Deribit: Fix race on Setup with optionsRegex

Calling Setup twice would race on the assignment to this package var.

There was an option to just move the assignment to the package var declaration, but this
change improves the performance and allocations:
```
BenchmarkOptionPairToString-8            1000000              1239 ns/op             485 B/op         10 allocs/op
BenchmarkOptionPairToString2-8           3473804               656.2 ns/op           348 B/op          7 allocs/op
```

I've also removed the t.Run because even success the -v output from
tests would be very noisy, and I don't think we were getting any benefit
from it at all:
```
=== RUN   TestOptionPairToString
=== PAUSE TestOptionPairToString
=== CONT  TestOptionPairToString
=== RUN   TestOptionPairToString/BTC-30MAY24-61000-C
=== PAUSE TestOptionPairToString/BTC-30MAY24-61000-C
=== RUN   TestOptionPairToString/ETH-1JUN24-3200-P
=== PAUSE TestOptionPairToString/ETH-1JUN24-3200-P
=== RUN   TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== PAUSE TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== RUN   TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== PAUSE TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
=== CONT  TestOptionPairToString/BTC-30MAY24-61000-C
=== CONT  TestOptionPairToString/SOL_USDC-31MAY24-162-P
=== CONT  TestOptionPairToString/ETH-1JUN24-3200-P
=== CONT  TestOptionPairToString/MATIC_USDC-6APR24-0d98-P
--- PASS: TestOptionPairToString (0.00s)
    --- PASS: TestOptionPairToString/BTC-30MAY24-61000-C (0.00s)
    --- PASS: TestOptionPairToString/ETH-1JUN24-3200-P (0.00s)
    --- PASS: TestOptionPairToString/SOL_USDC-31MAY24-162-P (0.00s)
    --- PASS: TestOptionPairToString/MATIC_USDC-6APR24-0d98-P (0.00s)
```

( And that got worse with me adding more tests )

exchanges/deribit/deribit.go

@@ -7,7 +7,6 @@ import (
 	"fmt"
 	"net/http"
 	"net/url"
-	"regexp"
 	"strconv"
 	"strings"
 	"time"
@@ -28,12 +27,6 @@ type Deribit struct {
 	exchange.Base
 }
 
-var (
-	// optionRegex compiles optionDecimalRegex at startup and is used to help set
-	// option currency lower-case d eg MATIC-USDC-3JUN24-0d64-P
-	optionRegex *regexp.Regexp
-)
-
 const (
 	deribitAPIVersion = "/api/v2"
 	tradeBaseURL      = "https://www.deribit.com/"
@@ -43,8 +36,7 @@ const (
 	tradeFuturesCombo = "futures-spreads/"
 	tradeOptionsCombo = "combos/"
 
-	perpString         = "PERPETUAL"
-	optionDecimalRegex = `\d+(D)\d+`
+	perpString = "PERPETUAL"
 
 	// Public endpoints
 	// Market Data
@@ -2837,20 +2829,19 @@ func (d *Deribit) formatFuturesTradablePair(pair currency.Pair) string {
 	return instrumentID
 }
 
-// optionPairToString to format and return an Options currency pairs with the following format: MATIC_USDC-6APR24-0d98-P
-// it has both uppercase or lowercase characters, which we can not achieve with the Upper=true or Upper=false
+// optionPairToString formats an options pair as: SYMBOL-EXPIRE-STRIKE-TYPE
+// SYMBOL may be a currency (BTC) or a pair (XRP_USDC)
+// EXPIRE is DDMMMYY
+// STRIKE make include a d for decimal point in linear options
+// TYPE is Call or Put
 func (d *Deribit) optionPairToString(pair currency.Pair) string {
-	subCodes := strings.Split(pair.Quote.String(), currency.DashDelimiter)
 	initialDelimiter := currency.DashDelimiter
-	if subCodes[0] == "USDC" {
+	q := pair.Quote.String()
+	if q[:4] == "USDC" && len(q) > 11 { // Linear option
 		initialDelimiter = currency.UnderscoreDelimiter
+		// Replace a capital D with d for decimal place in Strike price
+		// Char 11 is either the hyphen before Strike price or first digit
+		q = q[:11] + strings.Replace(q[11:], "D", "d", -1)
 	}
-	for i := range subCodes {
-		if match := optionRegex.MatchString(subCodes[i]); match {
-			subCodes[i] = strings.ToLower(subCodes[i])
-			break
-		}
-	}
-
-	return pair.Base.String() + initialDelimiter + strings.Join(subCodes, currency.DashDelimiter)
+	return pair.Base.String() + initialDelimiter + q
 }

exchanges/deribit/deribit_test.go

@@ -3307,9 +3307,9 @@ func TestGenerateSubscriptions(t *testing.T) {
 func TestChannelInterval(t *testing.T) {
 	t.Parallel()
 
-	for _, i := range []int{1, 3, 5, 10, 15, 30, 60, 120, 180, 360, 720} {
-		a := channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.Interval(i * int(time.Minute))})
-		assert.Equal(t, strconv.Itoa(i), a)
+	for _, i := range []int64{1, 3, 5, 10, 15, 30, 60, 120, 180, 360, 720} {
+		a := channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.Interval(i * int64(time.Minute))})
+		assert.Equal(t, strconv.Itoa(int(i)), a)
 	}
 
 	a := channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.OneDay})
@@ -3751,18 +3751,15 @@ func TestFormatFuturesTradablePair(t *testing.T) {
 
 func TestOptionPairToString(t *testing.T) {
 	t.Parallel()
-	optionsList := map[currency.Pair]string{
+	for pair, exp := range map[currency.Pair]string{
 		{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("30MAY24-61000-C")}:      "BTC-30MAY24-61000-C",
 		{Delimiter: currency.DashDelimiter, Base: currency.ETH, Quote: currency.NewCode("1JUN24-3200-P")}:        "ETH-1JUN24-3200-P",
 		{Delimiter: currency.DashDelimiter, Base: currency.SOL, Quote: currency.NewCode("USDC-31MAY24-162-P")}:   "SOL_USDC-31MAY24-162-P",
 		{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-6APR24-0d98-P")}: "MATIC_USDC-6APR24-0d98-P",
-	}
-	for pair, instrumentID := range optionsList {
-		t.Run(instrumentID, func(t *testing.T) {
-			t.Parallel()
-			instrument := d.optionPairToString(pair)
-			require.Equal(t, instrumentID, instrument)
-		})
+		{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-8JUN24-0D99-P")}: "MATIC_USDC-8JUN24-0d99-P",
+		{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-6DEC29-0D87-C")}: "MATIC_USDC-6DEC29-0d87-C",
+	} {
+		assert.Equal(t, exp, d.optionPairToString(pair), "optionPairToString must return correctly")
 	}
 }
 

exchanges/deribit/deribit_wrapper.go

@@ -4,7 +4,6 @@ import (
 	"context"
 	"errors"
 	"fmt"
-	"regexp"
 	"sort"
 	"strconv"
 	"strings"
@@ -188,9 +187,6 @@ func (d *Deribit) Setup(exch *config.Exchange) error {
 		return err
 	}
 
-	// setup option decimal regex at startup to make constant checks more efficient
-	optionRegex = regexp.MustCompile(optionDecimalRegex)
-
 	return d.Websocket.SetupNewConnection(stream.ConnectionSetup{
 		URL:                  d.Websocket.GetWebsocketURL(),
 		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,