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pkg/exchange: add query market to bybit
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Edwin
parent
ac5e2cf712
commit
3c32acc3ed
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@ -10,27 +10,29 @@ import (
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
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type InstrumentsInfo struct {
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Category Category `json:"category"`
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List []struct {
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Symbol string `json:"symbol"`
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BaseCoin string `json:"baseCoin"`
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QuoteCoin string `json:"quoteCoin"`
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Innovation string `json:"innovation"`
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Status Status `json:"status"`
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MarginTrading string `json:"marginTrading"`
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LotSizeFilter struct {
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BasePrecision fixedpoint.Value `json:"basePrecision"`
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QuotePrecision fixedpoint.Value `json:"quotePrecision"`
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MinOrderQty fixedpoint.Value `json:"minOrderQty"`
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MaxOrderQty fixedpoint.Value `json:"maxOrderQty"`
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MinOrderAmt fixedpoint.Value `json:"minOrderAmt"`
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MaxOrderAmt fixedpoint.Value `json:"maxOrderAmt"`
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} `json:"lotSizeFilter"`
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Category Category `json:"category"`
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List []Instrument `json:"list"`
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}
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PriceFilter struct {
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TickSize fixedpoint.Value `json:"tickSize"`
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} `json:"priceFilter"`
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} `json:"list"`
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type Instrument struct {
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Symbol string `json:"symbol"`
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BaseCoin string `json:"baseCoin"`
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QuoteCoin string `json:"quoteCoin"`
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Innovation string `json:"innovation"`
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Status Status `json:"status"`
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MarginTrading string `json:"marginTrading"`
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LotSizeFilter struct {
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BasePrecision fixedpoint.Value `json:"basePrecision"`
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QuotePrecision fixedpoint.Value `json:"quotePrecision"`
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MinOrderQty fixedpoint.Value `json:"minOrderQty"`
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MaxOrderQty fixedpoint.Value `json:"maxOrderQty"`
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MinOrderAmt fixedpoint.Value `json:"minOrderAmt"`
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MaxOrderAmt fixedpoint.Value `json:"maxOrderAmt"`
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} `json:"lotSizeFilter"`
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PriceFilter struct {
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TickSize fixedpoint.Value `json:"tickSize"`
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} `json:"priceFilter"`
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}
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//go:generate GetRequest -url "/v5/market/instruments-info" -type GetInstrumentsInfoRequest -responseDataType .InstrumentsInfo
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@ -39,8 +41,11 @@ type GetInstrumentsInfoRequest struct {
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category Category `param:"category,query" validValues:"spot"`
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symbol *string `param:"symbol,query"`
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limit *uint64 `param:"limit,query"`
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cursor *string `param:"cursor,query"`
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// limit is invalid if category spot.
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limit *uint64 `param:"limit,query"`
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// cursor is invalid if category spot.
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cursor *string `param:"cursor,query"`
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}
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func (c *RestClient) NewGetInstrumentsInfoRequest() *GetInstrumentsInfoRequest {
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53
pkg/exchange/bybit/convert.go
Normal file
53
pkg/exchange/bybit/convert.go
Normal file
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@ -0,0 +1,53 @@
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package bybit
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import (
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"math"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalMarket(m bybitapi.Instrument) types.Market {
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// sample:
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//Symbol: BTCUSDT
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//BaseCoin: BTC
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//QuoteCoin: USDT
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//Innovation: 0
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//Status: Trading
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//MarginTrading: both
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//
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//LotSizeFilter:
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//{
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// BasePrecision: 0.000001
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// QuotePrecision: 0.00000001
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// MinOrderQty: 0.000048
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// MaxOrderQty: 71.73956243
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// MinOrderAmt: 1
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// MaxOrderAmt: 2000000
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//}
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//
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//PriceFilter:
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//{
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// TickSize: 0.01
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//}
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return types.Market{
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Symbol: m.Symbol,
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LocalSymbol: m.Symbol,
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PricePrecision: int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
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VolumePrecision: int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
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QuoteCurrency: m.QuoteCoin,
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BaseCurrency: m.BaseCoin,
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MinNotional: m.LotSizeFilter.MinOrderAmt,
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MinAmount: m.LotSizeFilter.MinOrderAmt,
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// quantity
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MinQuantity: m.LotSizeFilter.MinOrderQty,
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MaxQuantity: m.LotSizeFilter.MaxOrderQty,
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StepSize: m.LotSizeFilter.BasePrecision,
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// price
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MinPrice: m.LotSizeFilter.MinOrderAmt,
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MaxPrice: m.LotSizeFilter.MaxOrderAmt,
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TickSize: m.PriceFilter.TickSize,
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}
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}
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62
pkg/exchange/bybit/convert_test.go
Normal file
62
pkg/exchange/bybit/convert_test.go
Normal file
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@ -0,0 +1,62 @@
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package bybit
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import (
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"math"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func TestToGlobalMarket(t *testing.T) {
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inst := bybitapi.Instrument{
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Symbol: "BTCUSDT",
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BaseCoin: "BTC",
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QuoteCoin: "USDT",
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Innovation: "0",
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Status: bybitapi.StatusTrading,
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MarginTrading: "both",
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LotSizeFilter: struct {
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BasePrecision fixedpoint.Value `json:"basePrecision"`
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QuotePrecision fixedpoint.Value `json:"quotePrecision"`
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MinOrderQty fixedpoint.Value `json:"minOrderQty"`
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MaxOrderQty fixedpoint.Value `json:"maxOrderQty"`
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MinOrderAmt fixedpoint.Value `json:"minOrderAmt"`
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MaxOrderAmt fixedpoint.Value `json:"maxOrderAmt"`
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}{
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BasePrecision: fixedpoint.NewFromFloat(0.000001),
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QuotePrecision: fixedpoint.NewFromFloat(0.00000001),
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MinOrderQty: fixedpoint.NewFromFloat(0.000048),
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MaxOrderQty: fixedpoint.NewFromFloat(71.73956243),
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MinOrderAmt: fixedpoint.NewFromInt(1),
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MaxOrderAmt: fixedpoint.NewFromInt(2000000),
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},
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PriceFilter: struct {
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TickSize fixedpoint.Value `json:"tickSize"`
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}{
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TickSize: fixedpoint.NewFromFloat(0.01),
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},
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}
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exp := types.Market{
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Symbol: inst.Symbol,
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LocalSymbol: inst.Symbol,
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PricePrecision: int(math.Log10(inst.LotSizeFilter.QuotePrecision.Float64())),
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VolumePrecision: int(math.Log10(inst.LotSizeFilter.BasePrecision.Float64())),
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QuoteCurrency: inst.QuoteCoin,
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BaseCurrency: inst.BaseCoin,
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MinNotional: inst.LotSizeFilter.MinOrderAmt,
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MinAmount: inst.LotSizeFilter.MinOrderAmt,
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MinQuantity: inst.LotSizeFilter.MinOrderQty,
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MaxQuantity: inst.LotSizeFilter.MaxOrderQty,
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StepSize: inst.LotSizeFilter.BasePrecision,
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MinPrice: inst.LotSizeFilter.MinOrderAmt,
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MaxPrice: inst.LotSizeFilter.MaxOrderAmt,
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TickSize: inst.PriceFilter.TickSize,
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}
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assert.Equal(t, toGlobalMarket(inst), exp)
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}
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@ -1,6 +1,8 @@
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package bybit
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import (
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"context"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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@ -43,3 +45,17 @@ func (e *Exchange) Name() types.ExchangeName {
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func (e *Exchange) PlatformFeeCurrency() string {
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return ""
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}
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
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if err != nil {
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return nil, err
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}
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marketMap := types.MarketMap{}
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for _, s := range instruments.List {
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marketMap.Add(toGlobalMarket(s))
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}
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return marketMap, nil
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}
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