d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-13 15:09:42 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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>
This commit is contained in:
Scott
2025-09-12 15:03:32 +10:00
committed by GitHub
parent b74888577c
commit 4ac0519a4c
4 changed files with 257 additions and 218 deletions
Download Patch File Download Diff File Expand all files Collapse all files

115
exchanges/deribit/deribit_wrapper.go
View File

@@ -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()
}