Merge pull request #1239 from c9s/c0s/grid2-remove-duplicated-pins

.github/workflows/go.yml

@@ -4,7 +4,9 @@ on:
   push:
     branches: [ main ]
   pull_request:
-    branches: [ main ]
+    branches:
+    - "main"
+    - "v*"
 
 jobs:
   build:

pkg/strategy/grid2/grid.go

@@ -35,28 +35,48 @@ type Grid struct {
 
 type Pin fixedpoint.Value
 
+// filterPrice filters price with the given precision
+func filterPrice(p fixedpoint.Value, prec int) fixedpoint.Value {
+	var pow10 = math.Pow10(prec)
+	pp := math.Round(p.Float64()*pow10*10.0) / 10.0
+	pp = math.Trunc(pp) / pow10
+
+	pps := strconv.FormatFloat(pp, 'f', prec, 64)
+	price := fixedpoint.MustNewFromString(pps)
+	return price
+}
+
+func removeDuplicatedPins(pins []Pin) []Pin {
+	var buckets = map[string]struct{}{}
+	var out []Pin
+
+	for _, pin := range pins {
+		p := fixedpoint.Value(pin)
+
+		if _, exists := buckets[p.String()]; exists {
+			continue
+		}
+
+		out = append(out, pin)
+		buckets[p.String()] = struct{}{}
+	}
+
+	return out
+}
+
 func calculateArithmeticPins(lower, upper, spread, tickSize fixedpoint.Value) []Pin {
 	var pins []Pin
 
 	// tickSize number is like 0.01, 0.1, 0.001
 	var ts = tickSize.Float64()
 	var prec = int(math.Round(math.Log10(ts) * -1.0))
-	var pow10 = math.Pow10(prec)
 	for p := lower; p.Compare(upper.Sub(spread)) <= 0; p = p.Add(spread) {
-		pp := math.Round(p.Float64()*pow10*10.0) / 10.0
-		pp = math.Trunc(pp) / pow10
-
-		pps := strconv.FormatFloat(pp, 'f', prec, 64)
-		price := fixedpoint.MustNewFromString(pps)
+		price := filterPrice(p, prec)
 		pins = append(pins, Pin(price))
 	}
 
 	// this makes sure there is no error at the upper price
-	pp := math.Round(upper.Float64()*pow10*10.0) / 10.0
-	pp = math.Trunc(pp) / pow10
-
-	pps := strconv.FormatFloat(pp, 'f', prec, 64)
-	upperPrice := fixedpoint.MustNewFromString(pps)
+	upperPrice := filterPrice(upper, prec)
 	pins = append(pins, Pin(upperPrice))
 
 	return pins
@@ -94,7 +114,7 @@ func (g *Grid) CalculateGeometricPins() {
 		return nil
 	}
 
-	g.addPins(g.calculator())
+	g.addPins(removeDuplicatedPins(g.calculator()))
 }
 
 func (g *Grid) CalculateArithmeticPins() {

pkg/strategy/grid2/grid_test.go

@@ -214,3 +214,54 @@ func Test_calculateArithmeticPins(t *testing.T) {
 		})
 	}
 }
+
+func Test_filterPrice1(t *testing.T) {
+	type args struct {
+		p    fixedpoint.Value
+		prec int
+	}
+	tests := []struct {
+		name string
+		args args
+		want string
+	}{
+		{
+			name: "basic",
+			args: args{p: number("31.2222"), prec: 3},
+			want: "31.222",
+		},
+		{
+			name: "roundup",
+			args: args{p: number("31.22295"), prec: 3},
+			want: "31.223",
+		},
+		{
+			name: "roundup2",
+			args: args{p: number("31.22290"), prec: 3},
+			want: "31.222",
+		},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			rst := filterPrice(tt.args.p, tt.args.prec)
+			assert.Equalf(t, tt.want, rst.String(), "filterPrice(%v, %v)", tt.args.p, tt.args.prec)
+		})
+	}
+}
+
+func Test_removeDuplicatedPins(t *testing.T) {
+	pins := []Pin{
+		Pin(number("31.222")),
+		Pin(number("31.222")),
+		Pin(number("31.223")),
+		Pin(number("31.224")),
+		Pin(number("31.224")),
+	}
+	out := removeDuplicatedPins(pins)
+	assert.Equal(t, []Pin{
+		Pin(number("31.222")),
+		Pin(number("31.223")),
+		Pin(number("31.224")),
+	}, out)
+
+}