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Currency package update (#247)

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* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
This commit is contained in:
Ryan O'Hara-Reid
2019-03-19 11:49:05 +11:00
committed by Adrian Gallagher
parent ed760e184e
commit 0990f9d118
189 changed files with 11982 additions and 8055 deletions
Download Patch File Download Diff File Expand all files Collapse all files

39
exchanges/stats/stats.go
View File

@@ -3,13 +3,13 @@ package stats
import (
"sort"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency"
)
// Item holds various fields for storing currency pair stats
type Item struct {
Exchange string
Pair pair.CurrencyPair
Pair currency.Pair
AssetType string
Price float64
Volume float64
@@ -49,18 +49,23 @@ func (b ByVolume) Swap(i, j int) {
}
// Add adds or updates the item stats
func Add(exchange string, p pair.CurrencyPair, assetType string, price, volume float64) {
if exchange == "" || assetType == "" || price == 0 || volume == 0 || p.FirstCurrency == "" || p.SecondCurrency == "" {
func Add(exchange string, p currency.Pair, assetType string, price, volume float64) {
if exchange == "" ||
assetType == "" ||
price == 0 ||
volume == 0 ||
p.Base.IsEmpty() ||
p.Quote.IsEmpty() {
return
}
if p.FirstCurrency == "XBT" {
newPair := pair.NewCurrencyPair("BTC", p.SecondCurrency.String())
if p.Base == currency.XBT {
newPair := currency.NewPairFromStrings(currency.BTC.String(), p.Quote.String())
Append(exchange, newPair, assetType, price, volume)
}
if p.SecondCurrency == "USDT" {
newPair := pair.NewCurrencyPair(p.FirstCurrency.String(), "USD")
if p.Quote == currency.USDT {
newPair := currency.NewPairFromStrings(p.Base.String(), currency.USD.String())
Append(exchange, newPair, assetType, price, volume)
}
@@ -69,7 +74,7 @@ func Add(exchange string, p pair.CurrencyPair, assetType string, price, volume f
// Append adds or updates the item stats for a specific
// currency pair and asset type
func Append(exchange string, p pair.CurrencyPair, assetType string, price, volume float64) {
func Append(exchange string, p currency.Pair, assetType string, price, volume float64) {
if AlreadyExists(exchange, p, assetType, price, volume) {
return
}
@@ -87,9 +92,11 @@ func Append(exchange string, p pair.CurrencyPair, assetType string, price, volum
// AlreadyExists checks to see if item info already exists
// for a specific currency pair and asset type
func AlreadyExists(exchange string, p pair.CurrencyPair, assetType string, price, volume float64) bool {
func AlreadyExists(exchange string, p currency.Pair, assetType string, price, volume float64) bool {
for i := range Items {
if Items[i].Exchange == exchange && Items[i].Pair.Equal(p, false) && Items[i].AssetType == assetType {
if Items[i].Exchange == exchange &&
Items[i].Pair.EqualIncludeReciprocal(p) &&
Items[i].AssetType == assetType {
Items[i].Price, Items[i].Volume = price, volume
return true
}
@@ -100,10 +107,11 @@ func AlreadyExists(exchange string, p pair.CurrencyPair, assetType string, price
// SortExchangesByVolume sorts item info by volume for a specific
// currency pair and asset type. Reverse will reverse the order from lowest to
// highest
func SortExchangesByVolume(p pair.CurrencyPair, assetType string, reverse bool) []Item {
func SortExchangesByVolume(p currency.Pair, assetType string, reverse bool) []Item {
var result []Item
for x := range Items {
if Items[x].Pair.Equal(p, false) && Items[x].AssetType == assetType {
if Items[x].Pair.EqualIncludeReciprocal(p) &&
Items[x].AssetType == assetType {
result = append(result, Items[x])
}
}
@@ -119,10 +127,11 @@ func SortExchangesByVolume(p pair.CurrencyPair, assetType string, reverse bool)
// SortExchangesByPrice sorts item info by volume for a specific
// currency pair and asset type. Reverse will reverse the order from lowest to
// highest
func SortExchangesByPrice(p pair.CurrencyPair, assetType string, reverse bool) []Item {
func SortExchangesByPrice(p currency.Pair, assetType string, reverse bool) []Item {
var result []Item
for x := range Items {
if Items[x].Pair.Equal(p, false) && Items[x].AssetType == assetType {
if Items[x].Pair.EqualIncludeReciprocal(p) &&
Items[x].AssetType == assetType {
result = append(result, Items[x])
}
}

28
exchanges/stats/stats_test.go
View File

@@ -3,11 +3,11 @@ package stats
import (
"testing"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency"
)
func TestLenByPrice(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
Items = []Item{
{
Exchange: "ANX",
@@ -24,7 +24,7 @@ func TestLenByPrice(t *testing.T) {
}
func TestLessByPrice(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
Items = []Item{
{
@@ -52,7 +52,7 @@ func TestLessByPrice(t *testing.T) {
}
func TestSwapByPrice(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
Items = []Item{
{
@@ -102,7 +102,7 @@ func TestSwapByVolume(t *testing.T) {
func TestAdd(t *testing.T) {
Items = Items[:0]
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
Add("ANX", p, "SPOT", 1200, 42)
if len(Items) < 1 {
@@ -115,23 +115,23 @@ func TestAdd(t *testing.T) {
t.Error("Test Failed - stats Add did not add exchange info.")
}
p.FirstCurrency = "XBT"
p.Base = currency.XBT
Add("ANX", p, "SPOT", 1201, 43)
if Items[1].Pair.Pair() != "XBTUSD" {
if Items[1].Pair.String() != "XBTUSD" {
t.Fatal("Test failed. stats Add did not add exchange info.")
}
p = pair.NewCurrencyPair("ETH", "USDT")
p = currency.NewPairFromStrings("ETH", "USDT")
Add("ANX", p, "SPOT", 300, 1000)
if Items[2].Pair.Pair() != "ETHUSD" {
if Items[2].Pair.String() != "ETHUSD" {
t.Fatal("Test failed. stats Add did not add exchange info.")
}
}
func TestAppend(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
Append("sillyexchange", p, "SPOT", 1234, 45)
if len(Items) < 2 {
t.Error("Test Failed - stats Append did not add exchange values.")
@@ -144,18 +144,18 @@ func TestAppend(t *testing.T) {
}
func TestAlreadyExists(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
if !AlreadyExists("ANX", p, "SPOT", 1200, 42) {
t.Error("Test Failed - stats AlreadyExists exchange does not exist.")
}
p.FirstCurrency = "dii"
p.Base = currency.NewCode("dii")
if AlreadyExists("bla", p, "SPOT", 1234, 123) {
t.Error("Test Failed - stats AlreadyExists found incorrect exchange.")
}
}
func TestSortExchangesByVolume(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
topVolume := SortExchangesByVolume(p, "SPOT", true)
if topVolume[0].Exchange != "sillyexchange" {
t.Error("Test Failed - stats SortExchangesByVolume incorrectly sorted values.")
@@ -168,7 +168,7 @@ func TestSortExchangesByVolume(t *testing.T) {
}
func TestSortExchangesByPrice(t *testing.T) {
p := pair.NewCurrencyPair("BTC", "USD")
p := currency.NewPairFromStrings("BTC", "USD")
topPrice := SortExchangesByPrice(p, "SPOT", true)
if topPrice[0].Exchange != "sillyexchange" {
t.Error("Test Failed - stats SortExchangesByPrice incorrectly sorted values.")