small changes to aid upcoming performance optimization #409

2021-05-13T16:19:08-07:00

scionaltera commented

2021-05-13 16:19:08 -07:00

(Migrated from github.com)

timers for order execution and decision making to help us improve performance
changed computeVolumeScale() and computePriceScale() to use a provided default value for added flexibility
changed computeVolumeScale() and computePriceScale() to avoid unnecessary object creation
changed computeVolumeScale() and computePriceScale() to log when metadata is not available
some additional logging

* timers for order execution and decision making to help us improve performance * changed `computeVolumeScale()` and `computePriceScale()` to use a provided default value for added flexibility * changed `computeVolumeScale()` and `computePriceScale()` to avoid unnecessary object creation * changed `computeVolumeScale()` and `computePriceScale()` to log when metadata is not available * some additional logging

lilianchiassai (Migrated from github.com) reviewed

2021-05-13 16:19:08 -07:00

dazito (Migrated from github.com) reviewed

2021-05-15 04:51:48 -07:00

src/main/java/com/r307/arbitrader/service/TradingService.java

					
				@ -420,2 +409,3 @@

				        final int shortVolumeScale = computeVolumeScale(spread.getShortExchange(), currencyPairShortExchange);

				        final int longVolumeScale = computeVolumeScale(spread.getLongExchange(), currencyPairLongExchange, SAFE_SCALE);

				        final int shortVolumeScale = computeVolumeScale(spread.getShortExchange(), currencyPairShortExchange, SAFE_SCALE);

What is the advantage of changing the scale from 8 (BTC_SCALE) to 1 (the defaultScale we pass in now)?

Are you aware this scale value will be used in TradeVolume and it's subclasses?

What is the advantage of changing the scale from 8 (BTC_SCALE) to 1 (the defaultScale we pass in now)? Are you aware this scale value will be used in `TradeVolume` and it's subclasses?

src/main/java/com/r307/arbitrader/service/TradingService.java

Same question as above:
What is the advantage of changing the scale from 8 (BTC_SCALE) to 1 (the defaultScale we pass in now)?

Same question as above: What is the advantage of changing the scale from 8 (BTC_SCALE) to 1 (the defaultScale we pass in now)?

scionaltera (Migrated from github.com) reviewed

2021-05-18 13:14:13 -07:00

src/main/java/com/r307/arbitrader/service/TradingService.java

					
				@ -420,2 +409,3 @@

				        final int shortVolumeScale = computeVolumeScale(spread.getShortExchange(), currencyPairShortExchange);

				        final int longVolumeScale = computeVolumeScale(spread.getLongExchange(), currencyPairLongExchange, SAFE_SCALE);

				        final int shortVolumeScale = computeVolumeScale(spread.getShortExchange(), currencyPairShortExchange, SAFE_SCALE);

Not all coins accept 8 decimal places when placing orders, but almost all of them should accept 1 decimal place. The idea was to find a default that is the most compatible across all exchanges and all coins, and sacrificing some precision for compatibility seems worthwhile.

In a future PR I'm going to add configuration that you can use if your coin is defaulting because XChange doesn't have metadata for it but you want something other than 1.

Not all coins accept 8 decimal places when placing orders, but almost all of them should accept 1 decimal place. The idea was to find a default that is the most compatible across all exchanges and all coins, and sacrificing some precision for compatibility seems worthwhile. In a future PR I'm going to add configuration that you can use if your coin is defaulting because XChange doesn't have metadata for it but you want something other than 1.