Merge pull request #1423 from c9s/c9s/improve-trade-buffer-mem-size

pkg/bbgo/config.go

@@ -329,6 +329,8 @@ type ServiceConfig struct {
 type EnvironmentConfig struct {
 	DisableDefaultKLineSubscription bool `json:"disableDefaultKLineSubscription"`
 	DisableHistoryKLinePreload      bool `json:"disableHistoryKLinePreload"`
+	DisableSessionTradeBuffer       bool `json:"disableSessionTradeBuffer"`
+	MaxSessionTradeBufferSize       int  `json:"maxSessionTradeBufferSize"`
 }
 
 type Config struct {

pkg/bbgo/session.go

@@ -4,7 +4,6 @@ import (
 	"context"
 	"errors"
 	"fmt"
-	"strings"
 	"sync"
 	"time"
 
@@ -20,7 +19,6 @@ import (
 
 	exchange2 "github.com/c9s/bbgo/pkg/exchange"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
 )
@@ -398,50 +396,39 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 		return fmt.Errorf("market %s is not defined", symbol)
 	}
 
-	var err error
-	var trades []types.Trade
-	if environ.SyncService != nil && environ.BacktestService == nil {
-		tradingFeeCurrency := session.Exchange.PlatformFeeCurrency()
-		if strings.HasPrefix(symbol, tradingFeeCurrency) {
-			trades, err = environ.TradeService.QueryForTradingFeeCurrency(session.Exchange.Name(), symbol, tradingFeeCurrency)
-		} else {
-			trades, err = environ.TradeService.Query(service.QueryTradesOptions{
-				Exchange: session.Exchange.Name(),
-				Symbol:   symbol,
-				Ordering: "DESC",
-				Limit:    100,
-			})
+	disableSessionTradeBuffer := environ.environmentConfig != nil && environ.environmentConfig.DisableSessionTradeBuffer
+	maxSessionTradeBufferSize := 0
+	if environ.environmentConfig != nil && environ.environmentConfig.MaxSessionTradeBufferSize > 0 {
+		maxSessionTradeBufferSize = environ.environmentConfig.MaxSessionTradeBufferSize
 	}
 
-		if err != nil {
-			return err
-		}
+	session.Trades[symbol] = &types.TradeSlice{Trades: nil}
 
-		trades = types.SortTradesAscending(trades)
-		log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
-	}
-
-	session.Trades[symbol] = &types.TradeSlice{Trades: trades}
+	if !disableSessionTradeBuffer {
 		session.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
 			if trade.Symbol != symbol {
 				return
 			}
 
 			session.Trades[symbol].Append(trade)
-	})
 
+			if maxSessionTradeBufferSize > 0 {
+				session.Trades[symbol].Truncate(maxSessionTradeBufferSize)
+			}
+		})
+	}
+
+	// session wide position
 	position := &types.Position{
 		Symbol:        symbol,
 		BaseCurrency:  market.BaseCurrency,
 		QuoteCurrency: market.QuoteCurrency,
 	}
-	position.AddTrades(trades)
 	position.BindStream(session.UserDataStream)
 	session.positions[symbol] = position
 
 	orderStore := core.NewOrderStore(symbol)
 	orderStore.AddOrderUpdate = true
-
 	orderStore.BindStream(session.UserDataStream)
 	session.orderStores[symbol] = orderStore
 

pkg/types/trade.go

@@ -47,6 +47,16 @@ func (s *TradeSlice) Append(t Trade) {
 	s.mu.Unlock()
 }
 
+func (s *TradeSlice) Truncate(size int) {
+	s.mu.Lock()
+
+	if len(s.Trades) > size {
+		s.Trades = s.Trades[len(s.Trades)-1-size:]
+	}
+
+	s.mu.Unlock()
+}
+
 type Trade struct {
 	// GID is the global ID
 	GID int64 `json:"gid" db:"gid"`