package bybit import ( "context" "errors" "fmt" "sync" "time" "golang.org/x/time/rate" "git.qtrade.icu/lychiyu/bbgo/pkg/exchange/bybit/bybitapi" ) const ( // To maintain aligned fee rates, it's important to update fees frequently. feeRatePollingPeriod = time.Minute ) var ( pollFeeRateRateLimiter = rate.NewLimiter(rate.Every(10*time.Minute), 1) ) type symbolFeeDetail struct { bybitapi.FeeRate BaseCoin string QuoteCoin string } // feeRatePoller pulls the specified market data from bbgo QueryMarkets. type feeRatePoller struct { mu sync.Mutex once sync.Once client MarketInfoProvider symbolFeeDetail map[string]symbolFeeDetail } func newFeeRatePoller(marketInfoProvider MarketInfoProvider) *feeRatePoller { return &feeRatePoller{ client: marketInfoProvider, symbolFeeDetail: map[string]symbolFeeDetail{}, } } func (p *feeRatePoller) Start(ctx context.Context) { p.once.Do(func() { p.startLoop(ctx) }) } func (p *feeRatePoller) startLoop(ctx context.Context) { err := p.poll(ctx) if err != nil { log.WithError(err).Warn("failed to initialize the fee rate, the ticker is scheduled to update it subsequently") } ticker := time.NewTicker(feeRatePollingPeriod) defer ticker.Stop() for { select { case <-ctx.Done(): if err := ctx.Err(); !errors.Is(err, context.Canceled) { log.WithError(err).Error("context done with error") } return case <-ticker.C: if err := p.poll(ctx); err != nil { log.WithError(err).Warn("failed to update fee rate") } } } } func (p *feeRatePoller) poll(ctx context.Context) error { symbolFeeRate, err := p.getAllFeeRates(ctx) if err != nil { return err } p.mu.Lock() p.symbolFeeDetail = symbolFeeRate p.mu.Unlock() if pollFeeRateRateLimiter.Allow() { log.Infof("updated fee rate: %+v", p.symbolFeeDetail) } return nil } func (p *feeRatePoller) Get(symbol string) (symbolFeeDetail, bool) { p.mu.Lock() defer p.mu.Unlock() fee, found := p.symbolFeeDetail[symbol] return fee, found } func (e *feeRatePoller) getAllFeeRates(ctx context.Context) (map[string]symbolFeeDetail, error) { feeRates, err := e.client.GetAllFeeRates(ctx) if err != nil { return nil, fmt.Errorf("failed to call get fee rates: %w", err) } symbolMap := map[string]symbolFeeDetail{} for _, f := range feeRates.List { if _, found := symbolMap[f.Symbol]; !found { symbolMap[f.Symbol] = symbolFeeDetail{FeeRate: f} } } mkts, err := e.client.QueryMarkets(ctx) if err != nil { return nil, fmt.Errorf("failed to get markets: %w", err) } // update base coin, quote coin into symbolFeeDetail for _, mkt := range mkts { feeRate, found := symbolMap[mkt.Symbol] if !found { continue } feeRate.BaseCoin = mkt.BaseCurrency feeRate.QuoteCoin = mkt.QuoteCurrency symbolMap[mkt.Symbol] = feeRate } // remove trading pairs that are not present in spot market. for k, v := range symbolMap { if len(v.BaseCoin) == 0 || len(v.QuoteCoin) == 0 { log.Debugf("related market not found: %s, skipping the associated trade", k) delete(symbolMap, k) } } return symbolMap, nil }