FEATURE: add more converter

pkg/core/convert_manager.go

@@ -0,0 +1,153 @@
+package core
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/sirupsen/logrus"
+)
+
+type ConverterSetting struct {
+	SymbolConverter   *SymbolConverter   `json:"symbolConverter" yaml:"symbolConverter"`
+	CurrencyConverter *CurrencyConverter `json:"currencyConverter" yaml:"currencyConverter"`
+}
+
+func (s *ConverterSetting) getConverter() Converter {
+	if s.SymbolConverter != nil {
+		return s.SymbolConverter
+	}
+
+	if s.CurrencyConverter != nil {
+		return s.CurrencyConverter
+	}
+
+	return nil
+}
+
+func (s *ConverterSetting) InitializeConverter() (Converter, error) {
+	converter := s.getConverter()
+	if converter == nil {
+		return nil, nil
+	}
+
+	logrus.Infof("initializing converter %T ...", converter)
+	err := converter.Initialize()
+	return converter, err
+}
+
+// ConverterManager manages the converters for trade conversion
+// It can be used to convert the trade symbol into the target symbol, or convert the price, volume into different units.
+type ConverterManager struct {
+	ConverterSettings []ConverterSetting `json:"converters,omitempty" yaml:"converters,omitempty"`
+
+	converters []Converter
+}
+
+func (c *ConverterManager) Initialize() error {
+	for _, setting := range c.ConverterSettings {
+		converter, err := setting.InitializeConverter()
+		if err != nil {
+			return err
+		}
+
+		if converter != nil {
+			c.AddConverter(converter)
+		}
+	}
+
+	numConverters := len(c.converters)
+	logrus.Infof("%d converters loaded", numConverters)
+	return nil
+}
+
+func (c *ConverterManager) AddConverter(converter Converter) {
+	c.converters = append(c.converters, converter)
+}
+
+func (c *ConverterManager) ConvertOrder(order types.Order) types.Order {
+	if len(c.converters) == 0 {
+		return order
+	}
+
+	for _, converter := range c.converters {
+		convOrder, err := converter.ConvertOrder(order)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, order: %s", converter, order.String())
+			continue
+		}
+
+		order = convOrder
+	}
+
+	return order
+}
+
+func (c *ConverterManager) ConvertTrade(trade types.Trade) types.Trade {
+	if len(c.converters) == 0 {
+		return trade
+	}
+
+	for _, converter := range c.converters {
+		convTrade, err := converter.ConvertTrade(trade)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, trade: %s", converter, trade.String())
+			continue
+		}
+
+		trade = convTrade
+	}
+
+	return trade
+}
+
+func (c *ConverterManager) ConvertKLine(kline types.KLine) types.KLine {
+	if len(c.converters) == 0 {
+		return kline
+	}
+
+	for _, converter := range c.converters {
+		convKline, err := converter.ConvertKLine(kline)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, kline: %s", converter, kline.String())
+			continue
+		}
+
+		kline = convKline
+	}
+
+	return kline
+}
+
+func (c *ConverterManager) ConvertMarket(market types.Market) types.Market {
+	if len(c.converters) == 0 {
+		return market
+	}
+
+	for _, converter := range c.converters {
+		convMarket, err := converter.ConvertMarket(market)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, market: %+v", converter, market)
+			continue
+		}
+
+		market = convMarket
+	}
+
+	return market
+}
+
+func (c *ConverterManager) ConvertBalance(balance types.Balance) types.Balance {
+	if len(c.converters) == 0 {
+		return balance
+	}
+
+	for _, converter := range c.converters {
+		convBal, err := converter.ConvertBalance(balance)
+		if err != nil {
+			logrus.WithError(err).Errorf("converter %+v error, balance: %s", converter, balance.String())
+			continue
+		}
+
+		balance = convBal
+	}
+
+	return balance
+}

pkg/core/convert_manager_test.go

@@ -0,0 +1,212 @@
+package core
+
+import (
+	"encoding/json"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func TestInitializeConverter_ValidSymbolConverter(t *testing.T) {
+	setting := ConverterSetting{
+		SymbolConverter: &SymbolConverter{
+			FromSymbol: "MAXEXCHANGEUSDT",
+			ToSymbol:   "MAXUSDT",
+		},
+	}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.NotNil(t, converter)
+}
+
+func TestInitializeConverter_ValidCurrencyConverter(t *testing.T) {
+	setting := ConverterSetting{
+		CurrencyConverter: &CurrencyConverter{
+			FromCurrency: "MAXEXCHANGE",
+			ToCurrency:   "MAX",
+		},
+	}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.NotNil(t, converter)
+}
+
+func TestInitializeConverter_NoConverter(t *testing.T) {
+	setting := ConverterSetting{}
+	converter, err := setting.InitializeConverter()
+	assert.NoError(t, err)
+	assert.Nil(t, converter)
+}
+
+func TestInitialize_ValidConverters(t *testing.T) {
+	manager := ConverterManager{
+		ConverterSettings: []ConverterSetting{
+			{SymbolConverter: &SymbolConverter{
+				FromSymbol: "MAXEXCHANGEUSDT",
+				ToSymbol:   "MAXUSDT",
+			}},
+			{CurrencyConverter: &CurrencyConverter{
+				FromCurrency: "MAXEXCHANGE",
+				ToCurrency:   "MAX",
+			}},
+		},
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	assert.Equal(t, 2, len(manager.converters))
+}
+
+func TestInitialize_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	assert.Equal(t, 0, len(manager.converters))
+}
+
+func TestConvertOrder_WithConverters(t *testing.T) {
+	jsonStr := `
+{
+    "converters": [
+        {
+            "symbolConverter": {
+                "from": "MAXEXCHANGEUSDT",
+                "to": "MAXUSDT"
+            }
+        },
+		{
+            "currencyConverter": {
+                "from": "MAXEXCHANGE",
+                "to": "MAX"
+            }
+        }
+    ]
+}
+`
+	manager := ConverterManager{}
+	err := json.Unmarshal([]byte(jsonStr), &manager)
+	assert.NoError(t, err)
+
+	order := types.Order{
+		SubmitOrder: types.SubmitOrder{
+			Symbol: "MAXEXCHANGEUSDT",
+			Market: types.Market{
+				Symbol:        "MAXEXCHANGEUSDT",
+				QuoteCurrency: "USDT",
+				BaseCurrency:  "MAXEXCHANGE",
+			},
+		},
+	}
+	err = manager.Initialize()
+	assert.NoError(t, err)
+	convertedOrder := manager.ConvertOrder(order)
+	assert.Equal(t, "MAXUSDT", convertedOrder.Symbol)
+	assert.Equal(t, "MAX", convertedOrder.Market.BaseCurrency)
+	assert.Equal(t, "USDT", convertedOrder.Market.QuoteCurrency)
+	assert.Equal(t, "MAXUSDT", convertedOrder.Market.Symbol)
+}
+
+func TestConvertOrder_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	order := types.Order{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedOrder := manager.ConvertOrder(order)
+	assert.Equal(t, order, convertedOrder)
+}
+
+func TestConvertTrade_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	trade := types.Trade{}
+	convertedTrade := manager.ConvertTrade(trade)
+	assert.Equal(t, trade, convertedTrade)
+}
+
+func TestConvertTrade_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	trade := types.Trade{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedTrade := manager.ConvertTrade(trade)
+	assert.Equal(t, trade, convertedTrade)
+}
+
+func TestConvertKLine_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	kline := types.KLine{}
+	convertedKline := manager.ConvertKLine(kline)
+	assert.Equal(t, kline, convertedKline)
+}
+
+func TestConvertKLine_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	kline := types.KLine{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedKline := manager.ConvertKLine(kline)
+	assert.Equal(t, kline, convertedKline)
+}
+
+func TestConvertMarket_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	market := types.Market{}
+	convertedMarket := manager.ConvertMarket(market)
+	assert.Equal(t, market, convertedMarket)
+}
+
+func TestConvertMarket_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	market := types.Market{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedMarket := manager.ConvertMarket(market)
+	assert.Equal(t, market, convertedMarket)
+}
+
+func TestConvertBalance_WithConverters(t *testing.T) {
+	manager := ConverterManager{}
+	converter := &CurrencyConverter{
+		FromCurrency: "MAXEXCHANGE",
+		ToCurrency:   "MAX",
+	}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	manager.AddConverter(converter)
+
+	balance := types.Balance{}
+	convertedBalance := manager.ConvertBalance(balance)
+	assert.Equal(t, balance, convertedBalance)
+}
+
+func TestConvertBalance_NoConverters(t *testing.T) {
+	manager := ConverterManager{}
+	balance := types.Balance{}
+	err := manager.Initialize()
+	assert.NoError(t, err)
+	convertedBalance := manager.ConvertBalance(balance)
+	assert.Equal(t, balance, convertedBalance)
+}