gateio: Fix futures subscription generation (thrasher-corp#1725)

* gateio/websocket: fix futures filtering when generating subscriptions * rework test * gk: nits --------- Co-authored-by: Ryan O'Hara-Reid <[email protected]>
straitscoder · Nov 25, 2024 · 3b2b15e · 3b2b15e
1 parent fa9549d
commit 3b2b15e
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Showing 2 changed files with 19 additions and 32 deletions.
diff --git a/exchanges/gateio/gateio_test.go b/exchanges/gateio/gateio_test.go
@@ -2877,13 +2877,14 @@ func TestGenerateDeliveryFuturesDefaultSubscriptions(t *testing.T) {
 }
 func TestGenerateFuturesDefaultSubscriptions(t *testing.T) {
 	t.Parallel()
-	if _, err := g.GenerateFuturesDefaultSubscriptions(currency.USDT); err != nil {
-		t.Error(err)
-	}
-
-	if _, err := g.GenerateFuturesDefaultSubscriptions(currency.BTC); err != nil {
-		t.Error(err)
-	}
+	subs, err := g.GenerateFuturesDefaultSubscriptions(currency.USDT)
+	require.NoError(t, err)
+	require.NotEmpty(t, subs)
+	subs, err = g.GenerateFuturesDefaultSubscriptions(currency.BTC)
+	require.NoError(t, err)
+	require.NotEmpty(t, subs)
+	_, err = g.GenerateFuturesDefaultSubscriptions(currency.TABOO)
+	require.Error(t, err)
 }
 func TestGenerateOptionsDefaultSubscriptions(t *testing.T) {
 	t.Parallel()

diff --git a/exchanges/gateio/gateio_ws_futures.go b/exchanges/gateio/gateio_ws_futures.go
@@ -6,6 +6,7 @@ import (
 	"errors"
 	"fmt"
 	"net/http"
+	"slices"
 	"strconv"
 	"strings"
 	"time"
@@ -88,11 +89,7 @@ func (g *Gateio) WsFuturesConnect(ctx context.Context, conn stream.Connection) e
 func (g *Gateio) GenerateFuturesDefaultSubscriptions(settlement currency.Code) (subscription.List, error) {
 	channelsToSubscribe := defaultFuturesSubscriptions
 	if g.Websocket.CanUseAuthenticatedEndpoints() {
-		channelsToSubscribe = append(channelsToSubscribe,
-			futuresOrdersChannel,
-			futuresUserTradesChannel,
-			futuresBalancesChannel,
-		)
+		channelsToSubscribe = append(channelsToSubscribe, futuresOrdersChannel, futuresUserTradesChannel, futuresBalancesChannel)
 	}
 
 	pairs, err := g.GetEnabledPairs(asset.Futures)
@@ -103,28 +100,17 @@ func (g *Gateio) GenerateFuturesDefaultSubscriptions(settlement currency.Code) (
 		return nil, err
 	}
 
+	switch {
+	case settlement.Equal(currency.USDT):
+		pairs = slices.DeleteFunc(pairs, func(p currency.Pair) bool { return !p.Quote.Equal(currency.USDT) })
+	case settlement.Equal(currency.BTC):
+		pairs = slices.DeleteFunc(pairs, func(p currency.Pair) bool { return p.Quote.Equal(currency.USDT) })
+	default:
+		return nil, fmt.Errorf("settlement currency %s not supported", settlement)
+	}
+
 	var subscriptions subscription.List
 	for i := range channelsToSubscribe {
-		switch {
-		case settlement.Equal(currency.USDT):
-			pairs, err = pairs.GetPairsByQuote(currency.USDT)
-			if err != nil {
-				return nil, err
-			}
-		case settlement.Equal(currency.BTC):
-			offset := 0
-			for x := range pairs {
-				if pairs[x].Quote.Equal(currency.USDT) {
-					continue // skip USDT pairs
-				}
-				pairs[offset] = pairs[x]
-				offset++
-			}
-			pairs = pairs[:offset]
-		default:
-			return nil, fmt.Errorf("settlement currency %s not supported", settlement)
-		}
-
 		for j := range pairs {
 			params := make(map[string]any)
 			switch channelsToSubscribe[i] {