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types: Add Time type from Gateio and share across codebase (#1648)

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* consolidate type to types package and share across code base

* rm convert type and convert codebase

* rm irrelavant test cases

* Fix tests

* glorious nits

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2024-10-01 10:46:55 +10:00
committed by GitHub
parent bfd499f0c9
commit d31fa3ff3d
29 changed files with 2633 additions and 2894 deletions
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4
exchanges/bybit/bybit_test.go
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@@ -3226,7 +3226,7 @@ func TestWsTicker(t *testing.T) {
assert.Equal(t, 6780.866843, v.Volume, "Volume should be correct")
assert.Equal(t, "BTC_USDT", v.Pair.String(), "Pair should be correct")
assert.Equal(t, asset.Spot, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(233366401000), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
assert.Equal(t, int64(1715742949283), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 2: // Option
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, 3565.00, v.Last, "Last should be correct")
@@ -3306,7 +3306,7 @@ func TestWsTicker(t *testing.T) {
assert.Equal(t, 61942.85, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 526.806, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.USDCMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(171575661221), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
assert.Equal(t, int64(1715756612210), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 7: // CoinMargined snapshot
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USD, v.Pair.Quote, "Pair quote should be correct")

1085
exchanges/bybit/bybit_types.go
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File diff suppressed because it is too large Load Diff

2
exchanges/bybit/testdata/wsTicker.json vendored
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@@ -1,4 +1,4 @@
{"topic":"tickers.BTC-USDT","type":"snapshot","ts":233366401000,"cs":2588407389,"data":{"symbol":"BTCUSDT","lastPrice":"21109.77","highPrice24h":"21426.99","lowPrice24h":"20575","prevPrice24h":"20704.93","volume24h":"6780.866843","turnover24h":"141946527.22907118","price24hPcnt":"0.0196","usdIndexPrice":"21120.2400136"}}
{"topic":"tickers.BTC-USDT","type":"snapshot","ts":1715742949283,"cs":2588407389,"data":{"symbol":"BTCUSDT","lastPrice":"21109.77","highPrice24h":"21426.99","lowPrice24h":"20575","prevPrice24h":"20704.93","volume24h":"6780.866843","turnover24h":"141946527.22907118","price24hPcnt":"0.0196","usdIndexPrice":"21120.2400136"}}
{"topic":"tickers.BTC-28JUN24-60000-P","ts":1715742949283,"type":"snapshot","id":"tickers.BTC-28JUN24-60000-P-6222585724-1715742949283","data":{"symbol":"BTC-28JUN24-60000-P","bidPrice":"3475","bidSize":"10.14","bidIv":"0.5479","askPrice":"3520","askSize":"2.5","askIv":"0.5534","lastPrice":"3565","highPrice24h":"3715","lowPrice24h":"3555","markPrice":"3502.0715721","indexPrice":"61912.8","markPriceIv":"0.5513","underlyingPrice":"62588.50709846","openInterest":"29.35","turnover24h":"101005.6875725","volume24h":"1.62","totalVolume":"45","totalTurnover":"2911557","delta":"-0.37596534","gamma":"0.00003161","vega":"82.65324199","theta":"-51.54651685","predictedDeliveryPrice":"0","change24h":"0.02148998"}}
{"topic":"tickers.BTCUSDT","type":"snapshot","data":{"symbol":"BTCUSDT","tickDirection":"ZeroPlusTick","price24hPcnt":"-0.009772","lastPrice":"61874.00","prevPrice24h":"62484.60","highPrice24h":"62752.90","lowPrice24h":"61000.10","prevPrice1h":"61901.80","markPrice":"61875.25","indexPrice":"61903.73","openInterest":"58117.022","openInterestValue":"3596005265.51","turnover24h":"6073739017.8331","volume24h":"98430.1050","nextFundingTime":"1715760000000","fundingRate":"0.00008055","bid1Price":"61873.90","bid1Size":"3.783","ask1Price":"61874.00","ask1Size":"16.278"},"cs":176530003895,"ts":1715748762463}
{"topic":"tickers.BTCUSDT","type":"delta","data":{"symbol":"BTCUSDT","markPrice":"61875.06","indexPrice":"61903.59","openInterestValue":"3595994223.27","bid1Price":"61873.90","bid1Size":"3.543"},"cs":176530004279,"ts":1715748763063}