mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
* 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
894 lines
26 KiB
Go
894 lines
26 KiB
Go
package engine
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import (
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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 = 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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)
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// setupSyncManager starts a new CurrencyPairSyncer
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func setupSyncManager(c *Config, exchangeManager iExchangeManager, websocketDataReceiver iWebsocketDataReceiver, remoteConfig *config.RemoteControlConfig) (*syncManager, error) {
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if !c.SyncOrderbook && !c.SyncTicker && !c.SyncTrades {
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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.SyncTimeoutREST <= time.Duration(0) {
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c.SyncTimeoutREST = DefaultSyncerTimeoutREST
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}
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if c.SyncTimeoutWebsocket <= time.Duration(0) {
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c.SyncTimeoutWebsocket = DefaultSyncerTimeoutWebsocket
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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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websocketDataReceiver: websocketDataReceiver,
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}
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s.tickerBatchLastRequested = make(map[string]time.Time)
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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\n",
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s.config.SyncContinuously, s.config.SyncTicker, s.config.SyncOrderbook,
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s.config.SyncTrades, s.config.NumWorkers, s.config.Verbose, s.config.SyncTimeoutREST,
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s.config.SyncTimeoutWebsocket)
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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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if m == nil {
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return false
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}
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return 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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log.Debugln(log.SyncMgr, "Exchange CurrencyPairSyncer started.")
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exchanges := m.exchangeManager.GetExchanges()
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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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assetTypes := exchanges[x].GetAssetTypes()
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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.\n",
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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 supportsWebsocket && exchanges[x].IsWebsocketEnabled() {
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ws, err := exchanges[x].GetWebsocket()
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if err != nil {
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log.Errorf(log.SyncMgr,
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"%s failed to get websocket. Err: %s\n",
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exchangeName,
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err)
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usingREST = true
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}
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if !ws.IsConnected() && !ws.IsConnecting() {
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if m.websocketDataReceiver.IsRunning() {
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go m.websocketDataReceiver.WebsocketDataReceiver(ws)
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}
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err = ws.Connect()
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if err == nil {
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err = ws.FlushChannels()
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}
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if err != nil {
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log.Errorf(log.SyncMgr,
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"%s websocket failed to connect. Err: %s\n",
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exchangeName,
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err)
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usingREST = true
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} else {
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usingWebsocket = true
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}
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} else {
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usingWebsocket = true
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}
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} else if supportsREST {
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usingREST = true
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}
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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\n",
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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 := currencyPairSyncAgent{
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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.SyncTicker {
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c.Ticker = sBase
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}
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if m.config.SyncOrderbook {
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c.Orderbook = sBase
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}
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if m.config.SyncTrades {
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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.\n",
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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.\n")
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completedTime := time.Now()
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log.Debugf(log.SyncMgr, "Exchange CurrencyPairSyncer initial sync took %v [%v sync items].\n",
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completedTime.Sub(m.initSyncStartTime), createdCounter)
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if !m.config.SyncContinuously {
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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.SyncContinuously {
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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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return nil
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}
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// Stop shuts down the exchange currency pair syncer
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// Stop attempts to shutdown the subsystem
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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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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, errors.New("exchange currency pair syncer not found")
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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.SyncTicker {
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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\n",
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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.SyncOrderbook {
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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\n",
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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.SyncTrades {
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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\n",
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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.SyncOrderbook {
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return nil
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}
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case SyncItemTicker:
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if !m.config.SyncTicker {
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return nil
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}
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case SyncItemTrade:
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if !m.config.SyncTrades {
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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].\n",
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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].\n",
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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].\n",
|
|
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 := m.exchangeManager.GetExchanges()
|
|
for x := range exchanges {
|
|
exchangeName := exchanges[x].GetName()
|
|
assetTypes := exchanges[x].GetAssetTypes()
|
|
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\n",
|
|
exchangeName,
|
|
err)
|
|
usingREST = true
|
|
}
|
|
|
|
if ws.IsConnected() {
|
|
usingWebsocket = true
|
|
} else {
|
|
usingREST = true
|
|
}
|
|
} else if supportsREST {
|
|
usingREST = true
|
|
}
|
|
|
|
for y := range assetTypes {
|
|
if exchanges[x].GetBase().CurrencyPairs.IsAssetEnabled(assetTypes[y]) != nil {
|
|
continue
|
|
}
|
|
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\n",
|
|
exchangeName,
|
|
err)
|
|
continue
|
|
}
|
|
for i := range enabledPairs {
|
|
if atomic.LoadInt32(&m.started) == 0 {
|
|
return
|
|
}
|
|
|
|
if !m.exists(exchangeName, enabledPairs[i], assetTypes[y]) {
|
|
c := currencyPairSyncAgent{
|
|
AssetType: assetTypes[y],
|
|
Exchange: exchangeName,
|
|
Pair: enabledPairs[i],
|
|
}
|
|
|
|
sBase := syncBase{
|
|
IsUsingREST: usingREST || !wsAssetSupported,
|
|
IsUsingWebsocket: usingWebsocket && wsAssetSupported,
|
|
}
|
|
|
|
if m.config.SyncTicker {
|
|
c.Ticker = sBase
|
|
}
|
|
|
|
if m.config.SyncOrderbook {
|
|
c.Orderbook = sBase
|
|
}
|
|
|
|
if m.config.SyncTrades {
|
|
c.Trade = sBase
|
|
}
|
|
|
|
m.add(&c)
|
|
}
|
|
|
|
c, err := m.get(exchangeName, enabledPairs[i], assetTypes[y])
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "failed to get item. Err: %s\n", err)
|
|
continue
|
|
}
|
|
if switchedToRest && usingWebsocket {
|
|
log.Warnf(log.SyncMgr,
|
|
"%s %s: Websocket re-enabled, switching from rest to websocket\n",
|
|
c.Exchange, m.FormatCurrency(enabledPairs[i]).String())
|
|
switchedToRest = false
|
|
}
|
|
|
|
if m.config.SyncOrderbook {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemOrderbook) {
|
|
if c.Orderbook.LastUpdated.IsZero() ||
|
|
(time.Since(c.Orderbook.LastUpdated) > m.config.SyncTimeoutREST && c.Orderbook.IsUsingREST) ||
|
|
(time.Since(c.Orderbook.LastUpdated) > m.config.SyncTimeoutWebsocket && c.Orderbook.IsUsingWebsocket) {
|
|
if c.Orderbook.IsUsingWebsocket {
|
|
if time.Since(c.Created) < m.config.SyncTimeoutWebsocket {
|
|
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\n",
|
|
c.Exchange,
|
|
m.FormatCurrency(c.Pair).String(),
|
|
strings.ToUpper(c.AssetType.String()),
|
|
m.config.SyncTimeoutREST,
|
|
)
|
|
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(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.SyncTicker {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTicker) {
|
|
if c.Ticker.LastUpdated.IsZero() ||
|
|
(time.Since(c.Ticker.LastUpdated) > m.config.SyncTimeoutREST && c.Ticker.IsUsingREST) ||
|
|
(time.Since(c.Ticker.LastUpdated) > m.config.SyncTimeoutWebsocket && c.Ticker.IsUsingWebsocket) {
|
|
if c.Ticker.IsUsingWebsocket {
|
|
if time.Since(c.Created) < m.config.SyncTimeoutWebsocket {
|
|
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\n",
|
|
c.Exchange,
|
|
m.FormatCurrency(enabledPairs[i]).String(),
|
|
strings.ToUpper(c.AssetType.String()),
|
|
m.config.SyncTimeoutWebsocket,
|
|
)
|
|
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.SyncTimeoutREST {
|
|
m.mux.Lock()
|
|
if m.config.Verbose {
|
|
log.Debugf(log.SyncMgr, "%s Init'ing REST ticker batching\n", exchangeName)
|
|
}
|
|
result, err = exchanges[x].UpdateTicker(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\n", exchangeName)
|
|
}
|
|
result, err = exchanges[x].FetchTicker(c.Pair, c.AssetType)
|
|
}
|
|
} else {
|
|
result, err = exchanges[x].UpdateTicker(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.SyncTrades {
|
|
if !m.isProcessing(exchangeName, c.Pair, c.AssetType, SyncItemTrade) {
|
|
if c.Trade.LastUpdated.IsZero() || time.Since(c.Trade.LastUpdated) > m.config.SyncTimeoutREST {
|
|
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\n", err)
|
|
}
|
|
|
|
return fmt.Sprintf("%s%.8f", displaySymbol, price)
|
|
}
|
|
|
|
func printConvertCurrencyFormat(origCurrency currency.Code, origPrice float64, displayCurrency currency.Code) string {
|
|
conv, err := currency.ConvertCurrency(origPrice,
|
|
origCurrency,
|
|
displayCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to convert currency: %s\n", err)
|
|
}
|
|
|
|
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to get display symbol: %s\n", err)
|
|
}
|
|
|
|
origSymbol, err := currency.GetSymbolByCurrencyName(origCurrency)
|
|
if err != nil {
|
|
log.Errorf(log.SyncMgr, "Failed to get original currency symbol for %s: %s\n",
|
|
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\n",
|
|
protocol,
|
|
err)
|
|
return
|
|
}
|
|
log.Errorf(log.SyncMgr, "Failed to get %s ticker. Error: %s\n",
|
|
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 != 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\n",
|
|
result.ExchangeName,
|
|
protocol,
|
|
m.FormatCurrency(result.Pair),
|
|
strings.ToUpper(result.AssetType.String()),
|
|
printConvertCurrencyFormat(origCurrency, result.Last, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(origCurrency, result.Ask, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(origCurrency, result.Bid, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(origCurrency, result.High, m.fiatDisplayCurrency),
|
|
printConvertCurrencyFormat(origCurrency, result.Low, m.fiatDisplayCurrency),
|
|
result.Volume)
|
|
} else {
|
|
if result.Pair.Quote.IsFiatCurrency() &&
|
|
result.Pair.Quote == 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\n",
|
|
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\n",
|
|
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\n"
|
|
)
|
|
|
|
// 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\n",
|
|
protocol,
|
|
err)
|
|
return
|
|
}
|
|
if err == common.ErrNotYetImplemented {
|
|
log.Warnf(log.OrderBook, "Failed to get %s orderbook for %s %s %s. Error: %s\n",
|
|
protocol,
|
|
result.Exchange,
|
|
result.Pair,
|
|
result.Asset,
|
|
err)
|
|
return
|
|
}
|
|
log.Errorf(log.OrderBook, "Failed to get %s orderbook for %s %s %s. Error: %s\n",
|
|
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 != m.fiatDisplayCurrency && !m.fiatDisplayCurrency.IsEmpty():
|
|
origCurrency := result.Pair.Quote.Upper()
|
|
bidValueResult = printConvertCurrencyFormat(origCurrency, bidsValue, m.fiatDisplayCurrency)
|
|
askValueResult = printConvertCurrencyFormat(origCurrency, asksValue, m.fiatDisplayCurrency)
|
|
case result.Pair.Quote.IsFiatCurrency() && result.Pair.Quote == 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,
|
|
)
|
|
}
|
|
|
|
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\n",
|
|
event, err)
|
|
}
|
|
}
|