candle burnout

diff.diff

diff --git a/exchanges/deribit/deribit_test.go b/exchanges/deribit/deribit_test.go
index 09c468c45..4761f54a1 100644
--- a/exchanges/deribit/deribit_test.go
+++ b/exchanges/deribit/deribit_test.go
@@ -133,31 +133,43 @@ func TestFetchRecentTrades(t *testing.T) {
 
 func TestGetHistoricCandles(t *testing.T) {
 	t.Parallel()
-	_, err := d.GetHistoricCandles(context.Background(), futuresTradablePair, asset.Futures, kline.FifteenMin, time.Now().Add(-time.Minute*5), time.Now())
+	start := time.Now().Add(-time.Hour)
+	end := time.Now()
+	resp, err := d.GetHistoricCandles(context.Background(), futuresTradablePair, asset.Futures, kline.FifteenMin, start, end)
 	require.NoError(t, err)
-	_, err = d.GetHistoricCandles(context.Background(), spotTradablePair, asset.Spot, kline.FifteenMin, time.Now().Add(-time.Minute*5), time.Now())
+	assert.NotEmpty(t, resp)
+
+	resp, err = d.GetHistoricCandles(context.Background(), spotTradablePair, asset.Spot, kline.FifteenMin, start, end)
 	require.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
 	sleepUntilTradablePairsUpdated()
-	_, err = d.GetHistoricCandles(context.Background(), optionsTradablePair, asset.Options, kline.FifteenMin, time.Now().Add(-time.Minute*5), time.Now())
+	_, err = d.GetHistoricCandles(context.Background(), optionsTradablePair, asset.Options, kline.FifteenMin, start, end)
 	require.ErrorIs(t, err, asset.ErrNotSupported)
-	_, err = d.GetHistoricCandles(context.Background(), futureComboTradablePair, asset.FutureCombo, kline.FifteenMin, time.Now().Add(-time.Hour), time.Now())
+	_, err = d.GetHistoricCandles(context.Background(), futureComboTradablePair, asset.FutureCombo, kline.FifteenMin, start, end)
 	require.ErrorIs(t, err, asset.ErrNotSupported)
-	_, err = d.GetHistoricCandles(context.Background(), optionComboTradablePair, asset.OptionCombo, kline.FifteenMin, time.Now().Add(-time.Hour), time.Now())
+	_, err = d.GetHistoricCandles(context.Background(), optionComboTradablePair, asset.OptionCombo, kline.FifteenMin, start, end)
 	assert.ErrorIs(t, err, asset.ErrNotSupported)
 }
 
 func TestGetHistoricCandlesExtended(t *testing.T) {
 	t.Parallel()
-	_, err := d.GetHistoricCandlesExtended(context.Background(), futuresTradablePair, asset.Futures, kline.FifteenMin, time.Now().Add(-time.Hour*550), time.Now().Add(-time.Hour*150))
+	start := time.Now().Add(-time.Hour * 24 * 90).Truncate(kline.OneDay.Duration()).UTC()
+	end := time.Now().UTC()
+	resp, err := d.GetHistoricCandlesExtended(context.Background(), futuresTradablePair, asset.Futures, kline.OneDay, start, end)
 	assert.NoError(t, err)
-	_, err = d.GetHistoricCandlesExtended(context.Background(), spotTradablePair, asset.Spot, kline.FifteenMin, time.Now().Add(-time.Hour*550), time.Now().Add(-time.Hour*150))
+	assert.NotEmpty(t, resp)
+
+	resp, err = d.GetHistoricCandlesExtended(context.Background(), spotTradablePair, asset.Spot, kline.OneDay, start, end)
 	assert.NoError(t, err)
+	assert.NotEmpty(t, resp)
+
 	sleepUntilTradablePairsUpdated()
-	_, err = d.GetHistoricCandlesExtended(context.Background(), optionsTradablePair, asset.Options, kline.FifteenMin, time.Now().Add(-time.Hour*550), time.Now().Add(-time.Hour*150))
+	_, err = d.GetHistoricCandlesExtended(context.Background(), optionsTradablePair, asset.Options, kline.OneDay, start, end)
 	assert.ErrorIs(t, err, asset.ErrNotSupported)
-	_, err = d.GetHistoricCandlesExtended(context.Background(), futureComboTradablePair, asset.FutureCombo, kline.FifteenMin, time.Now().Add(-time.Hour*550), time.Now().Add(-time.Hour*150))
+	_, err = d.GetHistoricCandlesExtended(context.Background(), futureComboTradablePair, asset.FutureCombo, kline.OneDay, start, end)
 	assert.ErrorIs(t, err, asset.ErrNotSupported)
-	_, err = d.GetHistoricCandlesExtended(context.Background(), optionComboTradablePair, asset.OptionCombo, kline.FifteenMin, time.Now().Add(-time.Hour*550), time.Now().Add(-time.Hour*150))
+	_, err = d.GetHistoricCandlesExtended(context.Background(), optionComboTradablePair, asset.OptionCombo, kline.OneDay, start, end)
 	assert.ErrorIs(t, err, asset.ErrNotSupported)
 }
 
diff --git a/exchanges/deribit/deribit_wrapper.go b/exchanges/deribit/deribit_wrapper.go
index c1d52bc80..fbf1a9953 100644
--- a/exchanges/deribit/deribit_wrapper.go
+++ b/exchanges/deribit/deribit_wrapper.go
@@ -128,10 +128,15 @@ func (d *Deribit) SetDefaults() {
 					kline.IntervalCapacity{Interval: kline.ThirtyMin},
 					kline.IntervalCapacity{Interval: kline.OneHour},
 					kline.IntervalCapacity{Interval: kline.TwoHour},
-					kline.IntervalCapacity{Interval: kline.ThreeHour},
-					kline.IntervalCapacity{Interval: kline.SixHour},
-					kline.IntervalCapacity{Interval: kline.TwelveHour},
-					kline.IntervalCapacity{Interval: kline.OneDay},
+					// NOTE: The supported time intervals below are returned
+					// offset to +8 hours. This may lead to
+					// issues with candle quality and conversion as the
+					// intervals may be broken up. The below intervals
+					// are therefore constructed from the intervals above.
+					//kline.IntervalCapacity{Interval: kline.ThreeHour},
+					//kline.IntervalCapacity{Interval: kline.SixHour},
+					//kline.IntervalCapacity{Interval: kline.TwelveHour},
+					//kline.IntervalCapacity{Interval: kline.OneDay},
 				),
 				GlobalResultLimit: 500,
 			},
@@ -1108,7 +1113,7 @@ func (d *Deribit) GetHistoricCandles(ctx context.Context, pair currency.Pair, a
 		}
 		listCandles := make([]kline.Candle, 0, len(tradingViewData.Ticks))
 		for x := range tradingViewData.Ticks {
-			timeInfo := time.UnixMilli(tradingViewData.Ticks[x])
+			timeInfo := time.UnixMilli(tradingViewData.Ticks[x]).UTC()
 			if timeInfo.Before(start) {
 				continue
 			}
@@ -1159,17 +1164,17 @@ func (d *Deribit) GetHistoricCandlesExtended(ctx context.Context, pair currency.
 				len(tradingViewData.Volume) != checkLen {
 				return nil, fmt.Errorf("%s - %v: invalid trading view chart data received", a, d.formatFuturesTradablePair(req.RequestFormatted))
 			}
-			timeInfo := time.UnixMilli(tradingViewData.Ticks[x]).UTC()
-			if timeInfo.Before(start) {
-				continue
-			}
-			for x := range tradingViewData.Ticks {
+			for i := range tradingViewData.Ticks {
+				timeInfo := time.UnixMilli(tradingViewData.Ticks[i]).UTC()
+				if timeInfo.Before(start) {
+					continue
+				}
 				timeSeries = append(timeSeries, kline.Candle{
-					Open:   tradingViewData.Open[x],
-					High:   tradingViewData.High[x],
-					Low:    tradingViewData.Low[x],
-					Close:  tradingViewData.Close[x],
-					Volume: tradingViewData.Volume[x],
+					Open:   tradingViewData.Open[i],
+					High:   tradingViewData.High[i],
+					Low:    tradingViewData.Low[i],
+					Close:  tradingViewData.Close[i],
+					Volume: tradingViewData.Volume[i],
 					Time:   timeInfo,
 				})
 			}