Add expired time for orderbook

RoboTradeCode · May 25, 2022 · 4bc2940 · 4bc2940
1 parent 2193740
commit 4bc2940
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Showing 3 changed files with 18 additions and 1 deletion.
diff --git a/config/common_config.example.php b/config/common_config.example.php
@@ -46,6 +46,7 @@
 const CONFIG = [
     'exchange' => EXCHANGE, //название биржи
     'exchanges' => [EXCHANGE], //список всех бирж для взятие всех данных из memcached
+    'expired_orderbook_time' => 5, //сколько по времени в секундах считаем ордербуки актуальными
     'min_profit' => [
         'BTC' => 0,
         'ETH' => 0,

diff --git a/kernel/receive_data.php b/kernel/receive_data.php
@@ -46,6 +46,8 @@ function handler_orderbooks(string $message): void
         // если event как data, а node как gate
         if ($data['event'] == 'data' && $data['node'] == 'gate' && $data['action'] == 'orderbook' && isset($data['data'])) {
 
+            $data['data']['core_timestamp'] = microtime(true);
+
             // записать в memcached
             $memcached->set(
                 $data['exchange'] . '_' . $data['action'] . '_' . $data['data']['symbol'],

diff --git a/src/Core.php b/src/Core.php
@@ -59,6 +59,8 @@ private function getAllMemcachedKeys(): array
     private function reformatAndSeparateData(array $memcached_data): array
     {
 
+        $microtime = microtime(true);
+
         foreach ($memcached_data as $key => $data) {
 
             if (isset($data)) {
@@ -70,11 +72,23 @@ private function reformatAndSeparateData(array $memcached_data): array
                 $value = $parts[2] ?? null;
 
                 if ($action == 'balances') {
+
                     $balances[$exchange] = $data;
+
                 } elseif ($action == 'orderbook' && $value) {
-                    $orderbooks[$value][$exchange] = $data;
+
+                    if (
+                        ($microtime - $data['core_timestamp']) <= $this->config['expired_orderbook_time']
+                    ) {
+
+                        $orderbooks[$value][$exchange] = $data;
+
+                    }
+
                 } else {
+
                     $undefined[$key] = $data;
+
                 }
 
             }