mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
179 lines
4.0 KiB
Go
179 lines
4.0 KiB
Go
package cache
|
|
|
|
import (
|
|
"context"
|
|
"encoding/json"
|
|
"fmt"
|
|
"io/ioutil"
|
|
"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"
|
|
)
|
|
|
|
const memCacheExpiry = 5 * time.Minute
|
|
const fileCacheExpiry = 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.
|
|
// obj is the pointer of your local variable
|
|
// fetcher is the closure that will fetch your remote data or some slow operation.
|
|
func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
|
|
cacheDir := CacheDir()
|
|
cacheFile := path.Join(cacheDir, key+".json")
|
|
|
|
stat, err := os.Stat(cacheFile)
|
|
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()
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
out, err := json.Marshal(data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if err := ioutil.WriteFile(cacheFile, out, 0666); err != nil {
|
|
return err
|
|
}
|
|
|
|
rv := reflect.ValueOf(obj).Elem()
|
|
if !rv.CanSet() {
|
|
return errors.New("can not set cache object value")
|
|
}
|
|
|
|
rv.Set(reflect.ValueOf(data))
|
|
|
|
} else {
|
|
log.Debugf("cache %s found", cacheFile)
|
|
|
|
data, err := ioutil.ReadFile(cacheFile)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if err := json.Unmarshal(data, obj); err != nil {
|
|
return err
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
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()
|
|
if settings.IsFutures {
|
|
key = fmt.Sprintf("%s-futures-markets", ex.Name())
|
|
}
|
|
}
|
|
|
|
err = WithCache(key, &markets, func() (interface{}, error) {
|
|
return ex.QueryMarkets(ctx)
|
|
})
|
|
return markets, err
|
|
}
|