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FiltersBlockService.go
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FiltersBlockService.go
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package filters
import (
"errors"
"sync"
"time"
"github.com/cnf/structhash"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
log "github.com/sirupsen/logrus"
)
/*
const (
filtersParam = dia.BlockSizeSeconds
)
*/
type nothing struct{}
// getIdentifier returns the unique identifier for asset @a.
// It is used as a part of a filter's map's key.
func getIdentifier(a dia.Asset) string {
return a.Blockchain + "-" + a.Address
}
// filtersAsset is only used in the filters package. It is the auxilliary
// structure enabling us to compute prices for both, an asset on one exchange
// and an asset across all exchanges.
// @Identifier is the asset's unique identifier blockchain+Address
type filtersAsset struct {
Identifier string
Source string
}
// FiltersBlockService is the data structure containing all objects
// necessary for the processing of a tradesBlock.
type FiltersBlockService struct {
shutdown chan nothing
shutdownDone chan nothing
chanTradesBlock chan *dia.TradesBlock
chanFiltersBlock chan *dia.FiltersBlock
errorLock sync.RWMutex
error error
closed bool
started bool
// currentTime time.Time
filters map[filtersAsset][]Filter
lastLog time.Time
calculationValues []int
previousBlockFilters []dia.FilterPoint
datastore models.Datastore
}
// NewFiltersBlockService returns a new FiltersBlockService and
// runs mainLoop() in a go routine.
func NewFiltersBlockService(previousBlockFilters []dia.FilterPoint, datastore models.Datastore, chanFiltersBlock chan *dia.FiltersBlock) *FiltersBlockService {
s := &FiltersBlockService{
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
chanTradesBlock: make(chan *dia.TradesBlock),
chanFiltersBlock: chanFiltersBlock,
error: nil,
started: false,
filters: make(map[filtersAsset][]Filter),
lastLog: time.Now(),
calculationValues: make([]int, 0),
previousBlockFilters: previousBlockFilters,
datastore: datastore,
}
s.calculationValues = append(s.calculationValues, dia.BlockSizeSeconds)
go s.mainLoop()
return s
}
// mainLoop runs processTradesBlock until FiltersBlockService @s is shut down.
func (s *FiltersBlockService) mainLoop() {
for {
log.Info("x FiltersBlockService mainloop")
select {
case <-s.shutdown:
log.Println("Filters shutting down")
s.cleanup(nil)
return
case tb, ok := <-s.chanTradesBlock:
log.Info("receive tradesBlock for further processing ok: ", ok)
s.processTradesBlock(tb)
}
}
}
// processTradesBlock is the 'main' function in the sense that all mathematical
// computations are done here.
func (s *FiltersBlockService) processTradesBlock(tb *dia.TradesBlock) {
log.Infoln("processTradesBlock starting")
t0 := time.Now()
for _, trade := range tb.TradesBlockData.Trades {
s.createFilters(trade.QuoteToken, "", tb.TradesBlockData.BeginTime)
s.createFilters(trade.QuoteToken, trade.Source, tb.TradesBlockData.BeginTime)
s.computeFilters(trade, "")
s.computeFilters(trade, trade.Source)
}
log.Info("time spent for create and compute filters: ", time.Since(t0))
log.Info("filter begin time: ", tb.TradesBlockData.BeginTime)
resultFilters := []dia.FilterPoint{}
t0 = time.Now()
for _, filters := range s.filters {
for _, f := range filters {
f.finalCompute(tb.TradesBlockData.EndTime)
fp := f.filterPointForBlock()
if fp != nil {
resultFilters = append(resultFilters, *fp)
}
}
}
log.Info("time spent for final compute: ", time.Since(t0))
resultFilters = addMissingPoints(s.previousBlockFilters, resultFilters)
s.previousBlockFilters = resultFilters
fb := &dia.FiltersBlock{
FiltersBlockData: dia.FiltersBlockData{
FilterPoints: resultFilters,
FiltersNumber: len(resultFilters),
EndTime: tb.TradesBlockData.EndTime,
BeginTime: tb.TradesBlockData.BeginTime,
TradesBlockHash: tb.BlockHash,
},
}
hash, err := structhash.Hash(fb.FiltersBlockData, 1)
if err != nil {
log.Printf("error on hash")
hash = "hashError"
}
fb.BlockHash = hash
log.Printf("Generating Filters block %v (size:%v)", hash, fb.FiltersBlockData.FiltersNumber)
if len(resultFilters) != 0 && s.chanFiltersBlock != nil {
s.chanFiltersBlock <- fb
}
t0 = time.Now()
for _, filters := range s.filters {
for _, f := range filters {
err = f.save(s.datastore)
if err != nil {
log.Error(err)
}
}
}
log.Info("time spent for save filters: ", time.Since(t0))
err = s.datastore.ExecuteRedisPipe()
if err != nil {
log.Error("execute redis pipe: ", err)
}
err = s.datastore.FlushRedisPipe()
if err != nil {
log.Error("flush redis pipe: ", err)
}
err = s.datastore.Flush()
if err != nil {
log.Error("flush influx batch: ", err)
}
}
func (s *FiltersBlockService) createFilters(asset dia.Asset, exchange string, BeginTime time.Time) {
fa := filtersAsset{
Identifier: getIdentifier(asset),
Source: exchange,
}
_, ok := s.filters[fa]
if !ok {
s.filters[fa] = []Filter{
NewFilterMA(asset, exchange, BeginTime, dia.BlockSizeSeconds, false),
NewFilterMAIR(asset, exchange, BeginTime, dia.BlockSizeSeconds, false),
NewFilterMEDIR(asset, exchange, BeginTime, dia.BlockSizeSeconds, false),
NewFilterVWAPIR(asset, exchange, BeginTime, dia.BlockSizeSeconds, false),
NewFilterVOL(asset, exchange, dia.BlockSizeSeconds),
NewFilterCOUNT(asset, exchange, dia.BlockSizeSeconds),
NewFilterTLT(asset, exchange),
}
}
}
func (s *FiltersBlockService) computeFilters(t dia.Trade, exchange string) {
fa := filtersAsset{
Identifier: getIdentifier(t.QuoteToken),
Source: exchange,
}
for _, f := range s.filters[fa] {
f.compute(t)
}
}
func addMissingPoints(previousBlockFilters []dia.FilterPoint, newFilters []dia.FilterPoint) []dia.FilterPoint {
log.Debug("previousBlockFilters", previousBlockFilters)
log.Debug("newFilters:", newFilters)
missingPoints := 0
result := newFilters
newFiltersMap := make(map[filtersAsset]*dia.FilterPoint)
for i, filter := range newFilters {
fa := filtersAsset{
Identifier: getIdentifier(filter.Asset),
Source: filter.Name,
}
newFiltersMap[fa] = &newFilters[i]
}
for _, filter := range previousBlockFilters {
d := time.Since(filter.Time)
// log.Info("filter:", filter, " age:", d)
fa := filtersAsset{
Identifier: getIdentifier(filter.Asset),
Source: filter.Name,
}
if d > time.Hour*24 {
_, ok := newFiltersMap[fa]
if !ok {
result = append(result, filter)
log.Infof("Adding old filter %s on blockchain %s with age %v", filter.Name+filter.Asset.Symbol, filter.Asset.Blockchain, d)
missingPoints++
}
} else {
log.Warnf("ignoring old filter %s on blockchain %s with age %v", filter.Asset.Symbol, filter.Asset.Blockchain, d)
}
}
if missingPoints != 0 {
log.Printf("Added %v missing point from previous block", missingPoints)
}
log.Debug("result:", result)
return result
}
// ProcessTradesBlock sends a filled tradesBlock into the filtersBlock channel.
func (s *FiltersBlockService) ProcessTradesBlock(tradesBlock *dia.TradesBlock) {
s.chanTradesBlock <- tradesBlock
log.Info("Processing TradesBlock done.")
}
// Close gracefully closes the Filtersblockservice
func (s *FiltersBlockService) Close() error {
if s.closed {
return errors.New("filters: Already closed")
}
close(s.shutdown)
<-s.shutdownDone
return s.error
}
// cleanup must only be called from mainLoop
func (s *FiltersBlockService) cleanup(err error) {
s.errorLock.Lock()
defer s.errorLock.Unlock()
if err != nil {
s.error = err
}
s.closed = true
close(s.shutdownDone) // signal that shutdown is complete
}