mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* 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>
545 lines
13 KiB
Go
545 lines
13 KiB
Go
package currency
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import (
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"errors"
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"fmt"
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"slices"
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"strings"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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)
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// Public errors
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var (
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ErrAssetNotFound = errors.New("asset type not found in pair store")
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ErrPairAlreadyEnabled = errors.New("pair already enabled")
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ErrPairFormatIsNil = errors.New("pair format is nil")
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ErrPairManagerNotInitialised = errors.New("pair manager not initialised")
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ErrPairNotContainedInAvailablePairs = errors.New("pair not contained in available pairs")
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ErrPairNotEnabled = errors.New("pair not enabled")
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ErrPairNotFound = errors.New("pair not found")
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ErrSymbolStringEmpty = errors.New("symbol string is empty")
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)
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var (
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errPairStoreIsNil = errors.New("pair store is nil")
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errPairMatcherIsNil = errors.New("pair matcher is nil")
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errPairConfigFormatNil = errors.New("pair config format is nil")
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)
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// GetAssetTypes returns a list of stored asset types
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func (p *PairsManager) GetAssetTypes(enabled bool) asset.Items {
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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assetTypes := make(asset.Items, 0, len(p.Pairs))
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for k, ps := range p.Pairs {
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if enabled && !ps.AssetEnabled {
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continue
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}
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assetTypes = append(assetTypes, k)
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}
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return assetTypes
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}
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// Get gets the currency pair config based on the asset type
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func (p *PairsManager) Get(a asset.Item) (*PairStore, error) {
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if !a.IsValid() {
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return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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c, ok := p.Pairs[a]
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if !ok {
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return nil, fmt.Errorf("cannot get pair store, %v %w", a, asset.ErrNotSupported)
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}
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return c.clone(), nil
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}
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// Match returns a currency pair based on the supplied symbol and asset type
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func (p *PairsManager) Match(symbol string, a asset.Item) (Pair, error) {
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if symbol == "" {
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return EMPTYPAIR, ErrSymbolStringEmpty
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}
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symbol = strings.ToLower(symbol)
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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if p.matcher == nil {
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return EMPTYPAIR, errPairMatcherIsNil
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}
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pair, ok := p.matcher[key{symbol, a}]
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if !ok {
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return EMPTYPAIR, fmt.Errorf("%w for %v %v", ErrPairNotFound, symbol, a)
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}
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return *pair, nil
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}
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// Store stores a new currency pair config based on its asset type
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func (p *PairsManager) Store(a asset.Item, ps *PairStore) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if ps == nil {
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return errPairStoreIsNil
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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if p.Pairs == nil {
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p.Pairs = FullStore{}
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}
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p.Pairs[a] = ps.clone()
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p.reindex()
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return nil
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}
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// Delete deletes a map entry based on the supplied asset type
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func (p *PairsManager) Delete(a asset.Item) {
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p.mutex.Lock()
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vals, ok := p.Pairs[a]
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if !ok {
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p.mutex.Unlock()
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return
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}
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for x := range vals.Available {
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delete(p.matcher, key{Symbol: vals.Available[x].Base.Lower().String() + vals.Available[x].Quote.Lower().String(), Asset: a})
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}
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delete(p.Pairs, a)
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p.mutex.Unlock()
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}
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// GetPairs gets a list of stored pairs based on the asset type and whether
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// they're enabled or not
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func (p *PairsManager) GetPairs(a asset.Item, enabled bool) (Pairs, error) {
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if !a.IsValid() {
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return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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pairStore, ok := p.Pairs[a]
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if !ok {
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return nil, nil
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}
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if !enabled {
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return slices.Clone(pairStore.Available), nil
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}
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lenCheck := len(pairStore.Enabled)
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if lenCheck == 0 {
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return nil, nil
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}
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// NOTE: enabledPairs is declared before the next check for comparison
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// reasons within exchange update pairs functionality.
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enabledPairs := slices.Clone(pairStore.Enabled)
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err := pairStore.Available.ContainsAll(pairStore.Enabled, true)
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if err != nil {
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err = fmt.Errorf("%w of asset type %s", err, a)
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}
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return enabledPairs, err
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}
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// StoreFormat stores a new format for request or config format.
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func (p *PairsManager) StoreFormat(a asset.Item, pFmt *PairFormat, config bool) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if pFmt == nil {
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return ErrPairFormatIsNil
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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if p.Pairs == nil {
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p.Pairs = make(map[asset.Item]*PairStore)
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}
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pairStore, ok := p.Pairs[a]
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if !ok {
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pairStore = new(PairStore)
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p.Pairs[a] = pairStore
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}
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if config {
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pairStore.ConfigFormat = pFmt.clone()
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} else {
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pairStore.RequestFormat = pFmt.clone()
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}
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return nil
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}
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// GetFormat returns the pair format in a concurrent safe manner
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func (p *PairsManager) GetFormat(a asset.Item, request bool) (PairFormat, error) {
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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var pFmt *PairFormat
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if p.UseGlobalFormat {
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if request {
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pFmt = p.RequestFormat
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} else {
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pFmt = p.ConfigFormat
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}
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} else {
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ps, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return EMPTYFORMAT, err
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}
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if request {
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pFmt = ps.RequestFormat
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} else {
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pFmt = ps.ConfigFormat
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}
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}
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if pFmt == nil {
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return EMPTYFORMAT, ErrPairFormatIsNil
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}
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return *pFmt, nil
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}
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// StorePairs stores a list of pairs for an asset type
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// If enabled is true:
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// * AssetEnabled is set true if the pair list is not empty
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// * pairs replace the Enabled pairs
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// * pairs are added to Available pairs
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func (p *PairsManager) StorePairs(a asset.Item, pairs Pairs, enabled bool) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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if p.Pairs == nil {
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p.Pairs = make(map[asset.Item]*PairStore)
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}
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pairStore, ok := p.Pairs[a]
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if !ok {
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pairStore = new(PairStore)
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p.Pairs[a] = pairStore
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}
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if enabled {
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if len(pairs) != 0 {
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pairStore.AssetEnabled = true
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pairStore.Available.Add(pairs...)
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}
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pairStore.Enabled = slices.Clone(pairs)
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} else {
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pairStore.Available = slices.Clone(pairs)
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p.reindex()
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}
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return nil
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}
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// EnsureOnePairEnabled not all assets have pairs, eg options
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// search for an asset that does and enable one if none are enabled
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// error if no currency pairs found for an entire exchange
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// returns the asset and pair of a pair if it has been enabled
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func (p *PairsManager) EnsureOnePairEnabled() (Pair, asset.Item, error) {
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if p == nil {
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return EMPTYPAIR, asset.Empty, common.ErrNilPointer
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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for _, v := range p.Pairs {
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if !v.AssetEnabled || len(v.Available) == 0 {
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continue
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}
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if len(v.Enabled) > 0 {
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return EMPTYPAIR, asset.Empty, nil
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}
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}
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for k, v := range p.Pairs {
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if !v.AssetEnabled || len(v.Available) == 0 {
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continue
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}
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rp, err := v.Available.GetRandomPair()
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if err != nil {
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return EMPTYPAIR, asset.Empty, err
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}
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p.Pairs[k].Enabled = v.Enabled.Add(rp)
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return rp, k, nil
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}
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return EMPTYPAIR, asset.Empty, ErrCurrencyPairsEmpty
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}
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// DisablePair removes the pair from the enabled pairs list if found
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func (p *PairsManager) DisablePair(a asset.Item, pair Pair) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if pair.IsEmpty() {
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return ErrCurrencyPairEmpty
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return err
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}
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enabledLen := len(pairStore.Enabled)
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pairStore.Enabled = pairStore.Enabled.Remove(pair)
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if enabledLen == len(pairStore.Enabled) {
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return fmt.Errorf("%w %s", ErrPairNotFound, pair)
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}
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return nil
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}
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// EnablePair adds a pair to the list of enabled pairs if it exists in the list
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// of available pairs and isn't already added
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func (p *PairsManager) EnablePair(a asset.Item, pair Pair) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if pair.IsEmpty() {
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return ErrCurrencyPairEmpty
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return err
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}
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if pairStore.Enabled.Contains(pair, true) {
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return fmt.Errorf("%s %w", pair, ErrPairAlreadyEnabled)
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}
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if !pairStore.Available.Contains(pair, true) {
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return fmt.Errorf("%s %w in the list of available pairs", pair, ErrPairNotFound)
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}
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pairStore.Enabled = pairStore.Enabled.Add(pair)
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return nil
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}
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// IsPairAvailable checks if a pair is available for a given asset type
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func (p *PairsManager) IsPairAvailable(pair Pair, a asset.Item) (bool, error) {
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if !a.IsValid() {
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return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if pair.IsEmpty() {
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return false, ErrCurrencyPairEmpty
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}
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return false, err
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}
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return pairStore.AssetEnabled && pairStore.Available.Contains(pair, true), nil
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}
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// IsPairEnabled checks if a pair is enabled for an enabled asset type
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func (p *PairsManager) IsPairEnabled(pair Pair, a asset.Item) (bool, error) {
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if !a.IsValid() {
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return false, fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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if pair.IsEmpty() {
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return false, ErrCurrencyPairEmpty
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}
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return false, err
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}
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return pairStore.AssetEnabled && pairStore.Enabled.Contains(pair, true), nil
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}
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// IsAssetEnabled checks to see if an asset is enabled
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func (p *PairsManager) IsAssetEnabled(a asset.Item) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return err
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}
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if !pairStore.AssetEnabled {
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return fmt.Errorf("%s %w", a, asset.ErrNotEnabled)
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}
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return nil
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}
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// IsAssetSupported returns if the asset is supported by an exchange
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// Does not imply that the Asset is enabled
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func (p *PairsManager) IsAssetSupported(a asset.Item) bool {
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p.mutex.RLock()
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defer p.mutex.RUnlock()
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_, ok := p.Pairs[a]
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return ok
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}
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// SetAssetEnabled sets if an asset is enabled or disabled for first run
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func (p *PairsManager) SetAssetEnabled(a asset.Item, enabled bool) error {
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if !a.IsValid() {
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return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
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}
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p.mutex.Lock()
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defer p.mutex.Unlock()
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pairStore, err := p.getPairStoreRequiresLock(a)
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if err != nil {
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return err
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}
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pairStore.AssetEnabled = enabled
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return nil
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}
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// Load sets the pair manager from a seed without copying mutexes
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func (p *PairsManager) Load(seed *PairsManager) {
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p.mutex.Lock()
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defer p.mutex.Unlock()
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seed.mutex.RLock()
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defer seed.mutex.RUnlock()
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p.BypassConfigFormatUpgrades = seed.BypassConfigFormatUpgrades
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p.UseGlobalFormat = seed.UseGlobalFormat
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p.LastUpdated = seed.LastUpdated
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p.Pairs = seed.Pairs.clone()
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p.RequestFormat = seed.RequestFormat.clone()
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p.ConfigFormat = seed.ConfigFormat.clone()
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p.reindex()
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}
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// reindex re-indexes the matcher for Available pairs and all assets
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// This method does not lock for concurrency
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func (p *PairsManager) reindex() {
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p.matcher = make(map[key]*Pair)
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for a, fs := range p.Pairs {
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for i, pair := range fs.Available {
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k := key{Symbol: pair.Base.Lower().String() + pair.Quote.Lower().String(), Asset: a}
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p.matcher[k] = &fs.Available[i]
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}
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}
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}
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func (p *PairsManager) getPairStoreRequiresLock(a asset.Item) (*PairStore, error) {
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if p.Pairs == nil {
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return nil, fmt.Errorf("%w when requesting %v pairs", ErrPairManagerNotInitialised, a)
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}
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pairStore, ok := p.Pairs[a]
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if !ok {
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return nil, fmt.Errorf("%w %w %q", ErrAssetNotFound, asset.ErrNotSupported, a)
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}
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if pairStore == nil {
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return nil, errors.New("currency store is nil")
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}
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return pairStore, nil
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}
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// SetDelimitersFromConfig ensures that the pairs adhere to the configured delimiters
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// Pairs.Unmarshal doesn't know what the delimiter is, so uses the first punctuation rune
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func (p *PairsManager) SetDelimitersFromConfig() error {
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for a, s := range p.Pairs {
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cf := s.ConfigFormat
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if cf == nil {
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cf = p.ConfigFormat
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}
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if cf == nil {
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return errPairConfigFormatNil
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}
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for i, p := range []Pairs{s.Enabled, s.Available} {
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for j := range p {
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if cf.Delimiter == "" || p[j].Delimiter == cf.Delimiter {
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continue
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}
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nP, err := NewPairDelimiter(p[j].String(), cf.Delimiter)
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if err != nil {
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return fmt.Errorf("%s.%s.%s: %w", a, []string{"enabled", "available"}[i], p[j], err)
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}
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p[j] = nP
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}
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}
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}
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return nil
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}
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// UnmarshalJSON implements the unmarshal json interface so that the key can be
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// correctly unmarshalled from a string into a uint.
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func (fs *FullStore) UnmarshalJSON(d []byte) error {
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var temp map[string]*PairStore
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err := json.Unmarshal(d, &temp)
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if err != nil {
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return err
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}
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*fs = make(FullStore, len(temp))
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for key, val := range temp {
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ai, err := asset.New(key)
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if err != nil {
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return err
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}
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(*fs)[ai] = val
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}
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return nil
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}
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// MarshalJSON implements the marshal json interface so that the key can be
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// correctly marshalled from a uint.
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func (fs FullStore) MarshalJSON() ([]byte, error) {
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temp := make(map[string]*PairStore, len(fs))
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for key, val := range fs {
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temp[key.String()] = val
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}
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return json.Marshal(temp)
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}
|
|
|
|
// 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
|
|
}
|