fix markets info cache

c9s · Dec 8, 2021 · d52edce · d52edce
1 parent e030b87
commit d52edce
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Showing 3 changed files with 27 additions and 31 deletions.
diff --git a/pkg/backtest/exchange.go b/pkg/backtest/exchange.go
@@ -55,17 +55,17 @@ type Exchange struct {
 
 	userDataStream *Stream
 
-	trades        map[string][]types.Trade
+	trades      map[string][]types.Trade
 	tradesMutex sync.Mutex
 
-	closedOrders  map[string][]types.Order
+	closedOrders      map[string][]types.Order
 	closedOrdersMutex sync.Mutex
 
-	matchingBooks map[string]*SimplePriceMatching
+	matchingBooks      map[string]*SimplePriceMatching
 	matchingBooksMutex sync.Mutex
 
-	markets       types.MarketMap
-	doneC         chan struct{}
+	markets types.MarketMap
+	doneC   chan struct{}
 }
 
 func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, config *bbgo.Backtest) *Exchange {
@@ -96,7 +96,7 @@ func NewExchange(sourceName types.ExchangeName, srv *service.BacktestService, co
 	account := &types.Account{
 		MakerFeeRate: config.Account.MakerFeeRate,
 		TakerFeeRate: config.Account.TakerFeeRate,
-		AccountType:     "SPOT", // currently not used
+		AccountType:  "SPOT", // currently not used
 	}
 
 	balances := config.Account.Balances.BalanceMap()
@@ -149,9 +149,9 @@ func (e *Exchange) addMatchingBook(symbol string, market types.Market) {
 
 func (e *Exchange) _addMatchingBook(symbol string, market types.Market) {
 	e.matchingBooks[symbol] = &SimplePriceMatching{
-		CurrentTime:     e.startTime,
-		Account:         e.account,
-		Market:          market,
+		CurrentTime: e.startTime,
+		Account:     e.account,
+		Market:      market,
 	}
 }
 
@@ -289,7 +289,7 @@ func (e Exchange) PlatformFeeCurrency() string {
 }
 
 func (e Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
-	return e.publicExchange.QueryMarkets(ctx)
+	return bbgo.LoadExchangeMarketsWithCache(ctx, e.publicExchange)
 }
 
 func (e Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
@@ -300,7 +300,7 @@ func (e Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since,
 	return nil, nil
 }
 
-func (e *Exchange) matchingBook(symbol string) (*SimplePriceMatching, bool){
+func (e *Exchange) matchingBook(symbol string) (*SimplePriceMatching, bool) {
 	e.matchingBooksMutex.Lock()
 	m, ok := e.matchingBooks[symbol]
 	e.matchingBooksMutex.Unlock()

diff --git a/pkg/bbgo/cache.go b/pkg/bbgo/cache.go
@@ -9,9 +9,8 @@ import (
 	"path"
 	"reflect"
 
-	"github.com/pkg/errors"
-
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
 )
 
 type DataFetcher func() (interface{}, error)
@@ -63,7 +62,7 @@ func WithCache(key string, obj interface{}, fetcher DataFetcher) error {
 
 func LoadExchangeMarketsWithCache(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 {
+	if futureExchange, implemented := ex.(types.FuturesExchange); implemented {
 		settings := futureExchange.GetFuturesSettings()
 		if settings.IsFutures {
 			key = fmt.Sprintf("%s-futures-markets", ex.Name())
@@ -75,4 +74,3 @@ func LoadExchangeMarketsWithCache(ctx context.Context, ex types.Exchange) (marke
 	})
 	return markets, err
 }
-
diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
@@ -8,13 +8,11 @@ import (
 
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
-	log "github.com/sirupsen/logrus"
-	"github.com/spf13/viper"
-
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
+	log "github.com/sirupsen/logrus"
 )
 
 var (
@@ -265,26 +263,26 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
 
 	var log = log.WithField("session", session.Name)
 
-	if !viper.GetBool("bbgo-markets-cache") {
-		markets, err := session.Exchange.QueryMarkets(ctx)
-		if err != nil {
-			return err
-		}
-		session.markets = markets
+	// load markets first
+
+	var disableMarketsCache = false
+	var markets types.MarketMap
+	var err error
+	if util.SetEnvVarBool("DISABLE_MARKETS_CACHE", &disableMarketsCache); disableMarketsCache {
+		markets, err = session.Exchange.QueryMarkets(ctx)
 	} else {
-		// load markets first
-		var markets, err = LoadExchangeMarketsWithCache(ctx, session.Exchange)
+		markets, err = LoadExchangeMarketsWithCache(ctx, session.Exchange)
 		if err != nil {
 			return err
 		}
+	}
 
-		if len(markets) == 0 {
-			return fmt.Errorf("market config should not be empty")
-		}
-
-		session.markets = markets
+	if len(markets) == 0 {
+		return fmt.Errorf("market config should not be empty")
 	}
 
+	session.markets = markets
+
 	// query and initialize the balances
 	log.Infof("querying balances from session %s...", session.Name)
 	balances, err := session.Exchange.QueryAccountBalances(ctx)