mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-21 22:43:52 +00:00
Merge pull request #1448 from c9s/c9s/fix-grid2-memory-leaks
FIX: [core] solve memory leaks
This commit is contained in:
commit
cc3302816a
|
@ -34,12 +34,15 @@ type TradeCollector struct {
|
||||||
}
|
}
|
||||||
|
|
||||||
func NewTradeCollector(symbol string, position *types.Position, orderStore *OrderStore) *TradeCollector {
|
func NewTradeCollector(symbol string, position *types.Position, orderStore *OrderStore) *TradeCollector {
|
||||||
|
tradeStore := NewTradeStore()
|
||||||
|
tradeStore.EnablePrune = true
|
||||||
|
|
||||||
return &TradeCollector{
|
return &TradeCollector{
|
||||||
Symbol: symbol,
|
Symbol: symbol,
|
||||||
orderSig: sigchan.New(1),
|
orderSig: sigchan.New(1),
|
||||||
|
|
||||||
tradeC: make(chan types.Trade, 100),
|
tradeC: make(chan types.Trade, 100),
|
||||||
tradeStore: NewTradeStore(),
|
tradeStore: tradeStore,
|
||||||
doneTrades: make(map[types.TradeKey]struct{}),
|
doneTrades: make(map[types.TradeKey]struct{}),
|
||||||
position: position,
|
position: position,
|
||||||
orderStore: orderStore,
|
orderStore: orderStore,
|
||||||
|
@ -88,7 +91,9 @@ func (c *TradeCollector) Emit() {
|
||||||
c.orderSig.Emit()
|
c.orderSig.Emit()
|
||||||
}
|
}
|
||||||
|
|
||||||
func (c *TradeCollector) Recover(ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, from time.Time) error {
|
func (c *TradeCollector) Recover(
|
||||||
|
ctx context.Context, ex types.ExchangeTradeHistoryService, symbol string, from time.Time,
|
||||||
|
) error {
|
||||||
logrus.Debugf("recovering %s trades...", symbol)
|
logrus.Debugf("recovering %s trades...", symbol)
|
||||||
|
|
||||||
trades, err := ex.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
|
trades, err := ex.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
|
||||||
|
|
|
@ -4,11 +4,14 @@ import (
|
||||||
"sync"
|
"sync"
|
||||||
"time"
|
"time"
|
||||||
|
|
||||||
|
log "github.com/sirupsen/logrus"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
const TradeExpiryTime = 24 * time.Hour
|
const TradeExpiryTime = 3 * time.Hour
|
||||||
const PruneTriggerNumOfTrades = 10_000
|
const CoolTradePeriod = 1 * time.Hour
|
||||||
|
const MaximumTradeStoreSize = 1_000
|
||||||
|
|
||||||
type TradeStore struct {
|
type TradeStore struct {
|
||||||
// any created trades for tracking trades
|
// any created trades for tracking trades
|
||||||
|
@ -112,14 +115,16 @@ func (s *TradeStore) touchLastTradeTime(trade types.Trade) {
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
// pruneExpiredTrades prunes trades that are older than the expiry time
|
// Prune prunes trades that are older than the expiry time
|
||||||
// see TradeExpiryTime
|
// see TradeExpiryTime (3 hours)
|
||||||
func (s *TradeStore) pruneExpiredTrades(curTime time.Time) {
|
func (s *TradeStore) Prune(curTime time.Time) {
|
||||||
s.Lock()
|
s.Lock()
|
||||||
defer s.Unlock()
|
defer s.Unlock()
|
||||||
|
|
||||||
var trades = make(map[uint64]types.Trade)
|
var trades = make(map[uint64]types.Trade)
|
||||||
var cutOffTime = curTime.Add(-TradeExpiryTime)
|
var cutOffTime = curTime.Add(-TradeExpiryTime)
|
||||||
|
|
||||||
|
log.Infof("pruning expired trades, cutoff time = %s", cutOffTime.String())
|
||||||
for _, trade := range s.trades {
|
for _, trade := range s.trades {
|
||||||
if trade.Time.Before(cutOffTime) {
|
if trade.Time.Before(cutOffTime) {
|
||||||
continue
|
continue
|
||||||
|
@ -129,15 +134,17 @@ func (s *TradeStore) pruneExpiredTrades(curTime time.Time) {
|
||||||
}
|
}
|
||||||
|
|
||||||
s.trades = trades
|
s.trades = trades
|
||||||
}
|
|
||||||
|
|
||||||
func (s *TradeStore) Prune(curTime time.Time) {
|
log.Infof("trade pruning done, size: %d", len(trades))
|
||||||
s.pruneExpiredTrades(curTime)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *TradeStore) isCoolTrade(trade types.Trade) bool {
|
func (s *TradeStore) isCoolTrade(trade types.Trade) bool {
|
||||||
// if the time of last trade is over 1 hour, we call it's cool trade
|
// if the duration between the current trade and the last trade is over 1 hour, we call it "cool trade"
|
||||||
return s.lastTradeTime != (time.Time{}) && time.Time(trade.Time).Sub(s.lastTradeTime) > time.Hour
|
return !s.lastTradeTime.IsZero() && time.Time(trade.Time).Sub(s.lastTradeTime) > CoolTradePeriod
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *TradeStore) exceededMaximumTradeStoreSize() bool {
|
||||||
|
return len(s.trades) > MaximumTradeStoreSize
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *TradeStore) BindStream(stream types.Stream) {
|
func (s *TradeStore) BindStream(stream types.Stream) {
|
||||||
|
@ -147,7 +154,7 @@ func (s *TradeStore) BindStream(stream types.Stream) {
|
||||||
|
|
||||||
if s.EnablePrune {
|
if s.EnablePrune {
|
||||||
stream.OnTradeUpdate(func(trade types.Trade) {
|
stream.OnTradeUpdate(func(trade types.Trade) {
|
||||||
if s.isCoolTrade(trade) {
|
if s.isCoolTrade(trade) || s.exceededMaximumTradeStoreSize() {
|
||||||
s.Prune(time.Time(trade.Time))
|
s.Prune(time.Time(trade.Time))
|
||||||
}
|
}
|
||||||
})
|
})
|
||||||
|
|
|
@ -30,7 +30,7 @@ func TestTradeStore_Prune(t *testing.T) {
|
||||||
store := NewTradeStore()
|
store := NewTradeStore()
|
||||||
store.Add(
|
store.Add(
|
||||||
types.Trade{ID: 1, Time: types.Time(now.Add(-25 * time.Hour))},
|
types.Trade{ID: 1, Time: types.Time(now.Add(-25 * time.Hour))},
|
||||||
types.Trade{ID: 2, Time: types.Time(now.Add(-23 * time.Hour))},
|
types.Trade{ID: 2, Time: types.Time(now.Add(-2 * time.Hour))},
|
||||||
types.Trade{ID: 3, Time: types.Time(now.Add(-2 * time.Minute))},
|
types.Trade{ID: 3, Time: types.Time(now.Add(-2 * time.Minute))},
|
||||||
types.Trade{ID: 4, Time: types.Time(now.Add(-1 * time.Minute))},
|
types.Trade{ID: 4, Time: types.Time(now.Add(-1 * time.Minute))},
|
||||||
)
|
)
|
||||||
|
|
Loading…
Reference in New Issue
Block a user