Compare commits
13 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 617b067203 | |||
| f5e2e178e1 | |||
| 635b0c5b39 | |||
| d6338fa092 | |||
| 711721c1ee | |||
| 06c40ef30f | |||
| 0705e909dc | |||
| 72bbe66c3e | |||
| 252e77c000 | |||
| 2c5a9e23bf | |||
| 47d07f2092 | |||
| 72fdb598af | |||
| 1486681ef9 |
@@ -1,11 +1,21 @@
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package binance
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package binance
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var SymbolPrefixList = []string{"1000000", "1000", "1M"}
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var SymbolPrefixList = []string{"1000000", "1000", "1M"}
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var SymbolSuffixList = []string{"USDT", "USDC", "FDUSD"}
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var SymbolSuffixMap = map[string]string{
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var SymbolSuffixMap = map[string]string{
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"USDT": "",
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"USDT": "",
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"USDC": "c",
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"USDC": "c",
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"FDUSD": "fd",
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}
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}
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var Future2SpotSymbolMap = map[string]string{
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var QuotePriority = []string{"USDT", "USDC", "FDUSD"}
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"LUNA2USDT": "LUNAUSDT",
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var FutureToken2SpotTokenMap = map[string]string{
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"LUNA2": "LUNA",
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}
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var SpotToken2FutureTokenMap = map[string]string{
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"LUNA": "LUNA2",
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}
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}
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@@ -18,5 +18,7 @@ type IMarket interface {
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// Trading pair methods
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// Trading pair methods
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IsSpotPair(symbol string) bool
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IsSpotPair(symbol string) bool
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IsFuturesPair(symbol string) bool
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IsFuturesPair(symbol string) bool
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GetSpotSymbolByToken(token string) (string, bool)
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GetFutureSymbolByToken(token string) (string, bool)
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RefreshTradingPairCache() error
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RefreshTradingPairCache() error
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}
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}
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@@ -0,0 +1,65 @@
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package market
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import (
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"context"
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"strings"
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"time"
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"github.com/rs/zerolog/log"
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)
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func (ms *MarketData) refreshFuturePairCache() error {
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ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
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defer cancel()
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futuresInfo, err := ms.futuresClient.NewExchangeInfoService().Do(ctx)
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if err != nil {
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log.Error().Err(err).Msg("Failed to fetch futures exchange info")
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return err
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}
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futurePairs := make(map[string]bool, len(futuresInfo.Symbols))
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futureTokenCandidates := make(map[string][]string)
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for _, s := range futuresInfo.Symbols {
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if s.Status != "TRADING" {
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continue
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}
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futurePairs[s.Symbol] = true
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token := parseTokenFromSymbolByQuotePriority(s.Symbol)
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if token == "" {
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continue
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}
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token = futureCacheTokenKey(token)
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futureTokenCandidates[token] = append(futureTokenCandidates[token], s.Symbol)
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}
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futureToken2Symbol := make(map[string]string, len(futureTokenCandidates))
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for token, candidates := range futureTokenCandidates {
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futureToken2Symbol[token] = selectCanonicalSymbolByQuotePriority(token, candidates)
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}
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ms.pairCacheMutex.Lock()
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ms.futuresPairs = futurePairs
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ms.futureToken2Symbol = futureToken2Symbol
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ms.lastPairCacheUpdate = time.Now()
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ms.pairCacheMutex.Unlock()
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return nil
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}
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func futureCacheTokenKey(token string) string {
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return strings.ToUpper(token)
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}
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func (ms *MarketData) IsFuturesPair(symbol string) bool {
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ms.pairCacheMutex.RLock()
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defer ms.pairCacheMutex.RUnlock()
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return ms.futuresPairs[symbol]
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}
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func (ms *MarketData) GetFutureSymbolByToken(token string) (string, bool) {
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ms.pairCacheMutex.RLock()
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defer ms.pairCacheMutex.RUnlock()
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sym, ok := ms.futureToken2Symbol[strings.ToUpper(token)]
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return sym, ok
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}
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@@ -13,6 +13,8 @@ type MarketData struct {
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// Trading pair caches
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// Trading pair caches
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spotPairs map[string]bool
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spotPairs map[string]bool
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futuresPairs map[string]bool
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futuresPairs map[string]bool
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spotToken2Symbol map[string]string
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futureToken2Symbol map[string]string
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pairCacheMutex sync.RWMutex
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pairCacheMutex sync.RWMutex
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lastPairCacheUpdate time.Time
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lastPairCacheUpdate time.Time
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@@ -31,25 +33,59 @@ func NewMarketData() *MarketData {
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ms := &MarketData{
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ms := &MarketData{
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spotPairs: make(map[string]bool),
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spotPairs: make(map[string]bool),
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futuresPairs: make(map[string]bool),
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futuresPairs: make(map[string]bool),
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spotToken2Symbol: make(map[string]string),
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futureToken2Symbol: make(map[string]string),
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alphaTokens: make(map[string]AlphaTokenInfo),
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alphaTokens: make(map[string]AlphaTokenInfo),
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spotClient: binance.NewClient("", ""),
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spotClient: binance.NewClient("", ""),
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futuresClient: futures.NewClient("", ""),
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futuresClient: futures.NewClient("", ""),
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}
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}
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if err := ms.refreshTradingPairCache(); err != nil {
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ms.refreshAllCaches()
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log.Error().Err(err).Msg("Failed initial trading pair cache load")
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go ms.cacheRefreshLoop()
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}
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go ms.pairCacheRefreshLoop()
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go ms.alphaCacheRefreshLoop()
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return ms
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return ms
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}
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}
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func (ms *MarketData) alphaCacheRefreshLoop() {
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func (ms *MarketData) refreshTradingPairCache() error {
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ms.refreshAlphaTokenCache()
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if err := ms.refreshSpotPairCache(); err != nil {
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return err
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}
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if err := ms.refreshFuturePairCache(); err != nil {
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return err
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}
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ms.pairCacheMutex.RLock()
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spotCount := len(ms.spotPairs)
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futureCount := len(ms.futuresPairs)
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ms.pairCacheMutex.RUnlock()
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log.Info().
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Int("spot", spotCount).
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Int("futures", futureCount).
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Msg("Trading pair cache refreshed")
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return nil
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}
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func (ms *MarketData) cacheRefreshLoop() {
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ms.refreshAllCaches()
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ticker := time.NewTicker(time.Hour)
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ticker := time.NewTicker(time.Hour)
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defer ticker.Stop()
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defer ticker.Stop()
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for range ticker.C {
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for range ticker.C {
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ms.refreshAllCaches()
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}
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}
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func (ms *MarketData) refreshAllCaches() {
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if err := ms.refreshSpotPairCache(); err != nil {
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log.Error().Err(err).Msg("Failed spot pair refresh")
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}
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if err := ms.refreshFuturePairCache(); err != nil {
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log.Error().Err(err).Msg("Failed futures pair refresh")
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}
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ms.refreshAlphaTokenCache()
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ms.refreshAlphaTokenCache()
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}
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}
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func (ms *MarketData) RefreshTradingPairCache() error {
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return ms.refreshTradingPairCache()
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}
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}
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@@ -0,0 +1,41 @@
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package market
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import "testing"
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func TestSelectCanonicalSymbolByQuotePriority(t *testing.T) {
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pairs := []string{"DOGEFDUSD", "DOGEUSDC", "DOGEUSDT"}
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got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
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if got != "DOGEUSDT" {
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t.Fatalf("expected DOGEUSDT, got %q", got)
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}
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}
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func TestSelectCanonicalSymbolByQuotePriority_FallbackOrder(t *testing.T) {
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pairs := []string{"DOGEFDUSD", "DOGEUSDC"}
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got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
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if got != "DOGEUSDC" {
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t.Fatalf("expected DOGEUSDC, got %q", got)
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}
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}
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func TestSelectCanonicalSymbolByQuotePriority_NoPreferredQuote(t *testing.T) {
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pairs := []string{"DOGEBUSD"}
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got := selectCanonicalSymbolByQuotePriority("DOGE", pairs)
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if got != "DOGEBUSD" {
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t.Fatalf("expected DOGEBUSD, got %q", got)
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}
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}
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func TestFutureCacheTokenKey_PreservesRawFutureToken(t *testing.T) {
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got := futureCacheTokenKey("LUNA2")
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if got != "LUNA2" {
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t.Fatalf("expected LUNA2, got %q", got)
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}
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}
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func TestFutureCacheTokenKey_NoOverride(t *testing.T) {
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got := futureCacheTokenKey("PEPE")
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if got != "PEPE" {
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t.Fatalf("expected PEPE, got %q", got)
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}
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}
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@@ -0,0 +1,103 @@
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package market
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import (
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"context"
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"sort"
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|
"strings"
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|
"time"
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|
|
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"github.com/rs/zerolog/log"
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"me.thuanle/bbot/internal/configs/binance"
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|
)
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func (ms *MarketData) refreshSpotPairCache() error {
|
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|
ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
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|
defer cancel()
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|
|
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spotInfo, err := ms.spotClient.NewExchangeInfoService().Do(ctx)
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|
if err != nil {
|
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|
log.Error().Err(err).Msg("Failed to fetch spot exchange info")
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|
return err
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|
}
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|
|
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|
spotPairs := make(map[string]bool, len(spotInfo.Symbols))
|
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spotTokenCandidates := make(map[string][]string)
|
||||||
|
for _, s := range spotInfo.Symbols {
|
||||||
|
if s.Status != "TRADING" {
|
||||||
|
continue
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||||||
|
}
|
||||||
|
spotPairs[s.Symbol] = true
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|
token := parseTokenFromSymbolByQuotePriority(s.Symbol)
|
||||||
|
if token == "" {
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||||||
|
continue
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||||||
|
}
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spotTokenCandidates[token] = append(spotTokenCandidates[token], s.Symbol)
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||||||
|
}
|
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|
|
||||||
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spotToken2Symbol := make(map[string]string, len(spotTokenCandidates))
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||||||
|
for token, candidates := range spotTokenCandidates {
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|
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 {
|
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|
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()
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,68 @@
|
|||||||
|
package binancex
|
||||||
|
|
||||||
|
import (
|
||||||
|
"strings"
|
||||||
|
|
||||||
|
"me.thuanle/bbot/internal/configs/binance"
|
||||||
|
"me.thuanle/bbot/internal/data"
|
||||||
|
"me.thuanle/bbot/internal/utils/stringx"
|
||||||
|
)
|
||||||
|
|
||||||
|
func Token2FutureSymbols(token string) []string {
|
||||||
|
if !stringx.IsAlphaNumeric(token) {
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
token = strings.ToUpper(token)
|
||||||
|
if mapped, ok := data.Market.GetFutureSymbolByToken(token); ok {
|
||||||
|
return []string{mapped}
|
||||||
|
}
|
||||||
|
|
||||||
|
if futureToken, ok := binance.SpotToken2FutureTokenMap[token]; ok {
|
||||||
|
if mapped, ok := data.Market.GetFutureSymbolByToken(strings.ToUpper(futureToken)); ok {
|
||||||
|
return []string{mapped}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func Token2SpotSymbols(token string) []string {
|
||||||
|
if !stringx.IsAlphaNumeric(token) {
|
||||||
|
return nil
|
||||||
|
}
|
||||||
|
|
||||||
|
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)
|
||||||
|
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 {
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
seen[spotSymbol] = struct{}{}
|
||||||
|
spots = append(spots, spotSymbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
return spots
|
||||||
|
}
|
||||||
@@ -0,0 +1,202 @@
|
|||||||
|
package binancex
|
||||||
|
|
||||||
|
import (
|
||||||
|
"strings"
|
||||||
|
"testing"
|
||||||
|
|
||||||
|
"me.thuanle/bbot/internal/configs/binance"
|
||||||
|
"me.thuanle/bbot/internal/data"
|
||||||
|
"me.thuanle/bbot/internal/data/market"
|
||||||
|
)
|
||||||
|
|
||||||
|
type resolverMarketStub struct {
|
||||||
|
alphaTokens map[string]bool
|
||||||
|
spotPairs map[string]bool
|
||||||
|
futuresPairs map[string]bool
|
||||||
|
}
|
||||||
|
|
||||||
|
func (m *resolverMarketStub) GetFuturePrice(symbol string) (float64, float64, int64, bool) {
|
||||||
|
return 0, 0, 0, false
|
||||||
|
}
|
||||||
|
func (m *resolverMarketStub) GetAllPremiumIndex() (map[string]market.PremiumIndex, error) {
|
||||||
|
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) GetMarginInterestRates() map[string]float64 { return nil }
|
||||||
|
func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return m.alphaTokens[symbol] }
|
||||||
|
func (m *resolverMarketStub) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) {
|
||||||
|
return market.AlphaTokenInfo{}, 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) 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 withResolverMarketStub(t *testing.T, marketStub *resolverMarketStub) {
|
||||||
|
t.Helper()
|
||||||
|
orig := data.Market
|
||||||
|
data.Market = marketStub
|
||||||
|
t.Cleanup(func() { data.Market = orig })
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestToken2FutureSymbols_ReturnsCanonicalFutureSymbol(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
|
futuresPairs: map[string]bool{
|
||||||
|
"1000PEPEUSDT": true,
|
||||||
|
"1000PEPEUSDC": true,
|
||||||
|
},
|
||||||
|
})
|
||||||
|
|
||||||
|
syms := Token2FutureSymbols("pepe")
|
||||||
|
if len(syms) != 1 || syms[0] != "1000PEPEUSDT" {
|
||||||
|
t.Fatalf("expected canonical [1000PEPEUSDT], got %+v", syms)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestToken2FutureSymbols_UsesCanonicalQuotePriority(t *testing.T) {
|
||||||
|
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 TestToken2FutureSymbols_ResolvesUSDCAbbreviation(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
|
futuresPairs: map[string]bool{"PEPEUSDC": true},
|
||||||
|
})
|
||||||
|
|
||||||
|
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},
|
||||||
|
spotPairs: map[string]bool{"LUNAUSDT": true},
|
||||||
|
})
|
||||||
|
|
||||||
|
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" {
|
||||||
|
t.Fatalf("expected [LUNAUSDT], got %+v", spots)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestToken2SpotSymbols_SpotOnlyFallback(t *testing.T) {
|
||||||
|
withResolverMarketStub(t, &resolverMarketStub{
|
||||||
|
spotPairs: map[string]bool{"ABCUSDT": true},
|
||||||
|
})
|
||||||
|
|
||||||
|
spots := Token2SpotSymbols("abc")
|
||||||
|
if len(spots) != 1 || spots[0] != "ABCUSDT" {
|
||||||
|
t.Fatalf("expected [ABCUSDT], got %+v", spots)
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -14,7 +14,8 @@ func Symbol2Token(sym string) string {
|
|||||||
for _, prefix := range binance.SymbolPrefixList {
|
for _, prefix := range binance.SymbolPrefixList {
|
||||||
token, _ = strings.CutPrefix(token, prefix)
|
token, _ = strings.CutPrefix(token, prefix)
|
||||||
}
|
}
|
||||||
for suffix, abbr := range binance.SymbolSuffixMap {
|
for _, suffix := range binance.SymbolSuffixList {
|
||||||
|
abbr := binance.SymbolSuffixMap[suffix]
|
||||||
var f bool
|
var f bool
|
||||||
token, f = stringx.ReplaceSuffix(token, suffix, abbr)
|
token, f = stringx.ReplaceSuffix(token, suffix, abbr)
|
||||||
if f {
|
if f {
|
||||||
@@ -28,58 +29,14 @@ var (
|
|||||||
checkingPrefixList = append(binance.SymbolPrefixList, "")
|
checkingPrefixList = append(binance.SymbolPrefixList, "")
|
||||||
)
|
)
|
||||||
|
|
||||||
func testSym(sym string) bool {
|
|
||||||
return data.Market.IsFuturesPair(sym)
|
|
||||||
}
|
|
||||||
|
|
||||||
func Token2Symbols(token string) []string {
|
|
||||||
var syms []string
|
|
||||||
if !stringx.IsAlphaNumeric(token) {
|
|
||||||
return syms
|
|
||||||
}
|
|
||||||
|
|
||||||
token = strings.ToUpper(token)
|
|
||||||
|
|
||||||
for _, prefix := range checkingPrefixList {
|
|
||||||
prefix = strings.ToUpper(prefix)
|
|
||||||
|
|
||||||
s := prefix + token
|
|
||||||
|
|
||||||
//no suffix
|
|
||||||
if testSym(s) {
|
|
||||||
syms = append(syms, s)
|
|
||||||
continue
|
|
||||||
}
|
|
||||||
|
|
||||||
for suffix, abbr := range binance.SymbolSuffixMap {
|
|
||||||
suffix = strings.ToUpper(suffix)
|
|
||||||
abbr = strings.ToUpper(abbr)
|
|
||||||
|
|
||||||
//suffix
|
|
||||||
sym := s + suffix
|
|
||||||
if testSym(sym) {
|
|
||||||
syms = append(syms, sym)
|
|
||||||
continue
|
|
||||||
}
|
|
||||||
|
|
||||||
//suffix abbr
|
|
||||||
symAbr, found := stringx.ReplaceSuffix(s, abbr, suffix)
|
|
||||||
if found && testSym(symAbr) {
|
|
||||||
syms = append(syms, symAbr)
|
|
||||||
continue
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
return syms
|
|
||||||
}
|
|
||||||
|
|
||||||
func IsToken(s string) bool {
|
func IsToken(s string) bool {
|
||||||
// First check regular symbols
|
if len(Token2FutureSymbols(s)) > 0 {
|
||||||
if len(Token2Symbols(s)) > 0 {
|
return true
|
||||||
|
}
|
||||||
|
if len(Token2SpotSymbols(s)) > 0 {
|
||||||
return true
|
return true
|
||||||
}
|
}
|
||||||
|
|
||||||
// Then check Alpha tokens
|
|
||||||
s = strings.ToUpper(s)
|
s = strings.ToUpper(s)
|
||||||
return data.Market.IsAlphaToken(s)
|
return data.Market.IsAlphaToken(s)
|
||||||
}
|
}
|
||||||
@@ -94,9 +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"
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -6,6 +6,7 @@ import (
|
|||||||
"gopkg.in/telebot.v3"
|
"gopkg.in/telebot.v3"
|
||||||
"me.thuanle/bbot/internal/configs/tele"
|
"me.thuanle/bbot/internal/configs/tele"
|
||||||
"me.thuanle/bbot/internal/data"
|
"me.thuanle/bbot/internal/data"
|
||||||
|
"me.thuanle/bbot/internal/helper/binancex"
|
||||||
"me.thuanle/bbot/internal/services/tele/chat"
|
"me.thuanle/bbot/internal/services/tele/chat"
|
||||||
"me.thuanle/bbot/internal/services/tele/view"
|
"me.thuanle/bbot/internal/services/tele/view"
|
||||||
)
|
)
|
||||||
@@ -75,21 +76,23 @@ func collectRichTokenData(token string) buildRichTokenMessageArgs {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
futureSymbol := token + "USDT"
|
futureSymbols := binancex.Token2FutureSymbols(token)
|
||||||
if data.Market.IsFuturesPair(futureSymbol) {
|
for _, futureSymbol := range futureSymbols {
|
||||||
if fp, fr, ft, ok := data.Market.GetFuturePrice(futureSymbol); ok {
|
if fp, fr, ft, ok := data.Market.GetFuturePrice(futureSymbol); ok {
|
||||||
a.HasFuture = true
|
a.HasFuture = true
|
||||||
a.FuturePrice = fp
|
a.FuturePrice = fp
|
||||||
a.FundingRate = fr
|
a.FundingRate = fr
|
||||||
a.FundingTimeMs = ft
|
a.FundingTimeMs = ft
|
||||||
|
break
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
spotSymbol := token + "USDT"
|
spotSymbols := binancex.Token2RelatedSpotSymbols(token)
|
||||||
if data.Market.IsSpotPair(spotSymbol) {
|
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
|
||||||
a.SpotPrice = sp
|
a.SpotPrice = sp
|
||||||
|
break
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@@ -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) {
|
||||||
@@ -113,9 +133,15 @@ func TestCollectRichTokenData_FutureFailureStillKeepsSpot(t *testing.T) {
|
|||||||
defer func() { data.Market = orig }()
|
defer func() { data.Market = orig }()
|
||||||
|
|
||||||
data.Market = &marketStub{
|
data.Market = &marketStub{
|
||||||
spotPairs: map[string]bool{"ETHUSDT": true},
|
spotPairs: map[string]bool{
|
||||||
futuresPairs: map[string]bool{"ETHUSDT": true},
|
"ETHUSDT": true,
|
||||||
spotPrices: map[string]float64{"ETHUSDT": 3245},
|
},
|
||||||
|
futuresPairs: map[string]bool{
|
||||||
|
"ETHUSDT": true,
|
||||||
|
},
|
||||||
|
spotPrices: map[string]float64{
|
||||||
|
"ETHUSDT": 3245,
|
||||||
|
},
|
||||||
futurePrices: map[string]struct {
|
futurePrices: map[string]struct {
|
||||||
price float64
|
price float64
|
||||||
rate float64
|
rate float64
|
||||||
@@ -132,6 +158,67 @@ func TestCollectRichTokenData_FutureFailureStillKeepsSpot(t *testing.T) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func TestCollectRichTokenData_UsesSharedResolverMapping(t *testing.T) {
|
||||||
|
orig := data.Market
|
||||||
|
defer func() { data.Market = orig }()
|
||||||
|
|
||||||
|
data.Market = &marketStub{
|
||||||
|
spotPairs: map[string]bool{
|
||||||
|
"LUNAUSDT": true,
|
||||||
|
},
|
||||||
|
futuresPairs: map[string]bool{
|
||||||
|
"LUNA2USDT": true,
|
||||||
|
},
|
||||||
|
spotPrices: map[string]float64{
|
||||||
|
"LUNAUSDT": 0.49,
|
||||||
|
},
|
||||||
|
futurePrices: map[string]struct {
|
||||||
|
price float64
|
||||||
|
rate float64
|
||||||
|
time int64
|
||||||
|
}{
|
||||||
|
"LUNA2USDT": {price: 0.50, rate: 0.0001, time: 1740000000000},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
args := collectRichTokenData("LUNA2")
|
||||||
|
if !args.HasFuture || !args.HasSpot {
|
||||||
|
t.Fatalf("expected both future and mapped spot, got %+v", args)
|
||||||
|
}
|
||||||
|
if args.SpotPrice != 0.49 {
|
||||||
|
t.Fatalf("expected mapped spot price 0.49, got %f", args.SpotPrice)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func TestCollectRichTokenData_PrefixFutureMapsToSpot(t *testing.T) {
|
||||||
|
orig := data.Market
|
||||||
|
defer func() { data.Market = orig }()
|
||||||
|
|
||||||
|
data.Market = &marketStub{
|
||||||
|
spotPairs: map[string]bool{
|
||||||
|
"PEPEUSDT": true,
|
||||||
|
},
|
||||||
|
futuresPairs: map[string]bool{
|
||||||
|
"1000PEPEUSDT": true,
|
||||||
|
},
|
||||||
|
spotPrices: map[string]float64{
|
||||||
|
"PEPEUSDT": 0.000012,
|
||||||
|
},
|
||||||
|
futurePrices: map[string]struct {
|
||||||
|
price float64
|
||||||
|
rate float64
|
||||||
|
time int64
|
||||||
|
}{
|
||||||
|
"1000PEPEUSDT": {price: 0.000013, rate: 0.0002, time: 1740000000000},
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
args := collectRichTokenData("PEPE")
|
||||||
|
if !args.HasFuture || !args.HasSpot {
|
||||||
|
t.Fatalf("expected both future and mapped spot for prefixed contract, got %+v", args)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
func TestCollectRichTokenData_AlphaUsesSymbolPrice(t *testing.T) {
|
func TestCollectRichTokenData_AlphaUsesSymbolPrice(t *testing.T) {
|
||||||
orig := data.Market
|
orig := data.Market
|
||||||
defer func() { data.Market = orig }()
|
defer func() { data.Market = orig }()
|
||||||
|
|||||||
Reference in New Issue
Block a user