bitmex: normalize account info currencies (#799)

* bitmex: normalize account info currencies

Bitmex has an interesting way of returning BTC balances, it returns them
as XBt and denominated in Satoshis instead. Normalize that still in the
bitmex wrapper by performing the conversion and returning the normal use
BTC currency.

* Change NW contract to NQ

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

exchanges/bitmex/bitmex.go

@@ -93,6 +93,8 @@ const (
 	bitmexEndpointUserWalletSummary     = "/user/walletSummary"
 	bitmexEndpointUserRequestWithdraw   = "/user/requestWithdrawal"
 
+	constSatoshiBTC = 1e-08
+
 	// ContractPerpetual perpetual contract type
 	ContractPerpetual = iota
 	// ContractFutures futures contract type
@@ -772,10 +774,21 @@ func (b *Bitmex) UserRequestWithdrawal(ctx context.Context, params UserRequestWi
 func (b *Bitmex) GetWalletInfo(ctx context.Context, currency string) (WalletInfo, error) {
 	var info WalletInfo
 
-	return info, b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
+	if err := b.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
 		bitmexEndpointUserWallet,
 		UserCurrencyParams{Currency: currency},
-		&info)
+		&info); err != nil {
+		return info, err
+	}
+
+	// Bitmex has an "interesting" of dealing with currencies,
+	// for instance XBt is actually BTC but in Satoshi units,
+	// for sanity purposes apply here a conversion to normalize
+	// this
+	// avoid a copy here since this is a big struct
+	normalizeWalletInfo(&info)
+
+	return info, nil
 }
 
 // GetWalletHistory returns user wallet history transaction data
@@ -908,7 +921,7 @@ func (b *Bitmex) CaptureError(resp, reType interface{}) error {
 	}
 
 	err = json.Unmarshal(marshalled, &Error)
-	if err == nil {
+	if err == nil && Error.Error.Name != "" {
 		return fmt.Errorf("bitmex error %s: %s",
 			Error.Error.Name,
 			Error.Error.Message)
@@ -947,3 +960,13 @@ func calculateTradingFee(purchasePrice, amount float64, isMaker bool) float64 {
 
 	return fee * purchasePrice * amount
 }
+
+// normalizeWalletInfo converts any non-standard currencies (eg. XBt -> BTC)
+func normalizeWalletInfo(w *WalletInfo) {
+	if w.Currency != "XBt" {
+		return
+	}
+
+	w.Currency = "BTC"
+	w.Amount *= constSatoshiBTC
+}

exchanges/bitmex/bitmex_test.go

@@ -163,8 +163,8 @@ func TestGetTrollboxChannels(t *testing.T) {
 func TestGetTrollboxConnectedUsers(t *testing.T) {
 	t.Parallel()
 	_, err := b.GetTrollboxConnectedUsers(context.Background())
-	if err == nil {
-		t.Error("GetTrollboxConnectedUsers() Expected error")
+	if err != nil {
+		t.Error("GetTrollboxConnectedUsers() error", err)
 	}
 }
 
@@ -231,8 +231,8 @@ func TestGetActiveAndIndexInstruments(t *testing.T) {
 func TestGetActiveIntervals(t *testing.T) {
 	t.Parallel()
 	_, err := b.GetActiveIntervals(context.Background())
-	if err == nil {
-		t.Error("GetActiveIntervals() Expected error")
+	if err != nil {
+		t.Error("GetActiveIntervals() error", err)
 	}
 }
 
@@ -731,13 +731,23 @@ func TestGetAccountInfo(t *testing.T) {
 	if areTestAPIKeysSet() {
 		_, err := b.UpdateAccountInfo(context.Background(), asset.Spot)
 		if err != nil {
-			t.Error("GetAccountInfo() error", err)
+			t.Error("GetAccountInfo(spot) error", err)
+		}
+
+		_, err = b.UpdateAccountInfo(context.Background(), asset.Futures)
+		if err != nil {
+			t.Error("GetAccountInfo(futures) error", err)
 		}
 	} else {
 		_, err := b.UpdateAccountInfo(context.Background(), asset.Spot)
 		if err == nil {
 			t.Error("GetAccountInfo() error")
 		}
+
+		_, err = b.UpdateAccountInfo(context.Background(), asset.Futures)
+		if err == nil {
+			t.Error("GetAccountInfo(futures) error")
+		}
 	}
 }
 
@@ -1134,3 +1144,20 @@ func TestUpdateTickers(t *testing.T) {
 		t.Fatal(err)
 	}
 }
+
+func TestCurrencyNormalization(t *testing.T) {
+	w := &WalletInfo{
+		Currency: "XBt",
+		Amount:   1e+08,
+	}
+
+	normalizeWalletInfo(w)
+
+	if w.Currency != "BTC" {
+		t.Errorf("currency mismatch, expected BTC, got %s", w.Currency)
+	}
+
+	if w.Amount != 1.0 {
+		t.Errorf("amount mismatch, expected 1.0, got %f", w.Amount)
+	}
+}

exchanges/bitmex/bitmex_types.go

@@ -649,7 +649,7 @@ type MinWithdrawalFee struct {
 type WalletInfo struct {
 	Account          int64     `json:"account"`
 	Addr             string    `json:"addr"`
-	Amount           int64     `json:"amount"`
+	Amount           float64   `json:"amount"`
 	ConfirmedDebit   int64     `json:"confirmedDebit"`
 	Currency         string    `json:"currency"`
 	DeltaAmount      int64     `json:"deltaAmount"`

exchanges/bitmex/bitmex_wrapper.go

@@ -6,6 +6,7 @@ import (
 	"fmt"
 	"math"
 	"sort"
+	"strconv"
 	"strings"
 	"sync"
 	"time"
@@ -179,6 +180,7 @@ func (b *Bitmex) Setup(exch *config.ExchangeConfig) error {
 	return b.Websocket.SetupNewConnection(stream.ConnectionSetup{
 		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
 		ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
+		URL:                  bitmexWSURL,
 	})
 }
 
@@ -415,27 +417,36 @@ func (b *Bitmex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType
 func (b *Bitmex) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
 	var info account.Holdings
 
-	bal, err := b.GetAllUserMargin(ctx)
+	userMargins, err := b.GetAllUserMargin(ctx)
 	if err != nil {
 		return info, err
 	}
 
-	// Need to update to add Margin/Liquidity availibilty
+	var accountID string
 	var balances []account.Balance
-	for i := range bal {
+	// Need to update to add Margin/Liquidity availability
+	for i := range userMargins {
+		accountID = strconv.FormatInt(userMargins[i].Account, 10)
+
+		wallet, err := b.GetWalletInfo(ctx, userMargins[i].Currency)
+		if err != nil {
+			continue
+		}
+
 		balances = append(balances, account.Balance{
-			CurrencyName: currency.NewCode(bal[i].Currency),
-			TotalValue:   float64(bal[i].WalletBalance),
+			CurrencyName: currency.NewCode(wallet.Currency),
+			TotalValue:   wallet.Amount,
 		})
 	}
 
+	info.Accounts = append(info.Accounts,
+		account.SubAccount{
+			ID:         accountID,
+			Currencies: balances,
+		})
 	info.Exchange = b.Name
-	info.Accounts = append(info.Accounts, account.SubAccount{
-		Currencies: balances,
-	})
 
-	err = account.Process(&info)
-	if err != nil {
+	if err := account.Process(&info); err != nil {
 		return account.Holdings{}, err
 	}
 

exchanges/huobi/huobi_test.go

@@ -171,7 +171,7 @@ func TestFLastTradeData(t *testing.T) {
 
 func TestFRequestPublicBatchTrades(t *testing.T) {
 	t.Parallel()
-	cp, err := currency.NewPairFromString("BTC_NW")
+	cp, err := currency.NewPairFromString("BTC_NQ")
 	if err != nil {
 		t.Error(err)
 	}
@@ -211,7 +211,7 @@ func TestFQueryTieredAdjustmentFactor(t *testing.T) {
 func TestFQueryHisOpenInterest(t *testing.T) {
 	t.Parallel()
 	_, err := h.FQueryHisOpenInterest(context.Background(),
-		"BTC", "next_week", "60min", "cont", 3)
+		"BTC", "next_quarter", "60min", "cont", 3)
 	if err != nil {
 		t.Error(err)
 	}