Fix USDC binance crypto future and stable pairs (#9246)

- Minor fix for stable pairs handling without a pair, adding unit tests
- Fix for USDC it's a USD-M crypto future not coin

Author: Martin-Molinero

Common/Currencies.cs

@@ -270,6 +270,38 @@ public static class Currencies
             { 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>

Common/Securities/Cash.cs

@@ -275,6 +275,15 @@ public List<SubscriptionDataConfig> EnsureCurrencyDataFeed(SecurityManager secur
                 .Concat(cryptoEntries)
                 .ToList();
 
+            // Special case for crypto markets without direct pairs (They wont be found by the above)
+            // This allows us to add cash for "StableCoins" that are 1-1 with our account currency without needing a conversion security.
+            // Check out the StableCoinsWithoutPairs static var for those that are missing their 1-1 conversion pairs
+            if (marketMap.TryGetValue(SecurityType.Crypto, out var market) && Currencies.IsStableCoinWithoutPair(accountCurrency, Symbol, market))
+            {
+                CurrencyConversion = ConstantCurrencyConversion.Identity(accountCurrency, Symbol);
+                return null;
+            }
+
             if (!potentialEntries.Any(x =>
                     Symbol == x.Key.Symbol.Substring(0, x.Key.Symbol.Length - x.Value.QuoteCurrency.Length) ||
                     Symbol == x.Value.QuoteCurrency))
@@ -285,18 +294,6 @@ public List<SubscriptionDataConfig> EnsureCurrencyDataFeed(SecurityManager secur
                 return null;
             }
 
-            // Special case for crypto markets without direct pairs (They wont be found by the above)
-            // This allows us to add cash for "StableCoins" that are 1-1 with our account currency without needing a conversion security.
-            // Check out the StableCoinsWithoutPairs static var for those that are missing their 1-1 conversion pairs
-            if (marketMap.TryGetValue(SecurityType.Crypto, out var market)
-                &&
-                (Currencies.IsStableCoinWithoutPair(Symbol + accountCurrency, market)
-                || Currencies.IsStableCoinWithoutPair(accountCurrency + Symbol, market)))
-            {
-                CurrencyConversion = ConstantCurrencyConversion.Identity(accountCurrency, Symbol);
-                return null;
-            }
-
             var requiredSecurities = new List<SubscriptionDataConfig>();
 
             var potentials = potentialEntries

Common/Securities/CryptoFuture/CryptoFuture.cs

@@ -93,7 +93,7 @@ public bool IsCryptoCoinFuture()
         /// <returns>True if the security is a crypto coin future</returns>
         private static bool IsCryptoCoinFuture(string quoteCurrency)
         {
-            return quoteCurrency != "USDT" && quoteCurrency != "BUSD";
+            return quoteCurrency != "USDT" && quoteCurrency != "BUSD" && quoteCurrency != "USDC";
         }
 
         /// <summary>

Tests/Common/Securities/CashTests.cs

@@ -629,7 +629,7 @@ public void EnsureCurrencyDataFeedDoesNothingWithUnsupportedCurrency()
         public void CryptoStableCoinMappingIsCorrect(IBrokerageModel brokerageModel, string accountCurrency, string stableCoin, bool shouldThrow, Symbol[] expectedConversionSymbols)
         {
             var cashBook = new CashBook() {AccountCurrency = accountCurrency};
-            var cash = new Cash(stableCoin, 10m, 1m);
+            var cash = new Cash(stableCoin, 10m, 0);
             cashBook.Add(cash.Symbol, cash);
 
             var subscriptions = new SubscriptionManager(NullTimeKeeper.Instance);
@@ -716,6 +716,9 @@ private static TimeKeeper TimeKeeper
 
             // *** Binance ***
             // USDC Cases
+            new object[] { new BinanceBrokerageModel(), "USDT", "BNFCR", false, null },
+            new object[] { new BinanceBrokerageModel(), "USDC", "BNFCR", false, null },
+            new object[] { new BinanceBrokerageModel(), Currencies.USD, "BNFCR", false, null },
             new object[] { new BinanceBrokerageModel(), Currencies.USD, "USDC", false, null }, // No USDCUSD, but does not throw! Conversion 1-1
             new object[] { new BinanceBrokerageModel(), Currencies.EUR, "USDC", false, new[] { Symbol.Create("EURUSDC", SecurityType.Crypto, Market.Binance) } },
             new object[] { new BinanceBrokerageModel(), Currencies.GBP, "USDC", false, new[] { Symbol.Create("ADAUSDC", SecurityType.Crypto, Market.Binance), Symbol.Create("ADAGBP", SecurityType.Crypto, Market.Binance) } }, // No USDCGBP, but indirect conversion exists