Files
gocryptotrader/engine/syncer.go
Adrian Gallagher 63191ce3ec Engine QA (#381)
* 1) Update Dockerfile/docker-compose.yml
2) Remove inline strings for buy/sell/test pairs
3) Remove dangerous order submission values
4) Fix consistency with audit_events (all other spec files use
CamelCase)
5) Update web websocket endpoint
6) Fix main param set (and induce dryrun mode on specific command line
params)

* Engine QA

Link up exchange syncer to cmd params, disarm market selling bombs and fix OKEX endpoints

* Fix linter issue after merge

* Engine QA changes

Template updates
Wrapper code cleanup
Disarmed order bombs
Documentation updates

* Daily engine QA

Bitstamp improvements
Spelling mistakes
Add Coinbene exchange to support list
Protect API authenticated calls for Coinbene/LBank

* Engine QA changes

Fix exchange_wrapper_coverage tool
Add SupportsAsset to exchange interface
Fix inline string usage and add BCH withdrawal support

* Engine QA

Fix Bitstamp types
Inform user of errors when parsing time accross the codebase
Change time parsing warnings to errors (as they are)
Update markdown docs [with linter fixes]

* Engine QA changes

1) Add test for dryrunParamInteraction
2) Disarm OKCoin/OKEX bombs if someone accidently sets canManipulateRealOrders to true and runs all package tests
3) Actually check exchange setup errors for BTSE and Coinbene, plus address this in the wrapper template
4) Hardcode missing/non-retrievable contributors and bump the contributors
5) Convert numbers/strings to meaningful types in Bitstamp and OKEX
6) If WS is supported for the exchange wrapper template, preset authWebsocketSupport var

* Fix the shadow people

* Link the SyncContinuously paramerino

* Also show SyncContinuously in engine.PrintSettings

* Address nitterinos and use correct filepath for logs

* Bitstamp: Extract ALL THE APM

* Fix additional nitterinos

* Fix time parsing error for Bittrex
2019-11-22 16:07:30 +11:00

599 lines
17 KiB
Go

package engine
import (
"errors"
"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 {
for _, p := range Bot.Exchanges[x].GetEnabledPairs(assetTypes[y]) {
if atomic.LoadInt32(&e.shutdown) == 1 {
return
}
if !e.exists(exchangeName, p, assetTypes[y]) {
c := CurrencyPairSyncAgent{
AssetType: assetTypes[y],
Exchange: exchangeName,
Pair: p,
}
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, p, 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(p).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: No ticker update after 10 seconds, switching from websocket to rest\n",
c.Exchange, FormatCurrency(p).String())
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, 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: No orderbook update after 15 seconds, switching from websocket to rest\n",
c.Exchange, FormatCurrency(c.Pair).String())
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, 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 {
for _, p := range Bot.Exchanges[x].GetEnabledPairs(assetTypes[y]) {
if e.exists(exchangeName, p, assetTypes[y]) {
continue
}
c := CurrencyPairSyncAgent{
AssetType: assetTypes[y],
Exchange: exchangeName,
Pair: p,
}
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 initiial 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.")
}
}