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grid: add pin cache

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c9s 2021-10-29 14:08:56 +08:00 committed by c9s
parent b2f8abd56c
commit 47fbe3a3ed
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2 changed files with 31 additions and 2 deletions
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20
pkg/strategy/shakegrid/grid.go
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@ -16,6 +16,8 @@ type Grid struct {
// Pins are the pinned grid prices, from low to high // Pins are the pinned grid prices, from low to high
Pins []fixedpoint.Value `json:"pins"` Pins []fixedpoint.Value `json:"pins"`
pinsCache map[fixedpoint.Value]struct{} `json:"-"`
} }
func NewGrid(lower, upper, density fixedpoint.Value) *Grid { func NewGrid(lower, upper, density fixedpoint.Value) *Grid {
@ -27,13 +29,27 @@ func NewGrid(lower, upper, density fixedpoint.Value) *Grid {
pins = append(pins, p) pins = append(pins, p)
} }
return &Grid{ grid := &Grid{
UpperPrice: upper, UpperPrice: upper,
LowerPrice: lower, LowerPrice: lower,
Size: density, Size: density,
Spread: size, Spread: size,
Pins: pins, Pins: pins,
pinsCache: make(map[fixedpoint.Value]struct{}, len(pins)),
} }
grid.updatePinsCache()
return grid
}
func (g *Grid) updatePinsCache() {
for _, pin := range g.Pins {
g.pinsCache[pin] = struct{}{}
}
}
func (g *Grid) HasPin(pin fixedpoint.Value) (ok bool) {
_, ok = g.pinsCache[pin]
return ok
} }
func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []fixedpoint.Value) { func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []fixedpoint.Value) {
@ -48,6 +64,7 @@ func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []fixedpoint.Va
} }
g.Pins = append(g.Pins, newPins...) g.Pins = append(g.Pins, newPins...)
g.updatePinsCache()
return newPins return newPins
} }
@ -68,5 +85,6 @@ func (g *Grid) ExtendLowerPrice(lower fixedpoint.Value) (newPins []fixedpoint.Va
} }
g.Pins = append(newPins, g.Pins...) g.Pins = append(newPins, g.Pins...)
g.updatePinsCache()
return newPins return newPins
} }

11
pkg/strategy/shakegrid/grid_test.go
View File

@ -20,6 +20,17 @@ func TestNewGrid(t *testing.T) {
} }
} }
func TestGrid_HasPin(t *testing.T) {
upper := fixedpoint.NewFromFloat(500.0)
lower := fixedpoint.NewFromFloat(100.0)
size := fixedpoint.NewFromFloat(100.0)
grid := NewGrid(lower, upper, size)
assert.True(t, grid.HasPin(fixedpoint.NewFromFloat(100.0)))
assert.True(t, grid.HasPin(fixedpoint.NewFromFloat(500.0)))
assert.False(t, grid.HasPin(fixedpoint.NewFromFloat(101.0)))
}
func TestGrid_ExtendUpperPrice(t *testing.T) { func TestGrid_ExtendUpperPrice(t *testing.T) {
upper := fixedpoint.NewFromFloat(500.0) upper := fixedpoint.NewFromFloat(500.0)
lower := fixedpoint.NewFromFloat(100.0) lower := fixedpoint.NewFromFloat(100.0)