Refactor Binance symbol resolver #23
@@ -1,6 +1,9 @@
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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"}
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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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@@ -3,11 +3,47 @@ package binancex
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import (
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import (
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"strings"
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"strings"
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"me.thuanle/bbot/internal/configs/binance"
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"me.thuanle/bbot/internal/data"
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"me.thuanle/bbot/internal/data"
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"me.thuanle/bbot/internal/utils/stringx"
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)
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)
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func Token2FutureSymbols(token string) []string {
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func Token2FutureSymbols(token string) []string {
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return Token2Symbols(token)
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var syms []string
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if !stringx.IsAlphaNumeric(token) {
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return syms
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}
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token = strings.ToUpper(token)
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for _, prefix := range checkingPrefixList {
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prefix = strings.ToUpper(prefix)
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s := prefix + token
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if data.Market.IsFuturesPair(s) {
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syms = append(syms, s)
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continue
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}
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for _, suffix := range binance.SymbolSuffixList {
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suffix = strings.ToUpper(suffix)
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abbr := strings.ToUpper(binance.SymbolSuffixMap[suffix])
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sym := s + suffix
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if data.Market.IsFuturesPair(sym) {
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syms = append(syms, sym)
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continue
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}
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symAbr, found := stringx.ReplaceSuffix(s, abbr, suffix)
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if found && data.Market.IsFuturesPair(symAbr) {
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syms = append(syms, symAbr)
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continue
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}
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}
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}
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return syms
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}
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}
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func Token2SpotSymbols(token string) []string {
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func Token2SpotSymbols(token string) []string {
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@@ -1,13 +1,16 @@
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package binancex
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package binancex
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import (
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import (
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"reflect"
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"testing"
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"testing"
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"me.thuanle/bbot/internal/configs/binance"
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"me.thuanle/bbot/internal/data"
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"me.thuanle/bbot/internal/data"
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"me.thuanle/bbot/internal/data/market"
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"me.thuanle/bbot/internal/data/market"
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)
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)
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type resolverMarketStub struct {
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type resolverMarketStub struct {
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alphaTokens map[string]bool
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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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}
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}
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@@ -21,7 +24,7 @@ func (m *resolverMarketStub) GetAllPremiumIndex() (map[string]market.PremiumInde
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func (m *resolverMarketStub) GetAllFundRate() (map[string]float64, map[string]int64) { return nil, nil }
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func (m *resolverMarketStub) GetAllFundRate() (map[string]float64, map[string]int64) { return nil, nil }
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func (m *resolverMarketStub) GetSpotPrice(symbol string) (float64, bool) { return 0, false }
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func (m *resolverMarketStub) GetSpotPrice(symbol string) (float64, bool) { return 0, false }
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func (m *resolverMarketStub) GetMarginInterestRates() map[string]float64 { return nil }
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func (m *resolverMarketStub) GetMarginInterestRates() map[string]float64 { return nil }
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func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return false }
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func (m *resolverMarketStub) IsAlphaToken(symbol string) bool { return m.alphaTokens[symbol] }
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func (m *resolverMarketStub) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) {
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func (m *resolverMarketStub) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) {
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return market.AlphaTokenInfo{}, false
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return market.AlphaTokenInfo{}, false
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}
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}
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@@ -30,16 +33,20 @@ func (m *resolverMarketStub) IsSpotPair(symbol string) bool { retu
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func (m *resolverMarketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
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func (m *resolverMarketStub) IsFuturesPair(symbol string) bool { return m.futuresPairs[symbol] }
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func (m *resolverMarketStub) RefreshTradingPairCache() error { return nil }
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func (m *resolverMarketStub) RefreshTradingPairCache() error { return nil }
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func TestToken2FutureSymbols_ResolvesPrefixAndSuffix(t *testing.T) {
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func withResolverMarketStub(t *testing.T, marketStub *resolverMarketStub) {
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t.Helper()
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orig := data.Market
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orig := data.Market
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defer func() { data.Market = orig }()
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data.Market = marketStub
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t.Cleanup(func() { data.Market = orig })
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}
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data.Market = &resolverMarketStub{
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func TestToken2FutureSymbols_ResolvesPrefixAndSuffix(t *testing.T) {
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withResolverMarketStub(t, &resolverMarketStub{
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futuresPairs: map[string]bool{
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futuresPairs: map[string]bool{
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"1000PEPEUSDT": true,
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"1000PEPEUSDT": true,
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"1000PEPEUSDC": true,
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"1000PEPEUSDC": true,
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},
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},
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}
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})
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syms := Token2FutureSymbols("pepe")
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syms := Token2FutureSymbols("pepe")
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if len(syms) == 0 {
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if len(syms) == 0 {
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@@ -62,14 +69,99 @@ func TestToken2FutureSymbols_ResolvesPrefixAndSuffix(t *testing.T) {
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}
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}
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}
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}
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func TestToken2SpotSymbols_AppliesExplicitRemap(t *testing.T) {
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func TestToken2FutureSymbols_UsesDeterministicCandidateOrder(t *testing.T) {
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orig := data.Market
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withResolverMarketStub(t, &resolverMarketStub{
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defer func() { data.Market = orig }()
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futuresPairs: map[string]bool{
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"1000PEPEUSDT": true,
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"1000PEPEUSDC": true,
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"PEPEUSDT": true,
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"PEPEUSDC": true,
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},
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})
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data.Market = &resolverMarketStub{
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syms := Token2FutureSymbols("pepe")
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expected := []string{"1000PEPEUSDT", "1000PEPEUSDC", "PEPEUSDT", "PEPEUSDC"}
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if !reflect.DeepEqual(syms, expected) {
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t.Fatalf("expected deterministic order %+v, got %+v", expected, syms)
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}
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}
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func TestToken2FutureSymbols_ResolvesUSDCAbbreviation(t *testing.T) {
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withResolverMarketStub(t, &resolverMarketStub{
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futuresPairs: map[string]bool{"PEPEUSDC": true},
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})
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syms := Token2FutureSymbols("pepec")
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expected := []string{"PEPEUSDC"}
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if !reflect.DeepEqual(syms, expected) {
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t.Fatalf("expected USDC abbreviation resolution %+v, got %+v", expected, syms)
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}
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}
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func TestSymbolSuffixListMatchesSymbolSuffixMap(t *testing.T) {
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seen := make(map[string]struct{}, len(binance.SymbolSuffixList))
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for _, suffix := range binance.SymbolSuffixList {
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if _, ok := binance.SymbolSuffixMap[suffix]; !ok {
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t.Fatalf("SymbolSuffixList contains %q missing from SymbolSuffixMap", suffix)
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}
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seen[suffix] = struct{}{}
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}
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for suffix := range binance.SymbolSuffixMap {
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if _, ok := seen[suffix]; !ok {
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t.Fatalf("SymbolSuffixMap contains %q missing from SymbolSuffixList", suffix)
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}
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}
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}
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func TestIsToken(t *testing.T) {
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tests := []struct {
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name string
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input string
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marketStub *resolverMarketStub
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want bool
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}{
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{
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name: "futures token resolution success",
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input: "pepe",
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marketStub: &resolverMarketStub{
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futuresPairs: map[string]bool{"1000PEPEUSDT": true},
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},
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want: true,
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},
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{
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name: "alpha token fallback",
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input: "alpha",
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marketStub: &resolverMarketStub{
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alphaTokens: map[string]bool{"ALPHA": true},
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},
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want: true,
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},
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{
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name: "non alphanumeric input",
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input: "bad!",
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marketStub: &resolverMarketStub{},
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want: false,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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withResolverMarketStub(t, tt.marketStub)
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got := IsToken(tt.input)
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if got != tt.want {
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t.Fatalf("expected %v, got %v", tt.want, got)
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}
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})
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}
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}
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func TestToken2SpotSymbols_AppliesExplicitRemap(t *testing.T) {
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withResolverMarketStub(t, &resolverMarketStub{
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futuresPairs: map[string]bool{"LUNA2USDT": true},
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futuresPairs: map[string]bool{"LUNA2USDT": true},
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spotPairs: map[string]bool{"LUNAUSDT": true},
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spotPairs: map[string]bool{"LUNAUSDT": true},
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}
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})
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spots := Token2SpotSymbols("luna2")
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spots := Token2SpotSymbols("luna2")
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if len(spots) != 1 || spots[0] != "LUNAUSDT" {
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if len(spots) != 1 || spots[0] != "LUNAUSDT" {
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@@ -78,12 +170,9 @@ func TestToken2SpotSymbols_AppliesExplicitRemap(t *testing.T) {
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}
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}
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func TestToken2SpotSymbols_SpotOnlyFallback(t *testing.T) {
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func TestToken2SpotSymbols_SpotOnlyFallback(t *testing.T) {
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orig := data.Market
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withResolverMarketStub(t, &resolverMarketStub{
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defer func() { data.Market = orig }()
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data.Market = &resolverMarketStub{
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spotPairs: map[string]bool{"ABCUSDT": true},
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spotPairs: map[string]bool{"ABCUSDT": true},
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}
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})
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spots := Token2SpotSymbols("abc")
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spots := Token2SpotSymbols("abc")
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if len(spots) != 1 || spots[0] != "ABCUSDT" {
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if len(spots) != 1 || spots[0] != "ABCUSDT" {
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@@ -14,7 +14,8 @@ func Symbol2Token(sym string) string {
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for _, prefix := range binance.SymbolPrefixList {
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for _, prefix := range binance.SymbolPrefixList {
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token, _ = strings.CutPrefix(token, prefix)
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token, _ = strings.CutPrefix(token, prefix)
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}
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}
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for suffix, abbr := range binance.SymbolSuffixMap {
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for _, suffix := range binance.SymbolSuffixList {
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abbr := binance.SymbolSuffixMap[suffix]
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var f bool
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var f bool
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token, f = stringx.ReplaceSuffix(token, suffix, abbr)
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token, f = stringx.ReplaceSuffix(token, suffix, abbr)
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if f {
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if f {
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@@ -28,57 +29,12 @@ var (
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checkingPrefixList = append(binance.SymbolPrefixList, "")
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checkingPrefixList = append(binance.SymbolPrefixList, "")
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)
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)
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func testSym(sym string) bool {
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return data.Market.IsFuturesPair(sym)
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}
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func Token2Symbols(token string) []string {
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var syms []string
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if !stringx.IsAlphaNumeric(token) {
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return syms
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}
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token = strings.ToUpper(token)
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for _, prefix := range checkingPrefixList {
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prefix = strings.ToUpper(prefix)
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s := prefix + token
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//no suffix
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if testSym(s) {
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syms = append(syms, s)
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continue
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}
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for suffix, abbr := range binance.SymbolSuffixMap {
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suffix = strings.ToUpper(suffix)
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abbr = strings.ToUpper(abbr)
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//suffix
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sym := s + suffix
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if testSym(sym) {
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syms = append(syms, sym)
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continue
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}
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//suffix abbr
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symAbr, found := stringx.ReplaceSuffix(s, abbr, suffix)
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if found && testSym(symAbr) {
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syms = append(syms, symAbr)
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continue
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}
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}
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}
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return syms
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}
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func IsToken(s string) bool {
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func IsToken(s string) bool {
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// First check regular symbols
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// First check regular symbols
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if len(Token2Symbols(s)) > 0 {
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if len(Token2FutureSymbols(s)) > 0 {
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return true
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return true
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}
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}
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// Then check Alpha tokens
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// Then check Alpha tokens
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s = strings.ToUpper(s)
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s = strings.ToUpper(s)
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return data.Market.IsAlphaToken(s)
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return data.Market.IsAlphaToken(s)
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Reference in New Issue
Block a user