exchange/order/limits: Migrate to new package and integrate with exchanges (#1860)

* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

engine/rpcserver.go

@@ -1918,7 +1918,7 @@ func (s *RPCServer) GetExchangePairs(_ context.Context, r *gctrpc.GetExchangePai
 			return nil, err
 		}
 		if !assetTypes.Contains(a) {
-			return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
+			return nil, fmt.Errorf("%w %q", asset.ErrNotSupported, a)
 		}
 	}
 

engine/rpcserver_test.go

@@ -117,12 +117,7 @@ func (f fExchange) GetOpenInterest(_ context.Context, k ...key.PairAsset) ([]fut
 	if len(k) > 0 {
 		return []futures.OpenInterest{
 			{
-				Key: key.ExchangePairAsset{
-					Exchange: f.GetName(),
-					Base:     k[0].Base,
-					Quote:    k[0].Quote,
-					Asset:    k[0].Asset,
-				},
+				Key:          key.NewExchangeAssetPair(f.GetName(), k[0].Asset, k[0].Pair()),
 				OpenInterest: 1337,
 			},
 		}, nil

engine/sync_manager.go

@@ -89,7 +89,7 @@ func SetupSyncManager(c *config.SyncManagerConfig, exchangeManager iExchangeMana
 		fiatDisplayCurrency:            c.FiatDisplayCurrency,
 		format:                         *c.PairFormatDisplay,
 		tickerBatchLastRequested:       make(map[key.ExchangeAsset]time.Time),
-		currencyPairs:                  make(map[key.ExchangePairAsset]*currencyPairSyncAgent),
+		currencyPairs:                  make(map[key.ExchangeAssetPair]*currencyPairSyncAgent),
 	}
 
 	log.Debugf(log.SyncMgr,
@@ -177,12 +177,7 @@ func (m *SyncManager) Start() error {
 				continue
 			}
 			for i := range enabledPairs {
-				k := key.ExchangePairAsset{
-					Asset:    assetTypes[y],
-					Exchange: exchangeName,
-					Base:     enabledPairs[i].Base.Item,
-					Quote:    enabledPairs[i].Quote.Item,
-				}
+				k := key.NewExchangeAssetPair(exchangeName, assetTypes[y], enabledPairs[i])
 				if e := m.get(k); e != nil {
 					continue
 				}
@@ -251,14 +246,14 @@ func (m *SyncManager) Stop() error {
 	return nil
 }
 
-func (m *SyncManager) get(k key.ExchangePairAsset) *currencyPairSyncAgent {
+func (m *SyncManager) get(k key.ExchangeAssetPair) *currencyPairSyncAgent {
 	m.mux.Lock()
 	defer m.mux.Unlock()
 
 	return m.currencyPairs[k]
 }
 
-func newCurrencyPairSyncAgent(k key.ExchangePairAsset) *currencyPairSyncAgent {
+func newCurrencyPairSyncAgent(k key.ExchangeAssetPair) *currencyPairSyncAgent {
 	return &currencyPairSyncAgent{
 		Key:      k,
 		Pair:     currency.NewPair(k.Base.Currency(), k.Quote.Currency()),
@@ -268,7 +263,7 @@ func newCurrencyPairSyncAgent(k key.ExchangePairAsset) *currencyPairSyncAgent {
 	}
 }
 
-func (m *SyncManager) add(k key.ExchangePairAsset, s syncBase) *currencyPairSyncAgent {
+func (m *SyncManager) add(k key.ExchangeAssetPair, s syncBase) *currencyPairSyncAgent {
 	m.mux.Lock()
 	defer m.mux.Unlock()
 
@@ -335,7 +330,7 @@ func (m *SyncManager) add(k key.ExchangePairAsset, s syncBase) *currencyPairSync
 	}
 
 	if m.currencyPairs == nil {
-		m.currencyPairs = make(map[key.ExchangePairAsset]*currencyPairSyncAgent)
+		m.currencyPairs = make(map[key.ExchangeAssetPair]*currencyPairSyncAgent)
 	}
 
 	m.currencyPairs[k] = c
@@ -373,16 +368,10 @@ func (m *SyncManager) WebsocketUpdate(exchangeName string, p currency.Pair, a as
 		return fmt.Errorf("%v %w", syncType, errUnknownSyncItem)
 	}
 
-	k := key.ExchangePairAsset{
-		Asset:    a,
-		Exchange: exchangeName,
-		Base:     p.Base.Item,
-		Quote:    p.Quote.Item,
-	}
-
+	k := key.NewExchangeAssetPair(exchangeName, a, p)
 	c, exists := m.currencyPairs[k]
 	if !exists {
-		return fmt.Errorf("%w for %s %s %s %s %s",
+		return fmt.Errorf("%w for %q %q %q %q %q",
 			errCouldNotSyncNewData,
 			k.Exchange,
 			k.Base,
@@ -507,12 +496,7 @@ func (m *SyncManager) worker() {
 							return
 						}
 
-						k := key.ExchangePairAsset{
-							Asset:    assetTypes[y],
-							Exchange: exchangeName,
-							Base:     enabledPairs[i].Base.Item,
-							Quote:    enabledPairs[i].Quote.Item,
-						}
+						k := key.NewExchangeAssetPair(exchangeName, assetTypes[y], enabledPairs[i])
 						c := m.get(k)
 						if c == nil {
 							c = m.add(k, syncBase{

engine/sync_manager_test.go

@@ -258,9 +258,7 @@ func TestSyncManagerWebsocketUpdate(t *testing.T) {
 	err = m.WebsocketUpdate("", currency.EMPTYPAIR, asset.Spot, SyncItemOrderbook, nil)
 	require.ErrorIs(t, err, errCouldNotSyncNewData)
 
-	m.add(key.ExchangePairAsset{
-		Asset: asset.Spot,
-	}, syncBase{})
+	m.add(key.NewExchangeAssetPair("", asset.Spot, currency.EMPTYPAIR), syncBase{})
 	m.initSyncWG.Add(3)
 	// orderbook match
 	err = m.WebsocketUpdate("", currency.EMPTYPAIR, asset.Spot, SyncItemOrderbook, errors.New("test"))

engine/sync_manager_types.go

@@ -20,7 +20,7 @@ type syncBase struct {
 
 // currencyPairSyncAgent stores the sync agent info
 type currencyPairSyncAgent struct {
-	Key      key.ExchangePairAsset
+	Key      key.ExchangeAssetPair
 	Pair     currency.Pair
 	Created  time.Time
 	trackers []*syncBase
@@ -41,7 +41,7 @@ type SyncManager struct {
 	initSyncWG                     sync.WaitGroup
 	inService                      sync.WaitGroup
 
-	currencyPairs            map[key.ExchangePairAsset]*currencyPairSyncAgent
+	currencyPairs            map[key.ExchangeAssetPair]*currencyPairSyncAgent
 	tickerBatchLastRequested map[key.ExchangeAsset]time.Time
 
 	remoteConfig    *config.RemoteControlConfig