Files
gocryptotrader/exchanges/ticker/ticker.go
Ryan O'Hara-Reid a2381310da GCT: general updates across codebase (#699)
* 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
2021-07-29 14:42:28 +10:00

223 lines
4.9 KiB
Go

package ticker
import (
"errors"
"fmt"
"strings"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
var (
errInvalidTicker = errors.New("invalid ticker")
errTickerNotFound = errors.New("ticker not found")
errExchangeNameIsEmpty = errors.New("exchange name is empty")
)
func init() {
service = new(Service)
service.Tickers = make(map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
service.Exchange = make(map[string]uuid.UUID)
service.mux = dispatch.GetNewMux()
}
// SubscribeTicker subcribes to a ticker and returns a communication channel to
// stream new ticker updates
func SubscribeTicker(exchange string, p currency.Pair, a asset.Item) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.Lock()
defer service.Unlock()
tick, ok := service.Tickers[exchange][p.Base.Item][p.Quote.Item][a]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("ticker item not found for %s %s %s",
exchange,
p,
a)
}
return service.mux.Subscribe(tick.Main)
}
// SubscribeToExchangeTickers subcribes to all tickers on an exchange
func SubscribeToExchangeTickers(exchange string) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.Lock()
defer service.Unlock()
id, ok := service.Exchange[exchange]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("%s exchange tickers not found",
exchange)
}
return service.mux.Subscribe(id)
}
// GetTicker checks and returns a requested ticker if it exists
func GetTicker(exchange string, p currency.Pair, a asset.Item) (*Price, error) {
exchange = strings.ToLower(exchange)
service.Lock()
defer service.Unlock()
m1, ok := service.Tickers[exchange]
if !ok {
return nil, fmt.Errorf("no tickers for %s exchange", exchange)
}
m2, ok := m1[p.Base.Item]
if !ok {
return nil, fmt.Errorf("no tickers associated with base currency %s",
p.Base)
}
m3, ok := m2[p.Quote.Item]
if !ok {
return nil, fmt.Errorf("no tickers associated with quote currency %s",
p.Quote)
}
t, ok := m3[a]
if !ok {
return nil, fmt.Errorf("no tickers associated with asset type %s",
a)
}
cpy := t.Price // Don't let external functions have access to underlying
return &cpy, nil
}
// FindLast searches for a currency pair and returns the first available
func FindLast(p currency.Pair, a asset.Item) (float64, error) {
service.Lock()
defer service.Unlock()
for _, m1 := range service.Tickers {
m2, ok := m1[p.Base.Item]
if !ok {
continue
}
m3, ok := m2[p.Quote.Item]
if !ok {
continue
}
t, ok := m3[a]
if !ok {
continue
}
if t.Last == 0 {
return 0, errInvalidTicker
}
return t.Last, nil
}
return 0, fmt.Errorf("%w %s %s", errTickerNotFound, p, a)
}
// ProcessTicker processes incoming tickers, creating or updating the Tickers
// list
func ProcessTicker(p *Price) error {
if p == nil {
return errors.New(errTickerPriceIsNil)
}
if p.ExchangeName == "" {
return fmt.Errorf(ErrExchangeNameUnset)
}
if p.Pair.IsEmpty() {
return fmt.Errorf("%s %s", p.ExchangeName, errPairNotSet)
}
if p.AssetType == "" {
return fmt.Errorf("%s %s %s",
p.ExchangeName,
p.Pair,
errAssetTypeNotSet)
}
if p.LastUpdated.IsZero() {
p.LastUpdated = time.Now()
}
return service.update(p)
}
// update updates ticker price
func (s *Service) update(p *Price) error {
name := strings.ToLower(p.ExchangeName)
s.Lock()
m1, ok := service.Tickers[name]
if !ok {
m1 = make(map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
service.Tickers[name] = m1
}
m2, ok := m1[p.Pair.Base.Item]
if !ok {
m2 = make(map[*currency.Item]map[asset.Item]*Ticker)
m1[p.Pair.Base.Item] = m2
}
m3, ok := m2[p.Pair.Quote.Item]
if !ok {
m3 = make(map[asset.Item]*Ticker)
m2[p.Pair.Quote.Item] = m3
}
t, ok := m3[p.AssetType]
if !ok || t == nil {
newTicker := &Ticker{}
err := s.setItemID(newTicker, p, name)
if err != nil {
s.Unlock()
return err
}
m3[p.AssetType] = newTicker
s.Unlock()
return nil
}
t.Price = *p
ids := append(t.Assoc, t.Main)
s.Unlock()
return s.mux.Publish(ids, p)
}
// setItemID retrieves and sets dispatch mux publish IDs
func (s *Service) setItemID(t *Ticker, p *Price, exch string) error {
ids, err := s.getAssociations(exch)
if err != nil {
return err
}
singleID, err := s.mux.GetID()
if err != nil {
return err
}
t.Price = *p
t.Main = singleID
t.Assoc = ids
return nil
}
// getAssociations links a singular book with it's dispatch associations
func (s *Service) getAssociations(exch string) ([]uuid.UUID, error) {
if exch == "" {
return nil, errExchangeNameIsEmpty
}
var ids []uuid.UUID
exchangeID, ok := s.Exchange[exch]
if !ok {
var err error
exchangeID, err = s.mux.GetID()
if err != nil {
return nil, err
}
s.Exchange[exch] = exchangeID
}
ids = append(ids, exchangeID)
return ids, nil
}