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currency: Adds matching lookup table built from available pairs (#1312)

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* 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 <gloriousCode@users.noreply.github.com>

* 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 <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2023-10-18 11:57:27 +11:00
committed by GitHub
parent d3bf4a460a
commit ceef7a14e0
32 changed files with 621 additions and 264 deletions
Download Patch File Download Diff File Expand all files Collapse all files

24
engine/rpcserver.go
View File

@@ -78,6 +78,7 @@ var (
errGRPCShutdownSignalIsNil = errors.New("cannot shutdown, gRPC shutdown channel is nil")
errInvalidStrategy = errors.New("invalid strategy")
errSpecificPairNotEnabled = errors.New("specified pair is not enabled")
errPairNotEnabled = errors.New("pair is not enabled")
)
// RPCServer struct
@@ -4686,13 +4687,18 @@ func (s *RPCServer) GetFundingRates(ctx context.Context, r *gctrpc.GetFundingRat
return nil, err
}
cp, err := exch.MatchSymbolWithAvailablePairs(r.Pair.Base+r.Pair.Quote, a, false)
if err != nil {
return nil, err
}
pairs, err := exch.GetEnabledPairs(a)
if err != nil {
return nil, err
}
cp, err := pairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
if !pairs.Contains(cp, true) {
return nil, fmt.Errorf("%w %v", errPairNotEnabled, cp)
}
funding, err := exch.GetFundingRates(ctx, &fundingrate.RatesRequest{
@@ -4779,14 +4785,20 @@ func (s *RPCServer) GetLatestFundingRate(ctx context.Context, r *gctrpc.GetLates
return nil, fmt.Errorf("%s %w", a, futures.ErrNotFuturesAsset)
}
cp, err := exch.MatchSymbolWithAvailablePairs(r.Pair.Base+r.Pair.Quote, a, false)
if err != nil {
return nil, err
}
pairs, err := exch.GetEnabledPairs(a)
if err != nil {
return nil, err
}
cp, err := pairs.DeriveFrom(r.Pair.Base + r.Pair.Quote)
if err != nil {
return nil, err
if !pairs.Contains(cp, true) {
return nil, fmt.Errorf("%w %v", errPairNotEnabled, cp)
}
funding, err := exch.GetLatestFundingRate(ctx, &fundingrate.LatestRateRequest{
Asset: a,
Pair: cp,

21
engine/rpcserver_test.go
View File

@@ -2927,19 +2927,26 @@ func TestGetFundingRates(t *testing.T) {
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
err = b.CurrencyPairs.Store(asset.Futures, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
err = b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
b.Features.Supports.FuturesCapabilities.FundingRates = true
fakeExchange := fExchange{
@@ -3028,19 +3035,25 @@ func TestGetLatestFundingRate(t *testing.T) {
}
b.CurrencyPairs.Pairs = make(map[asset.Item]*currency.PairStore)
b.CurrencyPairs.Pairs[asset.Futures] = &currency.PairStore{
err = b.CurrencyPairs.Store(asset.Futures, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
RequestFormat: &currency.PairFormat{Delimiter: "-"},
ConfigFormat: &currency.PairFormat{Delimiter: "-"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
b.CurrencyPairs.Pairs[asset.Spot] = &currency.PairStore{
err = b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
ConfigFormat: &currency.PairFormat{Delimiter: "/"},
RequestFormat: &currency.PairFormat{Delimiter: "/"},
Available: currency.Pairs{cp},
Enabled: currency.Pairs{cp},
})
if err != nil {
t.Fatal(err)
}
fakeExchange := fExchange{
IBotExchange: exch,