Files
gocryptotrader/engine/syncer.go
Adrian Gallagher e8b517ef0a Daily engine changes
1) Although gRPC does server side validation currently, validate basic things
on gctcli before relaying the request to the gRPC server
2) Make pair format consistent for the exchange sycner
3) Fix OKEX ticker failure due to thinking futures info is authenticated
4) Start filling out config tests
5) Extend timeout for golangci config so that AppVeyor has time to
complete (Travis is fine)
6) Add IsSupported exchange func for easy lookup
2019-09-10 17:07:00 +10:00

576 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 = 30
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
}
s := ExchangeCurrencyPairSyncer{
Cfg: CurrencyPairSyncerConfig{
SyncTicker: c.SyncTicker,
SyncOrderbook: c.SyncOrderbook,
SyncTrades: c.SyncTrades,
SyncContinuously: c.SyncContinuously,
NumWorkers: c.NumWorkers,
},
}
s.tickerBatchLastRequested = make(map[string]time.Time)
log.Debugln(log.SyncMgr, "Exchange currency pair syncer config:")
log.Debugf(log.SyncMgr, "SyncContinuously: %v\n", s.Cfg.SyncContinuously)
log.Debugf(log.SyncMgr, "SyncTicker: %v\n", s.Cfg.SyncTicker)
log.Debugf(log.SyncMgr, "SyncOrderbook: %v\n", s.Cfg.SyncOrderbook)
log.Debugf(log.SyncMgr, "SyncTrades: %v\n", s.Cfg.SyncTrades)
log.Debugf(log.SyncMgr, "NumWorkers: %v\n", s.Cfg.NumWorkers)
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 {
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 {
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 {
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 {
log.Debugf(log.SyncMgr, "%s ticker sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
removedCounter++
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 {
log.Debugf(log.SyncMgr, "%s orderbook sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
removedCounter++
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 {
log.Debugf(log.SyncMgr, "%s trade sync complete %v [%d/%d].\n",
exchangeName, FormatCurrency(p).String(), removedCounter, createdCounter)
removedCounter++
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
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 e.Cfg.SyncTicker {
if !e.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTicker) {
if c.Ticker.LastUpdated.IsZero() || time.Since(c.Ticker.LastUpdated) > defaultSyncerTimeout {
if c.Ticker.IsUsingWebsocket {
if time.Since(c.Created) < defaultSyncerTimeout {
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())
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) > defaultSyncerTimeout {
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].FetchTicker(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) > defaultSyncerTimeout {
if c.Orderbook.IsUsingWebsocket {
if time.Since(c.Created) < defaultSyncerTimeout {
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())
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) > defaultSyncerTimeout {
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 {
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.IsEnabled() {
usingREST = true
}
if !ws.IsConnected() {
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()
Bot.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.")
}
}