pkg/core: add currency converter

pkg/core/currency_converter.go

@@ -0,0 +1,68 @@
+package core
+
+import (
+	"errors"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type CurrencyConverter struct {
+	FromCurrency string `json:"from"`
+	ToCurrency   string `json:"to"`
+}
+
+func NewCurrencyConverter(fromSymbol, toSymbol string) *CurrencyConverter {
+	return &CurrencyConverter{FromCurrency: fromSymbol, ToCurrency: toSymbol}
+}
+
+func (c *CurrencyConverter) Initialize() error {
+	if c.FromCurrency == "" {
+		return errors.New("FromCurrency can not be empty")
+	}
+
+	if c.ToCurrency == "" {
+		return errors.New("ToCurrency can not be empty")
+	}
+
+	return nil
+}
+
+func (c *CurrencyConverter) ConvertOrder(order types.Order) (types.Order, error) {
+	if order.SubmitOrder.Market.QuoteCurrency == c.FromCurrency {
+		order.SubmitOrder.Market.QuoteCurrency = c.ToCurrency
+	}
+	if order.SubmitOrder.Market.BaseCurrency == c.FromCurrency {
+		order.SubmitOrder.Market.BaseCurrency = c.ToCurrency
+	}
+
+	return order, nil
+}
+
+func (c *CurrencyConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
+	if trade.FeeCurrency == c.FromCurrency {
+		trade.FeeCurrency = c.ToCurrency
+	}
+	return trade, nil
+}
+
+func (c *CurrencyConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
+	return kline, nil
+}
+
+func (c *CurrencyConverter) ConvertMarket(mkt types.Market) (types.Market, error) {
+	if mkt.QuoteCurrency == c.FromCurrency {
+		mkt.QuoteCurrency = c.ToCurrency
+	}
+	if mkt.BaseCurrency == c.FromCurrency {
+		mkt.BaseCurrency = c.ToCurrency
+	}
+
+	return mkt, nil
+}
+
+func (c *CurrencyConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
+	if balance.Currency == c.FromCurrency {
+		balance.Currency = c.ToCurrency
+	}
+
+	return balance, nil
+}

pkg/core/currency_converter_test.go

@@ -0,0 +1,124 @@
+package core
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+	"testing"
+)
+
+// pkg/core/tradecollector_test.go
+func TestInitialize_ValidCurrencies(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	err := converter.Initialize()
+	assert.NoError(t, err)
+}
+
+func TestInitialize_EmptyFromCurrency(t *testing.T) {
+	converter := NewCurrencyConverter("", "MAX")
+	err := converter.Initialize()
+	assert.Error(t, err)
+	assert.Equal(t, "FromCurrency can not be empty", err.Error())
+}
+
+func TestInitialize_EmptyToCurrency(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "")
+	err := converter.Initialize()
+	assert.Error(t, err)
+	assert.Equal(t, "ToCurrency can not be empty", err.Error())
+}
+
+func TestConvertOrder_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Market: types.Market{
+				QuoteCurrency: "MAXEXCHANGE",
+				BaseCurrency:  "MAXEXCHANGE",
+			},
+		},
+	}
+	convertedOrder, err := converter.ConvertOrder(order)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.QuoteCurrency)
+	assert.Equal(t, "MAX", convertedOrder.SubmitOrder.Market.BaseCurrency)
+}
+
+func TestConvertOrder_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Market: types.Market{
+				QuoteCurrency: "JPY",
+				BaseCurrency:  "JPY",
+			},
+		},
+	}
+	convertedOrder, err := converter.ConvertOrder(order)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.QuoteCurrency)
+	assert.Equal(t, "JPY", convertedOrder.SubmitOrder.Market.BaseCurrency)
+}
+
+func TestConvertTrade_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	trade := types.Trade{
+		FeeCurrency: "MAXEXCHANGE",
+	}
+	convertedTrade, err := converter.ConvertTrade(trade)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedTrade.FeeCurrency)
+}
+
+func TestConvertTrade_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	trade := types.Trade{
+		FeeCurrency: "JPY",
+	}
+	convertedTrade, err := converter.ConvertTrade(trade)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedTrade.FeeCurrency)
+}
+
+func TestConvertMarket_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	market := types.Market{
+		QuoteCurrency: "MAXEXCHANGE",
+		BaseCurrency:  "MAXEXCHANGE",
+	}
+	convertedMarket, err := converter.ConvertMarket(market)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedMarket.QuoteCurrency)
+	assert.Equal(t, "MAX", convertedMarket.BaseCurrency)
+}
+
+func TestConvertMarket_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	market := types.Market{
+		QuoteCurrency: "JPY",
+		BaseCurrency:  "JPY",
+	}
+	convertedMarket, err := converter.ConvertMarket(market)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedMarket.QuoteCurrency)
+	assert.Equal(t, "JPY", convertedMarket.BaseCurrency)
+}
+
+func TestConvertBalance_ValidConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	balance := types.Balance{
+		Currency: "MAXEXCHANGE",
+	}
+	convertedBalance, err := converter.ConvertBalance(balance)
+	assert.NoError(t, err)
+	assert.Equal(t, "MAX", convertedBalance.Currency)
+}
+
+func TestConvertBalance_NoConversion(t *testing.T) {
+	converter := NewCurrencyConverter("MAXEXCHANGE", "MAX")
+	balance := types.Balance{
+		Currency: "JPY",
+	}
+	convertedBalance, err := converter.ConvertBalance(balance)
+	assert.NoError(t, err)
+	assert.Equal(t, "JPY", convertedBalance.Currency)
+}

pkg/core/tradecollector.go

@@ -14,6 +14,7 @@ import (
 
 type ConverterSetting struct {
 	SymbolConverter   *SymbolConverter   `json:"symbolConverter" yaml:"symbolConverter"`
+	CurrencyConverter *CurrencyConverter `json:"currencyConverter" yaml:"currencyConverter"`
 }
 
 func (s *ConverterSetting) getConverter() Converter {
@@ -21,6 +22,10 @@ func (s *ConverterSetting) getConverter() Converter {
 		return s.SymbolConverter
 	}
 
+	if s.CurrencyConverter != nil {
+		return s.CurrencyConverter
+	}
+
 	return nil
 }