fixup! Bybit: Fix WS ticker processing

thrasher-corp · May 13, 2024 · b133fb9 · b133fb9
1 parent 859bfa5
commit b133fb9
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Showing 2 changed files with 23 additions and 0 deletions.
diff --git a/exchanges/bybit/bybit_test.go b/exchanges/bybit/bybit_test.go
@@ -3140,6 +3140,9 @@ func TestWsTicker(t *testing.T) {
 				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")
@@ -3152,6 +3155,9 @@ func TestWsTicker(t *testing.T) {
 				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.Equal(t, asset.Options, v.AssetType, "AssetType should be correct")
 				assert.EqualValues(t, 233366403, v.LastUpdated.Unix(), "LastUpdated should be correct")
@@ -3164,6 +3170,9 @@ func TestWsTicker(t *testing.T) {
 				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.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
 				assert.EqualValues(t, 233366404, v.LastUpdated.Unix(), "LastUpdated should be correct")

diff --git a/exchanges/bybit/bybit_websocket.go b/exchanges/bybit/bybit_websocket.go
@@ -646,6 +646,20 @@ func updateTicker(tick *ticker.Price, resp *TickerItem) {
 		tick.Volume = resp.Volume24H.Float64()
 	}
 
+	if tick.AssetType == asset.Spot {
+		return
+	}
+
+	if resp.MarkPrice.Float64() != 0 {
+		tick.MarkPrice = resp.MarkPrice.Float64()
+	}
+	if resp.IndexPrice.Float64() != 0 {
+		tick.IndexPrice = resp.IndexPrice.Float64()
+	}
+	if resp.OpenInterest.Float64() != 0 {
+		tick.OpenInterest = resp.OpenInterest.Float64()
+	}
+
 	switch tick.AssetType {
 	case asset.Options:
 		if resp.BidPrice.Float64() != 0 {