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remove verified code

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This commit is contained in:
kbearXD 2024-10-04 13:59:58 +08:00
parent bd83832d2d
commit 18c362db15
2 changed files with 12 additions and 189 deletions
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159
pkg/cmd/orderbook.go
View File

@ -2,7 +2,6 @@ package cmd
import (
"context"
"encoding/json"
"fmt"
"syscall"
"time"
@ -15,12 +14,6 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
type PV struct {
bids types.PriceVolumeSlice
asks types.PriceVolumeSlice
t int64
}
// go run ./cmd/bbgo orderbook --session=binance --symbol=BTCUSDT
var orderbookCmd = &cobra.Command{
Use: "orderbook --session=[exchange_name] --symbol=[pair_name]",
@ -63,16 +56,9 @@ var orderbookCmd = &cobra.Command{
orderBook := types.NewMutexOrderBook(symbol, session.Exchange.Name())
pv1c := make(chan PV, 5000)
pv2c := make(chan PV, 5000)
s := session.Exchange.NewStream()
session.Key = "new"
s2 := session.Exchange.NewStream()
s.SetPublicOnly()
s2.SetPublicOnly()
s.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
s2.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
s.OnBookSnapshot(func(book types.SliceOrderBook) {
if dumpDepthUpdate {
log.Infof("orderbook snapshot: %s", book.String())
@ -84,20 +70,12 @@ var orderbookCmd = &cobra.Command{
log.WithError(err).Panicf("invalid error book snapshot")
}
/*
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("1) ASK | %f x %f / %f x %f | BID | %s",
log.Infof("ASK | %f x %f / %f x %f | BID | %s",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64(),
book.Time.String())
}
*/
pv1c <- PV{
asks: orderBook.SideBook(types.SideTypeSell),
bids: orderBook.SideBook(types.SideTypeBuy),
t: book.LastUpdateId,
}
})
s.OnBookUpdate(func(book types.SliceOrderBook) {
@ -106,74 +84,18 @@ var orderbookCmd = &cobra.Command{
}
orderBook.Update(book)
/*
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("1) ASK | %f x %f / %f x %f | BID | %s",
log.Infof("ASK | %f x %f / %f x %f | BID | %s",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64(),
book.Time.String())
}
*/
pv1c <- PV{
asks: orderBook.SideBook(types.SideTypeSell),
bids: orderBook.SideBook(types.SideTypeBuy),
t: book.LastUpdateId,
}
})
s2.OnBookSnapshot(func(book types.SliceOrderBook) {
if dumpDepthUpdate {
log.Infof("orderbook snapshot: %s", book.String())
}
orderBook.Load(book)
if ok, err := orderBook.IsValid(); !ok {
log.WithError(err).Panicf("invalid error book snapshot")
}
/*
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("2) ASK | %f x %f / %f x %f | BID | %s",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64(),
book.Time.String())
}
*/
pv2c <- PV{
asks: orderBook.SideBook(types.SideTypeSell),
bids: orderBook.SideBook(types.SideTypeBuy),
t: book.LastUpdateId,
}
})
s2.OnBookUpdate(func(book types.SliceOrderBook) {
if dumpDepthUpdate {
log.Infof("orderbook update: %s", book.String())
}
orderBook.Update(book)
/*
if bid, ask, ok := orderBook.BestBidAndAsk(); ok {
log.Infof("2) ASK | %f x %f / %f x %f | BID | %s",
ask.Volume.Float64(), ask.Price.Float64(),
bid.Price.Float64(), bid.Volume.Float64(),
book.Time.String())
}
*/
pv2c <- PV{
asks: orderBook.SideBook(types.SideTypeSell),
bids: orderBook.SideBook(types.SideTypeBuy),
t: book.LastUpdateId,
}
})
log.Infof("connecting...")
if err := s.Connect(ctx); err != nil {
return fmt.Errorf("failed to connect to %s", sessionName)
}
if err := s2.Connect(ctx); err != nil {
return fmt.Errorf("failed to connect to %s", sessionName)
}
log.Infof("connected")
defer func() {
@ -181,86 +103,9 @@ var orderbookCmd = &cobra.Command{
if err := s.Close(); err != nil {
log.WithError(err).Errorf("connection close error")
}
if err := s2.Close(); err != nil {
log.WithError(err).Errorf("connection close error")
}
time.Sleep(1 * time.Second)
}()
go func() {
flag := false
for {
select {
case pv1 := <-pv1c:
pv2 := <-pv2c
if flag && pv1.t != pv2.t {
log.Info("skip")
}
for pv1.t != pv2.t {
if pv1.t < pv2.t {
pv1 = <-pv1c
} else {
pv2 = <-pv2c
}
}
log.Infof("version of 1: %d, version of 2: %d", pv1.t, pv2.t)
flag = true
if len(pv1.asks) != len(pv2.asks) {
log.Info("not equal for length")
log.Infof("pv1 asks: %+v", pv1.asks)
log.Infof("pv2 asks: %+v", pv2.asks)
x, _ := json.Marshal(pv1.asks)
log.Infof("pv1 bids: %s", string(x))
y, _ := json.Marshal(pv2.asks)
log.Infof("pv2 bids: %s", string(y))
continue
}
for i := range pv1.asks {
if !pv1.asks[i].Equals(pv2.asks[i]) {
log.Info("not euqal for value")
log.Infof("pv1 asks: %+v", pv1.asks)
log.Infof("pv2 asks: %+v", pv2.asks)
x, _ := json.Marshal(pv1.asks)
log.Infof("pv1 bids: %s", string(x))
y, _ := json.Marshal(pv2.asks)
log.Infof("pv2 bids: %s", string(y))
continue
}
}
if len(pv1.bids) != len(pv2.bids) {
log.Info("not equal for length")
x, _ := json.Marshal(pv1.bids)
log.Infof("pv1 bids: %s", string(x))
y, _ := json.Marshal(pv2.bids)
log.Infof("pv2 bids: %s", string(y))
continue
}
for i := range pv1.bids {
if !pv1.bids[i].Equals(pv2.bids[i]) {
log.Info("not euqal for value")
x, _ := json.Marshal(pv1.bids)
log.Infof("pv1 bids: %s", string(x))
y, _ := json.Marshal(pv2.bids)
log.Infof("pv2 bids: %s", string(y))
continue
}
}
}
}
}()
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
},

26
pkg/exchange/max/stream.go
View File

@ -70,11 +70,7 @@ func NewStream(ex *Exchange, key, secret string) *Stream {
stream.OnTradeUpdateEvent(stream.handleTradeEvent)
stream.OnAccountSnapshotEvent(stream.handleAccountSnapshotEvent)
stream.OnAccountUpdateEvent(stream.handleAccountUpdateEvent)
if key == "new" {
stream.OnBookEvent(stream.handleBookEventNew(ex))
} else {
stream.OnBookEvent(stream.handleBookEvent)
}
stream.OnBookEvent(stream.handleBookEvent(ex))
return stream
}
@ -217,25 +213,7 @@ func (s *Stream) handleTradeEvent(e max.TradeUpdateEvent) {
}
}
func (s *Stream) handleBookEvent(e max.BookEvent) {
newBook, err := e.OrderBook()
if err != nil {
log.WithError(err).Error("book convert error")
return
}
newBook.Symbol = toGlobalSymbol(e.Market)
newBook.Time = e.Time()
switch e.Event {
case "snapshot":
s.EmitBookSnapshot(newBook)
case "update":
s.EmitBookUpdate(newBook)
}
}
func (s *Stream) handleBookEventNew(ex *Exchange) func(e max.BookEvent) {
func (s *Stream) handleBookEvent(ex *Exchange) func(e max.BookEvent) {
return func(e max.BookEvent) {
symbol := toGlobalSymbol(e.Market)
f, ok := s.depthBuffers[symbol]