Deribit: Fix options combo currency formatting and various other improvements (#2048)

* update getAssetFromInstrument * Some fixes for deribit * neaten and improve * Update exchanges/deribit/deribit.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * Update exchanges/deribit/deribit.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * comment improvements to appease T-1000 * Update exchanges/deribit/deribit.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * Update exchanges/deribit/deribit_test.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * fix AI issues * niteroos * fix return order, min func footprint * fix disgusting egregious crime * >=( ">=5" * dropping e all the time --------- Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
2026-05-13 15:09:42 +00:00 · 2025-09-12 15:03:32 +10:00
parent b74888577c
commit 4ac0519a4c
4 changed files with 257 additions and 218 deletions
--- a/exchanges/deribit/deribit.go
+++ b/exchanges/deribit/deribit.go
@@ -2628,85 +2628,48 @@ func (e *Exchange) StringToAssetKind(assetType string) (asset.Item, error) {

 // getAssetPairByInstrument is able to determine the asset type and currency pair
 // based on the received instrument ID
-func (e *Exchange) getAssetPairByInstrument(instrument string) (currency.Pair, asset.Item, error) {
+func getAssetPairByInstrument(instrument string) (asset.Item, currency.Pair, error) {
 	if instrument == "" {
-		return currency.EMPTYPAIR, asset.Empty, errInvalidInstrumentName
+		return asset.Empty, currency.EMPTYPAIR, currency.ErrSymbolStringEmpty
 	}

-	var item asset.Item
-	// Find the first occurrence of the delimiter and split the instrument string accordingly
-	parts := strings.Split(instrument, currency.DashDelimiter)
-	switch {
-	case len(parts) == 1:
-		if i := strings.IndexAny(instrument, currency.UnderscoreDelimiter); i == -1 {
-			return currency.EMPTYPAIR, asset.Empty, fmt.Errorf("%w %s", errUnsupportedInstrumentFormat, instrument)
-		}
-		item = asset.Spot
-	case len(parts) == 2:
-		item = asset.Futures
-	case parts[len(parts)-1] == "C" || parts[len(parts)-1] == "P":
-		item = asset.Options
-	case len(parts) >= 3:
-		// Check for options or other types
-		switch parts[1] {
-		case "USDC", "USDT":
-			item = asset.Futures
-		case "FS":
-			item = asset.FutureCombo
-		default:
-			item = asset.OptionCombo
-		}
-	default:
-		return currency.EMPTYPAIR, asset.Empty, fmt.Errorf("%w %s", errUnsupportedInstrumentFormat, instrument)
+	item, err := getAssetFromInstrument(instrument)
+	if err != nil {
+		return asset.Empty, currency.EMPTYPAIR, err
 	}
 	cp, err := currency.NewPairFromString(instrument)
 	if err != nil {
-		return currency.EMPTYPAIR, asset.Empty, err
+		return asset.Empty, currency.EMPTYPAIR, err
 	}
-
-	return cp, item, nil
+	return item, cp, nil
 }

-func getAssetFromPair(currencyPair currency.Pair) (asset.Item, error) {
-	currencyPairString := currencyPair.String()
-	vals := strings.Split(currencyPairString, currency.DashDelimiter)
-	if strings.HasSuffix(currencyPairString, perpString) || len(vals) == 2 {
+// getAssetFromInstrument extrapolates the asset type from the instrument formatting as each type is unique
+func getAssetFromInstrument(instrument string) (asset.Item, error) {
+	currencyParts := strings.Split(instrument, currency.DashDelimiter)
+	partsLen := len(currencyParts)
+	currencySuffix := currencyParts[partsLen-1]
+	hasUnderscore := strings.Contains(instrument, currency.UnderscoreDelimiter)
+	switch {
+	case partsLen == 1 && !hasUnderscore: // no pair delimiter found
+		return asset.Empty, fmt.Errorf("%w %s", errUnsupportedInstrumentFormat, instrument)
+	case partsLen == 1: // spot pairs use underscore eg BTC_USDC
+		return asset.Spot, nil
+	case partsLen == 2: // futures pairs use single dash eg ETH_USDC-PERPETUAL, BTC-12SEP25
 		return asset.Futures, nil
-	} else if len(vals) == 1 {
-		if vals = strings.Split(vals[0], currency.UnderscoreDelimiter); len(vals) == 2 {
-			return asset.Spot, nil
-		}
-	}
-	added := false
-	if len(vals) >= 3 {
-		for a := range vals {
-			lastVals := strings.Split(vals[a], currency.UnderscoreDelimiter)
-			if len(lastVals) > 1 {
-				added = true
-				if a < len(vals)-1 {
-					lastVals = append(lastVals, vals[a+1:]...)
-				}
-				vals = append(vals[:a], lastVals...)
-			}
-		}
-	}
-	length := len(vals)
-	if strings.EqualFold(vals[length-1], "C") || strings.EqualFold(vals[length-1], "P") {
+	case currencySuffix == "C", currencySuffix == "P": // options end in P or C to denote puts or calls eg BTC-26SEP25-30000-C
 		return asset.Options, nil
-	}
-	if length == 4 {
-		if added {
-			return asset.FutureCombo, nil
-		}
-		return asset.OptionCombo, nil
-	} else if length >= 5 {
+	case partsLen == 3: // futures combos have 3 parts eg BTC-FS-12SEP25_PERP
+		return asset.FutureCombo, nil
+	case partsLen == 4: // option combos with more than 3 parts eg BTC_USDC-PS-19SEP25-113000_111000
 		return asset.OptionCombo, nil
+	default: // deribit has changed their format and needs a review
+		return asset.Empty, fmt.Errorf("%w %s", errUnsupportedInstrumentFormat, instrument)
 	}
-	return asset.Empty, fmt.Errorf("%w currency pair: %v", errUnsupportedInstrumentFormat, currencyPair)
 }

 func calculateTradingFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
-	assetType, err := getAssetFromPair(feeBuilder.Pair)
+	assetType, err := getAssetFromInstrument(feeBuilder.Pair.String())
 	if err != nil {
 		return 0, err
 	}
@@ -2757,7 +2720,7 @@ func getOfflineTradeFee(price, amount float64) float64 {
 	return 0.0003 * price * amount
 }

-func (e *Exchange) formatFuturesTradablePair(pair currency.Pair) string {
+func formatFuturesTradablePair(pair currency.Pair) string {
 	var instrumentID string
 	if result := strings.Split(pair.String(), currency.DashDelimiter); len(result) == 3 {
 		instrumentID = strings.Join(result[:2], currency.UnderscoreDelimiter) + currency.DashDelimiter + result[2]
@@ -2772,7 +2735,7 @@ func (e *Exchange) formatFuturesTradablePair(pair currency.Pair) string {
 // EXPIRE is DDMMMYY
 // STRIKE may include a d for decimal point in linear options
 // TYPE is Call or Put
-func (e *Exchange) optionPairToString(pair currency.Pair) string {
+func optionPairToString(pair currency.Pair) string {
 	initialDelimiter := currency.DashDelimiter
 	q := pair.Quote.String()
 	if strings.HasPrefix(q, "USDC") && len(q) > 11 { // Linear option
@@ -2783,3 +2746,22 @@ func (e *Exchange) optionPairToString(pair currency.Pair) string {
 	}
 	return pair.Base.String() + initialDelimiter + q
 }
+
+// optionComboPairToString formats an option combo pair to deribit request format
+// e.g. XRP-USDC-CS-26SEP25-3D3_3D5 -> XRP_USDC-CS-26SEP25-3d3_3d5
+func optionComboPairToString(pair currency.Pair) string {
+	parts := strings.Split(pair.String(), "-")
+	// Deribit uses lowercase 'd' to represent the decimal point
+	lastIdx := len(parts) - 1
+	parts[lastIdx] = strings.ReplaceAll(parts[lastIdx], "D", "d")
+	// Leave unchanged when:
+	// * length <= 3 (not enough info to be a combo needing underscore)
+	// * length == 4 and second token is not USDC (original logic kept as-is)
+	if len(parts) <= 3 || (len(parts) == 4 && parts[1] != "USDC") {
+		return strings.Join(parts, "-")
+	}
+	// Otherwise insert underscore after base (covers:
+	// * any length > 4
+	// * length == 4 with USDC as second token)
+	return parts[0] + "_" + strings.Join(parts[1:], "-")
+}
--- a/exchanges/deribit/deribit_test.go
+++ b/exchanges/deribit/deribit_test.go
@@ -23,6 +23,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
@@ -219,7 +220,7 @@ func TestSubmitOrder(t *testing.T) {
 	var err error
 	var info *InstrumentData
 	for assetType, cp := range assetToPairStringMap {
-		info, err = e.GetInstrument(t.Context(), e.formatPairString(assetType, cp))
+		info, err = e.GetInstrument(t.Context(), formatPairString(assetType, cp))
 		require.NoErrorf(t, err, "expected nil, got %v for asset type %s pair %s", err, assetType, cp)
 		require.NotNilf(t, result, "expected result not to be nil for asset type %s pair %s", assetType, cp)

@@ -252,7 +253,7 @@ func TestGetMarkPriceHistory(t *testing.T) {

 	var result []MarkPriceHistory
 	for _, ps := range []string{
-		e.optionPairToString(optionsTradablePair),
+		optionPairToString(optionsTradablePair),
 		spotTradablePair.String(),
 		btcPerpInstrument,
 		futureComboTradablePair.String(),
@@ -270,7 +271,7 @@ func TestWSRetrieveMarkPriceHistory(t *testing.T) {

 	var result []MarkPriceHistory
 	for _, ps := range []string{
-		e.optionPairToString(optionsTradablePair),
+		optionPairToString(optionsTradablePair),
 		spotTradablePair.String(),
 		btcPerpInstrument,
 		futureComboTradablePair.String(),
@@ -311,17 +312,19 @@ func TestGetBookSummaryByInstrument(t *testing.T) {
 	_, err := e.GetBookSummaryByInstrument(t.Context(), "")
 	require.ErrorIs(t, err, errInvalidInstrumentName)

-	var result []BookSummaryData
 	for _, ps := range []string{
 		btcPerpInstrument,
 		spotTradablePair.String(),
 		futureComboTradablePair.String(),
-		e.optionPairToString(optionsTradablePair),
-		optionComboTradablePair.String(),
+		optionPairToString(optionsTradablePair),
+		optionComboPairToString(optionComboTradablePair),
 	} {
-		result, err = e.GetBookSummaryByInstrument(t.Context(), ps)
-		require.NoErrorf(t, err, "expected nil, got %v for pair %s", err, ps)
-		require.NotNilf(t, result, "expected result not to be nil for pair %s", ps)
+		t.Run(ps, func(t *testing.T) {
+			t.Parallel()
+			result, err := e.GetBookSummaryByInstrument(t.Context(), ps)
+			require.NoError(t, err, "GetBookSummaryByInstrument must not error")
+			require.NotNil(t, result, "result must not be nil")
+		})
 	}
 }

@@ -334,8 +337,8 @@ func TestWSRetrieveBookSummaryByInstrument(t *testing.T) {
 		btcPerpInstrument,
 		spotTradablePair.String(),
 		futureComboTradablePair.String(),
-		e.optionPairToString(optionsTradablePair),
-		optionComboTradablePair.String(),
+		optionPairToString(optionsTradablePair),
+		optionComboPairToString(optionComboTradablePair),
 	} {
 		result, err = e.WSRetrieveBookSummaryByInstrument(t.Context(), ps)
 		require.NoErrorf(t, err, "expected nil, got %v for pair %s", err, ps)
@@ -548,7 +551,7 @@ func TestGetInstrumentData(t *testing.T) {

 	var result *InstrumentData
 	for assetType, cp := range assetTypeToPairsMap {
-		result, err = e.GetInstrument(t.Context(), e.formatPairString(assetType, cp))
+		result, err = e.GetInstrument(t.Context(), formatPairString(assetType, cp))
 		require.NoErrorf(t, err, "expected nil, got %v for asset type %s pair %s", err, assetType, cp)
 		require.NotNilf(t, result, "expected result not to be nil for asset type %s pair %s", assetType, cp)
 	}
@@ -558,12 +561,13 @@ func TestWSRetrieveInstrumentData(t *testing.T) {
 	t.Parallel()
 	_, err := e.WSRetrieveInstrumentData(t.Context(), "")
 	require.ErrorIs(t, err, errInvalidInstrumentName)
-
-	var result *InstrumentData
 	for assetType, cp := range assetTypeToPairsMap {
-		result, err = e.WSRetrieveInstrumentData(t.Context(), e.formatPairString(assetType, cp))
-		require.NoErrorf(t, err, "expected nil, got %v for asset type %s pair %s", err, assetType, cp)
-		require.NotNilf(t, result, "expected result not to be nil for asset type %s pair %s", assetType, cp)
+		t.Run(fmt.Sprintf("%s %s", assetType, cp), func(t *testing.T) {
+			t.Parallel()
+			result, err := e.WSRetrieveInstrumentData(request.WithVerbose(t.Context()), formatPairString(assetType, cp))
+			require.NoError(t, err)
+			require.NotNil(t, result, "result must not be nil")
+		})
 	}
 }

@@ -617,7 +621,7 @@ func TestWSRetrieveLastSettlementsByInstrument(t *testing.T) {
 	_, err := e.WSRetrieveLastSettlementsByInstrument(t.Context(), "", "settlement", "5", 0, time.Now().Add(-2*time.Hour))
 	require.ErrorIs(t, err, errInvalidInstrumentName)

-	result, err := e.WSRetrieveLastSettlementsByInstrument(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), "settlement", "5", 0, time.Now().Add(-2*time.Hour))
+	result, err := e.WSRetrieveLastSettlementsByInstrument(t.Context(), formatFuturesTradablePair(futuresTradablePair), "settlement", "5", 0, time.Now().Add(-2*time.Hour))
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -627,7 +631,7 @@ func TestGetLastSettlementsByInstrument(t *testing.T) {
 	_, err := e.GetLastSettlementsByInstrument(t.Context(), "", "settlement", "5", 0, time.Now().Add(-2*time.Hour))
 	require.ErrorIs(t, err, errInvalidInstrumentName)

-	result, err := e.GetLastSettlementsByInstrument(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), "settlement", "5", 0, time.Now().Add(-2*time.Hour))
+	result, err := e.GetLastSettlementsByInstrument(t.Context(), formatFuturesTradablePair(futuresTradablePair), "settlement", "5", 0, time.Now().Add(-2*time.Hour))
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -684,7 +688,7 @@ func TestGetLastTradesByInstrument(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	for assetType, cp := range assetTypeToPairsMap {
-		result, err := e.GetLastTradesByInstrument(t.Context(), e.formatPairString(assetType, cp), "30500", "31500", "desc", 0, true)
+		result, err := e.GetLastTradesByInstrument(t.Context(), formatPairString(assetType, cp), "30500", "31500", "desc", 0, true)
 		require.NoErrorf(t, err, "expected %v, got %v currency asset %v pair %v", nil, err, assetType, cp)
 		require.NotNilf(t, result, "expected value not to be nil for asset %v pair: %v", assetType, cp)
 	}
@@ -696,7 +700,7 @@ func TestWSRetrieveLastTradesByInstrument(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	for assetType, cp := range assetTypeToPairsMap {
-		result, err := e.WSRetrieveLastTradesByInstrument(t.Context(), e.formatPairString(assetType, cp), "30500", "31500", "desc", 0, true)
+		result, err := e.WSRetrieveLastTradesByInstrument(t.Context(), formatPairString(assetType, cp), "30500", "31500", "desc", 0, true)
 		require.NoErrorf(t, err, "expected %v, got %v currency asset %v pair %v", nil, err, assetType, cp)
 		require.NotNilf(t, result, "expected value not to be nil for asset %v pair: %v", assetType, cp)
 	}
@@ -708,7 +712,7 @@ func TestGetLastTradesByInstrumentAndTime(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	for assetType, cp := range assetTypeToPairsMap {
-		result, err := e.GetLastTradesByInstrumentAndTime(t.Context(), e.formatPairString(assetType, cp), "", 0, time.Now().Add(-8*time.Hour), time.Now())
+		result, err := e.GetLastTradesByInstrumentAndTime(t.Context(), formatPairString(assetType, cp), "", 0, time.Now().Add(-8*time.Hour), time.Now())
 		require.NoErrorf(t, err, "expected %v, got %v currency pair %v", nil, err, cp)
 		require.NotNilf(t, result, "expected value not to be nil for pair: %v", cp)
 	}
@@ -720,7 +724,7 @@ func TestWSRetrieveLastTradesByInstrumentAndTime(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	for assetType, cp := range assetTypeToPairsMap {
-		result, err := e.WSRetrieveLastTradesByInstrumentAndTime(t.Context(), e.formatPairString(assetType, cp), "", 0, true, time.Now().Add(-8*time.Hour), time.Now())
+		result, err := e.WSRetrieveLastTradesByInstrumentAndTime(t.Context(), formatPairString(assetType, cp), "", 0, true, time.Now().Add(-8*time.Hour), time.Now())
 		require.NoErrorf(t, err, "expected %v, got %v currency pair %v", nil, err, cp)
 		require.NotNilf(t, result, "expected value not to be nil for pair: %v", cp)
 	}
@@ -734,7 +738,7 @@ func TestWSProcessTrades(t *testing.T) {
 	testexch.FixtureToDataHandler(t, "testdata/wsAllTrades.json", e.wsHandleData)
 	close(e.Websocket.DataHandler)

-	p, a, err := e.getAssetPairByInstrument("BTC-PERPETUAL")
+	a, p, err := getAssetPairByInstrument("BTC-PERPETUAL")
 	require.NoError(t, err, "getAssetPairByInstrument must not error")

 	exp := []trade.Data{
@@ -780,7 +784,7 @@ func TestGetOrderbookData(t *testing.T) {

 	var result *Orderbook
 	for assetType, cp := range assetTypeToPairsMap {
-		result, err = e.GetOrderbook(t.Context(), e.formatPairString(assetType, cp), 0)
+		result, err = e.GetOrderbook(t.Context(), formatPairString(assetType, cp), 0)
 		require.NoErrorf(t, err, "expected %v, got %v currency pair %v", nil, err, cp)
 		require.NotNilf(t, result, "expected value not to be nil for pair: %v", cp)
 	}
@@ -796,7 +800,7 @@ func TestWSRetrieveOrderbookData(t *testing.T) {

 	var result *Orderbook
 	for assetType, cp := range assetTypeToPairsMap {
-		result, err = e.WSRetrieveOrderbookData(t.Context(), e.formatPairString(assetType, cp), 0)
+		result, err = e.WSRetrieveOrderbookData(t.Context(), formatPairString(assetType, cp), 0)
 		require.NoErrorf(t, err, "expected %v, got %v currency pair %v", nil, err, cp)
 		require.NotNilf(t, result, "expected value not to be nil for pair: %v", cp)
 	}
@@ -2192,22 +2196,22 @@ func TestWSSubmitCancelByLabel(t *testing.T) {

 func TestSubmitCancelQuotes(t *testing.T) {
 	t.Parallel()
-	_, err := e.SubmitCancelQuotes(t.Context(), currency.EMPTYCODE, 0, 0, "all", "", futuresTradablePair.String(), "future", true)
+	_, err := e.SubmitCancelQuotes(t.Context(), currency.EMPTYCODE, 0, 0, "all", "", formatFuturesTradablePair(futuresTradablePair), "future", true)
 	require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e, canManipulateRealOrders)
-	result, err := e.SubmitCancelQuotes(t.Context(), currency.BTC, 0, 0, "all", "", futuresTradablePair.String(), "future", true)
+	result, err := e.SubmitCancelQuotes(t.Context(), currency.BTC, 0, 0, "all", "", formatFuturesTradablePair(futuresTradablePair), "future", true)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }

 func TestWSSubmitCancelQuotes(t *testing.T) {
 	t.Parallel()
-	_, err := e.WSSubmitCancelQuotes(t.Context(), currency.EMPTYCODE, 0, 0, "all", "", futuresTradablePair.String(), "future", true)
+	_, err := e.WSSubmitCancelQuotes(t.Context(), currency.EMPTYCODE, 0, 0, "all", "", formatFuturesTradablePair(futuresTradablePair), "future", true)
 	require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e, canManipulateRealOrders)
-	result, err := e.WSSubmitCancelQuotes(t.Context(), currency.BTC, 0, 0, "all", "", futuresTradablePair.String(), "future", true)
+	result, err := e.WSSubmitCancelQuotes(t.Context(), currency.BTC, 0, 0, "all", "", formatFuturesTradablePair(futuresTradablePair), "future", true)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2218,7 +2222,7 @@ func TestSubmitClosePosition(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e, canManipulateRealOrders)
-	result, err := e.SubmitClosePosition(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), "limit", 35000)
+	result, err := e.SubmitClosePosition(t.Context(), formatFuturesTradablePair(futuresTradablePair), "limit", 35000)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2229,7 +2233,7 @@ func TestWSSubmitClosePosition(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e, canManipulateRealOrders)
-	result, err := e.WSSubmitClosePosition(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), "limit", 35000)
+	result, err := e.WSSubmitClosePosition(t.Context(), formatFuturesTradablePair(futuresTradablePair), "limit", 35000)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2238,13 +2242,13 @@ func TestGetMargins(t *testing.T) {
 	t.Parallel()
 	_, err := e.GetMargins(t.Context(), "", 5, 35000)
 	require.ErrorIs(t, err, errInvalidInstrumentName)
-	_, err = e.GetMargins(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 0, 35000)
+	_, err = e.GetMargins(t.Context(), formatFuturesTradablePair(futuresTradablePair), 0, 35000)
 	require.ErrorIs(t, err, errInvalidAmount)
-	_, err = e.GetMargins(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 5, -1)
+	_, err = e.GetMargins(t.Context(), formatFuturesTradablePair(futuresTradablePair), 5, -1)
 	require.ErrorIs(t, err, errInvalidPrice)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
-	result, err := e.GetMargins(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 5, 35000)
+	result, err := e.GetMargins(t.Context(), formatFuturesTradablePair(futuresTradablePair), 5, 35000)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2255,7 +2259,7 @@ func TestWSRetrieveMargins(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
-	result, err := e.WSRetrieveMargins(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 5, 35000)
+	result, err := e.WSRetrieveMargins(t.Context(), formatFuturesTradablePair(futuresTradablePair), 5, 35000)
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2626,7 +2630,7 @@ func TestSendRequestForQuote(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
-	err = e.SendRequestForQuote(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 1000, order.Buy)
+	err = e.SendRequestForQuote(t.Context(), formatFuturesTradablePair(futuresTradablePair), 1000, order.Buy)
 	assert.NoError(t, err)
 }

@@ -2636,7 +2640,7 @@ func TestWSSendRequestForQuote(t *testing.T) {
 	require.ErrorIs(t, err, errInvalidInstrumentName)

 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e)
-	err = e.WSSendRequestForQuote(t.Context(), e.formatFuturesTradablePair(futuresTradablePair), 1000, order.Buy)
+	err = e.WSSendRequestForQuote(t.Context(), formatFuturesTradablePair(futuresTradablePair), 1000, order.Buy)
 	assert.NoError(t, err)
 }

@@ -3445,12 +3449,13 @@ func TestGetWithdrawalsHistory(t *testing.T) {

 func TestGetRecentTrades(t *testing.T) {
 	t.Parallel()
-	var result []trade.Data
-	var err error
 	for assetType, cp := range assetTypeToPairsMap {
-		result, err = e.GetRecentTrades(t.Context(), cp, assetType)
-		require.NoErrorf(t, err, "expected nil, got %v for asset type %s pair %s", err, assetType, cp)
-		require.NotNilf(t, result, "expected result not to be nil for asset type %s pair %s", assetType, cp)
+		t.Run(fmt.Sprintf("%s %s", assetType, cp), func(t *testing.T) {
+			t.Parallel()
+			result, err := e.GetRecentTrades(t.Context(), cp, assetType)
+			require.NoError(t, err, "GetRecentTrades must not error")
+			require.NotNil(t, result, "result must not be nil")
+		})
 	}
 }

@@ -3539,30 +3544,6 @@ func TestGetOrderHistory(t *testing.T) {
 	}
 }

-func TestGetAssetFromPair(t *testing.T) {
-	var assetTypeNew asset.Item
-	for _, assetType := range []asset.Item{asset.Spot, asset.Futures, asset.Options, asset.OptionCombo, asset.FutureCombo} {
-		availablePairs, err := e.GetEnabledPairs(assetType)
-		require.NoErrorf(t, err, "expected nil, got %v for asset type %s", err, assetType)
-		require.NotNilf(t, availablePairs, "expected result not to be nil for asset type %s", assetType)
-
-		format, err := e.GetPairFormat(assetType, true)
-		require.NoError(t, err)
-
-		for id, cp := range availablePairs {
-			t.Run(strconv.Itoa(id), func(t *testing.T) {
-				assetTypeNew, err = getAssetFromPair(cp.Format(format))
-				require.Equalf(t, assetType, assetTypeNew, "expected %s, but found %s for pair string %s", assetType.String(), assetTypeNew.String(), cp.Format(format))
-			})
-		}
-	}
-
-	cp, err := currency.NewPairFromString("some_thing_else")
-	require.NoError(t, err)
-	_, err = getAssetFromPair(cp)
-	assert.ErrorIs(t, err, errUnsupportedInstrumentFormat)
-}
-
 func TestGetAssetPairByInstrument(t *testing.T) {
 	t.Parallel()
 	for _, assetType := range []asset.Item{asset.Spot, asset.Futures, asset.Options, asset.OptionCombo, asset.FutureCombo} {
@@ -3570,27 +3551,64 @@ func TestGetAssetPairByInstrument(t *testing.T) {
 		require.NoErrorf(t, err, "expected nil, got %v for asset type %s", err, assetType)
 		require.NotNilf(t, availablePairs, "expected result not to be nil for asset type %s", assetType)
 		for _, cp := range availablePairs {
-			t.Run(fmt.Sprintf("%s %s", assetType, cp), func(t *testing.T) {
+			instrument := formatPairString(assetType, cp)
+			t.Run(fmt.Sprintf("%s %s", assetType, instrument), func(t *testing.T) {
 				t.Parallel()
-				extractedPair, extractedAsset, err := e.getAssetPairByInstrument(cp.String())
+				extractedAsset, extractedPair, err := getAssetPairByInstrument(instrument)
 				assert.NoError(t, err)
-				assert.Equal(t, cp.String(), extractedPair.String())
-				assert.Equal(t, assetType.String(), extractedAsset.String())
+				fPair, err := e.FormatExchangeCurrency(extractedPair, assetType)
+				require.NoError(t, err, "FormatExchangeCurrency must not error")
+				assert.Equal(t, cp.String(), fPair.String())
+				assert.Equal(t, assetType.String(), extractedAsset.String(), "asset should match for")
 			})
 		}
 	}
 	t.Run("empty asset, empty pair", func(t *testing.T) {
 		t.Parallel()
-		_, _, err := e.getAssetPairByInstrument("")
-		assert.ErrorIs(t, err, errInvalidInstrumentName)
+		_, _, err := getAssetPairByInstrument("")
+		assert.ErrorIs(t, err, currency.ErrSymbolStringEmpty)
 	})
 	t.Run("thisIsAFakeCurrency", func(t *testing.T) {
 		t.Parallel()
-		_, _, err := e.getAssetPairByInstrument("thisIsAFakeCurrency")
+		_, _, err := getAssetPairByInstrument("thisIsAFakeCurrency")
 		assert.ErrorIs(t, err, errUnsupportedInstrumentFormat)
 	})
 }

+func TestGetAssetFromInstrument(t *testing.T) {
+	t.Parallel()
+	tc := []struct {
+		instrument    string
+		expectedAsset asset.Item
+		expectedError error
+	}{
+		{"BNB_USDC", asset.Spot, nil},
+		{"BTC-30DEC22", asset.Futures, nil},
+		{"BTCDVOL_USDC-1OCT25", asset.Futures, nil},
+		{"ADA_USDC-PERPETUAL", asset.Futures, nil},
+		{"PAXG_USDC-12SEP25-3320-P", asset.Options, nil},
+		{"ETH-3OCT25-4800-P", asset.Options, nil},
+		{"ETH-FS-26JUN26_26DEC25", asset.FutureCombo, nil},
+		{"BTC_USDC-PBUT-31OCT25-90000_100000_102000", asset.OptionCombo, nil},
+		{"XRP_USDC-CBUT-26SEP25-2d9_3d2_3d4", asset.OptionCombo, nil},
+		{"ETH-CS-26SEP25-5000_5500", asset.OptionCombo, nil},
+		{"HELLOMOTO", asset.Empty, errUnsupportedInstrumentFormat},
+		{"hi-my-name-is-moto", asset.Empty, errUnsupportedInstrumentFormat},
+	}
+	for _, test := range tc {
+		t.Run(test.instrument, func(t *testing.T) {
+			t.Parallel()
+			a, err := getAssetFromInstrument(test.instrument)
+			if test.expectedError != nil {
+				assert.ErrorIs(t, err, test.expectedError)
+			} else {
+				assert.NoError(t, err)
+				assert.Equal(t, test.expectedAsset, a)
+			}
+		})
+	}
+}
+
 func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
 	feeBuilder := &exchange.FeeBuilder{
 		Amount:              1,
@@ -3666,7 +3684,7 @@ func TestCalculateTradingFee(t *testing.T) {
 	require.NoError(t, err)
 	require.NotNil(t, result)
 	_, err = calculateTradingFee(feeBuilder)
-	assert.ErrorIs(t, err, errUnsupportedInstrumentFormat)
+	assert.ErrorIs(t, err, asset.ErrNotSupported)
 }

 func TestGetTime(t *testing.T) {
@@ -3757,7 +3775,7 @@ func TestProcessPushData(t *testing.T) {
 		t.Run(k, func(t *testing.T) {
 			t.Parallel()
 			err := e.wsHandleData(t.Context(), []byte(v))
-			require.NoErrorf(t, err, "%s: Received unexpected error for", k)
+			require.NoError(t, err, "wsHandleData must not error")
 		})
 	}
 }
@@ -3774,7 +3792,7 @@ func TestFormatFuturesTradablePair(t *testing.T) {
 	for pair, instrumentID := range futuresInstrumentsOutputList {
 		t.Run(instrumentID, func(t *testing.T) {
 			t.Parallel()
-			instrument := e.formatFuturesTradablePair(pair)
+			instrument := formatFuturesTradablePair(pair)
 			require.Equal(t, instrumentID, instrument)
 		})
 	}
@@ -3790,7 +3808,7 @@ func TestOptionPairToString(t *testing.T) {
 		{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-8JUN24-0D99-P")}: "MATIC_USDC-8JUN24-0d99-P",
 		{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-6DEC29-0D87-C")}: "MATIC_USDC-6DEC29-0d87-C",
 	} {
-		assert.Equal(t, exp, e.optionPairToString(pair), "optionPairToString should return correctly")
+		assert.Equal(t, exp, optionPairToString(pair), "optionPairToString should return correctly")
 	}
 }

@@ -4036,8 +4054,8 @@ func TestIsPerpetualFutureCurrency(t *testing.T) {
 			t.Run(fmt.Sprintf("Asset: %s Pair: %s", assetType.String(), instances[i].Pair.String()), func(t *testing.T) {
 				t.Parallel()
 				is, err := e.IsPerpetualFutureCurrency(assetType, instances[i].Pair)
-				require.ErrorIsf(t, err, instances[i].Error, "expected %v, got %v for asset: %s pair: %s", instances[i].Error, err, assetType.String(), instances[i].Pair.String())
-				require.Equalf(t, is, instances[i].Response, "expected %v, got %v for asset: %s pair: %s", instances[i].Response, is, assetType.String(), instances[i].Pair.String())
+				require.ErrorIs(t, err, instances[i].Error)
+				require.Equal(t, is, instances[i].Response)
 			})
 		}
 	}
@@ -4192,3 +4210,53 @@ func TestTimeInForceFromString(t *testing.T) {
 		require.ErrorIs(t, err, timeInForceList[i].Error)
 	}
 }
+
+func TestOptionsComboFormatting(t *testing.T) {
+	t.Parallel()
+	availablePairs, err := e.GetAvailablePairs(asset.OptionCombo)
+	require.NoError(t, err, "GetAvailablePairs must not error")
+	require.GreaterOrEqual(t, len(availablePairs), 5, "availablePairs must be greater than or equal 5")
+	for _, cp := range availablePairs[:5] {
+		t.Run(cp.String(), func(t *testing.T) {
+			t.Parallel()
+			_, err := e.GetPublicTicker(t.Context(), optionComboPairToString(cp))
+			assert.NoError(t, err, "GetPublicTicker should not error")
+		})
+	}
+}
+
+func TestAppendCandles(t *testing.T) {
+	t.Parallel()
+	_, err := appendCandles(nil, time.Time{})
+	assert.ErrorIs(t, err, kline.ErrNoTimeSeriesDataToConvert)
+
+	candles := &TVChartData{
+		Ticks: []int64{1337},
+	}
+	_, err = appendCandles(candles, time.Time{})
+	assert.ErrorIs(t, err, kline.ErrInsufficientCandleData)
+
+	candles = &TVChartData{
+		Open:   []float64{1337},
+		High:   []float64{1337},
+		Low:    []float64{1337},
+		Close:  []float64{1337},
+		Volume: []float64{1337},
+		Ticks:  []int64{1337},
+	}
+	resp, err := appendCandles(candles, time.Time{})
+	assert.NoError(t, err)
+	assert.Len(t, resp, 1)
+
+	candles = &TVChartData{
+		Open:   []float64{1337},
+		High:   []float64{1337},
+		Low:    []float64{1337},
+		Close:  []float64{1337},
+		Volume: []float64{1337},
+		Ticks:  []int64{1337},
+	}
+	resp, err = appendCandles(candles, time.Unix(1338, 0))
+	assert.NoError(t, err)
+	assert.Empty(t, resp)
+}
--- a/exchanges/deribit/deribit_websocket.go
+++ b/exchanges/deribit/deribit_websocket.go
@@ -334,7 +334,7 @@ func (e *Exchange) processUserOrders(respRaw []byte, channels []string) error {
 	}
 	orderDetails := make([]order.Detail, len(orderData))
 	for x := range orderData {
-		cp, a, err := e.getAssetPairByInstrument(orderData[x].InstrumentName)
+		a, cp, err := getAssetPairByInstrument(orderData[x].InstrumentName)
 		if err != nil {
 			return err
 		}
@@ -390,7 +390,7 @@ func (e *Exchange) processUserOrderChanges(respRaw []byte, channels []string) er
 		}
 		var cp currency.Pair
 		var a asset.Item
-		cp, a, err = e.getAssetPairByInstrument(changeData.Trades[x].InstrumentName)
+		a, cp, err = getAssetPairByInstrument(changeData.Trades[x].InstrumentName)
 		if err != nil {
 			return err
 		}
@@ -424,7 +424,7 @@ func (e *Exchange) processUserOrderChanges(respRaw []byte, channels []string) er
 		if err != nil {
 			return err
 		}
-		cp, a, err := e.getAssetPairByInstrument(changeData.Orders[x].InstrumentName)
+		a, cp, err := getAssetPairByInstrument(changeData.Orders[x].InstrumentName)
 		if err != nil {
 			return err
 		}
@@ -450,7 +450,7 @@ func (e *Exchange) processUserOrderChanges(respRaw []byte, channels []string) er
 }

 func (e *Exchange) processQuoteTicker(respRaw []byte, channels []string) error {
-	cp, a, err := e.getAssetPairByInstrument(channels[1])
+	a, cp, err := getAssetPairByInstrument(channels[1])
 	if err != nil {
 		return err
 	}
@@ -498,7 +498,7 @@ func (e *Exchange) processTrades(respRaw []byte, channels []string) error {
 	for x := range tradesData {
 		var cp currency.Pair
 		var a asset.Item
-		cp, a, err = e.getAssetPairByInstrument(tradeList[x].InstrumentName)
+		a, cp, err = getAssetPairByInstrument(tradeList[x].InstrumentName)
 		if err != nil {
 			return err
 		}
@@ -528,7 +528,7 @@ func (e *Exchange) processIncrementalTicker(respRaw []byte, channels []string) e
 	if len(channels) != 2 {
 		return fmt.Errorf("%w, expected format 'incremental_ticker.{instrument_name}', but found %s", errMalformedData, strings.Join(channels, "."))
 	}
-	cp, a, err := e.getAssetPairByInstrument(channels[1])
+	a, cp, err := getAssetPairByInstrument(channels[1])
 	if err != nil {
 		return err
 	}
@@ -564,7 +564,7 @@ func (e *Exchange) processInstrumentTicker(respRaw []byte, channels []string) er
 }

 func (e *Exchange) processTicker(respRaw []byte, channels []string) error {
-	cp, a, err := e.getAssetPairByInstrument(channels[1])
+	a, cp, err := getAssetPairByInstrument(channels[1])
 	if err != nil {
 		return err
 	}
@@ -615,7 +615,7 @@ func (e *Exchange) processCandleChart(respRaw []byte, channels []string) error {
 	if len(channels) != 4 {
 		return fmt.Errorf("%w, expected format 'chart.trades.{instrument_name}.{resolution}', but found %s", errMalformedData, strings.Join(channels, "."))
 	}
-	cp, a, err := e.getAssetPairByInstrument(channels[2])
+	a, cp, err := getAssetPairByInstrument(channels[2])
 	if err != nil {
 		return err
 	}
@@ -649,7 +649,7 @@ func (e *Exchange) processOrderbook(respRaw []byte, channels []string) error {
 		return err
 	}
 	if len(channels) == 3 {
-		cp, a, err := e.getAssetPairByInstrument(orderbookData.InstrumentName)
+		a, cp, err := getAssetPairByInstrument(orderbookData.InstrumentName)
 		if err != nil {
 			return err
 		}
@@ -718,7 +718,7 @@ func (e *Exchange) processOrderbook(respRaw []byte, channels []string) error {
 			})
 		}
 	} else if len(channels) == 5 {
-		cp, a, err := e.getAssetPairByInstrument(orderbookData.InstrumentName)
+		a, cp, err := getAssetPairByInstrument(orderbookData.InstrumentName)
 		if err != nil {
 			return err
 		}
--- a/exchanges/deribit/deribit_wrapper.go
+++ b/exchanges/deribit/deribit_wrapper.go
@@ -254,7 +254,7 @@ func (e *Exchange) UpdateTicker(ctx context.Context, p currency.Pair, assetType
 	if err != nil {
 		return nil, err
 	}
-	instrumentID := e.formatPairString(assetType, p)
+	instrumentID := formatPairString(assetType, p)
 	var tickerData *TickerData
 	if e.Websocket.IsConnected() {
 		tickerData, err = e.WSRetrievePublicTicker(ctx, instrumentID)
@@ -294,7 +294,7 @@ func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
 	if err != nil {
 		return nil, err
 	}
-	instrumentID := e.formatPairString(assetType, p)
+	instrumentID := formatPairString(assetType, p)
 	var obData *Orderbook
 	if e.Websocket.IsConnected() {
 		obData, err = e.WSRetrieveOrderbookData(ctx, instrumentID, 50)
@@ -477,7 +477,7 @@ func (e *Exchange) GetRecentTrades(ctx context.Context, p currency.Pair, assetTy
 	if err != nil {
 		return nil, err
 	}
-	instrumentID := e.formatPairString(assetType, p)
+	instrumentID := formatPairString(assetType, p)
 	resp := []trade.Data{}
 	var trades *PublicTradesData
 	if e.Websocket.IsConnected() {
@@ -521,7 +521,7 @@ func (e *Exchange) GetHistoricTrades(ctx context.Context, p currency.Pair, asset
 	var instrumentID string
 	switch assetType {
 	case asset.Futures, asset.Options, asset.Spot:
-		instrumentID = e.formatPairString(assetType, p)
+		instrumentID = formatPairString(assetType, p)
 	default:
 		return nil, fmt.Errorf("%w asset type %v", asset.ErrNotSupported, assetType)
 	}
@@ -1050,45 +1050,52 @@ func (e *Exchange) GetHistoricCandles(ctx context.Context, pair currency.Pair, a
 	case asset.Futures, asset.Spot:
 		var tradingViewData *TVChartData
 		if e.Websocket.IsConnected() {
-			tradingViewData, err = e.WSRetrievesTradingViewChartData(ctx, e.formatFuturesTradablePair(req.RequestFormatted), intervalString, start, end)
+			tradingViewData, err = e.WSRetrievesTradingViewChartData(ctx, formatFuturesTradablePair(req.RequestFormatted), intervalString, start, end)
 		} else {
-			tradingViewData, err = e.GetTradingViewChart(ctx, e.formatFuturesTradablePair(req.RequestFormatted), intervalString, start, end)
+			tradingViewData, err = e.GetTradingViewChart(ctx, formatFuturesTradablePair(req.RequestFormatted), intervalString, start, end)
 		}
 		if err != nil {
 			return nil, err
-		} else if len(tradingViewData.Ticks) == 0 {
-			return nil, kline.ErrNoTimeSeriesDataToConvert
 		}
-		checkLen := len(tradingViewData.Ticks)
-		if len(tradingViewData.Open) != checkLen ||
-			len(tradingViewData.High) != checkLen ||
-			len(tradingViewData.Low) != checkLen ||
-			len(tradingViewData.Close) != checkLen ||
-			len(tradingViewData.Volume) != checkLen {
-			return nil, fmt.Errorf("%s - %v: invalid trading view chart data received", a, req.RequestFormatted)
-		}
-		listCandles := make([]kline.Candle, 0, len(tradingViewData.Ticks))
-		for x := range tradingViewData.Ticks {
-			timeInfo := time.UnixMilli(tradingViewData.Ticks[x]).UTC()
-			if timeInfo.Before(start) {
-				continue
-			}
-			listCandles = append(listCandles, kline.Candle{
-				Open:   tradingViewData.Open[x],
-				High:   tradingViewData.High[x],
-				Low:    tradingViewData.Low[x],
-				Close:  tradingViewData.Close[x],
-				Volume: tradingViewData.Volume[x],
-				Time:   timeInfo,
-			})
+		listCandles, err := appendCandles(tradingViewData, start)
+		if err != nil {
+			return nil, err
 		}
 		return req.ProcessResponse(listCandles)
-	case asset.OptionCombo, asset.FutureCombo, asset.Options:
-		// TODO: candlestick data for asset item option_combo, future_combo, and option not supported yet
 	}
 	return nil, fmt.Errorf("%w candlestick data for asset type %v", asset.ErrNotSupported, a)
 }

+func appendCandles(tradingViewData *TVChartData, start time.Time) ([]kline.Candle, error) {
+	if tradingViewData == nil || len(tradingViewData.Ticks) == 0 {
+		return nil, kline.ErrNoTimeSeriesDataToConvert
+	}
+	checkLen := len(tradingViewData.Ticks)
+	if len(tradingViewData.Open) != checkLen ||
+		len(tradingViewData.High) != checkLen ||
+		len(tradingViewData.Low) != checkLen ||
+		len(tradingViewData.Close) != checkLen ||
+		len(tradingViewData.Volume) != checkLen {
+		return nil, fmt.Errorf("%w: ohlcv len must be equal", kline.ErrInsufficientCandleData)
+	}
+	listCandles := make([]kline.Candle, 0, len(tradingViewData.Ticks))
+	for x := range tradingViewData.Ticks {
+		timeInfo := time.UnixMilli(tradingViewData.Ticks[x]).UTC()
+		if timeInfo.Before(start) {
+			continue
+		}
+		listCandles = append(listCandles, kline.Candle{
+			Open:   tradingViewData.Open[x],
+			High:   tradingViewData.High[x],
+			Low:    tradingViewData.Low[x],
+			Close:  tradingViewData.Close[x],
+			Volume: tradingViewData.Volume[x],
+			Time:   timeInfo,
+		})
+	}
+	return listCandles, nil
+}
+
 // GetHistoricCandlesExtended returns candles between a time period for a set time interval
 func (e *Exchange) GetHistoricCandlesExtended(ctx context.Context, pair currency.Pair, a asset.Item, interval kline.Interval, start, end time.Time) (*kline.Item, error) {
 	req, err := e.GetKlineExtendedRequest(pair, a, interval, start, end)
@@ -1105,39 +1112,19 @@ func (e *Exchange) GetHistoricCandlesExtended(ctx context.Context, pair currency
 				return nil, err
 			}
 			if e.Websocket.IsConnected() {
-				tradingViewData, err = e.WSRetrievesTradingViewChartData(ctx, e.formatFuturesTradablePair(req.RequestFormatted), intervalString, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
+				tradingViewData, err = e.WSRetrievesTradingViewChartData(ctx, formatFuturesTradablePair(req.RequestFormatted), intervalString, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
 			} else {
-				tradingViewData, err = e.GetTradingViewChart(ctx, e.formatFuturesTradablePair(req.RequestFormatted), intervalString, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
+				tradingViewData, err = e.GetTradingViewChart(ctx, formatFuturesTradablePair(req.RequestFormatted), intervalString, req.RangeHolder.Ranges[x].Start.Time, req.RangeHolder.Ranges[x].End.Time)
 			}
 			if err != nil {
 				return nil, err
 			}
-			checkLen := len(tradingViewData.Ticks)
-			if len(tradingViewData.Open) != checkLen ||
-				len(tradingViewData.High) != checkLen ||
-				len(tradingViewData.Low) != checkLen ||
-				len(tradingViewData.Close) != checkLen ||
-				len(tradingViewData.Volume) != checkLen {
-				return nil, fmt.Errorf("%s - %v: invalid trading view chart data received", a, e.formatFuturesTradablePair(req.RequestFormatted))
-			}
-			for i := range tradingViewData.Ticks {
-				timeInfo := time.UnixMilli(tradingViewData.Ticks[i]).UTC()
-				if timeInfo.Before(start) {
-					continue
-				}
-				timeSeries = append(timeSeries, kline.Candle{
-					Open:   tradingViewData.Open[i],
-					High:   tradingViewData.High[i],
-					Low:    tradingViewData.Low[i],
-					Close:  tradingViewData.Close[i],
-					Volume: tradingViewData.Volume[i],
-					Time:   timeInfo,
-				})
+			timeSeries, err = appendCandles(tradingViewData, start)
+			if err != nil {
+				return nil, err
 			}
 		}
 		return req.ProcessResponse(timeSeries)
-	case asset.OptionCombo, asset.FutureCombo, asset.Options:
-		// TODO: candlestick data for asset item option_combo, future_combo, and option not supported yet
 	}
 	return nil, fmt.Errorf("%w candlestick data for asset type %v", asset.ErrNotSupported, a)
 }
@@ -1352,7 +1339,7 @@ func (e *Exchange) GetOpenInterest(ctx context.Context, k ...key.PairAsset) ([]f
 			return nil, err
 		}
 		cp := k[i].Pair().Format(pFmt)
-		p := e.formatPairString(k[i].Asset, cp)
+		p := formatPairString(k[i].Asset, cp)
 		var oi []BookSummaryData
 		if e.Websocket.IsConnected() {
 			oi, err = e.WSRetrieveBookSummaryByInstrument(ctx, p)
@@ -1446,7 +1433,7 @@ func (e *Exchange) GetLatestFundingRates(ctx context.Context, r *fundingrate.Lat
 		return nil, err
 	}
 	cp := r.Pair.Format(pFmt)
-	p := e.formatPairString(r.Asset, cp)
+	p := formatPairString(r.Asset, cp)
 	var fri []FundingRateHistory
 	fri, err = e.GetFundingRateHistory(ctx, p, time.Now().Add(-time.Hour*16), time.Now())
 	if err != nil {
@@ -1503,7 +1490,7 @@ func (e *Exchange) GetHistoricalFundingRates(ctx context.Context, r *fundingrate
 		return nil, err
 	}
 	cp := r.Pair.Format(pFmt)
-	p := e.formatPairString(r.Asset, cp)
+	p := formatPairString(r.Asset, cp)
 	ed := r.EndDate

 	var fundingRates []fundingrate.Rate
@@ -1555,12 +1542,14 @@ func (e *Exchange) GetHistoricalFundingRates(ctx context.Context, r *fundingrate
 	}, nil
 }

-func (e *Exchange) formatPairString(assetType asset.Item, pair currency.Pair) string {
+func formatPairString(assetType asset.Item, pair currency.Pair) string {
 	switch assetType {
 	case asset.Futures:
-		return e.formatFuturesTradablePair(pair)
+		return formatFuturesTradablePair(pair)
 	case asset.Options:
-		return e.optionPairToString(pair)
+		return optionPairToString(pair)
+	case asset.OptionCombo:
+		return optionComboPairToString(pair)
 	}
 	return pair.String()
 }