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Exposes a rate-limited HTTP API. Data endpoints are accessible via HTTP or WebSockets. The result for the WebSocket request is identical to the REST API response. Three type of data are available. /spots is the spot price and booked volume of all markets. /candles is candlestick data, available in bin sizes of 24h, 1h, and 15m. An example URL is /candles/dcr/btc/15m. /orderbook is already a WebSocket route, but is now also accessible by HTTP. An example URL is /orderbook/dcr/btc /config is another WebSocket route that is also now available over HTTP too. The data API implements a data cache, but does not cache pre-encoded responses for /candles or /orderbook (yet).
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| Original file line number | Diff line number | Diff line change |
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| // This code is available on the terms of the project LICENSE.md file, | ||
| // also available online at https://blueoakcouncil.org/license/1.0.0. | ||
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| package apidata | ||
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|
||
| import ( | ||
| "context" | ||
| "encoding/json" | ||
| "fmt" | ||
| "sync" | ||
| "sync/atomic" | ||
| "time" | ||
|
|
||
| "decred.org/dcrdex/dex" | ||
| "decred.org/dcrdex/dex/encode" | ||
| "decred.org/dcrdex/dex/msgjson" | ||
| "decred.org/dcrdex/server/comms" | ||
| "decred.org/dcrdex/server/db" | ||
| "decred.org/dcrdex/server/matcher" | ||
| ) | ||
|
|
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| const ( | ||
| // DefaultCandleRequest is the number of candles to return if the request | ||
| // does not specify otherwise. | ||
| DefaultCandleRequest = 50 | ||
| // CacheSize is the default cache size. Also represents the maximum number | ||
| // of candles that can be requested at once. | ||
| CacheSize = 1000 | ||
| ) | ||
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| var ( | ||
| // BinSizes is the default bin sizes for candlestick data sets. Exported for | ||
| // use in the 'config' response. Internally, we will parse these to uint64 | ||
| // milliseconds. | ||
| BinSizes = []string{"24h", "1h", "15m"} | ||
| // Our internal millisecond representation of the bin sizes. | ||
| binSizes []uint64 | ||
| started uint32 | ||
| ) | ||
|
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| // DBSource is a source of persistent data. DBSource is used to prime the | ||
| // caches at startup. | ||
| type DBSource interface { | ||
| LoadEpochStats(base, quote uint32, caches []*db.CandleCache) error | ||
| } | ||
|
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| // MarketSource is a source of market information. Markets are added after | ||
| // construction but before use using the AddMarketSource method. | ||
| type MarketSource interface { | ||
| EpochDuration() uint64 | ||
| Base() uint32 | ||
| Quote() uint32 | ||
| } | ||
|
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| // BookSource is a source of order book information. The BookSource is added | ||
| // after construction but before use. | ||
| type BookSource interface { | ||
| Book(mktName string) (*msgjson.OrderBook, error) | ||
| } | ||
|
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| // DataAPI implement a data API backend. API data is | ||
| type DataAPI struct { | ||
| db DBSource | ||
| epochDurations map[string]uint64 | ||
| bookSource BookSource | ||
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| spotsMtx sync.RWMutex | ||
| spots map[string]json.RawMessage | ||
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| cacheMtx sync.RWMutex | ||
| marketCaches map[string]map[uint64]*db.CandleCache | ||
| } | ||
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| // NewDataAPI is the constructor for a new DataAPI. | ||
| func NewDataAPI(ctx context.Context, dbSrc DBSource) *DataAPI { | ||
| s := &DataAPI{ | ||
| db: dbSrc, | ||
| epochDurations: make(map[string]uint64), | ||
| spots: make(map[string]json.RawMessage), | ||
| marketCaches: make(map[string]map[uint64]*db.CandleCache), | ||
| } | ||
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| if atomic.CompareAndSwapUint32(&started, 0, 1) { | ||
| comms.RegisterHTTP(msgjson.SpotsRoute, s.handleSpots) | ||
| comms.RegisterHTTP(msgjson.CandlesRoute, s.handleCandles) | ||
| comms.RegisterHTTP(msgjson.OrderBookRoute, s.handleOrderBook) | ||
| } | ||
| return s | ||
| } | ||
|
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| // AddMarketSource should be called before any markets are running. | ||
| func (s *DataAPI) AddMarketSource(mkt MarketSource) error { | ||
| mktName, err := dex.MarketName(mkt.Base(), mkt.Quote()) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| epochDur := mkt.EpochDuration() | ||
| s.epochDurations[mktName] = epochDur | ||
| binCaches := make(map[uint64]*db.CandleCache, len(binSizes)+1) | ||
| s.marketCaches[mktName] = binCaches | ||
| cacheList := make([]*db.CandleCache, 0, len(binSizes)+1) | ||
| for _, binSize := range append([]uint64{epochDur}, binSizes...) { | ||
| cache := db.NewCandleCache(CacheSize, binSize) | ||
| cacheList = append(cacheList, cache) | ||
| binCaches[binSize] = cache | ||
| } | ||
| err = s.db.LoadEpochStats(mkt.Base(), mkt.Quote(), cacheList) | ||
| if err != nil { | ||
| return err | ||
| } | ||
| return nil | ||
| } | ||
|
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| // SetBookSource should be called before the first call to handleBook. | ||
| func (s *DataAPI) SetBookSource(bs BookSource) { | ||
| s.bookSource = bs | ||
| } | ||
|
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| // ReportEpoch should be called by every Market after every match cycle to | ||
| // report their epoch stats. | ||
| func (s *DataAPI) ReportEpoch(base, quote uint32, epochIdx uint64, stats *matcher.MatchCycleStats) error { | ||
| mktName, err := dex.MarketName(base, quote) | ||
| if err != nil { | ||
| return err | ||
| } | ||
|
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| // Add the candlestick. | ||
| s.cacheMtx.Lock() | ||
| mktCaches := s.marketCaches[mktName] | ||
| if mktCaches == nil { | ||
| s.cacheMtx.Unlock() | ||
| return fmt.Errorf("unkown market %q", mktName) | ||
| } | ||
| epochDur := s.epochDurations[mktName] | ||
| startStamp := epochIdx * epochDur | ||
| endStamp := startStamp + epochDur | ||
| for _, cache := range mktCaches { | ||
| cache.Add(&db.Candle{ | ||
| StartStamp: startStamp, | ||
| EndStamp: endStamp, | ||
| MatchVolume: stats.MatchVolume, | ||
| BookVolume: stats.BookVolume, | ||
| OrderVolume: stats.OrderVolume, | ||
| HighRate: stats.HighRate, | ||
| LowRate: stats.LowRate, | ||
| StartRate: stats.StartRate, | ||
| EndRate: stats.EndRate, | ||
| }) | ||
| } | ||
| s.cacheMtx.Unlock() | ||
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| // Encode the spot price. | ||
| s.spotsMtx.Lock() | ||
| s.spots[mktName], err = json.Marshal(msgjson.Spot{ | ||
| Stamp: encode.UnixMilliU(time.Now()), | ||
| BaseID: base, | ||
| QuoteID: quote, | ||
| Rate: stats.EndRate, | ||
| BookVolume: stats.BookVolume, | ||
| }) | ||
| s.spotsMtx.Unlock() | ||
| return err | ||
| } | ||
|
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| // handleSpots implements comms.HTTPHandler for the /spots endpoint. | ||
| func (s *DataAPI) handleSpots(interface{}) (interface{}, error) { | ||
| s.spotsMtx.RLock() | ||
| defer s.spotsMtx.RUnlock() | ||
| spots := make([]json.RawMessage, 0, len(s.spots)) | ||
| for _, spot := range s.spots { | ||
| spots = append(spots, spot) | ||
| } | ||
| return spots, nil | ||
| } | ||
|
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| // handleCandles implements comms.HTTPHandler for the /candles endpoints. | ||
| func (s *DataAPI) handleCandles(thing interface{}) (interface{}, error) { | ||
| req, ok := thing.(*msgjson.CandlesRequest) | ||
| if !ok { | ||
| return nil, fmt.Errorf("candles request unparseable") | ||
| } | ||
|
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| if req.NumCandles == 0 { | ||
| req.NumCandles = DefaultCandleRequest | ||
| } else if req.NumCandles > CacheSize { | ||
| return nil, fmt.Errorf("requested numCandles %d exceeds maximum request size %d", req.NumCandles, CacheSize) | ||
| } | ||
|
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| mkt, err := dex.MarketName(req.BaseID, req.QuoteID) | ||
| if err != nil { | ||
| return nil, fmt.Errorf("error parsing market for %d - %d", req.BaseID, req.QuoteID) | ||
| } | ||
|
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| binSizeDuration, err := time.ParseDuration(req.BinSize) | ||
| if err != nil { | ||
| return nil, fmt.Errorf("error parsing binSize") | ||
| } | ||
| binSize := uint64(binSizeDuration / time.Millisecond) | ||
|
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| s.cacheMtx.RLock() | ||
| defer s.cacheMtx.RUnlock() | ||
| marketCaches := s.marketCaches[mkt] | ||
| if marketCaches == nil { | ||
| return nil, fmt.Errorf("market %s not known", mkt) | ||
| } | ||
|
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| cache := marketCaches[binSize] | ||
| if cache == nil { | ||
| return nil, fmt.Errorf("no data available for binSize %s", req.BinSize) | ||
| } | ||
|
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| return cache.WireCandles(req.NumCandles), nil | ||
| } | ||
|
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| // handleOrderBook implements comms.HTTPHandler for the /orderbook endpoints. | ||
| func (s *DataAPI) handleOrderBook(thing interface{}) (interface{}, error) { | ||
| req, ok := thing.(*msgjson.OrderBookSubscription) | ||
| if !ok { | ||
| return nil, fmt.Errorf("orderbook request unparseable") | ||
| } | ||
|
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| mkt, err := dex.MarketName(req.Base, req.Quote) | ||
| if err != nil { | ||
| return nil, fmt.Errorf("can't parse requested market") | ||
| } | ||
| return s.bookSource.Book(mkt) | ||
| } | ||
|
|
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| func init() { | ||
| for _, s := range BinSizes { | ||
| dur, err := time.ParseDuration(s) | ||
| if err != nil { | ||
| panic("error parsing bin size '" + s + "': " + err.Error()) | ||
| } | ||
| binSizes = append(binSizes, uint64(dur/time.Millisecond)) | ||
| } | ||
| } |
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