bybit: Add OrderbookLastUpdated field and ensure timestamp usage is correct (#1680)

* bybit: Add time field for orderbook and handle correct timings

* use UpdateID as this is the localised ID for this pair, rm check result.UpdateID == 1 just use snapshot

* general quick fixes across from #1672 which can be used straight away

* fix test

* glorious: nits

* thrasher: nits

* thrasher: nits thanks @thrasher-

---------

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

exchanges/bybit/bybit_websocket.go

@@ -363,7 +363,7 @@ func (by *Bybit) wsProcessOrder(assetType asset.Item, resp *WebsocketResponse) e
 	}
 	execution := make([]order.Detail, len(result))
 	for x := range result {
-		cp, err := currency.NewPairFromString(result[x].Symbol)
+		cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
 		if err != nil {
 			return err
 		}
@@ -404,7 +404,7 @@ func (by *Bybit) wsProcessExecution(assetType asset.Item, resp *WebsocketRespons
 	}
 	executions := make([]fill.Data, len(result))
 	for x := range result {
-		cp, err := currency.NewPairFromString(result[x].Symbol)
+		cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
 		if err != nil {
 			return err
 		}
@@ -455,7 +455,7 @@ func (by *Bybit) wsProcessLeverageTokenTicker(assetType asset.Item, resp *Websoc
 	if err != nil {
 		return err
 	}
-	cp, err := currency.NewPairFromString(result.Symbol)
+	cp, err := by.MatchSymbolWithAvailablePairs(result.Symbol, assetType, hasPotentialDelimiter(assetType))
 	if err != nil {
 		return err
 	}
@@ -466,7 +466,7 @@ func (by *Bybit) wsProcessLeverageTokenTicker(assetType asset.Item, resp *Websoc
 		Pair:         cp,
 		ExchangeName: by.Name,
 		AssetType:    assetType,
-		LastUpdated:  resp.Timestamp.Time(),
+		LastUpdated:  resp.PushTimestamp.Time(),
 	}
 	return nil
 }
@@ -477,7 +477,7 @@ func (by *Bybit) wsProcessLeverageTokenKline(assetType asset.Item, resp *Websock
 	if err != nil {
 		return err
 	}
-	cp, err := currency.NewPairFromString(topicSplit[2])
+	cp, err := by.MatchSymbolWithAvailablePairs(topicSplit[2], assetType, hasPotentialDelimiter(assetType))
 	if err != nil {
 		return err
 	}
@@ -521,7 +521,7 @@ func (by *Bybit) wsProcessKline(assetType asset.Item, resp *WebsocketResponse, t
 	if err != nil {
 		return err
 	}
-	cp, err := currency.NewPairFromString(topicSplit[2])
+	cp, err := by.MatchSymbolWithAvailablePairs(topicSplit[2], assetType, hasPotentialDelimiter(assetType))
 	if err != nil {
 		return err
 	}
@@ -556,7 +556,7 @@ func (by *Bybit) wsProcessPublicTicker(assetType asset.Item, resp *WebsocketResp
 		return err
 	}
 
-	p, err := by.MatchSymbolWithAvailablePairs(tickResp.Symbol, assetType, true)
+	p, err := by.MatchSymbolWithAvailablePairs(tickResp.Symbol, assetType, hasPotentialDelimiter(assetType))
 	if err != nil {
 		return err
 	}
@@ -582,7 +582,7 @@ func (by *Bybit) wsProcessPublicTicker(assetType asset.Item, resp *WebsocketResp
 	}
 
 	updateTicker(tick, tickResp)
-	tick.LastUpdated = resp.Timestamp.Time()
+	tick.LastUpdated = resp.PushTimestamp.Time()
 
 	if err = ticker.ProcessTicker(tick); err == nil {
 		by.Websocket.DataHandler <- tick
@@ -657,7 +657,7 @@ func (by *Bybit) wsProcessPublicTrade(assetType asset.Item, resp *WebsocketRespo
 	}
 	tradeDatas := make([]trade.Data, len(result))
 	for x := range result {
-		cp, err := currency.NewPairFromString(result[x].Symbol)
+		cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
 		if err != nil {
 			return err
 		}
@@ -685,7 +685,7 @@ func (by *Bybit) wsProcessOrderbook(assetType asset.Item, resp *WebsocketRespons
 	if err != nil {
 		return err
 	}
-	cp, err := currency.NewPairFromString(result.Symbol)
+	cp, err := by.MatchSymbolWithAvailablePairs(result.Symbol, assetType, hasPotentialDelimiter(assetType))
 	if err != nil {
 		return err
 	}
@@ -714,33 +714,27 @@ func (by *Bybit) wsProcessOrderbook(assetType asset.Item, resp *WebsocketRespons
 	if len(asks) == 0 && len(bids) == 0 {
 		return nil
 	}
-	if resp.Type == "snapshot" || result.UpdateID == 1 {
-		err = by.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
-			Pair:         cp,
-			Exchange:     by.Name,
-			Asset:        assetType,
-			LastUpdated:  resp.Timestamp.Time(),
-			LastUpdateID: result.Sequence,
-			Asks:         asks,
-			Bids:         bids,
+	if resp.Type == "snapshot" {
+		return by.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
+			Pair:           cp,
+			Exchange:       by.Name,
+			Asset:          assetType,
+			LastUpdated:    resp.OrderbookLastUpdated.Time(),
+			LastUpdateID:   result.UpdateID,
+			UpdatePushedAt: resp.PushTimestamp.Time(),
+			Asks:           asks,
+			Bids:           bids,
 		})
-		if err != nil {
-			return err
-		}
-	} else {
-		err = by.Websocket.Orderbook.Update(&orderbook.Update{
-			Pair:       cp,
-			Asks:       asks,
-			Bids:       bids,
-			Asset:      assetType,
-			UpdateID:   result.Sequence,
-			UpdateTime: resp.Timestamp.Time(),
-		})
-		if err != nil {
-			return err
-		}
 	}
-	return nil
+	return by.Websocket.Orderbook.Update(&orderbook.Update{
+		Pair:           cp,
+		Asks:           asks,
+		Bids:           bids,
+		Asset:          assetType,
+		UpdateID:       result.UpdateID,
+		UpdateTime:     resp.OrderbookLastUpdated.Time(),
+		UpdatePushedAt: resp.PushTimestamp.Time(),
+	})
 }
 
 // channelName converts global channel names to exchange specific names
@@ -778,3 +772,8 @@ const subTplText = `
 	{{- $.AssetSeparator }}
 {{- end }}
 `
+
+// hasPotentialDelimiter returns if the asset has a potential delimiter on the pairs being returned.
+func hasPotentialDelimiter(a asset.Item) bool {
+	return a == asset.Options || a == asset.USDCMarginedFutures
+}