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

View File

@@ -300,6 +300,8 @@ func generateMethodArg(ctx context.Context, t *testing.T, argGenerator *MethodAr
// Crypto Chain // Crypto Chain
input = reflect.ValueOf(cryptoChainPerExchange[exchName]) input = reflect.ValueOf(cryptoChainPerExchange[exchName])
} }
case "MatchSymbolWithAvailablePairs", "MatchSymbolCheckEnabled":
input = reflect.ValueOf(argGenerator.AssetParams.Pair.Base.Lower().String() + argGenerator.AssetParams.Pair.Quote.Lower().String())
default: default:
// OrderID // OrderID
input = reflect.ValueOf("1337") input = reflect.ValueOf("1337")
@@ -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 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 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 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 // warningErrors will t.Log(err) when thrown to diagnose things, but not necessarily suggest

View File

@@ -81,11 +81,3 @@ const (
ForwardSlashDelimiter = "/" ForwardSlashDelimiter = "/"
ColonDelimiter = ":" ColonDelimiter = ":"
) )
// delimiters is a delimiter list
var delimiters = []string{
DashDelimiter,
UnderscoreDelimiter,
ForwardSlashDelimiter,
ColonDelimiter,
}

View File

@@ -4,6 +4,7 @@ import (
"encoding/json" "encoding/json"
"errors" "errors"
"fmt" "fmt"
"strings"
"github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/convert"
@@ -29,9 +30,12 @@ var (
ErrPairManagerNotInitialised = errors.New("pair manager not initialised") ErrPairManagerNotInitialised = errors.New("pair manager not initialised")
// ErrAssetNotFound is returned when an asset does not exist in the pairstore // ErrAssetNotFound is returned when an asset does not exist in the pairstore
ErrAssetNotFound = errors.New("asset type not found in pair store") 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") errPairStoreIsNil = errors.New("pair store is nil")
errPairFormatIsNil = errors.New("pair format is nil") errPairFormatIsNil = errors.New("pair format is nil")
errPairMatcherIsNil = errors.New("pair matcher is nil")
) )
// GetAssetTypes returns a list of stored asset types // GetAssetTypes returns a list of stored asset types
@@ -64,6 +68,24 @@ func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
return c.copy() 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 // Store stores a new currency pair config based on its asset type
func (p *PairsManager) Store(a asset.Item, ps *PairStore) error { func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
if !a.IsValid() { if !a.IsValid() {
@@ -78,6 +100,14 @@ func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
p.Pairs = make(map[asset.Item]*PairStore) p.Pairs = make(map[asset.Item]*PairStore)
} }
p.Pairs[a] = cpy 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() p.mutex.Unlock()
return nil return nil
} }
@@ -85,6 +115,14 @@ func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
// Delete deletes a map entry based on the supplied asset type // Delete deletes a map entry based on the supplied asset type
func (p *PairsManager) Delete(a asset.Item) { func (p *PairsManager) Delete(a asset.Item) {
p.mutex.Lock() 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) delete(p.Pairs, a)
p.mutex.Unlock() p.mutex.Unlock()
} }
@@ -187,6 +225,15 @@ func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) error
pairStore.Enabled = cpy pairStore.Enabled = cpy
} else { } else {
pairStore.Available = cpy 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 return nil
@@ -285,14 +332,14 @@ func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
return nil return nil
} }
// IsAssetPairEnabled checks if a pair is enabled for an enabled asset type // IsPairEnabled checks if a pair is enabled for an enabled asset type
func (p *PairsManager) IsAssetPairEnabled(a asset.Item, pair Pair) error { func (p *PairsManager) IsPairEnabled(pair Pair, a asset.Item) (bool, error) {
if !a.IsValid() { if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported) return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
} }
if pair.IsEmpty() { if pair.IsEmpty() {
return ErrCurrencyPairEmpty return false, ErrCurrencyPairEmpty
} }
p.mutex.RLock() p.mutex.RLock()
@@ -300,20 +347,12 @@ func (p *PairsManager) IsAssetPairEnabled(a asset.Item, pair Pair) error {
pairStore, err := p.getPairStoreRequiresLock(a) pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil { if err != nil {
return err return false, err
} }
if pairStore.AssetEnabled == nil { if pairStore.AssetEnabled == nil {
return fmt.Errorf("%s %w", a, ErrAssetIsNil) return false, fmt.Errorf("%s %w", a, ErrAssetIsNil)
} }
if !*pairStore.AssetEnabled { return *pairStore.AssetEnabled && pairStore.Enabled.Contains(pair, true), nil
return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
}
if !pairStore.Enabled.Contains(pair, true) {
return fmt.Errorf("%s %w", pair, ErrPairNotFound)
}
return nil
} }
// IsAssetEnabled checks to see if an asset is enabled // IsAssetEnabled checks to see if an asset is enabled

View File

@@ -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) { func TestStore(t *testing.T) {
t.Parallel() t.Parallel()
availPairs, err := NewPairsFromStrings([]string{"BTC-USD", "LTC-USD"}) availPairs, err := NewPairsFromStrings([]string{"BTC-USD", "LTC-USD"})
@@ -531,43 +573,64 @@ func TestUnmarshalMarshal(t *testing.T) {
} }
} }
func TestIsAssetPairEnabled(t *testing.T) { func TestIsPairEnabled(t *testing.T) {
t.Parallel() t.Parallel()
pm := initTest(t) pm := initTest(t)
cp := NewPairWithDelimiter("BTC", "USD", "-") cp := NewPairWithDelimiter("BTC", "USD", "-")
err := pm.IsAssetPairEnabled(asset.Spot, cp) enabled, err := pm.IsPairEnabled(cp, asset.Spot)
if !errors.Is(err, nil) { if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil) t.Fatalf("received: '%v' but expected: '%v'", err, nil)
} }
err = pm.IsAssetPairEnabled(asset.Futures, cp) if !enabled {
if !errors.Is(err, asset.ErrNotEnabled) { t.Fatal("expected pair to be enabled")
t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotEnabled) }
enabled, err = pm.IsPairEnabled(NewPair(SAFE, MOONRISE), 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")
}
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", "-") cp = NewPairWithDelimiter("XRP", "DOGE", "-")
err = pm.IsAssetPairEnabled(asset.Spot, cp) enabled, err = pm.IsPairEnabled(cp, asset.Spot)
if !errors.Is(err, ErrPairNotFound) { if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrPairNotFound) t.Fatalf("received: '%v' but expected: '%v'", err, nil)
} }
err = pm.IsAssetPairEnabled(asset.PerpetualSwap, cp) if enabled {
t.Fatal("expected pair to be disabled because pair not found in enabled list")
}
_, err = pm.IsPairEnabled(cp, asset.PerpetualSwap)
if !errors.Is(err, ErrAssetNotFound) { if !errors.Is(err, ErrAssetNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", 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) { if !errors.Is(err, asset.ErrNotSupported) {
t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported) t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported)
} }
pm.Pairs[asset.PerpetualSwap] = &PairStore{} pm.Pairs[asset.PerpetualSwap] = &PairStore{}
err = pm.IsAssetPairEnabled(asset.PerpetualSwap, cp) _, err = pm.IsPairEnabled(cp, asset.PerpetualSwap)
if !errors.Is(err, ErrAssetIsNil) { if !errors.Is(err, ErrAssetIsNil) {
t.Fatalf("received: '%v' but expected: '%v'", 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) { if !errors.Is(err, ErrCurrencyPairEmpty) {
t.Fatalf("received: '%v' but expected: '%v'", err, ErrCurrencyPairEmpty) t.Fatalf("received: '%v' but expected: '%v'", err, ErrCurrencyPairEmpty)
} }

View File

@@ -8,13 +8,14 @@ import (
// PairsManager manages asset pairs // PairsManager manages asset pairs
type PairsManager struct { type PairsManager struct {
BypassConfigFormatUpgrades bool `json:"bypassConfigFormatUpgrades"` BypassConfigFormatUpgrades bool `json:"bypassConfigFormatUpgrades"`
RequestFormat *PairFormat `json:"requestFormat,omitempty"` RequestFormat *PairFormat `json:"requestFormat,omitempty"`
ConfigFormat *PairFormat `json:"configFormat,omitempty"` ConfigFormat *PairFormat `json:"configFormat,omitempty"`
UseGlobalFormat bool `json:"useGlobalFormat,omitempty"` UseGlobalFormat bool `json:"useGlobalFormat,omitempty"`
LastUpdated int64 `json:"lastUpdated,omitempty"` LastUpdated int64 `json:"lastUpdated,omitempty"`
Pairs FullStore `json:"pairs"` Pairs FullStore `json:"pairs"`
mutex sync.RWMutex `json:"-"` matcher map[key]*Pair
mutex sync.RWMutex
} }
// FullStore holds all supported asset types with the enabled and available // FullStore holds all supported asset types with the enabled and available
@@ -37,3 +38,9 @@ type PairFormat struct {
Separator string `json:"separator,omitempty"` Separator string `json:"separator,omitempty"`
Index string `json:"index,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
}

View File

@@ -4,6 +4,7 @@ import (
"errors" "errors"
"fmt" "fmt"
"strings" "strings"
"unicode"
) )
var errCannotCreatePair = errors.New("cannot create currency pair") var errCannotCreatePair = errors.New("cannot create currency pair")
@@ -100,23 +101,17 @@ func NewPairFromString(currencyPair string) (Pair, error) {
errCannotCreatePair, errCannotCreatePair,
currencyPair) currencyPair)
} }
var delimiter string
pairStrings := []string{currencyPair} for x := range currencyPair {
for x := range delimiters { if unicode.IsPunct(rune(currencyPair[x])) {
if strings.Contains(pairStrings[0], delimiters[x]) { return Pair{
values := strings.SplitN(pairStrings[0], delimiters[x], 2) Base: NewCode(currencyPair[:x]),
if delimiter != "" { Delimiter: string(currencyPair[x]),
values[1] += delimiter + pairStrings[1] Quote: NewCode(currencyPair[x+1:]),
pairStrings = values }, nil
} else {
pairStrings = values
}
delimiter = delimiters[x]
} }
} }
if delimiter != "" {
return Pair{Base: NewCode(pairStrings[0]), Delimiter: delimiter, Quote: NewCode(pairStrings[1])}, nil
}
return NewPairFromStrings(currencyPair[0:3], currencyPair[3:]) return NewPairFromStrings(currencyPair[0:3], currencyPair[3:])
} }

View File

@@ -4,6 +4,7 @@ import (
"encoding/json" "encoding/json"
"errors" "errors"
"fmt" "fmt"
"unicode"
) )
// EMPTYFORMAT defines an empty pair format // EMPTYFORMAT defines an empty pair format
@@ -45,8 +46,21 @@ func (p *Pair) UnmarshalJSON(d []byte) error {
return nil return nil
} }
*p, err = NewPairFromString(pair) // Check if pair is in the format of BTC-USD
return err 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 // MarshalJSON conforms type to the marshaler interface

View File

@@ -1,6 +1,8 @@
package currency package currency
// Pair holds currency pair information // Pair holds currency pair information
// NOTE: UnmarshalJSON allows string conversion to Pair type but only if there
// is a delimiter present in the string, otherwise it will return an error.
type Pair struct { type Pair struct {
Delimiter string `json:"delimiter,omitempty"` Delimiter string `json:"delimiter,omitempty"`
Base Code `json:"base,omitempty"` Base Code `json:"base,omitempty"`

View File

@@ -303,7 +303,8 @@ func (p Pairs) GetRandomPair() (Pair, error) {
} }
// DeriveFrom matches symbol string to the available pairs list when no // DeriveFrom matches symbol string to the available pairs list when no
// delimiter is supplied. // delimiter is supplied. WARNING: This is not optimised and should only be used
// for one off processes.
func (p Pairs) DeriveFrom(symbol string) (Pair, error) { func (p Pairs) DeriveFrom(symbol string) (Pair, error) {
if len(p) == 0 { if len(p) == 0 {
return EMPTYPAIR, ErrCurrencyPairsEmpty return EMPTYPAIR, ErrCurrencyPairsEmpty

View File

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

View File

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

View File

@@ -356,20 +356,20 @@ func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
// UpdateTickers updates the ticker for all currency pairs of a given asset type // UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error { func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
enabled, err := b.GetEnabledPairs(a)
if err != nil {
return err
}
tickerNew, err := b.GetTickerBatch(ctx) tickerNew, err := b.GetTickerBatch(ctx)
if err != nil { if err != nil {
return err return err
} }
for key, val := range tickerNew { for key, val := range tickerNew {
pair, err := enabled.DeriveFrom(strings.Replace(key, ":", "", 1)[1:]) pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
if err != nil { if err != nil {
// GetTickerBatch returns all pairs in call across all asset types. if !errors.Is(err, currency.ErrPairNotFound) {
return err
}
}
if !enabled {
continue continue
} }

View File

@@ -1098,6 +1098,7 @@ func TestGetHistoricTrades(t *testing.T) {
} }
func TestUpdateTicker(t *testing.T) { func TestUpdateTicker(t *testing.T) {
t.Parallel()
cp := currency.NewPair(currency.ETH, currency.USD) cp := currency.NewPair(currency.ETH, currency.USD)
_, err := b.UpdateTicker(context.Background(), cp, asset.PerpetualContract) _, err := b.UpdateTicker(context.Background(), cp, asset.PerpetualContract)
if err != nil { if err != nil {

View File

@@ -364,11 +364,7 @@ func (b *Bitmex) UpdateTickers(ctx context.Context, a asset.Item) error {
return err return err
} }
enabled, err := b.GetEnabledPairs(a) var enabled bool
if err != nil {
return err
}
instruments: instruments:
for j := range tick { for j := range tick {
var pair currency.Pair var pair currency.Pair
@@ -377,7 +373,7 @@ instruments:
if tick[j].Typ != futuresID { if tick[j].Typ != futuresID {
continue instruments continue instruments
} }
pair, err = enabled.DeriveFrom(tick[j].Symbol) pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
case asset.Index: case asset.Index:
switch tick[j].Typ { switch tick[j].Typ {
case bitMEXBasketIndexID, case bitMEXBasketIndexID,
@@ -392,23 +388,27 @@ instruments:
// contain an underscore. Calling DeriveFrom will then error and // contain an underscore. Calling DeriveFrom will then error and
// the instruments will be missed. // the instruments will be missed.
tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1) tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1)
pair, err = enabled.DeriveFrom(tick[j].Symbol) pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
case asset.PerpetualContract: case asset.PerpetualContract:
if tick[j].Typ != perpetualContractID { if tick[j].Typ != perpetualContractID {
continue instruments continue instruments
} }
pair, err = enabled.DeriveFrom(tick[j].Symbol) pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
case asset.Spot: case asset.Spot:
if tick[j].Typ != spotID { if tick[j].Typ != spotID {
continue instruments continue instruments
} }
tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1) tick[j].Symbol = strings.Replace(tick[j].Symbol, currency.UnderscoreDelimiter, "", 1)
pair, err = enabled.DeriveFrom(tick[j].Symbol) pair, enabled, err = b.MatchSymbolCheckEnabled(tick[j].Symbol, a, false)
} }
if err != nil { if err != nil {
if !errors.Is(err, currency.ErrPairNotFound) { if !errors.Is(err, currency.ErrPairNotFound) {
return err return err
} }
}
if !enabled {
continue continue
} }

View File

@@ -44,13 +44,22 @@ func (t *microTimestamp) UnmarshalJSON(data []byte) error {
return err return err
} }
if strconv.IntSize == 32 && len(s) >= 10 {
i, err := strconv.ParseInt(s, 10, 64)
if err != nil {
return err
}
*t = microTimestamp(time.UnixMicro(i))
return nil
}
// Has Fast path optimisation when int == 64
i, err := strconv.Atoi(s) i, err := strconv.Atoi(s)
if err != nil { if err != nil {
return err return err
} }
*t = microTimestamp(time.UnixMicro(int64(i))) *t = microTimestamp(time.UnixMicro(int64(i)))
return nil return nil
} }

View File

@@ -2042,7 +2042,7 @@ func TestUpdateTicker(t *testing.T) {
var pairs currency.Pairs var pairs currency.Pairs
if mockTests { if mockTests {
var pair2 currency.Pair var pair2 currency.Pair
pair2, err = currency.NewPairFromString("BTCUSD-U23") pair2, err = currency.NewPairFromString("BTCUSD-Z23")
if err != nil { if err != nil {
t.Fatal(err) t.Fatal(err)
} }
@@ -2230,7 +2230,7 @@ func TestGetHistoricCandles(t *testing.T) {
} }
var pair2 currency.Pair var pair2 currency.Pair
if mockTests { if mockTests {
pair2, err = currency.NewPairFromString("BTCUSD-U23") pair2, err = currency.NewPairFromString("BTCUSD-Z23")
if err != nil { if err != nil {
t.Fatal(err) t.Fatal(err)
} }
@@ -2292,7 +2292,7 @@ func TestGetHistoricCandlesExtended(t *testing.T) {
} }
var pair2 currency.Pair var pair2 currency.Pair
if mockTests { if mockTests {
pair2, err = currency.NewPairFromString("BTCUSD-U23") pair2, err = currency.NewPairFromString("BTCUSD-Z23")
if err != nil { if err != nil {
t.Fatal(err) t.Fatal(err)
} }

View File

@@ -266,11 +266,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
if err != nil { if err != nil {
return err return err
} }
p, err := by.extractCurrencyPair(data.OBData.Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data.OBData.Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
err = by.wsUpdateOrderbook(&data.OBData, p, asset.Spot) err = by.wsUpdateOrderbook(&data.OBData, p, asset.Spot)
if err != nil { if err != nil {
return err return err
@@ -286,11 +290,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
return err return err
} }
p, err := by.extractCurrencyPair(data.Parameters.Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data.Parameters.Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
side := order.Sell side := order.Sell
if data.TradeData.Side { if data.TradeData.Side {
side = order.Buy side = order.Buy
@@ -313,11 +321,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
return err return err
} }
p, err := by.extractCurrencyPair(data.Ticker.Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data.Ticker.Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
by.Websocket.DataHandler <- &ticker.Price{ by.Websocket.DataHandler <- &ticker.Price{
ExchangeName: by.Name, ExchangeName: by.Name,
Bid: data.Ticker.Bid.Float64(), Bid: data.Ticker.Bid.Float64(),
@@ -334,11 +346,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
return err return err
} }
p, err := by.extractCurrencyPair(data.Kline.Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data.Kline.Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
by.Websocket.DataHandler <- stream.KlineData{ by.Websocket.DataHandler <- stream.KlineData{
Pair: p, Pair: p,
AssetType: asset.Spot, AssetType: asset.Spot,
@@ -425,11 +441,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
} }
} }
p, err := by.extractCurrencyPair(data[j].Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data[j].Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
continue
}
by.Websocket.DataHandler <- order.Detail{ by.Websocket.DataHandler <- order.Detail{
Price: data[j].Price.Float64(), Price: data[j].Price.Float64(),
Amount: data[j].Quantity.Float64(), Amount: data[j].Quantity.Float64(),
@@ -475,11 +495,15 @@ func (by *Bybit) wsHandleData(respRaw []byte) error {
} }
} }
p, err := by.extractCurrencyPair(data[j].Symbol, asset.Spot) p, enabled, err := by.MatchSymbolCheckEnabled(data[j].Symbol, asset.Spot, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
continue
}
by.Websocket.DataHandler <- &order.Detail{ by.Websocket.DataHandler <- &order.Detail{
Exchange: by.Name, Exchange: by.Name,
OrderID: data[j].OrderID, OrderID: data[j].OrderID,

View File

@@ -2,6 +2,7 @@ package bybit
import ( import (
"context" "context"
"errors"
"fmt" "fmt"
"sort" "sort"
"strconv" "strconv"
@@ -416,16 +417,6 @@ func (by *Bybit) UpdateTradablePairs(ctx context.Context, forceUpdate bool) erro
// UpdateTickers updates the ticker for all currency pairs of a given asset type // UpdateTickers updates the ticker for all currency pairs of a given asset type
func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error { func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error {
avail, err := by.GetAvailablePairs(assetType)
if err != nil {
return err
}
enabled, err := by.GetEnabledPairs(assetType)
if err != nil {
return err
}
switch assetType { switch assetType {
case asset.Spot: case asset.Spot:
ticks, err := by.GetTickersV5(ctx, "spot", "", "") ticks, err := by.GetTickersV5(ctx, "spot", "", "")
@@ -434,17 +425,19 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error
} }
for x := range ticks.List { for x := range ticks.List {
pair, err := avail.DeriveFrom(ticks.List[x].Symbol) pair, enabled, err := by.MatchSymbolCheckEnabled(ticks.List[x].Symbol, assetType, false)
if err != nil { if err != nil {
// These symbols below do not have a spot market but are in fact // These symbols below do not have a spot market but are in fact
// perpetuals. // perpetuals.
if ticks.List[x].Symbol == "ZECUSDT" || ticks.List[x].Symbol == "DASHUSDT" { if ticks.List[x].Symbol == "ZECUSDT" || ticks.List[x].Symbol == "DASHUSDT" {
continue continue
} }
return err if !errors.Is(err, currency.ErrPairNotFound) {
return err
}
} }
if !enabled.Contains(pair, true) { if !enabled {
continue continue
} }
@@ -465,6 +458,11 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error
} }
} }
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures: case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
enabled, err := by.GetEnabledPairs(assetType)
if err != nil {
return err
}
tick, err := by.GetFuturesSymbolPriceTicker(ctx, currency.EMPTYPAIR) tick, err := by.GetFuturesSymbolPriceTicker(ctx, currency.EMPTYPAIR)
if err != nil { if err != nil {
return err return err
@@ -480,7 +478,8 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error
if tick[y].Symbol != formattedPair.String() { if tick[y].Symbol != formattedPair.String() {
continue continue
} }
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType) // Don't need to check if this pair is enabled due to call above.
cp, err := by.MatchSymbolWithAvailablePairs(tick[y].Symbol, assetType, false)
if err != nil { if err != nil {
return err return err
} }
@@ -501,6 +500,11 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error
} }
} }
case asset.USDCMarginedFutures: case asset.USDCMarginedFutures:
enabled, err := by.GetEnabledPairs(assetType)
if err != nil {
return err
}
for x := range enabled { for x := range enabled {
formattedPair, err := by.FormatExchangeCurrency(enabled[x], assetType) formattedPair, err := by.FormatExchangeCurrency(enabled[x], assetType)
if err != nil { if err != nil {
@@ -512,7 +516,8 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error
return err return err
} }
cp, err := by.extractCurrencyPair(tick.Symbol, assetType) // Don't need to check if this pair is enabled due to call above.
cp, err := by.MatchSymbolWithAvailablePairs(tick.Symbol, assetType, false)
if err != nil { if err != nil {
return err return err
} }
@@ -551,10 +556,13 @@ func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType as
} }
for y := range tick { for y := range tick {
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType) cp, enabled, err := by.MatchSymbolCheckEnabled(tick[y].Symbol, assetType, false)
if err != nil { if err != nil {
return nil, err return nil, err
} }
if !enabled {
continue
}
err = ticker.ProcessTicker(&ticker.Price{ err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice.Float64(), Last: tick[y].LastPrice.Float64(),
High: tick[y].HighPrice.Float64(), High: tick[y].HighPrice.Float64(),
@@ -572,7 +580,6 @@ func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType as
return nil, err return nil, err
} }
} }
case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures: case asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.Futures:
tick, err := by.GetFuturesSymbolPriceTicker(ctx, formattedPair) tick, err := by.GetFuturesSymbolPriceTicker(ctx, formattedPair)
if err != nil { if err != nil {
@@ -580,10 +587,13 @@ func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType as
} }
for y := range tick { for y := range tick {
cp, err := by.extractCurrencyPair(tick[y].Symbol, assetType) cp, enabled, err := by.MatchSymbolCheckEnabled(tick[y].Symbol, assetType, false)
if err != nil { if err != nil {
return nil, err return nil, err
} }
if !enabled {
continue
}
err = ticker.ProcessTicker(&ticker.Price{ err = ticker.ProcessTicker(&ticker.Price{
Last: tick[y].LastPrice.Float64(), Last: tick[y].LastPrice.Float64(),
High: tick[y].HighPrice24h.Float64(), High: tick[y].HighPrice24h.Float64(),
@@ -606,10 +616,13 @@ func (by *Bybit) UpdateTicker(ctx context.Context, p currency.Pair, assetType as
return nil, err return nil, err
} }
cp, err := by.extractCurrencyPair(tick.Symbol, assetType) cp, enabled, err := by.MatchSymbolCheckEnabled(tick.Symbol, assetType, false)
if err != nil { if err != nil {
return nil, err return nil, err
} }
if !enabled {
return nil, fmt.Errorf("%v %v not enabled", formattedPair, assetType)
}
err = ticker.ProcessTicker(&ticker.Price{ err = ticker.ProcessTicker(&ticker.Price{
Last: tick.LastPrice.Float64(), Last: tick.LastPrice.Float64(),
High: tick.High24h.Float64(), High: tick.High24h.Float64(),
@@ -2097,30 +2110,12 @@ func (by *Bybit) GetServerTime(ctx context.Context, a asset.Item) (time.Time, er
return time.Time{}, fmt.Errorf("%s %w", a, asset.ErrNotSupported) return time.Time{}, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
} }
func (by *Bybit) extractCurrencyPair(symbol string, item asset.Item) (currency.Pair, error) {
pairs, err := by.CurrencyPairs.GetPairs(item, true)
if err != nil {
return currency.EMPTYPAIR, err
}
pair, err := pairs.DeriveFrom(symbol)
if err != nil {
return currency.EMPTYPAIR, err
}
return pair, nil
}
// UpdateOrderExecutionLimits sets exchange executions for a required asset type // UpdateOrderExecutionLimits sets exchange executions for a required asset type
func (by *Bybit) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error { func (by *Bybit) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
avail, err := by.GetAvailablePairs(a)
if err != nil {
return err
}
var limits []order.MinMaxLevel var limits []order.MinMaxLevel
switch a { switch a {
case asset.Spot: case asset.Spot:
var pairsData []PairData pairsData, err := by.GetAllSpotPairs(ctx)
pairsData, err = by.GetAllSpotPairs(ctx)
if err != nil { if err != nil {
return err return err
} }
@@ -2128,11 +2123,15 @@ func (by *Bybit) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) e
limits = make([]order.MinMaxLevel, 0, len(pairsData)) limits = make([]order.MinMaxLevel, 0, len(pairsData))
for x := range pairsData { for x := range pairsData {
var pair currency.Pair var pair currency.Pair
pair, err = avail.DeriveFrom(pairsData[x].Name) var enabled bool
pair, enabled, err = by.MatchSymbolCheckEnabled(pairsData[x].Name, a, false)
if err != nil { if err != nil {
log.Warnf(log.ExchangeSys, "%s unable to load limits for %v, pair data missing", by.Name, pairsData[x].Name) log.Warnf(log.ExchangeSys, "%s unable to load limits for %v, pair data missing", by.Name, pairsData[x].Name)
continue continue
} }
if !enabled {
continue
}
limits = append(limits, order.MinMaxLevel{ limits = append(limits, order.MinMaxLevel{
Asset: a, Asset: a,

View File

@@ -215,6 +215,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if wsType, ok := multiStreamData["type"].(string); ok { if wsType, ok := multiStreamData["type"].(string); ok {
switch topics[0] { switch topics[0] {
case wsOrder25, wsOrder200: case wsOrder25, wsOrder200:
var enabled bool
switch wsType { switch wsType {
case wsOperationSnapshot: case wsOperationSnapshot:
var response WsFuturesOrderbook var response WsFuturesOrderbook
@@ -224,11 +225,15 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData[0].Symbol, asset.CoinMarginedFutures) p, enabled, err = by.MatchSymbolCheckEnabled(response.OBData[0].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
err = by.processOrderbook(response.OBData, err = by.processOrderbook(response.OBData,
response.Type, response.Type,
p, p,
@@ -236,7 +241,6 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if err != nil { if err != nil {
return err return err
} }
case wsOperationDelta: case wsOperationDelta:
var response WsCoinDeltaOrderbook var response WsCoinDeltaOrderbook
err = json.Unmarshal(respRaw, &response) err = json.Unmarshal(respRaw, &response)
@@ -246,11 +250,15 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.OBData.Delete) > 0 { if len(response.OBData.Delete) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Delete[0].Symbol, asset.CoinMarginedFutures) p, enabled, err = by.MatchSymbolCheckEnabled(response.OBData.Delete[0].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
err = by.processOrderbook(response.OBData.Delete, err = by.processOrderbook(response.OBData.Delete,
wsOrderbookActionDelete, wsOrderbookActionDelete,
p, p,
@@ -262,11 +270,15 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.OBData.Update) > 0 { if len(response.OBData.Update) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Update[0].Symbol, asset.CoinMarginedFutures) p, enabled, err = by.MatchSymbolCheckEnabled(response.OBData.Update[0].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
err = by.processOrderbook(response.OBData.Update, err = by.processOrderbook(response.OBData.Update,
wsOrderbookActionUpdate, wsOrderbookActionUpdate,
p, p,
@@ -278,11 +290,15 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.OBData.Insert) > 0 { if len(response.OBData.Insert) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Insert[0].Symbol, asset.CoinMarginedFutures) p, enabled, err = by.MatchSymbolCheckEnabled(response.OBData.Insert[0].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
if !enabled {
return nil
}
err = by.processOrderbook(response.OBData.Insert, err = by.processOrderbook(response.OBData.Insert,
wsOrderbookActionInsert, wsOrderbookActionInsert,
p, p,
@@ -308,7 +324,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
trades := make([]trade.Data, len(response.TradeData)) trades := make([]trade.Data, len(response.TradeData))
for i := range response.TradeData { for i := range response.TradeData {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.TradeData[0].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.TradeData[0].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -344,7 +360,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(topics[len(topics)-1], asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(topics[len(topics)-1], asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -382,7 +398,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Ticker.Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Ticker.Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -411,7 +427,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.Data.Delete) > 0 { if len(response.Data.Delete) > 0 {
for x := range response.Data.Delete { for x := range response.Data.Delete {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Delete[x].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Delete[x].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -435,7 +451,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.Data.Update) > 0 { if len(response.Data.Update) > 0 {
for x := range response.Data.Update { for x := range response.Data.Update {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Update[x].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Update[x].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -459,7 +475,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
if len(response.Data.Insert) > 0 { if len(response.Data.Insert) > 0 {
for x := range response.Data.Insert { for x := range response.Data.Insert {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Insert[x].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Insert[x].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -510,7 +526,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
for i := range response.Data { for i := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[i].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[i].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -566,7 +582,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -628,7 +644,7 @@ func (by *Bybit) wsCoinHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.CoinMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.CoinMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }

View File

@@ -176,7 +176,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData[0].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData[0].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -198,7 +198,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.OBData.Delete) > 0 { if len(response.OBData.Delete) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Delete[0].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Delete[0].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -213,7 +213,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.OBData.Update) > 0 { if len(response.OBData.Update) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Update[0].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Update[0].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -229,7 +229,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.OBData.Insert) > 0 { if len(response.OBData.Insert) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Insert[0].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Insert[0].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -261,7 +261,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
trades := make([]trade.Data, len(response.TradeData)) trades := make([]trade.Data, len(response.TradeData))
for i := range response.TradeData { for i := range response.TradeData {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.TradeData[0].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.TradeData[0].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -297,7 +297,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(topics[len(topics)-1], asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(topics[len(topics)-1], asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -327,7 +327,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Ticker.Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Ticker.Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -356,7 +356,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.Data.Delete) > 0 { if len(response.Data.Delete) > 0 {
for x := range response.Data.Delete { for x := range response.Data.Delete {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Delete[x].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Delete[x].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -380,7 +380,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.Data.Update) > 0 { if len(response.Data.Update) > 0 {
for x := range response.Data.Update { for x := range response.Data.Update {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Update[x].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Update[x].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -404,7 +404,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
if len(response.Data.Insert) > 0 { if len(response.Data.Insert) > 0 {
for x := range response.Data.Insert { for x := range response.Data.Insert {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Insert[x].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Insert[x].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -455,7 +455,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
for i := range response.Data { for i := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[i].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[i].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -509,7 +509,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -571,7 +571,7 @@ func (by *Bybit) wsFuturesHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.Futures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.Futures, false)
if err != nil { if err != nil {
return err return err
} }

View File

@@ -184,7 +184,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.OBData[0].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.OBData[0].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -206,7 +206,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.OBData.Delete) > 0 { if len(response.OBData.Delete) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Delete[0].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Delete[0].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -222,7 +222,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.OBData.Update) > 0 { if len(response.OBData.Update) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Update[0].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Update[0].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -238,7 +238,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.OBData.Insert) > 0 { if len(response.OBData.Insert) > 0 {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.OBData.Insert[0].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.OBData.Insert[0].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -268,7 +268,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
trades := make([]trade.Data, len(response.TradeData)) trades := make([]trade.Data, len(response.TradeData))
for i := range response.TradeData { for i := range response.TradeData {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.TradeData[0].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.TradeData[0].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -303,7 +303,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(topics[len(topics)-1], asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(topics[len(topics)-1], asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -333,7 +333,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
} }
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Ticker.Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Ticker.Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -362,7 +362,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.Data.Delete) > 0 { if len(response.Data.Delete) > 0 {
for x := range response.Data.Delete { for x := range response.Data.Delete {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Delete[x].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Delete[x].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -386,7 +386,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.Data.Update) > 0 { if len(response.Data.Update) > 0 {
for x := range response.Data.Update { for x := range response.Data.Update {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Update[x].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Update[x].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -410,7 +410,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
if len(response.Data.Insert) > 0 { if len(response.Data.Insert) > 0 {
for x := range response.Data.Insert { for x := range response.Data.Insert {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data.Insert[x].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data.Insert[x].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -461,7 +461,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
for i := range response.Data { for i := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[i].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[i].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -515,7 +515,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }
@@ -577,7 +577,7 @@ func (by *Bybit) wsUSDTHandleData(respRaw []byte) error {
} }
for x := range response.Data { for x := range response.Data {
var p currency.Pair var p currency.Pair
p, err = by.extractCurrencyPair(response.Data[x].Symbol, asset.USDTMarginedFutures) p, err = by.MatchSymbolWithAvailablePairs(response.Data[x].Symbol, asset.USDTMarginedFutures, false)
if err != nil { if err != nil {
return err return err
} }

View File

@@ -125,8 +125,8 @@ type OrderResponse struct {
// Commission holds trade commission structure // Commission holds trade commission structure
type Commission struct { type Commission struct {
Currency currency.Pair `json:"currency"` Currency string `json:"currency"`
Amount float64 `json:"amount,string"` Amount float64 `json:"amount,string"`
} }
// OrderFilledResponse contains order filled response // OrderFilledResponse contains order filled response
@@ -545,8 +545,8 @@ type WsOrderData struct {
// WsOrderFilledCommissionData ws response data // WsOrderFilledCommissionData ws response data
type WsOrderFilledCommissionData struct { type WsOrderFilledCommissionData struct {
Amount float64 `json:"amount,string"` Amount float64 `json:"amount,string"`
Currency currency.Pair `json:"currency"` Currency string `json:"currency"`
} }
// WsOrderRejectedResponse ws response // WsOrderRejectedResponse ws response
@@ -594,8 +594,8 @@ type WsTradeHistoryResponse struct {
// WsTradeHistoryCommissionData ws response data // WsTradeHistoryCommissionData ws response data
type WsTradeHistoryCommissionData struct { type WsTradeHistoryCommissionData struct {
Amount float64 `json:"amount,string"` Amount float64 `json:"amount,string"`
Currency currency.Pair `json:"currency"` Currency string `json:"currency"`
} }
// WsTradeHistoryTradeData ws response data // WsTradeHistoryTradeData ws response data

View File

@@ -9,6 +9,7 @@ import (
"strconv" "strconv"
"strings" "strings"
"time" "time"
"unicode"
"github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/convert"
@@ -1731,3 +1732,38 @@ func (b *Base) SetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ m
func (b *Base) GetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ order.Side) (float64, error) { func (b *Base) GetLeverage(_ context.Context, _ asset.Item, _ currency.Pair, _ margin.Type, _ order.Side) (float64, error) {
return -1, common.ErrNotYetImplemented return -1, common.ErrNotYetImplemented
} }
// MatchSymbolWithAvailablePairs returns a currency pair based on the supplied
// symbol and asset type. If the string is expected to have a delimiter this
// will attempt to screen it out.
func (b *Base) MatchSymbolWithAvailablePairs(symbol string, a asset.Item, hasDelimiter bool) (currency.Pair, error) {
if hasDelimiter {
for x := range symbol {
if unicode.IsPunct(rune(symbol[x])) {
symbol = symbol[:x] + symbol[x+1:]
break
}
}
}
return b.CurrencyPairs.Match(symbol, a)
}
// MatchSymbolCheckEnabled returns a currency pair based on the supplied symbol
// and asset type against the available pairs list. If the string is expected to
// have a delimiter this will attempt to screen it out. It will also check if
// the pair is enabled.
func (b *Base) MatchSymbolCheckEnabled(symbol string, a asset.Item, hasDelimiter bool) (pair currency.Pair, enabled bool, err error) {
pair, err = b.MatchSymbolWithAvailablePairs(symbol, a, hasDelimiter)
if err != nil {
return pair, false, err
}
enabled, err = b.IsPairEnabled(pair, a)
return
}
// IsPairEnabled checks if a pair is enabled for an enabled asset type.
// TODO: Optimisation map for enabled pair matching, instead of linear traversal.
func (b *Base) IsPairEnabled(pair currency.Pair, a asset.Item) (bool, error) {
return b.CurrencyPairs.IsPairEnabled(pair, a)
}

View File

@@ -3089,3 +3089,139 @@ func TestGetStandardConfig(t *testing.T) {
t.Fatalf("received: '%v' but expected: '%v'", cfg.WebsocketTrafficTimeout, config.DefaultWebsocketTrafficTimeout) t.Fatalf("received: '%v' but expected: '%v'", cfg.WebsocketTrafficTimeout, config.DefaultWebsocketTrafficTimeout)
} }
} }
func TestMatchSymbolWithAvailablePairs(t *testing.T) {
t.Parallel()
b := Base{Name: "test"}
whatIWant := currency.NewPair(currency.BTC, currency.USDT)
err := b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
Available: []currency.Pair{whatIWant}})
if err != nil {
t.Fatal(err)
}
_, err = b.MatchSymbolWithAvailablePairs("sillBillies", asset.Futures, false)
if !errors.Is(err, currency.ErrPairNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, currency.ErrPairNotFound)
}
whatIGot, err := b.MatchSymbolWithAvailablePairs("btcusdT", asset.Spot, false)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !whatIGot.Equal(whatIWant) {
t.Fatalf("received: '%v' but expected: '%v'", whatIGot, whatIWant)
}
whatIGot, err = b.MatchSymbolWithAvailablePairs("btc-usdT", asset.Spot, true)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !whatIGot.Equal(whatIWant) {
t.Fatalf("received: '%v' but expected: '%v'", whatIGot, whatIWant)
}
}
func TestMatchSymbolCheckEnabled(t *testing.T) {
t.Parallel()
b := Base{Name: "test"}
whatIWant := currency.NewPair(currency.BTC, currency.USDT)
availButNoEnabled := currency.NewPair(currency.BTC, currency.AUD)
err := b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
Available: []currency.Pair{whatIWant, availButNoEnabled},
Enabled: []currency.Pair{whatIWant},
})
if err != nil {
t.Fatal(err)
}
_, _, err = b.MatchSymbolCheckEnabled("sillBillies", asset.Futures, false)
if !errors.Is(err, currency.ErrPairNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, currency.ErrPairNotFound)
}
whatIGot, enabled, err := b.MatchSymbolCheckEnabled("btcusdT", asset.Spot, false)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !enabled {
t.Fatal("expected true")
}
if !whatIGot.Equal(whatIWant) {
t.Fatalf("received: '%v' but expected: '%v'", whatIGot, whatIWant)
}
whatIGot, enabled, err = b.MatchSymbolCheckEnabled("btc-usdT", asset.Spot, true)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !whatIGot.Equal(whatIWant) {
t.Fatalf("received: '%v' but expected: '%v'", whatIGot, whatIWant)
}
if !enabled {
t.Fatal("expected true")
}
whatIGot, enabled, err = b.MatchSymbolCheckEnabled("btc-AUD", asset.Spot, true)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !whatIGot.Equal(availButNoEnabled) {
t.Fatalf("received: '%v' but expected: '%v'", whatIGot, whatIWant)
}
if enabled {
t.Fatal("expected false")
}
}
func TestIsPairEnabled(t *testing.T) {
t.Parallel()
b := Base{Name: "test"}
whatIWant := currency.NewPair(currency.BTC, currency.USDT)
availButNoEnabled := currency.NewPair(currency.BTC, currency.AUD)
err := b.CurrencyPairs.Store(asset.Spot, &currency.PairStore{
AssetEnabled: convert.BoolPtr(true),
Available: []currency.Pair{whatIWant, availButNoEnabled},
Enabled: []currency.Pair{whatIWant},
})
if err != nil {
t.Fatal(err)
}
enabled, err := b.IsPairEnabled(currency.NewPair(currency.AAA, currency.CYC), asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if enabled {
t.Fatal("expected false")
}
enabled, err = b.IsPairEnabled(availButNoEnabled, asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if enabled {
t.Fatal("expected false")
}
enabled, err = b.IsPairEnabled(whatIWant, asset.Spot)
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
if !enabled {
t.Fatal("expected true")
}
}

View File

@@ -48,22 +48,6 @@ func TestMain(m *testing.M) {
e.API.AuthenticatedSupport = true e.API.AuthenticatedSupport = true
e.SetCredentials(APIKey, APISecret, "", "", "", "") e.SetCredentials(APIKey, APISecret, "", "", "", "")
err = e.UpdateTradablePairs(context.Background(), false)
if err != nil {
log.Fatal("Exmo UpdateTradablePairs error", err)
}
avail, err := e.GetAvailablePairs(asset.Spot)
if err != nil {
log.Fatal("Exmo GetAvailablePairs error", err)
}
err = e.CurrencyPairs.StorePairs(asset.Spot, avail, true)
if err != nil {
log.Fatal("Exmo StorePairs error", err)
}
os.Exit(m.Run()) os.Exit(m.Run())
} }
@@ -513,18 +497,19 @@ func TestUpdateTicker(t *testing.T) {
func TestUpdateTickers(t *testing.T) { func TestUpdateTickers(t *testing.T) {
t.Parallel() t.Parallel()
err := e.UpdateTickers(context.Background(), asset.Spot) err := e.UpdateTickers(context.Background(), asset.Spot)
if err != nil { if err != nil {
t.Error(err) t.Error(err)
} }
avail, err := e.GetAvailablePairs(asset.Spot) enabled, err := e.GetEnabledPairs(asset.Spot)
if err != nil { if err != nil {
t.Fatal(err) t.Fatal(err)
} }
for x := range avail { for x := range enabled {
_, err := ticker.GetTicker(e.Name, avail[x], asset.Spot) _, err := ticker.GetTicker(e.Name, enabled[x], asset.Spot)
if err != nil { if err != nil {
t.Error(err) t.Error(err)
} }

View File

@@ -206,28 +206,21 @@ func (e *EXMO) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error
// UpdateTickers updates the ticker for all currency pairs of a given asset type // UpdateTickers updates the ticker for all currency pairs of a given asset type
func (e *EXMO) UpdateTickers(ctx context.Context, a asset.Item) error { func (e *EXMO) UpdateTickers(ctx context.Context, a asset.Item) error {
avail, err := e.GetAvailablePairs(a)
if err != nil {
return err
}
enabled, err := e.GetEnabledPairs(a)
if err != nil {
return err
}
result, err := e.GetTicker(ctx) result, err := e.GetTicker(ctx)
if err != nil { if err != nil {
return err return err
} }
var enabled bool
for symbol, tick := range result { for symbol, tick := range result {
var pair currency.Pair var pair currency.Pair
pair, err = avail.DeriveFrom(strings.Replace(symbol, "_", "", 1)) pair, enabled, err = e.MatchSymbolCheckEnabled(symbol, asset.Spot, true)
if err != nil { if err != nil {
return err if !errors.Is(err, currency.ErrPairNotFound) {
return err
}
} }
if !enabled.Contains(pair, true) { if !enabled {
continue continue
} }
err = ticker.ProcessTicker(&ticker.Price{ err = ticker.ProcessTicker(&ticker.Price{

View File

@@ -2112,11 +2112,6 @@ func (g *Gateio) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) e
return fmt.Errorf("%s %w", a, asset.ErrNotSupported) return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
} }
avail, err := g.GetAvailablePairs(a)
if err != nil {
return err
}
var limits []order.MinMaxLevel var limits []order.MinMaxLevel
switch a { switch a {
case asset.Spot: case asset.Spot:
@@ -2132,7 +2127,7 @@ func (g *Gateio) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) e
continue continue
} }
var pair currency.Pair var pair currency.Pair
pair, err = avail.DeriveFrom(strings.ReplaceAll(pairsData[x].ID, "_", "")) pair, err = g.MatchSymbolWithAvailablePairs(pairsData[x].ID, a, true)
if err != nil { if err != nil {
return err return err
} }

View File

@@ -31,17 +31,17 @@ type Ticker struct {
// TickerV2 holds returned ticker data from the exchange // TickerV2 holds returned ticker data from the exchange
type TickerV2 struct { type TickerV2 struct {
Ask float64 `json:"ask,string"` Ask float64 `json:"ask,string"`
Bid float64 `json:"bid,string"` Bid float64 `json:"bid,string"`
Changes []string `json:"changes"` Changes []string `json:"changes"`
Close float64 `json:"close,string"` Close float64 `json:"close,string"`
High float64 `json:"high,string"` High float64 `json:"high,string"`
Low float64 `json:"low,string"` Low float64 `json:"low,string"`
Open float64 `json:"open,string"` Open float64 `json:"open,string"`
Message string `json:"message,omitempty"` Message string `json:"message,omitempty"`
Reason string `json:"reason,omitempty"` Reason string `json:"reason,omitempty"`
Result string `json:"result,omitempty"` Result string `json:"result,omitempty"`
Symbol currency.Pair `json:"symbol"` Symbol string `json:"symbol"`
} }
// Orderbook contains orderbook information for both bid and ask side // Orderbook contains orderbook information for both bid and ask side

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@@ -186,23 +186,18 @@ func TestUpdateTicker(t *testing.T) {
} }
func TestUpdateTickers(t *testing.T) { func TestUpdateTickers(t *testing.T) {
avail, err := h.GetAvailablePairs(asset.Spot) err := h.UpdateTickers(context.Background(), asset.Spot)
if err != nil {
t.Fatal(err)
}
err = h.CurrencyPairs.StorePairs(asset.Spot, avail, true)
if err != nil {
t.Fatal(err)
}
err = h.UpdateTickers(context.Background(), asset.Spot)
if err != nil { if err != nil {
t.Error(err) t.Error(err)
} }
for j := range avail { enabled, err := h.GetEnabledPairs(asset.Spot)
_, err = h.FetchTicker(context.Background(), avail[j], asset.Spot) if err != nil {
t.Fatal(err)
}
for j := range enabled {
_, err = h.FetchTicker(context.Background(), enabled[j], asset.Spot)
if err != nil { if err != nil {
t.Error(err) t.Error(err)
} }

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@@ -291,9 +291,9 @@ func (h *HitBTC) FetchTradablePairs(ctx context.Context, _ asset.Item) (currency
pairs := make([]currency.Pair, len(symbols)) pairs := make([]currency.Pair, len(symbols))
for x := range symbols { for x := range symbols {
quote := strings.Replace(symbols[x].ID, symbols[x].BaseCurrency, "", 1) index := strings.Index(symbols[x].ID, symbols[x].QuoteCurrency)
var pair currency.Pair var pair currency.Pair
pair, err = currency.NewPairFromStrings(symbols[x].BaseCurrency, quote) pair, err = currency.NewPairFromStrings(symbols[x].ID[:index], symbols[x].ID[index:])
if err != nil { if err != nil {
return nil, err return nil, err
} }
@@ -322,23 +322,18 @@ func (h *HitBTC) UpdateTickers(ctx context.Context, a asset.Item) error {
if err != nil { if err != nil {
return err return err
} }
avail, err := h.GetAvailablePairs(a)
if err != nil {
return err
}
enabled, err := h.GetEnabledPairs(a)
if err != nil {
return err
}
for x := range tick { for x := range tick {
pair, err := avail.DeriveFrom(tick[x].Symbol) var pair currency.Pair
var enabled bool
pair, enabled, err = h.MatchSymbolCheckEnabled(tick[x].Symbol, a, false)
if err != nil { if err != nil {
return err if !errors.Is(err, currency.ErrPairNotFound) {
return err
}
} }
if !enabled.Contains(pair, true) { if !enabled {
continue continue
} }

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@@ -97,6 +97,18 @@ type IBotExchange interface {
CurrencyStateManagement CurrencyStateManagement
FuturesManagement FuturesManagement
MarginManagement MarginManagement
// MatchSymbolWithAvailablePairs returns a currency pair based on the supplied
// symbol and asset type. If the string is expected to have a delimiter this
// will attempt to screen it out.
MatchSymbolWithAvailablePairs(symbol string, a asset.Item, hasDelimiter bool) (currency.Pair, error)
// MatchSymbolCheckEnabled returns a currency pair based on the supplied symbol
// and asset type against the available pairs list. If the string is expected to
// have a delimiter this will attempt to screen it out. It will also check if
// the pair is enabled.
MatchSymbolCheckEnabled(symbol string, a asset.Item, hasDelimiter bool) (pair currency.Pair, enabled bool, err error)
// IsPairEnabled checks if a pair is enabled for an enabled asset type
IsPairEnabled(pair currency.Pair, a asset.Item) (bool, error)
} }
// OrderManagement defines functionality for order management // OrderManagement defines functionality for order management

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@@ -4328,10 +4328,18 @@ func (ok *Okx) GetAssetsFromInstrumentTypeOrID(instType, instrumentID string) ([
switch { switch {
case len(splitSymbol) == 2: case len(splitSymbol) == 2:
resp := make([]asset.Item, 0, 2) resp := make([]asset.Item, 0, 2)
if err := ok.CurrencyPairs.IsAssetPairEnabled(asset.Spot, pair); err == nil { enabled, err := ok.IsPairEnabled(pair, asset.Spot)
if err != nil {
return nil, err
}
if enabled {
resp = append(resp, asset.Spot) resp = append(resp, asset.Spot)
} }
if err := ok.CurrencyPairs.IsAssetPairEnabled(asset.Margin, pair); err == nil { enabled, err = ok.IsPairEnabled(pair, asset.Margin)
if err != nil {
return nil, err
}
if enabled {
resp = append(resp, asset.Margin) resp = append(resp, asset.Margin)
} }
if len(resp) > 0 { if len(resp) > 0 {
@@ -4340,15 +4348,27 @@ func (ok *Okx) GetAssetsFromInstrumentTypeOrID(instType, instrumentID string) ([
case len(splitSymbol) > 2: case len(splitSymbol) > 2:
switch splitSymbol[len(splitSymbol)-1] { switch splitSymbol[len(splitSymbol)-1] {
case "SWAP", "swap": case "SWAP", "swap":
if err := ok.CurrencyPairs.IsAssetPairEnabled(asset.PerpetualSwap, pair); err == nil { enabled, err := ok.IsPairEnabled(pair, asset.PerpetualSwap)
if err != nil {
return nil, err
}
if enabled {
return []asset.Item{asset.PerpetualSwap}, nil return []asset.Item{asset.PerpetualSwap}, nil
} }
case "C", "P", "c", "p": case "C", "P", "c", "p":
if err := ok.CurrencyPairs.IsAssetPairEnabled(asset.Options, pair); err == nil { enabled, err := ok.IsPairEnabled(pair, asset.Options)
if err != nil {
return nil, err
}
if enabled {
return []asset.Item{asset.Options}, nil return []asset.Item{asset.Options}, nil
} }
default: default:
if err := ok.CurrencyPairs.IsAssetPairEnabled(asset.Futures, pair); err == nil { enabled, err := ok.IsPairEnabled(pair, asset.Futures)
if err != nil {
return nil, err
}
if enabled {
return []asset.Item{asset.Futures}, nil return []asset.Item{asset.Futures}, nil
} }
} }