fixup! Bybit: Fix WS ticker processing

exchanges/bybit/bybit_test.go

@@ -3112,71 +3112,144 @@ func TestWsTicker(t *testing.T) {
 	t.Parallel()
 	n := new(Bybit)
 	testexch.UpdatePairsOnce(t, b)
-	assetRouting := []asset.Item{asset.Spot, asset.USDTMarginedFutures, asset.Options, asset.USDTMarginedFutures}
+	assetRouting := []asset.Item{
+		asset.Spot, asset.Options, asset.USDTMarginedFutures, asset.USDTMarginedFutures,
+		asset.USDCMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.CoinMarginedFutures,
+	}
 	sharedtestvalues.TestFixtureToDataHandler(t, b, n, "testdata/wsTicker.json", func(r []byte) error {
 		defer slices.Delete(assetRouting, 0, 1)
 		return n.wsHandleData(assetRouting[0], r)
 	})
 	close(n.Websocket.DataHandler)
-	require.Len(t, n.Websocket.DataHandler, 4, "Should see 4 tickers distributed")
+	expected := 8
+	require.Len(t, n.Websocket.DataHandler, expected, "Should see correct number of tickers")
 	for resp := range n.Websocket.DataHandler {
 		switch v := resp.(type) {
 		case *ticker.Price:
 			assert.Equal(t, n.Name, v.ExchangeName, "ExchangeName should be correct")
-			switch len(n.Websocket.DataHandler) {
-			case 3:
+			switch expected - len(n.Websocket.DataHandler) {
+			case 1: // Spot
+				assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
+				assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
 				assert.Equal(t, 21109.77, v.Last, "Last should be correct")
 				assert.Equal(t, 21426.99, v.High, "High should be correct")
 				assert.Equal(t, 20575.00, v.Low, "Low should be correct")
 				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.EqualValues(t, 233366401, v.LastUpdated.Unix(), "LastUpdated should be correct")
-			case 2:
-				assert.Equal(t, 17216.00, v.Last, "Last should be correct")
-				assert.Equal(t, 17281.50, v.High, "High should be correct")
-				assert.Equal(t, 16915.00, v.Low, "Low should be correct")
-				assert.Equal(t, 91705.276, v.Volume, "Volume should be correct")
-				assert.Equal(t, 17215.50, v.Bid, "Bid should be correct")
-				assert.Equal(t, 84.489, v.BidSize, "BidSize should be correct")
-				assert.Equal(t, 17216.00, v.Ask, "Ask should be correct")
-				assert.Equal(t, 83.020, v.AskSize, "AskSize should be correct")
-				assert.Equal(t, 17217.33, v.MarkPrice, "MarkPrice should be correct")
-				assert.Equal(t, 17227.36, v.IndexPrice, "IndexPrice should be correct")
-				assert.Equal(t, 68744.761, v.OpenInterest, "OpenInterest should be correct")
-				assert.Equal(t, "BTC_USDT", v.Pair.String(), "Pair should be correct")
-				assert.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
-				assert.EqualValues(t, 233366402, v.LastUpdated.Unix(), "LastUpdated should be correct")
-			case 1:
-				assert.Equal(t, 10.00, v.Last, "Last should be correct")
-				assert.Equal(t, 25.0, v.High, "High should be correct")
-				assert.Equal(t, 5.00, v.Low, "Low should be correct")
-				assert.Equal(t, 26.55, v.Volume, "Volume should be correct")
-				assert.Equal(t, 7.00, v.Bid, "Bid should be correct")
-				assert.Equal(t, 4.0, v.BidSize, "BidSize should be correct")
-				assert.Equal(t, 11.00, v.Ask, "Ask should be correct")
-				assert.Equal(t, 5.10, v.AskSize, "AskSize should be correct")
-				assert.Equal(t, 7.86976724, v.MarkPrice, "MarkPrice should be correct")
-				assert.Equal(t, 16823.73, v.IndexPrice, "IndexPrice should be correct")
-				assert.Equal(t, 49.85, v.OpenInterest, "OpenInterest should be correct")
-				assert.Equal(t, "BTC-USD-220930-28000-P", v.Pair.String(), "Pair should be correct")
+				assert.EqualValues(t, 233366401000, 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")
+				assert.Equal(t, 3715.00, v.High, "High should be correct")
+				assert.Equal(t, 3555.00, v.Low, "Low should be correct")
+				assert.Equal(t, 1.62, v.Volume, "Volume should be correct")
+				assert.Equal(t, 3475.00, v.Bid, "Bid should be correct")
+				assert.Equal(t, 10.14, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 3520.00, v.Ask, "Ask should be correct")
+				assert.Equal(t, 2.5, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 3502.0715721, v.MarkPrice, "MarkPrice should be correct")
+				assert.Equal(t, 61912.8, v.IndexPrice, "IndexPrice should be correct")
+				assert.Equal(t, 29.35, v.OpenInterest, "OpenInterest should be correct")
+				assert.Equal(t, "BTC-28JUN24-60000-P", v.Pair.String(), "Pair should be correct")
 				assert.Equal(t, asset.Options, v.AssetType, "AssetType should be correct")
-				assert.EqualValues(t, 233366403, v.LastUpdated.Unix(), "LastUpdated should be correct")
-			case 0:
-				assert.Equal(t, 17220.00, v.Last, "Last should be correct")
-				assert.Equal(t, 17304.99, v.High, "High should be correct")
-				assert.Equal(t, 16910.01, v.Low, "Low should be correct")
-				assert.Equal(t, 92705.276, v.Volume, "Volume should be correct")
-				assert.Equal(t, 17216.50, v.Bid, "Bid should be correct")
-				assert.Equal(t, 80.289, v.BidSize, "BidSize should be correct")
-				assert.Equal(t, 17220.04, v.Ask, "Ask should be correct")
-				assert.Equal(t, 94.200, v.AskSize, "AskSize should be correct")
-				assert.Equal(t, 17218.12, v.MarkPrice, "MarkPrice should be correct")
-				assert.Equal(t, 17218.14, v.IndexPrice, "IndexPrice should be correct")
-				assert.Equal(t, 68750.881, v.OpenInterest, "OpenInterest should be correct")
-				assert.Equal(t, "BTC_USDT", v.Pair.String(), "Pair should be correct")
+				assert.EqualValues(t, 1715742949283, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
+			case 3: // USDTMargined snapshot
+				assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
+				assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
+				assert.Equal(t, 61874.00, v.Last, "Last should be correct")
+				assert.Equal(t, 62752.90, v.High, "High should be correct")
+				assert.Equal(t, 61000.10, v.Low, "Low should be correct")
+				assert.Equal(t, 98430.1050, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61873.9, v.Bid, "Bid should be correct")
+				assert.Equal(t, 3.783, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61874.00, v.Ask, "Ask should be correct")
+				assert.Equal(t, 16.278, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61875.25, v.MarkPrice, "MarkPrice should be correct")
+				assert.Equal(t, 61903.73, v.IndexPrice, "IndexPrice should be correct")
+				assert.Equal(t, 58117.022, v.OpenInterest, "OpenInterest should be correct")
+				assert.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
+				assert.EqualValues(t, 1715748762463, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
+			case 4: // USDTMargined partial
+				assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
+				assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
+				assert.Equal(t, 61874.00, v.Last, "Last should be correct")
+				assert.Equal(t, 62752.90, v.High, "High should be correct")
+				assert.Equal(t, 61000.10, v.Low, "Low should be correct")
+				assert.Equal(t, 98430.1050, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61873.90, v.Bid, "Bid should be correct")
+				assert.Equal(t, 3.543, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61874.00, v.Ask, "Ask should be correct")
+				assert.Equal(t, 16.278, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61875.06, v.MarkPrice, "MarkPrice should be correct")
+				assert.Equal(t, 61903.59, v.IndexPrice, "IndexPrice should be correct")
+				assert.Equal(t, 58117.022, v.OpenInterest, "OpenInterest should be correct")
 				assert.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
-				assert.EqualValues(t, 233366404, v.LastUpdated.Unix(), "LastUpdated should be correct")
+				assert.EqualValues(t, 1715748763063, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
+			case 5: // USDCMargined snapshot
+				assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
+				assert.Equal(t, currency.PERP, v.Pair.Quote, "Pair quote should be correct")
+				assert.Equal(t, 61945.70, v.Last, "Last should be correct")
+				assert.Equal(t, 62242.2, v.High, "High should be correct")
+				assert.Equal(t, 61059.1, v.Low, "Low should be correct")
+				assert.Equal(t, 427.375, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61909.2, v.Bid, "Bid should be correct")
+				assert.Equal(t, 0.035, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61909.60, v.Ask, "Ask should be correct")
+				assert.Equal(t, 0.082, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61943.58, v.MarkPrice, "MarkPrice should be correct")
+				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.EqualValues(t, 1715756612118, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
+			case 6: // USDCMargined partial
+				assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
+				assert.Equal(t, currency.PERP, v.Pair.Quote, "Pair quote should be correct")
+				assert.Equal(t, 61945.70, v.Last, "Last should be correct")
+				assert.Equal(t, 62242.2, v.High, "High should be correct")
+				assert.Equal(t, 61059.1, v.Low, "Low should be correct")
+				assert.Equal(t, 427.375, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61909.5, v.Bid, "Bid should be correct")
+				assert.Equal(t, 0.035, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61909.60, v.Ask, "Ask should be correct")
+				assert.Equal(t, 0.082, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61943.58, v.MarkPrice, "MarkPrice should be correct")
+				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.EqualValues(t, 171575661221, 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")
+				assert.Equal(t, 61894.0, v.Last, "Last should be correct")
+				assert.Equal(t, 62265.5, v.High, "High should be correct")
+				assert.Equal(t, 61029.5, v.Low, "Low should be correct")
+				assert.Equal(t, 391976479.0, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61891.5, v.Bid, "Bid should be correct")
+				assert.Equal(t, 12667.0, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61892.0, v.Ask, "Ask should be correct")
+				assert.Equal(t, 60953.0, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61894.0, v.MarkPrice, "MarkPrice should be correct")
+				assert.Equal(t, 61923.36, v.IndexPrice, "IndexPrice should be correct")
+				assert.Equal(t, 931760496.0, v.OpenInterest, "OpenInterest should be correct")
+				assert.Equal(t, asset.CoinMarginedFutures, v.AssetType, "AssetType should be correct")
+				assert.EqualValues(t, 1715757637952, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
+			case 8: // CoinMargined partial
+				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")
+				assert.Equal(t, 61894.0, v.Last, "Last should be correct")
+				assert.Equal(t, 62265.5, v.High, "High should be correct")
+				assert.Equal(t, 61029.5, v.Low, "Low should be correct")
+				assert.Equal(t, 391976479.0, v.Volume, "Volume should be correct")
+				assert.Equal(t, 61891.5, v.Bid, "Bid should be correct")
+				assert.Equal(t, 27634.0, v.BidSize, "BidSize should be correct")
+				assert.Equal(t, 61892.0, v.Ask, "Ask should be correct")
+				assert.Equal(t, 60953.0, v.AskSize, "AskSize should be correct")
+				assert.Equal(t, 61894.0, v.MarkPrice, "MarkPrice should be correct")
+				assert.Equal(t, 61923.36, v.IndexPrice, "IndexPrice should be correct")
+				assert.Equal(t, 931760496.0, v.OpenInterest, "OpenInterest should be correct")
+				assert.Equal(t, asset.CoinMarginedFutures, v.AssetType, "AssetType should be correct")
+				assert.EqualValues(t, 1715757638152, v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
 			}
 		case error:
 			t.Error(v)

exchanges/bybit/testdata/wsTicker.json

@@ -1,4 +1,8 @@
 {"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","cs":24987956059,"ts":233366402000,"data":{"symbol":"BTCUSDT","tickDirection":"PlusTick","price24hPcnt":"0.017103","lastPrice":"17216.00","prevPrice24h":"16926.50","highPrice24h":"17281.50","lowPrice24h":"16915.00","prevPrice1h":"17238.00","markPrice":"17217.33","indexPrice":"17227.36","openInterest":"68744.761","openInterestValue":"1183601235.91","turnover24h":"1570383121.943499","volume24h":"91705.276","nextFundingTime":"1673280000000","fundingRate":"-0.000212","bid1Price":"17215.50","bid1Size":"84.489","ask1Price":"17216.00","ask1Size":"83.020"}}
-{"topic":"tickers.BTC-6JAN23-17500-C","type":"snapshot","ts":233366403000,"data":{"symbol":"BTC-USD-220930-28000-P","bidPrice":"7","bidSize":"4","bidIv":"0","askPrice":"11","askSize":"5.1","askIv":"0.514","lastPrice":"10","highPrice24h":"25","lowPrice24h":"5","markPrice":"7.86976724","indexPrice":"16823.73","markPriceIv":"0.4896","underlyingPrice":"16815.1","openInterest":"49.85","turnover24h":"446802.8473","volume24h":"26.55","totalVolume":"86","totalTurnover":"1437431","delta":"0.047831","gamma":"0.00021453","vega":"0.81351067","theta":"-19.9115368","predictedDeliveryPrice":"0","change24h":"-0.33333334"},"id":"tickers.BTC-6JAN23-17500-C-2480334983-1672917511074"}
-{"topic":"tickers.BTC_USDT","type":"delta","cs":24987956060,"ts":233366404000,"data":{"symbol":"BTC_USDT","tickDirection":"PlusTick","price24hPcnt":"0.017105","lastPrice":"17220.00","prevPrice24h":"17215.00","highPrice24h":"17304.99","lowPrice24h":"16910.01","prevPrice1h":"17244.00","markPrice":"17218.12","indexPrice":"17218.14","openInterest":"68750.881","openInterestValue":"1199601235.91","turnover24h":"1680383121.943499","volume24h":"92705.276","nextFundingTime":"1673290000000","fundingRate":"-0.000214","bid1Price":"17216.50","bid1Size":"80.289","ask1Price":"17220.04","ask1Size":"94.200"}}
+{"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}
+{"topic":"tickers.BTCPERP","type":"snapshot","data":{"symbol":"BTCPERP","tickDirection":"ZeroMinusTick","price24hPcnt":"-0.000733","lastPrice":"61945.70","prevPrice24h":"61991.20","highPrice24h":"62242.20","lowPrice24h":"61059.10","prevPrice1h":"61868.30","markPrice":"61943.58","indexPrice":"61942.85","openInterest":"526.806","openInterestValue":"32632249.61","turnover24h":"26364945.7684","volume24h":"427.3750","nextFundingTime":"1715760000000","fundingRate":"0.00004979","bid1Price":"61909.20","bid1Size":"0.035","ask1Price":"61909.60","ask1Size":"0.082"},"cs":17493207242,"ts":1715756612118}
+{"topic":"tickers.BTCPERP","type":"delta","data":{"symbol":"BTCPERP","bid1Price":"61909.50","bid1Size":"0.035"},"cs":17493207267,"ts":171575661221}
+{"topic":"tickers.BTCUSD","type":"snapshot","data":{"symbol":"BTCUSD","tickDirection":"ZeroMinusTick","price24hPcnt":"-0.000096","lastPrice":"61894.00","prevPrice24h":"61900.00","highPrice24h":"62265.50","lowPrice24h":"61029.50","prevPrice1h":"61917.50","markPrice":"61894.00","indexPrice":"61923.36","openInterest":"931760496","openInterestValue":"15054.13","turnover24h":"6363.5775","volume24h":"391976479.0000","nextFundingTime":"1715760000000","fundingRate":"0.0001","bid1Price":"61891.50","bid1Size":"12667","ask1Price":"61892.00","ask1Size":"60953"},"cs":42159594212,"ts":1715757637952}
+{"topic":"tickers.BTCUSD","type":"delta","data":{"symbol":"BTCUSD","bid1Price":"61891.50","bid1Size":"27634"},"cs":42159594251,"ts":1715757638152}