add function FindMatchingPairs

thrasher-corp · May 2, 2024 · 3dd9e53 · 3dd9e53
1 parent 44d50a3
commit 3dd9e53
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diff --git a/currency/pairs.go b/currency/pairs.go
@@ -481,3 +481,36 @@ func (p Pairs) GetPairsByBase(baseTerm Code) (Pairs, error) {
 	}
 	return pairs, nil
 }
+
+// equalKey is a small key for testing pair equality without delimiter
+type equalKey struct {
+	Base  *Item
+	Quote *Item
+}
+
+// FindMatchingPairs returns all pairs that match the incoming pairs.
+// Duplications are intentionally removed.
+func (p Pairs) FindMatchingPairs(b Pairs) Pairs {
+	if len(p) == 0 || len(b) == 0 {
+		return []Pair{}
+	}
+	m := map[equalKey]struct{}{}
+	for i := range p {
+		m[equalKey{Base: p[i].Base.Item, Quote: p[i].Quote.Item}] = struct{}{}
+	}
+	outgoing := func() Pairs {
+		if len(p) < len(b) {
+			return make(Pairs, 0, len(p))
+		} else {
+			return make(Pairs, 0, len(b))
+		}
+	}()
+	for i := range b {
+		key := equalKey{Base: b[i].Base.Item, Quote: b[i].Quote.Item}
+		if _, ok := m[key]; ok {
+			outgoing = append(outgoing, b[i])
+			delete(m, key)
+		}
+	}
+	return outgoing
+}
diff --git a/currency/pairs_test.go b/currency/pairs_test.go
@@ -3,6 +3,7 @@ package currency
 import (
 	"encoding/json"
 	"errors"
+	"fmt"
 	"testing"
 
 	"github.com/stretchr/testify/assert"
@@ -870,3 +871,60 @@ func TestGetPairsByBase(t *testing.T) {
 		t.Fatalf("received: '%v' but expected '%v'", len(got), 3)
 	}
 }
+
+func TestFindMatchingPairs(t *testing.T) {
+	t.Parallel()
+
+	available := Pairs{
+		NewPair(BTC, USD),
+		NewPair(LTC, USD),
+		NewPair(USD, NZD),
+		NewPair(LTC, USDT),
+		NewPair(LTC, DAI),
+		NewPair(USDT, XRP),
+		NewPair(DAI, XRP),
+		NewPair(DAI, XRP), // duplication
+	}
+
+	testCases := []struct {
+		incoming Pairs
+		expected Pairs
+	}{
+		{incoming: Pairs{NewPair(BTC, USD)}, expected: Pairs{NewPair(BTC, USD)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP)}},
+		{incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP)}},
+		/*test for pair not available*/ {incoming: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP), NewPair(WABI, MAD)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP)}},
+		/*test for duplication*/ {incoming: Pairs{NewPair(BTC, USD), NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP), NewPair(WABI, MAD)}, expected: Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP)}},
+	}
+
+	for x := range testCases {
+		tc := testCases[x]
+		t.Run(fmt.Sprintf("Test %d", x), func(t *testing.T) {
+			t.Parallel()
+			require.Equal(t, tc.expected, available.FindMatchingPairs(tc.incoming))
+		})
+	}
+}
+
+// 2482711	       438.9 ns/op	     352 B/op	       1 allocs/op
+func BenchmarkFindMatchingPairs(b *testing.B) {
+	available := Pairs{
+		NewPair(BTC, USD),
+		NewPair(LTC, USD),
+		NewPair(USD, NZD),
+		NewPair(LTC, USDT),
+		NewPair(LTC, DAI),
+		NewPair(USDT, XRP),
+		NewPair(DAI, XRP),
+	}
+
+	other := Pairs{NewPair(BTC, USD), NewPair(LTC, USD), NewPair(USD, NZD), NewPair(LTC, USDT), NewPair(LTC, DAI), NewPair(USDT, XRP), NewPair(DAI, XRP)}
+
+	for x := 0; x < b.N; x++ {
+		_ = available.FindMatchingPairs(other)
+	}
+}