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

nh43de · vslee · commit 02b009d7367e · 2020-01-28T11:31:40.000-08:00
* Test and fix base ExhchangeAPI symbol functionality

* Fix bitthumb and Kraken APIs
diff --git a/src/ExchangeSharp/API/Exchanges/Bithumb/ExchangeBithumbAPI.cs b/src/ExchangeSharp/API/Exchanges/Bithumb/ExchangeBithumbAPI.cs
@@ -1,4 +1,4 @@
-﻿/*
+/*
 MIT LICENSE
 
 Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com
@@ -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)
diff --git a/src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs b/src/ExchangeSharp/API/Exchanges/Kraken/ExchangeKrakenAPI.cs
@@ -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;
         }
 
diff --git a/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs b/src/ExchangeSharp/API/Exchanges/_Base/ExchangeAPI.cs
@@ -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)
@@ -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()])
@@ -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 $8,371 USD (quote)
+		///			- ETH-BTC: 0.01934; 1 ETH is worth 0.01934 BTC
+		///			- EUR-USD: 1.2; 1 EUR worth 1.2 USD
+		/// 
+		/// A value greater than 1 means one unit of base currency is more valuable than one unit of
+		/// quote currency.
+		/// </summary>
+		/// <param name="marketSymbol">Exchange symbol</param>
+		/// <returns>Global symbol</returns>
+		public virtual async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)
         {
             string modifiedMarketSymbol = marketSymbol;
             char separator;
@@ -490,7 +509,7 @@ public virtual Task<string> GlobalMarketSymbolToExchangeMarketSymbolAsync(string
             {
                 throw new ArgumentException($"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));
             }
diff --git a/src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs b/src/ExchangeSharp/API/Exchanges/_Base/IExchangeAPI.cs
@@ -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.
diff --git a/tests/ExchangeSharpTests/ExchangeTests.cs b/tests/ExchangeSharpTests/ExchangeTests.cs
@@ -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
@@ -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");
                     }

Original file line number	Diff line number	Diff line change
`@@ -1,4 +1,4 @@`
`1`		`-/*`
	`1`	`+/*`
`2`	`2`	`MIT LICENSE`
`3`	`3`
`4`	`4`	`Copyright 2017 Digital Ruby, LLC - http://www.digitalruby.com`
`@@ -40,12 +40,14 @@ public override string NormalizeMarketSymbol(string marketSymbol)`
`40`	`40`
`41`	`41`	`public override Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync(string marketSymbol)`
`42`	`42`	`{`
`43`		`- return Task.FromResult("KRW" + GlobalMarketSymbolSeparator + marketSymbol);`
	`43`	`+ return Task.FromResult(marketSymbol + GlobalMarketSymbolSeparator + "KRW"); //e.g. 1 btc worth 9.7m KRW`
`44`	`44`	`}`
`45`	`45`
`46`	`46`	`public override Task<string> GlobalMarketSymbolToExchangeMarketSymbolAsync(string marketSymbol)`
`47`	`47`	`{`
`48`		`- return Task.FromResult(marketSymbol.Substring(marketSymbol.IndexOf(GlobalMarketSymbolSeparator) + 1));`
	`48`	`+ var values = marketSymbol.Split(GlobalMarketSymbolSeparator); //for Bitthumb, e.g. "BTC-KRW", 1 btc worth about 9.7m won. Market symbol is BTC.`
	`49`	`+`
	`50`	`+ return Task.FromResult(values[0]);`
`49`	`51`	`}`
`50`	`52`
`51`	`53`	`private string StatusToError(string status)`
Original file line number	Diff line number	Diff line change
`@@ -131,11 +131,6 @@ public override async Task<string> ExchangeMarketSymbolToGlobalMarketSymbolAsync`
`131`	`131`	`{`
`132`	`132`	`quoteCurrencyNormalized = quoteCurrency;`
`133`	`133`	`}`
`134`		`- if (quoteCurrencyNormalized == "BTC")`
`135`		`- {`
`136`		`- // prefer BTC in front`
`137`		`- return quoteCurrencyNormalized + GlobalMarketSymbolSeparatorString + baseCurrencyNormalized;`
`138`		`- }`
`139`	`134`	`return baseCurrencyNormalized + GlobalMarketSymbolSeparatorString + quoteCurrencyNormalized;`
`140`	`135`	`}`
`141`	`136`