mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 23:16:48 +00:00
* 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
223 lines
4.9 KiB
Go
223 lines
4.9 KiB
Go
package ticker
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import (
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"errors"
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"fmt"
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"strings"
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"time"
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"github.com/gofrs/uuid"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/dispatch"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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var (
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errInvalidTicker = errors.New("invalid ticker")
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errTickerNotFound = errors.New("ticker not found")
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errExchangeNameIsEmpty = errors.New("exchange name is empty")
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)
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func init() {
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service = new(Service)
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service.Tickers = make(map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
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service.Exchange = make(map[string]uuid.UUID)
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service.mux = dispatch.GetNewMux()
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}
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// SubscribeTicker subcribes to a ticker and returns a communication channel to
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// stream new ticker updates
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func SubscribeTicker(exchange string, p currency.Pair, a asset.Item) (dispatch.Pipe, error) {
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exchange = strings.ToLower(exchange)
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service.Lock()
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defer service.Unlock()
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tick, ok := service.Tickers[exchange][p.Base.Item][p.Quote.Item][a]
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if !ok {
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return dispatch.Pipe{}, fmt.Errorf("ticker item not found for %s %s %s",
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exchange,
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p,
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a)
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}
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return service.mux.Subscribe(tick.Main)
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}
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// SubscribeToExchangeTickers subcribes to all tickers on an exchange
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func SubscribeToExchangeTickers(exchange string) (dispatch.Pipe, error) {
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exchange = strings.ToLower(exchange)
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service.Lock()
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defer service.Unlock()
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id, ok := service.Exchange[exchange]
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if !ok {
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return dispatch.Pipe{}, fmt.Errorf("%s exchange tickers not found",
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exchange)
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}
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return service.mux.Subscribe(id)
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}
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// GetTicker checks and returns a requested ticker if it exists
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func GetTicker(exchange string, p currency.Pair, a asset.Item) (*Price, error) {
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exchange = strings.ToLower(exchange)
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service.Lock()
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defer service.Unlock()
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m1, ok := service.Tickers[exchange]
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if !ok {
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return nil, fmt.Errorf("no tickers for %s exchange", exchange)
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}
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m2, ok := m1[p.Base.Item]
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if !ok {
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return nil, fmt.Errorf("no tickers associated with base currency %s",
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p.Base)
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}
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m3, ok := m2[p.Quote.Item]
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if !ok {
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return nil, fmt.Errorf("no tickers associated with quote currency %s",
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p.Quote)
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}
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t, ok := m3[a]
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if !ok {
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return nil, fmt.Errorf("no tickers associated with asset type %s",
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a)
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}
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cpy := t.Price // Don't let external functions have access to underlying
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return &cpy, nil
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}
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// FindLast searches for a currency pair and returns the first available
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func FindLast(p currency.Pair, a asset.Item) (float64, error) {
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service.Lock()
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defer service.Unlock()
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for _, m1 := range service.Tickers {
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m2, ok := m1[p.Base.Item]
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if !ok {
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continue
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}
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m3, ok := m2[p.Quote.Item]
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if !ok {
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continue
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}
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t, ok := m3[a]
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if !ok {
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continue
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}
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if t.Last == 0 {
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return 0, errInvalidTicker
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}
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return t.Last, nil
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}
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return 0, fmt.Errorf("%w %s %s", errTickerNotFound, p, a)
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}
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// ProcessTicker processes incoming tickers, creating or updating the Tickers
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// list
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func ProcessTicker(p *Price) error {
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if p == nil {
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return errors.New(errTickerPriceIsNil)
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}
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if p.ExchangeName == "" {
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return fmt.Errorf(ErrExchangeNameUnset)
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}
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if p.Pair.IsEmpty() {
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return fmt.Errorf("%s %s", p.ExchangeName, errPairNotSet)
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}
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if p.AssetType == "" {
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return fmt.Errorf("%s %s %s",
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p.ExchangeName,
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p.Pair,
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errAssetTypeNotSet)
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}
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if p.LastUpdated.IsZero() {
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p.LastUpdated = time.Now()
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}
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return service.update(p)
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}
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// update updates ticker price
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func (s *Service) update(p *Price) error {
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name := strings.ToLower(p.ExchangeName)
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s.Lock()
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m1, ok := service.Tickers[name]
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if !ok {
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m1 = make(map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
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service.Tickers[name] = m1
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}
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m2, ok := m1[p.Pair.Base.Item]
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if !ok {
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m2 = make(map[*currency.Item]map[asset.Item]*Ticker)
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m1[p.Pair.Base.Item] = m2
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}
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m3, ok := m2[p.Pair.Quote.Item]
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if !ok {
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m3 = make(map[asset.Item]*Ticker)
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m2[p.Pair.Quote.Item] = m3
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}
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t, ok := m3[p.AssetType]
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if !ok || t == nil {
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newTicker := &Ticker{}
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err := s.setItemID(newTicker, p, name)
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if err != nil {
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s.Unlock()
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return err
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}
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m3[p.AssetType] = newTicker
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s.Unlock()
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return nil
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}
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t.Price = *p
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ids := append(t.Assoc, t.Main)
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s.Unlock()
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return s.mux.Publish(ids, p)
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}
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// setItemID retrieves and sets dispatch mux publish IDs
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func (s *Service) setItemID(t *Ticker, p *Price, exch string) error {
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ids, err := s.getAssociations(exch)
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if err != nil {
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return err
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}
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singleID, err := s.mux.GetID()
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if err != nil {
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return err
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}
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t.Price = *p
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t.Main = singleID
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t.Assoc = ids
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return nil
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}
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// getAssociations links a singular book with it's dispatch associations
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func (s *Service) getAssociations(exch string) ([]uuid.UUID, error) {
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if exch == "" {
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return nil, errExchangeNameIsEmpty
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}
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var ids []uuid.UUID
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exchangeID, ok := s.Exchange[exch]
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if !ok {
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var err error
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exchangeID, err = s.mux.GetID()
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if err != nil {
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return nil, err
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}
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s.Exchange[exch] = exchangeID
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}
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ids = append(ids, exchangeID)
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return ids, nil
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}
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