mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* 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>
515 lines
14 KiB
Go
515 lines
14 KiB
Go
package currency
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import (
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"errors"
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"fmt"
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"math/rand"
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"slices"
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"strings"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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)
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// Public Errors
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var (
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ErrPairDuplication = errors.New("currency pair duplication")
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)
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var (
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errSymbolEmpty = errors.New("symbol is empty")
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errNoDelimiter = errors.New("no delimiter was supplied")
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errPairFormattingInconsistent = errors.New("pair formatting is inconsistent")
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)
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// NewPairsFromStrings takes in currency pair strings and returns a currency
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// pair list
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func NewPairsFromStrings(pairs []string) (Pairs, error) {
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allThePairs := make(Pairs, len(pairs))
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var err error
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for i := range pairs {
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allThePairs[i], err = NewPairFromString(pairs[i])
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if err != nil {
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return nil, err
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}
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}
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return allThePairs, nil
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}
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// NewPairsFromString takes in a delimiter string and returns a Pairs
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// type
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func NewPairsFromString(pairs, delimiter string) (Pairs, error) {
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if delimiter == "" {
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return nil, errNoDelimiter
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}
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return NewPairsFromStrings(strings.Split(pairs, delimiter))
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}
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// Strings returns a slice of strings referring to each currency pair
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func (p Pairs) Strings() []string {
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list := make([]string, len(p))
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for i := range p {
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list[i] = p[i].String()
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}
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return list
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}
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// Join returns a comma separated list of currency pairs
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func (p Pairs) Join() string {
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return strings.Join(p.Strings(), ",")
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}
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// Format formats the pair list to the exchange format configuration
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func (p Pairs) Format(pairFmt PairFormat) Pairs {
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pairs := slices.Clone(p)
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for x := range pairs {
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pairs[x].Base.upperCase = pairFmt.Uppercase
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pairs[x].Quote.upperCase = pairFmt.Uppercase
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pairs[x].Delimiter = pairFmt.Delimiter
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}
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return pairs
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}
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// UnmarshalJSON conforms type to the umarshaler interface
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func (p *Pairs) UnmarshalJSON(d []byte) error {
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var pairs string
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err := json.Unmarshal(d, &pairs)
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if err != nil {
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return err
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}
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// If no pairs enabled in config just continue
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if pairs == "" {
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return nil
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}
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*p, err = NewPairsFromString(pairs, ",")
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return err
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}
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// MarshalJSON conforms type to the marshaler interface
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func (p Pairs) MarshalJSON() ([]byte, error) {
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return json.Marshal(p.Join())
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}
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// Upper updates and returns the entire slice of pairs to upper casing
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// NOTE: Do not duplicate slice reference as this can cause race issues.
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func (p Pairs) Upper() Pairs {
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newSlice := make(Pairs, len(p))
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for i := range p {
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newSlice[i] = p[i].Upper()
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}
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return newSlice
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}
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// Lower updates and returns the entire slice of pairs to upper casing
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// NOTE: Do not duplicate slice reference as this can cause race issues.
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func (p Pairs) Lower() Pairs {
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newSlice := make(Pairs, len(p))
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for i := range p {
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newSlice[i] = p[i].Lower()
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}
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return newSlice
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}
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// Contains checks to see if a specified pair exists inside a currency pair array
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func (p Pairs) Contains(check Pair, exact bool) bool {
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for i := range p {
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if (exact && p[i].Equal(check)) ||
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(!exact && p[i].EqualIncludeReciprocal(check)) {
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return true
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}
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}
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return false
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}
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// ContainsAll checks to see if all pairs supplied are contained within the original pairs list
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func (p Pairs) ContainsAll(check Pairs, exact bool) error {
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if len(check) == 0 {
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return ErrCurrencyPairsEmpty
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}
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comparative := slices.Clone(p)
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list:
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for x := range check {
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for y := range comparative {
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if (exact && check[x].Equal(comparative[y])) ||
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(!exact && check[x].EqualIncludeReciprocal(comparative[y])) {
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// Reduce list size to decrease array traversal speed on iteration.
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comparative[y] = comparative[len(comparative)-1]
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comparative = comparative[:len(comparative)-1]
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continue list
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}
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}
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// Opted for in error original check for duplication.
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if p.Contains(check[x], exact) {
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return fmt.Errorf("%s %w", check[x], ErrPairDuplication)
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}
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return fmt.Errorf("%s %w", check[x], ErrPairNotContainedInAvailablePairs)
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}
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return nil
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}
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// ContainsCurrency checks to see if a specified currency code exists inside a
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// currency pair array
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func (p Pairs) ContainsCurrency(check Code) bool {
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for i := range p {
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if p[i].Contains(check) {
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return true
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}
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}
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return false
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}
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// RemovePairsByFilter checks to see if a pair contains a specific currency
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// and removes it from the list of pairs
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func (p Pairs) RemovePairsByFilter(filter Code) Pairs {
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pairs := make(Pairs, 0, len(p))
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for i := range p {
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if p[i].Contains(filter) {
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continue
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}
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pairs = append(pairs, p[i])
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}
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return pairs
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}
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// GetPairsByFilter returns all pairs that have at least one match base or quote
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// to the filter code.
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func (p Pairs) GetPairsByFilter(filter Code) Pairs {
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pairs := make(Pairs, 0, len(p))
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for i := range p {
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if !p[i].Contains(filter) {
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continue
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}
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pairs = append(pairs, p[i])
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}
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return pairs
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}
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// GetPairsByCurrencies returns all pairs that have both matches to the
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// currencies passed in. This allows for the construction of pairs by required
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// currency codes.
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func (p Pairs) GetPairsByCurrencies(currencies Currencies) Pairs {
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pairs := make(Pairs, 0, len(p))
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for i := range p {
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if currencies.Contains(p[i].Base) && currencies.Contains(p[i].Quote) {
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pairs = append(pairs, p[i])
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}
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}
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return pairs
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}
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// Remove removes the specified pairs from the list of pairs if they exist
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func (p Pairs) Remove(rem ...Pair) Pairs {
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n := make(Pairs, 0, len(p))
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for _, pN := range p {
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if !slices.ContainsFunc(rem, func(pX Pair) bool { return pX.Equal(pN) }) {
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n = append(n, pN)
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}
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}
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return slices.Clip(n)
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}
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// Add adds pairs to the list of pairs ignoring duplicates
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func (p Pairs) Add(pairs ...Pair) Pairs {
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n := slices.Clone(p)
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for _, a := range pairs {
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if !n.Contains(a, true) {
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n = append(n, a)
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}
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}
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return n
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}
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// GetMatch returns either the pair that is equal including the reciprocal for
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// when currencies are constructed from different exchange pairs e.g. Exchange
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// one USDT-DAI to exchange two DAI-USDT enabled/available pairs.
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func (p Pairs) GetMatch(pair Pair) (Pair, error) {
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for x := range p {
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if p[x].EqualIncludeReciprocal(pair) {
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return p[x], nil
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}
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}
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return EMPTYPAIR, ErrPairNotFound
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}
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type pairKey struct {
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Base *Item
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Quote *Item
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}
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// FindDifferences returns pairs which are new or have been removed
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func (p Pairs) FindDifferences(incoming Pairs, pairFmt PairFormat) (PairDifference, error) {
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newPairs := make(Pairs, 0, len(incoming))
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check := make(map[pairKey]bool)
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formatDiff := false
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for x := range incoming {
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if incoming[x].IsEmpty() {
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return PairDifference{}, fmt.Errorf("contained in the incoming pairs a %w", ErrCurrencyPairEmpty)
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}
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if !formatDiff {
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formatDiff = incoming[x].hasFormatDifference(pairFmt)
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}
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k := pairKey{Base: incoming[x].Base.Item, Quote: incoming[x].Quote.Item}
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if check[k] {
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return PairDifference{}, fmt.Errorf("contained in the incoming pairs %w", ErrPairDuplication)
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}
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check[k] = true
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if !p.Contains(incoming[x], true) {
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newPairs = append(newPairs, incoming[x])
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}
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}
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removedPairs := make(Pairs, 0, len(p))
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clear(check)
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for x := range p {
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if p[x].IsEmpty() {
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return PairDifference{}, fmt.Errorf("contained in the existing pairs a %w", ErrCurrencyPairEmpty)
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}
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if !formatDiff {
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formatDiff = p[x].hasFormatDifference(pairFmt)
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}
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k := pairKey{Base: p[x].Base.Item, Quote: p[x].Quote.Item}
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if !incoming.Contains(p[x], true) || check[k] {
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removedPairs = append(removedPairs, p[x])
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}
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check[k] = true
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}
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return PairDifference{New: newPairs, Remove: removedPairs, FormatDifference: formatDiff}, nil
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}
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// HasFormatDifference checks and validates full formatting across a pairs list
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func (p Pairs) HasFormatDifference(pairFmt PairFormat) bool {
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return slices.ContainsFunc(p, func(pair Pair) bool { return pair.hasFormatDifference(pairFmt) })
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}
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// GetRandomPair returns a random pair from a list of pairs
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func (p Pairs) GetRandomPair() (Pair, error) {
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if len(p) == 0 {
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return EMPTYPAIR, ErrCurrencyPairsEmpty
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}
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return p[rand.Intn(len(p))], nil //nolint:gosec // basic number generation required, no need for crypo/rand
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}
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// DeriveFrom matches symbol string to the available pairs list when no
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// delimiter is supplied. WARNING: This is not optimised and should only be used
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// for one off processes.
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func (p Pairs) DeriveFrom(symbol string) (Pair, error) {
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if len(p) == 0 {
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return EMPTYPAIR, ErrCurrencyPairsEmpty
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}
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if symbol == "" {
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return EMPTYPAIR, errSymbolEmpty
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}
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symbol = strings.ToLower(symbol)
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pairs:
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for x := range p {
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if p[x].Len() != len(symbol) {
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continue
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}
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base := p[x].Base.Lower().String()
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baseLength := len(base)
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for y := range baseLength {
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if base[y] != symbol[y] {
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continue pairs
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}
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}
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quote := p[x].Quote.Lower().String()
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for y := range quote {
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if quote[y] != symbol[baseLength+y] {
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continue pairs
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}
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}
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return p[x], nil
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}
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return EMPTYPAIR, fmt.Errorf("%w for symbol string %s", ErrPairNotFound, symbol)
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}
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// GetCrypto returns all the cryptos contained in the list.
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func (p Pairs) GetCrypto() Currencies {
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m := make(map[*Item]bool)
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for x := range p {
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if p[x].Base.IsCryptocurrency() {
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m[p[x].Base.Item] = p[x].Base.upperCase
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}
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if p[x].Quote.IsCryptocurrency() {
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m[p[x].Quote.Item] = p[x].Quote.upperCase
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}
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}
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return currencyConstructor(m)
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}
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// GetFiat returns all the cryptos contained in the list.
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func (p Pairs) GetFiat() Currencies {
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m := make(map[*Item]bool)
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for x := range p {
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if p[x].Base.IsFiatCurrency() {
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m[p[x].Base.Item] = p[x].Base.upperCase
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}
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if p[x].Quote.IsFiatCurrency() {
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m[p[x].Quote.Item] = p[x].Quote.upperCase
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}
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}
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return currencyConstructor(m)
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}
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// GetCurrencies returns the full currency code list contained derived from the
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// pairs list.
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func (p Pairs) GetCurrencies() Currencies {
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m := make(map[*Item]bool)
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for x := range p {
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m[p[x].Base.Item] = p[x].Base.upperCase
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m[p[x].Quote.Item] = p[x].Quote.upperCase
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}
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return currencyConstructor(m)
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}
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// GetStables returns the stable currency code list derived from the pairs list.
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func (p Pairs) GetStables() Currencies {
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m := make(map[*Item]bool)
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for x := range p {
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if p[x].Base.IsStableCurrency() {
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m[p[x].Base.Item] = p[x].Base.upperCase
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}
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if p[x].Quote.IsStableCurrency() {
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m[p[x].Quote.Item] = p[x].Quote.upperCase
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}
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}
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return currencyConstructor(m)
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}
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// currencyConstructor takes in an item map and returns the currencies with
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// the same formatting.
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func currencyConstructor(m map[*Item]bool) Currencies {
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cryptos := make([]Code, len(m))
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var target int
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for code, upper := range m {
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cryptos[target].Item = code
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cryptos[target].upperCase = upper
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target++
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}
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return cryptos
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}
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// GetStablesMatch returns all stable pairs matched with code
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func (p Pairs) GetStablesMatch(code Code) Pairs {
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stablePairs := make([]Pair, 0, len(p))
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for x := range p {
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if p[x].Base.IsStableCurrency() && p[x].Quote.Equal(code) ||
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p[x].Quote.IsStableCurrency() && p[x].Base.Equal(code) {
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stablePairs = append(stablePairs, p[x])
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}
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}
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return stablePairs
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}
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// ValidateAndConform checks for duplications and empty pairs then conforms the
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// entire pairs list to the supplied formatting (unless bypassed).
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// Map[string]bool type is used to make sure delimiters are not included so
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// different formatting entry duplications can be found e.g. `LINKUSDTM21`,
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// `LIN-KUSDTM21` or `LINK-USDTM21 are all the same instances but with different
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// unintentional processes for formatting.
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func (p Pairs) ValidateAndConform(pFmt PairFormat, bypassFormatting bool) (Pairs, error) {
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processedPairs := make(map[string]bool, len(p))
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formatted := make(Pairs, len(p))
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var target int
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for x := range p {
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if p[x].IsEmpty() {
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return nil, fmt.Errorf("cannot update pairs %w", ErrCurrencyPairEmpty)
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}
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strippedPair := EMPTYFORMAT.Format(p[x])
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if processedPairs[strippedPair] {
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return nil, fmt.Errorf("cannot update pairs %w with [%s]", ErrPairDuplication, p[x])
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}
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// Force application of supplied formatting
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processedPairs[strippedPair] = true
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if !bypassFormatting {
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formatted[target] = p[x].Format(pFmt)
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} else {
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formatted[target] = p[x]
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}
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target++
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}
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return formatted, nil
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}
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// GetFormatting returns the formatting of a set of pairs
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func (p Pairs) GetFormatting() (PairFormat, error) {
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if len(p) == 0 {
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return PairFormat{}, ErrCurrencyPairsEmpty
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}
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pFmt, err := p[0].GetFormatting()
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if err != nil {
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return PairFormat{}, err
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}
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if p.HasFormatDifference(pFmt) {
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return PairFormat{}, errPairFormattingInconsistent
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}
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return pFmt, nil
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}
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// GetPairsByQuote returns all pairs that have a matching quote currency
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func (p Pairs) GetPairsByQuote(quoteTerm Code) (Pairs, error) {
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if len(p) == 0 {
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return nil, ErrCurrencyPairsEmpty
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}
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if quoteTerm.IsEmpty() {
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return nil, ErrCurrencyCodeEmpty
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}
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pairs := make(Pairs, 0, len(p))
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for i := range p {
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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
|
|
}
|