use FeeStats() from new Go SDK (#129), closes #124

need to run `glide install` to get latest SDK and other dependencies

do NOT run `glide up` (bug in glide and one of the libraries we use)

glide.yaml

@@ -9,12 +9,28 @@ import:
 - package: github.com/spf13/pflag
   version: v1.0.0
 - package: github.com/stellar/go
-  version: 5bbd27814a3ffca9aeffcbd75a09a6164959776a
+  version: 61ed9984b1f88fda0d4e5e375021b404d9900959
   subpackages:
   - build
   - clients/horizon
   - support/config
   - support/errors
+##############################################################
+# manually added dependencies to fix glide import resolution
+##############################################################
+- package: github.com/sirupsen/logrus
+  version: 070c81def33f6362a8267b6a4e56fb7bf23fc6b5
+- package: github.com/Sirupsen/logrus
+  repo: [email protected]:sirupsen/logrus
+  vcs: git
+  version: 070c81def33f6362a8267b6a4e56fb7bf23fc6b5
+- package: golang.org/x/crypto
+  version: 2509b142fb2b797aa7587dad548f113b2c0f20ce
+- package: golang.org/x/sys
+  version: 6c81ef8f67ca3f42fc9cd71dfbd5f35b0c4b5771
+##############################################################
+# /manually added dependencies to fix glide import resolution
+##############################################################
 - package: github.com/PagerDuty/go-pagerduty
   version: 635c5ce271490fba94880e62cde4eea3c1c184b9
 - package: github.com/lechengfan/googleauth

plugins/batchedExchange.go

@@ -329,9 +329,10 @@ func (b BatchedExchange) OpenOrders2Offers(orders []model.OpenOrder, baseAsset h
 			b.offerID2OrderID[ID] = order.ID
 		}
 
-		var lmt time.Time
+		var lmt *time.Time
 		if order.Timestamp != nil {
-			lmt = time.Unix(int64(*order.Timestamp)/1000, 0)
+			lastModTime := time.Unix(int64(*order.Timestamp)/1000, 0)
+			lmt = &lastModTime
 		}
 		offers = append(offers, hProtocol.Offer{
 			ID:                 ID,

plugins/sdexExtensions.go

@@ -4,9 +4,9 @@ import (
 	"fmt"
 	"log"
 	"net/http"
-	"strconv"
 
-	"github.com/stellar/kelp/support/networking"
+	"github.com/stellar/go/exp/clients/horizon"
+	hProtocol "github.com/stellar/go/protocols/horizon"
 )
 
 // OpFeeStroops computes fees per operation
@@ -49,34 +49,26 @@ func SdexFeeFnFromStats(
 		return nil, fmt.Errorf("unable to create SdexFeeFnFromStats, maxOpFeeStroops should be >= %d (baseFeeStroops): %d", baseFeeStroops, maxOpFeeStroops)
 	}
 
+	client := &horizonclient.Client{
+		// TODO horizonclient.Client has a bug in it where it does not use "/" to separate the horizonURL from the fee_stats endpoint
+		HorizonURL: horizonBaseURL + "/",
+		HTTP:       http.DefaultClient,
+	}
+
 	return func() (uint64, error) {
-		return getFeeFromStats(horizonBaseURL, capacityTrigger, percentile, maxOpFeeStroops)
+		return getFeeFromStats(client, capacityTrigger, percentile, maxOpFeeStroops)
 	}, nil
 }
 
-func getFeeFromStats(horizonBaseURL string, capacityTrigger float64, percentile uint8, maxOpFeeStroops uint64) (uint64, error) {
-	feeStatsURL := horizonBaseURL + "/fee_stats"
-
-	feeStatsResponseMap := map[string]string{}
-	e := networking.JSONRequest(http.DefaultClient, "GET", feeStatsURL, "", map[string]string{}, &feeStatsResponseMap, "")
-	if e != nil {
-		return 0, fmt.Errorf("error fetching fee stats (URL=%s): %s", feeStatsURL, e)
-	}
-
-	// parse ledgerCapacityUsage
-	ledgerCapacityUsage, e := strconv.ParseFloat(feeStatsResponseMap["ledger_capacity_usage"], 64)
+func getFeeFromStats(horizonClient horizonclient.ClientInterface, capacityTrigger float64, percentile uint8, maxOpFeeStroops uint64) (uint64, error) {
+	feeStats, e := horizonClient.FeeStats()
 	if e != nil {
-		return 0, fmt.Errorf("could not parse ledger_capacity_usage ('%s') as float64: %s", feeStatsResponseMap["ledger_capacity_usage"], e)
+		return 0, fmt.Errorf("error fetching fee stats: %s", e)
 	}
 
 	// case where we don't trigger the dynamic fees logic
-	if ledgerCapacityUsage < capacityTrigger {
-		var lastFeeInt int
-		lastFeeInt, e = strconv.Atoi(feeStatsResponseMap["last_ledger_base_fee"])
-		if e != nil {
-			return 0, fmt.Errorf("could not parse last_ledger_base_fee ('%s') as int: %s", feeStatsResponseMap["last_ledger_base_fee"], e)
-		}
-		lastFee := uint64(lastFeeInt)
+	if feeStats.LedgerCapacityUsage < capacityTrigger {
+		lastFee := uint64(feeStats.LastLedgerBaseFee)
 		if lastFee <= maxOpFeeStroops {
 			log.Printf("lastFee <= maxOpFeeStroops; using last_ledger_base_fee of %d stroops (maxOpFeeStroops = %d)\n", lastFee, maxOpFeeStroops)
 			return lastFee, nil
@@ -86,23 +78,44 @@ func getFeeFromStats(horizonBaseURL string, capacityTrigger float64, percentile
 	}
 
 	// parse percentile value
-	var pStroopsInt64 uint64
-	pKey := fmt.Sprintf("p%d_accepted_fee", percentile)
-	if pStroops, ok := feeStatsResponseMap[pKey]; ok {
-		var pStroopsInt int
-		pStroopsInt, e = strconv.Atoi(pStroops)
-		if e != nil {
-			return 0, fmt.Errorf("could not parse percentile value (%s='%s'): %s", pKey, pStroops, e)
-		}
-		pStroopsInt64 = uint64(pStroopsInt)
-	} else {
-		return 0, fmt.Errorf("could not fetch percentile value (%s) from feeStatsResponseMap: %s", pKey, e)
+	acceptedFee, e := getAcceptedFee(&feeStats, percentile)
+	if e != nil {
+		return 0, fmt.Errorf("could not fetch accepted fee: %s", e)
 	}
+	acceptedFeeInt64 := uint64(acceptedFee)
 
-	if pStroopsInt64 <= maxOpFeeStroops {
-		log.Printf("pStroopsInt64 <= maxOpFeeStroops; using %s of %d stroops (maxOpFeeStroops = %d)\n", pKey, pStroopsInt64, maxOpFeeStroops)
-		return pStroopsInt64, nil
+	if acceptedFeeInt64 <= maxOpFeeStroops {
+		log.Printf("acceptedFeeInt64 <= maxOpFeeStroops; using acceptedFee of %d stroops at percentile=%d (maxOpFeeStroops=%d)\n", acceptedFeeInt64, percentile, maxOpFeeStroops)
+		return acceptedFeeInt64, nil
 	}
-	log.Printf("pStroopsInt64 > maxOpFeeStroops; using maxOpFeeStroops of %d stroops (%s = %d)\n", maxOpFeeStroops, pKey, pStroopsInt64)
+	log.Printf("acceptedFeeInt64 > maxOpFeeStroops; using maxOpFeeStroops of %d stroops (percentile=%d, acceptedFee=%d stroops)\n", maxOpFeeStroops, percentile, acceptedFeeInt64)
 	return maxOpFeeStroops, nil
 }
+
+func getAcceptedFee(fs *hProtocol.FeeStats, percentile uint8) (int, error) {
+	switch percentile {
+	case 10:
+		return fs.P10AcceptedFee, nil
+	case 20:
+		return fs.P20AcceptedFee, nil
+	case 30:
+		return fs.P30AcceptedFee, nil
+	case 40:
+		return fs.P40AcceptedFee, nil
+	case 50:
+		return fs.P50AcceptedFee, nil
+	case 60:
+		return fs.P60AcceptedFee, nil
+	case 70:
+		return fs.P70AcceptedFee, nil
+	case 80:
+		return fs.P80AcceptedFee, nil
+	case 90:
+		return fs.P90AcceptedFee, nil
+	case 95:
+		return fs.P95AcceptedFee, nil
+	case 99:
+		return fs.P99AcceptedFee, nil
+	}
+	return 0, fmt.Errorf("unable to get accepted fee for percentile: %d", percentile)
+}