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currency: Adds matching lookup table built from available pairs (thra…
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…sher-corp#1312)

* currency: Add pair matching update (cherry-pick)

* exchange/currency: Add tests and update func

* linter fix, also if using json unmarshal functionality stop usage of string conversion without delimiter

* gemini: fix test

* currency/manager: potential optimisation

* exchanges: purge derive from wrapper cases and add warning comment

* glorious: nits

* glorious: nits

* linter: fix

* glorious: nits

* whoops

* whoops

* glorious: nits continued

* glorious: diff THANKS!

* hitbtc: fix update tradable pairs strings splitting. continue if not enabled tickers update pair.

* glorious: nits

* linter: fix

* Update exchanges/exmo/exmo_wrapper.go

Co-authored-by: Scott <[email protected]>

* bitstamp: fix test when 32 biterinos architecturinos

* capture more strings for speed

* swapsies because whos running 32bit \0/?

---------

Co-authored-by: Ryan O'Hara-Reid <[email protected]>
Co-authored-by: Scott <[email protected]>
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@shazbert @gloriousCode
3 people authored Oct 18, 2023
1 parent d3bf4a4 commit ceef7a1
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Showing 32 changed files with 616 additions and 259 deletions.
3 changes: 3 additions & 0 deletions cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -300,6 +300,8 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
// Crypto Chain
input = reflect.ValueOf(cryptoChainPerExchange[exchName])
}
case "MatchSymbolWithAvailablePairs", "MatchSymbolCheckEnabled":
input = reflect.ValueOf(argGenerator.AssetParams.Pair.Base.Lower().String() + argGenerator.AssetParams.Pair.Quote.Lower().String())
default:
// OrderID
input = reflect.ValueOf("1337")
Expand Down Expand Up @@ -602,6 +604,7 @@ var acceptableErrors = []error{
order.ErrPairIsEmpty, // Is thrown when the empty pair and asset scenario for an order submission is sent in the Validate() function
deposit.ErrAddressNotFound, // Is thrown when an address is not found due to the exchange requiring valid API keys
futures.ErrNotFuturesAsset, // Is thrown when a futures function receives a non-futures asset
currency.ErrSymbolStringEmpty, // Is thrown when a symbol string is empty for blank MatchSymbol func checks
}

// warningErrors will t.Log(err) when thrown to diagnose things, but not necessarily suggest
Expand Down
8 changes: 0 additions & 8 deletions currency/currency_types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -81,11 +81,3 @@ const (
ForwardSlashDelimiter = "/"
ColonDelimiter = ":"
)

// delimiters is a delimiter list
var delimiters = []string{
DashDelimiter,
UnderscoreDelimiter,
ForwardSlashDelimiter,
ColonDelimiter,
}
73 changes: 56 additions & 17 deletions currency/manager.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ import (
"encoding/json"
"errors"
"fmt"
"strings"

"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
Expand All @@ -29,9 +30,12 @@ var (
ErrPairManagerNotInitialised = errors.New("pair manager not initialised")
// ErrAssetNotFound is returned when an asset does not exist in the pairstore
ErrAssetNotFound = errors.New("asset type not found in pair store")
// ErrSymbolStringEmpty is an error when a symbol string is empty
ErrSymbolStringEmpty = errors.New("symbol string is empty")

errPairStoreIsNil = errors.New("pair store is nil")
errPairFormatIsNil = errors.New("pair format is nil")
errPairStoreIsNil = errors.New("pair store is nil")
errPairFormatIsNil = errors.New("pair format is nil")
errPairMatcherIsNil = errors.New("pair matcher is nil")
)

// GetAssetTypes returns a list of stored asset types
Expand Down Expand Up @@ -64,6 +68,24 @@ func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
return c.copy()
}

// Match returns a currency pair based on the supplied symbol and asset type
func (p *PairsManager) Match(symbol string, a asset.Item) (Pair, error) {
if symbol == "" {
return EMPTYPAIR, ErrSymbolStringEmpty
}
symbol = strings.ToLower(symbol)
p.mutex.RLock()
defer p.mutex.RUnlock()
if p.matcher == nil {
return EMPTYPAIR, errPairMatcherIsNil
}
pair, ok := p.matcher[key{symbol, a}]
if !ok {
return EMPTYPAIR, fmt.Errorf("%w for %v %v", ErrPairNotFound, symbol, a)
}
return *pair, nil
}

// Store stores a new currency pair config based on its asset type
func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
if !a.IsValid() {
Expand All @@ -78,13 +100,29 @@ func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
p.Pairs = make(map[asset.Item]*PairStore)
}
p.Pairs[a] = cpy
if p.matcher == nil {
p.matcher = make(map[key]*Pair)
}
for x := range cpy.Available {
p.matcher[key{
Symbol: cpy.Available[x].Base.Lower().String() + cpy.Available[x].Quote.Lower().String(),
Asset: a}] = &cpy.Available[x]
}
p.mutex.Unlock()
return nil
}

// Delete deletes a map entry based on the supplied asset type
func (p *PairsManager) Delete(a asset.Item) {
p.mutex.Lock()
vals, ok := p.Pairs[a]
if !ok {
p.mutex.Unlock()
return
}
for x := range vals.Available {
delete(p.matcher, key{Symbol: vals.Available[x].Base.Lower().String() + vals.Available[x].Quote.Lower().String(), Asset: a})
}
delete(p.Pairs, a)
p.mutex.Unlock()
}
Expand Down Expand Up @@ -187,6 +225,15 @@ func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) error
pairStore.Enabled = cpy
} else {
pairStore.Available = cpy

if p.matcher == nil {
p.matcher = make(map[key]*Pair)
}
for x := range pairStore.Available {
p.matcher[key{
Symbol: pairStore.Available[x].Base.Lower().String() + pairStore.Available[x].Quote.Lower().String(),
Asset: a}] = &pairStore.Available[x]
}
}

return nil
Expand Down Expand Up @@ -285,35 +332,27 @@ func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
return nil
}

// IsAssetPairEnabled checks if a pair is enabled for an enabled asset type
func (p *PairsManager) IsAssetPairEnabled(a asset.Item, pair Pair) error {
// IsPairEnabled checks if a pair is enabled for an enabled asset type
func (p *PairsManager) IsPairEnabled(pair Pair, a asset.Item) (bool, error) {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}

if pair.IsEmpty() {
return ErrCurrencyPairEmpty
return false, ErrCurrencyPairEmpty
}

p.mutex.RLock()
defer p.mutex.RUnlock()

pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
return false, err
}

if pairStore.AssetEnabled == nil {
return fmt.Errorf("%s %w", a, ErrAssetIsNil)
return false, fmt.Errorf("%s %w", a, ErrAssetIsNil)
}
if !*pairStore.AssetEnabled {
return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
}
if !pairStore.Enabled.Contains(pair, true) {
return fmt.Errorf("%s %w", pair, ErrPairNotFound)
}

return nil
return *pairStore.AssetEnabled && pairStore.Enabled.Contains(pair, true), nil
}

// IsAssetEnabled checks to see if an asset is enabled
Expand Down
87 changes: 75 additions & 12 deletions currency/manager_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -92,6 +92,48 @@ func TestGet(t *testing.T) {
}
}

func TestPairsManagerMatch(t *testing.T) {
t.Parallel()

p := &PairsManager{}

_, err := p.Match("", 1337)
if !errors.Is(err, ErrSymbolStringEmpty) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrSymbolStringEmpty)
}

_, err = p.Match("sillyBilly", 1337)
if !errors.Is(err, errPairMatcherIsNil) {
t.Fatalf("received: '%v' but expected: '%v'", err, errPairMatcherIsNil)
}

p = initTest(t)

_, err = p.Match("sillyBilly", 1337)
if !errors.Is(err, ErrPairNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrPairNotFound)
}

_, err = p.Match("sillyBilly", asset.Spot)
if !errors.Is(err, ErrPairNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrPairNotFound)
}

whatIgot, err := p.Match("bTCuSD", asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}

whatIwant, err := NewPairFromString("btc-usd")
if err != nil {
t.Fatal(err)
}

if !whatIgot.Equal(whatIwant) {
t.Fatal("expected btc-usd")
}
}

func TestStore(t *testing.T) {
t.Parallel()
availPairs, err := NewPairsFromStrings([]string{"BTC-USD", "LTC-USD"})
Expand Down Expand Up @@ -531,43 +573,64 @@ func TestUnmarshalMarshal(t *testing.T) {
}
}

func TestIsAssetPairEnabled(t *testing.T) {
func TestIsPairEnabled(t *testing.T) {
t.Parallel()
pm := initTest(t)
cp := NewPairWithDelimiter("BTC", "USD", "-")
err := pm.IsAssetPairEnabled(asset.Spot, cp)
enabled, err := pm.IsPairEnabled(cp, asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}

if !enabled {
t.Fatal("expected pair to be enabled")
}

enabled, err = pm.IsPairEnabled(NewPair(SAFE, MOONRISE), asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}

err = pm.IsAssetPairEnabled(asset.Futures, cp)
if !errors.Is(err, asset.ErrNotEnabled) {
t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotEnabled)
if enabled {
t.Fatal("expected pair to be disabled")
}

enabled, err = pm.IsPairEnabled(cp, asset.Futures)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}

if enabled {
t.Fatal("expected pair to be disabled because asset type is not enabled")
}

cp = NewPairWithDelimiter("XRP", "DOGE", "-")
err = pm.IsAssetPairEnabled(asset.Spot, cp)
if !errors.Is(err, ErrPairNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrPairNotFound)
enabled, err = pm.IsPairEnabled(cp, asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}

if enabled {
t.Fatal("expected pair to be disabled because pair not found in enabled list")
}

err = pm.IsAssetPairEnabled(asset.PerpetualSwap, cp)
_, err = pm.IsPairEnabled(cp, asset.PerpetualSwap)
if !errors.Is(err, ErrAssetNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrAssetNotFound)
}

err = pm.IsAssetPairEnabled(asset.Item(1337), cp)
_, err = pm.IsPairEnabled(cp, asset.Item(1337))
if !errors.Is(err, asset.ErrNotSupported) {
t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported)
}

pm.Pairs[asset.PerpetualSwap] = &PairStore{}
err = pm.IsAssetPairEnabled(asset.PerpetualSwap, cp)
_, err = pm.IsPairEnabled(cp, asset.PerpetualSwap)
if !errors.Is(err, ErrAssetIsNil) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrAssetIsNil)
}

err = pm.IsAssetPairEnabled(asset.PerpetualSwap, EMPTYPAIR)
_, err = pm.IsPairEnabled(EMPTYPAIR, asset.PerpetualSwap)
if !errors.Is(err, ErrCurrencyPairEmpty) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrCurrencyPairEmpty)
}
Expand Down
21 changes: 14 additions & 7 deletions currency/manager_types.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -8,13 +8,14 @@ import (

// PairsManager manages asset pairs
type PairsManager struct {
BypassConfigFormatUpgrades bool `json:"bypassConfigFormatUpgrades"`
RequestFormat *PairFormat `json:"requestFormat,omitempty"`
ConfigFormat *PairFormat `json:"configFormat,omitempty"`
UseGlobalFormat bool `json:"useGlobalFormat,omitempty"`
LastUpdated int64 `json:"lastUpdated,omitempty"`
Pairs FullStore `json:"pairs"`
mutex sync.RWMutex `json:"-"`
BypassConfigFormatUpgrades bool `json:"bypassConfigFormatUpgrades"`
RequestFormat *PairFormat `json:"requestFormat,omitempty"`
ConfigFormat *PairFormat `json:"configFormat,omitempty"`
UseGlobalFormat bool `json:"useGlobalFormat,omitempty"`
LastUpdated int64 `json:"lastUpdated,omitempty"`
Pairs FullStore `json:"pairs"`
matcher map[key]*Pair
mutex sync.RWMutex
}

// FullStore holds all supported asset types with the enabled and available
Expand All @@ -37,3 +38,9 @@ type PairFormat struct {
Separator string `json:"separator,omitempty"`
Index string `json:"index,omitempty"`
}

// key is used to store the asset type and symbol in a map
type key struct {
Symbol string
Asset asset.Item
}
25 changes: 10 additions & 15 deletions currency/pair.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ import (
"errors"
"fmt"
"strings"
"unicode"
)

var errCannotCreatePair = errors.New("cannot create currency pair")
Expand Down Expand Up @@ -100,23 +101,17 @@ func NewPairFromString(currencyPair string) (Pair, error) {
errCannotCreatePair,
currencyPair)
}
var delimiter string
pairStrings := []string{currencyPair}
for x := range delimiters {
if strings.Contains(pairStrings[0], delimiters[x]) {
values := strings.SplitN(pairStrings[0], delimiters[x], 2)
if delimiter != "" {
values[1] += delimiter + pairStrings[1]
pairStrings = values
} else {
pairStrings = values
}
delimiter = delimiters[x]

for x := range currencyPair {
if unicode.IsPunct(rune(currencyPair[x])) {
return Pair{
Base: NewCode(currencyPair[:x]),
Delimiter: string(currencyPair[x]),
Quote: NewCode(currencyPair[x+1:]),
}, nil
}
}
if delimiter != "" {
return Pair{Base: NewCode(pairStrings[0]), Delimiter: delimiter, Quote: NewCode(pairStrings[1])}, nil
}

return NewPairFromStrings(currencyPair[0:3], currencyPair[3:])
}

Expand Down
18 changes: 16 additions & 2 deletions currency/pair_methods.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ import (
"encoding/json"
"errors"
"fmt"
"unicode"
)

// EMPTYFORMAT defines an empty pair format
Expand Down Expand Up @@ -45,8 +46,21 @@ func (p *Pair) UnmarshalJSON(d []byte) error {
return nil
}

*p, err = NewPairFromString(pair)
return err
// Check if pair is in the format of BTC-USD
for x := range pair {
if unicode.IsPunct(rune(pair[x])) {
p.Base = NewCode(pair[:x])
p.Delimiter = string(pair[x])
p.Quote = NewCode(pair[x+1:])
return nil
}
}

// NOTE: Pair string could be in format DUSKUSDT (Kucoin) which will be
// incorrectly converted to DUS-KUSDT, ELKRW (Bithumb) which will convert
// converted to ELK-RW and HTUSDT (Lbank) which will be incorrectly
// converted to HTU-SDT.
return fmt.Errorf("%w from %s cannot ensure pair is in correct format, please use exchange method MatchSymbolWithAvailablePairs", errCannotCreatePair, pair)
}

// MarshalJSON conforms type to the marshaler interface
Expand Down
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