d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-14 07:26:47 +00:00
Code Issues Packages Projects Releases Wiki Activity

Bitfinex: Fix UpdateTickers (#1427)

Browse Source 
* Bitfinex: Fix TestUpdateTickers on ICE

Accept 5% failure rate of available pairs not working as tickers.

When Bitfinex [delisted ICE](https://www.bitfinex.com/posts/990) it's still coming back in all pub:conf and pub:info listings:
```
❯ curl -s https://api.bitfinex.com/v2/conf/pub:info:pair | jq -c '.[0][] | select(.[0] | test("(BTC|ICE|ZIL)USD")) '                                                                   ["BTCUSD",[null,null,null,"0.00006","2000.0",null,null,null,0.1,0.05,null,null]]
["ICEUSD",[null,null,null,"4.0","25000.0",null,null,null,null,null,null,null]]
["ZILUSD",[null,null,null,"40.0","1500000.0",null,null,null,null,null,null,null]]
```
_( I included ZIL to show a tradable pair without Margin fields )_
There's absolutely no sign it's not a tradable pair _until_ you ask for a ticker for it:
```
❯ curl -s https://api.bitfinex.com/v2/ticker/tICEUSD                                                                                                                                   ["error",10020,"symbol: invalid"]⏎
❯ curl -s https://api.bitfinex.com/v2/ticker/tBTCUSD                                                                                                                                   [42854,11.8920918,42855,12.71095442,-290,-0.00672292,42846,725.08132142,43288,41850]⏎
```

* fixup! Bitfinex: Fix TestUpdateTickers on ICE

* fixup! Bitfinex: Fix TestUpdateTickers on ICE

* Bitfinex: Fix UpdateTickers stopping on first error
This commit is contained in:
Gareth Kirwan
2023-12-28 05:41:41 +01:00
committed by GitHub
parent e8e0ff3a35
commit e866c8f08d
2 changed files with 39 additions and 30 deletions
Download Patch File Download Diff File Expand all files Collapse all files

57
exchanges/bitfinex/bitfinex_test.go
View File

@@ -164,9 +164,17 @@ func TestGetPairs(t *testing.T) {
func TestUpdateTradablePairs(t *testing.T) {
t.Parallel()
if err := b.UpdateTradablePairs(context.Background(), true); err != nil {
t.Error("Bitfinex UpdateTradablePairs() error", err)
}
updatePairsOnce(t)
}
var updatePairsGuard sync.Once
func updatePairsOnce(tb testing.TB) {
tb.Helper()
updatePairsGuard.Do(func() {
err := b.UpdateTradablePairs(context.Background(), true)
assert.NoError(tb, err, "UpdateTradablePairs should not error")
})
}
func TestUpdateOrderExecutionLimits(t *testing.T) {
@@ -477,35 +485,34 @@ func TestUpdateTicker(t *testing.T) {
func TestUpdateTickers(t *testing.T) {
t.Parallel()
err := b.UpdateTradablePairs(context.Background(), false)
if err != nil {
t.Fatal(err)
}
updatePairsOnce(t)
assets := b.GetAssetTypes(false)
for x := range assets {
var avail []currency.Pair
avail, err = b.GetAvailablePairs(assets[x])
if err != nil {
t.Fatal(err)
}
for _, a := range assets {
avail, err := b.GetAvailablePairs(a)
assert.NoError(t, err, "GetAvailablePairs should not error")
err = b.CurrencyPairs.StorePairs(assets[x], avail, true)
if err != nil {
t.Fatal(err)
}
err = b.CurrencyPairs.StorePairs(a, avail, true)
assert.NoError(t, err, "StorePairs should not error")
err = b.UpdateTickers(context.Background(), assets[x])
if err != nil {
t.Fatal(err)
}
err = b.UpdateTickers(context.Background(), a)
assert.NoError(t, common.ExcludeError(err, ticker.ErrBidEqualsAsk), "UpdateTickers may only error about locked markets")
for y := range avail {
_, err = ticker.GetTicker(b.Name, avail[y], assets[x])
if err != nil {
t.Fatal(err)
// Bitfinex leaves delisted pairs in Available info/conf endpoints
// We want to assert that most pairs are valid, so we'll check that no more than 5% are erroring
acceptableThreshold := 95.0
okay := 0.0
var errs error
for _, p := range avail {
if _, err = ticker.GetTicker(b.Name, p, a); err != nil {
errs = common.AppendError(errs, err)
} else {
okay++
}
}
if !assert.Greater(t, okay/float64(len(avail))*100.0, acceptableThreshold, "At least %.f%% of %s tickers should not error", acceptableThreshold, a) {
t.Log(errs.Error())
}
}
}

12
exchanges/bitfinex/bitfinex_wrapper.go
View File

@@ -366,15 +366,17 @@ func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item)
// UpdateTickers updates the ticker for all currency pairs of a given asset type
func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
tickerNew, err := b.GetTickerBatch(ctx)
t, err := b.GetTickerBatch(ctx)
if err != nil {
return err
}
for key, val := range tickerNew {
var errs error
for key, val := range t {
pair, enabled, err := b.MatchSymbolCheckEnabled(key[1:], a, true)
if err != nil && !errors.Is(err, currency.ErrPairNotFound) {
return err
errs = common.AppendError(errs, err)
continue
}
if !enabled {
continue
@@ -391,10 +393,10 @@ func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
AssetType: a,
ExchangeName: b.Name})
if err != nil {
return err
errs = common.AppendError(errs, err)
}
}
return nil
return errs
}
// UpdateTicker updates and returns the ticker for a currency pair