Bitfinex: Implement UpdateOrderExecutionLimits and tests (thrasher-co…

…rp#1269)

* Bitfinex: Order Execution Limits and Testing

* Bitfinex: added proposed changes

* Bitfinex: lint fixes- removed the unnecessary whitespace and replaced the value with indexing

* Bitfinex: Moved data len check before the string conversion, moved the error for the array conversion before the info len check

* Bitfinex: Change GetSiteInfoConfigData to return slice, add tests

* Bitfinex: Fixed lint issue by preallocating pairs

exchanges/bitfinex/bitfinex.go

@@ -14,6 +14,7 @@ import (
 	"time"
 
 	"github.com/thrasher-corp/gocryptotrader/common"
+	"github.com/thrasher-corp/gocryptotrader/common/convert"
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
@@ -88,6 +89,9 @@ const (
 	bitfinexFuturesPairs       = "conf/pub:list:pair:futures"    // TODO: Implement
 	bitfinexSecuritiesPairs    = "conf/pub:list:pair:securities" // TODO: Implement
 
+	bitfinexInfoPairs       = "conf/pub:info:pair"
+	bitfinexInfoFuturePairs = "conf/pub:info:pair:futures"
+
 	// Bitfinex platform status values
 	// When the platform is marked in maintenance mode bots should stop trading
 	// activity. Cancelling orders will be possible.
@@ -470,10 +474,9 @@ func (b *Bitfinex) GetPairs(ctx context.Context, a asset.Item) ([]string, error)
 	}
 }
 
-// GetSiteListConfigData returns site configuration data by pub:{Action}:{Object}:{Detail}
+// GetSiteListConfigData returns site configuration data by pub:list:{Object}:{Detail}
 // string sets.
 // NOTE: See https://docs.bitfinex.com/reference/rest-public-conf
-// ALSO: This only accesses the lists not the maps.
 func (b *Bitfinex) GetSiteListConfigData(ctx context.Context, set string) ([]string, error) {
 	if set == "" {
 		return nil, errSetCannotBeEmpty
@@ -491,6 +494,72 @@ func (b *Bitfinex) GetSiteListConfigData(ctx context.Context, set string) ([]str
 	return resp[0], nil
 }
 
+// GetSiteInfoConfigData returns site configuration data by pub:info:{AssetType} as a map
+// path should be bitfinexInfoPairs or bitfinexInfoPairsFuture???
+// NOTE: See https://docs.bitfinex.com/reference/rest-public-conf
+func (b *Bitfinex) GetSiteInfoConfigData(ctx context.Context, assetType asset.Item) ([]order.MinMaxLevel, error) {
+	var path string
+	switch assetType {
+	case asset.Spot:
+		path = bitfinexInfoPairs
+	case asset.Futures:
+		path = bitfinexInfoFuturePairs
+	default:
+		return nil, fmt.Errorf("invalid asset type for GetSiteInfoConfigData: %s", assetType)
+	}
+	url := bitfinexAPIVersion2 + path
+	var resp [][][]any
+
+	err := b.SendHTTPRequest(ctx, exchange.RestSpot, url, &resp, status)
+	if err != nil {
+		return nil, err
+	}
+	if len(resp) != 1 {
+		return nil, errors.New("response did not contain only one item")
+	}
+	data := resp[0]
+	pairs := make([]order.MinMaxLevel, 0, len(data))
+	for i := range data {
+		if len(data[i]) != 2 {
+			return nil, errors.New("response contained a tuple without exactly 2 items")
+		}
+		pairSymbol, ok := data[i][0].(string)
+		if !ok {
+			return nil, fmt.Errorf("could not convert first item in SiteInfoConfigData to string: Type is %T", data[i][0])
+		}
+		if strings.Contains(pairSymbol, "TEST") {
+			continue
+		}
+		// SIC: Array type really is any. It contains nils and strings
+		info, ok := data[i][1].([]any)
+		if !ok {
+			return nil, fmt.Errorf("could not convert second item in SiteInfoConfigData to []any; Type is %T", data[i][1])
+		}
+		if len(info) < 5 {
+			return nil, errors.New("response contained order info with less than 5 elements")
+		}
+		minOrder, err := convert.FloatFromString(info[3])
+		if err != nil {
+			return nil, fmt.Errorf("could not convert MinOrderAmount: %s", err)
+		}
+		maxOrder, err := convert.FloatFromString(info[4])
+		if err != nil {
+			return nil, fmt.Errorf("could not convert MaxOrderAmount: %s", err)
+		}
+		pair, err := currency.NewPairFromString(pairSymbol)
+		if err != nil {
+			return nil, err
+		}
+		pairs = append(pairs, order.MinMaxLevel{
+			Asset:             assetType,
+			Pair:              pair,
+			MinimumBaseAmount: minOrder,
+			MaximumBaseAmount: maxOrder,
+		})
+	}
+	return pairs, nil
+}
+
 // GetDerivativeStatusInfo gets status data for the queried derivative
 func (b *Bitfinex) GetDerivativeStatusInfo(ctx context.Context, keys, startTime, endTime string, sort, limit int64) ([]DerivativeDataResponse, error) {
 	params := url.Values{}

exchanges/bitfinex/bitfinex_test.go

@@ -158,6 +158,39 @@ 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)
+	}
+}
+
+func TestUpdateOrderExecutionLimits(t *testing.T) {
+	t.Parallel()
+	tests := map[asset.Item][]currency.Pair{
+		asset.Spot: {
+			currency.NewPair(currency.ETH, currency.UST),
+			currency.NewPair(currency.BTC, currency.UST),
+		},
+	}
+	for assetItem, pairs := range tests {
+		if err := b.UpdateOrderExecutionLimits(context.Background(), assetItem); err != nil {
+			t.Errorf("Error fetching %s pairs for test: %v", assetItem, err)
+			continue
+		}
+		for _, pair := range pairs {
+			limits, err := b.GetOrderExecutionLimits(assetItem, pair)
+			if err != nil {
+				t.Errorf("GetOrderExecutionLimits() error during TestExecutionLimits; Asset: %s Pair: %s Err: %v", assetItem, pair, err)
+				continue
+			}
+			if limits.MinimumBaseAmount == 0 {
+				t.Errorf("UpdateOrderExecutionLimits empty minimum base amount; Pair: %s Expected Limit: %v", pair, limits.MinimumBaseAmount)
+			}
+		}
+	}
+}
+
 func TestAppendOptionalDelimiter(t *testing.T) {
 	t.Parallel()
 	curr1, err := currency.NewPairFromString("BTCUSD")
@@ -1773,6 +1806,19 @@ func TestGetSiteListConfigData(t *testing.T) {
 	}
 }
 
+func TestGetSiteInfoConfigData(t *testing.T) {
+	t.Parallel()
+	for _, assetType := range []asset.Item{asset.Spot, asset.Futures} {
+		pairs, err := b.GetSiteInfoConfigData(context.Background(), assetType)
+		if !errors.Is(err, nil) {
+			t.Errorf("Error from GetSiteInfoConfigData for %s type received: %v, expected: %v", assetType, err, nil)
+		}
+		if len(pairs) == 0 {
+			t.Errorf("GetSiteInfoConfigData returned no pairs for %s", assetType)
+		}
+	}
+}
+
 func TestOrderUpdate(t *testing.T) {
 	t.Parallel()
 	sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders)

exchanges/bitfinex/bitfinex_types.go

@@ -221,17 +221,6 @@ type Lends struct {
 	Timestamp  int64   `json:"timestamp"`
 }
 
-// SymbolDetails holds currency pair information
-type SymbolDetails struct {
-	Pair             string  `json:"pair"`
-	PricePrecision   int     `json:"price_precision"`
-	InitialMargin    float64 `json:"initial_margin,string"`
-	MinimumMargin    float64 `json:"minimum_margin,string"`
-	MaximumOrderSize float64 `json:"maximum_order_size,string"`
-	MinimumOrderSize float64 `json:"minimum_order_size,string"`
-	Expiration       string  `json:"expiration"`
-}
-
 // AccountInfoFull adds the error message to Account info
 type AccountInfoFull struct {
 	Info    []AccountInfo

exchanges/bitfinex/bitfinex_wrapper.go

@@ -264,8 +264,18 @@ func (b *Bitfinex) Run(ctx context.Context) {
 		b.PrintEnabledPairs()
 	}
 
-	if !b.GetEnabledFeatures().AutoPairUpdates {
-		return
+	if b.GetEnabledFeatures().AutoPairUpdates {
+		if err := b.UpdateTradablePairs(ctx, false); err != nil {
+			log.Errorf(log.ExchangeSys,
+				"%s failed to update tradable pairs. Err: %s",
+				b.Name,
+				err)
+		}
+	}
+	for _, a := range b.GetAssetTypes(true) {
+		if err := b.UpdateOrderExecutionLimits(ctx, a); err != nil && err != common.ErrNotYetImplemented {
+			log.Errorln(log.ExchangeSys, err.Error())
+		}
 	}
 
 	err := b.UpdateTradablePairs(ctx, false)
@@ -322,6 +332,21 @@ func (b *Bitfinex) UpdateTradablePairs(ctx context.Context, forceUpdate bool) er
 	return b.EnsureOnePairEnabled()
 }
 
+// UpdateOrderExecutionLimits sets exchange execution order limits for an asset type
+func (b *Bitfinex) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
+	if a != asset.Spot {
+		return common.ErrNotYetImplemented
+	}
+	limits, err := b.GetSiteInfoConfigData(ctx, a)
+	if err != nil {
+		return err
+	}
+	if err := b.LoadLimits(limits); err != nil {
+		return fmt.Errorf("%s Error loading exchange limits: %v", b.Name, err)
+	}
+	return nil
+}
+
 // UpdateTickers updates the ticker for all currency pairs of a given asset type
 func (b *Bitfinex) UpdateTickers(ctx context.Context, a asset.Item) error {
 	enabled, err := b.GetEnabledPairs(a)