chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Globalization;
+using System.Text.RegularExpressions;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Provides commonly used currency pairs and symbols
+    /// </summary>
+    public static class Currencies
+    {
+        /// <summary>
+        /// USD (United States Dollar) currency string
+        /// </summary>
+        public const string USD = "USD";
+
+        /// <summary>
+        /// EUR (Euro) currency string
+        /// </summary>
+        public const string EUR = "EUR";
+
+        /// <summary>
+        /// GBP (British pound sterling) currency string
+        /// </summary>
+        public const string GBP = "GBP";
+
+        /// <summary>
+        /// INR (Indian rupee) currency string
+        /// </summary>
+        public const string INR = "INR";
+
+        /// <summary>
+        /// IDR (Indonesian rupiah) currency string
+        /// </summary>
+        public const string IDR = "IDR";
+
+        /// <summary>
+        /// CNH (Chinese Yuan Renminbi) currency string
+        /// </summary>
+        public const string CNH = "CNH";
+
+        /// <summary>
+        /// CHF (Swiss Franc) currency string
+        /// </summary>
+        public const string CHF = "CHF";
+
+        /// <summary>
+        /// HKD (Hong Kong dollar) currency string
+        /// </summary>
+        public const string HKD = "HKD";
+
+        /// <summary>
+        /// JPY (Japanese yen) currency string
+        /// </summary>
+        public const string JPY = "JPY";
+
+        /// <summary>
+        /// Null currency used when a real one is not required
+        /// </summary>
+        public const string NullCurrency = "QCC";
+
+        /// <summary>
+        /// A mapping of currency codes to their display symbols
+        /// </summary>
+        /// <remarks>
+        /// Now used by Forex and CFD, should probably be moved out into its own class
+        /// </remarks>
+        public static readonly IReadOnlyDictionary<string, string> CurrencySymbols = new Dictionary<string, string>
+        {
+            {USD, "$"},
+            {GBP, "₤"},
+            {JPY, "¥"},
+            {EUR, "€"},
+            {"NZD", "$"},
+            {"AUD", "$"},
+            {"CAD", "$"},
+            {CHF, "Fr"},
+            {HKD, "$"},
+            {"SGD", "$"},
+            {"XAG", "Ag"},
+            {"XAU", "Au"},
+            {CNH, "¥"},
+            {"CNY", "¥"},
+            {"CZK", "Kč"},
+            {"DKK", "kr"},
+            {"HUF", "Ft"},
+            {"INR", "₹"},
+            {"MXN", "$"},
+            {"NOK", "kr"},
+            {"PLN", "zł"},
+            {"SAR", "﷼"},
+            {"SEK", "kr"},
+            {"THB", "฿"},
+            {"TRY", "₺"},
+            {"TWD", "NT$"},
+            {"ZAR", "R"},
+            {"RUB", "₽"},
+            {"BRL", "R$"},
+            {"GNF", "Fr"},
+            {IDR, "Rp"},
+
+            {"BTC", "₿"},
+            {"BCH", "Ƀ"},
+            {"BSV", "Ɓ"},
+            {"LTC", "Ł"},
+            {"ETH", "Ξ"},
+            {"EOS", "ε"},
+            {"XRP", "✕"},
+            {"XLM", "*"},
+            {"ETC", "ξ"},
+            {"ZRX", "ZRX"},
+            {"USDT", "₮"},
+            {"ADA", "₳"},
+            {"SOL", "◎"},
+            {"DOT", "●"},
+            {"DOGE", "Ð"},
+            {"DAI", "◈"},
+            {"ALGO", "Ⱥ"},
+            {"ICP", "∞"},
+            {"XMR", "ɱ"},
+            {"XTZ", "ꜩ"},
+            {"IOTA", "ɨ"},
+            {"MIOTA", "ɨ"},
+            {"MKR", "Μ"},
+            {"ZEC", "ⓩ"},
+            {"DASH", "Đ"},
+            {"XNO", "Ӿ"},
+            {"REP", "Ɍ"},
+            {"STEEM", "ȿ"},
+            {"THETA", "ϑ"},
+            {"FIL", "⨎"},
+            {"BAT", "⟁"},
+            {"LSK", "Ⱡ"},
+            {"NAV", "Ꞥ"}
+        };
+
+        /// <summary>
+        /// Stable pairs in GDAX. We defined them because they have different fees in GDAX market
+        /// </summary>
+        [Obsolete("StablePairsGDAX is deprecated. Use StablePairsCoinbase instead.")]
+        public static readonly HashSet<string> StablePairsGDAX = StablePairsCoinbase;
+
+        /// <summary>
+        /// Stable pairs in Coinbase. We defined them because they have different fees in Coinbase market
+        /// </summary>
+        public static readonly HashSet<string> StablePairsCoinbase = new()
+        {
+            "DAIUSDC",
+            "DAIUSD",
+            "GYENUSD",
+            "PAXUSD",
+            "PAXUSDT",
+            "MUSDUSD",
+            "USDCEUR",
+            "USDCGBP",
+            "USDTEUR",
+            "USDTGBP",
+            "USDTUSD",
+            "USDTUSDC",
+            "USTEUR",
+            "USTUSD",
+            "USTUSDT",
+            "WBTCBTC"
+        };
+
+        /// <summary>
+        /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in Coinbase market
+        /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
+        ///
+        /// We use this to allow setting cash amounts for these stablecoins without needing a conversion
+        /// security.
+        /// </summary>
+        private static readonly HashSet<string> _stableCoinsWithoutPairsCoinbase = new HashSet<string>
+        {
+            "USDCUSD"
+        };
+
+        /// <summary>
+        /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in Binance market
+        /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
+        ///
+        /// We use this to allow setting cash amounts for these stablecoins without needing a conversion
+        /// security.
+        /// </summary>
+        private static readonly HashSet<string> _stableCoinsWithoutPairsBinance = new HashSet<string>
+        {
+            "USDCUSD",
+            "USDTUSD",
+            "USDPUSD",
+            "SUSDUSD",
+            "BUSDUSD",
+            "USTUSD",
+            "TUSDUSD",
+            "FDUSDUSD",
+            "DAIUSD",
+            "IDRTIDR",
+            "BNFCRUSD"
+        };
+
+        /// <summary>
+        /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in Bitfinex market
+        /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
+        ///
+        /// We use this to allow setting cash amounts for these stablecoins without needing a conversion
+        /// security.
+        /// </summary>
+        private static readonly HashSet<string> _stableCoinsWithoutPairsBitfinex = new HashSet<string>
+        {
+            "EURSEUR",
+            "XCHFCHF"
+        };
+
+        /// <summary>
+        /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in Bybit market
+        /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
+        ///
+        /// We use this to allow setting cash amounts for these stablecoins without needing a conversion
+        /// security.
+        /// </summary>
+        private static readonly HashSet<string> _stableCoinsWithoutPairsBybit = new HashSet<string>
+        {
+            "USDCUSD",
+            "USDTUSD",
+            "USDPUSD",
+            "SUSDUSD",
+            "BUSDUSD",
+            "USTUSD",
+            "TUSDUSD",
+            "DAIUSD"
+        };
+
+        /// <summary>
+        /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in dYdX market
+        /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
+        ///
+        /// We use this to allow setting cash amounts for these stablecoins without needing a conversion
+        /// security.
+        /// </summary>
+        private static readonly HashSet<string> _stableCoinsWithoutPairsdYdX = new HashSet<string>
+        {
+            "USDCUSD"
+        };
+
+        /// <summary>
+        /// Dictionary to save StableCoins in different Markets
+        /// </summary>
+        private static readonly Dictionary<string, HashSet<string>> _stableCoinsWithoutPairsMarkets = new Dictionary<string, HashSet<string>>
+        {
+            { Market.Binance , _stableCoinsWithoutPairsBinance},
+            { Market.Bitfinex , _stableCoinsWithoutPairsBitfinex},
+            { Market.Coinbase, _stableCoinsWithoutPairsCoinbase},
+            { Market.Bybit , _stableCoinsWithoutPairsBybit},
+            { Market.DYDX , _stableCoinsWithoutPairsdYdX}
+        };
+
+        private static readonly HashSet<string> _dollarStablePairs = ["USDT", "USDC", USD];
+
+        /// <summary>
+        /// Checks whether or not certain symbol is a StableCoin without pair in a given market
+        /// </summary>
+        /// <param name="accountCurrency">The account currency</param>
+        /// <param name="cashSymbol">The target cash symbol</param>
+        /// <param name="market">The market in which we want to search for that StableCoin</param>
+        /// <returns>True if the given symbol is a StableCoin without pair in the given market</returns>
+        public static bool IsStableCoinWithoutPair(string accountCurrency, string cashSymbol, string market)
+        {
+            IEnumerable<string> _targets;
+            if (_dollarStablePairs.Contains(accountCurrency))
+            {
+                // let's be polite and handle USDT/USDC/USD, this is internal
+                _targets = _dollarStablePairs.Where(x => x != cashSymbol).SelectMany(x => new[] { x + cashSymbol, cashSymbol + x }).ToArray();
+            }
+            else
+            {
+                _targets = [accountCurrency + cashSymbol, cashSymbol + accountCurrency];
+            }
+
+            foreach (var target in _targets)
+            {
+                if (IsStableCoinWithoutPair(target, market))
+                {
+                    return true;
+                }
+            }
+            return false;
+        }
+
+        /// <summary>
+        /// Checks whether or not certain symbol is a StableCoin without pair in a given market
+        /// </summary>
+        /// <param name="symbol">The Symbol from wich we want to know if it's a StableCoin without pair</param>
+        /// <param name="market">The market in which we want to search for that StableCoin</param>
+        /// <returns>True if the given symbol is a StableCoin without pair in the given market</returns>
+        public static bool IsStableCoinWithoutPair(string symbol, string market)
+        {
+            if (_stableCoinsWithoutPairsMarkets.TryGetValue(market, out var stableCoins) && stableCoins.Contains(symbol))
+            {
+                return true;
+            }
+            return false;
+        }
+
+        /// <summary>
+        /// Gets the currency symbol for the specified currency code
+        /// </summary>
+        /// <param name="currency">The currency code</param>
+        /// <returns>The currency symbol</returns>
+        public static string GetCurrencySymbol(string currency)
+        {
+            if (string.IsNullOrEmpty(currency))
+            {
+                return string.Empty;
+            }
+
+            return CurrencySymbols.TryGetValue(currency, out var currencySymbol) ? currencySymbol : currency;
+        }
+
+        /// <summary>
+        /// Converts the string representation of number with currency in the format {currency}{value} to its decimal equivalent.
+        /// It throws if the value cannot be converted to a decimal number.
+        /// </summary>
+        /// <param name="value">The value with currency</param>
+        /// <returns>The decimal equivalent to the value</returns>
+        public static decimal Parse(string value)
+        {
+            decimal parsedValue;
+
+            if (!TryParse(value, out parsedValue))
+            {
+                throw new ArgumentException(Messages.Currencies.FailedConversionToDecimal(value));
+            }
+
+            return parsedValue;
+        }
+
+        /// <summary>
+        /// Converts the string representation of number with currency in the format {currency}{value} to its decimal equivalent.
+        /// </summary>
+        /// <param name="value">The value with currency</param>
+        /// <param name="parsedValue">The decimal equivalent to the string value after conversion</param>
+        /// <returns>True if the value was succesfuly converted</returns>
+        public static bool TryParse(string value, out decimal parsedValue)
+        {
+            // Strip out the currency (any character before the first number) ignoring blank spaces since they are not supposed to be in numbers with currency
+            value = Regex.Replace(value, @"^[^\d\s-+]+", string.Empty);
+            return decimal.TryParse(value, NumberStyles.Any, CultureInfo.InvariantCulture, out parsedValue);
+        }
+    }
+}