pkg/exchange: add query tickers api

This commit is contained in:
Edwin 2023-11-01 16:14:21 +08:00
parent de8f24cb7b
commit 00d4805321
3 changed files with 96 additions and 14 deletions

View File

@ -46,3 +46,16 @@ func toGlobalMarket(s bitgetapi.Symbol) types.Market {
MaxPrice: fixedpoint.Zero,
}
}
func toGlobalTicker(ticker bitgetapi.Ticker) types.Ticker {
return types.Ticker{
Time: ticker.Ts.Time(),
Volume: ticker.BaseVol,
Last: ticker.Close,
Open: ticker.OpenUtc0,
High: ticker.High24H,
Low: ticker.Low24H,
Buy: ticker.BuyOne,
Sell: ticker.SellOne,
}
}

View File

@ -94,3 +94,52 @@ func Test_toGlobalMarket(t *testing.T) {
assert.Equal(t, toGlobalMarket(inst), exp)
}
func Test_toGlobalTicker(t *testing.T) {
// sample:
// {
// "symbol": "BTCUSDT",
// "high24h": "24175.65",
// "low24h": "23677.75",
// "close": "24014.11",
// "quoteVol": "177689342.3025",
// "baseVol": "7421.5009",
// "usdtVol": "177689342.302407",
// "ts": "1660704288118",
// "buyOne": "24013.94",
// "sellOne": "24014.06",
// "bidSz": "0.0663",
// "askSz": "0.0119",
// "openUtc0": "23856.72",
// "changeUtc":"0.00301",
// "change":"0.00069"
// }
ticker := bitgetapi.Ticker{
Symbol: "BTCUSDT",
High24H: fixedpoint.NewFromFloat(24175.65),
Low24H: fixedpoint.NewFromFloat(23677.75),
Close: fixedpoint.NewFromFloat(24014.11),
QuoteVol: fixedpoint.NewFromFloat(177689342.3025),
BaseVol: fixedpoint.NewFromFloat(7421.5009),
UsdtVol: fixedpoint.NewFromFloat(177689342.302407),
Ts: types.NewMillisecondTimestampFromInt(1660704288118),
BuyOne: fixedpoint.NewFromFloat(24013.94),
SellOne: fixedpoint.NewFromFloat(24014.06),
BidSz: fixedpoint.NewFromFloat(0.0663),
AskSz: fixedpoint.NewFromFloat(0.0119),
OpenUtc0: fixedpoint.NewFromFloat(23856.72),
ChangeUtc: fixedpoint.NewFromFloat(0.00301),
Change: fixedpoint.NewFromFloat(0.00069),
}
assert.Equal(t, types.Ticker{
Time: types.NewMillisecondTimestampFromInt(1660704288118).Time(),
Volume: fixedpoint.NewFromFloat(7421.5009),
Last: fixedpoint.NewFromFloat(24014.11),
Open: fixedpoint.NewFromFloat(23856.72),
High: fixedpoint.NewFromFloat(24175.65),
Low: fixedpoint.NewFromFloat(23677.75),
Buy: fixedpoint.NewFromFloat(24013.94),
Sell: fixedpoint.NewFromFloat(24014.06),
}, toGlobalTicker(ticker))
}

View File

@ -27,6 +27,8 @@ var (
queryAccountRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
// queryTickerRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-single-ticker
queryTickerRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
// queryTickersRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-all-tickers
queryTickersRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
)
type Exchange struct {
@ -90,26 +92,44 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
req := e.client.NewGetTickerRequest()
req.Symbol(symbol)
ticker, err := req.Do(ctx)
resp, err := req.Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query ticker: %w", err)
}
return &types.Ticker{
Time: ticker.Ts.Time(),
Volume: ticker.BaseVol,
Last: ticker.Close,
Open: ticker.OpenUtc0,
High: ticker.High24H,
Low: ticker.Low24H,
Buy: ticker.BuyOne,
Sell: ticker.SellOne,
}, nil
ticker := toGlobalTicker(*resp)
return &ticker, nil
}
func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
// TODO implement me
panic("implement me")
func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
tickers := map[string]types.Ticker{}
if len(symbols) > 0 {
for _, s := range symbols {
t, err := e.QueryTicker(ctx, s)
if err != nil {
return nil, err
}
tickers[s] = *t
}
return tickers, nil
}
if err := queryTickersRateLimiter.Wait(ctx); err != nil {
return nil, fmt.Errorf("tickers rate limiter wait error: %w", err)
}
resp, err := e.client.NewGetAllTickersRequest().Do(ctx)
if err != nil {
return nil, fmt.Errorf("failed to query tickers: %w", err)
}
for _, s := range resp {
tickers[s.Symbol] = toGlobalTicker(s)
}
return tickers, nil
}
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {