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https://github.com/d0zingcat/gocryptotrader.git
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a2381310da
* orderbook: export orderbook nodes for external strategy inspection * orderbook: Add in methods for locking and unlocking multiple books at the same time e.g. book1.LockWith(book2); defer book1.UnlockWith(book2) * include waiting functionality for depth change alert * backtester: add word. * log: include logger changes to impl with downstream integration * engine: reduce params for loading exchange * assort: rm verbose in tests, change wording in ob, expose sync.waitgroup for ext. sync options * ticker: reduce map look ups and contention when using RW mutex when there are over 80% writes adds find last function to get the latest rate * engine/syncmanager: add in waitgroup for step over for external package calls * cleaup * engine: linter fix * currency/fx: include all references to fiat currencies to default * orderbook: Add in fields to Unsafe type for strategies to detect potential out of sync book operations * syncmanager: changed config variable to display correct time * ordermanager: Add time when none provided * currency/manager: update getasset param to get enabled assets for minor optimizations * ftx: use get all wallet balances for a better accounts breakdown * orderbook: unlock in reverse order * bithumb: fixes bug on market buy and sell orders * bithumb: fix bug for nonce is also time window sensitive * bithumb: get orders add required parameter * bithumb: Add asset type to account struct * currency: improve log output when checking currency and it fails * bithumb: Add error return on incomplete pair * ticker:unexport all service related methods * ticker/currency: fixes * orderbook: fix comment * engine: revert variable name in LoadExchange method * sync_manager: fix panic when enabling disabling manager * engine: fix naming convention of exported function and comments * engine: update comment * orderbook: fix comment for unsafe type
63 lines
1.8 KiB
Go
63 lines
1.8 KiB
Go
package orderbook
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import (
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"sync"
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"time"
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)
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// Unsafe is an exported linked list reference to the current bid/ask heads and
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// a reference to the underlying depth mutex. This allows for the exposure of
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// the internal list to an external strategy or subsystem. The bid and ask
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// fields point to the actual head fields contained on both linked list structs,
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// so that this struct can be reusable and not needed to be called on each
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// inspection.
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type Unsafe struct {
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BidHead **Node
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AskHead **Node
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m *sync.Mutex
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// UpdatedViaREST defines if sync manager is updating this book via the REST
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// protocol then this book is not considered live and cannot be trusted.
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UpdatedViaREST *bool
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LastUpdated *time.Time
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*Alert
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}
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// Lock locks down the underlying linked list which inhibits all pending updates
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// for strategy inspection.
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func (src *Unsafe) Lock() {
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src.m.Lock()
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}
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// Unlock unlocks the underlying linked list after inspection by a strategy to
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// resume normal operations
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func (src *Unsafe) Unlock() {
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src.m.Unlock()
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}
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// LockWith locks both books for the context of cross orderbook inspection.
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// WARNING: When inspecting diametrically opposed books a higher order mutex
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// MUST be used or a dead lock will occur.
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func (src *Unsafe) LockWith(dst sync.Locker) {
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src.m.Lock()
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dst.Lock()
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}
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// UnlockWith unlocks both books for the context of cross orderbook inspection
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func (src *Unsafe) UnlockWith(dst sync.Locker) {
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dst.Unlock() // Unlock in reverse order
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src.m.Unlock()
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}
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// GetUnsafe returns an unsafe orderbook with pointers to the linked list heads.
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func (d *Depth) GetUnsafe() Unsafe {
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return Unsafe{
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BidHead: &d.bids.linkedList.head,
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AskHead: &d.asks.linkedList.head,
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m: &d.m,
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Alert: &d.Alert,
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UpdatedViaREST: &d.options.restSnapshot,
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LastUpdated: &d.options.lastUpdated,
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}
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}
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