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market_data.go
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market_data.go
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// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package service
import (
"context"
"fmt"
"sync"
"time"
"code.vegaprotocol.io/vega/datanode/entities"
"code.vegaprotocol.io/vega/datanode/utils"
"code.vegaprotocol.io/vega/logging"
)
type MarketDataStore interface {
Add(data *entities.MarketData) error
Flush(ctx context.Context) ([]*entities.MarketData, error)
GetMarketDataByID(ctx context.Context, marketID string) (entities.MarketData, error)
GetMarketsData(ctx context.Context) ([]entities.MarketData, error)
GetHistoricMarketData(ctx context.Context, marketID string, start, end *time.Time, pagination entities.Pagination) ([]entities.MarketData, entities.PageInfo, error)
}
type MarketData struct {
store MarketDataStore
observer utils.Observer[*entities.MarketData]
cache map[entities.MarketID]*entities.MarketData
cacheLock sync.RWMutex
}
func NewMarketData(store MarketDataStore, log *logging.Logger) *MarketData {
return &MarketData{
store: store,
observer: utils.NewObserver[*entities.MarketData]("market_data", log, 0, 0),
cache: make(map[entities.MarketID]*entities.MarketData),
}
}
func (m *MarketData) Add(data *entities.MarketData) error {
if err := m.store.Add(data); err != nil {
return err
}
m.cacheLock.Lock()
m.cache[data.Market] = data
m.cacheLock.Unlock()
return nil
}
func (m *MarketData) Flush(ctx context.Context) error {
flushed, err := m.store.Flush(ctx)
if err != nil {
return err
}
m.observer.Notify(flushed)
return nil
}
func (m *MarketData) Initialise(ctx context.Context) error {
m.cacheLock.Lock()
defer m.cacheLock.Unlock()
all, err := m.store.GetMarketsData(ctx)
if err != nil {
return err
}
for i := 0; i < len(all); i++ {
m.cache[all[i].Market] = &all[i]
}
return nil
}
func (m *MarketData) GetMarketDataByID(ctx context.Context, marketID string) (entities.MarketData, error) {
m.cacheLock.RLock()
defer m.cacheLock.RUnlock()
data, ok := m.cache[entities.MarketID(marketID)]
if !ok {
return entities.MarketData{}, fmt.Errorf("no market data for market: %v", marketID)
}
return *data, nil
}
func (m *MarketData) GetMarketsData(ctx context.Context) ([]entities.MarketData, error) {
m.cacheLock.RLock()
defer m.cacheLock.RUnlock()
data := make([]entities.MarketData, 0, len(m.cache))
for _, v := range m.cache {
data = append(data, *v)
}
return data, nil
}
func (m *MarketData) GetHistoricMarketData(ctx context.Context, marketID string, start, end *time.Time, pagination entities.Pagination) ([]entities.MarketData, entities.PageInfo, error) {
return m.store.GetHistoricMarketData(ctx, marketID, start, end, pagination)
}
func (m *MarketData) ObserveMarketData(
ctx context.Context, retries int, marketID []string,
) (<-chan []*entities.MarketData, uint64) {
markets := map[string]bool{}
for _, id := range marketID {
markets[id] = true
}
ch, ref := m.observer.Observe(ctx,
retries,
func(md *entities.MarketData) bool { return markets[md.Market.String()] })
return ch, ref
}