From 5e0cdc50d7d35981e31ef23890c99c746eedf875 Mon Sep 17 00:00:00 2001
From: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
Date: Fri, 11 Mar 2022 12:00:46 +1100
Subject: [PATCH] ftx: Add filter for negative orderbook values on bear tokens
 [REST] (#898)

* ftx: Add filter for negative values on bear tokens

* ftx: string comparison after issue found
---
 exchanges/ftx/ftx_test.go    | 12 ++++++++++++
 exchanges/ftx/ftx_wrapper.go |  9 +++++++++
 2 files changed, 21 insertions(+)

diff --git a/exchanges/ftx/ftx_test.go b/exchanges/ftx/ftx_test.go
index 9b24791c..d36326e6 100644
--- a/exchanges/ftx/ftx_test.go
+++ b/exchanges/ftx/ftx_test.go
@@ -1042,6 +1042,18 @@ func TestUpdateOrderbook(t *testing.T) {
 	if err != nil {
 		t.Error(err)
 	}
+
+	cp = currency.NewPairWithDelimiter("ALGOBEAR", currency.USD.String(), "/")
+	_, err = f.UpdateOrderbook(context.Background(), cp, asset.Spot)
+	if err != nil {
+		t.Error(err)
+	}
+
+	cp = currency.NewPairWithDelimiter("ASDBEAR", currency.USD.String(), "/")
+	_, err = f.UpdateOrderbook(context.Background(), cp, asset.Spot)
+	if err != nil {
+		t.Error(err)
+	}
 }
 
 func TestUpdateTicker(t *testing.T) {
diff --git a/exchanges/ftx/ftx_wrapper.go b/exchanges/ftx/ftx_wrapper.go
index 31b29952..db10affc 100644
--- a/exchanges/ftx/ftx_wrapper.go
+++ b/exchanges/ftx/ftx_wrapper.go
@@ -430,12 +430,21 @@ func (f *FTX) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType as
 	if err != nil {
 		return book, err
 	}
+
 	for x := range tempResp.Bids {
+		// Bear tokens have illiquid books and contain negative place holders.
+		if tempResp.Bids[x].Size < 0 && strings.Contains(p.String(), "BEAR") {
+			continue
+		}
 		book.Bids = append(book.Bids, orderbook.Item{
 			Amount: tempResp.Bids[x].Size,
 			Price:  tempResp.Bids[x].Price})
 	}
 	for y := range tempResp.Asks {
+		// Bear tokens have illiquid books and contain negative place holders.
+		if tempResp.Asks[y].Size < 0 && strings.Contains(p.String(), "BEAR") {
+			continue
+		}
 		book.Asks = append(book.Asks, orderbook.Item{
 			Amount: tempResp.Asks[y].Size,
 			Price:  tempResp.Asks[y].Price})