Files
gocryptotrader/currency/manager.go
Scott 85403fe801 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>
2025-08-26 12:30:21 +10:00

545 lines
13 KiB
Go

package currency
import (
"errors"
"fmt"
"slices"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
// Public errors
var (
ErrAssetNotFound = errors.New("asset type not found in pair store")
ErrPairAlreadyEnabled = errors.New("pair already enabled")
ErrPairFormatIsNil = errors.New("pair format is nil")
ErrPairManagerNotInitialised = errors.New("pair manager not initialised")
ErrPairNotContainedInAvailablePairs = errors.New("pair not contained in available pairs")
ErrPairNotEnabled = errors.New("pair not enabled")
ErrPairNotFound = errors.New("pair not found")
ErrSymbolStringEmpty = errors.New("symbol string is empty")
)
var (
errPairStoreIsNil = errors.New("pair store is nil")
errPairMatcherIsNil = errors.New("pair matcher is nil")
errPairConfigFormatNil = errors.New("pair config format is nil")
)
// GetAssetTypes returns a list of stored asset types
func (p *PairsManager) GetAssetTypes(enabled bool) asset.Items {
p.mutex.RLock()
defer p.mutex.RUnlock()
assetTypes := make(asset.Items, 0, len(p.Pairs))
for k, ps := range p.Pairs {
if enabled && !ps.AssetEnabled {
continue
}
assetTypes = append(assetTypes, k)
}
return assetTypes
}
// Get gets the currency pair config based on the asset type
func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
if !a.IsValid() {
return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.mutex.RLock()
defer p.mutex.RUnlock()
c, ok := p.Pairs[a]
if !ok {
return nil, fmt.Errorf("cannot get pair store, %v %w", a, asset.ErrNotSupported)
}
return c.clone(), nil
}
// 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
func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if ps == nil {
return errPairStoreIsNil
}
p.mutex.Lock()
defer p.mutex.Unlock()
if p.Pairs == nil {
p.Pairs = FullStore{}
}
p.Pairs[a] = ps.clone()
p.reindex()
return nil
}
// Delete deletes a map entry based on the supplied asset type
func (p *PairsManager) Delete(a asset.Item) {
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)
p.mutex.Unlock()
}
// GetPairs gets a list of stored pairs based on the asset type and whether
// they're enabled or not
func (p *PairsManager) GetPairs(a asset.Item, enabled bool) (Pairs, error) {
if !a.IsValid() {
return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.mutex.RLock()
defer p.mutex.RUnlock()
pairStore, ok := p.Pairs[a]
if !ok {
return nil, nil
}
if !enabled {
return slices.Clone(pairStore.Available), nil
}
lenCheck := len(pairStore.Enabled)
if lenCheck == 0 {
return nil, nil
}
// NOTE: enabledPairs is declared before the next check for comparison
// reasons within exchange update pairs functionality.
enabledPairs := slices.Clone(pairStore.Enabled)
err := pairStore.Available.ContainsAll(pairStore.Enabled, true)
if err != nil {
err = fmt.Errorf("%w of asset type %s", err, a)
}
return enabledPairs, err
}
// StoreFormat stores a new format for request or config format.
func (p *PairsManager) StoreFormat(a asset.Item, pFmt *PairFormat, config bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pFmt == nil {
return ErrPairFormatIsNil
}
p.mutex.Lock()
defer p.mutex.Unlock()
if p.Pairs == nil {
p.Pairs = make(map[asset.Item]*PairStore)
}
pairStore, ok := p.Pairs[a]
if !ok {
pairStore = new(PairStore)
p.Pairs[a] = pairStore
}
if config {
pairStore.ConfigFormat = pFmt.clone()
} else {
pairStore.RequestFormat = pFmt.clone()
}
return nil
}
// GetFormat returns the pair format in a concurrent safe manner
func (p *PairsManager) GetFormat(a asset.Item, request bool) (PairFormat, error) {
p.mutex.RLock()
defer p.mutex.RUnlock()
var pFmt *PairFormat
if p.UseGlobalFormat {
if request {
pFmt = p.RequestFormat
} else {
pFmt = p.ConfigFormat
}
} else {
ps, err := p.getPairStoreRequiresLock(a)
if err != nil {
return EMPTYFORMAT, err
}
if request {
pFmt = ps.RequestFormat
} else {
pFmt = ps.ConfigFormat
}
}
if pFmt == nil {
return EMPTYFORMAT, ErrPairFormatIsNil
}
return *pFmt, nil
}
// StorePairs stores a list of pairs for an asset type
// If enabled is true:
// * AssetEnabled is set true if the pair list is not empty
// * pairs replace the Enabled pairs
// * pairs are added to Available pairs
func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.mutex.Lock()
defer p.mutex.Unlock()
if p.Pairs == nil {
p.Pairs = make(map[asset.Item]*PairStore)
}
pairStore, ok := p.Pairs[a]
if !ok {
pairStore = new(PairStore)
p.Pairs[a] = pairStore
}
if enabled {
if len(pairs) != 0 {
pairStore.AssetEnabled = true
pairStore.Available.Add(pairs...)
}
pairStore.Enabled = slices.Clone(pairs)
} else {
pairStore.Available = slices.Clone(pairs)
p.reindex()
}
return nil
}
// EnsureOnePairEnabled not all assets have pairs, eg options
// search for an asset that does and enable one if none are enabled
// error if no currency pairs found for an entire exchange
// returns the asset and pair of a pair if it has been enabled
func (p *PairsManager) EnsureOnePairEnabled() (Pair, asset.Item, error) {
if p == nil {
return EMPTYPAIR, asset.Empty, common.ErrNilPointer
}
p.mutex.Lock()
defer p.mutex.Unlock()
for _, v := range p.Pairs {
if !v.AssetEnabled || len(v.Available) == 0 {
continue
}
if len(v.Enabled) > 0 {
return EMPTYPAIR, asset.Empty, nil
}
}
for k, v := range p.Pairs {
if !v.AssetEnabled || len(v.Available) == 0 {
continue
}
rp, err := v.Available.GetRandomPair()
if err != nil {
return EMPTYPAIR, asset.Empty, err
}
p.Pairs[k].Enabled = v.Enabled.Add(rp)
return rp, k, nil
}
return EMPTYPAIR, asset.Empty, ErrCurrencyPairsEmpty
}
// DisablePair removes the pair from the enabled pairs list if found
func (p *PairsManager) DisablePair(a asset.Item, pair Pair) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return ErrCurrencyPairEmpty
}
p.mutex.Lock()
defer p.mutex.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
enabledLen := len(pairStore.Enabled)
pairStore.Enabled = pairStore.Enabled.Remove(pair)
if enabledLen == len(pairStore.Enabled) {
return fmt.Errorf("%w %s", ErrPairNotFound, pair)
}
return nil
}
// EnablePair adds a pair to the list of enabled pairs if it exists in the list
// of available pairs and isn't already added
func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return ErrCurrencyPairEmpty
}
p.mutex.Lock()
defer p.mutex.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if pairStore.Enabled.Contains(pair, true) {
return fmt.Errorf("%s %w", pair, ErrPairAlreadyEnabled)
}
if !pairStore.Available.Contains(pair, true) {
return fmt.Errorf("%s %w in the list of available pairs", pair, ErrPairNotFound)
}
pairStore.Enabled = pairStore.Enabled.Add(pair)
return nil
}
// IsPairAvailable checks if a pair is available for a given asset type
func (p *PairsManager) IsPairAvailable(pair Pair, a asset.Item) (bool, error) {
if !a.IsValid() {
return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return false, ErrCurrencyPairEmpty
}
p.mutex.RLock()
defer p.mutex.RUnlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return false, err
}
return pairStore.AssetEnabled && pairStore.Available.Contains(pair, true), nil
}
// IsPairEnabled checks if a pair is enabled for an enabled asset type
func (p *PairsManager) IsPairEnabled(pair Pair, a asset.Item) (bool, error) {
if !a.IsValid() {
return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
if pair.IsEmpty() {
return false, ErrCurrencyPairEmpty
}
p.mutex.RLock()
defer p.mutex.RUnlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return false, err
}
return pairStore.AssetEnabled && pairStore.Enabled.Contains(pair, true), nil
}
// IsAssetEnabled checks to see if an asset is enabled
func (p *PairsManager) IsAssetEnabled(a asset.Item) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.mutex.RLock()
defer p.mutex.RUnlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
if !pairStore.AssetEnabled {
return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
}
return nil
}
// IsAssetSupported returns if the asset is supported by an exchange
// Does not imply that the Asset is enabled
func (p *PairsManager) IsAssetSupported(a asset.Item) bool {
p.mutex.RLock()
defer p.mutex.RUnlock()
_, ok := p.Pairs[a]
return ok
}
// SetAssetEnabled sets if an asset is enabled or disabled for first run
func (p *PairsManager) SetAssetEnabled(a asset.Item, enabled bool) error {
if !a.IsValid() {
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
}
p.mutex.Lock()
defer p.mutex.Unlock()
pairStore, err := p.getPairStoreRequiresLock(a)
if err != nil {
return err
}
pairStore.AssetEnabled = enabled
return nil
}
// Load sets the pair manager from a seed without copying mutexes
func (p *PairsManager) Load(seed *PairsManager) {
p.mutex.Lock()
defer p.mutex.Unlock()
seed.mutex.RLock()
defer seed.mutex.RUnlock()
p.BypassConfigFormatUpgrades = seed.BypassConfigFormatUpgrades
p.UseGlobalFormat = seed.UseGlobalFormat
p.LastUpdated = seed.LastUpdated
p.Pairs = seed.Pairs.clone()
p.RequestFormat = seed.RequestFormat.clone()
p.ConfigFormat = seed.ConfigFormat.clone()
p.reindex()
}
// reindex re-indexes the matcher for Available pairs and all assets
// This method does not lock for concurrency
func (p *PairsManager) reindex() {
p.matcher = make(map[key]*Pair)
for a, fs := range p.Pairs {
for i, pair := range fs.Available {
k := key{Symbol: pair.Base.Lower().String() + pair.Quote.Lower().String(), Asset: a}
p.matcher[k] = &fs.Available[i]
}
}
}
func (p *PairsManager) getPairStoreRequiresLock(a asset.Item) (*PairStore, error) {
if p.Pairs == nil {
return nil, fmt.Errorf("%w when requesting %v pairs", ErrPairManagerNotInitialised, a)
}
pairStore, ok := p.Pairs[a]
if !ok {
return nil, fmt.Errorf("%w %w %q", ErrAssetNotFound, asset.ErrNotSupported, a)
}
if pairStore == nil {
return nil, errors.New("currency store is nil")
}
return pairStore, nil
}
// SetDelimitersFromConfig ensures that the pairs adhere to the configured delimiters
// Pairs.Unmarshal doesn't know what the delimiter is, so uses the first punctuation rune
func (p *PairsManager) SetDelimitersFromConfig() error {
for a, s := range p.Pairs {
cf := s.ConfigFormat
if cf == nil {
cf = p.ConfigFormat
}
if cf == nil {
return errPairConfigFormatNil
}
for i, p := range []Pairs{s.Enabled, s.Available} {
for j := range p {
if cf.Delimiter == "" || p[j].Delimiter == cf.Delimiter {
continue
}
nP, err := NewPairDelimiter(p[j].String(), cf.Delimiter)
if err != nil {
return fmt.Errorf("%s.%s.%s: %w", a, []string{"enabled", "available"}[i], p[j], err)
}
p[j] = nP
}
}
}
return nil
}
// UnmarshalJSON implements the unmarshal json interface so that the key can be
// correctly unmarshalled from a string into a uint.
func (fs *FullStore) UnmarshalJSON(d []byte) error {
var temp map[string]*PairStore
err := json.Unmarshal(d, &temp)
if err != nil {
return err
}
*fs = make(FullStore, len(temp))
for key, val := range temp {
ai, err := asset.New(key)
if err != nil {
return err
}
(*fs)[ai] = val
}
return nil
}
// MarshalJSON implements the marshal json interface so that the key can be
// correctly marshalled from a uint.
func (fs FullStore) MarshalJSON() ([]byte, error) {
temp := make(map[string]*PairStore, len(fs))
for key, val := range fs {
temp[key.String()] = val
}
return json.Marshal(temp)
}
// clone returns a deep clone of the PairStore
func (ps *PairStore) clone() *PairStore {
if ps == nil {
return nil
}
return &PairStore{
AssetEnabled: ps.AssetEnabled,
Enabled: slices.Clone(ps.Enabled),
Available: slices.Clone(ps.Available),
RequestFormat: ps.RequestFormat.clone(),
ConfigFormat: ps.ConfigFormat.clone(),
}
}
func (fs FullStore) clone() FullStore {
c := FullStore{}
for a, pairStore := range fs {
c[a] = pairStore.clone()
}
return c
}