Files
gocryptotrader/currency/pairs.go
cranktakular fd9aaf00a2 Coinbase: Update exchange implementation (#1480)
* Slight enhance of Coinbase tests

Continual enhance of Coinbase tests

The revamp continues

Oh jeez the Orderbook part's unfinished don't look

Coinbase revamp, Orderbook still unfinished

* Coinbase revamp; CreateReport is still WIP

* More coinbase improvements; onto sandbox testing

* Coinbase revamp continues

* Coinbase revamp continues

* Coinbasepro revamp is ceaseless

* Coinbase revamp, starting on advanced trade API

* Coinbase Advanced Trade Starts in Ernest

V3 done, onto V2

Coinbase revamp nears completion

Coinbase revamp nears completion

Test commit should fail

Coinbase revamp nears completion

* Coinbase revamp stage wrapper

* Coinbase wrapper coherence continues

* Coinbase wrapper continues writhing

* Coinbase wrapper & codebase cleanup

* Coinbase updates & wrap progress

* More Coinbase wrapper progress

* Wrapper is wrapped, kinda

* Test & type checking

* Coinbase REST revamp finished

* Post-merge fix

* WS revamp begins

* WS Main Revamp Done?

* CB websocket tidying up

* Coinbase WS wrapperupperer

* Coinbase revamp done??

* Linter progress

* Continued lint cleanup

* Further lint cleanup

* Increased lint coverage

* Does this fix all sloppy reassigns & shadowing?

* Undoing retry policy change

* Documentation regeneration

* Coinbase code improvements

* Providing warning about known issue

* Updating an error to new format

* Making gocritic happy

* Review adherence

* Endpoints moved to V3 & nil pointer fixes

* Removing seemingly superfluous constant

* Glorious improvements

* Removing unused error

* Partial public endpoint addition

* Slight improvements

* Wrapper improvements; still a few errors left in other packages

* A lil Coinbase progress

* Json cleaning

* Lint appeasement

* Config repair

* Config fix (real)

* Little fix

* New public endpoint incorporation

* Additional fixes

* Improvements & Appeasements

* LineSaver

* Additional fixes

* Another fix

* Fixing picked nits

* Quick fixies

* Lil fixes

* Subscriptions: Add List.Enabled

* CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* fixup! CoinbasePro: Add subscription templating

* Comment fix

* Subsequent fixes

* Issues hopefully fixed

* Lint fix

* Glorious fixes

* Json formatting

* ShazNits

* (L/N)i(n/)t

* Adding a test

* Tiny test improvement

* Template patch testing

* Fixes

* Further shaznits

* Lint nit

* JWT move and other fixes

* Small nits

* Shaznit, singular

* Post-merge fix

* Post-merge fixes

* Typo fix

* Some glorious nits

* Required changes

* Stop going

* Alias attempt

* Alias fix & test cleanup

* Test fix

* GetDepositAddress logic improvement

* Status update: Fixed

* Lint fix

* Happy birthday to PR 1480

* Cleanups

* Necessary nit corrections

* Fixing sillybug

* As per request

* Programming progress

* Order fixes

* Further fixies

* Test fix

* Pre-merge fixes

* More shaznits

* Context

* Sonic error handling

* Import fix

* Better Sonic error handling

* Perfect Sonic error handling?

* F purge

* Coinbase improvements

* API Update Conformity

* Coinbase continuation

* Coinbase order improvements

* Coinbase order improvements

* CreateOrderConfig improvements

* Managing API updates

* Coinbase API update progression

* jwt rename

* Comment link fix

* Coinbase v2 cleanup

* Post-merge fixes

* Review fixes

* GK's suggestions

* Linter fix

* Minor gbjk fixes

* Nit fixes

* Merge fix

* Lint fixes

* Coinbase rename stage 1

* Coinbase rename stage 2

* Coinbase rename stage 3

* Coinbase rename stage 4

* Coinbase rename final fix

* Coinbase: PoC on converting to request structs

* Applying requested changes

* Many review fixes, handled

* Thrashed by nits

* More minor modifications

* The last nit!?

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
2025-09-16 13:37:00 +10:00

515 lines
14 KiB
Go

package currency
import (
"errors"
"fmt"
"math/rand"
"slices"
"strings"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
)
// Public Errors
var (
ErrPairDuplication = errors.New("currency pair duplication")
)
var (
errSymbolEmpty = errors.New("symbol is empty")
errNoDelimiter = errors.New("no delimiter was supplied")
errPairFormattingInconsistent = errors.New("pair formatting is inconsistent")
)
// NewPairsFromStrings takes in currency pair strings and returns a currency
// pair list
func NewPairsFromStrings(pairs []string) (Pairs, error) {
allThePairs := make(Pairs, len(pairs))
var err error
for i := range pairs {
allThePairs[i], err = NewPairFromString(pairs[i])
if err != nil {
return nil, err
}
}
return allThePairs, nil
}
// NewPairsFromString takes in a delimiter string and returns a Pairs
// type
func NewPairsFromString(pairs, delimiter string) (Pairs, error) {
if delimiter == "" {
return nil, errNoDelimiter
}
return NewPairsFromStrings(strings.Split(pairs, delimiter))
}
// Strings returns a slice of strings referring to each currency pair
func (p Pairs) Strings() []string {
list := make([]string, len(p))
for i := range p {
list[i] = p[i].String()
}
return list
}
// Join returns a comma separated list of currency pairs
func (p Pairs) Join() string {
return strings.Join(p.Strings(), ",")
}
// Format formats the pair list to the exchange format configuration
func (p Pairs) Format(pairFmt PairFormat) Pairs {
pairs := slices.Clone(p)
for x := range pairs {
pairs[x].Base.upperCase = pairFmt.Uppercase
pairs[x].Quote.upperCase = pairFmt.Uppercase
pairs[x].Delimiter = pairFmt.Delimiter
}
return pairs
}
// UnmarshalJSON conforms type to the umarshaler interface
func (p *Pairs) UnmarshalJSON(d []byte) error {
var pairs string
err := json.Unmarshal(d, &pairs)
if err != nil {
return err
}
// If no pairs enabled in config just continue
if pairs == "" {
return nil
}
*p, err = NewPairsFromString(pairs, ",")
return err
}
// MarshalJSON conforms type to the marshaler interface
func (p Pairs) MarshalJSON() ([]byte, error) {
return json.Marshal(p.Join())
}
// Upper updates and returns the entire slice of pairs to upper casing
// NOTE: Do not duplicate slice reference as this can cause race issues.
func (p Pairs) Upper() Pairs {
newSlice := make(Pairs, len(p))
for i := range p {
newSlice[i] = p[i].Upper()
}
return newSlice
}
// Lower updates and returns the entire slice of pairs to upper casing
// NOTE: Do not duplicate slice reference as this can cause race issues.
func (p Pairs) Lower() Pairs {
newSlice := make(Pairs, len(p))
for i := range p {
newSlice[i] = p[i].Lower()
}
return newSlice
}
// Contains checks to see if a specified pair exists inside a currency pair array
func (p Pairs) Contains(check Pair, exact bool) bool {
for i := range p {
if (exact && p[i].Equal(check)) ||
(!exact && p[i].EqualIncludeReciprocal(check)) {
return true
}
}
return false
}
// ContainsAll checks to see if all pairs supplied are contained within the original pairs list
func (p Pairs) ContainsAll(check Pairs, exact bool) error {
if len(check) == 0 {
return ErrCurrencyPairsEmpty
}
comparative := slices.Clone(p)
list:
for x := range check {
for y := range comparative {
if (exact && check[x].Equal(comparative[y])) ||
(!exact && check[x].EqualIncludeReciprocal(comparative[y])) {
// Reduce list size to decrease array traversal speed on iteration.
comparative[y] = comparative[len(comparative)-1]
comparative = comparative[:len(comparative)-1]
continue list
}
}
// Opted for in error original check for duplication.
if p.Contains(check[x], exact) {
return fmt.Errorf("%s %w", check[x], ErrPairDuplication)
}
return fmt.Errorf("%s %w", check[x], ErrPairNotContainedInAvailablePairs)
}
return nil
}
// ContainsCurrency checks to see if a specified currency code exists inside a
// currency pair array
func (p Pairs) ContainsCurrency(check Code) bool {
for i := range p {
if p[i].Contains(check) {
return true
}
}
return false
}
// RemovePairsByFilter checks to see if a pair contains a specific currency
// and removes it from the list of pairs
func (p Pairs) RemovePairsByFilter(filter Code) Pairs {
pairs := make(Pairs, 0, len(p))
for i := range p {
if p[i].Contains(filter) {
continue
}
pairs = append(pairs, p[i])
}
return pairs
}
// GetPairsByFilter returns all pairs that have at least one match base or quote
// to the filter code.
func (p Pairs) GetPairsByFilter(filter Code) Pairs {
pairs := make(Pairs, 0, len(p))
for i := range p {
if !p[i].Contains(filter) {
continue
}
pairs = append(pairs, p[i])
}
return pairs
}
// GetPairsByCurrencies returns all pairs that have both matches to the
// currencies passed in. This allows for the construction of pairs by required
// currency codes.
func (p Pairs) GetPairsByCurrencies(currencies Currencies) Pairs {
pairs := make(Pairs, 0, len(p))
for i := range p {
if currencies.Contains(p[i].Base) && currencies.Contains(p[i].Quote) {
pairs = append(pairs, p[i])
}
}
return pairs
}
// Remove removes the specified pairs from the list of pairs if they exist
func (p Pairs) Remove(rem ...Pair) Pairs {
n := make(Pairs, 0, len(p))
for _, pN := range p {
if !slices.ContainsFunc(rem, func(pX Pair) bool { return pX.Equal(pN) }) {
n = append(n, pN)
}
}
return slices.Clip(n)
}
// Add adds pairs to the list of pairs ignoring duplicates
func (p Pairs) Add(pairs ...Pair) Pairs {
n := slices.Clone(p)
for _, a := range pairs {
if !n.Contains(a, true) {
n = append(n, a)
}
}
return n
}
// GetMatch returns either the pair that is equal including the reciprocal for
// when currencies are constructed from different exchange pairs e.g. Exchange
// one USDT-DAI to exchange two DAI-USDT enabled/available pairs.
func (p Pairs) GetMatch(pair Pair) (Pair, error) {
for x := range p {
if p[x].EqualIncludeReciprocal(pair) {
return p[x], nil
}
}
return EMPTYPAIR, ErrPairNotFound
}
type pairKey struct {
Base *Item
Quote *Item
}
// FindDifferences returns pairs which are new or have been removed
func (p Pairs) FindDifferences(incoming Pairs, pairFmt PairFormat) (PairDifference, error) {
newPairs := make(Pairs, 0, len(incoming))
check := make(map[pairKey]bool)
formatDiff := false
for x := range incoming {
if incoming[x].IsEmpty() {
return PairDifference{}, fmt.Errorf("contained in the incoming pairs a %w", ErrCurrencyPairEmpty)
}
if !formatDiff {
formatDiff = incoming[x].hasFormatDifference(pairFmt)
}
k := pairKey{Base: incoming[x].Base.Item, Quote: incoming[x].Quote.Item}
if check[k] {
return PairDifference{}, fmt.Errorf("contained in the incoming pairs %w", ErrPairDuplication)
}
check[k] = true
if !p.Contains(incoming[x], true) {
newPairs = append(newPairs, incoming[x])
}
}
removedPairs := make(Pairs, 0, len(p))
clear(check)
for x := range p {
if p[x].IsEmpty() {
return PairDifference{}, fmt.Errorf("contained in the existing pairs a %w", ErrCurrencyPairEmpty)
}
if !formatDiff {
formatDiff = p[x].hasFormatDifference(pairFmt)
}
k := pairKey{Base: p[x].Base.Item, Quote: p[x].Quote.Item}
if !incoming.Contains(p[x], true) || check[k] {
removedPairs = append(removedPairs, p[x])
}
check[k] = true
}
return PairDifference{New: newPairs, Remove: removedPairs, FormatDifference: formatDiff}, nil
}
// HasFormatDifference checks and validates full formatting across a pairs list
func (p Pairs) HasFormatDifference(pairFmt PairFormat) bool {
return slices.ContainsFunc(p, func(pair Pair) bool { return pair.hasFormatDifference(pairFmt) })
}
// GetRandomPair returns a random pair from a list of pairs
func (p Pairs) GetRandomPair() (Pair, error) {
if len(p) == 0 {
return EMPTYPAIR, ErrCurrencyPairsEmpty
}
return p[rand.Intn(len(p))], nil //nolint:gosec // basic number generation required, no need for crypo/rand
}
// DeriveFrom matches symbol string to the available pairs list when no
// 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) {
if len(p) == 0 {
return EMPTYPAIR, ErrCurrencyPairsEmpty
}
if symbol == "" {
return EMPTYPAIR, errSymbolEmpty
}
symbol = strings.ToLower(symbol)
pairs:
for x := range p {
if p[x].Len() != len(symbol) {
continue
}
base := p[x].Base.Lower().String()
baseLength := len(base)
for y := range baseLength {
if base[y] != symbol[y] {
continue pairs
}
}
quote := p[x].Quote.Lower().String()
for y := range quote {
if quote[y] != symbol[baseLength+y] {
continue pairs
}
}
return p[x], nil
}
return EMPTYPAIR, fmt.Errorf("%w for symbol string %s", ErrPairNotFound, symbol)
}
// GetCrypto returns all the cryptos contained in the list.
func (p Pairs) GetCrypto() Currencies {
m := make(map[*Item]bool)
for x := range p {
if p[x].Base.IsCryptocurrency() {
m[p[x].Base.Item] = p[x].Base.upperCase
}
if p[x].Quote.IsCryptocurrency() {
m[p[x].Quote.Item] = p[x].Quote.upperCase
}
}
return currencyConstructor(m)
}
// GetFiat returns all the cryptos contained in the list.
func (p Pairs) GetFiat() Currencies {
m := make(map[*Item]bool)
for x := range p {
if p[x].Base.IsFiatCurrency() {
m[p[x].Base.Item] = p[x].Base.upperCase
}
if p[x].Quote.IsFiatCurrency() {
m[p[x].Quote.Item] = p[x].Quote.upperCase
}
}
return currencyConstructor(m)
}
// GetCurrencies returns the full currency code list contained derived from the
// pairs list.
func (p Pairs) GetCurrencies() Currencies {
m := make(map[*Item]bool)
for x := range p {
m[p[x].Base.Item] = p[x].Base.upperCase
m[p[x].Quote.Item] = p[x].Quote.upperCase
}
return currencyConstructor(m)
}
// GetStables returns the stable currency code list derived from the pairs list.
func (p Pairs) GetStables() Currencies {
m := make(map[*Item]bool)
for x := range p {
if p[x].Base.IsStableCurrency() {
m[p[x].Base.Item] = p[x].Base.upperCase
}
if p[x].Quote.IsStableCurrency() {
m[p[x].Quote.Item] = p[x].Quote.upperCase
}
}
return currencyConstructor(m)
}
// currencyConstructor takes in an item map and returns the currencies with
// the same formatting.
func currencyConstructor(m map[*Item]bool) Currencies {
cryptos := make([]Code, len(m))
var target int
for code, upper := range m {
cryptos[target].Item = code
cryptos[target].upperCase = upper
target++
}
return cryptos
}
// GetStablesMatch returns all stable pairs matched with code
func (p Pairs) GetStablesMatch(code Code) Pairs {
stablePairs := make([]Pair, 0, len(p))
for x := range p {
if p[x].Base.IsStableCurrency() && p[x].Quote.Equal(code) ||
p[x].Quote.IsStableCurrency() && p[x].Base.Equal(code) {
stablePairs = append(stablePairs, p[x])
}
}
return stablePairs
}
// ValidateAndConform checks for duplications and empty pairs then conforms the
// entire pairs list to the supplied formatting (unless bypassed).
// Map[string]bool type is used to make sure delimiters are not included so
// different formatting entry duplications can be found e.g. `LINKUSDTM21`,
// `LIN-KUSDTM21` or `LINK-USDTM21 are all the same instances but with different
// unintentional processes for formatting.
func (p Pairs) ValidateAndConform(pFmt PairFormat, bypassFormatting bool) (Pairs, error) {
processedPairs := make(map[string]bool, len(p))
formatted := make(Pairs, len(p))
var target int
for x := range p {
if p[x].IsEmpty() {
return nil, fmt.Errorf("cannot update pairs %w", ErrCurrencyPairEmpty)
}
strippedPair := EMPTYFORMAT.Format(p[x])
if processedPairs[strippedPair] {
return nil, fmt.Errorf("cannot update pairs %w with [%s]", ErrPairDuplication, p[x])
}
// Force application of supplied formatting
processedPairs[strippedPair] = true
if !bypassFormatting {
formatted[target] = p[x].Format(pFmt)
} else {
formatted[target] = p[x]
}
target++
}
return formatted, nil
}
// GetFormatting returns the formatting of a set of pairs
func (p Pairs) GetFormatting() (PairFormat, error) {
if len(p) == 0 {
return PairFormat{}, ErrCurrencyPairsEmpty
}
pFmt, err := p[0].GetFormatting()
if err != nil {
return PairFormat{}, err
}
if p.HasFormatDifference(pFmt) {
return PairFormat{}, errPairFormattingInconsistent
}
return pFmt, nil
}
// GetPairsByQuote returns all pairs that have a matching quote currency
func (p Pairs) GetPairsByQuote(quoteTerm Code) (Pairs, error) {
if len(p) == 0 {
return nil, ErrCurrencyPairsEmpty
}
if quoteTerm.IsEmpty() {
return nil, ErrCurrencyCodeEmpty
}
pairs := make(Pairs, 0, len(p))
for i := range p {
if p[i].Quote.Equal(quoteTerm) {
pairs = append(pairs, p[i])
}
}
return pairs, nil
}
// GetPairsByBase returns all pairs that have a matching base currency
func (p Pairs) GetPairsByBase(baseTerm Code) (Pairs, error) {
if len(p) == 0 {
return nil, ErrCurrencyPairsEmpty
}
if baseTerm.IsEmpty() {
return nil, ErrCurrencyCodeEmpty
}
pairs := make(Pairs, 0, len(p))
for i := range p {
if p[i].Base.Equal(baseTerm) {
pairs = append(pairs, p[i])
}
}
return pairs, nil
}
// equalKey is a small key for testing pair equality without delimiter
type equalKey struct {
Base *Item
Quote *Item
}
// Equal checks to see if two lists of pairs contain only the same pairs, ignoring delimiter and case
// Does not check for inverted/reciprocal pairs
func (p Pairs) Equal(b Pairs) bool {
if len(p) != len(b) {
return false
}
if len(p) == 0 {
return true
}
m := map[equalKey]struct{}{}
for i := range p {
m[equalKey{Base: p[i].Base.Item, Quote: p[i].Quote.Item}] = struct{}{}
}
for i := range b {
if _, ok := m[equalKey{Base: b[i].Base.Item, Quote: b[i].Quote.Item}]; !ok {
return false
}
}
return true
}