avoid duplicate slugs in bnc ticker request

client/mm/libxc/binance.go

@@ -29,6 +29,7 @@ import (
 	"decred.org/dcrdex/dex/calc"
 	"decred.org/dcrdex/dex/dexnet"
 	"decred.org/dcrdex/dex/encode"
+	"decred.org/dcrdex/dex/utils"
 )
 
 // Binance API spot trading docs:
@@ -1049,18 +1050,16 @@ func (bnc *binance) Markets(ctx context.Context) (map[string]*Market, error) {
 		return bnc.marketSnapshot.m, nil
 	}
 
-	mktIDs, err := bnc.MatchedMarkets(ctx)
+	matches, err := bnc.MatchedMarkets(ctx)
 	if err != nil {
 		return nil, fmt.Errorf("error getting market list for market data request: %w", err)
 	}
 
-	slugs := make([]string, len(mktIDs))
-	mkts := make(map[string]*MarketMatch, len(slugs))
-	for i, m := range mktIDs {
-		slugs[i] = m.Slug
-		mkts[m.Slug] = m
+	mkts := make(map[string][]*MarketMatch, len(matches))
+	for _, m := range matches {
+		mkts[m.Slug] = append(mkts[m.Slug], m)
 	}
-	encSymbols, err := json.Marshal(slugs)
+	encSymbols, err := json.Marshal(utils.MapKeys(mkts))
 	if err != nil {
 		return nil, fmt.Errorf("error encoding symbold for market data request: %w", err)
 	}
@@ -1075,25 +1074,27 @@ func (bnc *binance) Markets(ctx context.Context) (map[string]*Market, error) {
 
 	m := make(map[string]*Market, len(ds))
 	for _, d := range ds {
-		mkt, found := mkts[d.Symbol]
+		ms, found := mkts[d.Symbol]
 		if !found {
 			bnc.log.Errorf("Market %s not returned in market data request", d.Symbol)
 			continue
 		}
-		m[mkt.MarketID] = &Market{
-			BaseID:  mkt.BaseID,
-			QuoteID: mkt.QuoteID,
-			Day: &MarketDay{
-				Vol:            d.Volume,
-				QuoteVol:       d.QuoteVolume,
-				PriceChange:    d.PriceChange,
-				PriceChangePct: d.PriceChangePercent,
-				AvgPrice:       d.WeightedAvgPrice,
-				LastPrice:      d.LastPrice,
-				OpenPrice:      d.OpenPrice,
-				HighPrice:      d.HighPrice,
-				LowPrice:       d.LowPrice,
-			},
+		for _, mkt := range ms {
+			m[mkt.MarketID] = &Market{
+				BaseID:  mkt.BaseID,
+				QuoteID: mkt.QuoteID,
+				Day: &MarketDay{
+					Vol:            d.Volume,
+					QuoteVol:       d.QuoteVolume,
+					PriceChange:    d.PriceChange,
+					PriceChangePct: d.PriceChangePercent,
+					AvgPrice:       d.WeightedAvgPrice,
+					LastPrice:      d.LastPrice,
+					OpenPrice:      d.OpenPrice,
+					HighPrice:      d.HighPrice,
+					LowPrice:       d.LowPrice,
+				},
+			}
 		}
 	}
 	bnc.marketSnapshot.m = m
@@ -1752,9 +1753,8 @@ func (bnc *binance) Book(baseID, quoteID uint32) (buys, sells []*core.MiniOrder,
 	return
 }
 
-// VWAP returns the volume weighted average price for a certain quantity of the
-// base asset on a market. The sell parameter specifies the side of the market
-// on which to get the average price. SubscribeMarket must be called, and the
+// VWAP returns the volume weighted average price for a certain quantity
+// of the base asset on a market. SubscribeMarket must be called, and the
 // market must be synced before results can be expected.
 func (bnc *binance) VWAP(baseID, quoteID uint32, sell bool, qty uint64) (avgPrice, extrema uint64, filled bool, err error) {
 	book, err := bnc.book(baseID, quoteID)

client/mm/libxc/binance_live_test.go

@@ -36,8 +36,18 @@ func TestMain(m *testing.M) {
 	m.Run()
 }
 
-func tNewBinance(t *testing.T, network dex.Network) *binance {
-	return newBinance(apiKey, apiSecret, log, network, true)
+func tNewBinance(t *testing.T, net dex.Network) *binance {
+	cfg := &CEXConfig{
+		Net:       net,
+		APIKey:    apiKey,
+		SecretKey: apiSecret,
+		Logger:    log,
+		Notify: func(n interface{}) {
+			log.Infof("Notification sent: %+v", n)
+		},
+	}
+	const binanceUS = true
+	return newBinance(cfg, binanceUS)
 }
 
 type spoofDriver struct {
@@ -154,7 +164,7 @@ func TestCancelTrade(t *testing.T) {
 }
 
 func TestMatchedMarkets(t *testing.T) {
-	bnc := tNewBinance(t, dex.Testnet)
+	bnc := tNewBinance(t, dex.Mainnet)
 	ctx, cancel := context.WithTimeout(context.Background(), time.Hour*23)
 	defer cancel()
 
@@ -169,7 +179,7 @@ func TestMatchedMarkets(t *testing.T) {
 	}
 
 	for _, market := range markets {
-		t.Logf("%v - %v", dex.BipIDSymbol(market.BaseID), dex.BipIDSymbol(market.QuoteID))
+		fmt.Printf("%s_%s \n", dex.BipIDSymbol(market.BaseID), dex.BipIDSymbol(market.QuoteID))
 	}
 }
 
@@ -335,18 +345,17 @@ func TestGetCoinInfo(t *testing.T) {
 		t.Fatalf("error getting binance coin info: %v", err)
 	}
 
-	bcoins, err := json.MarshalIndent(coins, "", "    ")
-	if err != nil {
-		t.Fatalf("error marshaling binance coin info: %v", err)
+	coinLookup := make(map[string]bool)
+	for _, a := range asset.Assets() {
+		coinLookup[a.Info.UnitInfo.Conventional.Unit] = true
+		for _, tkn := range a.Tokens {
+			coinLookup[tkn.UnitInfo.Conventional.Unit] = true
+		}
 	}
 
-	t.Logf("binance coin info:\n %v", string(bcoins))
-	return
-
 	for _, c := range coins {
-		if c.Coin == "USDC" {
-			b, _ := json.MarshalIndent(c, "", "    ")
-			fmt.Println(string(b))
+		if !coinLookup[c.Coin] {
+			continue
 		}
 		networks := make([]string, 0)
 		for _, n := range c.NetworkList {

dex/utils/generics.go

@@ -27,6 +27,14 @@ func MapItems[K comparable, V any](m map[K]V) []V {
 	return vs
 }
 
+func MapKeys[K comparable, V any](m map[K]V) []K {
+	ks := make([]K, 0, len(m))
+	for k := range m {
+		ks = append(ks, k)
+	}
+	return ks
+}
+
 func Min[I constraints.Ordered](m I, ns ...I) I {
 	min := m
 	for _, n := range ns {