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fix Base/Quote currency ordering in global symbol conversion #515

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Jan 28, 2020
Merged

fix Base/Quote currency ordering in global symbol conversion #515

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707ae40
Test and fix base ExhchangeAPI symbol functionality
nh43de Jan 26, 2020
0e9bc11
Fix bitthumb and Kraken APIs
nh43de Jan 26, 2020
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8 changes: 5 additions & 3 deletions src/ExchangeSharp/API/Exchanges/Bithumb/ExchangeBithumbAPI.cs
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
/*
/*
MIT LICENSE

Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com
Expand Down Expand Up @@ -40,12 +40,14 @@ public override string NormalizeMarketSymbol(string marketSymbol)

public override Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
{
return Task.FromResult("KRW" + GlobalMarketSymbolSeparator + marketSymbol);
return Task.FromResult(marketSymbol + GlobalMarketSymbolSeparator + "KRW"); //e.g. 1 btc worth 9.7m KRW
}

public override Task<string> GlobalMarketSymbolToExchangeMarketSymbolAsync(string marketSymbol)
{
return Task.FromResult(marketSymbol.Substring(marketSymbol.IndexOf(GlobalMarketSymbolSeparator) + 1));
var values = marketSymbol.Split(GlobalMarketSymbolSeparator); //for Bitthumb, e.g. "BTC-KRW", 1 btc worth about 9.7m won. Market symbol is BTC.

return Task.FromResult(values[0]);
}

private string StatusToError(string status)
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5 changes: 0 additions & 5 deletions src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs
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Expand Up @@ -131,11 +131,6 @@ public override async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync
{
quoteCurrencyNormalized = quoteCurrency;
}
if (quoteCurrencyNormalized == "BTC")
{
// prefer BTC in front
return quoteCurrencyNormalized + GlobalMarketSymbolSeparatorString + baseCurrencyNormalized;
}
return baseCurrencyNormalized + GlobalMarketSymbolSeparatorString + quoteCurrencyNormalized;
}

Expand Down
149 changes: 84 additions & 65 deletions src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs
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Expand Up @@ -155,36 +155,46 @@ protected async Task<decimal> ClampOrderQuantity(string marketSymbol, decimal ou
return market == null ? outputQuantity : CryptoUtility.ClampDecimal(market.MinTradeSize, market.MaxTradeSize, market.QuantityStepSize, outputQuantity);
}

/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and conversion currency
/// second (i.e. ETH). Example BTC-ETH, read as x BTC is worth y ETH.
/// BTC is always first, then ETH, etc. Fiat pair is always first in global symbol too.
/// </summary>
/// <param name="marketSymbol">Exchange market symbol</param>
/// <param name="separator">Separator</param>
/// <returns>Global symbol</returns>
protected async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync(string marketSymbol, char separator = GlobalMarketSymbolSeparator)
{
if (string.IsNullOrEmpty(marketSymbol))
{
throw new ArgumentException("Symbol must be non null and non empty");
}
string[] pieces = marketSymbol.Split(separator);
if (MarketSymbolIsReversed)
{
return (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[0])).ToUpperInvariant() + GlobalMarketSymbolSeparator + (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[1])).ToUpperInvariant();
}
return (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[1])).ToUpperInvariant() + GlobalMarketSymbolSeparator + (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[0])).ToUpperInvariant();
}
/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and quote/conversion currency
/// second (i.e. USD). Global symbols are of the form BASE-QUOTE. BASE-QUOTE is read as
/// 1 BASE is worth y QUOTE.
///
/// Examples:
/// On 1/25/2020,
/// - BTC-USD: $8,371; 1 BTC (base) is worth $8,371 USD (quote)
/// - ETH-BTC: 0.01934; 1 ETH is worth 0.01934 BTC
/// - EUR-USD: 1.2; 1 EUR worth 1.2 USD
///
/// A value greater than 1 means one unit of base currency is more valuable than one unit of
/// quote currency.
///
/// </summary>
/// <param name="marketSymbol">Exchange market symbol</param>
/// <param name="separator">Separator</param>
/// <returns>Global symbol</returns>
protected async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolWithSeparatorAsync(string marketSymbol, char separator = GlobalMarketSymbolSeparator)
{
if (string.IsNullOrEmpty(marketSymbol))
{
throw new ArgumentException("Symbol must be non null and non empty");
}
string[] pieces = marketSymbol.Split(separator);
if (MarketSymbolIsReversed == false) //if reversed then put quote currency first
{
return (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[0])).ToUpperInvariant() + GlobalMarketSymbolSeparator + (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[1])).ToUpperInvariant();
}
return (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[1])).ToUpperInvariant() + GlobalMarketSymbolSeparator + (await ExchangeCurrencyToGlobalCurrencyAsync(pieces[0])).ToUpperInvariant();
}

/// <summary>
/// Split a market symbol into currencies. For weird exchanges like Bitthumb, they can override and hard-code the other pair
/// </summary>
/// <param name="marketSymbol">Market symbol</param>
/// <returns>Base and quote currency</returns>
protected virtual (string baseCurrency, string quoteCurrency) OnSplitMarketSymbolToCurrencies(string marketSymbol)
/// <summary>
/// Split a market symbol into currencies. For weird exchanges like Bitthumb, they can override and hard-code the other pair
/// </summary>
/// <param name="marketSymbol">Market symbol</param>
/// <returns>Base and quote currency</returns>
protected virtual (string baseCurrency, string quoteCurrency) OnSplitMarketSymbolToCurrencies(string marketSymbol)
{
var pieces = marketSymbol.Split(MarketSymbolSeparator[0]);
if (pieces.Length < 2)
Expand Down Expand Up @@ -348,32 +358,32 @@ public static IExchangeAPI[] GetExchangeAPIs()
}
}

/// <summary>
/// Convert an exchange currency to a global currency. For example, on Binance,
/// BCH (Bitcoin Cash) is BCC but in most other exchanges it is BCH, hence
/// the global symbol is BCH.
/// </summary>
/// <param name="currency">Exchange currency</param>
/// <returns>Global currency</returns>
public Task<string> ExchangeCurrencyToGlobalCurrencyAsync(string currency)
{
currency = (currency ?? string.Empty);
foreach (KeyValuePair<string, string> kv in ExchangeGlobalCurrencyReplacements[GetType()])
{
currency = currency.Replace(kv.Key, kv.Value);
}
return Task.FromResult(currency.ToUpperInvariant());
}
/// <summary>
/// Convert an exchange currency to a global currency. For example, on Binance,
/// BCH (Bitcoin Cash) is BCC but in most other exchanges it is BCH, hence
/// the global symbol is BCH.
/// </summary>
/// <param name="currency">Exchange currency</param>
/// <returns>Global currency</returns>
public Task<string> ExchangeCurrencyToGlobalCurrencyAsync(string currency)
{
currency = (currency ?? string.Empty);
foreach (KeyValuePair<string, string> kv in ExchangeGlobalCurrencyReplacements[GetType()])
{
currency = currency.Replace(kv.Key, kv.Value);
}
return Task.FromResult(currency.ToUpperInvariant());
}

/// <summary>
/// Convert a global currency to exchange currency. For example, on Binance,
/// BCH (Bitcoin Cash) is BCC but in most other exchanges it is BCH, hence
/// the global symbol BCH would convert to BCC for Binance, but stay BCH
/// for most other exchanges.
/// </summary>
/// <param name="currency">Global currency</param>
/// <returns>Exchange currency</returns>
public string GlobalCurrencyToExchangeCurrency(string currency)
/// <summary>
/// Convert a global currency to exchange currency. For example, on Binance,
/// BCH (Bitcoin Cash) is BCC but in most other exchanges it is BCH, hence
/// the global symbol BCH would convert to BCC for Binance, but stay BCH
/// for most other exchanges.
/// </summary>
/// <param name="currency">Global currency</param>
/// <returns>Exchange currency</returns>
public string GlobalCurrencyToExchangeCurrency(string currency)
{
currency = (currency ?? string.Empty);
foreach (KeyValuePair<string, string> kv in ExchangeGlobalCurrencyReplacements[GetType()])
Expand Down Expand Up @@ -404,16 +414,25 @@ public virtual string NormalizeMarketSymbol(string? marketSymbol)
return marketSymbol.ToLowerInvariant();
}

/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and conversion currency
/// second (i.e. ETH). Example BTC-ETH, read as x BTC is worth y ETH.
/// BTC is always first, then ETH, etc. Fiat pair is always first in global symbol too.
/// </summary>
/// <param name="marketSymbol">Exchange symbol</param>
/// <returns>Global symbol</returns>
public virtual async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and quote/conversion currency
/// second (i.e. USD). Global symbols are of the form BASE-QUOTE. BASE-QUOTE is read as
/// 1 BASE is worth y QUOTE.
///
/// Examples:
/// On 1/25/2020,
/// - BTC-USD: $8,371; 1 BTC (base) is worth $8,371 USD (quote)
/// - ETH-BTC: 0.01934; 1 ETH is worth 0.01934 BTC
/// - EUR-USD: 1.2; 1 EUR worth 1.2 USD
///
/// A value greater than 1 means one unit of base currency is more valuable than one unit of
/// quote currency.
/// </summary>
/// <param name="marketSymbol">Exchange symbol</param>
/// <returns>Global symbol</returns>
public virtual async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
{
string modifiedMarketSymbol = marketSymbol;
char separator;
Expand Down Expand Up @@ -490,7 +509,7 @@ public virtual Task<string> GlobalMarketSymbolToExchangeMarketSymbolAsync(string
{
throw new ArgumentException($"Market symbol {marketSymbol} is missing the global symbol separator '{GlobalMarketSymbolSeparator}'");
}
if (MarketSymbolIsReversed)
if (MarketSymbolIsReversed == false)
{
marketSymbol = GlobalCurrencyToExchangeCurrency(marketSymbol.Substring(0, pos)) + MarketSymbolSeparator + GlobalCurrencyToExchangeCurrency(marketSymbol.Substring(pos + 1));
}
Expand Down
31 changes: 21 additions & 10 deletions src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs
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Expand Up @@ -25,21 +25,32 @@ public interface IExchangeAPI : IDisposable, IBaseAPI, IOrderBookProvider
#region Utility Methods

/// <summary>
/// Normalize a symbol for use on this exchange
/// Normalize a symbol for use on this exchange.
/// </summary>
/// <param name="marketSymbol">Symbol</param>
/// <returns>Normalized symbol</returns>
string NormalizeMarketSymbol(string marketSymbol);

/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and conversion currency
/// second (i.e. USD). Example BTC-USD, read as x BTC is worth y USD.
/// </summary>
/// <param name="marketSymbol">Exchange symbol</param>
/// <returns>Global symbol</returns>
Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol);
/// <summary>
/// Convert an exchange symbol into a global symbol, which will be the same for all exchanges.
/// Global symbols are always uppercase and separate the currency pair with a hyphen (-).
/// Global symbols list the base currency first (i.e. BTC) and quote/conversion currency
/// second (i.e. USD). Global symbols are of the form BASE-QUOTE. BASE-QUOTE is read as
/// 1 BASE is worth y QUOTE.
///
/// Examples:
/// On 1/25/2020,
/// - BTC-USD: $8,371; 1 BTC (base) is worth $8,371 USD (quote)
/// - ETH-BTC: 0.01934; 1 ETH is worth 0.01934 BTC
/// - EUR-USD: 1.2; 1 EUR worth 1.2 USD
///
/// A value greater than 1 means one unit of base currency is more valuable than one unit of
/// quote currency.
///
/// </summary>
/// <param name="marketSymbol">Exchange symbol</param>
/// <returns>Global symbol</returns>
Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol);

/// <summary>
/// Convert a global symbol into an exchange symbol, which will potentially be different from other exchanges.
Expand Down
11 changes: 6 additions & 5 deletions tests/ExchangeSharpTests/ExchangeTests.cs
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Expand Up @@ -68,8 +68,8 @@ public async Task GlobalSymbolTest()
// if tests fail, uncomment this and it will save a new test file
// string allSymbolsJson = GetAllSymbolsJsonAsync().Sync(); System.IO.File.WriteAllText("TestData/AllSymbols.json", allSymbolsJson);

string globalMarketSymbol = "BTC-ETH";
string globalMarketSymbolAlt = "KRW-BTC"; // WTF Bitthumb...
string globalMarketSymbol = "ETH-BTC"; //1 ETH is worth 0.0192 BTC...
string globalMarketSymbolAlt = "BTC-KRW"; // WTF Bitthumb... //1 BTC worth 9,783,000 won
Dictionary<string, string[]> allSymbols = JsonConvert.DeserializeObject<Dictionary<string, string[]>>(System.IO.File.ReadAllText("TestData/AllSymbols.json"));

// sanity test that all exchanges return the same global symbol when converted back and forth
Expand All @@ -88,9 +88,10 @@ api is ExchangeOKCoinAPI || api is ExchangeDigifinexAPI || api is ExchangeNDAXAP
bool isBithumb = (api.Name == ExchangeName.Bithumb);
string exchangeMarketSymbol = await api.GlobalMarketSymbolToExchangeMarketSymbolAsync(isBithumb ? globalMarketSymbolAlt : globalMarketSymbol);
string globalMarketSymbol2 = await api.ExchangeMarketSymbolToGlobalMarketSymbolAsync(exchangeMarketSymbol);
if ((!isBithumb && globalMarketSymbol2.EndsWith("-BTC")) ||
globalMarketSymbol2.EndsWith("-USD") ||
globalMarketSymbol2.EndsWith("-USDT"))

if ((!isBithumb && globalMarketSymbol2.StartsWith("BTC-")) ||
globalMarketSymbol2.StartsWith("USD-") ||
globalMarketSymbol2.StartsWith("USDT-"))
{
Assert.Fail($"Exchange {api.Name} has wrong SymbolIsReversed parameter");
}
Expand Down