money/data.go

package main

import (
	"context"
	"encoding/csv"
	"encoding/json"
	"errors"
	"fmt"
	"io"
	"log"
	"os"
	"sort"
	"strconv"
	"time"
)

// ================== Binance ==================

type Kline struct {
	OpenTime  time.Time
	Open      float64
	High      float64
	Low       float64
	Close     float64
	Volume    float64
	CloseTime time.Time
}

func fetchBinanceKlines(ctx context.Context, symbol string, limit int) ([]Kline, error) {
	url := fmt.Sprintf("https://api.binance.com/api/v3/klines?symbol=%s&interval=1d&limit=%d", symbol, limit)
	var raw [][]any
	if err := httpGetJSON(ctx, url, &raw); err != nil {
		return nil, err
	}
	out := make([]Kline, 0, len(raw))
	for _, row := range raw {
		if len(row) < 7 {
			continue
		}
		ot := time.UnixMilli(int64(toF64(row[0])))
		ct := time.UnixMilli(int64(toF64(row[6])))
		open := toF64(row[1])
		high := toF64(row[2])
		low := toF64(row[3])
		closep := toF64(row[4])
		vol := toF64(row[5])
		out = append(out, Kline{OpenTime: ot, Open: open, High: high, Low: low, Close: closep, Volume: vol, CloseTime: ct})
	}
	return out, nil
}

func toF64(v any) float64 {
	switch t := v.(type) {
	case float64:
		return t
	case string:
		f, _ := strconv.ParseFloat(t, 64)
		return f
	default:
		f, _ := strconv.ParseFloat(fmt.Sprintf("%v", v), 64)
		return f
	}
}

func loadLocalCSV(path string) ([]Kline, error) {
	f, err := os.Open(path)
	if errors.Is(err, os.ErrNotExist) {
		return nil, nil
	}
	if err != nil {
		return nil, err
	}
	defer f.Close()
	r := csv.NewReader(f)
	_, _ = r.Read()
	var out []Kline
	for {
		rec, err := r.Read()
		if err != nil {
			if err == io.EOF {
				break
			}
			return out, nil
		}
		if len(rec) < 6 {
			break
		}
		t, _ := time.Parse("2006-01-02", rec[0])
		open, _ := strconv.ParseFloat(rec[1], 64)
		high, _ := strconv.ParseFloat(rec[2], 64)
		low, _ := strconv.ParseFloat(rec[3], 64)
		closep, _ := strconv.ParseFloat(rec[4], 64)
		vol, _ := strconv.ParseFloat(rec[5], 64)
		out = append(out, Kline{OpenTime: t, CloseTime: t, Open: open, High: high, Low: low, Close: closep, Volume: vol})
	}
	return out, nil
}

func saveLocalCSV(path string, kl []Kline) error {
	tmp := path + ".tmp"
	f, err := os.Create(tmp)
	if err != nil {
		return err
	}
	defer f.Close()
	w := csv.NewWriter(f)
	defer w.Flush()
	if err := w.Write([]string{"date", "open", "high", "low", "close", "volume"}); err != nil {
		return err
	}
	for _, k := range kl {
		rec := []string{
			k.CloseTime.Format("2006-01-02"),
			fmt.Sprintf("%.12f", k.Open),
			fmt.Sprintf("%.12f", k.High),
			fmt.Sprintf("%.12f", k.Low),
			fmt.Sprintf("%.12f", k.Close),
			fmt.Sprintf("%.8f", k.Volume),
		}
		if err := w.Write(rec); err != nil {
			return err
		}
	}
	return w.Error()
}

func mergeKlines(old, fresh []Kline) []Kline {
	m := make(map[string]Kline, len(old)+len(fresh))
	for _, k := range old {
		m[k.CloseTime.Format("2006-01-02")] = k
	}
	for _, k := range fresh {
		m[k.CloseTime.Format("2006-01-02")] = k
	}
	keys := make([]string, 0, len(m))
	for k := range m {
		keys = append(keys, k)
	}
	sort.Strings(keys)
	out := make([]Kline, 0, len(keys))
	for _, k := range keys {
		out = append(out, m[k])
	}
	return out
}

// ================== THORNode Fee (debug + sanity) ==================

func fetchThorSwapFeeBpsDebug(ctx context.Context, fromAsset, toAsset string, amountUnits int64) (float64, map[string]any, error) {
	base := "https://thornode.ninerealms.com"
	url := fmt.Sprintf("%s/thorchain/quote/swap?from_asset=%s&to_asset=%s&amount=%d", base, fromAsset, toAsset, amountUnits)
	var v map[string]any
	if err := httpGetJSON(ctx, url, &v); err != nil {
		return 0, nil, err
	}
	raw, _ := json.Marshal(v)
	log.Printf("thorquote url=%s resp=%s", url, sanitize(string(raw)))
	feeBps := 0.0
	if fees, ok := v["fees"].(map[string]any); ok {
		if tb, ok2 := fees["total_bps"]; ok2 {
			feeBps = toF64(tb)
			return feeBps, v, nil
		}
		total := toF64(fees["total"])
		amt := toF64(v["amount"])
		if feeBps == 0 && total > 0 && amountUnits > 0 {
			feeBps = (total / float64(amountUnits)) * 1e4
			return feeBps, v, nil
		}
		if feeBps == 0 && total > 0 && amt > 0 {
			feeBps = (total / amt) * 1e4
			return feeBps, v, nil
		}
	}
	if tb, ok := v["fees_total_bps"]; ok {
		feeBps = toF64(tb)
		return feeBps, v, nil
	}
	return 0, v, fmt.Errorf("quote priva di fees interpretabili")
}