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Deribit: Fix future_combo instrument parsing and enhance tests (#2094)

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Deribit seems to have opened up more instruments for future combos and
is using a `-` delimiter in them, throwing off our parsing rule that
it's always 3 parts for them.

This change adds in the "FS" part, which seems consistent.

I would have added checking for such a part to option_combo but some of
them are missing it :/
This commit is contained in:
Gareth Kirwan
2025-10-28 12:56:36 +07:00
committed by GitHub
parent 73e200e4e7
commit a7ff3efdcc
2 changed files with 8 additions and 1 deletions
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4
exchanges/deribit/deribit.go
View File

@@ -2619,7 +2619,9 @@ func getAssetFromInstrument(instrument string) (asset.Item, error) {
return asset.Futures, nil
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
case partsLen == 3: // futures combos have 3 parts eg BTC-FS-12SEP25_PERP
case partsLen >= 3 && currencyParts[partsLen-2] == "FS" && strings.Contains(currencySuffix, currency.UnderscoreDelimiter):
// futures combos have underlying-FS-shortLeg_longLeg
// eg BTC-FS-28NOV25_PERP or BTC-USDC-FS-28NOV25_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

5
exchanges/deribit/deribit_test.go
View File

@@ -3551,7 +3551,12 @@ func TestGetAssetFromInstrument(t *testing.T) {
{"PAXG_USDC-12SEP25-3320-P", asset.Options, nil},
{"ETH-3OCT25-4800-P", asset.Options, nil},
{"ETH-FS-26JUN26_26DEC25", asset.FutureCombo, nil},
{"BTC-FS-28NOV25_PERP", asset.FutureCombo, nil},
{"BTC-USDC-FS-28NOV25_PERP", asset.FutureCombo, nil},
{"BTC_USDC-PBUT-31OCT25-90000_100000_102000", asset.OptionCombo, nil},
{"BTC_USDC-CS-31OCT25-107000_111000", asset.OptionCombo, nil},
{"BTC-ICOND-14NOV25-100000_105000_125000_130000", asset.OptionCombo, nil},
{"BTC-PCAL-14NOV25_7NOV25-112000", 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},