Compare commits
2 Commits
main
..
7001ba00b4
| Author | SHA1 | Date | |
|---|---|---|---|
| 7001ba00b4 | |||
| a9d5d070c4 |
@@ -1,4 +1,2 @@
|
|||||||
/.env
|
/.env
|
||||||
/.worktrees/
|
/.worktrees/
|
||||||
.DS_Store
|
|
||||||
.idea/
|
|
||||||
@@ -1,85 +0,0 @@
|
|||||||
# Go filenames consistency design
|
|
||||||
|
|
||||||
## Context
|
|
||||||
|
|
||||||
The repository has inconsistent `.go` filename semantics in multiple areas (domain-oriented names, endpoint/history-oriented names, mixed singular/plural forms).
|
|
||||||
This slows code navigation because filenames do not consistently communicate data dimension or responsibility.
|
|
||||||
|
|
||||||
Goal: refactor `.go` filenames across the whole repository to a consistent naming model, and align declaration placement with filename responsibility, without changing runtime behavior.
|
|
||||||
|
|
||||||
## Scope
|
|
||||||
|
|
||||||
Applies to all `.go` files in the repository.
|
|
||||||
|
|
||||||
In scope:
|
|
||||||
- Rename `.go` files to consistent, responsibility-first names.
|
|
||||||
- Mechanical updates required by rename/move.
|
|
||||||
- Move declarations between files when needed so file responsibility is clear.
|
|
||||||
|
|
||||||
Out of scope:
|
|
||||||
- Any behavior or logic changes.
|
|
||||||
- Non-`.go` files.
|
|
||||||
- New feature work.
|
|
||||||
|
|
||||||
## Requirements
|
|
||||||
|
|
||||||
1. `.go` filename naming is consistent across the repository.
|
|
||||||
2. Filenames follow responsibility-first conventions:
|
|
||||||
- data-dimension names where applicable (`spot_*`, `futures_*`, etc.)
|
|
||||||
- pluralized collection-oriented files (`*_pairs.go`, `*_prices.go`)
|
|
||||||
- avoid endpoint/history-oriented naming that obscures responsibility.
|
|
||||||
3. Declarations in each file match filename responsibility.
|
|
||||||
4. No public/package behavior change.
|
|
||||||
5. Resulting PR remains reviewable by grouping changes mechanically and keeping logic untouched.
|
|
||||||
|
|
||||||
## Design
|
|
||||||
|
|
||||||
### Naming model
|
|
||||||
|
|
||||||
Use a responsibility-first naming model for all `.go` files:
|
|
||||||
- A reader should infer the primary responsibility from filename alone.
|
|
||||||
- Prefer domain/data-dimension names over transport/implementation-history names.
|
|
||||||
- Use consistent singular/plural convention based on file content (entity vs collection).
|
|
||||||
|
|
||||||
### Refactor mechanics
|
|
||||||
|
|
||||||
1. Inventory `.go` files by package and classify naming inconsistencies.
|
|
||||||
2. Define target filename map package-by-package.
|
|
||||||
3. Rename files with git-aware rename operations.
|
|
||||||
4. Move declarations when file content does not match filename responsibility.
|
|
||||||
5. Keep signatures and bodies unchanged.
|
|
||||||
6. Apply only mechanical reference/import updates required by moves.
|
|
||||||
|
|
||||||
### Execution strategy for reviewability
|
|
||||||
|
|
||||||
- Use focused commits by package or subsystem.
|
|
||||||
- Keep each commit behavior-neutral.
|
|
||||||
- Separate any necessary declaration moves from broad rename waves when this improves diff readability.
|
|
||||||
|
|
||||||
## Error handling and behavior
|
|
||||||
|
|
||||||
No new error handling paths are introduced.
|
|
||||||
Existing control flow and error behavior remain unchanged.
|
|
||||||
|
|
||||||
## Testing and verification
|
|
||||||
|
|
||||||
1. Run project tests after each major package/subsystem batch.
|
|
||||||
2. Run full project test command before PR.
|
|
||||||
3. Confirm no functional diff beyond rename/move/mechanical updates.
|
|
||||||
4. Final check: each renamed file contains declarations aligned with its responsibility.
|
|
||||||
|
|
||||||
## Risks and mitigations
|
|
||||||
|
|
||||||
- Risk: accidental behavior change while moving declarations.
|
|
||||||
- Mitigation: keep signatures/bodies unchanged and validate with tests per batch.
|
|
||||||
- Risk: review noise from repo-wide scope.
|
|
||||||
- Mitigation: package-grouped commits, strict mechanical-only edits, and explicit PR summary.
|
|
||||||
- Risk: large PR becomes hard to review.
|
|
||||||
- Mitigation: preserve commit structure and provide a clear rename map in PR description.
|
|
||||||
|
|
||||||
## Success criteria
|
|
||||||
|
|
||||||
- `.go` filenames are consistent and responsibility-first across the repo.
|
|
||||||
- Declarations in each file align with filename responsibility.
|
|
||||||
- Tests pass with no behavior regression.
|
|
||||||
- PR is understandable through structured, behavior-neutral commits.
|
|
||||||
@@ -2,20 +2,13 @@ package binance
|
|||||||
|
|
||||||
var SymbolPrefixList = []string{"1000000", "1000", "1M"}
|
var SymbolPrefixList = []string{"1000000", "1000", "1M"}
|
||||||
|
|
||||||
var SymbolSuffixList = []string{"USDT", "USDC", "FDUSD"}
|
var SymbolSuffixList = []string{"USDT", "USDC"}
|
||||||
|
|
||||||
var SymbolSuffixMap = map[string]string{
|
var SymbolSuffixMap = map[string]string{
|
||||||
"USDT": "",
|
"USDT": "",
|
||||||
"USDC": "c",
|
"USDC": "c",
|
||||||
"FDUSD": "fd",
|
|
||||||
}
|
}
|
||||||
|
|
||||||
var QuotePriority = []string{"USDT", "USDC", "FDUSD"}
|
var Future2SpotSymbolMap = map[string]string{
|
||||||
|
"LUNA2USDT": "LUNAUSDT",
|
||||||
var FutureToken2SpotTokenMap = map[string]string{
|
|
||||||
"LUNA2": "LUNA",
|
|
||||||
}
|
|
||||||
|
|
||||||
var SpotToken2FutureTokenMap = map[string]string{
|
|
||||||
"LUNA": "LUNA2",
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -8,7 +8,7 @@ const (
|
|||||||
|
|
||||||
var Token2StickerIdxMap = map[string]int{
|
var Token2StickerIdxMap = map[string]int{
|
||||||
"BNB": 3,
|
"BNB": 3,
|
||||||
"TON": 5,
|
"TON": 7,
|
||||||
}
|
}
|
||||||
|
|
||||||
var Sticker2TokenMap = map[string]string{
|
var Sticker2TokenMap = map[string]string{
|
||||||
|
|||||||
@@ -18,7 +18,5 @@ 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
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,65 +0,0 @@
|
|||||||
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
|
|
||||||
}
|
|
||||||
@@ -13,8 +13,6 @@ 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
|
||||||
|
|
||||||
@@ -33,59 +31,25 @@ 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("", ""),
|
||||||
}
|
}
|
||||||
|
|
||||||
ms.refreshAllCaches()
|
if err := ms.refreshTradingPairCache(); err != nil {
|
||||||
go ms.cacheRefreshLoop()
|
log.Error().Err(err).Msg("Failed initial trading pair cache load")
|
||||||
|
}
|
||||||
|
go ms.pairCacheRefreshLoop()
|
||||||
|
go ms.alphaCacheRefreshLoop()
|
||||||
|
|
||||||
return ms
|
return ms
|
||||||
}
|
}
|
||||||
|
|
||||||
func (ms *MarketData) refreshTradingPairCache() error {
|
func (ms *MarketData) alphaCacheRefreshLoop() {
|
||||||
if err := ms.refreshSpotPairCache(); err != nil {
|
ms.refreshAlphaTokenCache()
|
||||||
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()
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,41 +0,0 @@
|
|||||||
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)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -1,103 +0,0 @@
|
|||||||
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
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,74 @@
|
|||||||
|
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()
|
||||||
|
}
|
||||||
@@ -9,59 +9,62 @@ import (
|
|||||||
)
|
)
|
||||||
|
|
||||||
func Token2FutureSymbols(token string) []string {
|
func Token2FutureSymbols(token string) []string {
|
||||||
|
var syms []string
|
||||||
if !stringx.IsAlphaNumeric(token) {
|
if !stringx.IsAlphaNumeric(token) {
|
||||||
return nil
|
return syms
|
||||||
}
|
}
|
||||||
|
|
||||||
token = strings.ToUpper(token)
|
token = strings.ToUpper(token)
|
||||||
if mapped, ok := data.Market.GetFutureSymbolByToken(token); ok {
|
|
||||||
return []string{mapped}
|
for _, prefix := range checkingPrefixList {
|
||||||
|
prefix = strings.ToUpper(prefix)
|
||||||
|
|
||||||
|
s := prefix + token
|
||||||
|
|
||||||
|
if data.Market.IsFuturesPair(s) {
|
||||||
|
syms = append(syms, s)
|
||||||
|
continue
|
||||||
}
|
}
|
||||||
|
|
||||||
if futureToken, ok := binance.SpotToken2FutureTokenMap[token]; ok {
|
for _, suffix := range binance.SymbolSuffixList {
|
||||||
if mapped, ok := data.Market.GetFutureSymbolByToken(strings.ToUpper(futureToken)); ok {
|
suffix = strings.ToUpper(suffix)
|
||||||
return []string{mapped}
|
abbr := strings.ToUpper(binance.SymbolSuffixMap[suffix])
|
||||||
}
|
|
||||||
|
sym := s + suffix
|
||||||
|
if data.Market.IsFuturesPair(sym) {
|
||||||
|
syms = append(syms, sym)
|
||||||
|
continue
|
||||||
}
|
}
|
||||||
|
|
||||||
return nil
|
symAbr, found := stringx.ReplaceSuffix(s, abbr, suffix)
|
||||||
|
if found && data.Market.IsFuturesPair(symAbr) {
|
||||||
|
syms = append(syms, symAbr)
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return syms
|
||||||
}
|
}
|
||||||
|
|
||||||
func Token2SpotSymbols(token string) []string {
|
func Token2SpotSymbols(token string) []string {
|
||||||
if !stringx.IsAlphaNumeric(token) {
|
futureSymbols := Token2FutureSymbols(token)
|
||||||
return nil
|
spots := make([]string, 0, len(futureSymbols)+1)
|
||||||
}
|
seen := make(map[string]struct{}, len(futureSymbols)+1)
|
||||||
|
|
||||||
token = strings.ToUpper(token)
|
for _, futureSymbol := range futureSymbols {
|
||||||
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 {
|
if _, ok := seen[spotSymbol]; ok {
|
||||||
continue
|
continue
|
||||||
}
|
}
|
||||||
if data.Market.IsSpotPair(spotSymbol) {
|
|
||||||
seen[spotSymbol] = struct{}{}
|
seen[spotSymbol] = struct{}{}
|
||||||
spots = append(spots, spotSymbol)
|
spots = append(spots, spotSymbol)
|
||||||
}
|
}
|
||||||
}
|
|
||||||
|
|
||||||
for _, spotSymbol := range Token2SpotSymbols(token) {
|
spotOnly := strings.ToUpper(token) + "USDT"
|
||||||
if _, ok := seen[spotSymbol]; ok {
|
if data.Market.IsSpotPair(spotOnly) {
|
||||||
continue
|
if _, ok := seen[spotOnly]; !ok {
|
||||||
|
spots = append(spots, spotOnly)
|
||||||
}
|
}
|
||||||
seen[spotSymbol] = struct{}{}
|
|
||||||
spots = append(spots, spotSymbol)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
return spots
|
return spots
|
||||||
|
|||||||
@@ -1,16 +1,13 @@
|
|||||||
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
|
||||||
}
|
}
|
||||||
@@ -24,176 +21,69 @@ 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 m.alphaTokens[symbol] }
|
func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return false }
|
||||||
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 withResolverMarketStub(t *testing.T, marketStub *resolverMarketStub) {
|
func TestToken2FutureSymbols_ResolvesPrefixAndSuffix(t *testing.T) {
|
||||||
t.Helper()
|
|
||||||
orig := data.Market
|
orig := data.Market
|
||||||
data.Market = marketStub
|
defer func() { data.Market = orig }()
|
||||||
t.Cleanup(func() { data.Market = orig })
|
|
||||||
}
|
|
||||||
|
|
||||||
func TestToken2FutureSymbols_ReturnsCanonicalFutureSymbol(t *testing.T) {
|
data.Market = &resolverMarketStub{
|
||||||
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) != 1 || syms[0] != "1000PEPEUSDT" {
|
if len(syms) == 0 {
|
||||||
t.Fatalf("expected canonical [1000PEPEUSDT], got %+v", syms)
|
t.Fatalf("expected future symbols for PEPE")
|
||||||
|
}
|
||||||
|
|
||||||
|
foundUSDT := false
|
||||||
|
foundUSDC := false
|
||||||
|
for _, sym := range syms {
|
||||||
|
if sym == "1000PEPEUSDT" {
|
||||||
|
foundUSDT = true
|
||||||
|
}
|
||||||
|
if sym == "1000PEPEUSDC" {
|
||||||
|
foundUSDC = true
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if !foundUSDT || !foundUSDC {
|
||||||
|
t.Fatalf("expected both 1000PEPEUSDT and 1000PEPEUSDC, got %+v", syms)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
func TestToken2FutureSymbols_UsesCanonicalQuotePriority(t *testing.T) {
|
func TestToken2SpotSymbols_AppliesExplicitRemap(t *testing.T) {
|
||||||
withResolverMarketStub(t, &resolverMarketStub{
|
orig := data.Market
|
||||||
futuresPairs: map[string]bool{
|
defer func() { data.Market = orig }()
|
||||||
"1000PEPEUSDT": true,
|
|
||||||
"1000PEPEUSDC": true,
|
|
||||||
"PEPEUSDT": true,
|
|
||||||
"PEPEUSDC": true,
|
|
||||||
},
|
|
||||||
})
|
|
||||||
|
|
||||||
syms := Token2FutureSymbols("pepe")
|
data.Market = &resolverMarketStub{
|
||||||
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},
|
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) {
|
||||||
withResolverMarketStub(t, &resolverMarketStub{
|
orig := data.Market
|
||||||
|
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" {
|
||||||
|
|||||||
@@ -30,13 +30,12 @@ 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)
|
||||||
}
|
}
|
||||||
@@ -51,9 +50,9 @@ func Future2SpotSymbol(sym string) string {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
token := Symbol2Token(sym)
|
spotSym, ok := binance.Future2SpotSymbolMap[sym]
|
||||||
if mapped, ok := binance.FutureToken2SpotTokenMap[token]; ok {
|
if !ok {
|
||||||
token = strings.ToUpper(mapped)
|
return sym
|
||||||
}
|
}
|
||||||
return token + "USDT"
|
return spotSym
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -87,7 +87,7 @@ func collectRichTokenData(token string) buildRichTokenMessageArgs {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
spotSymbols := binancex.Token2RelatedSpotSymbols(token)
|
spotSymbols := binancex.Token2SpotSymbols(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
|
||||||
|
|||||||
@@ -1,12 +1,10 @@
|
|||||||
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) {
|
||||||
@@ -90,24 +88,6 @@ 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) {
|
||||||
|
|||||||
Executable
+1
@@ -0,0 +1 @@
|
|||||||
|
go run cmd/tele/main.go ─╯
|
||||||
Reference in New Issue
Block a user