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pkg/core: add currency converter
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68
pkg/core/currency_converter.go
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68
pkg/core/currency_converter.go
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@ -0,0 +1,68 @@
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package core
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import (
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"errors"
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"github.com/c9s/bbgo/pkg/types"
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)
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type CurrencyConverter struct {
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FromCurrency string `json:"from"`
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ToCurrency string `json:"to"`
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}
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func NewCurrencyConverter(fromSymbol, toSymbol string) *CurrencyConverter {
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return &CurrencyConverter{FromCurrency: fromSymbol, ToCurrency: toSymbol}
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}
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func (c *CurrencyConverter) Initialize() error {
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if c.FromCurrency == "" {
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return errors.New("FromCurrency can not be empty")
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}
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if c.ToCurrency == "" {
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return errors.New("ToCurrency can not be empty")
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}
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return nil
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}
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func (c *CurrencyConverter) ConvertOrder(order types.Order) (types.Order, error) {
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if order.SubmitOrder.Market.QuoteCurrency == c.FromCurrency {
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order.SubmitOrder.Market.QuoteCurrency = c.ToCurrency
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}
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if order.SubmitOrder.Market.BaseCurrency == c.FromCurrency {
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order.SubmitOrder.Market.BaseCurrency = c.ToCurrency
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}
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return order, nil
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}
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func (c *CurrencyConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
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if trade.FeeCurrency == c.FromCurrency {
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trade.FeeCurrency = c.ToCurrency
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}
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return trade, nil
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}
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func (c *CurrencyConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
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return kline, nil
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}
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func (c *CurrencyConverter) ConvertMarket(mkt types.Market) (types.Market, error) {
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if mkt.QuoteCurrency == c.FromCurrency {
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mkt.QuoteCurrency = c.ToCurrency
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}
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if mkt.BaseCurrency == c.FromCurrency {
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mkt.BaseCurrency = c.ToCurrency
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}
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return mkt, nil
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}
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func (c *CurrencyConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
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if balance.Currency == c.FromCurrency {
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balance.Currency = c.ToCurrency
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}
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return balance, nil
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}
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124
pkg/core/currency_converter_test.go
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124
pkg/core/currency_converter_test.go
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@ -0,0 +1,124 @@
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package core
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import (
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"github.com/c9s/bbgo/pkg/types"
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"github.com/stretchr/testify/assert"
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"testing"
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)
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// pkg/core/tradecollector_test.go
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func TestInitialize_ValidCurrencies(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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err := converter.Initialize()
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assert.NoError(t, err)
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}
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func TestInitialize_EmptyFromCurrency(t *testing.T) {
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converter := NewCurrencyConverter("", "MAX")
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err := converter.Initialize()
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assert.Error(t, err)
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assert.Equal(t, "FromCurrency can not be empty", err.Error())
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}
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func TestInitialize_EmptyToCurrency(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "")
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err := converter.Initialize()
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assert.Error(t, err)
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assert.Equal(t, "ToCurrency can not be empty", err.Error())
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}
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func TestConvertOrder_ValidConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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order := types.Order{
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SubmitOrder: types.SubmitOrder{
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Market: types.Market{
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QuoteCurrency: "MAXEXCHANGE",
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BaseCurrency: "MAXEXCHANGE",
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},
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},
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}
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convertedOrder, err := converter.ConvertOrder(order)
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assert.NoError(t, err)
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assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.QuoteCurrency)
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assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.BaseCurrency)
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}
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func TestConvertOrder_NoConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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order := types.Order{
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SubmitOrder: types.SubmitOrder{
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Market: types.Market{
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QuoteCurrency: "JPY",
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BaseCurrency: "JPY",
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},
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},
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}
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convertedOrder, err := converter.ConvertOrder(order)
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assert.NoError(t, err)
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assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.QuoteCurrency)
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assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.BaseCurrency)
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}
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func TestConvertTrade_ValidConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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trade := types.Trade{
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FeeCurrency: "MAXEXCHANGE",
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}
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convertedTrade, err := converter.ConvertTrade(trade)
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assert.NoError(t, err)
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assert.Equal(t, "MAX", convertedTrade.FeeCurrency)
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}
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func TestConvertTrade_NoConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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trade := types.Trade{
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FeeCurrency: "JPY",
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}
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convertedTrade, err := converter.ConvertTrade(trade)
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assert.NoError(t, err)
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assert.Equal(t, "JPY", convertedTrade.FeeCurrency)
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}
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func TestConvertMarket_ValidConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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market := types.Market{
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QuoteCurrency: "MAXEXCHANGE",
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BaseCurrency: "MAXEXCHANGE",
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}
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convertedMarket, err := converter.ConvertMarket(market)
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assert.NoError(t, err)
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assert.Equal(t, "MAX", convertedMarket.QuoteCurrency)
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assert.Equal(t, "MAX", convertedMarket.BaseCurrency)
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}
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func TestConvertMarket_NoConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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market := types.Market{
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QuoteCurrency: "JPY",
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BaseCurrency: "JPY",
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}
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convertedMarket, err := converter.ConvertMarket(market)
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assert.NoError(t, err)
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assert.Equal(t, "JPY", convertedMarket.QuoteCurrency)
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assert.Equal(t, "JPY", convertedMarket.BaseCurrency)
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}
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func TestConvertBalance_ValidConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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balance := types.Balance{
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Currency: "MAXEXCHANGE",
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}
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convertedBalance, err := converter.ConvertBalance(balance)
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assert.NoError(t, err)
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assert.Equal(t, "MAX", convertedBalance.Currency)
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}
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func TestConvertBalance_NoConversion(t *testing.T) {
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converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
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balance := types.Balance{
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Currency: "JPY",
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}
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convertedBalance, err := converter.ConvertBalance(balance)
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assert.NoError(t, err)
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assert.Equal(t, "JPY", convertedBalance.Currency)
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}
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@ -13,7 +13,8 @@ import (
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)
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type ConverterSetting struct {
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SymbolConverter *SymbolConverter `json:"symbolConverter" yaml:"symbolConverter"`
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SymbolConverter *SymbolConverter `json:"symbolConverter" yaml:"symbolConverter"`
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CurrencyConverter *CurrencyConverter `json:"currencyConverter" yaml:"currencyConverter"`
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}
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func (s *ConverterSetting) getConverter() Converter {
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return s.SymbolConverter
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}
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if s.CurrencyConverter != nil {
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return s.CurrencyConverter
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}
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return nil
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}
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