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implement pending removal order ids
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parent
ddab6083d4
commit
c90871fb39
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@ -1,6 +1,11 @@
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package types
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package types
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import "sync"
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import (
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"sync"
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"time"
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log "github.com/sirupsen/logrus"
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)
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// OrderMap is used for storing orders by their order id
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// OrderMap is used for storing orders by their order id
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type OrderMap map[uint64]Order
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type OrderMap map[uint64]Order
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@ -67,14 +72,16 @@ func (m OrderMap) Orders() (orders OrderSlice) {
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}
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}
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type SyncOrderMap struct {
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type SyncOrderMap struct {
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orders OrderMap
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orders OrderMap
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pendingRemoval map[uint64]time.Time
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sync.RWMutex
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sync.RWMutex
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}
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}
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func NewSyncOrderMap() *SyncOrderMap {
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func NewSyncOrderMap() *SyncOrderMap {
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return &SyncOrderMap{
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return &SyncOrderMap{
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orders: make(OrderMap),
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orders: make(OrderMap),
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pendingRemoval: make(map[uint64]time.Time, 10),
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}
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}
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}
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}
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@ -91,6 +98,8 @@ func (m *SyncOrderMap) Remove(orderID uint64) (exists bool) {
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m.Lock()
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m.Lock()
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m.orders.Remove(orderID)
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m.orders.Remove(orderID)
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m.Unlock()
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m.Unlock()
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} else {
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m.pendingRemoval[orderID] = time.Now()
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}
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}
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return exists
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return exists
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@ -98,7 +107,31 @@ func (m *SyncOrderMap) Remove(orderID uint64) (exists bool) {
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func (m *SyncOrderMap) Add(o Order) {
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func (m *SyncOrderMap) Add(o Order) {
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m.Lock()
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m.Lock()
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m.orders.Add(o)
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match := false
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if len(m.pendingRemoval) > 0 {
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expireTime := time.Now().Add(-10 * time.Second)
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newPendingRemoval := make(map[uint64]time.Time, 10)
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for orderID, creationTime := range m.pendingRemoval {
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if o.OrderID == orderID {
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log.Warnf("found pending removal orderID = %d, removing order %+v from the store", orderID, o)
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match = true
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continue
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}
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if creationTime.Before(expireTime) {
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continue
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}
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newPendingRemoval[orderID] = creationTime
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}
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m.pendingRemoval = newPendingRemoval
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}
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if !match {
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m.orders.Add(o)
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}
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m.Unlock()
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m.Unlock()
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}
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}
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@ -86,6 +86,20 @@ case "$command" in
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jq -r '.[] | "\(.id) \(.market) \(.side) \(.ord_type) \(if .ord_type | test("stop") then "stop@" + .stop_price else "" end) price = \(if .ord_type | test("market") then "any" else .price end) \t volume = \(.volume) \(.state)"'
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jq -r '.[] | "\(.id) \(.market) \(.side) \(.ord_type) \(if .ord_type | test("stop") then "stop@" + .stop_price else "" end) price = \(if .ord_type | test("market") then "any" else .price end) \t volume = \(.volume) \(.state)"'
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;;
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;;
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order)
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if [[ $# < 1 ]] ; then
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echo "$0 order [id]"
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exit
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fi
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id=$1
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declare -A orders_params=()
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orders_params[id]=$id
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myOrder orders_params | \
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jq -r '.'
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;;
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cancel)
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cancel)
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if [[ $# < 1 ]] ; then
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if [[ $# < 1 ]] ; then
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echo "$0 cancel [oid]"
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echo "$0 cancel [oid]"
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@ -120,6 +120,11 @@ function myOrders()
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send_auth_request "GET" "/api/v2/orders" _params
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send_auth_request "GET" "/api/v2/orders" _params
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}
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}
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function myOrder()
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{
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local -n _params=$1
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send_auth_request "GET" "/api/v2/order" _params
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}
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function myTrades()
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function myTrades()
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{
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{
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