711721c1ee
Build canonical spot/future token maps with quote priority, unify cache refresh scheduling, and switch resolver/token tests to map-based token lookups. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
208 lines
5.1 KiB
Go
208 lines
5.1 KiB
Go
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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"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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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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spotPairs := make(map[string]bool, len(spotInfo.Symbols))
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spotTokenCandidates := make(map[string][]string)
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for _, s := range spotInfo.Symbols {
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if s.Status != "TRADING" {
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continue
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}
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spotPairs[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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spotTokenCandidates[token] = append(spotTokenCandidates[token], s.Symbol)
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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)
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}
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ms.pairCacheMutex.Lock()
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ms.spotPairs = spotPairs
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ms.spotToken2Symbol = spotToken2Symbol
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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 (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 = normalizeFutureToken(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 (ms *MarketData) refreshTradingPairCache() error {
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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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defer ticker.Stop()
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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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}
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func parseTokenFromSymbolByQuotePriority(symbol string) string {
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symbol = strings.ToUpper(symbol)
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for _, quote := range binance.QuotePriority {
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quote = strings.ToUpper(quote)
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if strings.HasSuffix(symbol, quote) {
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token := strings.TrimSuffix(symbol, quote)
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if token != "" {
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return token
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}
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}
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}
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return ""
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}
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func selectCanonicalSymbolByQuotePriority(token string, candidates []string) string {
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if len(candidates) == 0 {
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return ""
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}
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if len(candidates) == 1 {
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return strings.ToUpper(candidates[0])
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}
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token = strings.ToUpper(token)
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normalized := make([]string, 0, len(candidates))
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for _, c := range candidates {
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normalized = append(normalized, strings.ToUpper(c))
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}
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for _, quote := range binance.QuotePriority {
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target := token + strings.ToUpper(quote)
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for _, c := range normalized {
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if c == target {
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return c
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}
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}
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}
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sort.Strings(normalized)
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return normalized[0]
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}
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func normalizeFutureToken(token string) string {
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token = strings.ToUpper(token)
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if mapped, ok := binance.FutureToken2SpotTokenMap[token]; ok {
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return strings.ToUpper(mapped)
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}
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return token
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}
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func (ms *MarketData) IsSpotPair(symbol string) bool {
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ms.pairCacheMutex.RLock()
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defer ms.pairCacheMutex.RUnlock()
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return ms.spotPairs[symbol]
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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) GetSpotSymbolByToken(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.spotToken2Symbol[strings.ToUpper(token)]
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return sym, ok
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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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func (ms *MarketData) RefreshTradingPairCache() error {
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return ms.refreshTradingPairCache()
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}
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