mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-09 15:11:10 +00:00
* currency: Add method to derive pair * currency: Add method to lower entire charset but used the slice copy and returned that. This will change the original, just gotta see if this is an issue, but the slice usually goes out of scope anyway. * currency/pairs: add filter method * currency: add function to derive select currencies from currency pairs * currency/engine: slight adjustments * currency: fix linter issue also shift burden of proof to caller instead of repair, more performant. * currency: more linter * pairs: optimize; reduce allocs/op and B/op * currency: Add in function 'NewPairsFromString' for testing purposes * currency: don't suppress error * currency: stop panic on empty currency code * currency: Add helper method to match currencies between exchanges * currency: fixed my bad spelling * currency: Implement stable coin checks, refactored base code methods, optimized upper and lower case strings for currency code/pairs * currency: add pairs method to derive stable coins from internal list. * Currency: Cleanup, fix tests. * engine/exchanges/currency: fix whoops * Currency: force govet no copy on Item datatype * Currency: fix naughty linter issues * exchange: revert change * currency/config: fix config upgrade mistake * currency: re-implement currency sub-systems * *RetrieveConfigCurrencyPairs removed *CheckCurrencyConfigValues to only provide warnings, add additional support when, disable when support is lost or not available and set default values. *Drop Cryptocurrencies from configuration as this is not needed. *Drop REST Poll delay field as this was unused. *Update default values for currencyFileUpdateDuration & foreignExchangeUpdateDuration. *Allow Role to be marshalled for file type. *Refactor RunUpdater to verify and check config values and set default running foreign exchange provider. * currency: cleanup * currency: change match -> equal for comparison which is more of a standard and little easier to find * currency: address nits * currency: fix whoops * currency: Add some more pairs methods * currency: linter issues * currency: RM unused field * currency: rm verbose * currency: fix word * currency: gocritic * currency: fix another whoopsie * example_config: default to show log system name * Currency: Force all support packages to use Equal method for comparison as there is a small comparison bug when checking upper and lower casing, this has a more of a pronounced impact between exchanges and client instances of currency generation * currency: fix log name * ordermanager: fix potential panic * currency: small optim. * engine: display correct bool and force shutdown * currency: add function and fix regression * Change ConvertCurrency -> ConvertFiat to be more precise * ADD GetForeignExchangeRate to get specific exchange rate for fiat pair * Fix currency display and formatting regression and tied in with config.Currency fields * engine: fix tests * currency: return the amount when no conversion needs to take place * currency: reduce method name * currency: Address nits glorious nits * currency: fix linter * currency: addr nits * currency: check underlying role in test * gct: change to EMPTYCODE and EMPTYPAIR across codebase * currency: fix nits * currency: this fixes test race but this issue has not been resolved. Please see: https://trello.com/c/54eizOIo/143-currency-package-upgrades * currency: Add temp dir for testing * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * documentation: update and regen * currency: Address niterinos * currency: Add test case for config upgrade when falling over to exchange rate host as default from exchangeRates provider * currency: addr nits * currency: fix whoops Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
508 lines
12 KiB
Go
508 lines
12 KiB
Go
package currency
|
|
|
|
import (
|
|
"encoding/json"
|
|
"errors"
|
|
"testing"
|
|
)
|
|
|
|
func TestPairsUpper(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if expected := "BTC_USD,BTC_AUD,BTC_LTC"; pairs.Upper().Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Join())
|
|
}
|
|
}
|
|
|
|
func TestPairsLower(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"BTC_USD", "BTC_AUD", "BTC_LTC"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
if expected := "btc_usd,btc_aud,btc_ltc"; pairs.Lower().Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Join())
|
|
}
|
|
}
|
|
|
|
func TestPairsString(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
expected := []string{"btc_usd", "btc_aud", "btc_ltc"}
|
|
|
|
for i, p := range pairs {
|
|
if p.String() != expected[i] {
|
|
t.Errorf("Pairs String() error expected %s but received %s",
|
|
expected, p.String())
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestPairsFromString(t *testing.T) {
|
|
if _, err := NewPairsFromString("", ""); !errors.Is(err, errNoDelimiter) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errNoDelimiter)
|
|
}
|
|
|
|
if _, err := NewPairsFromString("", ","); !errors.Is(err, errCannotCreatePair) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errCannotCreatePair)
|
|
}
|
|
|
|
pairs, err := NewPairsFromString("ALGO-AUD,BAT-AUD,BCH-AUD,BSV-AUD,BTC-AUD,COMP-AUD,ENJ-AUD,ETC-AUD,ETH-AUD,ETH-BTC,GNT-AUD,LINK-AUD,LTC-AUD,LTC-BTC,MCAU-AUD,OMG-AUD,POWR-AUD,UNI-AUD,USDT-AUD,XLM-AUD,XRP-AUD,XRP-BTC", ",")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
expected := []string{"ALGO-AUD", "BAT-AUD", "BCH-AUD", "BSV-AUD", "BTC-AUD",
|
|
"COMP-AUD", "ENJ-AUD", "ETC-AUD", "ETH-AUD", "ETH-BTC", "GNT-AUD",
|
|
"LINK-AUD", "LTC-AUD", "LTC-BTC", "MCAU-AUD", "OMG-AUD", "POWR-AUD",
|
|
"UNI-AUD", "USDT-AUD", "XLM-AUD", "XRP-AUD", "XRP-BTC"}
|
|
|
|
returned := pairs.Strings()
|
|
for x := range returned {
|
|
if returned[x] != expected[x] {
|
|
t.Fatalf("received: '%v' but expected: '%v'", returned[x], expected[x])
|
|
}
|
|
}
|
|
}
|
|
|
|
func TestPairsJoin(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
expected := "btc_usd,btc_aud,btc_ltc"
|
|
|
|
if pairs.Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Join())
|
|
}
|
|
}
|
|
|
|
func TestPairsFormat(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
expected := "BTC-USD,BTC-AUD,BTC-LTC"
|
|
if pairs.Format("-", "", true).Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Format("-", "", true).Join())
|
|
}
|
|
|
|
expected = "btc:usd,btc:aud,btc:ltc"
|
|
if pairs.Format(":", "", false).Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Format(":", "", false).Join())
|
|
}
|
|
|
|
if pairs.Format(":", "KRW", false).Join() != "" {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Format(":", "KRW", true).Join())
|
|
}
|
|
|
|
pairs, err = NewPairsFromStrings([]string{"DASHKRW", "BTCKRW"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
expected = "dash-krw,btc-krw"
|
|
if pairs.Format("-", "KRW", false).Join() != expected {
|
|
t.Errorf("Pairs Join() error expected %s but received %s",
|
|
expected, pairs.Format("-", "KRW", false).Join())
|
|
}
|
|
}
|
|
|
|
func TestPairsUnmarshalJSON(t *testing.T) {
|
|
var unmarshalHere Pairs
|
|
configPairs := ""
|
|
encoded, err := json.Marshal(configPairs)
|
|
if err != nil {
|
|
t.Fatal("Pairs UnmarshalJSON() error", err)
|
|
}
|
|
|
|
err = json.Unmarshal([]byte{1, 3, 3, 7}, &unmarshalHere)
|
|
if err == nil {
|
|
t.Fatal("error cannot be nil")
|
|
}
|
|
|
|
err = json.Unmarshal(encoded, &unmarshalHere)
|
|
if err != nil {
|
|
t.Fatal("Pairs UnmarshalJSON() error", err)
|
|
}
|
|
|
|
configPairs = "btc_usd,btc_aud,btc_ltc"
|
|
encoded, err = json.Marshal(configPairs)
|
|
if err != nil {
|
|
t.Fatal("Pairs UnmarshalJSON() error", err)
|
|
}
|
|
|
|
err = json.Unmarshal(encoded, &unmarshalHere)
|
|
if err != nil {
|
|
t.Fatal("Pairs UnmarshalJSON() error", err)
|
|
}
|
|
|
|
err = json.Unmarshal(encoded, &unmarshalHere)
|
|
if err != nil {
|
|
t.Fatal("Pairs UnmarshalJSON() error", err)
|
|
}
|
|
|
|
if unmarshalHere.Join() != configPairs {
|
|
t.Errorf("Pairs UnmarshalJSON() error expected %s but received %s",
|
|
configPairs, unmarshalHere.Join())
|
|
}
|
|
}
|
|
|
|
func TestPairsMarshalJSON(t *testing.T) {
|
|
pairs, err := NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
|
|
if err != nil {
|
|
t.Fatal(err)
|
|
}
|
|
|
|
quickstruct := struct {
|
|
Pairs Pairs `json:"soManyPairs"`
|
|
}{
|
|
Pairs: pairs,
|
|
}
|
|
|
|
encoded, err := json.Marshal(quickstruct)
|
|
if err != nil {
|
|
t.Fatal("Pairs MarshalJSON() error", err)
|
|
}
|
|
|
|
expected := `{"soManyPairs":"btc_usd,btc_aud,btc_ltc"}`
|
|
if string(encoded) != expected {
|
|
t.Errorf("Pairs MarshalJSON() error expected %s but received %s",
|
|
expected, string(encoded))
|
|
}
|
|
}
|
|
|
|
func TestRemovePairsByFilter(t *testing.T) {
|
|
var pairs = Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
pairs = pairs.RemovePairsByFilter(USDT)
|
|
if pairs.Contains(NewPair(LTC, USDT), true) {
|
|
t.Error("TestRemovePairsByFilter unexpected result")
|
|
}
|
|
}
|
|
|
|
func TestGetPairsByFilter(t *testing.T) {
|
|
var pairs = Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
filtered := pairs.GetPairsByFilter(LTC)
|
|
if !filtered.Contains(NewPair(LTC, USDT), true) &&
|
|
!filtered.Contains(NewPair(LTC, USD), true) {
|
|
t.Error("TestRemovePairsByFilter unexpected result")
|
|
}
|
|
}
|
|
|
|
func TestRemove(t *testing.T) {
|
|
var pairs = Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
p := NewPair(BTC, USD)
|
|
pairs = pairs.Remove(p)
|
|
if pairs.Contains(p, true) || len(pairs) != 2 {
|
|
t.Error("TestRemove unexpected result")
|
|
}
|
|
}
|
|
|
|
func TestAdd(t *testing.T) {
|
|
var pairs = Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
// Test adding a new pair to the list of pairs
|
|
p := NewPair(BTC, USDT)
|
|
pairs = pairs.Add(p)
|
|
if !pairs.Contains(p, true) || len(pairs) != 4 {
|
|
t.Error("TestAdd unexpected result")
|
|
}
|
|
|
|
// Now test adding a pair which already exists
|
|
pairs = pairs.Add(p)
|
|
if len(pairs) != 4 {
|
|
t.Error("TestAdd unexpected result")
|
|
}
|
|
}
|
|
|
|
func TestContains(t *testing.T) {
|
|
var pairs = Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, ZRX),
|
|
}
|
|
|
|
if !pairs.Contains(NewPair(BTC, USD), true) {
|
|
t.Errorf("TestContains: Expected pair was not found")
|
|
}
|
|
|
|
if pairs.Contains(NewPair(USD, BTC), true) {
|
|
t.Errorf("TestContains: Unexpected pair was found")
|
|
}
|
|
|
|
if !pairs.Contains(NewPair(USD, BTC), false) {
|
|
t.Errorf("TestContains: Expected pair was not found")
|
|
}
|
|
|
|
if pairs.Contains(NewPair(ETH, USD), false) {
|
|
t.Errorf("TestContains: Non-existent pair was found")
|
|
}
|
|
}
|
|
|
|
func TestDeriveFrom(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := Pairs{}.DeriveFrom("")
|
|
if !errors.Is(err, errPairsEmpty) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errPairsEmpty)
|
|
}
|
|
var testCases = Pairs{
|
|
NewPair(BTC, USDT),
|
|
NewPair(USDC, USDT),
|
|
NewPair(USDC, USD),
|
|
NewPair(BTC, LTC),
|
|
NewPair(LTC, SAFEMARS),
|
|
}
|
|
|
|
_, err = testCases.DeriveFrom("")
|
|
if !errors.Is(err, errSymbolEmpty) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, errSymbolEmpty)
|
|
}
|
|
|
|
_, err = testCases.DeriveFrom("btcUSD")
|
|
if !errors.Is(err, ErrPairNotFound) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, ErrPairNotFound)
|
|
}
|
|
|
|
got, err := testCases.DeriveFrom("USDCUSD")
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
|
|
}
|
|
|
|
if got.Upper().String() != "USDCUSD" {
|
|
t.Fatalf("received: '%v' but expected: '%v'", got.Upper().String(), "USDCUSD")
|
|
}
|
|
}
|
|
|
|
func TestGetCrypto(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
contains(t, []Code{BTC, LTC, USDT}, pairs.GetCrypto())
|
|
}
|
|
|
|
func TestGetFiat(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
contains(t, []Code{USD, NZD}, pairs.GetFiat())
|
|
}
|
|
|
|
func TestGetCurrencies(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
contains(t, []Code{BTC, USD, LTC, NZD, USDT}, pairs.GetCurrencies())
|
|
}
|
|
|
|
func TestGetStables(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
NewPair(DAI, USDT),
|
|
NewPair(LTC, USDC),
|
|
NewPair(USDP, USDT),
|
|
}
|
|
contains(t, []Code{USDT, USDP, USDC, DAI}, pairs.GetStables())
|
|
}
|
|
|
|
func contains(t *testing.T, c1, c2 []Code) {
|
|
t.Helper()
|
|
codes:
|
|
for x := range c1 {
|
|
for y := range c2 {
|
|
if c1[x].Equal(c2[y]) {
|
|
continue codes
|
|
}
|
|
}
|
|
t.Fatalf("cannot find currency %s in returned currency list %v", c1[x], c2)
|
|
}
|
|
}
|
|
|
|
// Current: 6176922 260.0 ns/op 48 B/op 1 allocs/op
|
|
// Prior: 2575473 474.2 ns/op 112 B/op 3 allocs/op
|
|
func BenchmarkGetCrypto(b *testing.B) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
for x := 0; x < b.N; x++ {
|
|
_ = pairs.GetCrypto()
|
|
}
|
|
}
|
|
|
|
func TestGetMatch(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
}
|
|
|
|
_, err := pairs.GetMatch(NewPair(BTC, WABI))
|
|
if !errors.Is(err, ErrPairNotFound) {
|
|
t.Fatalf("received: '%v' but expected '%v'", err, ErrPairNotFound)
|
|
}
|
|
|
|
expected := NewPair(BTC, USD)
|
|
match, err := pairs.GetMatch(expected)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected '%v'", err, nil)
|
|
}
|
|
|
|
if !match.Equal(expected) {
|
|
t.Fatalf("received: '%v' but expected '%v'", match, expected)
|
|
}
|
|
|
|
match, err = pairs.GetMatch(NewPair(USD, BTC))
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received: '%v' but expected '%v'", err, nil)
|
|
}
|
|
if !match.Equal(expected) {
|
|
t.Fatalf("received: '%v' but expected '%v'", match, expected)
|
|
}
|
|
}
|
|
|
|
func TestGetStablesMatch(t *testing.T) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
NewPair(LTC, DAI),
|
|
NewPair(USDT, XRP),
|
|
NewPair(DAI, XRP),
|
|
}
|
|
|
|
stablePairs := pairs.GetStablesMatch(BTC)
|
|
if len(stablePairs) != 0 {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
stablePairs = pairs.GetStablesMatch(USD)
|
|
if len(stablePairs) != 0 {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
stablePairs = pairs.GetStablesMatch(LTC)
|
|
if len(stablePairs) != 2 {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
if !stablePairs[0].Equal(NewPair(LTC, USDT)) {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
if !stablePairs[1].Equal(NewPair(LTC, DAI)) {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
stablePairs = pairs.GetStablesMatch(XRP)
|
|
if len(stablePairs) != 2 {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
if !stablePairs[0].Equal(NewPair(USDT, XRP)) {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
|
|
if !stablePairs[1].Equal(NewPair(DAI, XRP)) {
|
|
t.Fatal("unexpected value")
|
|
}
|
|
}
|
|
|
|
// Current: 5594431 217.4 ns/op 168 B/op 8 allocs/op
|
|
// Prev: 3490366 373.4 ns/op 296 B/op 11 allocs/op
|
|
func BenchmarkPairsString(b *testing.B) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
NewPair(LTC, DAI),
|
|
NewPair(USDT, XRP),
|
|
NewPair(DAI, XRP),
|
|
}
|
|
|
|
for x := 0; x < b.N; x++ {
|
|
_ = pairs.Strings()
|
|
}
|
|
}
|
|
|
|
// Current: 6691011 184.6 ns/op 352 B/op 1 allocs/op
|
|
// Prev: 3746151 317.1 ns/op 720 B/op 4 allocs/op
|
|
func BenchmarkPairsFormat(b *testing.B) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
NewPair(LTC, DAI),
|
|
NewPair(USDT, XRP),
|
|
NewPair(DAI, XRP),
|
|
}
|
|
|
|
for x := 0; x < b.N; x++ {
|
|
_ = pairs.Format("/", "", false)
|
|
}
|
|
}
|
|
|
|
// current: 13075897 100.4 ns/op 352 B/op 1 allocs/o
|
|
// prev: 8188616 148.0 ns/op 336 B/op 3 allocs/op
|
|
func BenchmarkRemovePairsByFilter(b *testing.B) {
|
|
pairs := Pairs{
|
|
NewPair(BTC, USD),
|
|
NewPair(LTC, USD),
|
|
NewPair(USD, NZD),
|
|
NewPair(LTC, USDT),
|
|
NewPair(LTC, DAI),
|
|
NewPair(USDT, XRP),
|
|
NewPair(DAI, XRP),
|
|
}
|
|
|
|
for x := 0; x < b.N; x++ {
|
|
_ = pairs.RemovePairsByFilter(USD)
|
|
}
|
|
}
|