Deribit: Add futureComboPairToString func, remove redundant endpoints and fix test issues (#2134)

* Deribit: Add futureComboPairToString func, remove redundant endpoints and fix test issues * Deribit: Remove redundant getCurrencyIndexPrice constant * Deribit: Improve futureComboPairToString speed and add test cases * Deribit: Refactor futureComboPairToString for improved readability and performance
2026-05-13 15:09:42 +00:00 · 2025-12-19 09:44:58 +11:00
parent a2c7837a63
commit 7bc0a06d6f
5 changed files with 47 additions and 53 deletions
--- a/exchanges/deribit/deribit.go
+++ b/exchanges/deribit/deribit.go
@@ -50,7 +50,6 @@ const (
 	getFundingRateHistory            = "public/get_funding_rate_history"
 	getFundingRateValue              = "public/get_funding_rate_value"
 	getHistoricalVolatility          = "public/get_historical_volatility"
-	getCurrencyIndexPrice            = "public/get_index"
 	getIndexPrice                    = "public/get_index_price"
 	getIndexPriceNames               = "public/get_index_price_names"
 	getInstrument                    = "public/get_instrument"
@@ -292,17 +291,6 @@ func (e *Exchange) GetHistoricalVolatility(ctx context.Context, ccy currency.Cod
 	return data, e.SendHTTPRequest(ctx, exchange.RestFutures, nonMatchingEPL, common.EncodeURLValues(getHistoricalVolatility, params), &data)
 }

-// GetCurrencyIndexPrice retrieves the current index price for the instruments, for the selected currency.
-func (e *Exchange) GetCurrencyIndexPrice(ctx context.Context, ccy currency.Code) (*IndexPrice, error) {
-	if ccy.IsEmpty() {
-		return nil, currency.ErrCurrencyCodeEmpty
-	}
-	params := url.Values{}
-	params.Set("currency", ccy.String())
-	var resp *IndexPrice
-	return resp, e.SendHTTPRequest(ctx, exchange.RestFutures, nonMatchingEPL, common.EncodeURLValues(getCurrencyIndexPrice, params), &resp)
-}
-
 // GetIndexPrice gets price data for the requested index
 func (e *Exchange) GetIndexPrice(ctx context.Context, index string) (*IndexPriceData, error) {
 	if index == "" {
@@ -2727,3 +2715,26 @@ func optionComboPairToString(pair currency.Pair) string {
 	// * length == 4 with USDC as second token)
 	return parts[0] + "_" + strings.Join(parts[1:], "-")
 }
+
+// futureComboPairToString formats a future combo pair to deribit request format
+// e.g. ETH-USDC-FS-28NOV25_PERP -> ETH_USDC-FS-28NOV25_PERP (linear)
+// e.g. BTC-FS-28NOV25_PERP -> BTC-FS-28NOV25_PERP (inverse, unchanged)
+func futureComboPairToString(pair currency.Pair) string {
+	s := pair.String()
+	before, after, found := strings.Cut(s, "-")
+	if !found {
+		return s
+	}
+
+	// Must have "USDC-" immediately after first dash (linear combo)
+	if len(after) < 5 || after[:5] != "USDC-" {
+		return s
+	}
+
+	// Need at least one more dash after "USDC-" to have 4+ parts
+	if !strings.Contains(after[5:], "-") {
+		return s
+	}
+
+	return before + "_" + after
+}
--- a/exchanges/deribit/deribit_test.go
+++ b/exchanges/deribit/deribit_test.go
@@ -256,7 +256,7 @@ func TestGetMarkPriceHistory(t *testing.T) {
 		optionPairToString(optionsTradablePair),
 		spotTradablePair.String(),
 		btcPerpInstrument,
-		futureComboTradablePair.String(),
+		futureComboPairToString(futureComboTradablePair),
 	} {
 		result, err = e.GetMarkPriceHistory(t.Context(), ps, time.Now().Add(-5*time.Minute), time.Now())
 		require.NoErrorf(t, err, "expected nil, got %v for pair %s", err, ps)
@@ -274,7 +274,7 @@ func TestWSRetrieveMarkPriceHistory(t *testing.T) {
 		optionPairToString(optionsTradablePair),
 		spotTradablePair.String(),
 		btcPerpInstrument,
-		futureComboTradablePair.String(),
+		futureComboPairToString(futureComboTradablePair),
 	} {
 		result, err = e.WSRetrieveMarkPriceHistory(t.Context(), ps, time.Now().Add(-4*time.Hour), time.Now())
 		require.NoErrorf(t, err, "expected %v, got %v currency pair %v", nil, err, ps)
@@ -315,7 +315,7 @@ func TestGetBookSummaryByInstrument(t *testing.T) {
 	for _, ps := range []string{
 		btcPerpInstrument,
 		spotTradablePair.String(),
-		futureComboTradablePair.String(),
+		futureComboPairToString(futureComboTradablePair),
 		optionPairToString(optionsTradablePair),
 		optionComboPairToString(optionComboTradablePair),
 	} {
@@ -336,7 +336,7 @@ func TestWSRetrieveBookSummaryByInstrument(t *testing.T) {
 	for _, ps := range []string{
 		btcPerpInstrument,
 		spotTradablePair.String(),
-		futureComboTradablePair.String(),
+		futureComboPairToString(futureComboTradablePair),
 		optionPairToString(optionsTradablePair),
 		optionComboPairToString(optionComboTradablePair),
 	} {
@@ -494,24 +494,6 @@ func TestWSRetrieveHistoricalVolatility(t *testing.T) {
 	assert.NotNil(t, result)
 }

-func TestGetCurrencyIndexPrice(t *testing.T) {
-	t.Parallel()
-	_, err := e.GetCurrencyIndexPrice(t.Context(), currency.EMPTYCODE)
-	require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
-	result, err := e.GetCurrencyIndexPrice(t.Context(), currency.BTC)
-	require.NoError(t, err)
-	assert.NotNil(t, result)
-}
-
-func TestWSRetrieveCurrencyIndexPrice(t *testing.T) {
-	t.Parallel()
-	_, err := e.WSRetrieveCurrencyIndexPrice(t.Context(), currency.EMPTYCODE)
-	require.ErrorIs(t, err, currency.ErrCurrencyCodeEmpty)
-	result, err := e.WSRetrieveCurrencyIndexPrice(t.Context(), currency.BTC)
-	require.NoError(t, err)
-	assert.NotNil(t, result)
-}
-
 func TestGetIndexPrice(t *testing.T) {
 	t.Parallel()
 	_, err := e.GetIndexPrice(t.Context(), "")
@@ -2730,7 +2712,7 @@ func TestGetComboDetails(t *testing.T) {
 	_, err := e.GetComboDetails(t.Context(), "")
 	require.ErrorIs(t, err, errInvalidComboID)

-	result, err := e.GetComboDetails(t.Context(), futureComboTradablePair.String())
+	result, err := e.GetComboDetails(t.Context(), futureComboPairToString(futureComboTradablePair))
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -2740,7 +2722,7 @@ func TestWSRetrieveComboDetails(t *testing.T) {
 	_, err := e.WSRetrieveComboDetails(t.Context(), "")
 	require.ErrorIs(t, err, errInvalidComboID)

-	result, err := e.WSRetrieveComboDetails(t.Context(), futureComboTradablePair.String())
+	result, err := e.WSRetrieveComboDetails(t.Context(), futureComboPairToString(futureComboTradablePair))
 	require.NoError(t, err)
 	assert.NotNil(t, result)
 }
@@ -3779,6 +3761,21 @@ func TestOptionPairToString(t *testing.T) {
 	}
 }

+func TestFutureComboPairToString(t *testing.T) {
+	t.Parallel()
+	for pair, exp := range map[currency.Pair]string{
+		{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("FS-28NOV25_PERP")}:      "BTC-FS-28NOV25_PERP",
+		{Delimiter: currency.DashDelimiter, Base: currency.ETH, Quote: currency.NewCode("FS-28NOV25_PERP")}:      "ETH-FS-28NOV25_PERP",
+		{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("FS-30JAN26_26DEC25")}:   "BTC-FS-30JAN26_26DEC25",
+		{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("USDC-FS-28NOV25_PERP")}: "BTC_USDC-FS-28NOV25_PERP",
+		{Delimiter: currency.DashDelimiter, Base: currency.ETH, Quote: currency.NewCode("USDC-FS-28NOV25_PERP")}: "ETH_USDC-FS-28NOV25_PERP",
+		{Base: currency.BTC, Quote: currency.USDT}:                                                               "BTCUSDT",            // no dash at all
+		{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("USDC-PERPETUAL")}:       "BTC-USDC-PERPETUAL", // USDC- prefix but no dash after (3 parts)
+	} {
+		assert.Equal(t, exp, futureComboPairToString(pair), "futureComboPairToString should return correctly")
+	}
+}
+
 func TestWSRetrieveCombos(t *testing.T) {
 	t.Parallel()
 	_, err := e.WSRetrieveCombos(t.Context(), currency.EMPTYCODE)
--- a/exchanges/deribit/deribit_websocket.go
+++ b/exchanges/deribit/deribit_websocket.go
@@ -32,9 +32,7 @@ import (
 var deribitWebsocketAddress = "wss://www.deribit.com/ws" + deribitAPIVersion

 const (
-	rpcVersion    = "2.0"
-	rateLimit     = 20
-	errAuthFailed = 1002
+	rpcVersion = "2.0"

 	// public websocket channels
 	announcementsChannel                   = "announcements"
--- a/exchanges/deribit/deribit_wrapper.go
+++ b/exchanges/deribit/deribit_wrapper.go
@@ -1539,6 +1539,8 @@ func formatPairString(assetType asset.Item, pair currency.Pair) string {
 		return optionPairToString(pair)
 	case asset.OptionCombo:
 		return optionComboPairToString(pair)
+	case asset.FutureCombo:
+		return futureComboPairToString(pair)
 	}
 	return pair.String()
 }
--- a/exchanges/deribit/deribit_ws_endpoints.go
+++ b/exchanges/deribit/deribit_ws_endpoints.go
@@ -163,20 +163,6 @@ func (e *Exchange) WSRetrieveHistoricalVolatility(ctx context.Context, ccy curre
 	return data, e.SendWSRequest(ctx, nonMatchingEPL, getHistoricalVolatility, input, &data, false)
 }

-// WSRetrieveCurrencyIndexPrice the current index price for the instruments, for the selected currency through the websocket connection.
-func (e *Exchange) WSRetrieveCurrencyIndexPrice(ctx context.Context, ccy currency.Code) (map[string]float64, error) {
-	if ccy.IsEmpty() {
-		return nil, currency.ErrCurrencyCodeEmpty
-	}
-	input := &struct {
-		Currency currency.Code `json:"currency"`
-	}{
-		Currency: ccy,
-	}
-	var resp map[string]float64
-	return resp, e.SendWSRequest(ctx, nonMatchingEPL, getCurrencyIndexPrice, input, &resp, false)
-}
-
 // WSRetrieveIndexPrice retrieves price data for the requested index through the websocket connection.
 func (e *Exchange) WSRetrieveIndexPrice(ctx context.Context, index string) (*IndexPriceData, error) {
 	if index == "" {