Files
gocryptotrader/helpers.go
Ryan O'Hara-Reid 0990f9d118 Currency package update (#247)
* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
2019-03-19 11:49:05 +11:00

423 lines
11 KiB
Go

package main
import (
"errors"
"fmt"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/stats"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
"github.com/thrasher-/gocryptotrader/portfolio"
)
// GetAllAvailablePairs returns a list of all available pairs on either enabled
// or disabled exchanges
func GetAllAvailablePairs(enabledExchangesOnly bool) currency.Pairs {
var pairList currency.Pairs
for x := range bot.config.Exchanges {
if enabledExchangesOnly && !bot.config.Exchanges[x].Enabled {
continue
}
exchName := bot.config.Exchanges[x].Name
pairs, err := bot.config.GetAvailablePairs(exchName)
if err != nil {
continue
}
for y := range pairs {
if pairList.Contains(pairs[y], false) {
continue
}
pairList = append(pairList, pairs[y])
}
}
return pairList
}
// GetSpecificAvailablePairs returns a list of supported pairs based on specific
// parameters
func GetSpecificAvailablePairs(enabledExchangesOnly, fiatPairs, includeUSDT, cryptoPairs bool) currency.Pairs {
var pairList currency.Pairs
supportedPairs := GetAllAvailablePairs(enabledExchangesOnly)
for x := range supportedPairs {
if fiatPairs {
if supportedPairs[x].IsCryptoFiatPair() &&
!supportedPairs[x].ContainsCurrency(currency.USDT) ||
(includeUSDT &&
supportedPairs[x].ContainsCurrency(currency.USDT) &&
supportedPairs[x].IsCryptoPair()) {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
}
}
if cryptoPairs {
if supportedPairs[x].IsCryptoPair() {
if pairList.Contains(supportedPairs[x], false) {
continue
}
pairList = append(pairList, supportedPairs[x])
}
}
}
return pairList
}
// IsRelatablePairs checks to see if the two pairs are relatable
func IsRelatablePairs(p1, p2 currency.Pair, includeUSDT bool) bool {
if p1.EqualIncludeReciprocal(p2) {
return true
}
var relatablePairs = GetRelatableCurrencies(p1, true, includeUSDT)
if p1.IsCryptoFiatPair() {
for x := range relatablePairs {
relatablePairs = append(relatablePairs,
GetRelatableFiatCurrencies(relatablePairs[x])...)
}
}
return relatablePairs.Contains(p2, false)
}
// MapCurrenciesByExchange returns a list of currency pairs mapped to an
// exchange
func MapCurrenciesByExchange(p []currency.Pair, enabledExchangesOnly bool) map[string]currency.Pairs {
currencyExchange := make(map[string]currency.Pairs)
for x := range p {
for y := range bot.config.Exchanges {
if enabledExchangesOnly && !bot.config.Exchanges[y].Enabled {
continue
}
exchName := bot.config.Exchanges[y].Name
success, err := bot.config.SupportsPair(exchName, p[x])
if err != nil || !success {
continue
}
result, ok := currencyExchange[exchName]
if !ok {
var pairs []currency.Pair
pairs = append(pairs, p[x])
currencyExchange[exchName] = pairs
} else {
if result.Contains(p[x], false) {
continue
}
result = append(result, p[x])
currencyExchange[exchName] = result
}
}
}
return currencyExchange
}
// GetExchangeNamesByCurrency returns a list of exchanges supporting
// a currency pair based on whether the exchange is enabled or not
func GetExchangeNamesByCurrency(p currency.Pair, enabled bool) []string {
var exchanges []string
for x := range bot.config.Exchanges {
if enabled != bot.config.Exchanges[x].Enabled {
continue
}
exchName := bot.config.Exchanges[x].Name
success, err := bot.config.SupportsPair(exchName, p)
if err != nil {
continue
}
if success {
exchanges = append(exchanges, exchName)
}
}
return exchanges
}
// GetRelatableCryptocurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHBTC -> ETHLTC -> ETHUSDT -> ETHREP)
func GetRelatableCryptocurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
cryptocurrencies := currency.GetCryptocurrencies()
for x := range cryptocurrencies {
newPair := currency.NewPair(p.Base, cryptocurrencies[x])
if newPair.IsInvalid() {
continue
}
if newPair.Base.Upper() == p.Base.Upper() &&
newPair.Quote.Upper() == p.Quote.Upper() {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
}
return pairs
}
// GetRelatableFiatCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g ETHUSD -> ETHAUD -> ETHGBP -> ETHJPY)
func GetRelatableFiatCurrencies(p currency.Pair) currency.Pairs {
var pairs currency.Pairs
fiatCurrencies := currency.GetFiatCurrencies()
for x := range fiatCurrencies {
newPair := currency.NewPair(p.Base, fiatCurrencies[x])
if newPair.Base.Upper() == newPair.Quote.Upper() {
continue
}
if newPair.Base.Upper() == p.Base.Upper() &&
newPair.Quote.Upper() == p.Quote.Upper() {
continue
}
if pairs.Contains(newPair, false) {
continue
}
pairs = append(pairs, newPair)
}
return pairs
}
// GetRelatableCurrencies returns a list of currency pairs if it can find
// any relatable currencies (e.g BTCUSD -> BTC USDT -> XBT USDT -> XBT USD)
// incOrig includes the supplied pair if desired
func GetRelatableCurrencies(p currency.Pair, incOrig, incUSDT bool) currency.Pairs {
var pairs currency.Pairs
addPair := func(p currency.Pair) {
if pairs.Contains(p, true) {
return
}
pairs = append(pairs, p)
}
buildPairs := func(p currency.Pair, incOrig bool) {
if incOrig {
addPair(p)
}
first, ok := currency.GetTranslation(p.Base)
if ok {
addPair(currency.NewPair(first, p.Quote))
var second currency.Code
second, ok = currency.GetTranslation(p.Quote)
if ok {
addPair(currency.NewPair(first, second))
}
}
second, ok := currency.GetTranslation(p.Quote)
if ok {
addPair(currency.NewPair(p.Base, second))
}
}
buildPairs(p, incOrig)
buildPairs(p.Swap(), incOrig)
if !incUSDT {
pairs = pairs.RemovePairsByFilter(currency.USDT)
}
return pairs
}
// GetSpecificOrderbook returns a specific orderbook given the currency,
// exchangeName and assetType
func GetSpecificOrderbook(currencyPair, exchangeName, assetType string) (orderbook.Base, error) {
var specificOrderbook orderbook.Base
var err error
for x := range bot.exchanges {
if bot.exchanges[x] != nil {
if bot.exchanges[x].GetName() == exchangeName {
specificOrderbook, err = bot.exchanges[x].GetOrderbookEx(
currency.NewPairFromString(currencyPair),
assetType,
)
break
}
}
}
return specificOrderbook, err
}
// GetSpecificTicker returns a specific ticker given the currency,
// exchangeName and assetType
func GetSpecificTicker(currencyPair, exchangeName, assetType string) (ticker.Price, error) {
var specificTicker ticker.Price
var err error
for x := range bot.exchanges {
if bot.exchanges[x] != nil {
if bot.exchanges[x].GetName() == exchangeName {
specificTicker, err = bot.exchanges[x].GetTickerPrice(
currency.NewPairFromString(currencyPair),
assetType,
)
break
}
}
}
return specificTicker, err
}
// GetCollatedExchangeAccountInfoByCoin collates individual exchange account
// information and turns into into a map string of
// exchange.AccountCurrencyInfo
func GetCollatedExchangeAccountInfoByCoin(exchAccounts []exchange.AccountInfo) map[currency.Code]exchange.AccountCurrencyInfo {
result := make(map[currency.Code]exchange.AccountCurrencyInfo)
for _, accounts := range exchAccounts {
for _, account := range accounts.Accounts {
for _, accountCurrencyInfo := range account.Currencies {
currencyName := accountCurrencyInfo.CurrencyName
avail := accountCurrencyInfo.TotalValue
onHold := accountCurrencyInfo.Hold
info, ok := result[currencyName]
if !ok {
accountInfo := exchange.AccountCurrencyInfo{CurrencyName: currencyName, Hold: onHold, TotalValue: avail}
result[currencyName] = accountInfo
} else {
info.Hold += onHold
info.TotalValue += avail
result[currencyName] = info
}
}
}
}
return result
}
// GetAccountCurrencyInfoByExchangeName returns info for an exchange
func GetAccountCurrencyInfoByExchangeName(accounts []exchange.AccountInfo, exchangeName string) (exchange.AccountInfo, error) {
for i := 0; i < len(accounts); i++ {
if accounts[i].Exchange == exchangeName {
return accounts[i], nil
}
}
return exchange.AccountInfo{}, errors.New(exchange.ErrExchangeNotFound)
}
// GetExchangeHighestPriceByCurrencyPair returns the exchange with the highest
// price for a given currency pair and asset type
func GetExchangeHighestPriceByCurrencyPair(p currency.Pair, assetType string) (string, error) {
result := stats.SortExchangesByPrice(p, assetType, true)
if len(result) == 0 {
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
}
return result[0].Exchange, nil
}
// GetExchangeLowestPriceByCurrencyPair returns the exchange with the lowest
// price for a given currency pair and asset type
func GetExchangeLowestPriceByCurrencyPair(p currency.Pair, assetType string) (string, error) {
result := stats.SortExchangesByPrice(p, assetType, false)
if len(result) == 0 {
return "", fmt.Errorf("no stats for supplied currency pair and asset type")
}
return result[0].Exchange, nil
}
// SeedExchangeAccountInfo seeds account info
func SeedExchangeAccountInfo(data []exchange.AccountInfo) {
if len(data) == 0 {
return
}
port := portfolio.GetPortfolio()
for _, exchangeData := range data {
exchangeName := exchangeData.Exchange
var currencies []exchange.AccountCurrencyInfo
for _, account := range exchangeData.Accounts {
for _, info := range account.Currencies {
var update bool
for i := range currencies {
if info.CurrencyName == currencies[i].CurrencyName {
currencies[i].Hold += info.Hold
currencies[i].TotalValue += info.TotalValue
update = true
}
}
if update {
continue
}
currencies = append(currencies, exchange.AccountCurrencyInfo{
CurrencyName: info.CurrencyName,
TotalValue: info.TotalValue,
Hold: info.Hold,
})
}
}
for _, total := range currencies {
currencyName := total.CurrencyName
total := total.TotalValue
if !port.ExchangeAddressExists(exchangeName, currencyName) {
if total <= 0 {
continue
}
log.Debugf("Portfolio: Adding new exchange address: %s, %s, %f, %s\n",
exchangeName,
currencyName,
total,
portfolio.PortfolioAddressExchange)
port.Addresses = append(
port.Addresses,
portfolio.Address{Address: exchangeName,
CoinType: currencyName,
Balance: total,
Description: portfolio.PortfolioAddressExchange})
} else {
if total <= 0 {
log.Debugf("Portfolio: Removing %s %s entry.\n",
exchangeName,
currencyName)
port.RemoveExchangeAddress(exchangeName, currencyName)
} else {
balance, ok := port.GetAddressBalance(exchangeName,
portfolio.PortfolioAddressExchange,
currencyName)
if !ok {
continue
}
if balance != total {
log.Debugf("Portfolio: Updating %s %s entry with balance %f.\n",
exchangeName,
currencyName,
total)
port.UpdateExchangeAddressBalance(exchangeName,
currencyName,
total)
}
}
}
}
}
}