diff --git a/exchanges/bybit/bybit_types.go b/exchanges/bybit/bybit_types.go index 6a2c1b07..3351b8d2 100644 --- a/exchanges/bybit/bybit_types.go +++ b/exchanges/bybit/bybit_types.go @@ -13,6 +13,9 @@ import ( var validCategory = []string{"spot", "linear", "inverse", "option"} +// supportedOptionsTypes Bybit does not offer a way to retrieve option denominations via its API +var supportedOptionsTypes = []string{"BTC", "ETH", "SOL"} + type orderbookResponse struct { Symbol string `json:"s"` Asks [][2]string `json:"a"` diff --git a/exchanges/bybit/bybit_wrapper.go b/exchanges/bybit/bybit_wrapper.go index 95d09c63..566b9166 100644 --- a/exchanges/bybit/bybit_wrapper.go +++ b/exchanges/bybit/bybit_wrapper.go @@ -266,6 +266,9 @@ func (by *Bybit) AuthenticateWebsocket(ctx context.Context) error { // FetchTradablePairs returns a list of the exchanges tradable pairs func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) { + if !by.SupportsAsset(a) { + return nil, fmt.Errorf("%s %w", a, asset.ErrNotSupported) + } var pair currency.Pair var category string format, err := by.GetPairFormat(a, false) @@ -287,13 +290,19 @@ func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency allPairs = response.List case asset.Options: category = getCategoryName(a) - baseCoins := []string{"BTC", "ETH"} - for x := range baseCoins { - response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", baseCoins[x], "", int64(by.Features.Enabled.Kline.GlobalResultLimit)) - if err != nil { - return nil, err + for x := range supportedOptionsTypes { + var bookmark = "" + for { + response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", supportedOptionsTypes[x], bookmark, int64(by.Features.Enabled.Kline.GlobalResultLimit)) + if err != nil { + return nil, err + } + allPairs = append(allPairs, response.List...) + if response.NextPageCursor == "" || (bookmark != "" && bookmark == response.NextPageCursor) || len(response.List) == 0 { + break + } + bookmark = response.NextPageCursor } - allPairs = append(allPairs, response.List...) } default: return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a) @@ -432,9 +441,8 @@ func (by *Bybit) UpdateTickers(ctx context.Context, assetType asset.Item) error } } case asset.Options: - baseCoins := []string{"BTC", "ETH"} - for x := range baseCoins { - ticks, err = by.GetTickers(ctx, getCategoryName(assetType), "", baseCoins[x], time.Time{}) + for x := range supportedOptionsTypes { + ticks, err = by.GetTickers(ctx, getCategoryName(assetType), "", supportedOptionsTypes[x], time.Time{}) if err != nil { return err } diff --git a/testdata/http_mock/bybit/bybit.json b/testdata/http_mock/bybit/bybit.json index 1e5be3fe..646ca6ba 100644 --- a/testdata/http_mock/bybit/bybit.json +++ b/testdata/http_mock/bybit/bybit.json @@ -152536,6 +152536,15605 @@ "queryString": "category=linear\u0026limit=1000\u0026symbol=ETHPERP", "bodyParams": "", "headers": {} + }, + { + "data": { + "result": { + "category": "option", + "list": [ + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-115-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-115-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-125-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-125-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-60-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-60-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-70-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-70-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-420-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-420-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-410-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-410-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-400-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-400-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-390-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-390-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-385-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-385-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-375-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-375-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-365-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-365-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-355-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-355-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-345-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-345-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-335-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-335-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-325-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-325-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-315-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-315-C" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Put", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-310-P" + }, + { + "baseCoin": "SOL", + "deliveryFeeRate": "0.0002", + "deliveryTime": "1717142400000", + "launchTime": "1712217600000", + "lotSizeFilter": { + "maxOrderQty": "100000", + "minOrderQty": "1", + "qtyStep": "1" + }, + "optionsType": "Call", + "priceFilter": { + "maxPrice": "10000", + "minPrice": "0.01", + "tickSize": "0.01" + }, + "quoteCoin": "USDC", + "settleCoin": "USDC", + "status": "Trading", + "symbol": "SOL-31MAY24-310-C" + }, + { + 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