mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* orderbook/buffer: data integrity and resubscription pass * btcmarkets: REMOVE THAT LIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIIINE!!!!!!!!!!!!!!!!! * buffer: reinstate publish, refaactor, invalidate more and comments * buffer/orderbook: improve update and snapshot performance. Move Update type to orderbook package to util. pointer through entire function calls. (cleanup). Change action string to uint8 for easier comparison. Add parsing helper. Update current test benchmark comments. * dispatch: change publish func to variadic id param * dispatch: remove sender receiver wait time as this adds overhead and complexity. update tests. * dispatch: don't create pointers for every job container * rpcserver: fix assertion issues with data publishing change * linter: fixes * glorious: nits addr * depth: change validation handling to incorporate and store err * linter: fix more issues * dispatch: fix race * travis: update before fetching * depth: wrap and return wrapped error in invalidate call and fix tests * btcmarkets: fix commenting * workflow: check * workflow: check * orderbook: check error * buffer/depth: return invalidation error and fix tests * gctcli: display errors on orderbook streams * buffer: remove unused types * orderbook/bitmex: shift function to bitmex * orderbook: Add specific comments to unexported functions that don't have locking require locking. * orderbook: restrict published data functionality to orderbook.Outbound interface * common: add assertion failure helper for error * dispatch: remove atomics, add mutex protection, remove add/remove worker, redo main tests * dispatch: export function * engine: revert and change sub logger to manager * engine: remove old test * dispatch: add common variable ;) * btcmarket: don't overflow int in tests on 32bit systems * ci: force 1.17.7 usage for go * Revert "ci: force 1.17.7 usage for go" This reverts commit af2f95563bf218cf2b9f36a9fcf3258e2c6a2d91. * golangci: bump version add and remove linter items * Revert "golangci: bump version add and remove linter items" This reverts commit 3c98bffc9d030e39faca0387ea40c151df2ab06b. * dispatch: remove unsused mutex from mux * order: slight optimizations * nits: glorious * dispatch: fix regression on uuid generation and input inline with master * linter: fix * linter: fix * glorious: nit - rm slice segration * account: fix test after merge * coinbasepro: revert change * account: close channel instead of needing a receiver, push alert in routine to prepare for waiter. Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
920 lines
28 KiB
Go
920 lines
28 KiB
Go
package engine
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import (
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"context"
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"errors"
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"fmt"
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"strconv"
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"strings"
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"sync/atomic"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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// const holds the sync item types
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const (
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SyncItemTicker = iota
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SyncItemOrderbook
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SyncItemTrade
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SyncManagerName = "exchange_syncer"
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)
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var (
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createdCounter = 0
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removedCounter = 0
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// DefaultSyncerWorkers limits the number of sync workers
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DefaultSyncerWorkers = 15
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// DefaultSyncerTimeoutREST the default time to switch from REST to websocket protocols without a response
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DefaultSyncerTimeoutREST = time.Second * 15
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// DefaultSyncerTimeoutWebsocket the default time to switch from websocket to REST protocols without a response
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DefaultSyncerTimeoutWebsocket = time.Minute
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errNoSyncItemsEnabled = errors.New("no sync items enabled")
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errUnknownSyncItem = errors.New("unknown sync item")
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errSyncPairNotFound = errors.New("exchange currency pair syncer not found")
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)
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// setupSyncManager starts a new CurrencyPairSyncer
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func setupSyncManager(c *SyncManagerConfig, exchangeManager iExchangeManager, remoteConfig *config.RemoteControlConfig, websocketRoutineManagerEnabled bool) (*syncManager, error) {
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if c == nil {
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return nil, fmt.Errorf("%T %w", c, common.ErrNilPointer)
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}
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if !c.SynchronizeOrderbook && !c.SynchronizeTicker && !c.SynchronizeTrades {
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return nil, errNoSyncItemsEnabled
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}
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if exchangeManager == nil {
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return nil, errNilExchangeManager
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}
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if remoteConfig == nil {
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return nil, errNilConfig
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}
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if c.NumWorkers <= 0 {
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c.NumWorkers = DefaultSyncerWorkers
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}
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if c.TimeoutREST <= time.Duration(0) {
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c.TimeoutREST = DefaultSyncerTimeoutREST
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}
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if c.TimeoutWebsocket <= time.Duration(0) {
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c.TimeoutWebsocket = DefaultSyncerTimeoutWebsocket
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}
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if c.FiatDisplayCurrency.IsEmpty() {
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return nil, fmt.Errorf("FiatDisplayCurrency %w", currency.ErrCurrencyCodeEmpty)
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}
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if !c.FiatDisplayCurrency.IsFiatCurrency() {
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return nil, fmt.Errorf("%s %w", c.FiatDisplayCurrency, currency.ErrFiatDisplayCurrencyIsNotFiat)
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}
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if c.PairFormatDisplay == nil {
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return nil, fmt.Errorf("%T %w", c.PairFormatDisplay, common.ErrNilPointer)
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}
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s := &syncManager{
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config: *c,
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remoteConfig: remoteConfig,
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exchangeManager: exchangeManager,
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websocketRoutineManagerEnabled: websocketRoutineManagerEnabled,
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fiatDisplayCurrency: c.FiatDisplayCurrency,
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delimiter: c.PairFormatDisplay.Delimiter,
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uppercase: c.PairFormatDisplay.Uppercase,
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tickerBatchLastRequested: make(map[string]time.Time),
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}
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log.Debugf(log.SyncMgr,
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"Exchange currency pair syncer config: continuous: %v ticker: %v"+
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" orderbook: %v trades: %v workers: %v verbose: %v timeout REST: %v"+
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" timeout Websocket: %v",
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s.config.SynchronizeContinuously, s.config.SynchronizeTicker, s.config.SynchronizeOrderbook,
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s.config.SynchronizeTrades, s.config.NumWorkers, s.config.Verbose, s.config.TimeoutREST,
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s.config.TimeoutWebsocket)
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s.inService.Add(1)
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return s, nil
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}
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// IsRunning safely checks whether the subsystem is running
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func (m *syncManager) IsRunning() bool {
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return m != nil && atomic.LoadInt32(&m.started) == 1
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}
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// Start runs the subsystem
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func (m *syncManager) Start() error {
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if m == nil {
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return fmt.Errorf("exchange CurrencyPairSyncer %w", ErrNilSubsystem)
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}
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if !atomic.CompareAndSwapInt32(&m.started, 0, 1) {
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return ErrSubSystemAlreadyStarted
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}
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m.initSyncWG.Add(1)
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m.inService.Done()
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log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer started.")
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exchanges, err := m.exchangeManager.GetExchanges()
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if err != nil {
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return err
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}
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for x := range exchanges {
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exchangeName := exchanges[x].GetName()
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supportsWebsocket := exchanges[x].SupportsWebsocket()
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supportsREST := exchanges[x].SupportsREST()
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if !supportsREST && !supportsWebsocket {
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log.Warnf(log.SyncMgr,
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"Loaded exchange %s does not support REST or Websocket.",
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exchangeName)
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continue
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}
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var usingWebsocket bool
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var usingREST bool
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if m.websocketRoutineManagerEnabled &&
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supportsWebsocket &&
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exchanges[x].IsWebsocketEnabled() {
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usingWebsocket = true
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} else if supportsREST {
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usingREST = true
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}
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assetTypes := exchanges[x].GetAssetTypes(false)
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for y := range assetTypes {
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if exchanges[x].GetBase().CurrencyPairs.IsAssetEnabled(assetTypes[y]) != nil {
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log.Warnf(log.SyncMgr,
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"%s asset type %s is disabled, fetching enabled pairs is paused",
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exchangeName,
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assetTypes[y])
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continue
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}
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wsAssetSupported := exchanges[x].IsAssetWebsocketSupported(assetTypes[y])
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if !wsAssetSupported {
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log.Warnf(log.SyncMgr,
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"%s asset type %s websocket functionality is unsupported, REST fetching only.",
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exchangeName,
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assetTypes[y])
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}
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enabledPairs, err := exchanges[x].GetEnabledPairs(assetTypes[y])
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if err != nil {
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log.Errorf(log.SyncMgr,
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"%s failed to get enabled pairs. Err: %s",
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exchangeName,
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err)
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continue
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}
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for i := range enabledPairs {
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if m.exists(exchangeName, enabledPairs[i], assetTypes[y]) {
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continue
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}
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c := ¤cyPairSyncAgent{
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AssetType: assetTypes[y],
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Exchange: exchangeName,
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Pair: enabledPairs[i],
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}
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sBase := syncBase{
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IsUsingREST: usingREST || !wsAssetSupported,
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IsUsingWebsocket: usingWebsocket && wsAssetSupported,
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}
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if m.config.SynchronizeTicker {
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c.Ticker = sBase
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}
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if m.config.SynchronizeOrderbook {
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c.Orderbook = sBase
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}
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if m.config.SynchronizeTrades {
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c.Trade = sBase
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}
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m.add(c)
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}
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}
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}
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if atomic.CompareAndSwapInt32(&m.initSyncStarted, 0, 1) {
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log.Debugf(log.SyncMgr,
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"Exchange CurrencyPairSyncer initial sync started. %d items to process.",
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createdCounter)
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m.initSyncStartTime = time.Now()
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}
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go func() {
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m.initSyncWG.Wait()
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if atomic.CompareAndSwapInt32(&m.initSyncCompleted, 0, 1) {
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log.Debugf(log.SyncMgr, "Exchange CurrencyPairSyncer initial sync is complete.")
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completedTime := time.Now()
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log.Debugf(log.SyncMgr, "Exchange CurrencyPairSyncer initial sync took %v [%v sync items].",
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completedTime.Sub(m.initSyncStartTime), createdCounter)
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if !m.config.SynchronizeContinuously {
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log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer stopping.")
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err := m.Stop()
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if err != nil {
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log.Error(log.SyncMgr, err)
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}
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return
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}
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}
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}()
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if atomic.LoadInt32(&m.initSyncCompleted) == 1 && !m.config.SynchronizeContinuously {
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return nil
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}
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for i := 0; i < m.config.NumWorkers; i++ {
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go m.worker()
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}
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m.initSyncWG.Done()
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return nil
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}
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// Stop shuts down the exchange currency pair syncer
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func (m *syncManager) Stop() error {
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if m == nil {
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return fmt.Errorf("exchange CurrencyPairSyncer %w", ErrNilSubsystem)
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}
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if !atomic.CompareAndSwapInt32(&m.started, 1, 0) {
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return fmt.Errorf("exchange CurrencyPairSyncer %w", ErrSubSystemNotStarted)
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}
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m.inService.Add(1)
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log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer stopped.")
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return nil
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}
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func (m *syncManager) get(exchangeName string, p currency.Pair, a asset.Item) (*currencyPairSyncAgent, error) {
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m.mux.Lock()
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defer m.mux.Unlock()
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for x := range m.currencyPairs {
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if m.currencyPairs[x].Exchange == exchangeName &&
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m.currencyPairs[x].Pair.Equal(p) &&
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m.currencyPairs[x].AssetType == a {
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return &m.currencyPairs[x], nil
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}
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}
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return nil, fmt.Errorf("%v %v %v %w", exchangeName, a, p, errSyncPairNotFound)
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}
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func (m *syncManager) exists(exchangeName string, p currency.Pair, a asset.Item) bool {
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m.mux.Lock()
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defer m.mux.Unlock()
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for x := range m.currencyPairs {
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if m.currencyPairs[x].Exchange == exchangeName &&
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m.currencyPairs[x].Pair.Equal(p) &&
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m.currencyPairs[x].AssetType == a {
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return true
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}
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}
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return false
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}
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func (m *syncManager) add(c *currencyPairSyncAgent) {
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m.mux.Lock()
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defer m.mux.Unlock()
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if m.config.SynchronizeTicker {
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if m.config.Verbose {
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log.Debugf(log.SyncMgr,
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"%s: Added ticker sync item %v: using websocket: %v using REST: %v",
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c.Exchange, m.FormatCurrency(c.Pair).String(), c.Ticker.IsUsingWebsocket,
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c.Ticker.IsUsingREST)
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}
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 {
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m.initSyncWG.Add(1)
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createdCounter++
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}
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}
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if m.config.SynchronizeOrderbook {
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if m.config.Verbose {
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log.Debugf(log.SyncMgr,
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"%s: Added orderbook sync item %v: using websocket: %v using REST: %v",
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c.Exchange, m.FormatCurrency(c.Pair).String(), c.Orderbook.IsUsingWebsocket,
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c.Orderbook.IsUsingREST)
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}
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 {
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m.initSyncWG.Add(1)
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createdCounter++
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}
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}
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if m.config.SynchronizeTrades {
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if m.config.Verbose {
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log.Debugf(log.SyncMgr,
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"%s: Added trade sync item %v: using websocket: %v using REST: %v",
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c.Exchange, m.FormatCurrency(c.Pair).String(), c.Trade.IsUsingWebsocket,
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c.Trade.IsUsingREST)
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}
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 {
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m.initSyncWG.Add(1)
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createdCounter++
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}
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}
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c.Created = time.Now()
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m.currencyPairs = append(m.currencyPairs, *c)
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}
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func (m *syncManager) isProcessing(exchangeName string, p currency.Pair, a asset.Item, syncType int) bool {
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m.mux.Lock()
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defer m.mux.Unlock()
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for x := range m.currencyPairs {
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if m.currencyPairs[x].Exchange == exchangeName &&
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m.currencyPairs[x].Pair.Equal(p) &&
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m.currencyPairs[x].AssetType == a {
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switch syncType {
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case SyncItemTicker:
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return m.currencyPairs[x].Ticker.IsProcessing
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case SyncItemOrderbook:
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return m.currencyPairs[x].Orderbook.IsProcessing
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case SyncItemTrade:
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return m.currencyPairs[x].Trade.IsProcessing
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}
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}
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}
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return false
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}
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func (m *syncManager) setProcessing(exchangeName string, p currency.Pair, a asset.Item, syncType int, processing bool) {
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m.mux.Lock()
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defer m.mux.Unlock()
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for x := range m.currencyPairs {
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if m.currencyPairs[x].Exchange == exchangeName &&
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m.currencyPairs[x].Pair.Equal(p) &&
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m.currencyPairs[x].AssetType == a {
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switch syncType {
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case SyncItemTicker:
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m.currencyPairs[x].Ticker.IsProcessing = processing
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case SyncItemOrderbook:
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m.currencyPairs[x].Orderbook.IsProcessing = processing
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case SyncItemTrade:
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m.currencyPairs[x].Trade.IsProcessing = processing
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}
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}
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}
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}
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// Update notifies the syncManager to change the last updated time for a exchange asset pair
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func (m *syncManager) Update(exchangeName string, p currency.Pair, a asset.Item, syncType int, err error) error {
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if m == nil {
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return fmt.Errorf("exchange CurrencyPairSyncer %w", ErrNilSubsystem)
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}
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if atomic.LoadInt32(&m.started) == 0 {
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return fmt.Errorf("exchange CurrencyPairSyncer %w", ErrSubSystemNotStarted)
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}
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if atomic.LoadInt32(&m.initSyncStarted) != 1 {
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return nil
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}
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switch syncType {
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case SyncItemOrderbook:
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if !m.config.SynchronizeOrderbook {
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return nil
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}
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case SyncItemTicker:
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if !m.config.SynchronizeTicker {
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return nil
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}
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case SyncItemTrade:
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if !m.config.SynchronizeTrades {
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return nil
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}
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default:
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return fmt.Errorf("%v %w", syncType, errUnknownSyncItem)
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}
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m.mux.Lock()
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defer m.mux.Unlock()
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for x := range m.currencyPairs {
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if m.currencyPairs[x].Exchange == exchangeName &&
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m.currencyPairs[x].Pair.Equal(p) &&
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m.currencyPairs[x].AssetType == a {
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switch syncType {
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case SyncItemTicker:
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origHadData := m.currencyPairs[x].Ticker.HaveData
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m.currencyPairs[x].Ticker.LastUpdated = time.Now()
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if err != nil {
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m.currencyPairs[x].Ticker.NumErrors++
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}
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m.currencyPairs[x].Ticker.HaveData = true
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m.currencyPairs[x].Ticker.IsProcessing = false
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 && !origHadData {
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removedCounter++
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log.Debugf(log.SyncMgr, "%s ticker sync complete %v [%d/%d].",
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exchangeName,
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m.FormatCurrency(p).String(),
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removedCounter,
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createdCounter)
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m.initSyncWG.Done()
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}
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case SyncItemOrderbook:
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origHadData := m.currencyPairs[x].Orderbook.HaveData
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m.currencyPairs[x].Orderbook.LastUpdated = time.Now()
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if err != nil {
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m.currencyPairs[x].Orderbook.NumErrors++
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}
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m.currencyPairs[x].Orderbook.HaveData = true
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m.currencyPairs[x].Orderbook.IsProcessing = false
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 && !origHadData {
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removedCounter++
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log.Debugf(log.SyncMgr, "%s orderbook sync complete %v [%d/%d].",
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exchangeName,
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m.FormatCurrency(p).String(),
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removedCounter,
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createdCounter)
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m.initSyncWG.Done()
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}
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case SyncItemTrade:
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origHadData := m.currencyPairs[x].Trade.HaveData
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m.currencyPairs[x].Trade.LastUpdated = time.Now()
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if err != nil {
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m.currencyPairs[x].Trade.NumErrors++
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}
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m.currencyPairs[x].Trade.HaveData = true
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m.currencyPairs[x].Trade.IsProcessing = false
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if atomic.LoadInt32(&m.initSyncCompleted) != 1 && !origHadData {
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removedCounter++
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log.Debugf(log.SyncMgr, "%s trade sync complete %v [%d/%d].",
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exchangeName,
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m.FormatCurrency(p).String(),
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removedCounter,
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createdCounter)
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m.initSyncWG.Done()
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}
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}
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}
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}
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return nil
|
|
}
|
|
|
|
func (m *syncManager) worker() {
|
|
cleanup := func() {
|
|
log.Debugln(log.SyncMgr,
|
|
"Exchange CurrencyPairSyncer worker shutting down.")
|
|
}
|
|
defer cleanup()
|
|
|
|
for atomic.LoadInt32(&m.started) != 0 {
|
|
exchanges, err := m.exchangeManager.GetExchanges()
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Sync manager cannot get exchanges: %v", err)
|
|
}
|
|
for x := range exchanges {
|
|
exchangeName := exchanges[x].GetName()
|
|
supportsREST := exchanges[x].SupportsREST()
|
|
supportsRESTTickerBatching := exchanges[x].SupportsRESTTickerBatchUpdates()
|
|
var usingREST bool
|
|
var usingWebsocket bool
|
|
var switchedToRest bool
|
|
if exchanges[x].SupportsWebsocket() && exchanges[x].IsWebsocketEnabled() {
|
|
ws, err := exchanges[x].GetWebsocket()
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr,
|
|
"%s unable to get websocket pointer. Err: %s",
|
|
exchangeName,
|
|
err)
|
|
usingREST = true
|
|
}
|
|
|
|
if ws.IsConnected() {
|
|
usingWebsocket = true
|
|
} else {
|
|
usingREST = true
|
|
}
|
|
} else if supportsREST {
|
|
usingREST = true
|
|
}
|
|
|
|
assetTypes := exchanges[x].GetAssetTypes(true)
|
|
for y := range assetTypes {
|
|
wsAssetSupported := exchanges[x].IsAssetWebsocketSupported(assetTypes[y])
|
|
enabledPairs, err := exchanges[x].GetEnabledPairs(assetTypes[y])
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr,
|
|
"%s failed to get enabled pairs. Err: %s",
|
|
exchangeName,
|
|
err)
|
|
continue
|
|
}
|
|
for i := range enabledPairs {
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return
|
|
}
|
|
|
|
c, err := m.get(exchangeName, enabledPairs[i], assetTypes[y])
|
|
if err != nil {
|
|
if err == errSyncPairNotFound {
|
|
c = ¤cyPairSyncAgent{
|
|
AssetType: assetTypes[y],
|
|
Exchange: exchangeName,
|
|
Pair: enabledPairs[i],
|
|
}
|
|
|
|
sBase := syncBase{
|
|
IsUsingREST: usingREST || !wsAssetSupported,
|
|
IsUsingWebsocket: usingWebsocket && wsAssetSupported,
|
|
}
|
|
|
|
if m.config.SynchronizeTicker {
|
|
c.Ticker = sBase
|
|
}
|
|
|
|
if m.config.SynchronizeOrderbook {
|
|
c.Orderbook = sBase
|
|
}
|
|
|
|
if m.config.SynchronizeTrades {
|
|
c.Trade = sBase
|
|
}
|
|
|
|
m.add(c)
|
|
} else {
|
|
log.Error(log.SyncMgr, err)
|
|
continue
|
|
}
|
|
}
|
|
if switchedToRest && usingWebsocket {
|
|
log.Warnf(log.SyncMgr,
|
|
"%s %s: Websocket re-enabled, switching from rest to websocket",
|
|
c.Exchange, m.FormatCurrency(enabledPairs[i]).String())
|
|
switchedToRest = false
|
|
}
|
|
|
|
if m.config.SynchronizeOrderbook {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemOrderbook) {
|
|
if c.Orderbook.LastUpdated.IsZero() ||
|
|
(time.Since(c.Orderbook.LastUpdated) > m.config.TimeoutREST && c.Orderbook.IsUsingREST) ||
|
|
(time.Since(c.Orderbook.LastUpdated) > m.config.TimeoutWebsocket && c.Orderbook.IsUsingWebsocket) {
|
|
if c.Orderbook.IsUsingWebsocket {
|
|
if time.Since(c.Created) < m.config.TimeoutWebsocket {
|
|
continue
|
|
}
|
|
if supportsREST {
|
|
m.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",
|
|
c.Exchange,
|
|
m.FormatCurrency(c.Pair).String(),
|
|
strings.ToUpper(c.AssetType.String()),
|
|
m.config.TimeoutWebsocket,
|
|
)
|
|
switchedToRest = true
|
|
m.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, false)
|
|
}
|
|
}
|
|
|
|
m.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, true)
|
|
result, err := exchanges[x].UpdateOrderbook(context.TODO(),
|
|
c.Pair,
|
|
c.AssetType)
|
|
m.PrintOrderbookSummary(result, "REST", err)
|
|
if err == nil {
|
|
if m.remoteConfig.WebsocketRPC.Enabled {
|
|
relayWebsocketEvent(result, "orderbook_update", c.AssetType.String(), exchangeName)
|
|
}
|
|
}
|
|
updateErr := m.Update(c.Exchange, c.Pair, c.AssetType, SyncItemOrderbook, err)
|
|
if updateErr != nil {
|
|
log.Error(log.SyncMgr, updateErr)
|
|
}
|
|
} else {
|
|
time.Sleep(time.Millisecond * 50)
|
|
}
|
|
}
|
|
|
|
if m.config.SynchronizeTicker {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTicker) {
|
|
if c.Ticker.LastUpdated.IsZero() ||
|
|
(time.Since(c.Ticker.LastUpdated) > m.config.TimeoutREST && c.Ticker.IsUsingREST) ||
|
|
(time.Since(c.Ticker.LastUpdated) > m.config.TimeoutWebsocket && c.Ticker.IsUsingWebsocket) {
|
|
if c.Ticker.IsUsingWebsocket {
|
|
if time.Since(c.Created) < m.config.TimeoutWebsocket {
|
|
continue
|
|
}
|
|
|
|
if supportsREST {
|
|
m.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",
|
|
c.Exchange,
|
|
m.FormatCurrency(enabledPairs[i]).String(),
|
|
strings.ToUpper(c.AssetType.String()),
|
|
m.config.TimeoutWebsocket,
|
|
)
|
|
switchedToRest = true
|
|
m.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, false)
|
|
}
|
|
}
|
|
|
|
if c.Ticker.IsUsingREST {
|
|
m.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, true)
|
|
var result *ticker.Price
|
|
var err error
|
|
|
|
if supportsRESTTickerBatching {
|
|
m.mux.Lock()
|
|
batchLastDone, ok := m.tickerBatchLastRequested[exchangeName]
|
|
if !ok {
|
|
m.tickerBatchLastRequested[exchangeName] = time.Time{}
|
|
}
|
|
m.mux.Unlock()
|
|
|
|
if batchLastDone.IsZero() || time.Since(batchLastDone) > m.config.TimeoutREST {
|
|
m.mux.Lock()
|
|
if m.config.Verbose {
|
|
log.Debugf(log.SyncMgr, "Initialising %s REST ticker batching", exchangeName)
|
|
}
|
|
err = exchanges[x].UpdateTickers(context.TODO(), c.AssetType)
|
|
if err == nil {
|
|
result, err = exchanges[x].FetchTicker(context.TODO(), c.Pair, c.AssetType)
|
|
}
|
|
m.tickerBatchLastRequested[exchangeName] = time.Now()
|
|
m.mux.Unlock()
|
|
} else {
|
|
if m.config.Verbose {
|
|
log.Debugf(log.SyncMgr, "%s Using recent batching cache", exchangeName)
|
|
}
|
|
result, err = exchanges[x].FetchTicker(context.TODO(),
|
|
c.Pair,
|
|
c.AssetType)
|
|
}
|
|
} else {
|
|
result, err = exchanges[x].UpdateTicker(context.TODO(),
|
|
c.Pair,
|
|
c.AssetType)
|
|
}
|
|
m.PrintTickerSummary(result, "REST", err)
|
|
if err == nil {
|
|
if m.remoteConfig.WebsocketRPC.Enabled {
|
|
relayWebsocketEvent(result, "ticker_update", c.AssetType.String(), exchangeName)
|
|
}
|
|
}
|
|
updateErr := m.Update(c.Exchange, c.Pair, c.AssetType, SyncItemTicker, err)
|
|
if updateErr != nil {
|
|
log.Error(log.SyncMgr, updateErr)
|
|
}
|
|
}
|
|
} else {
|
|
time.Sleep(time.Millisecond * 50)
|
|
}
|
|
}
|
|
}
|
|
|
|
if m.config.SynchronizeTrades {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTrade) {
|
|
if c.Trade.LastUpdated.IsZero() || time.Since(c.Trade.LastUpdated) > m.config.TimeoutREST {
|
|
m.setProcessing(c.Exchange, c.Pair, c.AssetType, SyncItemTrade, true)
|
|
err := m.Update(c.Exchange, c.Pair, c.AssetType, SyncItemTrade, nil)
|
|
if err != nil {
|
|
log.Error(log.SyncMgr, err)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
func printCurrencyFormat(price float64, displayCurrency currency.Code) string {
|
|
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to get display symbol: %s", err)
|
|
}
|
|
|
|
return fmt.Sprintf("%s%.8f", displaySymbol, price)
|
|
}
|
|
|
|
func printConvertCurrencyFormat(origPrice float64, origCurrency, displayCurrency currency.Code) string {
|
|
var conv float64
|
|
if origPrice > 0 {
|
|
var err error
|
|
conv, err = currency.ConvertFiat(origPrice, origCurrency, displayCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to convert currency: %s", err)
|
|
}
|
|
}
|
|
|
|
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to get display symbol: %s", err)
|
|
}
|
|
|
|
origSymbol, err := currency.GetSymbolByCurrencyName(origCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to get original currency symbol for %s: %s",
|
|
origCurrency,
|
|
err)
|
|
}
|
|
|
|
return fmt.Sprintf("%s%.2f %s (%s%.2f %s)",
|
|
displaySymbol,
|
|
conv,
|
|
displayCurrency,
|
|
origSymbol,
|
|
origPrice,
|
|
origCurrency,
|
|
)
|
|
}
|
|
|
|
// PrintTickerSummary outputs the ticker results
|
|
func (m *syncManager) PrintTickerSummary(result *ticker.Price, protocol string, err error) {
|
|
if m == nil || atomic.LoadInt32(&m.started) == 0 {
|
|
return
|
|
}
|
|
if err != nil {
|
|
if err == common.ErrNotYetImplemented {
|
|
log.Warnf(log.SyncMgr, "Failed to get %s ticker. Error: %s",
|
|
protocol,
|
|
err)
|
|
return
|
|
}
|
|
log.Errorf(log.SyncMgr, "Failed to get %s ticker. Error: %s",
|
|
protocol,
|
|
err)
|
|
return
|
|
}
|
|
|
|
// ignoring error as not all tickers have volume populated and error is not actionable
|
|
_ = stats.Add(result.ExchangeName, result.Pair, result.AssetType, result.Last, result.Volume)
|
|
|
|
if result.Pair.Quote.IsFiatCurrency() &&
|
|
!result.Pair.Quote.Equal(m.fiatDisplayCurrency) &&
|
|
!m.fiatDisplayCurrency.IsEmpty() {
|
|
origCurrency := result.Pair.Quote.Upper()
|
|
log.Infof(log.SyncMgr, "%s %s %s %s TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f",
|
|
result.ExchangeName,
|
|
protocol,
|
|
m.FormatCurrency(result.Pair),
|
|
strings.ToUpper(result.AssetType.String()),
|
|
printConvertCurrencyFormat(result.Last, origCurrency, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(result.Ask, origCurrency, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(result.Bid, origCurrency, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(result.High, origCurrency, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(result.Low, origCurrency, m.fiatDisplayCurrency),
|
|
result.Volume)
|
|
} else {
|
|
if result.Pair.Quote.IsFiatCurrency() &&
|
|
result.Pair.Quote.Equal(m.fiatDisplayCurrency) &&
|
|
!m.fiatDisplayCurrency.IsEmpty() {
|
|
log.Infof(log.SyncMgr, "%s %s %s %s TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f",
|
|
result.ExchangeName,
|
|
protocol,
|
|
m.FormatCurrency(result.Pair),
|
|
strings.ToUpper(result.AssetType.String()),
|
|
printCurrencyFormat(result.Last, m.fiatDisplayCurrency),
|
|
printCurrencyFormat(result.Ask, m.fiatDisplayCurrency),
|
|
printCurrencyFormat(result.Bid, m.fiatDisplayCurrency),
|
|
printCurrencyFormat(result.High, m.fiatDisplayCurrency),
|
|
printCurrencyFormat(result.Low, m.fiatDisplayCurrency),
|
|
result.Volume)
|
|
} else {
|
|
log.Infof(log.SyncMgr, "%s %s %s %s TICKER: Last %.8f Ask %.8f Bid %.8f High %.8f Low %.8f Volume %.8f",
|
|
result.ExchangeName,
|
|
protocol,
|
|
m.FormatCurrency(result.Pair),
|
|
strings.ToUpper(result.AssetType.String()),
|
|
result.Last,
|
|
result.Ask,
|
|
result.Bid,
|
|
result.High,
|
|
result.Low,
|
|
result.Volume)
|
|
}
|
|
}
|
|
}
|
|
|
|
// FormatCurrency is a method that formats and returns a currency pair
|
|
// based on the user currency display preferences
|
|
func (m *syncManager) FormatCurrency(p currency.Pair) currency.Pair {
|
|
if m == nil || atomic.LoadInt32(&m.started) == 0 {
|
|
return p
|
|
}
|
|
return p.Format(m.delimiter, m.uppercase)
|
|
}
|
|
|
|
const (
|
|
book = "%s %s %s %s ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s"
|
|
)
|
|
|
|
// PrintOrderbookSummary outputs orderbook results
|
|
func (m *syncManager) PrintOrderbookSummary(result *orderbook.Base, protocol string, err error) {
|
|
if m == nil || atomic.LoadInt32(&m.started) == 0 {
|
|
return
|
|
}
|
|
if err != nil {
|
|
if result == nil {
|
|
log.Errorf(log.OrderBook, "Failed to get %s orderbook. Error: %s",
|
|
protocol,
|
|
err)
|
|
return
|
|
}
|
|
if err == common.ErrNotYetImplemented {
|
|
log.Warnf(log.OrderBook, "Failed to get %s orderbook for %s %s %s. Error: %s",
|
|
protocol,
|
|
result.Exchange,
|
|
result.Pair,
|
|
result.Asset,
|
|
err)
|
|
return
|
|
}
|
|
log.Errorf(log.OrderBook, "Failed to get %s orderbook for %s %s %s. Error: %s",
|
|
protocol,
|
|
result.Exchange,
|
|
result.Pair,
|
|
result.Asset,
|
|
err)
|
|
return
|
|
}
|
|
|
|
bidsAmount, bidsValue := result.TotalBidsAmount()
|
|
asksAmount, asksValue := result.TotalAsksAmount()
|
|
|
|
var bidValueResult, askValueResult string
|
|
switch {
|
|
case result.Pair.Quote.IsFiatCurrency() && !result.Pair.Quote.Equal(m.fiatDisplayCurrency) && !m.fiatDisplayCurrency.IsEmpty():
|
|
origCurrency := result.Pair.Quote.Upper()
|
|
if bidsValue > 0 {
|
|
bidValueResult = printConvertCurrencyFormat(bidsValue, origCurrency, m.fiatDisplayCurrency)
|
|
}
|
|
if asksValue > 0 {
|
|
askValueResult = printConvertCurrencyFormat(asksValue, origCurrency, m.fiatDisplayCurrency)
|
|
}
|
|
case result.Pair.Quote.IsFiatCurrency() && result.Pair.Quote.Equal(m.fiatDisplayCurrency) && !m.fiatDisplayCurrency.IsEmpty():
|
|
bidValueResult = printCurrencyFormat(bidsValue, m.fiatDisplayCurrency)
|
|
askValueResult = printCurrencyFormat(asksValue, m.fiatDisplayCurrency)
|
|
default:
|
|
bidValueResult = strconv.FormatFloat(bidsValue, 'f', -1, 64)
|
|
askValueResult = strconv.FormatFloat(asksValue, 'f', -1, 64)
|
|
}
|
|
|
|
log.Infof(log.SyncMgr, book,
|
|
result.Exchange,
|
|
protocol,
|
|
m.FormatCurrency(result.Pair),
|
|
strings.ToUpper(result.Asset.String()),
|
|
len(result.Bids),
|
|
bidsAmount,
|
|
result.Pair.Base,
|
|
bidValueResult,
|
|
len(result.Asks),
|
|
asksAmount,
|
|
result.Pair.Base,
|
|
askValueResult,
|
|
)
|
|
}
|
|
|
|
// WaitForInitialSync allows for a routine to wait for an initial sync to be
|
|
// completed without exposing the underlying type. This needs to be called in a
|
|
// separate routine.
|
|
func (m *syncManager) WaitForInitialSync() error {
|
|
if m == nil {
|
|
return fmt.Errorf("sync manager %w", ErrNilSubsystem)
|
|
}
|
|
|
|
m.inService.Wait()
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return fmt.Errorf("sync manager %w", ErrSubSystemNotStarted)
|
|
}
|
|
|
|
m.initSyncWG.Wait()
|
|
return nil
|
|
}
|
|
|
|
func relayWebsocketEvent(result interface{}, event, assetType, exchangeName string) {
|
|
evt := WebsocketEvent{
|
|
Data: result,
|
|
Event: event,
|
|
AssetType: assetType,
|
|
Exchange: exchangeName,
|
|
}
|
|
err := BroadcastWebsocketMessage(evt)
|
|
if !errors.Is(err, ErrWebsocketServiceNotRunning) {
|
|
log.Errorf(log.APIServerMgr, "Failed to broadcast websocket event %v. Error: %s",
|
|
event, err)
|
|
}
|
|
}
|