Bitfinex: filter security asset type from spot trading pairs (#1191)

* bitfinex: filter security pairs from spot trading

* asset: add securities type

* bitfinex: remove print

* linter: fix

* gomod tidy

* glorious: nits

* bitfinex: just some orderbook fun and added a pass through for bitfinex funding rate when rate == 0

* bitfinex: move update function from testmain to localised test

* test: fix up

* glorious:nits

* bitfinex; fix casing test

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>

exchanges/bitfinex/bitfinex.go

@@ -17,6 +17,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
@@ -78,7 +79,12 @@ const (
 	bitfinexMarginInfo      = "margin_infos"
 	bitfinexDepositMethod   = "conf/pub:map:tx:method"
 	bitfinexDepositAddress  = "auth/w/deposit/address"
-	bitfinexMarginPairs     = "conf/pub:list:pair:margin"
+
+	bitfinexMarginPairs        = "conf/pub:list:pair:margin"
+	bitfinexSpotPairs          = "conf/pub:list:pair:exchange"
+	bitfinexMarginFundingPairs = "conf/pub:list:currency"
+	bitfinexFuturesPairs       = "conf/pub:list:pair:futures"    // TODO: Implement
+	bitfinexSecuritiesPairs    = "conf/pub:list:pair:securities" // TODO: Implement
 
 	// Bitfinex platform status values
 	// When the platform is marked in maintenance mode bots should stop trading
@@ -419,10 +425,60 @@ func (b *Bitfinex) GetV2Balances(ctx context.Context) ([]WalletDataV2, error) {
 	return resp, nil
 }
 
-// GetMarginPairs gets pairs that allow margin trading
-func (b *Bitfinex) GetMarginPairs(ctx context.Context) ([]string, error) {
+// GetPairs gets pairs for different assets
+func (b *Bitfinex) GetPairs(ctx context.Context, a asset.Item) ([]string, error) {
+	switch a {
+	case asset.Spot:
+		list, err := b.GetSiteListConfigData(ctx, bitfinexSpotPairs)
+		if err != nil {
+			return nil, err
+		}
+		filter, err := b.GetSiteListConfigData(ctx, bitfinexSecuritiesPairs)
+		if err != nil {
+			return nil, err
+		}
+		filtered := make([]string, 0, len(list))
+		for x := range list {
+			if common.StringDataCompare(filter, list[x]) {
+				continue
+			}
+			filtered = append(filtered, list[x])
+		}
+		return filtered, nil
+	case asset.Margin:
+		return b.GetSiteListConfigData(ctx, bitfinexMarginPairs)
+	case asset.Futures:
+		return b.GetSiteListConfigData(ctx, bitfinexFuturesPairs)
+	case asset.MarginFunding:
+		funding, err := b.GetTickerBatch(ctx)
+		if err != nil {
+			return nil, err
+		}
+		var pairs []string
+		for key := range funding {
+			symbol := key[1:]
+			if key[0] != 'f' || strings.Contains(symbol, ":") || len(symbol) > 6 {
+				continue
+			}
+			pairs = append(pairs, symbol)
+		}
+		return pairs, nil
+	default:
+		return nil, fmt.Errorf("%v GetPairs: %v %w", b.Name, a, asset.ErrNotSupported)
+	}
+}
+
+// GetSiteListConfigData returns site configuration data by pub:{Action}:{Object}:{Detail}
+// string sets.
+// NOTE: See https://docs.bitfinex.com/reference/rest-public-conf
+// ALSO: This only accesses the lists not the maps.
+func (b *Bitfinex) GetSiteListConfigData(ctx context.Context, set string) ([]string, error) {
+	if set == "" {
+		return nil, errSetCannotBeEmpty
+	}
+
 	var resp [][]string
-	path := bitfinexAPIVersion2 + bitfinexMarginPairs
+	path := bitfinexAPIVersion2 + set
 	err := b.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp, status)
 	if err != nil {
 		return nil, err

exchanges/bitfinex/bitfinex_test.go

@@ -21,6 +21,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
 )
 
@@ -61,6 +62,7 @@ func TestMain(m *testing.M) {
 		b.API.AuthenticatedWebsocketSupport = true
 	}
 	b.WebsocketSubdChannels = make(map[int]WebsocketChanInfo)
+
 	os.Exit(m.Run())
 }
 
@@ -139,11 +141,20 @@ func TestGetDerivativeStatusInfo(t *testing.T) {
 	}
 }
 
-func TestGetMarginPairs(t *testing.T) {
+func TestGetPairs(t *testing.T) {
 	t.Parallel()
-	_, err := b.GetMarginPairs(context.Background())
-	if err != nil {
-		t.Error(err)
+
+	_, err := b.GetPairs(context.Background(), asset.Binary)
+	if !errors.Is(err, asset.ErrNotSupported) {
+		t.Fatalf("received: '%v' but expected: '%v'", err, asset.ErrNotSupported)
+	}
+
+	assets := b.GetAssetTypes(false)
+	for x := range assets {
+		_, err := b.GetPairs(context.Background(), assets[x])
+		if err != nil {
+			t.Error(err)
+		}
 	}
 }
 
@@ -417,6 +428,8 @@ func TestNewOrder(t *testing.T) {
 }
 
 func TestUpdateTicker(t *testing.T) {
+	t.Parallel()
+
 	pair, err := currency.NewPairFromString("BTCUSD")
 	if err != nil {
 		t.Fatal(err)
@@ -429,9 +442,37 @@ func TestUpdateTicker(t *testing.T) {
 }
 
 func TestUpdateTickers(t *testing.T) {
-	err := b.UpdateTickers(context.Background(), asset.Spot)
+	t.Parallel()
+
+	err := b.UpdateTradablePairs(context.Background(), false)
 	if err != nil {
-		t.Error(err)
+		t.Fatal(err)
+	}
+
+	assets := b.GetAssetTypes(false)
+	for x := range assets {
+		var avail []currency.Pair
+		avail, err = b.GetAvailablePairs(assets[x])
+		if err != nil {
+			t.Fatal(err)
+		}
+
+		err = b.CurrencyPairs.StorePairs(assets[x], avail, true)
+		if err != nil {
+			t.Fatal(err)
+		}
+
+		err = b.UpdateTickers(context.Background(), assets[x])
+		if err != nil {
+			t.Fatal(err)
+		}
+
+		for y := range avail {
+			_, err = ticker.GetTicker(b.Name, avail[y], assets[x])
+			if err != nil {
+				t.Fatal(err)
+			}
+		}
 	}
 }
 
@@ -1109,13 +1150,6 @@ func TestWsCancelOffer(t *testing.T) {
 	}
 }
 
-func TestUpdateTradablePairs(t *testing.T) {
-	err := b.UpdateTradablePairs(context.Background(), false)
-	if err != nil {
-		t.Error(err)
-	}
-}
-
 func TestWsSubscribedResponse(t *testing.T) {
 	pressXToJSON := `{"event":"subscribed","channel":"ticker","chanId":224555,"symbol":"tBTCUSD","pair":"BTCUSD"}`
 	err := b.wsHandleData([]byte(pressXToJSON))
@@ -1374,7 +1408,7 @@ func TestFixCasing(t *testing.T) {
 	if err != nil {
 		t.Fatal(err)
 	}
-	if ret != "tBTC:USD" {
+	if ret != "tBTCUSD" {
 		t.Errorf("unexpected result: %v", ret)
 	}
 	pair, err = currency.NewPairFromString("BTCUSD")
@@ -1697,3 +1731,21 @@ func TestAccetableMethodStore(t *testing.T) {
 		t.Error("incorrect values")
 	}
 }
+
+func TestGetSiteListConfigData(t *testing.T) {
+	t.Parallel()
+
+	_, err := b.GetSiteListConfigData(context.Background(), "")
+	if !errors.Is(err, errSetCannotBeEmpty) {
+		t.Fatalf("received: %v, expected: %v", err, errSetCannotBeEmpty)
+	}
+
+	pairs, err := b.GetSiteListConfigData(context.Background(), bitfinexSecuritiesPairs)
+	if !errors.Is(err, nil) {
+		t.Fatalf("received: %v, expected: %v", err, nil)
+	}
+
+	if len(pairs) == 0 {
+		t.Fatal("expected pairs")
+	}
+}

exchanges/bitfinex/bitfinex_types.go

@@ -10,7 +10,10 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 )
 
-var errTypeAssert = errors.New("type assertion failed")
+var (
+	errTypeAssert       = errors.New("type assertion failed")
+	errSetCannotBeEmpty = errors.New("set cannot be empty")
+)
 
 // AccountV2Data stores account v2 data
 type AccountV2Data struct {

exchanges/bitfinex/bitfinex_wrapper.go

@@ -69,7 +69,7 @@ func (b *Bitfinex) SetDefaults() {
 	}
 
 	fmt2 := currency.PairStore{
-		RequestFormat: &currency.PairFormat{Uppercase: true, Delimiter: ":"},
+		RequestFormat: &currency.PairFormat{Uppercase: true},
 		ConfigFormat:  &currency.PairFormat{Uppercase: true, Delimiter: ":"},
 	}
 
@@ -85,6 +85,7 @@ func (b *Bitfinex) SetDefaults() {
 	if err != nil {
 		log.Errorln(log.ExchangeSys, err)
 	}
+	// TODO: Implement Futures and Securities asset types.
 
 	b.Features = exchange.Features{
 		Supports: exchange.FeaturesSupported{
@@ -278,49 +279,27 @@ func (b *Bitfinex) Run(ctx context.Context) {
 
 // FetchTradablePairs returns a list of the exchanges tradable pairs
 func (b *Bitfinex) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
-	items, err := b.GetTickerBatch(ctx)
+	items, err := b.GetPairs(ctx, a)
 	if err != nil {
 		return nil, err
 	}
 
-	pairs := make([]currency.Pair, 0, len(items))
-	var pair currency.Pair
-	switch a {
-	case asset.Spot:
-		for k := range items {
-			if !strings.HasPrefix(k, "t") {
-				continue
-			}
-			pair, err = currency.NewPairFromString(k[1:])
-			if err != nil {
-				return nil, err
-			}
-			pairs = append(pairs, pair)
+	pairs := make(currency.Pairs, 0, len(items))
+	for x := range items {
+		if strings.Contains(items[x], "TEST") {
+			continue
 		}
-	case asset.Margin:
-		for k := range items {
-			if !strings.Contains(k, ":") {
-				continue
-			}
-			pair, err = currency.NewPairFromStrings(k[1:], "")
-			if err != nil {
-				return nil, err
-			}
-			pairs = append(pairs, pair)
+
+		var pair currency.Pair
+		if a == asset.MarginFunding {
+			pair, err = currency.NewPairFromStrings(items[x], "")
+		} else {
+			pair, err = currency.NewPairFromString(items[x])
 		}
-	case asset.MarginFunding:
-		for k := range items {
-			if !strings.HasPrefix(k, "f") {
-				continue
-			}
-			pair, err = currency.NewPairFromString(k[1:])
-			if err != nil {
-				return nil, err
-			}
-			pairs = append(pairs, pair)
+		if err != nil {
+			return nil, err
 		}
-	default:
-		return nil, errors.New("asset type not supported by this endpoint")
+		pairs = append(pairs, pair)
 	}
 	return pairs, nil
 }
@@ -345,7 +324,7 @@ func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) er
 
 // UpdateTickers updates the ticker for all currency pairs of a given asset type
 func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
-	enabledPairs, err := b.GetEnabledPairs(a)
+	enabled, err := b.GetEnabledPairs(a)
 	if err != nil {
 		return err
 	}
@@ -355,23 +334,20 @@ func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
 		return err
 	}
 
-	for k, v := range tickerNew {
-		pair, err := currency.NewPairFromString(k[1:]) // Remove prefix
+	for key, val := range tickerNew {
+		pair, err := enabled.DeriveFrom(strings.Replace(key, ":", "", 1)[1:])
 		if err != nil {
-			return err
-		}
-
-		if !enabledPairs.Contains(pair, true) {
+			// GetTickerBatch returns all pairs in call across all asset types.
 			continue
 		}
 
 		err = ticker.ProcessTicker(&ticker.Price{
-			Last:         v.Last,
-			High:         v.High,
-			Low:          v.Low,
-			Bid:          v.Bid,
-			Ask:          v.Ask,
-			Volume:       v.Volume,
+			Last:         val.Last,
+			High:         val.High,
+			Low:          val.Low,
+			Bid:          val.Bid,
+			Ask:          val.Ask,
+			Volume:       val.Volume,
 			Pair:         pair,
 			AssetType:    a,
 			ExchangeName: b.Name})
@@ -442,8 +418,8 @@ func (b *Bitfinex) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTy
 	if assetType == asset.MarginFunding {
 		prefix = "f"
 	}
-	var orderbookNew Orderbook
-	orderbookNew, err = b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
+
+	orderbookNew, err := b.GetOrderbook(ctx, prefix+fPair.String(), "R0", 100)
 	if err != nil {
 		return o, err
 	}
@@ -1055,8 +1031,8 @@ func (b *Bitfinex) AuthenticateWebsocket(ctx context.Context) error {
 
 // appendOptionalDelimiter ensures that a delimiter is present for long character currencies
 func (b *Bitfinex) appendOptionalDelimiter(p *currency.Pair) {
-	if len(p.Quote.String()) > 3 ||
-		len(p.Base.String()) > 3 {
+	if (len(p.Base.String()) > 3 && len(p.Quote.String()) > 0) ||
+		len(p.Quote.String()) > 3 {
 		p.Delimiter = ":"
 	}
 }

exchanges/orderbook/orderbook.go

@@ -239,11 +239,11 @@ func (b *Base) Verify() error {
 			len(b.Bids),
 			len(b.Asks))
 	}
-	err := checkAlignment(b.Bids, b.IsFundingRate, b.PriceDuplication, b.IDAlignment, dsc)
+	err := checkAlignment(b.Bids, b.IsFundingRate, b.PriceDuplication, b.IDAlignment, dsc, b.Exchange)
 	if err != nil {
 		return fmt.Errorf(bidLoadBookFailure, b.Exchange, b.Pair, b.Asset, err)
 	}
-	err = checkAlignment(b.Asks, b.IsFundingRate, b.PriceDuplication, b.IDAlignment, asc)
+	err = checkAlignment(b.Asks, b.IsFundingRate, b.PriceDuplication, b.IDAlignment, asc, b.Exchange)
 	if err != nil {
 		return fmt.Errorf(askLoadBookFailure, b.Exchange, b.Pair, b.Asset, err)
 	}
@@ -271,11 +271,16 @@ var dsc = func(current Item, previous Item) error {
 }
 
 // checkAlignment validates full orderbook
-func checkAlignment(depth Items, fundingRate, priceDuplication, isIDAligned bool, c checker) error {
+func checkAlignment(depth Items, fundingRate, priceDuplication, isIDAligned bool, c checker, exch string) error {
 	for i := range depth {
 		if depth[i].Price == 0 {
-			return errPriceNotSet
+			switch {
+			case exch == "Bitfinex" && fundingRate: /* funding rate can be 0 it seems on Bitfinex */
+			default:
+				return errPriceNotSet
+			}
 		}
+
 		if depth[i].Amount <= 0 {
 			return errAmountInvalid
 		}

exchanges/orderbook/orderbook_test.go

@@ -721,3 +721,26 @@ func BenchmarkCopySlice(b *testing.B) {
 		copy(cpy, s)
 	}
 }
+
+func TestCheckAlignment(t *testing.T) {
+	t.Parallel()
+	itemWithFunding := Items{
+		{
+			Amount: 1337,
+			Price:  0,
+			Period: 1337,
+		},
+	}
+	err := checkAlignment(itemWithFunding, true, true, false, dsc, "Bitfinex")
+	if err != nil {
+		t.Error(err)
+	}
+	err = checkAlignment(itemWithFunding, false, true, false, dsc, "Bitfinex")
+	if !errors.Is(err, errPriceNotSet) {
+		t.Fatalf("received: %v but expected: %v", err, errPriceNotSet)
+	}
+	err = checkAlignment(itemWithFunding, true, true, false, dsc, "Binance")
+	if !errors.Is(err, errPriceNotSet) {
+		t.Fatalf("received: %v but expected: %v", err, errPriceNotSet)
+	}
+}