Bug-fixes

AndreyMashukov · Mar 13, 2024 · eb52389 · eb52389
1 parent 09879a9
commit eb52389
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Showing 5 changed files with 61 additions and 44 deletions.
diff --git a/src/controller/trade_controller.go b/src/controller/trade_controller.go
@@ -211,7 +211,14 @@ func (t *TradeController) GetTradeStackAction(w http.ResponseWriter, req *http.R
 		return
 	}
 
-	stack := t.TradeStack.GetTradeStack(false, false, false, false, false, true)
+	stack := t.TradeStack.GetTradeStack(exchange.TradeStackParams{
+		SkipLocked:      false,
+		SkipDisabled:    false,
+		BalanceFilter:   false,
+		SkipPending:     false,
+		WithValidPrice:  false,
+		AttachDecisions: true,
+	})
 
 	encodedRes, _ := json.Marshal(stack)
 	fmt.Fprintf(w, string(encodedRes))

diff --git a/src/service/exchange/swap_updater.go b/src/service/exchange/swap_updater.go
@@ -18,17 +18,20 @@ func (s SwapUpdater) UpdateSwapPair(swapPair model.SwapPair) {
 	orderDepth := s.ExchangeRepository.GetDepth(swapPair.Symbol)
 	// save support + resistance levels
 	if len(orderDepth.Asks) >= 10 && len(orderDepth.Bids) >= 10 {
-		kline := s.Binance.GetKLinesCached(swapPair.Symbol, "1d", 1)[0]
-		swapPair.DailyPercent = s.Formatter.ToFixed(
-			(s.Formatter.ComparePercentage(kline.Open, kline.Close) - 100.00).Value(),
-			2,
-		)
+		kLines := s.Binance.GetKLinesCached(swapPair.Symbol, "1d", 1)
+		if len(kLines) > 0 {
+			kline := kLines[0]
+			swapPair.DailyPercent = s.Formatter.ToFixed(
+				(s.Formatter.ComparePercentage(kline.Open, kline.Close) - 100.00).Value(),
+				2,
+			)
 
-		swapPair.BuyPrice = orderDepth.Bids[0][0].Value
-		swapPair.SellPrice = orderDepth.Asks[0][0].Value
-		swapPair.SellVolume = s.Formatter.ToFixed(orderDepth.GetAskVolume(), 2)
-		swapPair.BuyVolume = s.Formatter.ToFixed(orderDepth.GetBidVolume(), 2)
-		swapPair.PriceTimestamp = time.Now().Unix()
-		_ = s.ExchangeRepository.UpdateSwapPair(swapPair)
+			swapPair.BuyPrice = orderDepth.Bids[0][0].Value
+			swapPair.SellPrice = orderDepth.Asks[0][0].Value
+			swapPair.SellVolume = s.Formatter.ToFixed(orderDepth.GetAskVolume(), 2)
+			swapPair.BuyVolume = s.Formatter.ToFixed(orderDepth.GetBidVolume(), 2)
+			swapPair.PriceTimestamp = time.Now().Unix()
+			_ = s.ExchangeRepository.UpdateSwapPair(swapPair)
+		}
 	}
 }
diff --git a/src/service/exchange/trade_stack.go b/src/service/exchange/trade_stack.go
@@ -30,6 +30,15 @@ type TradeStack struct {
 	Ctx                *context.Context
 }
 
+type TradeStackParams struct {
+	SkipDisabled    bool
+	SkipLocked      bool
+	BalanceFilter   bool
+	SkipPending     bool
+	WithValidPrice  bool
+	AttachDecisions bool
+}
+
 func (t *TradeStack) CanBuy(limit model.TradeLimit) bool {
 	// Allow to process existing order
 	binanceOrder := t.OrderRepository.GetBinanceOrder(limit.Symbol, "BUY")
@@ -43,7 +52,14 @@ func (t *TradeStack) CanBuy(limit model.TradeLimit) bool {
 		return true
 	}
 
-	result := t.GetTradeStack(true, true, true, true, true, false)
+	result := t.GetTradeStack(TradeStackParams{
+		SkipLocked:      true,
+		SkipDisabled:    true,
+		BalanceFilter:   true,
+		SkipPending:     true,
+		WithValidPrice:  true,
+		AttachDecisions: false,
+	})
 
 	if len(result) == 0 {
 		return false
@@ -52,7 +68,7 @@ func (t *TradeStack) CanBuy(limit model.TradeLimit) bool {
 	return limit.Symbol == result[0].Symbol
 }
 
-func (t *TradeStack) GetTradeStack(skipDisabled bool, skipLocked bool, balanceFilter bool, skipPending bool, withValidPrice bool, attachDecisions bool) []model.TradeStackItem {
+func (t *TradeStack) GetTradeStack(params TradeStackParams) []model.TradeStackItem {
 	balanceUsdt, err := t.BalanceService.GetAssetBalance("USDT", true)
 	stack := make([]model.TradeStackItem, 0)
 
@@ -65,17 +81,13 @@ func (t *TradeStack) GetTradeStack(skipDisabled bool, skipLocked bool, balanceFi
 	count := 0
 
 	for index, tradeLimit := range t.ExchangeRepository.GetTradeLimits() {
-		go func(tradeLimit model.TradeLimit, index int64) {
+		go func(limit model.TradeLimit, index int64, params TradeStackParams) {
 			resultChannel <- t.ProcessItem(
 				index,
-				tradeLimit,
-				skipDisabled,
-				skipLocked,
-				withValidPrice,
-				skipPending,
-				attachDecisions,
+				limit,
+				params,
 			)
-		}(tradeLimit, int64(index))
+		}(tradeLimit, int64(index), params)
 		count++
 	}
 
@@ -143,7 +155,7 @@ func (t *TradeStack) GetTradeStack(skipDisabled bool, skipLocked bool, balanceFi
 		}
 	}
 
-	if !balanceFilter {
+	if !params.BalanceFilter {
 		for _, stackItem := range impossible {
 			balanceUsdt -= stackItem.BudgetUsdt
 
@@ -173,21 +185,17 @@ func (t *TradeStack) GetTradeStack(skipDisabled bool, skipLocked bool, balanceFi
 func (t *TradeStack) ProcessItem(
 	index int64,
 	tradeLimit model.TradeLimit,
-	skipDisabled bool,
-	skipLocked bool,
-	withValidPrice bool,
-	skipPending bool,
-	attachDecisions bool,
+	params TradeStackParams,
 ) *model.TradeStackItem {
 	isEnabled := tradeLimit.IsEnabled
 
-	if !isEnabled && skipDisabled {
+	if !isEnabled && params.SkipDisabled {
 		return nil
 	}
 
 	isBuyLocked := t.OrderRepository.HasBuyLock(tradeLimit.Symbol)
 
-	if skipLocked && isBuyLocked {
+	if params.SkipLocked && isBuyLocked {
 		return nil
 	}
 
@@ -203,18 +211,18 @@ func (t *TradeStack) ProcessItem(
 		lastPrice = lastKLine.Close
 	}
 
-	if !isPriceValid && withValidPrice {
+	if !isPriceValid && params.WithValidPrice {
 		return nil
 	}
 
 	// Skip if order has already opened
 	binanceOrder := t.OrderRepository.GetBinanceOrder(tradeLimit.Symbol, "BUY")
-	if binanceOrder != nil && skipPending {
+	if binanceOrder != nil && params.SkipPending {
 		return nil
 	}
 
 	decisions := make([]model.Decision, 0)
-	if attachDecisions {
+	if params.AttachDecisions {
 		decisions = t.ExchangeRepository.GetDecisions(tradeLimit.Symbol)
 	}
 

diff --git a/src/service/ml/python_ml_bridge.go b/src/service/ml/python_ml_bridge.go
@@ -25,7 +25,8 @@ type PythonMLBridge struct {
 	ExchangeRepository *repository.ExchangeRepository
 	SwapRepository     *repository.SwapRepository
 	TimeService        *utils.TimeHelper
-	Mutex              sync.RWMutex
+	Mutex              *sync.RWMutex
+	LearnLock          *sync.RWMutex
 	RDB                *redis.Client
 	Ctx                *context.Context
 	CurrentBot         *model.Bot
@@ -61,24 +62,25 @@ from sklearn.metrics import mean_squared_error
 	pyCodeC := C.CString(pyCode)
 	defer C.free(unsafe.Pointer(pyCodeC))
 	C.PyRun_SimpleString(pyCodeC)
-	p.Mutex = sync.RWMutex{}
+	p.Mutex = &sync.RWMutex{}
+	p.LearnLock = &sync.RWMutex{}
 }
 
 func (p *PythonMLBridge) Finalize() {
 	C.Py_Finalize()
 }
 
 func (p *PythonMLBridge) IsLearning() bool {
-	p.Mutex.Lock()
+	p.LearnLock.Lock()
 	isLearning := p.Learning
-	p.Mutex.Unlock()
+	p.LearnLock.Unlock()
 	return isLearning
 }
 
 func (p *PythonMLBridge) setLearning(value bool) {
-	p.Mutex.Lock()
+	p.LearnLock.Lock()
 	p.Learning = value
-	p.Mutex.Unlock()
+	p.LearnLock.Unlock()
 }
 
 func (p *PythonMLBridge) getPythonCode(symbol string, datasetPath string) string {

diff --git a/src/service/strategy/market_trade_listener.go b/src/service/strategy/market_trade_listener.go
@@ -91,9 +91,9 @@ func (m *MarketTradeListener) ListenAll() {
 			kLine := <-klineChannel
 			m.ExchangeRepository.AddKLine(kLine)
 
-			go func(channel chan string, symbol string) {
+			go func(symbol string) {
 				predictChannel <- symbol
-			}(predictChannel, kLine.Symbol)
+			}(kLine.Symbol)
 
 			m.ExchangeRepository.SetDecision(m.BaseKLineStrategy.Decide(kLine), kLine.Symbol)
 			m.ExchangeRepository.SetDecision(m.OrderBasedStrategy.Decide(kLine), kLine.Symbol)
@@ -132,9 +132,6 @@ func (m *MarketTradeListener) ListenAll() {
 				smaDecision := m.SmaTradeStrategy.Decide(tradeEvent.Trade)
 				m.ExchangeRepository.SetDecision(smaDecision, tradeEvent.Trade.Symbol)
 
-				go func(channel chan string, symbol string) {
-					predictChannel <- symbol
-				}(predictChannel, tradeEvent.Trade.Symbol)
 				break
 			case strings.Contains(string(message), "kline"):
 				var event model.KlineEvent