Bithumb: Filter zero quantity values in GetOrderBook (#1969)

* #1947
bugfix: added a filter to eliminate zero quantity of bids and asks at bithumb::GetOrderBook

feature: added assertions in TestGetOrderBook

* resolved comments

* refactor: rename FilterZeros to FilterZeroQuantities and update orderbook filtering logic

---------

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

exchanges/bithumb/bithumb.go

@@ -132,9 +132,23 @@ func (e *Exchange) GetOrderBook(ctx context.Context, symbol string) (*Orderbook,
 		return nil, errors.New(response.Message)
 	}
 
+	response.Data.Bids.FilterZeroQuantities()
+	response.Data.Asks.FilterZeroQuantities()
+
 	return &response, nil
 }
 
+// FilterZeroQuantities filters out orderbook levels with zero quantity
+func (o *OrderbookLevels) FilterZeroQuantities() {
+	b := (*o)[:0]
+	for _, x := range *o {
+		if x.Quantity > 0 {
+			b = append(b, x)
+		}
+	}
+	*o = b
+}
+
 // GetAssetStatus returns the withdrawal and deposit status for the symbol
 func (e *Exchange) GetAssetStatus(ctx context.Context, symbol string) (*Status, error) {
 	if symbol == "" {

exchanges/bithumb/bithumb_test.go

@@ -88,6 +88,22 @@ func TestGetOrderBook(t *testing.T) {
 	assert.NotEmpty(t, ob.Data.PaymentCurrency, "PaymentCurrency should not be empty")
 }
 
+func TestOrderbookLevelsFilterZeroQuantities(t *testing.T) {
+	t.Parallel()
+	bids := OrderbookLevels{
+		{Price: 99, Quantity: 0},
+		{Price: 98, Quantity: 2},
+	}
+	asks := OrderbookLevels{
+		{Price: 100, Quantity: 0},
+		{Price: 101, Quantity: 1},
+	}
+	bids.FilterZeroQuantities()
+	asks.FilterZeroQuantities()
+	assert.Len(t, asks, 1, "Asks should have 1 item")
+	assert.Len(t, bids, 1, "Bids should have 1 item")
+}
+
 func TestGetTransactionHistory(t *testing.T) {
 	t.Parallel()
 	sharedtestvalues.SkipTestIfCredentialsUnset(t, e)

exchanges/bithumb/bithumb_types.go

@@ -40,17 +40,11 @@ type TickersResponse struct {
 type Orderbook struct {
 	Status string `json:"status"`
 	Data   struct {
-		Timestamp       types.Time `json:"timestamp"`
-		OrderCurrency   string     `json:"order_currency"`
-		PaymentCurrency string     `json:"payment_currency"`
-		Bids            []struct {
-			Quantity float64 `json:"quantity,string"`
-			Price    float64 `json:"price,string"`
-		} `json:"bids"`
-		Asks []struct {
-			Quantity float64 `json:"quantity,string"`
-			Price    float64 `json:"price,string"`
-		} `json:"asks"`
+		Timestamp       types.Time      `json:"timestamp"`
+		OrderCurrency   string          `json:"order_currency"`
+		PaymentCurrency string          `json:"payment_currency"`
+		Bids            OrderbookLevels `json:"bids"`
+		Asks            OrderbookLevels `json:"asks"`
 	} `json:"data"`
 	Message string `json:"message"`
 }
@@ -330,3 +324,12 @@ type StatusAll struct {
 	} `json:"data"`
 	Message string `json:"message"`
 }
+
+// OrderbookLevel defines a single level in the orderbook
+type OrderbookLevel struct {
+	Quantity float64 `json:"quantity,string"`
+	Price    float64 `json:"price,string"`
+}
+
+// OrderbookLevels defines a slice of OrderbookLevel
+type OrderbookLevels []OrderbookLevel