Merge pull request #1145 from c9s/bhwu/add-market-in-mem-cache

FEATURE: add market info in-mem cache

pkg/cache/cache.go

@@ -8,17 +8,74 @@ import (
 	"os"
 	"path"
 	"reflect"
+	"sync"
 	"time"
 
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
+	"github.com/c9s/bbgo/pkg/util/backoff"
 )
 
-type DataFetcher func() (interface{}, error)
+const memCacheExpiry = 5 * time.Minute
+const fileCacheExpiry = 24 * time.Hour
 
-const cacheExpiry = 24 * time.Hour
+var globalMarketMemCache *marketMemCache = newMarketMemCache()
+
+type marketMemCache struct {
+	sync.Mutex
+	markets map[string]marketMapWithTime
+}
+
+type marketMapWithTime struct {
+	updatedAt time.Time
+	markets   types.MarketMap
+}
+
+func newMarketMemCache() *marketMemCache {
+	cache := &marketMemCache{
+		markets: make(map[string]marketMapWithTime),
+	}
+	return cache
+}
+
+func (c *marketMemCache) IsOutdated(exName string) bool {
+	c.Lock()
+	defer c.Unlock()
+
+	data, ok := c.markets[exName]
+	return !ok || time.Since(data.updatedAt) > memCacheExpiry
+}
+
+func (c *marketMemCache) Set(exName string, markets types.MarketMap) {
+	c.Lock()
+	defer c.Unlock()
+
+	c.markets[exName] = marketMapWithTime{
+		updatedAt: time.Now(),
+		markets:   markets,
+	}
+}
+
+func (c *marketMemCache) Get(exName string) (types.MarketMap, bool) {
+	c.Lock()
+	defer c.Unlock()
+
+	markets, ok := c.markets[exName]
+	if !ok {
+		return nil, false
+	}
+
+	copied := types.MarketMap{}
+	for key, val := range markets.markets {
+		copied[key] = val
+	}
+	return copied, true
+}
+
+type DataFetcher func() (interface{}, error)
 
 // WithCache let you use the cache with the given cache key, variable reference and your data fetcher,
 // The key must be an unique ID.
@@ -29,7 +86,7 @@ func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
 	cacheFile := path.Join(cacheDir, key+".json")
 
 	stat, err := os.Stat(cacheFile)
-	if os.IsNotExist(err) || (stat != nil && time.Since(stat.ModTime()) > cacheExpiry) {
+	if os.IsNotExist(err) || (stat != nil && time.Since(stat.ModTime()) > fileCacheExpiry) {
 		log.Debugf("cache %s not found or cache expired, executing fetcher callback to get the data", cacheFile)
 
 		data, err := fetcher()
@@ -70,6 +127,42 @@ func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
 }
 
 func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (markets types.MarketMap, err error) {
+	inMem, ok := util.GetEnvVarBool("USE_MARKETS_CACHE_IN_MEMORY")
+	if ok && inMem {
+		return loadMarketsFromMem(ctx, ex)
+	}
+
+	// fallback to use files as cache
+	return loadMarketsFromFile(ctx, ex)
+}
+
+// loadMarketsFromMem is useful for one process to run multiple bbgos in different go routines.
+func loadMarketsFromMem(ctx context.Context, ex types.Exchange) (markets types.MarketMap, _ error) {
+	exName := ex.Name().String()
+	if globalMarketMemCache.IsOutdated(exName) {
+		op := func() error {
+			rst, err2 := ex.QueryMarkets(ctx)
+			if err2 != nil {
+				return err2
+			}
+
+			markets = rst
+			globalMarketMemCache.Set(exName, rst)
+			return nil
+		}
+
+		if err := backoff.RetryGeneral(ctx, op); err != nil {
+			return nil, err
+		}
+
+		return markets, nil
+	}
+
+	rst, _ := globalMarketMemCache.Get(exName)
+	return rst, nil
+}
+
+func loadMarketsFromFile(ctx context.Context, ex types.Exchange) (markets types.MarketMap, err error) {
 	key := fmt.Sprintf("%s-markets", ex.Name())
 	if futureExchange, implemented := ex.(types.FuturesExchange); implemented {
 		settings := futureExchange.GetFuturesSettings()
@@ -82,4 +175,4 @@ func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (marke
 		return ex.QueryMarkets(ctx)
 	})
 	return markets, err
-}
+}

pkg/cache/cache_test.go

@@ -0,0 +1,103 @@
+package cache
+
+import (
+	"context"
+	"errors"
+	"testing"
+	"time"
+
+	"github.com/golang/mock/gomock"
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/mocks"
+)
+
+func Test_newMarketMemCache(t *testing.T) {
+	cache := newMarketMemCache()
+	assert.NotNil(t, cache)
+	assert.NotNil(t, cache.markets)
+}
+
+func Test_marketMemCache_GetSet(t *testing.T) {
+	cache := newMarketMemCache()
+	cache.Set("max", types.MarketMap{
+		"btctwd": types.Market{
+			Symbol:      "btctwd",
+			LocalSymbol: "btctwd",
+		},
+		"ethtwd": types.Market{
+			Symbol:      "ethtwd",
+			LocalSymbol: "ethtwd",
+		},
+	})
+	markets, ok := cache.Get("max")
+	assert.True(t, ok)
+
+	btctwd, ok := markets["btctwd"]
+	assert.True(t, ok)
+	ethtwd, ok := markets["ethtwd"]
+	assert.True(t, ok)
+	assert.Equal(t, types.Market{
+		Symbol:      "btctwd",
+		LocalSymbol: "btctwd",
+	}, btctwd)
+	assert.Equal(t, types.Market{
+		Symbol:      "ethtwd",
+		LocalSymbol: "ethtwd",
+	}, ethtwd)
+
+	_, ok = cache.Get("binance")
+	assert.False(t, ok)
+
+	expired := cache.IsOutdated("max")
+	assert.False(t, expired)
+
+	detailed := cache.markets["max"]
+	detailed.updatedAt = time.Now().Add(-2 * memCacheExpiry)
+	cache.markets["max"] = detailed
+	expired = cache.IsOutdated("max")
+	assert.True(t, expired)
+
+	expired = cache.IsOutdated("binance")
+	assert.True(t, expired)
+}
+
+func Test_loadMarketsFromMem(t *testing.T) {
+	mockCtrl := gomock.NewController(t)
+	defer mockCtrl.Finish()
+
+	mockEx := mocks.NewMockExchange(mockCtrl)
+	mockEx.EXPECT().Name().Return(types.ExchangeName("max")).AnyTimes()
+	mockEx.EXPECT().QueryMarkets(gomock.Any()).Return(nil, errors.New("faked")).Times(1)
+	mockEx.EXPECT().QueryMarkets(gomock.Any()).Return(types.MarketMap{
+		"btctwd": types.Market{
+			Symbol:      "btctwd",
+			LocalSymbol: "btctwd",
+		},
+		"ethtwd": types.Market{
+			Symbol:      "ethtwd",
+			LocalSymbol: "ethtwd",
+		},
+	}, nil).Times(1)
+
+	for i := 0; i < 10; i++ {
+		markets, err := loadMarketsFromMem(context.Background(), mockEx)
+		assert.NoError(t, err)
+
+		btctwd, ok := markets["btctwd"]
+		assert.True(t, ok)
+		ethtwd, ok := markets["ethtwd"]
+		assert.True(t, ok)
+		assert.Equal(t, types.Market{
+			Symbol:      "btctwd",
+			LocalSymbol: "btctwd",
+		}, btctwd)
+		assert.Equal(t, types.Market{
+			Symbol:      "ethtwd",
+			LocalSymbol: "ethtwd",
+		}, ethtwd)
+	}
+
+	globalMarketMemCache = newMarketMemCache() // reset the global cache
+}