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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

138
helpers.go
View File

@@ -5,8 +5,6 @@ import (
"fmt"
"github.com/thrasher-/gocryptotrader/currency"
"github.com/thrasher-/gocryptotrader/currency/pair"
"github.com/thrasher-/gocryptotrader/currency/translation"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/stats"
@@ -17,8 +15,8 @@ import (
// GetAllAvailablePairs returns a list of all available pairs on either enabled
// or disabled exchanges
func GetAllAvailablePairs(enabledExchangesOnly bool) []pair.CurrencyPair {
var pairList []pair.CurrencyPair
func GetAllAvailablePairs(enabledExchangesOnly bool) currency.Pairs {
var pairList currency.Pairs
for x := range bot.config.Exchanges {
if enabledExchangesOnly && !bot.config.Exchanges[x].Enabled {
continue
@@ -31,7 +29,7 @@ func GetAllAvailablePairs(enabledExchangesOnly bool) []pair.CurrencyPair {
}
for y := range pairs {
if pair.Contains(pairList, pairs[y], false) {
if pairList.Contains(pairs[y], false) {
continue
}
pairList = append(pairList, pairs[y])
@@ -42,24 +40,26 @@ func GetAllAvailablePairs(enabledExchangesOnly bool) []pair.CurrencyPair {
// GetSpecificAvailablePairs returns a list of supported pairs based on specific
// parameters
func GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cryptoPairs bool) []pair.CurrencyPair {
var pairList []pair.CurrencyPair
func GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cryptoPairs bool) currency.Pairs {
var pairList currency.Pairs
supportedPairs := GetAllAvailablePairs(enabledExchangesOnly)
for x := range supportedPairs {
if fiatPairs {
if currency.IsCryptoFiatPair(supportedPairs[x]) &&
!pair.ContainsCurrency(supportedPairs[x], "USDT") ||
(includeUSDT && pair.ContainsCurrency(supportedPairs[x], "USDT") && currency.IsCryptoPair(supportedPairs[x])) {
if pair.Contains(pairList, supportedPairs[x], false) {
if supportedPairs[x].IsCryptoFiatPair() &&
!supportedPairs[x].ContainsCurrency(currency.USDT) ||
(includeUSDT &&
supportedPairs[x].ContainsCurrency(currency.USDT) &&
supportedPairs[x].IsCryptoPair()) {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
}
}
if cryptoPairs {
if currency.IsCryptoPair(supportedPairs[x]) {
if pair.Contains(pairList, supportedPairs[x], false) {
if supportedPairs[x].IsCryptoPair() {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
@@ -70,24 +70,25 @@ func GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cry
}
// IsRelatablePairs checks to see if the two pairs are relatable
func IsRelatablePairs(p1, p2 pair.CurrencyPair, includeUSDT bool) bool {
if p1.Equal(p2, false) {
func IsRelatablePairs(p1, p2 currency.Pair, includeUSDT bool) bool {
if p1.EqualIncludeReciprocal(p2) {
return true
}
var relatablePairs = GetRelatableCurrencies(p1, true, includeUSDT)
if currency.IsCryptoFiatPair(p1) {
if p1.IsCryptoFiatPair() {
for x := range relatablePairs {
relatablePairs = append(relatablePairs, GetRelatableFiatCurrencies(relatablePairs[x])...)
relatablePairs = append(relatablePairs,
GetRelatableFiatCurrencies(relatablePairs[x])...)
}
}
return pair.Contains(relatablePairs, p2, false)
return relatablePairs.Contains(p2, false)
}
// MapCurrenciesByExchange returns a list of currency pairs mapped to an
// exchange
func MapCurrenciesByExchange(p []pair.CurrencyPair, enabledExchangesOnly bool) map[string][]pair.CurrencyPair {
currencyExchange := make(map[string][]pair.CurrencyPair)
func MapCurrenciesByExchange(p []currency.Pair, enabledExchangesOnly bool) map[string]currency.Pairs {
currencyExchange := make(map[string]currency.Pairs)
for x := range p {
for y := range bot.config.Exchanges {
if enabledExchangesOnly && !bot.config.Exchanges[y].Enabled {
@@ -101,11 +102,11 @@ func MapCurrenciesByExchange(p []pair.CurrencyPair, enabledExchangesOnly bool) m
result, ok := currencyExchange[exchName]
if !ok {
var pairs []pair.CurrencyPair
var pairs []currency.Pair
pairs = append(pairs, p[x])
currencyExchange[exchName] = pairs
} else {
if pair.Contains(result, p[x], false) {
if result.Contains(p[x], false) {
continue
}
result = append(result, p[x])
@@ -118,7 +119,7 @@ func MapCurrenciesByExchange(p []pair.CurrencyPair, enabledExchangesOnly bool) m
// GetExchangeNamesByCurrency returns a list of exchanges supporting
// a currency pair based on whether the exchange is enabled or not
func GetExchangeNamesByCurrency(p pair.CurrencyPair, enabled bool) []string {
func GetExchangeNamesByCurrency(p currency.Pair, enabled bool) []string {
var exchanges []string
for x := range bot.config.Exchanges {
if enabled != bot.config.Exchanges[x].Enabled {
@@ -140,14 +141,22 @@ func GetExchangeNamesByCurrency(p pair.CurrencyPair, enabled bool) []string {
// GetRelatableCryptocurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHBTC -> ETHLTC -> ETHUSDT -> ETHREP)
// incOrig includes the supplied pair if desired
func GetRelatableCryptocurrencies(p pair.CurrencyPair) []pair.CurrencyPair {
var pairs []pair.CurrencyPair
cryptocurrencies := currency.CryptoCurrencies
func GetRelatableCryptocurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
cryptocurrencies := currency.GetCryptocurrencies()
for x := range cryptocurrencies {
newPair := pair.NewCurrencyPair(p.FirstCurrency.String(), cryptocurrencies[x])
if pair.Contains(pairs, newPair, false) {
newPair := currency.NewPair(p.Base, cryptocurrencies[x])
if newPair.IsInvalid() {
continue
}
if newPair.Base.Upper() == p.Base.Upper() &&
newPair.Quote.Upper() == p.Quote.Upper() {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
@@ -157,14 +166,22 @@ func GetRelatableCryptocurrencies(p pair.CurrencyPair) []pair.CurrencyPair {
// GetRelatableFiatCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHUSD -> ETHAUD -> ETHGBP -> ETHJPY)
// incOrig includes the supplied pair if desired
func GetRelatableFiatCurrencies(p pair.CurrencyPair) []pair.CurrencyPair {
var pairs []pair.CurrencyPair
fiatCurrencies := currency.FiatCurrencies
func GetRelatableFiatCurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
fiatCurrencies := currency.GetFiatCurrencies()
for x := range fiatCurrencies {
newPair := pair.NewCurrencyPair(p.FirstCurrency.String(), fiatCurrencies[x])
if pair.Contains(pairs, newPair, false) {
newPair := currency.NewPair(p.Base, fiatCurrencies[x])
if newPair.Base.Upper() == newPair.Quote.Upper() {
continue
}
if newPair.Base.Upper() == p.Base.Upper() &&
newPair.Quote.Upper() == p.Quote.Upper() {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
@@ -175,38 +192,35 @@ func GetRelatableFiatCurrencies(p pair.CurrencyPair) []pair.CurrencyPair {
// GetRelatableCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g BTCUSD -> BTC USDT -> XBT USDT -> XBT USD)
// incOrig includes the supplied pair if desired
func GetRelatableCurrencies(p pair.CurrencyPair, incOrig, incUSDT bool) []pair.CurrencyPair {
var pairs []pair.CurrencyPair
func GetRelatableCurrencies(p currency.Pair, incOrig, incUSDT bool) currency.Pairs {
var pairs currency.Pairs
addPair := func(p pair.CurrencyPair) {
if pair.Contains(pairs, p, true) {
addPair := func(p currency.Pair) {
if pairs.Contains(p, true) {
return
}
pairs = append(pairs, p)
}
buildPairs := func(p pair.CurrencyPair, incOrig bool) {
buildPairs := func(p currency.Pair, incOrig bool) {
if incOrig {
addPair(p)
}
first, err := translation.GetTranslation(p.FirstCurrency)
if err == nil {
addPair(pair.NewCurrencyPair(first.String(),
p.SecondCurrency.String()))
first, ok := currency.GetTranslation(p.Base)
if ok {
addPair(currency.NewPair(first, p.Quote))
var second pair.CurrencyItem
second, err = translation.GetTranslation(p.SecondCurrency)
if err == nil {
addPair(pair.NewCurrencyPair(first.String(),
second.String()))
var second currency.Code
second, ok = currency.GetTranslation(p.Quote)
if ok {
addPair(currency.NewPair(first, second))
}
}
second, err := translation.GetTranslation(p.SecondCurrency)
if err == nil {
addPair(pair.NewCurrencyPair(p.FirstCurrency.String(),
second.String()))
second, ok := currency.GetTranslation(p.Quote)
if ok {
addPair(currency.NewPair(p.Base, second))
}
}
@@ -214,7 +228,7 @@ func GetRelatableCurrencies(p pair.CurrencyPair, incOrig, incUSDT bool) []pair.C
buildPairs(p.Swap(), incOrig)
if !incUSDT {
pairs = pair.RemovePairsByFilter(pairs, "USDT")
pairs = pairs.RemovePairsByFilter(currency.USDT)
}
return pairs
@@ -229,7 +243,7 @@ func GetSpecificOrderbook(currencyPair, exchangeName, assetType string) (orderbo
if bot.exchanges[x] != nil {
if bot.exchanges[x].GetName() == exchangeName {
specificOrderbook, err = bot.exchanges[x].GetOrderbookEx(
pair.NewCurrencyPairFromString(currencyPair),
currency.NewPairFromString(currencyPair),
assetType,
)
break
@@ -248,7 +262,7 @@ func GetSpecificTicker(currencyPair, exchangeName, assetType string) (ticker.Pri
if bot.exchanges[x] != nil {
if bot.exchanges[x].GetName() == exchangeName {
specificTicker, err = bot.exchanges[x].GetTickerPrice(
pair.NewCurrencyPairFromString(currencyPair),
currency.NewPairFromString(currencyPair),
assetType,
)
break
@@ -261,8 +275,8 @@ func GetSpecificTicker(currencyPair, exchangeName, assetType string) (ticker.Pri
// GetCollatedExchangeAccountInfoByCoin collates individual exchange account
// information and turns into into a map string of
// exchange.AccountCurrencyInfo
func GetCollatedExchangeAccountInfoByCoin(exchAccounts []exchange.AccountInfo) map[string]exchange.AccountCurrencyInfo {
result := make(map[string]exchange.AccountCurrencyInfo)
func GetCollatedExchangeAccountInfoByCoin(exchAccounts []exchange.AccountInfo) map[currency.Code]exchange.AccountCurrencyInfo {
result := make(map[currency.Code]exchange.AccountCurrencyInfo)
for _, accounts := range exchAccounts {
for _, account := range accounts.Accounts {
for _, accountCurrencyInfo := range account.Currencies {
@@ -297,7 +311,7 @@ func GetAccountCurrencyInfoByExchangeName(accounts []exchange.AccountInfo, excha
// GetExchangeHighestPriceByCurrencyPair returns the exchange with the highest
// price for a given currency pair and asset type
func GetExchangeHighestPriceByCurrencyPair(p pair.CurrencyPair, assetType string) (string, error) {
func GetExchangeHighestPriceByCurrencyPair(p currency.Pair, assetType string) (string, error) {
result := stats.SortExchangesByPrice(p, assetType, true)
if len(result) == 0 {
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
@@ -308,7 +322,7 @@ func GetExchangeHighestPriceByCurrencyPair(p pair.CurrencyPair, assetType string
// GetExchangeLowestPriceByCurrencyPair returns the exchange with the lowest
// price for a given currency pair and asset type
func GetExchangeLowestPriceByCurrencyPair(p pair.CurrencyPair, assetType string) (string, error) {
func GetExchangeLowestPriceByCurrencyPair(p currency.Pair, assetType string) (string, error) {
result := stats.SortExchangesByPrice(p, assetType, false)
if len(result) == 0 {
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
@@ -384,8 +398,8 @@ func SeedExchangeAccountInfo(data []exchange.AccountInfo) {
port.RemoveExchangeAddress(exchangeName, currencyName)
} else {
balance, ok := port.GetAddressBalance(exchangeName,
currencyName,
portfolio.PortfolioAddressExchange)
portfolio.PortfolioAddressExchange,
currencyName)
if !ok {
continue