pkg/exchange: add query market to bybit

pkg/exchange/bybit/bybitapi/get_instruments_info_request.go

@@ -11,7 +11,10 @@ import (
 
 type InstrumentsInfo struct {
 	Category Category     `json:"category"`
-	List     []struct {
+	List     []Instrument `json:"list"`
+}
+
+type Instrument struct {
 	Symbol        string `json:"symbol"`
 	BaseCoin      string `json:"baseCoin"`
 	QuoteCoin     string `json:"quoteCoin"`
@@ -30,7 +33,6 @@ type InstrumentsInfo struct {
 	PriceFilter struct {
 		TickSize fixedpoint.Value `json:"tickSize"`
 	} `json:"priceFilter"`
-	} `json:"list"`
 }
 
 //go:generate GetRequest -url "/v5/market/instruments-info" -type GetInstrumentsInfoRequest -responseDataType .InstrumentsInfo
@@ -39,7 +41,10 @@ type GetInstrumentsInfoRequest struct {
 
 	category Category `param:"category,query" validValues:"spot"`
 	symbol   *string  `param:"symbol,query"`
+
+	// limit is invalid if category spot.
 	limit *uint64 `param:"limit,query"`
+	// cursor is invalid if category spot.
 	cursor *string `param:"cursor,query"`
 }
 

pkg/exchange/bybit/convert.go

@@ -0,0 +1,53 @@
+package bybit
+
+import (
+	"math"
+
+	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func toGlobalMarket(m bybitapi.Instrument) types.Market {
+	// sample:
+	//Symbol: BTCUSDT
+	//BaseCoin: BTC
+	//QuoteCoin: USDT
+	//Innovation: 0
+	//Status: Trading
+	//MarginTrading: both
+	//
+	//LotSizeFilter:
+	//{
+	//    BasePrecision: 0.000001
+	//    QuotePrecision: 0.00000001
+	//    MinOrderQty: 0.000048
+	//    MaxOrderQty: 71.73956243
+	//    MinOrderAmt: 1
+	//    MaxOrderAmt: 2000000
+	//}
+	//
+	//PriceFilter:
+	//{
+	//    TickSize: 0.01
+	//}
+	return types.Market{
+		Symbol:          m.Symbol,
+		LocalSymbol:     m.Symbol,
+		PricePrecision:  int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
+		VolumePrecision: int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
+		QuoteCurrency:   m.QuoteCoin,
+		BaseCurrency:    m.BaseCoin,
+		MinNotional:     m.LotSizeFilter.MinOrderAmt,
+		MinAmount:       m.LotSizeFilter.MinOrderAmt,
+
+		// quantity
+		MinQuantity: m.LotSizeFilter.MinOrderQty,
+		MaxQuantity: m.LotSizeFilter.MaxOrderQty,
+		StepSize:    m.LotSizeFilter.BasePrecision,
+
+		// price
+		MinPrice: m.LotSizeFilter.MinOrderAmt,
+		MaxPrice: m.LotSizeFilter.MaxOrderAmt,
+		TickSize: m.PriceFilter.TickSize,
+	}
+}

pkg/exchange/bybit/convert_test.go

@@ -0,0 +1,62 @@
+package bybit
+
+import (
+	"math"
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestToGlobalMarket(t *testing.T) {
+	inst := bybitapi.Instrument{
+		Symbol:        "BTCUSDT",
+		BaseCoin:      "BTC",
+		QuoteCoin:     "USDT",
+		Innovation:    "0",
+		Status:        bybitapi.StatusTrading,
+		MarginTrading: "both",
+		LotSizeFilter: struct {
+			BasePrecision  fixedpoint.Value `json:"basePrecision"`
+			QuotePrecision fixedpoint.Value `json:"quotePrecision"`
+			MinOrderQty    fixedpoint.Value `json:"minOrderQty"`
+			MaxOrderQty    fixedpoint.Value `json:"maxOrderQty"`
+			MinOrderAmt    fixedpoint.Value `json:"minOrderAmt"`
+			MaxOrderAmt    fixedpoint.Value `json:"maxOrderAmt"`
+		}{
+			BasePrecision:  fixedpoint.NewFromFloat(0.000001),
+			QuotePrecision: fixedpoint.NewFromFloat(0.00000001),
+			MinOrderQty:    fixedpoint.NewFromFloat(0.000048),
+			MaxOrderQty:    fixedpoint.NewFromFloat(71.73956243),
+			MinOrderAmt:    fixedpoint.NewFromInt(1),
+			MaxOrderAmt:    fixedpoint.NewFromInt(2000000),
+		},
+		PriceFilter: struct {
+			TickSize fixedpoint.Value `json:"tickSize"`
+		}{
+			TickSize: fixedpoint.NewFromFloat(0.01),
+		},
+	}
+
+	exp := types.Market{
+		Symbol:          inst.Symbol,
+		LocalSymbol:     inst.Symbol,
+		PricePrecision:  int(math.Log10(inst.LotSizeFilter.QuotePrecision.Float64())),
+		VolumePrecision: int(math.Log10(inst.LotSizeFilter.BasePrecision.Float64())),
+		QuoteCurrency:   inst.QuoteCoin,
+		BaseCurrency:    inst.BaseCoin,
+		MinNotional:     inst.LotSizeFilter.MinOrderAmt,
+		MinAmount:       inst.LotSizeFilter.MinOrderAmt,
+		MinQuantity:     inst.LotSizeFilter.MinOrderQty,
+		MaxQuantity:     inst.LotSizeFilter.MaxOrderQty,
+		StepSize:        inst.LotSizeFilter.BasePrecision,
+		MinPrice:        inst.LotSizeFilter.MinOrderAmt,
+		MaxPrice:        inst.LotSizeFilter.MaxOrderAmt,
+		TickSize:        inst.PriceFilter.TickSize,
+	}
+
+	assert.Equal(t, toGlobalMarket(inst), exp)
+}

pkg/exchange/bybit/exchange.go

@@ -1,6 +1,8 @@
 package bybit
 
 import (
+	"context"
+
 	"github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
@@ -43,3 +45,17 @@ func (e *Exchange) Name() types.ExchangeName {
 func (e *Exchange) PlatformFeeCurrency() string {
 	return ""
 }
+
+func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
+	instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	marketMap := types.MarketMap{}
+	for _, s := range instruments.List {
+		marketMap.Add(toGlobalMarket(s))
+	}
+
+	return marketMap, nil
+}