mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@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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}
|
|
m.currencyPairs[x].Trade.HaveData = true
|
|
m.currencyPairs[x].Trade.IsProcessing = false
|
|
if atomic.LoadInt32(&m.initSyncCompleted) != 1 && !origHadData {
|
|
removedCounter++
|
|
log.Debugf(log.SyncMgr, "%s trade sync complete %v [%d/%d].",
|
|
exchangeName,
|
|
m.FormatCurrency(p).String(),
|
|
removedCounter,
|
|
createdCounter)
|
|
m.initSyncWG.Done()
|
|
}
|
|
}
|
|
}
|
|
}
|
|
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.Ticker, "%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.Ticker, "%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.Ticker, "%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.OrderBook, 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)
|
|
}
|
|
}
|