloriousCode's changes.go patch

* Update internal order ID handling

* Check error

* Replace string with string pointer

* Avoid nil pointers in upsert

* Update test for UpdateOrderFromDetail()

* Add tests for orders.go

* Remove unnecessary newline

* Address comments

* Add missing nil check

* Add tests for new functions in order_manager.go

* Remove empty line

* Change log level for updates from Info to Debug (keep added orders at Info)

* Initialize orders before running the timer

* [TEMP] Add verbosity for debugging

* Nil checking on exchangeManager in GetExchanges()

- exchangeManager.GetExchanges() and iExchangeManager.GetExchanges() return an error on nil
- bot.GetExchanges() wraps exchangeManager.GetExchanges() and returns an empty slice

* Revert b5afe1a46b

* Do not start the order manager runner thread

Instead, mark the order manager as running

* Remove redundant error.Is() and remove print wrapper on msg

* Add atomic blocker and waitgroup on processOrders()

* Disable unnecessary orderManager runner thread for rpcserver_test

* Remove redundant err from orderStore.getActiveOrders()

* [FIX] Populate requiresProcessing using UpsertResponse data instead of REST return data

.. because the data returned by the REST calls do not include the internal user ID's

* [TEST] Verify that processOrders() actually processes queried order data

* Remove leftover warning and add nil check on wg.Done()

* Apply suggestions from code review

Log category changes - as suggested

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Return when no exchanges available

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2021-09-15 09:28:31 +10:00
Ryan O'Hara-Reid
d636049fb2 exchanges: Initial context propagation (#744)
* gct: phase one context awareness pass

* exchanges: context propagation pass

* common/requester: force context requirement

* gctcli/exchanges: linter fix

* rpcserver: fix test using dummy rpc server

* backtester: fix comments

* grpc: add correct cancel and timeout for commands

* rpcserver_test: add comment on dummy server

* common: deprecated SendHTTPGetRequest

* linter: fix

* linter: turn on no context check

* apichecker: fix context linter issue

* binance: use param context

* common: remove checks as this gets executed before main

* common: change mutex to RW as clients can be used by multiple go routines.

* common: remove init and JIT default client. Unexport global variables and add protection.

* common: Add comments

* bithumb: after dinner mints fix
2021-09-11 13:52:07 +10:00
Ryan O'Hara-Reid
4851e94eba Engine/ExchangeManager: Return error for method GetExchangeByName (#760)
* engine: Add error returns

* engine: after merge fixes

* engine: remove interface

* linter: fix shadow declarations

* engine: fix tests

* niterinos: fixed

* GLORIOUS NITS!
2021-08-26 13:09:14 +10:00
Scott
197ef2df21 Feature: Data history manager engine subsystem (#693)
* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
2021-07-01 16:21:48 +10:00
Scott
5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00