exchanges: Types and unmarshalling methods update (#1899)

* Added TimeInForce type and updated related files

* Linter issue fix and minor coinbasepro type update

* Bitrex consts update

* added unit test and minor changes in bittrex

* Unit tests update

* Fix minor linter issues

* Update TestStringToTimeInForce unit test

* fix conflict with gateio timeInForce

* Update order tests

* Complete updating the order unit tests

* update kucoin and deribit wrapper to match the time in force change

* fix time-in-force related test errors

* linter issue fix

* time in force constants, functions and unit tests update

* shift tif policies to TimeInForce

* Update time-in-force, related functions, and unit tests

* fix linter issue and time-in-force processing

* added a good till crossing tif value

* order type fix and fix related tim-in-force entries

* update time-in-force unmarshaling and unit test

* fix time-in-force error in gateio

* linter issue fix

* update based on review comments

* add unit test and fix missing issues

* minor fix and added benchmark unit test

* change GTT to GTC for limit

* fix linter issue

* added time-in-force value to place order param

* fix minor issues based on review comment and move tif code to separate files

* update on exchanges linked to time-in-force

* resolve missing review comments

* minor linter issues fix

* added time-in-force handler and update timeInForce parametered endpoint

* minor fixes based on review

* nits fix

* update based on review

* linter fix

* rm getTimeInForce func and minor change to time-in-force

* minor change

* update based on review comments

* wrappers and time-in-force calling approach

* update slice data processing

* fix linter issues

* remove unnecessary Unmarshal methods and replace type delatration and added unit tests

* minor change

* minor changes to types

* update gateio string to timeInForce conversion and unit test

* removed unused timeInForceString func from kraken

* removed redundant parentheses in slice unmarshaling

* array to slice conversion and other updates

* reverted slice target to array

* Binanceus unit test NotNil check to Len check

* change NotNil to Len check

* rename unmarshal unit test funcs name

* wrap json strings with []byte

exchanges/deribit/deribit.go

@@ -289,28 +289,8 @@ func (d *Deribit) GetHistoricalVolatility(ctx context.Context, ccy currency.Code
 	}
 	params := url.Values{}
 	params.Set("currency", ccy.String())
-	var data [][2]any
-	err := d.SendHTTPRequest(ctx, exchange.RestFutures, nonMatchingEPL,
-		common.EncodeURLValues(getHistoricalVolatility, params), &data)
-	if err != nil {
-		return nil, err
-	}
-	resp := make([]HistoricalVolatilityData, len(data))
-	for x := range data {
-		timeData, ok := data[x][0].(float64)
-		if !ok {
-			return resp, common.GetTypeAssertError("float64", data[x][0], "time data")
-		}
-		val, ok := data[x][1].(float64)
-		if !ok {
-			return resp, common.GetTypeAssertError("float64", data[x][1], "volatility value")
-		}
-		resp[x] = HistoricalVolatilityData{
-			Timestamp: timeData,
-			Value:     val,
-		}
-	}
-	return resp, nil
+	var data []HistoricalVolatilityData
+	return data, d.SendHTTPRequest(ctx, exchange.RestFutures, nonMatchingEPL, common.EncodeURLValues(getHistoricalVolatility, params), &data)
 }
 
 // GetCurrencyIndexPrice retrieves the current index price for the instruments, for the selected currency.

exchanges/deribit/deribit_test.go

@@ -29,6 +29,7 @@ import (
 	testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
 	testsubs "github.com/thrasher-corp/gocryptotrader/internal/testing/subscriptions"
 	"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
+	"github.com/thrasher-corp/gocryptotrader/types"
 )
 
 // Please supply your own keys here to do authenticated endpoint testing
@@ -246,6 +247,8 @@ func TestGetMarkPriceHistory(t *testing.T) {
 	var resp []MarkPriceHistory
 	err := json.Unmarshal([]byte(`[[1608142381229,0.5165791606037885],[1608142380231,0.5165737855432504],[1608142379227,0.5165768236356326]]`), &resp)
 	require.NoError(t, err)
+	assert.Len(t, resp, 3)
+
 	_, err = d.GetMarkPriceHistory(t.Context(), "", time.Now().Add(-5*time.Minute), time.Now())
 	require.ErrorIs(t, err, errInvalidInstrumentName)
 
@@ -457,6 +460,19 @@ func TestWSRetrieveFundingRateValue(t *testing.T) {
 	assert.NotNil(t, result)
 }
 
+func TestHistoricalVolatilityDataUnmarshalJSON(t *testing.T) {
+	t.Parallel()
+	data := []byte(`[[1746532800000,33.926694663144644],[1746536400000,33.86888345738641],[1746540000000,33.87689653120242],[1746543600000,33.92229949556179],[1746547200000,33.35430439982866],[1746550800000,33.405720857822644],[1746554400000,33.041661194903895],[1746558000000,33.026907604467596],[1746561600000,33.147012362654635],[1746565200000,32.948314953334105],[1746568800000,32.97264616801311],[1746572400000,32.97051874896058],[1746576000000,33.94405253940284],[1746579600000,34.01745935786804],[1746583200000,34.133772136604854],[1746586800000,33.89032454069847],[1746590400000,34.008502172420556],[1746594000000,34.01444591222428],[1746597600000,34.01154352323321],[1746601200000,33.97800061398224],[1746604800000,33.980501315033024]]`)
+	var targets []HistoricalVolatilityData
+	err := json.Unmarshal(data, &targets)
+	require.NoError(t, err)
+	require.Len(t, targets, 21)
+	assert.Equal(t, HistoricalVolatilityData{
+		Timestamp: types.Time(time.UnixMilli(1746532800000)),
+		Value:     33.926694663144644,
+	}, targets[0])
+}
+
 func TestGetHistoricalVolatility(t *testing.T) {
 	t.Parallel()
 	_, err := d.GetHistoricalVolatility(t.Context(), currency.EMPTYCODE)

exchanges/deribit/deribit_types.go

@@ -165,8 +165,13 @@ type FundingRateHistory struct {
 
 // HistoricalVolatilityData stores volatility data for requested symbols
 type HistoricalVolatilityData struct {
-	Timestamp float64
-	Value     float64
+	Timestamp types.Time
+	Value     types.Number
+}
+
+// UnmarshalJSON  parses volatility data from a JSON array into HistoricalVolatilityData fields.
+func (h *HistoricalVolatilityData) UnmarshalJSON(data []byte) error {
+	return json.Unmarshal(data, &[2]any{&h.Timestamp, &h.Value})
 }
 
 // IndexPrice holds index price for the instruments
@@ -266,14 +271,7 @@ type MarkPriceHistory struct {
 
 // UnmarshalJSON deserialises the JSON info, including the timestamp.
 func (a *MarkPriceHistory) UnmarshalJSON(data []byte) error {
-	var resp [2]float64
-	err := json.Unmarshal(data, &resp)
-	if err != nil {
-		return err
-	}
-	a.Timestamp = types.Time(time.UnixMilli(int64(resp[0])))
-	a.MarkPriceValue = resp[1]
-	return nil
+	return json.Unmarshal(data, &[2]any{&a.Timestamp, &a.MarkPriceValue})
 }
 
 // Orderbook stores orderbook data

exchanges/deribit/deribit_ws_endpoints.go

@@ -160,27 +160,8 @@ func (d *Deribit) WSRetrieveHistoricalVolatility(ccy currency.Code) ([]Historica
 	}{
 		Currency: ccy,
 	}
-	var data [][2]any
-	err := d.SendWSRequest(nonMatchingEPL, getHistoricalVolatility, input, &data, false)
-	if err != nil {
-		return nil, err
-	}
-	resp := make([]HistoricalVolatilityData, len(data))
-	for x := range data {
-		timeData, ok := data[x][0].(float64)
-		if !ok {
-			return resp, common.GetTypeAssertError("float64", data[x][0], "time data")
-		}
-		val, ok := data[x][1].(float64)
-		if !ok {
-			return resp, common.GetTypeAssertError("float64", data[x][1], "volatility value")
-		}
-		resp[x] = HistoricalVolatilityData{
-			Timestamp: timeData,
-			Value:     val,
-		}
-	}
-	return resp, nil
+	var data []HistoricalVolatilityData
+	return data, d.SendWSRequest(nonMatchingEPL, getHistoricalVolatility, input, &data, false)
 }
 
 // WSRetrieveCurrencyIndexPrice the current index price for the instruments, for the selected currency through the websocket connection.