Files
gocryptotrader/currency/pair.go
Scott 5f2f6f884b Binance,Okx: Add Leverage, MarginType, Positions and CollateralMode support (#1220)
* init

* surprise train commit

* basic distinctions

* the terms of binance are confusing

* renames and introduction of allocatedMargin

* add new margin funcs

* pulling out wires

* implement proper getposition stuff

* bad coding day

* investigate order manager next

* a broken mess, but a progressing one

* finally completes some usdtmargined stuff

* coinMfutures eludes me

* expand to okx

* imports fix

* completes okx wrapper implementations

* cleans and polishes before rpc implementations

* rpc setup, order manager features, exch features

* more rpc, collateral and margin things

* mini test

* looking at rpc response, expansion of features

* reorganising before the storm

* changing how futures requests work

* cleanup and tests of cli usage

* remove silly client side logic

* cleanup

* collateral package, typo fix, margin err, rpc derive

* uses convert.StringToFloat ONLY ON STRUCTS FROM THIS PR

* fix binance order history bug

* niteroos

* adds new funcs to exchange standards testing

* more post merge fixes

* fix binance

* replace simepletimeformat

* fix for merge

* merge fixes

* micro fixes

* order side now required for leverage

* fix up the rest

* global -> portfolio collateral

* Update exchanges/collateral/collateral_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* adds fields and todos

* rm field redundancy

* lint fix oopsie daisy

* fixes panic, expands error and cli explanations (sorry shaz)

* ensures casing is appropriate for underlying

* Adds a shiny TODO

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-09-26 16:16:31 +10:00

173 lines
5.0 KiB
Go

package currency
import (
"errors"
"fmt"
"strings"
)
var errCannotCreatePair = errors.New("cannot create currency pair")
// NewBTCUSDT is a shortcut for NewPair(BTC, USDT)
func NewBTCUSDT() Pair {
return NewPair(BTC, USDT)
}
// NewBTCUSD is a shortcut for NewPair(BTC, USD)
func NewBTCUSD() Pair {
return NewPair(BTC, USD)
}
// NewPairDelimiter splits the desired currency string at delimiter, the returns
// a Pair struct
func NewPairDelimiter(currencyPair, delimiter string) (Pair, error) {
if !strings.Contains(currencyPair, delimiter) {
return EMPTYPAIR,
fmt.Errorf("delimiter: [%s] not found in currencypair string", delimiter)
}
result := strings.Split(currencyPair, delimiter)
if len(result) < 2 {
return EMPTYPAIR,
fmt.Errorf("supplied pair: [%s] cannot be split with %s",
currencyPair,
delimiter)
}
if len(result) > 2 {
result[1] = strings.Join(result[1:], delimiter)
}
return Pair{
Delimiter: delimiter,
Base: NewCode(result[0]),
Quote: NewCode(result[1]),
}, nil
}
// NewPairFromStrings returns a CurrencyPair without a delimiter
func NewPairFromStrings(base, quote string) (Pair, error) {
if strings.Contains(base, " ") {
return EMPTYPAIR,
fmt.Errorf("cannot create pair, invalid base currency string [%s]",
base)
}
if strings.Contains(quote, " ") {
return EMPTYPAIR,
fmt.Errorf("cannot create pair, invalid quote currency string [%s]",
quote)
}
return Pair{Base: NewCode(base), Quote: NewCode(quote)}, nil
}
// NewPair returns a currency pair from currency codes
func NewPair(baseCurrency, quoteCurrency Code) Pair {
return Pair{
Base: baseCurrency,
Quote: quoteCurrency,
}
}
// NewPairWithDelimiter returns a CurrencyPair with a delimiter
func NewPairWithDelimiter(base, quote, delimiter string) Pair {
return Pair{
Base: NewCode(base),
Quote: NewCode(quote),
Delimiter: delimiter,
}
}
// NewPairFromIndex returns a CurrencyPair via a currency string and specific
// index
func NewPairFromIndex(currencyPair, index string) (Pair, error) {
i := strings.Index(currencyPair, index)
if i == -1 {
return EMPTYPAIR,
fmt.Errorf("index %s not found in currency pair string", index)
}
if i == 0 {
return NewPairFromStrings(currencyPair[0:len(index)],
currencyPair[len(index):])
}
return NewPairFromStrings(currencyPair[0:i], currencyPair[i:])
}
// NewPairFromString converts currency string into a new CurrencyPair
// with or without delimiter
func NewPairFromString(currencyPair string) (Pair, error) {
if len(currencyPair) < 3 {
return EMPTYPAIR,
fmt.Errorf("%w from %s string too short to be a currency pair",
errCannotCreatePair,
currencyPair)
}
var delimiter string
pairStrings := []string{currencyPair}
for x := range delimiters {
if strings.Contains(pairStrings[0], delimiters[x]) {
values := strings.SplitN(pairStrings[0], delimiters[x], 2)
if delimiter != "" {
values[1] += delimiter + pairStrings[1]
pairStrings = values
} else {
pairStrings = values
}
delimiter = delimiters[x]
}
}
if delimiter != "" {
return Pair{Base: NewCode(pairStrings[0]), Delimiter: delimiter, Quote: NewCode(pairStrings[1])}, nil
}
return NewPairFromStrings(currencyPair[0:3], currencyPair[3:])
}
// NewPairFromFormattedPairs matches a supplied currency pair to a list of pairs
// with a specific format. This is helpful for exchanges which
// provide currency pairs with no delimiter so we can match it with a list and
// apply the same format
func NewPairFromFormattedPairs(currencyPair string, pairs Pairs, pairFmt PairFormat) (Pair, error) {
for x := range pairs {
if strings.EqualFold(pairFmt.Format(pairs[x]), currencyPair) {
return pairs[x], nil
}
}
return NewPairFromString(currencyPair)
}
// Format formats the given pair as a string
func (f PairFormat) Format(pair Pair) string {
return pair.Format(f).String()
}
// MatchPairsWithNoDelimiter will move along a predictable index on the provided currencyPair
// it will then split on that index and verify whether that currencypair exists in the
// supplied pairs
// this allows for us to match strange currencies with no delimiter where it is difficult to
// infer where the delimiter is located eg BETHERETH is BETHER ETH
func MatchPairsWithNoDelimiter(currencyPair string, pairs Pairs, pairFmt PairFormat) (Pair, error) {
for i := range pairs {
fPair := pairs[i].Format(pairFmt)
maxLen := 6
if len(currencyPair) < maxLen {
maxLen = len(currencyPair)
}
for j := 1; j <= maxLen; j++ {
if fPair.Base.String() == currencyPair[0:j] &&
fPair.Quote.String() == currencyPair[j:] {
return fPair, nil
}
}
}
return EMPTYPAIR, fmt.Errorf("currency %v not found in supplied pairs", currencyPair)
}
// GetFormatting returns the formatting style of a pair
func (p Pair) GetFormatting() (PairFormat, error) {
if p.Base.UpperCase != p.Quote.UpperCase {
return PairFormat{}, fmt.Errorf("%w casing mismatch", errPairFormattingInconsistent)
}
return PairFormat{
Uppercase: p.Base.UpperCase,
Delimiter: p.Delimiter,
}, nil
}