TIANHE
239 lines
6.7 KiB
Python
239 lines
6.7 KiB
Python
"""
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Symbol normalization helpers.
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Input symbols may come from UI/strategy config in ccxt-like shape:
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- "SOL/USDT:USDT"
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- "SOL/USDT"
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We convert them into exchange-specific identifiers.
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"""
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from __future__ import annotations
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from typing import Dict, Tuple
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def _split_base_quote(symbol: str) -> Tuple[str, str]:
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"""
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分割符号为基础货币和报价货币。
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处理各种格式：
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- BTC/USDT -> (BTC, USDT)
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- BTCUSDT -> (BTCUSDT, "") - 需要进一步处理
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- PI, TRX -> (PI, "") - 需要进一步处理
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"""
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s = (symbol or "").strip()
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if ":" in s:
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s = s.split(":", 1)[0]
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if "/" not in s:
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# 尝试识别报价货币（常见格式：BASEQUOTE）
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s_upper = s.upper()
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common_quotes = ['USDT', 'USD', 'BTC', 'ETH', 'BUSD', 'USDC', 'BNB']
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for quote in common_quotes:
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if s_upper.endswith(quote) and len(s_upper) > len(quote):
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base = s_upper[:-len(quote)]
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if base:
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return base, quote
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# 无法识别，返回原符号和空报价
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return s_upper, ""
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base, quote = s.split("/", 1)
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return base.strip().upper(), quote.strip().upper()
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def to_binance_futures_symbol(symbol: str) -> str:
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base, quote = _split_base_quote(symbol)
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if not quote:
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return (symbol or "").replace("/", "").replace(":", "").upper()
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return f"{base}{quote}"
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def to_okx_swap_inst_id(symbol: str) -> str:
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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# OKX perpetual swap instrument id: BASE-QUOTE-SWAP
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return f"{base}-{quote}-SWAP"
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def to_okx_spot_inst_id(symbol: str) -> str:
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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return f"{base}-{quote}"
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def to_bitget_um_symbol(symbol: str) -> str:
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base, quote = _split_base_quote(symbol)
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if not quote:
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return (symbol or "").replace("/", "").replace(":", "").upper()
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return f"{base}{quote}"
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_KRAKEN_BASE_MAP: Dict[str, str] = {
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# Common spot naming differences
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"BTC": "XBT",
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}
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_BITFINEX_QUOTE_MAP: Dict[str, str] = {
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# Bitfinex uses "UST" for Tether USDt
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"USDT": "UST",
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}
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_KUCOIN_FUTURES_BASE_MAP: Dict[str, str] = {
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# KuCoin futures uses XBT for BTC on many contracts
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"BTC": "XBT",
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}
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def to_bybit_symbol(symbol: str) -> str:
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"""
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Bybit symbol format (v5): typically concatenated, e.g. BTCUSDT.
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"""
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return to_binance_futures_symbol(symbol)
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def to_coinbase_product_id(symbol: str) -> str:
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"""
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Coinbase Exchange product id format: BASE-QUOTE, e.g. BTC-USDT.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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return f"{base}-{quote}"
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def to_kraken_pair(symbol: str) -> str:
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"""
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Kraken spot pair format is exchange-specific (e.g. XBTUSDT).
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We use a best-effort mapping for common assets; callers can override by passing
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already-normalized Kraken pair strings.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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b = _KRAKEN_BASE_MAP.get(base, base)
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return f"{b}{quote}"
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def to_kucoin_symbol(symbol: str) -> str:
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"""
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KuCoin spot symbol format: BASE-QUOTE, e.g. BTC-USDT.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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return f"{base}-{quote}"
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def to_kucoin_futures_symbol(symbol: str) -> str:
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"""
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KuCoin Futures (USDT perpetual) symbol is exchange-specific, common examples:
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- XBTUSDTM, ETHUSDTM
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We provide a best-effort mapping: BASEQUOTE + "M".
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If caller already provides an exchange-native symbol (no '/'), we return as-is.
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"""
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s = (symbol or "").strip()
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if "/" not in s:
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return s
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return s
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b = _KUCOIN_FUTURES_BASE_MAP.get(base, base)
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return f"{b}{quote}M"
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def to_kraken_futures_symbol(symbol: str) -> str:
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"""
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Kraken Futures instruments are exchange-specific (e.g. PF_XBTUSD, PI_XBTUSD).
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This helper is best-effort:
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- If caller already passes an exchange-native instrument (contains '_' or starts with PF_/PI_), return as-is.
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- Otherwise, map BTC->XBT and assume USD quote for futures (most Kraken Futures perps are USD margined).
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"""
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s = (symbol or "").strip()
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if not s:
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return s
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up = s.upper()
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if "_" in up or up.startswith("PF_") or up.startswith("PI_"):
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return s
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base, quote = _split_base_quote(symbol)
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if not base:
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return s
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b = _KRAKEN_BASE_MAP.get(base, base)
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q = "USD"
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# Keep USDT as USD best-effort (platform-dependent)
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if quote and quote.upper() == "USD":
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q = "USD"
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return f"PF_{b}{q}"
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def to_gate_currency_pair(symbol: str) -> str:
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"""
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Gate spot/futures currency_pair/contract format: BASE_QUOTE, e.g. BTC_USDT.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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return symbol
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return f"{base}_{quote}"
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def to_bitfinex_spot_symbol(symbol: str) -> str:
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"""
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Bitfinex spot trading symbol format: tBASEQUOTE, e.g. tBTCUST.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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s = str(symbol or "").strip()
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return s if s.startswith("t") else f"t{s}"
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q = _BITFINEX_QUOTE_MAP.get(quote, quote)
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return f"t{base}{q}"
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def to_bitfinex_perp_symbol(symbol: str) -> str:
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"""
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Bitfinex derivatives perpetual naming (best-effort): tBASEF0:QUOTEF0, e.g. tBTCF0:USTF0.
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"""
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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s = str(symbol or "").strip()
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return s if s.startswith("t") else f"t{s}"
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q = _BITFINEX_QUOTE_MAP.get(quote, quote)
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return f"t{base}F0:{q}F0"
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def to_deepcoin_symbol(symbol: str) -> str:
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"""
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Deepcoin symbol format: typically BASE-QUOTE for spot, BASE-QUOTE-SWAP for perpetual.
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Examples:
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- Spot: BTC-USDT
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- Perpetual: BTC-USDT-SWAP
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If symbol already contains '-', return as-is (already in Deepcoin format).
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"""
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s = (symbol or "").strip()
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if not s:
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return s
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# Already in Deepcoin format
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if "-" in s:
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return s.upper()
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base, quote = _split_base_quote(symbol)
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if not base or not quote:
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# Best effort: remove slashes and colons
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return s.replace("/", "-").replace(":", "-").upper()
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# Return BASE-QUOTE format (caller adds -SWAP if needed for futures)
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return f"{base}-{quote}"
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def to_deepcoin_swap_symbol(symbol: str) -> str:
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"""
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Deepcoin perpetual swap symbol format: BASE-QUOTE-SWAP, e.g. BTC-USDT-SWAP.
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"""
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base_symbol = to_deepcoin_symbol(symbol)
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if base_symbol.endswith("-SWAP"):
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return base_symbol
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return f"{base_symbol}-SWAP"
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