Files
gocryptotrader/engine/syncer.go
Ryan O'Hara-Reid 98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00

610 lines
18 KiB
Go

package engine
import (
"errors"
"strings"
"sync/atomic"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// const holds the sync item types
const (
SyncItemTicker = iota
SyncItemOrderbook
SyncItemTrade
DefaultSyncerWorkers = 15
DefaultSyncerTimeout = time.Second * 15
)
var (
createdCounter = 0
removedCounter = 0
)
// NewCurrencyPairSyncer starts a new CurrencyPairSyncer
func NewCurrencyPairSyncer(c CurrencyPairSyncerConfig) (*ExchangeCurrencyPairSyncer, error) {
if !c.SyncOrderbook && !c.SyncTicker && !c.SyncTrades {
return nil, errors.New("no sync items enabled")
}
if c.NumWorkers <= 0 {
c.NumWorkers = DefaultSyncerWorkers
}
if c.SyncTimeout <= time.Duration(0) {
c.SyncTimeout = DefaultSyncerTimeout
}
s := ExchangeCurrencyPairSyncer{
Cfg: CurrencyPairSyncerConfig{
SyncTicker: c.SyncTicker,
SyncOrderbook: c.SyncOrderbook,
SyncTrades: c.SyncTrades,
SyncContinuously: c.SyncContinuously,
SyncTimeout: c.SyncTimeout,
NumWorkers: c.NumWorkers,
},
}
s.tickerBatchLastRequested = make(map[string]time.Time)
log.Debugf(log.SyncMgr,
"Exchange currency pair syncer config: continuous: %v ticker: %v"+
" orderbook: %v trades: %v workers: %v verbose: %v timeout: %v\n",
s.Cfg.SyncContinuously, s.Cfg.SyncTicker, s.Cfg.SyncOrderbook,
s.Cfg.SyncTrades, s.Cfg.NumWorkers, s.Cfg.Verbose, s.Cfg.SyncTimeout)
return &s, nil
}
func (e *ExchangeCurrencyPairSyncer) get(exchangeName string, p currency.Pair, a asset.Item) (*CurrencyPairSyncAgent, error) {
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == exchangeName &&
e.CurrencyPairs[x].Pair.Equal(p) &&
e.CurrencyPairs[x].AssetType == a {
return &e.CurrencyPairs[x], nil
}
}
return nil, errors.New("exchange currency pair syncer not found")
}
func (e *ExchangeCurrencyPairSyncer) exists(exchangeName string, p currency.Pair, a asset.Item) bool {
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == exchangeName &&
e.CurrencyPairs[x].Pair.Equal(p) &&
e.CurrencyPairs[x].AssetType == a {
return true
}
}
return false
}
func (e *ExchangeCurrencyPairSyncer) add(c *CurrencyPairSyncAgent) {
e.mux.Lock()
defer e.mux.Unlock()
if e.Cfg.SyncTicker {
if e.Cfg.Verbose {
log.Debugf(log.SyncMgr,
"%s: Added ticker sync item %v: using websocket: %v using REST: %v\n",
c.Exchange, FormatCurrency(c.Pair).String(), c.Ticker.IsUsingWebsocket,
c.Ticker.IsUsingREST)
}
if atomic.LoadInt32(&e.initSyncCompleted) != 1 {
e.initSyncWG.Add(1)
createdCounter++
}
}
if e.Cfg.SyncOrderbook {
if e.Cfg.Verbose {
log.Debugf(log.SyncMgr,
"%s: Added orderbook sync item %v: using websocket: %v using REST: %v\n",
c.Exchange, FormatCurrency(c.Pair).String(), c.Orderbook.IsUsingWebsocket,
c.Orderbook.IsUsingREST)
}
if atomic.LoadInt32(&e.initSyncCompleted) != 1 {
e.initSyncWG.Add(1)
createdCounter++
}
}
if e.Cfg.SyncTrades {
if e.Cfg.Verbose {
log.Debugf(log.SyncMgr,
"%s: Added trade sync item %v: using websocket: %v using REST: %v\n",
c.Exchange, FormatCurrency(c.Pair).String(), c.Trade.IsUsingWebsocket,
c.Trade.IsUsingREST)
}
if atomic.LoadInt32(&e.initSyncCompleted) != 1 {
e.initSyncWG.Add(1)
createdCounter++
}
}
c.Created = time.Now()
e.CurrencyPairs = append(e.CurrencyPairs, *c)
}
func (e *ExchangeCurrencyPairSyncer) remove(c *CurrencyPairSyncAgent) {
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == c.Exchange &&
e.CurrencyPairs[x].Pair.Equal(c.Pair) &&
e.CurrencyPairs[x].AssetType == c.AssetType {
e.CurrencyPairs = append(e.CurrencyPairs[:x], e.CurrencyPairs[x+1:]...)
return
}
}
}
func (e *ExchangeCurrencyPairSyncer) isProcessing(exchangeName string, p currency.Pair, a asset.Item, syncType int) bool {
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == exchangeName &&
e.CurrencyPairs[x].Pair.Equal(p) &&
e.CurrencyPairs[x].AssetType == a {
switch syncType {
case SyncItemTicker:
return e.CurrencyPairs[x].Ticker.IsProcessing
case SyncItemOrderbook:
return e.CurrencyPairs[x].Orderbook.IsProcessing
case SyncItemTrade:
return e.CurrencyPairs[x].Trade.IsProcessing
}
}
}
return false
}
func (e *ExchangeCurrencyPairSyncer) setProcessing(exchangeName string, p currency.Pair, a asset.Item, syncType int, processing bool) {
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == exchangeName &&
e.CurrencyPairs[x].Pair.Equal(p) &&
e.CurrencyPairs[x].AssetType == a {
switch syncType {
case SyncItemTicker:
e.CurrencyPairs[x].Ticker.IsProcessing = processing
case SyncItemOrderbook:
e.CurrencyPairs[x].Orderbook.IsProcessing = processing
case SyncItemTrade:
e.CurrencyPairs[x].Trade.IsProcessing = processing
}
}
}
}
func (e *ExchangeCurrencyPairSyncer) update(exchangeName string, p currency.Pair, a asset.Item, syncType int, err error) {
if atomic.LoadInt32(&e.initSyncStarted) != 1 {
return
}
switch syncType {
case SyncItemOrderbook, SyncItemTrade, SyncItemTicker:
if !e.Cfg.SyncOrderbook && syncType == SyncItemOrderbook {
return
}
if !e.Cfg.SyncTicker && syncType == SyncItemTicker {
return
}
if !e.Cfg.SyncTrades && syncType == SyncItemTrade {
return
}
default:
log.Warnf(log.SyncMgr, "ExchangeCurrencyPairSyncer: unknown sync item %v\n", syncType)
return
}
e.mux.Lock()
defer e.mux.Unlock()
for x := range e.CurrencyPairs {
if e.CurrencyPairs[x].Exchange == exchangeName &&
e.CurrencyPairs[x].Pair.Equal(p) &&
e.CurrencyPairs[x].AssetType == a {
switch syncType {
case SyncItemTicker:
origHadData := e.CurrencyPairs[x].Ticker.HaveData
e.CurrencyPairs[x].Ticker.LastUpdated = time.Now()
if err != nil {
e.CurrencyPairs[x].Ticker.NumErrors++
}
e.CurrencyPairs[x].Ticker.HaveData = true
e.CurrencyPairs[x].Ticker.IsProcessing = false
if atomic.LoadInt32(&e.initSyncCompleted) != 1 && !origHadData {
removedCounter++
log.Debugf(log.SyncMgr, "%s ticker sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
e.initSyncWG.Done()
}
case SyncItemOrderbook:
origHadData := e.CurrencyPairs[x].Orderbook.HaveData
e.CurrencyPairs[x].Orderbook.LastUpdated = time.Now()
if err != nil {
e.CurrencyPairs[x].Orderbook.NumErrors++
}
e.CurrencyPairs[x].Orderbook.HaveData = true
e.CurrencyPairs[x].Orderbook.IsProcessing = false
if atomic.LoadInt32(&e.initSyncCompleted) != 1 && !origHadData {
removedCounter++
log.Debugf(log.SyncMgr, "%s orderbook sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
e.initSyncWG.Done()
}
case SyncItemTrade:
origHadData := e.CurrencyPairs[x].Trade.HaveData
e.CurrencyPairs[x].Trade.LastUpdated = time.Now()
if err != nil {
e.CurrencyPairs[x].Trade.NumErrors++
}
e.CurrencyPairs[x].Trade.HaveData = true
e.CurrencyPairs[x].Trade.IsProcessing = false
if atomic.LoadInt32(&e.initSyncCompleted) != 1 && !origHadData {
removedCounter++
log.Debugf(log.SyncMgr, "%s trade sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
e.initSyncWG.Done()
}
}
}
}
}
func (e *ExchangeCurrencyPairSyncer) worker() {
cleanup := func() {
log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer worker shutting down.")
}
defer cleanup()
for atomic.LoadInt32(&e.shutdown) != 1 {
for x := range Bot.Exchanges {
if !Bot.Exchanges[x].IsEnabled() {
continue
}
exchangeName := Bot.Exchanges[x].GetName()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
supportsREST := Bot.Exchanges[x].SupportsREST()
supportsRESTTickerBatching := Bot.Exchanges[x].SupportsRESTTickerBatchUpdates()
var usingREST bool
var usingWebsocket bool
var switchedToRest bool
if Bot.Exchanges[x].SupportsWebsocket() && Bot.Exchanges[x].IsWebsocketEnabled() {
ws, err := Bot.Exchanges[x].GetWebsocket()
if err != nil {
log.Errorf(log.SyncMgr, "%s unable to get websocket pointer. Err: %s\n",
exchangeName, err)
usingREST = true
}
if ws.IsConnected() {
usingWebsocket = true
} else {
usingREST = true
}
} else if supportsREST {
usingREST = true
}
for y := range assetTypes {
enabledPairs := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for i := range enabledPairs {
if atomic.LoadInt32(&e.shutdown) == 1 {
return
}
if !e.exists(exchangeName, enabledPairs[i], assetTypes[y]) {
c := CurrencyPairSyncAgent{
AssetType: assetTypes[y],
Exchange: exchangeName,
Pair: enabledPairs[i],
}
if e.Cfg.SyncTicker {
c.Ticker = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
if e.Cfg.SyncOrderbook {
c.Orderbook = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
if e.Cfg.SyncTrades {
c.Trade = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
e.add(&c)
}
c, err := e.get(exchangeName, enabledPairs[i], assetTypes[y])
if err != nil {
log.Errorf(log.SyncMgr, "failed to get item. Err: %s\n", err)
continue
}
if switchedToRest && usingWebsocket {
log.Infof(log.SyncMgr,
"%s %s: Websocket re-enabled, switching from rest to websocket\n",
c.Exchange, FormatCurrency(enabledPairs[i]).String())
switchedToRest = false
}
if e.Cfg.SyncTicker {
if !e.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTicker) {
if c.Ticker.LastUpdated.IsZero() || time.Since(c.Ticker.LastUpdated) > e.Cfg.SyncTimeout {
if c.Ticker.IsUsingWebsocket {
if time.Since(c.Created) < e.Cfg.SyncTimeout {
continue
}
if supportsREST {
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, true)
c.Ticker.IsUsingWebsocket = false
c.Ticker.IsUsingREST = true
log.Warnf(log.SyncMgr,
"%s %s %s: No ticker update after %s, switching from websocket to rest\n",
c.Exchange,
FormatCurrency(enabledPairs[i]).String(),
strings.ToUpper(c.AssetType.String()),
e.Cfg.SyncTimeout,
)
switchedToRest = true
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, false)
}
}
if c.Ticker.IsUsingREST {
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, true)
var result *ticker.Price
var err error
if supportsRESTTickerBatching {
e.mux.Lock()
batchLastDone, ok := e.tickerBatchLastRequested[exchangeName]
if !ok {
e.tickerBatchLastRequested[exchangeName] = time.Time{}
}
e.mux.Unlock()
if batchLastDone.IsZero() || time.Since(batchLastDone) > e.Cfg.SyncTimeout {
e.mux.Lock()
if e.Cfg.Verbose {
log.Debugf(log.SyncMgr, "%s Init'ing REST ticker batching\n", exchangeName)
}
result, err = Bot.Exchanges[x].UpdateTicker(c.Pair, c.AssetType)
e.tickerBatchLastRequested[exchangeName] = time.Now()
e.mux.Unlock()
} else {
if e.Cfg.Verbose {
log.Debugf(log.SyncMgr, "%s Using recent batching cache\n", exchangeName)
}
result, err = Bot.Exchanges[x].FetchTicker(c.Pair, c.AssetType)
}
} else {
result, err = Bot.Exchanges[x].UpdateTicker(c.Pair, c.AssetType)
}
printTickerSummary(result, c.Pair, c.AssetType, exchangeName, "REST", err)
if err == nil {
//nolint:gocritic Bot.CommsRelayer.StageTickerData(exchangeName, c.AssetType, result)
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "ticker_update", c.AssetType.String(), exchangeName)
}
}
e.update(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, err)
}
} else {
time.Sleep(time.Millisecond * 50)
}
}
}
if e.Cfg.SyncOrderbook {
if !e.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemOrderbook) {
if c.Orderbook.LastUpdated.IsZero() || time.Since(c.Orderbook.LastUpdated) > e.Cfg.SyncTimeout {
if c.Orderbook.IsUsingWebsocket {
if time.Since(c.Created) < e.Cfg.SyncTimeout {
continue
}
if supportsREST {
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, true)
c.Orderbook.IsUsingWebsocket = false
c.Orderbook.IsUsingREST = true
log.Warnf(log.SyncMgr,
"%s %s %s: No orderbook update after %s, switching from websocket to rest\n",
c.Exchange,
FormatCurrency(c.Pair).String(),
strings.ToUpper(c.AssetType.String()),
e.Cfg.SyncTimeout,
)
switchedToRest = true
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, false)
}
}
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, true)
result, err := Bot.Exchanges[x].UpdateOrderbook(c.Pair, c.AssetType)
printOrderbookSummary(result, c.Pair, c.AssetType, exchangeName, "REST", err)
if err == nil {
//nolint:gocritic Bot.CommsRelayer.StageOrderbookData(exchangeName, c.AssetType, result)
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "orderbook_update", c.AssetType.String(), exchangeName)
}
}
e.update(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, err)
} else {
time.Sleep(time.Millisecond * 50)
}
}
if e.Cfg.SyncTrades {
if !e.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTrade) {
if c.Trade.LastUpdated.IsZero() || time.Since(c.Trade.LastUpdated) > e.Cfg.SyncTimeout {
e.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTrade, true)
e.update(c.Exchange, c.Pair, c.AssetType, SyncItemTrade, nil)
}
}
}
}
}
}
}
}
}
// Start starts an exchange currency pair syncer
func (e *ExchangeCurrencyPairSyncer) Start() {
log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer started.")
for x := range Bot.Exchanges {
if !Bot.Exchanges[x].IsEnabled() {
continue
}
exchangeName := Bot.Exchanges[x].GetName()
supportsWebsocket := Bot.Exchanges[x].SupportsWebsocket()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
supportsREST := Bot.Exchanges[x].SupportsREST()
if !supportsREST && !supportsWebsocket {
log.Warnf(log.SyncMgr,
"Loaded exchange %s does not support REST or Websocket.\n",
exchangeName)
continue
}
var usingWebsocket bool
var usingREST bool
if supportsWebsocket && Bot.Exchanges[x].IsWebsocketEnabled() {
ws, err := Bot.Exchanges[x].GetWebsocket()
if err != nil {
log.Errorf(log.SyncMgr, "%s failed to get websocket. Err: %s\n",
exchangeName, err)
usingREST = true
}
if !ws.IsConnected() && !ws.IsConnecting() {
go WebsocketDataHandler(ws)
err = ws.Connect()
if err != nil {
log.Errorf(log.SyncMgr, "%s websocket failed to connect. Err: %s\n",
exchangeName, err)
usingREST = true
} else {
usingWebsocket = true
}
} else {
usingWebsocket = true
}
} else if supportsREST {
usingREST = true
}
for y := range assetTypes {
enabledPairs := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for i := range enabledPairs {
if e.exists(exchangeName, enabledPairs[i], assetTypes[y]) {
continue
}
c := CurrencyPairSyncAgent{
AssetType: assetTypes[y],
Exchange: exchangeName,
Pair: enabledPairs[i],
}
if e.Cfg.SyncTicker {
c.Ticker = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
if e.Cfg.SyncOrderbook {
c.Orderbook = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
if e.Cfg.SyncTrades {
c.Trade = SyncBase{
IsUsingREST: usingREST,
IsUsingWebsocket: usingWebsocket,
}
}
e.add(&c)
}
}
}
if atomic.CompareAndSwapInt32(&e.initSyncStarted, 0, 1) {
log.Debugf(log.SyncMgr,
"Exchange CurrencyPairSyncer initial sync started. %d items to process.\n",
createdCounter)
e.initSyncStartTime = time.Now()
}
go func() {
e.initSyncWG.Wait()
if atomic.CompareAndSwapInt32(&e.initSyncCompleted, 0, 1) {
log.Debugf(log.SyncMgr, "Exchange CurrencyPairSyncer initial sync is complete.\n")
completedTime := time.Now()
log.Debugf(log.SyncMgr, "Exchange CurrencyPairSyncer initial sync took %v [%v sync items].\n",
completedTime.Sub(e.initSyncStartTime), createdCounter)
if !e.Cfg.SyncContinuously {
log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer stopping.")
e.Stop()
return
}
}
}()
if atomic.LoadInt32(&e.initSyncCompleted) == 1 && !e.Cfg.SyncContinuously {
return
}
for i := 0; i < e.Cfg.NumWorkers; i++ {
go e.worker()
}
}
// Stop shuts down the exchange currency pair syncer
func (e *ExchangeCurrencyPairSyncer) Stop() {
stopped := atomic.CompareAndSwapInt32(&e.shutdown, 0, 1)
if stopped {
log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer stopped.")
}
}