Compare commits
10 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 617b067203 | |||
| f5e2e178e1 | |||
| 635b0c5b39 | |||
| d6338fa092 | |||
| 711721c1ee | |||
| 06c40ef30f | |||
| 0705e909dc | |||
| 72bbe66c3e | |||
| 252e77c000 | |||
| 2c5a9e23bf |
Generated
+8
@@ -0,0 +1,8 @@
|
|||||||
|
# Default ignored files
|
||||||
|
/shelf/
|
||||||
|
/workspace.xml
|
||||||
|
# Editor-based HTTP Client requests
|
||||||
|
/httpRequests/
|
||||||
|
# Datasource local storage ignored files
|
||||||
|
/dataSources/
|
||||||
|
/dataSources.local.xml
|
||||||
Generated
+9
@@ -0,0 +1,9 @@
|
|||||||
|
<?xml version="1.0" encoding="UTF-8"?>
|
||||||
|
<module type="WEB_MODULE" version="4">
|
||||||
|
<component name="Go" enabled="true" />
|
||||||
|
<component name="NewModuleRootManager">
|
||||||
|
<content url="file://$MODULE_DIR$" />
|
||||||
|
<orderEntry type="inheritedJdk" />
|
||||||
|
<orderEntry type="sourceFolder" forTests="false" />
|
||||||
|
</component>
|
||||||
|
</module>
|
||||||
Generated
+8
@@ -0,0 +1,8 @@
|
|||||||
|
<?xml version="1.0" encoding="UTF-8"?>
|
||||||
|
<project version="4">
|
||||||
|
<component name="ProjectModuleManager">
|
||||||
|
<modules>
|
||||||
|
<module fileurl="file://$PROJECT_DIR$/.idea/crypto-price-bot.iml" filepath="$PROJECT_DIR$/.idea/crypto-price-bot.iml" />
|
||||||
|
</modules>
|
||||||
|
</component>
|
||||||
|
</project>
|
||||||
Generated
+6
@@ -0,0 +1,6 @@
|
|||||||
|
<?xml version="1.0" encoding="UTF-8"?>
|
||||||
|
<project version="4">
|
||||||
|
<component name="VcsDirectoryMappings">
|
||||||
|
<mapping directory="" vcs="Git" />
|
||||||
|
</component>
|
||||||
|
</project>
|
||||||
@@ -2,13 +2,20 @@ package binance
|
|||||||
|
|
||||||
var SymbolPrefixList = []string{"1000000", "1000", "1M"}
|
var SymbolPrefixList = []string{"1000000", "1000", "1M"}
|
||||||
|
|
||||||
var SymbolSuffixList = []string{"USDT", "USDC"}
|
var SymbolSuffixList = []string{"USDT", "USDC", "FDUSD"}
|
||||||
|
|
||||||
var SymbolSuffixMap = map[string]string{
|
var SymbolSuffixMap = map[string]string{
|
||||||
"USDT": "",
|
"USDT": "",
|
||||||
"USDC": "c",
|
"USDC": "c",
|
||||||
|
"FDUSD": "fd",
|
||||||
}
|
}
|
||||||
|
|
||||||
var Future2SpotSymbolMap = map[string]string{
|
var QuotePriority = []string{"USDT", "USDC", "FDUSD"}
|
||||||
"LUNA2USDT": "LUNAUSDT",
|
|
||||||
|
var FutureToken2SpotTokenMap = map[string]string{
|
||||||
|
"LUNA2": "LUNA",
|
||||||
|
}
|
||||||
|
|
||||||
|
var SpotToken2FutureTokenMap = map[string]string{
|
||||||
|
"LUNA": "LUNA2",
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -18,5 +18,7 @@ type IMarket interface {
|
|||||||
// Trading pair methods
|
// Trading pair methods
|
||||||
IsSpotPair(symbol string) bool
|
IsSpotPair(symbol string) bool
|
||||||
IsFuturesPair(symbol string) bool
|
IsFuturesPair(symbol string) bool
|
||||||
|
GetSpotSymbolByToken(token string) (string, bool)
|
||||||
|
GetFutureSymbolByToken(token string) (string, bool)
|
||||||
RefreshTradingPairCache() error
|
RefreshTradingPairCache() error
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,65 @@
|
|||||||
|
package market
|
||||||
|
|
||||||
|
import (
|
||||||
|
"context"
|
||||||
|
"strings"
|
||||||
|
"time"
|
||||||
|
|
||||||
|
"github.com/rs/zerolog/log"
|
||||||
|
)
|
||||||
|
|
||||||
|
func (ms *MarketData) refreshFuturePairCache() error {
|
||||||
|
ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
|
||||||
|
defer cancel()
|
||||||
|
|
||||||
|
futuresInfo, err := ms.futuresClient.NewExchangeInfoService().Do(ctx)
|
||||||
|
if err != nil {
|
||||||
|
log.Error().Err(err).Msg("Failed to fetch futures exchange info")
|
||||||
|
return err
|
||||||
|
}
|
||||||
|
|
||||||
|
futurePairs := make(map[string]bool, len(futuresInfo.Symbols))
|
||||||
|
futureTokenCandidates := make(map[string][]string)
|
||||||
|
for _, s := range futuresInfo.Symbols {
|
||||||
|
if s.Status != "TRADING" {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
futurePairs[s.Symbol] = true
|
||||||
|
token := parseTokenFromSymbolByQuotePriority(s.Symbol)
|
||||||
|
if token == "" {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
token = futureCacheTokenKey(token)
|
||||||
|
futureTokenCandidates[token] = append(futureTokenCandidates[token], s.Symbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
futureToken2Symbol := make(map[string]string, len(futureTokenCandidates))
|
||||||
|
for token, candidates := range futureTokenCandidates {
|
||||||
|
futureToken2Symbol[token] = selectCanonicalSymbolByQuotePriority(token, candidates)
|
||||||
|
}
|
||||||
|
|
||||||
|
ms.pairCacheMutex.Lock()
|
||||||
|
ms.futuresPairs = futurePairs
|
||||||
|
ms.futureToken2Symbol = futureToken2Symbol
|
||||||
|
ms.lastPairCacheUpdate = time.Now()
|
||||||
|
ms.pairCacheMutex.Unlock()
|
||||||
|
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func futureCacheTokenKey(token string) string {
|
||||||
|
return strings.ToUpper(token)
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) IsFuturesPair(symbol string) bool {
|
||||||
|
ms.pairCacheMutex.RLock()
|
||||||
|
defer ms.pairCacheMutex.RUnlock()
|
||||||
|
return ms.futuresPairs[symbol]
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) GetFutureSymbolByToken(token string) (string, bool) {
|
||||||
|
ms.pairCacheMutex.RLock()
|
||||||
|
defer ms.pairCacheMutex.RUnlock()
|
||||||
|
sym, ok := ms.futureToken2Symbol[strings.ToUpper(token)]
|
||||||
|
return sym, ok
|
||||||
|
}
|
||||||
@@ -13,6 +13,8 @@ type MarketData struct {
|
|||||||
// Trading pair caches
|
// Trading pair caches
|
||||||
spotPairs map[string]bool
|
spotPairs map[string]bool
|
||||||
futuresPairs map[string]bool
|
futuresPairs map[string]bool
|
||||||
|
spotToken2Symbol map[string]string
|
||||||
|
futureToken2Symbol map[string]string
|
||||||
pairCacheMutex sync.RWMutex
|
pairCacheMutex sync.RWMutex
|
||||||
lastPairCacheUpdate time.Time
|
lastPairCacheUpdate time.Time
|
||||||
|
|
||||||
@@ -31,25 +33,59 @@ func NewMarketData() *MarketData {
|
|||||||
ms := &MarketData{
|
ms := &MarketData{
|
||||||
spotPairs: make(map[string]bool),
|
spotPairs: make(map[string]bool),
|
||||||
futuresPairs: make(map[string]bool),
|
futuresPairs: make(map[string]bool),
|
||||||
|
spotToken2Symbol: make(map[string]string),
|
||||||
|
futureToken2Symbol: make(map[string]string),
|
||||||
alphaTokens: make(map[string]AlphaTokenInfo),
|
alphaTokens: make(map[string]AlphaTokenInfo),
|
||||||
spotClient: binance.NewClient("", ""),
|
spotClient: binance.NewClient("", ""),
|
||||||
futuresClient: futures.NewClient("", ""),
|
futuresClient: futures.NewClient("", ""),
|
||||||
}
|
}
|
||||||
|
|
||||||
if err := ms.refreshTradingPairCache(); err != nil {
|
ms.refreshAllCaches()
|
||||||
log.Error().Err(err).Msg("Failed initial trading pair cache load")
|
go ms.cacheRefreshLoop()
|
||||||
}
|
|
||||||
go ms.pairCacheRefreshLoop()
|
|
||||||
go ms.alphaCacheRefreshLoop()
|
|
||||||
|
|
||||||
return ms
|
return ms
|
||||||
}
|
}
|
||||||
|
|
||||||
func (ms *MarketData) alphaCacheRefreshLoop() {
|
func (ms *MarketData) refreshTradingPairCache() error {
|
||||||
ms.refreshAlphaTokenCache()
|
if err := ms.refreshSpotPairCache(); err != nil {
|
||||||
|
return err
|
||||||
|
}
|
||||||
|
if err := ms.refreshFuturePairCache(); err != nil {
|
||||||
|
return err
|
||||||
|
}
|
||||||
|
|
||||||
|
ms.pairCacheMutex.RLock()
|
||||||
|
spotCount := len(ms.spotPairs)
|
||||||
|
futureCount := len(ms.futuresPairs)
|
||||||
|
ms.pairCacheMutex.RUnlock()
|
||||||
|
|
||||||
|
log.Info().
|
||||||
|
Int("spot", spotCount).
|
||||||
|
Int("futures", futureCount).
|
||||||
|
Msg("Trading pair cache refreshed")
|
||||||
|
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) cacheRefreshLoop() {
|
||||||
|
ms.refreshAllCaches()
|
||||||
ticker := time.NewTicker(time.Hour)
|
ticker := time.NewTicker(time.Hour)
|
||||||
defer ticker.Stop()
|
defer ticker.Stop()
|
||||||
for range ticker.C {
|
for range ticker.C {
|
||||||
|
ms.refreshAllCaches()
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) refreshAllCaches() {
|
||||||
|
if err := ms.refreshSpotPairCache(); err != nil {
|
||||||
|
log.Error().Err(err).Msg("Failed spot pair refresh")
|
||||||
|
}
|
||||||
|
if err := ms.refreshFuturePairCache(); err != nil {
|
||||||
|
log.Error().Err(err).Msg("Failed futures pair refresh")
|
||||||
|
}
|
||||||
ms.refreshAlphaTokenCache()
|
ms.refreshAlphaTokenCache()
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) RefreshTradingPairCache() error {
|
||||||
|
return ms.refreshTradingPairCache()
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -0,0 +1,41 @@
|
|||||||
|
package market
|
||||||
|
|
||||||
|
import "testing"
|
||||||
|
|
||||||
|
func TestSelectCanonicalSymbolByQuotePriority(t *testing.T) {
|
||||||
|
pairs := []string{"DOGEFDUSD", "DOGEUSDC", "DOGEUSDT"}
|
||||||
|
got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
|
||||||
|
if got != "DOGEUSDT" {
|
||||||
|
t.Fatalf("expected DOGEUSDT, got %q", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestSelectCanonicalSymbolByQuotePriority_FallbackOrder(t *testing.T) {
|
||||||
|
pairs := []string{"DOGEFDUSD", "DOGEUSDC"}
|
||||||
|
got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
|
||||||
|
if got != "DOGEUSDC" {
|
||||||
|
t.Fatalf("expected DOGEUSDC, got %q", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestSelectCanonicalSymbolByQuotePriority_NoPreferredQuote(t *testing.T) {
|
||||||
|
pairs := []string{"DOGEBUSD"}
|
||||||
|
got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
|
||||||
|
if got != "DOGEBUSD" {
|
||||||
|
t.Fatalf("expected DOGEBUSD, got %q", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestFutureCacheTokenKey_PreservesRawFutureToken(t *testing.T) {
|
||||||
|
got := futureCacheTokenKey("LUNA2")
|
||||||
|
if got != "LUNA2" {
|
||||||
|
t.Fatalf("expected LUNA2, got %q", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestFutureCacheTokenKey_NoOverride(t *testing.T) {
|
||||||
|
got := futureCacheTokenKey("PEPE")
|
||||||
|
if got != "PEPE" {
|
||||||
|
t.Fatalf("expected PEPE, got %q", got)
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,103 @@
|
|||||||
|
package market
|
||||||
|
|
||||||
|
import (
|
||||||
|
"context"
|
||||||
|
"sort"
|
||||||
|
"strings"
|
||||||
|
"time"
|
||||||
|
|
||||||
|
"github.com/rs/zerolog/log"
|
||||||
|
"me.thuanle/bbot/internal/configs/binance"
|
||||||
|
)
|
||||||
|
|
||||||
|
func (ms *MarketData) refreshSpotPairCache() error {
|
||||||
|
ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
|
||||||
|
defer cancel()
|
||||||
|
|
||||||
|
spotInfo, err := ms.spotClient.NewExchangeInfoService().Do(ctx)
|
||||||
|
if err != nil {
|
||||||
|
log.Error().Err(err).Msg("Failed to fetch spot exchange info")
|
||||||
|
return err
|
||||||
|
}
|
||||||
|
|
||||||
|
spotPairs := make(map[string]bool, len(spotInfo.Symbols))
|
||||||
|
spotTokenCandidates := make(map[string][]string)
|
||||||
|
for _, s := range spotInfo.Symbols {
|
||||||
|
if s.Status != "TRADING" {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
spotPairs[s.Symbol] = true
|
||||||
|
token := parseTokenFromSymbolByQuotePriority(s.Symbol)
|
||||||
|
if token == "" {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
spotTokenCandidates[token] = append(spotTokenCandidates[token], s.Symbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
spotToken2Symbol := make(map[string]string, len(spotTokenCandidates))
|
||||||
|
for token, candidates := range spotTokenCandidates {
|
||||||
|
spotToken2Symbol[token] = selectCanonicalSymbolByQuotePriority(token, candidates)
|
||||||
|
}
|
||||||
|
|
||||||
|
ms.pairCacheMutex.Lock()
|
||||||
|
ms.spotPairs = spotPairs
|
||||||
|
ms.spotToken2Symbol = spotToken2Symbol
|
||||||
|
ms.lastPairCacheUpdate = time.Now()
|
||||||
|
ms.pairCacheMutex.Unlock()
|
||||||
|
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func parseTokenFromSymbolByQuotePriority(symbol string) string {
|
||||||
|
symbol = strings.ToUpper(symbol)
|
||||||
|
for _, quote := range binance.QuotePriority {
|
||||||
|
quote = strings.ToUpper(quote)
|
||||||
|
if strings.HasSuffix(symbol, quote) {
|
||||||
|
token := strings.TrimSuffix(symbol, quote)
|
||||||
|
if token != "" {
|
||||||
|
return token
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return ""
|
||||||
|
}
|
||||||
|
|
||||||
|
func selectCanonicalSymbolByQuotePriority(token string, candidates []string) string {
|
||||||
|
if len(candidates) == 0 {
|
||||||
|
return ""
|
||||||
|
}
|
||||||
|
if len(candidates) == 1 {
|
||||||
|
return strings.ToUpper(candidates[0])
|
||||||
|
}
|
||||||
|
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
normalized := make([]string, 0, len(candidates))
|
||||||
|
for _, c := range candidates {
|
||||||
|
normalized = append(normalized, strings.ToUpper(c))
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, quote := range binance.QuotePriority {
|
||||||
|
target := token + strings.ToUpper(quote)
|
||||||
|
for _, c := range normalized {
|
||||||
|
if c == target {
|
||||||
|
return c
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
sort.Strings(normalized)
|
||||||
|
return normalized[0]
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) IsSpotPair(symbol string) bool {
|
||||||
|
ms.pairCacheMutex.RLock()
|
||||||
|
defer ms.pairCacheMutex.RUnlock()
|
||||||
|
return ms.spotPairs[symbol]
|
||||||
|
}
|
||||||
|
|
||||||
|
func (ms *MarketData) GetSpotSymbolByToken(token string) (string, bool) {
|
||||||
|
ms.pairCacheMutex.RLock()
|
||||||
|
defer ms.pairCacheMutex.RUnlock()
|
||||||
|
sym, ok := ms.spotToken2Symbol[strings.ToUpper(token)]
|
||||||
|
return sym, ok
|
||||||
|
}
|
||||||
@@ -1,74 +0,0 @@
|
|||||||
package market
|
|
||||||
|
|
||||||
import (
|
|
||||||
"context"
|
|
||||||
"time"
|
|
||||||
|
|
||||||
"github.com/rs/zerolog/log"
|
|
||||||
)
|
|
||||||
|
|
||||||
func (ms *MarketData) refreshTradingPairCache() error {
|
|
||||||
ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
|
|
||||||
defer cancel()
|
|
||||||
|
|
||||||
spotInfo, err := ms.spotClient.NewExchangeInfoService().Do(ctx)
|
|
||||||
if err != nil {
|
|
||||||
log.Error().Err(err).Msg("Failed to fetch spot exchange info")
|
|
||||||
return err
|
|
||||||
}
|
|
||||||
|
|
||||||
futuresInfo, err := ms.futuresClient.NewExchangeInfoService().Do(ctx)
|
|
||||||
if err != nil {
|
|
||||||
log.Error().Err(err).Msg("Failed to fetch futures exchange info")
|
|
||||||
return err
|
|
||||||
}
|
|
||||||
|
|
||||||
ms.pairCacheMutex.Lock()
|
|
||||||
defer ms.pairCacheMutex.Unlock()
|
|
||||||
|
|
||||||
ms.spotPairs = make(map[string]bool, len(spotInfo.Symbols))
|
|
||||||
for _, s := range spotInfo.Symbols {
|
|
||||||
if s.Status == "TRADING" {
|
|
||||||
ms.spotPairs[s.Symbol] = true
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
ms.futuresPairs = make(map[string]bool, len(futuresInfo.Symbols))
|
|
||||||
for _, s := range futuresInfo.Symbols {
|
|
||||||
if s.Status == "TRADING" {
|
|
||||||
ms.futuresPairs[s.Symbol] = true
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
ms.lastPairCacheUpdate = time.Now()
|
|
||||||
log.Info().
|
|
||||||
Int("spot", len(ms.spotPairs)).
|
|
||||||
Int("futures", len(ms.futuresPairs)).
|
|
||||||
Msg("Trading pair cache refreshed")
|
|
||||||
return nil
|
|
||||||
}
|
|
||||||
|
|
||||||
func (ms *MarketData) pairCacheRefreshLoop() {
|
|
||||||
ms.refreshTradingPairCache()
|
|
||||||
ticker := time.NewTicker(time.Hour)
|
|
||||||
defer ticker.Stop()
|
|
||||||
for range ticker.C {
|
|
||||||
ms.refreshTradingPairCache()
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
func (ms *MarketData) IsSpotPair(symbol string) bool {
|
|
||||||
ms.pairCacheMutex.RLock()
|
|
||||||
defer ms.pairCacheMutex.RUnlock()
|
|
||||||
return ms.spotPairs[symbol]
|
|
||||||
}
|
|
||||||
|
|
||||||
func (ms *MarketData) IsFuturesPair(symbol string) bool {
|
|
||||||
ms.pairCacheMutex.RLock()
|
|
||||||
defer ms.pairCacheMutex.RUnlock()
|
|
||||||
return ms.futuresPairs[symbol]
|
|
||||||
}
|
|
||||||
|
|
||||||
func (ms *MarketData) RefreshTradingPairCache() error {
|
|
||||||
return ms.refreshTradingPairCache()
|
|
||||||
}
|
|
||||||
@@ -9,50 +9,54 @@ import (
|
|||||||
)
|
)
|
||||||
|
|
||||||
func Token2FutureSymbols(token string) []string {
|
func Token2FutureSymbols(token string) []string {
|
||||||
var syms []string
|
|
||||||
if !stringx.IsAlphaNumeric(token) {
|
if !stringx.IsAlphaNumeric(token) {
|
||||||
return syms
|
return nil
|
||||||
}
|
}
|
||||||
|
|
||||||
token = strings.ToUpper(token)
|
token = strings.ToUpper(token)
|
||||||
|
if mapped, ok := data.Market.GetFutureSymbolByToken(token); ok {
|
||||||
for _, prefix := range checkingPrefixList {
|
return []string{mapped}
|
||||||
prefix = strings.ToUpper(prefix)
|
|
||||||
|
|
||||||
s := prefix + token
|
|
||||||
|
|
||||||
if data.Market.IsFuturesPair(s) {
|
|
||||||
syms = append(syms, s)
|
|
||||||
continue
|
|
||||||
}
|
}
|
||||||
|
|
||||||
for _, suffix := range binance.SymbolSuffixList {
|
if futureToken, ok := binance.SpotToken2FutureTokenMap[token]; ok {
|
||||||
suffix = strings.ToUpper(suffix)
|
if mapped, ok := data.Market.GetFutureSymbolByToken(strings.ToUpper(futureToken)); ok {
|
||||||
abbr := strings.ToUpper(binance.SymbolSuffixMap[suffix])
|
return []string{mapped}
|
||||||
|
}
|
||||||
sym := s + suffix
|
|
||||||
if data.Market.IsFuturesPair(sym) {
|
|
||||||
syms = append(syms, sym)
|
|
||||||
continue
|
|
||||||
}
|
}
|
||||||
|
|
||||||
symAbr, found := stringx.ReplaceSuffix(s, abbr, suffix)
|
return nil
|
||||||
if found && data.Market.IsFuturesPair(symAbr) {
|
|
||||||
syms = append(syms, symAbr)
|
|
||||||
continue
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
return syms
|
|
||||||
}
|
}
|
||||||
|
|
||||||
func Token2SpotSymbols(token string) []string {
|
func Token2SpotSymbols(token string) []string {
|
||||||
futureSymbols := Token2FutureSymbols(token)
|
if !stringx.IsAlphaNumeric(token) {
|
||||||
spots := make([]string, 0, len(futureSymbols)+1)
|
return nil
|
||||||
seen := make(map[string]struct{}, len(futureSymbols)+1)
|
}
|
||||||
|
|
||||||
for _, futureSymbol := range futureSymbols {
|
token = strings.ToUpper(token)
|
||||||
|
if mapped, ok := data.Market.GetSpotSymbolByToken(token); ok {
|
||||||
|
return []string{mapped}
|
||||||
|
}
|
||||||
|
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func Token2RelatedSpotSymbols(token string) []string {
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
seen := make(map[string]struct{}, 2)
|
||||||
|
spots := make([]string, 0, 2)
|
||||||
|
|
||||||
|
for _, futureSymbol := range Token2FutureSymbols(token) {
|
||||||
spotSymbol := Future2SpotSymbol(futureSymbol)
|
spotSymbol := Future2SpotSymbol(futureSymbol)
|
||||||
|
if _, ok := seen[spotSymbol]; ok {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
if data.Market.IsSpotPair(spotSymbol) {
|
||||||
|
seen[spotSymbol] = struct{}{}
|
||||||
|
spots = append(spots, spotSymbol)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, spotSymbol := range Token2SpotSymbols(token) {
|
||||||
if _, ok := seen[spotSymbol]; ok {
|
if _, ok := seen[spotSymbol]; ok {
|
||||||
continue
|
continue
|
||||||
}
|
}
|
||||||
@@ -60,12 +64,5 @@ func Token2SpotSymbols(token string) []string {
|
|||||||
spots = append(spots, spotSymbol)
|
spots = append(spots, spotSymbol)
|
||||||
}
|
}
|
||||||
|
|
||||||
spotOnly := strings.ToUpper(token) + "USDT"
|
|
||||||
if data.Market.IsSpotPair(spotOnly) {
|
|
||||||
if _, ok := seen[spotOnly]; !ok {
|
|
||||||
spots = append(spots, spotOnly)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
return spots
|
return spots
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,13 +1,16 @@
|
|||||||
package binancex
|
package binancex
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"strings"
|
||||||
"testing"
|
"testing"
|
||||||
|
|
||||||
|
"me.thuanle/bbot/internal/configs/binance"
|
||||||
"me.thuanle/bbot/internal/data"
|
"me.thuanle/bbot/internal/data"
|
||||||
"me.thuanle/bbot/internal/data/market"
|
"me.thuanle/bbot/internal/data/market"
|
||||||
)
|
)
|
||||||
|
|
||||||
type resolverMarketStub struct {
|
type resolverMarketStub struct {
|
||||||
|
alphaTokens map[string]bool
|
||||||
spotPairs map[string]bool
|
spotPairs map[string]bool
|
||||||
futuresPairs map[string]bool
|
futuresPairs map[string]bool
|
||||||
}
|
}
|
||||||
@@ -21,69 +24,176 @@ func (m *resolverMarketStub) GetAllPremiumIndex() (map[string]market.PremiumInde
|
|||||||
func (m *resolverMarketStub) GetAllFundRate() (map[string]float64, map[string]int64) { return nil, nil }
|
func (m *resolverMarketStub) GetAllFundRate() (map[string]float64, map[string]int64) { return nil, nil }
|
||||||
func (m *resolverMarketStub) GetSpotPrice(symbol string) (float64, bool) { return 0, false }
|
func (m *resolverMarketStub) GetSpotPrice(symbol string) (float64, bool) { return 0, false }
|
||||||
func (m *resolverMarketStub) GetMarginInterestRates() map[string]float64 { return nil }
|
func (m *resolverMarketStub) GetMarginInterestRates() map[string]float64 { return nil }
|
||||||
func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return false }
|
func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return m.alphaTokens[symbol] }
|
||||||
func (m *resolverMarketStub) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) {
|
func (m *resolverMarketStub) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) {
|
||||||
return market.AlphaTokenInfo{}, false
|
return market.AlphaTokenInfo{}, false
|
||||||
}
|
}
|
||||||
func (m *resolverMarketStub) GetAlphaPrice(symbol string) (float64, bool) { return 0, false }
|
func (m *resolverMarketStub) GetAlphaPrice(symbol string) (float64, bool) { return 0, false }
|
||||||
func (m *resolverMarketStub) IsSpotPair(symbol string) bool { return m.spotPairs[symbol] }
|
func (m *resolverMarketStub) IsSpotPair(symbol string) bool { return m.spotPairs[symbol] }
|
||||||
func (m *resolverMarketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
|
func (m *resolverMarketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
|
||||||
|
func (m *resolverMarketStub) GetSpotSymbolByToken(token string) (string, bool) {
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
for sym := range m.spotPairs {
|
||||||
|
if strings.ToUpper(Symbol2Token(sym)) == token {
|
||||||
|
return sym, true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return "", false
|
||||||
|
}
|
||||||
|
func (m *resolverMarketStub) GetFutureSymbolByToken(token string) (string, bool) {
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
for sym := range m.futuresPairs {
|
||||||
|
if strings.ToUpper(Symbol2Token(sym)) == token {
|
||||||
|
return sym, true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return "", false
|
||||||
|
}
|
||||||
func (m *resolverMarketStub) RefreshTradingPairCache() error { return nil }
|
func (m *resolverMarketStub) RefreshTradingPairCache() error { return nil }
|
||||||
|
|
||||||
func TestToken2FutureSymbols_ResolvesPrefixAndSuffix(t *testing.T) {
|
func withResolverMarketStub(t *testing.T, marketStub *resolverMarketStub) {
|
||||||
|
t.Helper()
|
||||||
orig := data.Market
|
orig := data.Market
|
||||||
defer func() { data.Market = orig }()
|
data.Market = marketStub
|
||||||
|
t.Cleanup(func() { data.Market = orig })
|
||||||
|
}
|
||||||
|
|
||||||
data.Market = &resolverMarketStub{
|
func TestToken2FutureSymbols_ReturnsCanonicalFutureSymbol(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
futuresPairs: map[string]bool{
|
futuresPairs: map[string]bool{
|
||||||
"1000PEPEUSDT": true,
|
"1000PEPEUSDT": true,
|
||||||
"1000PEPEUSDC": true,
|
"1000PEPEUSDC": true,
|
||||||
},
|
},
|
||||||
}
|
})
|
||||||
|
|
||||||
syms := Token2FutureSymbols("pepe")
|
syms := Token2FutureSymbols("pepe")
|
||||||
if len(syms) == 0 {
|
if len(syms) != 1 || syms[0] != "1000PEPEUSDT" {
|
||||||
t.Fatalf("expected future symbols for PEPE")
|
t.Fatalf("expected canonical [1000PEPEUSDT], got %+v", syms)
|
||||||
}
|
|
||||||
|
|
||||||
foundUSDT := false
|
|
||||||
foundUSDC := false
|
|
||||||
for _, sym := range syms {
|
|
||||||
if sym == "1000PEPEUSDT" {
|
|
||||||
foundUSDT = true
|
|
||||||
}
|
|
||||||
if sym == "1000PEPEUSDC" {
|
|
||||||
foundUSDC = true
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
if !foundUSDT || !foundUSDC {
|
func TestToken2FutureSymbols_UsesCanonicalQuotePriority(t *testing.T) {
|
||||||
t.Fatalf("expected both 1000PEPEUSDT and 1000PEPEUSDC, got %+v", syms)
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
|
futuresPairs: map[string]bool{
|
||||||
|
"1000PEPEUSDT": true,
|
||||||
|
"1000PEPEUSDC": true,
|
||||||
|
"PEPEUSDT": true,
|
||||||
|
"PEPEUSDC": true,
|
||||||
|
},
|
||||||
|
})
|
||||||
|
|
||||||
|
syms := Token2FutureSymbols("pepe")
|
||||||
|
if len(syms) != 1 || syms[0] != "1000PEPEUSDT" {
|
||||||
|
t.Fatalf("expected canonical [1000PEPEUSDT], got %+v", syms)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestToken2SpotSymbols_AppliesExplicitRemap(t *testing.T) {
|
func TestToken2FutureSymbols_ResolvesUSDCAbbreviation(t *testing.T) {
|
||||||
orig := data.Market
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
defer func() { data.Market = orig }()
|
futuresPairs: map[string]bool{"PEPEUSDC": true},
|
||||||
|
})
|
||||||
|
|
||||||
data.Market = &resolverMarketStub{
|
syms := Token2FutureSymbols("pepec")
|
||||||
|
if len(syms) != 1 || syms[0] != "PEPEUSDC" {
|
||||||
|
t.Fatalf("expected [PEPEUSDC], got %+v", syms)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestSymbolSuffixListMatchesSymbolSuffixMap(t *testing.T) {
|
||||||
|
seen := make(map[string]struct{}, len(binance.SymbolSuffixList))
|
||||||
|
for _, suffix := range binance.SymbolSuffixList {
|
||||||
|
if _, ok := binance.SymbolSuffixMap[suffix]; !ok {
|
||||||
|
t.Fatalf("SymbolSuffixList contains %q missing from SymbolSuffixMap", suffix)
|
||||||
|
}
|
||||||
|
seen[suffix] = struct{}{}
|
||||||
|
}
|
||||||
|
|
||||||
|
for suffix := range binance.SymbolSuffixMap {
|
||||||
|
if _, ok := seen[suffix]; !ok {
|
||||||
|
t.Fatalf("SymbolSuffixMap contains %q missing from SymbolSuffixList", suffix)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestIsToken(t *testing.T) {
|
||||||
|
tests := []struct {
|
||||||
|
name string
|
||||||
|
input string
|
||||||
|
marketStub *resolverMarketStub
|
||||||
|
want bool
|
||||||
|
}{
|
||||||
|
{
|
||||||
|
name: "futures token resolution success",
|
||||||
|
input: "pepe",
|
||||||
|
marketStub: &resolverMarketStub{
|
||||||
|
futuresPairs: map[string]bool{"1000PEPEUSDT": true},
|
||||||
|
},
|
||||||
|
want: true,
|
||||||
|
},
|
||||||
|
{
|
||||||
|
name: "alpha token fallback",
|
||||||
|
input: "alpha",
|
||||||
|
marketStub: &resolverMarketStub{
|
||||||
|
alphaTokens: map[string]bool{"ALPHA": true},
|
||||||
|
},
|
||||||
|
want: true,
|
||||||
|
},
|
||||||
|
{
|
||||||
|
name: "spot only token fallback",
|
||||||
|
input: "abc",
|
||||||
|
marketStub: &resolverMarketStub{
|
||||||
|
spotPairs: map[string]bool{"ABCUSDT": true},
|
||||||
|
},
|
||||||
|
want: true,
|
||||||
|
},
|
||||||
|
{
|
||||||
|
name: "non alphanumeric input",
|
||||||
|
input: "bad!",
|
||||||
|
marketStub: &resolverMarketStub{},
|
||||||
|
want: false,
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, tt := range tests {
|
||||||
|
t.Run(tt.name, func(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, tt.marketStub)
|
||||||
|
|
||||||
|
got := IsToken(tt.input)
|
||||||
|
if got != tt.want {
|
||||||
|
t.Fatalf("expected %v, got %v", tt.want, got)
|
||||||
|
}
|
||||||
|
})
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestToken2SpotSymbols_DoesNotDependOnFutureMappings(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
futuresPairs: map[string]bool{"LUNA2USDT": true},
|
futuresPairs: map[string]bool{"LUNA2USDT": true},
|
||||||
spotPairs: map[string]bool{"LUNAUSDT": true},
|
spotPairs: map[string]bool{"LUNAUSDT": true},
|
||||||
}
|
})
|
||||||
|
|
||||||
spots := Token2SpotSymbols("luna2")
|
spots := Token2SpotSymbols("luna2")
|
||||||
|
if len(spots) != 0 {
|
||||||
|
t.Fatalf("expected no direct spot symbols for LUNA2, got %+v", spots)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestToken2RelatedSpotSymbols_AppliesExplicitRemap(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
|
futuresPairs: map[string]bool{"LUNA2USDT": true},
|
||||||
|
spotPairs: map[string]bool{"LUNAUSDT": true},
|
||||||
|
})
|
||||||
|
|
||||||
|
spots := Token2RelatedSpotSymbols("luna2")
|
||||||
if len(spots) != 1 || spots[0] != "LUNAUSDT" {
|
if len(spots) != 1 || spots[0] != "LUNAUSDT" {
|
||||||
t.Fatalf("expected [LUNAUSDT], got %+v", spots)
|
t.Fatalf("expected [LUNAUSDT], got %+v", spots)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestToken2SpotSymbols_SpotOnlyFallback(t *testing.T) {
|
func TestToken2SpotSymbols_SpotOnlyFallback(t *testing.T) {
|
||||||
orig := data.Market
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
defer func() { data.Market = orig }()
|
|
||||||
|
|
||||||
data.Market = &resolverMarketStub{
|
|
||||||
spotPairs: map[string]bool{"ABCUSDT": true},
|
spotPairs: map[string]bool{"ABCUSDT": true},
|
||||||
}
|
})
|
||||||
|
|
||||||
spots := Token2SpotSymbols("abc")
|
spots := Token2SpotSymbols("abc")
|
||||||
if len(spots) != 1 || spots[0] != "ABCUSDT" {
|
if len(spots) != 1 || spots[0] != "ABCUSDT" {
|
||||||
|
|||||||
@@ -30,12 +30,13 @@ var (
|
|||||||
)
|
)
|
||||||
|
|
||||||
func IsToken(s string) bool {
|
func IsToken(s string) bool {
|
||||||
// First check regular symbols
|
|
||||||
if len(Token2FutureSymbols(s)) > 0 {
|
if len(Token2FutureSymbols(s)) > 0 {
|
||||||
return true
|
return true
|
||||||
}
|
}
|
||||||
|
if len(Token2SpotSymbols(s)) > 0 {
|
||||||
|
return true
|
||||||
|
}
|
||||||
|
|
||||||
// Then check Alpha tokens
|
|
||||||
s = strings.ToUpper(s)
|
s = strings.ToUpper(s)
|
||||||
return data.Market.IsAlphaToken(s)
|
return data.Market.IsAlphaToken(s)
|
||||||
}
|
}
|
||||||
@@ -50,9 +51,9 @@ func Future2SpotSymbol(sym string) string {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
spotSym, ok := binance.Future2SpotSymbolMap[sym]
|
token := Symbol2Token(sym)
|
||||||
if !ok {
|
if mapped, ok := binance.FutureToken2SpotTokenMap[token]; ok {
|
||||||
return sym
|
token = strings.ToUpper(mapped)
|
||||||
}
|
}
|
||||||
return spotSym
|
return token + "USDT"
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -87,7 +87,7 @@ func collectRichTokenData(token string) buildRichTokenMessageArgs {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
spotSymbols := binancex.Token2SpotSymbols(token)
|
spotSymbols := binancex.Token2RelatedSpotSymbols(token)
|
||||||
for _, spotSymbol := range spotSymbols {
|
for _, spotSymbol := range spotSymbols {
|
||||||
if sp, ok := data.Market.GetSpotPrice(spotSymbol); ok {
|
if sp, ok := data.Market.GetSpotPrice(spotSymbol); ok {
|
||||||
a.HasSpot = true
|
a.HasSpot = true
|
||||||
|
|||||||
@@ -1,10 +1,12 @@
|
|||||||
package commands
|
package commands
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"strings"
|
||||||
"testing"
|
"testing"
|
||||||
|
|
||||||
"me.thuanle/bbot/internal/data"
|
"me.thuanle/bbot/internal/data"
|
||||||
"me.thuanle/bbot/internal/data/market"
|
"me.thuanle/bbot/internal/data/market"
|
||||||
|
"me.thuanle/bbot/internal/helper/binancex"
|
||||||
)
|
)
|
||||||
|
|
||||||
func TestBuildRichTokenMessageInput_AllSources(t *testing.T) {
|
func TestBuildRichTokenMessageInput_AllSources(t *testing.T) {
|
||||||
@@ -88,6 +90,24 @@ func (m *marketStub) GetAlphaPrice(symbol string) (float64, bool) {
|
|||||||
}
|
}
|
||||||
func (m *marketStub) IsSpotPair(symbol string) bool { return m.spotPairs[symbol] }
|
func (m *marketStub) IsSpotPair(symbol string) bool { return m.spotPairs[symbol] }
|
||||||
func (m *marketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
|
func (m *marketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
|
||||||
|
func (m *marketStub) GetSpotSymbolByToken(token string) (string, bool) {
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
for symbol := range m.spotPairs {
|
||||||
|
if binancex.Symbol2Token(symbol) == token {
|
||||||
|
return symbol, true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return "", false
|
||||||
|
}
|
||||||
|
func (m *marketStub) GetFutureSymbolByToken(token string) (string, bool) {
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
for symbol := range m.futuresPairs {
|
||||||
|
if binancex.Symbol2Token(symbol) == token {
|
||||||
|
return symbol, true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return "", false
|
||||||
|
}
|
||||||
func (m *marketStub) RefreshTradingPairCache() error { return nil }
|
func (m *marketStub) RefreshTradingPairCache() error { return nil }
|
||||||
|
|
||||||
func TestCollectRichTokenData_SpotOnlyReachable(t *testing.T) {
|
func TestCollectRichTokenData_SpotOnlyReachable(t *testing.T) {
|
||||||
|
|||||||
Reference in New Issue
Block a user