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Speed up candle data creation in getUpdateChartResult

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Optimise (further) the ChartCalculations methods 'getItemsPerInterval' &
'getCandleData' by replacing HashSets in the former with sorted sets,
which avoids relatively expensive calls to 'TradeStatistics3.hashCode'
and needless subsequent re-sorting by date in 'getCandleData'. (Forming
the trade statistics into an ImmutableSortedSet, OTOH, is cheap since
they are already encountered in chronological order.)

Further optimise the latter by using a primitive array sort of the trade
prices to calculate their median, instead of needlessly boxing them and
using 'Collections.sort'.
This commit is contained in:
Steven Barclay 2023-05-09 06:47:18 +01:00
parent 0f52b65daa
commit a489697a54
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GPG Key ID: 9FED6BF1176D500B
2 changed files with 22 additions and 19 deletions
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2
common/src/main/java/bisq/common/util/MathUtils.java
View File

@ -101,7 +101,7 @@ public class MathUtils {
return BigDecimal.valueOf(value1).multiply(BigDecimal.valueOf(value2)).doubleValue();
}
public static long getMedian(Long[] list) {
public static long getMedian(long[] list) {
if (list.length == 0) {
return 0L;
}

39
desktop/src/main/java/bisq/desktop/main/market/trades/ChartCalculations.java
View File

@ -31,6 +31,7 @@ import bisq.common.util.Tuple2;
import org.bitcoinj.core.Coin;
import com.google.common.annotations.VisibleForTesting;
import com.google.common.collect.ImmutableSortedSet;
import javafx.scene.chart.XYChart;
@ -41,11 +42,11 @@ import java.time.LocalDateTime;
import java.time.ZoneId;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collections;
import java.util.Comparator;
import java.util.Date;
import java.util.HashMap;
import java.util.HashSet;
import java.util.List;
import java.util.Map;
import java.util.NavigableSet;
@ -178,11 +179,11 @@ public class ChartCalculations {
static List<Pair<Date, Set<TradeStatistics3>>> getItemsPerInterval(List<TradeStatistics3> tradeStatisticsByCurrency,
TickUnit tickUnit) {
// Generate date range and create sets for all ticks
List<Pair<Date, Set<TradeStatistics3>>> itemsPerInterval = new ArrayList<>(Collections.nCopies(MAX_TICKS + 2, null));
// Generate date range and create lists for all ticks
List<Pair<Date, List<TradeStatistics3>>> itemsPerInterval = new ArrayList<>(Collections.nCopies(MAX_TICKS + 2, null));
Date time = new Date();
for (int i = MAX_TICKS + 1; i >= 0; --i) {
Pair<Date, Set<TradeStatistics3>> pair = new Pair<>((Date) time.clone(), new HashSet<>());
Pair<Date, List<TradeStatistics3>> pair = new Pair<>((Date) time.clone(), new ArrayList<>());
itemsPerInterval.set(i, pair);
// We adjust the time for the next iteration
time.setTime(time.getTime() - 1);
@ -194,21 +195,24 @@ public class ChartCalculations {
for (TradeStatistics3 tradeStatistics : tradeStatisticsByCurrency) {
// Start from the last used tick index - move forwards if necessary
for (; i < MAX_TICKS; i++) {
Pair<Date, Set<TradeStatistics3>> pair = itemsPerInterval.get(i + 1);
Pair<Date, List<TradeStatistics3>> pair = itemsPerInterval.get(i + 1);
if (!tradeStatistics.getDate().after(pair.getKey())) {
break;
}
}
// Scan backwards until the correct tick is reached
for (; i > 0; --i) {
Pair<Date, Set<TradeStatistics3>> pair = itemsPerInterval.get(i);
Pair<Date, List<TradeStatistics3>> pair = itemsPerInterval.get(i);
if (tradeStatistics.getDate().after(pair.getKey())) {
pair.getValue().add(tradeStatistics);
break;
}
}
}
return itemsPerInterval;
// Convert the lists into sorted sets
return itemsPerInterval.stream()
.map(pair -> new Pair<>(pair.getKey(), (Set<TradeStatistics3>) ImmutableSortedSet.copyOf(pair.getValue())))
.collect(Collectors.toList());
}
@ -266,7 +270,9 @@ public class ChartCalculations {
long accumulatedVolume = 0;
long accumulatedAmount = 0;
long numTrades = set.size();
List<Long> tradePrices = new ArrayList<>();
int arrayIndex = 0;
long[] tradePrices = new long[set.size()];
for (TradeStatistics3 item : set) {
long tradePriceAsLong = item.getTradePrice().getValue();
// Previously a check was done which inverted the low and high for cryptocurrencies.
@ -275,21 +281,18 @@ public class ChartCalculations {
accumulatedVolume += item.getTradeVolume().getValue();
accumulatedAmount += item.getTradeAmount().getValue();
tradePrices.add(tradePriceAsLong);
tradePrices[arrayIndex++] = tradePriceAsLong;
}
Collections.sort(tradePrices);
Arrays.sort(tradePrices);
List<TradeStatistics3> list = new ArrayList<>(set);
list.sort(Comparator.comparingLong(TradeStatistics3::getDateAsLong));
if (list.size() > 0) {
open = list.get(0).getTradePrice().getValue();
close = list.get(list.size() - 1).getTradePrice().getValue();
if (!set.isEmpty()) {
NavigableSet<TradeStatistics3> sortedSet = ImmutableSortedSet.copyOf(set);
open = sortedSet.first().getTradePrice().getValue();
close = sortedSet.last().getTradePrice().getValue();
}
long averagePrice;
Long[] prices = new Long[tradePrices.size()];
tradePrices.toArray(prices);
long medianPrice = MathUtils.getMedian(prices);
long medianPrice = MathUtils.getMedian(tradePrices);
boolean isBullish;
if (CurrencyUtil.isCryptoCurrency(currencyCode)) {
isBullish = close < open;