feat/add ttlMap + binanceExchangeWs + binanceExchangeWs.GetTickerPrice

glide.yaml

@@ -1,67 +1,71 @@
 package: github.com/stellar/kelp
 import:
-- package: github.com/cavaliercoder/grab
-  version: 9f014744ee41e6bca139fe07601e65ac8b9c5109
-- package: github.com/Beldur/kraken-go-api-client
-  version: 8d8ccfe4cc60d1703ffe596c889b887a318a884c
-- package: github.com/pkg/errors
-  version: v0.8.0
-- package: github.com/spf13/cobra
-  version: v0.0.1
-- package: github.com/spf13/pflag
-  version: v1.0.0
-- package: github.com/stellar/go
-  version: horizonclient-v3.0.0
-  subpackages:
-  - build
-  - clients/horizonclient
-  - support/config
-  - support/errors
-- package: github.com/auth0/go-jwt-middleware
-  version: v1.0.0
-- package: github.com/form3tech-oss/jwt-go
-  version: 5b2d2b5f6c34ccb3b6b65f77f4706558067690ef
-- package: github.com/sirupsen/logrus
-  version: 070c81def33f6362a8267b6a4e56fb7bf23fc6b5
-- package: github.com/Sirupsen/logrus
-  version: 070c81def33f6362a8267b6a4e56fb7bf23fc6b5
-  repo: git@github.com:sirupsen/logrus
-  vcs: git
-- package: golang.org/x/crypto
-  version: 2509b142fb2b797aa7587dad548f113b2c0f20ce
-- package: golang.org/x/sys
-  version: 6c81ef8f67ca3f42fc9cd71dfbd5f35b0c4b5771
-- package: github.com/PagerDuty/go-pagerduty
-  version: 635c5ce271490fba94880e62cde4eea3c1c184b9
-- package: github.com/lechengfan/googleauth
-  version: 7595ba02fbce171759c10d69d96e4cd898d1fa93
-- package: github.com/nikhilsaraf/go-tools
-  version: a26df67722de7fcf1a8e22cd934e63e553dd3875
-- package: github.com/mitchellh/mapstructure
-  version: v1.1.2
-- package: github.com/go-chi/chi
-  version: v4.0.2
-- package: github.com/shurcooL/vfsgen
-  version: 6a9ea43bcacdf716a5c1b38efff722c07adf0069
-- package: github.com/rs/cors
-  version: v1.6.0
-- package: github.com/pkg/browser
-  version: 0a3d74bf9ce488f035cf5bc36f753a711bc74334
-- package: github.com/asticode/go-astilectron
-  version: 8e68f812e8a2dd6655af42a8d6bc44856dd172be
-- package: github.com/asticode/go-astilectron-bootstrap
-  version: 25b8572859996696903f9417598ebc94d5d61035
-- package: github.com/asticode/go-astilectron-bundler
-  version: 155c2a10bbb1791fbafe89a9b64be05c64f16c81
-- package: github.com/lib/pq
-  version: v1.2.0
-- package: github.com/openlyinc/pointy
-  version: 945de578d11bbf43bd9729c2ea0837735a21d475
-- package: github.com/denisbrodbeck/machineid
-  version: v1.0.1
-- package: github.com/google/uuid
-  version: v1.1.2
-- package: github.com/adshao/go-binance
-  version: ^2.3.0
-  subpackages:
-  - v2
+  - package: github.com/cavaliercoder/grab
+    version: 9f014744ee41e6bca139fe07601e65ac8b9c5109
+  - package: github.com/Beldur/kraken-go-api-client
+    version: 8d8ccfe4cc60d1703ffe596c889b887a318a884c
+  - package: github.com/pkg/errors
+    version: v0.8.0
+  - package: github.com/spf13/cobra
+    version: v0.0.1
+  - package: github.com/spf13/pflag
+    version: v1.0.0
+  - package: github.com/stellar/go
+    version: horizonclient-v3.0.0
+    subpackages:
+      - build
+      - clients/horizonclient
+      - support/config
+      - support/errors
+  - package: github.com/auth0/go-jwt-middleware
+    version: v1.0.0
+  - package: github.com/form3tech-oss/jwt-go
+    version: 5b2d2b5f6c34ccb3b6b65f77f4706558067690ef
+    ##############################################################
+    # manually added dependencies to fix glide import resolution
+    ##############################################################
+  - package: github.com/sirupsen/logrus
+    version: 070c81def33f6362a8267b6a4e56fb7bf23fc6b5
+  - package: github.com/Sirupsen/logrus
+    version: 2509b142fb2b797aa7587dad548f113b2c0f20ce
+  - package: golang.org/x/crypto
+    version: 2509b142fb2b797aa7587dad548f113b2c0f20ce
+  - package: golang.org/x/sys
+    ##############################################################
+    # /manually added dependencies to fix glide import resolution
+    ##############################################################
+    version: 6c81ef8f67ca3f42fc9cd71dfbd5f35b0c4b5771
+  - package: github.com/PagerDuty/go-pagerduty
+    version: 635c5ce271490fba94880e62cde4eea3c1c184b9
+  - package: github.com/lechengfan/googleauth
+    version: 7595ba02fbce171759c10d69d96e4cd898d1fa93
+  - package: github.com/nikhilsaraf/go-tools
+    version: a26df67722de7fcf1a8e22cd934e63e553dd3875
+  - package: github.com/mitchellh/mapstructure
+    version: v1.1.2
+  - package: github.com/go-chi/chi
+    version: v4.0.2
+  - package: github.com/shurcooL/vfsgen
+    version: 6a9ea43bcacdf716a5c1b38efff722c07adf0069
+  - package: github.com/rs/cors
+    version: v1.6.0
+  - package: github.com/pkg/browser
+    version: 0a3d74bf9ce488f035cf5bc36f753a711bc74334
+  - package: github.com/asticode/go-astilectron
+    version: 8e68f812e8a2dd6655af42a8d6bc44856dd172be
+  - package: github.com/asticode/go-astilectron-bootstrap
+    version: 25b8572859996696903f9417598ebc94d5d61035
+  - package: github.com/asticode/go-astilectron-bundler
+    version: 155c2a10bbb1791fbafe89a9b64be05c64f16c81
+  - package: github.com/lib/pq
+    version: v1.2.0
+  - package: github.com/openlyinc/pointy
+    version: 945de578d11bbf43bd9729c2ea0837735a21d475
+  - package: github.com/denisbrodbeck/machineid
+    version: v1.0.1
+  - package: github.com/google/uuid
+    version: v1.1.2
+  - package: github.com/adshao/go-binance
+    version: v2.3.0
+    subpackages:
+      - v2

plugins/binanceExchange_ws.go

@@ -14,8 +14,12 @@ import (
 )
 
 const (
-	STREAMTICKER = "@ticker"
-	TTLTIME      = time.Second * 3 // ttl time in seconds
+	STREAM_TICKER_FMT = "%s@ticker"
+	TTLTIME           = time.Second * 3 // ttl time in seconds
+)
+
+var (
+	waitForFirstEvent = true
 )
 
 var (
@@ -68,21 +72,25 @@ func (s stream) Close() {
 	}
 }
 
+//mapData... struct used to data from events and timestamp when they are cached
 type mapData struct {
 	data      interface{}
 	createdAt time.Time
 }
 
+//isStatle... check if data it's stale
 func isStale(data mapData, ttl time.Duration) bool {
 
 	return time.Now().Sub(data.createdAt).Seconds() > ttl.Seconds()
 }
 
+//struct used to cache events
 type mapEvents struct {
 	data map[string]mapData
-	mtx  *sync.Mutex
+	mtx  *sync.RWMutex
 }
 
+//Set ... set value
 func (m *mapEvents) Set(key string, data interface{}) {
 
 	now := time.Now()
@@ -95,28 +103,32 @@ func (m *mapEvents) Set(key string, data interface{}) {
 	m.mtx.Unlock()
 }
 
+//Get ... get value
 func (m *mapEvents) Get(key string) (mapData, bool) {
-	m.mtx.Lock()
+	m.mtx.RLock()
 	data, isData := m.data[key]
-	m.mtx.Unlock()
+	m.mtx.RUnlock()
 
 	return data, isData
 }
 
+//Del ... delete cached value
 func (m *mapEvents) Del(key string) {
 	m.mtx.Lock()
 	delete(m.data, key)
 	m.mtx.Unlock()
 
 }
 
+// create new map for cache
 func makeMapEvents() *mapEvents {
 	return &mapEvents{
 		data: make(map[string]mapData),
-		mtx:  &sync.Mutex{},
+		mtx:  &sync.RWMutex{},
 	}
 }
 
+//struct used to keep all cached data
 type events struct {
 	SymbolStats *mapEvents
 }
@@ -153,14 +165,13 @@ func subcribeTicker(symbol string, state *mapEvents) (*stream, error) {
 }
 
 type binanceExchangeWs struct {
-	events    *events
-	delimiter string
+	events *events
 
-	streams map[string]*stream
+	streams    map[string]*stream
+	streamLock *sync.Mutex
 
 	assetConverter model.AssetConverterInterface
-
-	mtx *sync.Mutex
+	delimiter      string
 }
 
 // makeBinanceWs is a factory method to make an binance exchange over ws
@@ -174,19 +185,20 @@ func makeBinanceWs() (*binanceExchangeWs, error) {
 		events:         events,
 		delimiter:      "",
 		assetConverter: model.CcxtAssetConverter,
-		mtx:            &sync.Mutex{},
+		streamLock:     &sync.Mutex{},
 		streams:        make(map[string]*stream),
 	}
 
 	return beWs, nil
 }
 
+//getPrceision... get precision for float string
 func getPrecision(floatStr string) int8 {
 
 	strs := strings.Split(floatStr, ".")
 
 	if len(strs) != 2 {
-		log.Printf("error get precision for float %s\n", floatStr)
+		log.Printf("could not get precision for float %s\n", floatStr)
 		return 0
 	}
 
@@ -215,12 +227,14 @@ func (beWs *binanceExchangeWs) GetTickerPrice(pairs []model.TradingPair) (map[mo
 			}
 
 			//Store stream
-			beWs.mtx.Lock()
-			beWs.streams[symbol+STREAMTICKER] = stream
-			beWs.mtx.Unlock()
+			beWs.streamLock.Lock()
+			beWs.streams[fmt.Sprintf(STREAM_TICKER_FMT, symbol)] = stream
+			beWs.streamLock.Unlock()
 
-			//Wait for binance to send events
-			time.Sleep(time.Second)
+			if waitForFirstEvent {
+				//Wait for binance to send events
+				time.Sleep(time.Second)
+			}
 
 			tickerData, isTicker = beWs.events.SymbolStats.Get(symbol)
 
@@ -273,11 +287,11 @@ func (beWs *binanceExchangeWs) GetTickerPrice(pairs []model.TradingPair) (map[mo
 //Unsubscribe ... unsubscribe from binance streams
 func (beWs *binanceExchangeWs) Unsubscribe(stream string) {
 
-	beWs.mtx.Lock()
+	beWs.streamLock.Lock()
 
 	if stream, isStream := beWs.streams[stream]; isStream {
 		stream.Close()
 	}
 
-	beWs.mtx.Unlock()
+	beWs.streamLock.Unlock()
 }

plugins/binanceExchange_ws_test.go

@@ -8,34 +8,6 @@ import (
 	"github.com/stretchr/testify/assert"
 )
 
-// import (
-// 	"fmt"
-// 	"log"
-// 	"math"
-// 	"strconv"
-// 	"testing"
-// 	"time"
-
-// 	"github.com/stretchr/testify/assert"
-
-// 	"github.com/stellar/kelp/api"
-// 	"github.com/stellar/kelp/model"
-// )
-
-var testOrderConstraintsBinanceWs = map[string]map[model.TradingPair]model.OrderConstraints{
-	"binance": {
-		*model.MakeTradingPair(model.XLM, model.USDT): *model.MakeOrderConstraints(4, 5, 0.1),
-		*model.MakeTradingPair(model.XLM, model.BTC):  *model.MakeOrderConstraints(8, 4, 1.0),
-	},
-	"kraken": {
-		*model.MakeTradingPair(model.XLM, model.USD): *model.MakeOrderConstraints(6, 8, 30.0),
-		*model.MakeTradingPair(model.XLM, model.BTC): *model.MakeOrderConstraints(8, 8, 30.0),
-	},
-	"bitstamp": {
-		*model.MakeTradingPair(model.XLM, model.USD): *model.MakeOrderConstraints(5, 2, 25.0),
-	},
-}
-
 func Test_createStateEvents(t *testing.T) {
 
 	events := createStateEvents()
@@ -44,28 +16,35 @@ func Test_createStateEvents(t *testing.T) {
 }
 
 func Test_binanceExchangeWs_GetTickerPrice(t *testing.T) {
-	if testing.Short() {
-		return
-	}
+	pair := model.TradingPair{Base: model.XLM, Quote: model.BTC}
+	pairs := []model.TradingPair{pair}
 
-	testBinanceExchangeWs, e := makeBinanceWs()
-	if !assert.NoError(t, e) {
+	testBinanceExchangeWs, err := makeBinanceWs()
+
+	if !assert.NoError(t, err) {
 		return
 	}
 
-	pair := model.TradingPair{Base: model.XLM, Quote: model.BTC}
-	pairs := []model.TradingPair{pair}
-
 	m, e := testBinanceExchangeWs.GetTickerPrice(pairs)
 	if !assert.NoError(t, e) {
 		return
 	}
+
 	assert.Equal(t, 1, len(m))
 
 	ticker := m[pair]
+	fmt.Printf("ticker price: bid=%s, ask=%s, last=%s\n", ticker.BidPrice.AsString(), ticker.AskPrice.AsString(), ticker.LastPrice.AsString())
 
-	assert.True(t, ticker.AskPrice.AsFloat() < 1, ticker.AskPrice.AsString())
-	assert.True(t, ticker.BidPrice.AsFloat() < 1, ticker.BidPrice.AsString())
-	assert.True(t, ticker.BidPrice.AsFloat() < ticker.AskPrice.AsFloat(), fmt.Sprintf("bid price (%s) should be less than ask price (%s)", ticker.BidPrice.AsString(), ticker.AskPrice.AsString()))
-	assert.True(t, ticker.LastPrice.AsFloat() < 1, ticker.LastPrice.AsString())
+	if !assert.True(t, ticker.AskPrice.AsFloat() < 1, ticker.AskPrice.AsString()) {
+		return
+	}
+	if !assert.True(t, ticker.BidPrice.AsFloat() < 1, ticker.BidPrice.AsString()) {
+		return
+	}
+	if !assert.True(t, ticker.BidPrice.AsFloat() < ticker.AskPrice.AsFloat(), fmt.Sprintf("bid price (%s) should be less than ask price (%s)", ticker.BidPrice.AsString(), ticker.AskPrice.AsString())) {
+		return
+	}
+	if !assert.True(t, ticker.LastPrice.AsFloat() < 1, ticker.LastPrice.AsString()) {
+		return
+	}
 }