randomized delay via the MAX_TICK_DELAY_MILLIS config param (#89), cl…

…oses #68

cmd/trade.go

@@ -172,7 +172,10 @@ func init() {
 			deleteAllOffersAndExit(botConfig, client, sdex)
 		}
 
-		timeController := plugins.MakeIntervalTimeController(time.Duration(botConfig.TickIntervalSeconds) * time.Second)
+		timeController := plugins.MakeIntervalTimeController(
+			time.Duration(botConfig.TickIntervalSeconds)*time.Second,
+			botConfig.MaxTickDelayMillis,
+		)
 		bot := trader.MakeBot(
 			client,
 			botConfig.AssetBase(),

examples/configs/trader/sample_trader.cfg

@@ -17,6 +17,9 @@ ISSUER_B="GBMMZMK2DC4FFP4CAI6KCVNCQ7WLO5A7DQU7EC7WGHRDQBZB763X4OQI"
 
 # how often you want the bot to run
 TICK_INTERVAL_SECONDS=300
+# randomized interval delay in millis
+MAX_TICK_DELAY_MILLIS=0
+
 # how many continuous errors in each update cycle can the bot accept before it will delete all offers to protect its exposure.
 # this number has to be exceeded for all the offers to be deleted and any error will be counted only once per update cycle.
 # any time the bot completes a full run successfully this counter will be reset.

plugins/intervalTimeController.go

@@ -2,19 +2,27 @@ package plugins
 
 import (
 	"log"
+	"math/rand"
 	"time"
 
 	"github.com/interstellar/kelp/api"
 )
 
 // IntervalTimeController provides a standard time interval
 type IntervalTimeController struct {
-	tickInterval time.Duration
+	tickInterval       time.Duration
+	maxTickDelayMillis int64
+	randGen            *rand.Rand
 }
 
 // MakeIntervalTimeController is a factory method
-func MakeIntervalTimeController(tickInterval time.Duration) api.TimeController {
-	return &IntervalTimeController{tickInterval: tickInterval}
+func MakeIntervalTimeController(tickInterval time.Duration, maxTickDelayMillis int64) api.TimeController {
+	randGen := rand.New(rand.NewSource(time.Now().UnixNano()))
+	return &IntervalTimeController{
+		tickInterval:       tickInterval,
+		maxTickDelayMillis: maxTickDelayMillis,
+		randGen:            randGen,
+	}
 }
 
 var _ api.TimeController = &IntervalTimeController{}
@@ -31,5 +39,16 @@ func (t *IntervalTimeController) ShouldUpdate(lastUpdateTime time.Time, currentU
 func (t *IntervalTimeController) SleepTime(lastUpdateTime time.Time, currentUpdateTime time.Time) time.Duration {
 	// use time till now as opposed to currentUpdateTime because we want the start of the clock cycle to be synchronized
 	elapsedSinceUpdate := time.Since(lastUpdateTime)
-	return time.Duration(t.tickInterval.Nanoseconds() - elapsedSinceUpdate.Nanoseconds())
+	fixedDurationCatchup := time.Duration(t.tickInterval.Nanoseconds() - elapsedSinceUpdate.Nanoseconds())
+	randomizedDelayMillis := t.makeRandomDelay()
+
+	// if fixedDurationCatchup < 0 then we already have a built-in randomized delay because of the variable processing time consumed
+	return fixedDurationCatchup + randomizedDelayMillis
+}
+
+func (t *IntervalTimeController) makeRandomDelay() time.Duration {
+	if t.maxTickDelayMillis > 0 {
+		return time.Duration(t.randGen.Int63n(t.maxTickDelayMillis)) * time.Millisecond
+	}
+	return time.Duration(0) * time.Millisecond
 }

trader/config.go

@@ -20,6 +20,7 @@ type BotConfig struct {
 	AssetCodeB             string `valid:"-" toml:"ASSET_CODE_B"`
 	IssuerB                string `valid:"-" toml:"ISSUER_B"`
 	TickIntervalSeconds    int32  `valid:"-" toml:"TICK_INTERVAL_SECONDS"`
+	MaxTickDelayMillis     int64  `valid:"-" toml:"MAX_TICK_DELAY_MILLIS"`
 	DeleteCyclesThreshold  int64  `valid:"-" toml:"DELETE_CYCLES_THRESHOLD"`
 	FillTrackerSleepMillis uint32 `valid:"-" toml:"FILL_TRACKER_SLEEP_MILLIS"`
 	HorizonURL             string `valid:"-" toml:"HORIZON_URL"`