Files
gocryptotrader/exchanges/ticker/ticker.go
Scott 5ea5245afb Improvement: Subsystem separation (#664)
* Initial codes for a trade tracker

* Moving everything in a broken fashion

* Removes tradetracker. Removes some errors for subsystems

* Cleans up some subsystems, renames stuttering types. Removes some global Bot usage

* More basic subsystem renaming and file moving

* Removes engine dependency from events,ntpserver,ordermanager,comms manager

* Exports eventManager, fixes rpcserver. puts rpcserver back for now

* Removes redundant error message, further removes engine dependencies

* experimental end of day interface usage

* adds ability to build the application

* Withdraw and event manager handling

* cleans up apiserver and communications manager

* Cleans up some start/setup processes. Though should separate

* More consistency with Setup Start Stop IsRunning funcs

* Final consistency pass before testing phase

* Fixes engine tests. Fixes stop nil issue

* api server tests

* Communications manager testing

* Connection manager tests and nilsubsystem error

* End of day currencypairsyncer tests

* Adds databaseconnection/databaseconnection_test.go

* Adds withdrawal manager tests

* Deposit address testing. Moved orderbook sync first as its more important

* Adds test for event manager

* More full eventmanager testing

* Adds testfile. Enables skipped test.

* ntp manager tests

* Adds ordermanager tests, Extracts a whole new subsystem from engine and fanangles import cycles

* Adds websocket routine manager tests

* Basic portfolio manager testing

* Fixes issue with currency pair sync startup

* Fixes issue with event manager startup

* Starts the order manager before backtester starts

* Fixes fee tests. Expands testing. Doesnt fix races

* Fixes most test races

* Resolves data races

* Fixes subsystem test issues

* currency pair syncer coverage tests

* Refactors portfolio. Fixes tests. Withdraw validation

Portfolio didn't need to exist with a portfolio manager. Now the porfolio manager
is in charge how the portfolio is handled and all portfolio functions are attached
to the base instead of just exported at the package level

Withdrawal validation occurred at the exchange level when it can just be run at the
withdrawal manager level. All withdrawal requests go through that endpoint

* lint -fix

* golang lint fixes

* lints and comments everything

* Updates GCT logo, adds documentation for some subsystems

* More documentation and more logo updates

* Fixes backtesting and apiserver errors encountered

* Fixes errors and typos from reviewing

* More minor fixes

* Changes %h verb to %w

* reverbs to %s

* Humbly begins reverting to more flat engine package

The main reasoning for this is that the subsystem split doesn't make sense
in a golang environment. The subsystems are only meant to be used with engine
and so by placing them in a non-engine area, it does not work and is
inconsistent with the rest of the application's package layout.

This will begin salvaging the changes made by reverting to a flat
engine package, but maintaining the consistent designs introduced.
Further, I will look to remove any TestMains and decrease the scope
of testing to be more local and decrease the issues that have been
caused from our style of testing.

* Manages to re-flatten things. Everything is within its own file

* mini fixes

* Fixes tests and data races and lints

* Updates docs tool for engine to create filename readmes

* os -> ioutil

* remove err

* Appveyor version increase test

* Removes tCleanup as its unsupported on appveyor

* Adds stuff that I thought was in previous merge master commit

* Removes cancel from test

* Fixes really fun test-exclusive data race

* minor nit fixes

* niterinos

* docs gen

* rm;rf test

* Remove typoline. expands startstop helper. Splits apiserver

* Removes accidental folder

* Uses update instead of replace for order upsert

* addresses nits. Renames files. Regenerates documentation.

* lint and removal of comments

* Add new test for default scenario

* Fixes typo

* regen docs
2021-05-31 10:17:12 +10:00

189 lines
4.8 KiB
Go

package ticker
import (
"errors"
"fmt"
"strings"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/dispatch"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
func init() {
service = new(Service)
service.Tickers = make(map[string]map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
service.Exchange = make(map[string]uuid.UUID)
service.mux = dispatch.GetNewMux()
}
// SubscribeTicker subcribes to a ticker and returns a communication channel to
// stream new ticker updates
func SubscribeTicker(exchange string, p currency.Pair, a asset.Item) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
tick, ok := service.Tickers[exchange][p.Base.Item][p.Quote.Item][a]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("ticker item not found for %s %s %s",
exchange,
p,
a)
}
return service.mux.Subscribe(tick.Main)
}
// SubscribeToExchangeTickers subcribes to all tickers on an exchange
func SubscribeToExchangeTickers(exchange string) (dispatch.Pipe, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
id, ok := service.Exchange[exchange]
if !ok {
return dispatch.Pipe{}, fmt.Errorf("%s exchange tickers not found",
exchange)
}
return service.mux.Subscribe(id)
}
// GetTicker checks and returns a requested ticker if it exists
func GetTicker(exchange string, p currency.Pair, tickerType asset.Item) (*Price, error) {
exchange = strings.ToLower(exchange)
service.RLock()
defer service.RUnlock()
if service.Tickers[exchange] == nil {
return nil, fmt.Errorf("no tickers for %s exchange", exchange)
}
if service.Tickers[exchange][p.Base.Item] == nil {
return nil, fmt.Errorf("no tickers associated with base currency %s",
p.Base)
}
if service.Tickers[exchange][p.Base.Item][p.Quote.Item] == nil {
return nil, fmt.Errorf("no tickers associated with quote currency %s",
p.Quote)
}
if service.Tickers[exchange][p.Base.Item][p.Quote.Item][tickerType] == nil {
return nil, fmt.Errorf("no tickers associated with asset type %s",
tickerType)
}
return &service.Tickers[exchange][p.Base.Item][p.Quote.Item][tickerType].Price, nil
}
// ProcessTicker processes incoming tickers, creating or updating the Tickers
// list
func ProcessTicker(tickerNew *Price) error {
if tickerNew.ExchangeName == "" {
return fmt.Errorf(ErrExchangeNameUnset)
}
if tickerNew.Pair.IsEmpty() {
return fmt.Errorf("%s %s", tickerNew.ExchangeName, errPairNotSet)
}
if tickerNew.AssetType == "" {
return fmt.Errorf("%s %s %s",
tickerNew.ExchangeName,
tickerNew.Pair,
errAssetTypeNotSet)
}
if tickerNew.LastUpdated.IsZero() {
tickerNew.LastUpdated = time.Now()
}
return service.Update(tickerNew)
}
// Update updates ticker price
func (s *Service) Update(p *Price) error {
name := strings.ToLower(p.ExchangeName)
s.Lock()
ticker, ok := s.Tickers[name][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType]
if ok {
ticker.Last = p.Last
ticker.High = p.High
ticker.Low = p.Low
ticker.Bid = p.Bid
ticker.Ask = p.Ask
ticker.Volume = p.Volume
ticker.QuoteVolume = p.QuoteVolume
ticker.PriceATH = p.PriceATH
ticker.Open = p.Open
ticker.Close = p.Close
ticker.LastUpdated = p.LastUpdated
ids := append(ticker.Assoc, ticker.Main)
s.Unlock()
return s.mux.Publish(ids, p)
}
switch {
case s.Tickers[name] == nil:
s.Tickers[name] = make(map[*currency.Item]map[*currency.Item]map[asset.Item]*Ticker)
fallthrough
case s.Tickers[name][p.Pair.Base.Item] == nil:
s.Tickers[name][p.Pair.Base.Item] = make(map[*currency.Item]map[asset.Item]*Ticker)
fallthrough
case s.Tickers[name][p.Pair.Base.Item][p.Pair.Quote.Item] == nil:
s.Tickers[name][p.Pair.Base.Item][p.Pair.Quote.Item] = make(map[asset.Item]*Ticker)
}
err := s.SetItemID(p, name)
if err != nil {
s.Unlock()
return err
}
s.Unlock()
return nil
}
// SetItemID retrieves and sets dispatch mux publish IDs
func (s *Service) SetItemID(p *Price, fmtName string) error {
if p == nil {
return errors.New(errTickerPriceIsNil)
}
ids, err := s.GetAssociations(p, fmtName)
if err != nil {
return err
}
singleID, err := s.mux.GetID()
if err != nil {
return err
}
s.Tickers[fmtName][p.Pair.Base.Item][p.Pair.Quote.Item][p.AssetType] = &Ticker{Price: *p,
Main: singleID,
Assoc: ids}
return nil
}
// GetAssociations links a singular book with it's dispatch associations
func (s *Service) GetAssociations(p *Price, fmtName string) ([]uuid.UUID, error) {
if p == nil || *p == (Price{}) {
return nil, errors.New(errTickerPriceIsNil)
}
var ids []uuid.UUID
exchangeID, ok := s.Exchange[fmtName]
if !ok {
var err error
exchangeID, err = s.mux.GetID()
if err != nil {
return nil, err
}
s.Exchange[fmtName] = exchangeID
}
ids = append(ids, exchangeID)
return ids, nil
}