pkg/exchange: refactor get symbol api

pkg/exchange/bitget/bitgetapi/get_symbols_request.go

@@ -9,6 +9,17 @@ import (
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
+type SymbolStatus string
+
+const (
+	// SymbolOffline represent market is suspended, users cannot trade.
+	SymbolOffline SymbolStatus = "offline"
+	// SymbolGray represents market is online, but user trading is not available.
+	SymbolGray SymbolStatus = "gray"
+	// SymbolOnline trading begins, users can trade.
+	SymbolOnline SymbolStatus = "online"
+)
+
 type Symbol struct {
 	Symbol              string           `json:"symbol"`
 	SymbolName          string           `json:"symbolName"`
@@ -18,10 +29,10 @@ type Symbol struct {
 	MaxTradeAmount      fixedpoint.Value `json:"maxTradeAmount"`
 	TakerFeeRate        fixedpoint.Value `json:"takerFeeRate"`
 	MakerFeeRate        fixedpoint.Value `json:"makerFeeRate"`
-	PriceScale          int              `json:"priceScale"`
+	PriceScale          fixedpoint.Value `json:"priceScale"`
-	QuantityScale       int              `json:"quantityScale"`
+	QuantityScale       fixedpoint.Value `json:"quantityScale"`
 	MinTradeUSDT        fixedpoint.Value `json:"minTradeUSDT"`
-	Status              string           `json:"status"`
+	Status              SymbolStatus     `json:"status"`
 	BuyLimitPriceRatio  fixedpoint.Value `json:"buyLimitPriceRatio"`
 	SellLimitPriceRatio fixedpoint.Value `json:"sellLimitPriceRatio"`
 }

pkg/exchange/bitget/convert.go

@@ -1,6 +1,7 @@
 package bitget
 
 import (
+	"math"
 	"strings"
 
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
@@ -23,3 +24,25 @@ func toGlobalBalance(asset bitgetapi.AccountAsset) types.Balance {
 		MaxWithdrawAmount: fixedpoint.Zero,
 	}
 }
+
+func toGlobalMarket(s bitgetapi.Symbol) types.Market {
+	if s.Status != bitgetapi.SymbolOnline {
+		log.Warnf("The symbol %s is not online", s.Symbol)
+	}
+	return types.Market{
+		Symbol:          s.SymbolName,
+		LocalSymbol:     s.Symbol,
+		PricePrecision:  s.PriceScale.Int(),
+		VolumePrecision: s.QuantityScale.Int(),
+		QuoteCurrency:   s.QuoteCoin,
+		BaseCurrency:    s.BaseCoin,
+		MinNotional:     s.MinTradeUSDT,
+		MinAmount:       s.MinTradeUSDT,
+		MinQuantity:     s.MinTradeAmount,
+		MaxQuantity:     s.MaxTradeAmount,
+		StepSize:        fixedpoint.NewFromFloat(1.0 / math.Pow10(s.QuantityScale.Int())),
+		TickSize:        fixedpoint.NewFromFloat(1.0 / math.Pow10(s.PriceScale.Int())),
+		MinPrice:        fixedpoint.Zero,
+		MaxPrice:        fixedpoint.Zero,
+	}
+}

pkg/exchange/bitget/convert_test.go

@@ -0,0 +1,66 @@
+package bitget
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestToGlobalMarket(t *testing.T) {
+	// sample:
+	//{
+	//            "symbol":"BTCUSDT_SPBL",
+	//            "symbolName":"BTCUSDT",
+	//            "baseCoin":"BTC",
+	//            "quoteCoin":"USDT",
+	//            "minTradeAmount":"0.0001",
+	//            "maxTradeAmount":"10000",
+	//            "takerFeeRate":"0.001",
+	//            "makerFeeRate":"0.001",
+	//            "priceScale":"4",
+	//            "quantityScale":"8",
+	//            "minTradeUSDT":"5",
+	//            "status":"online",
+	//            "buyLimitPriceRatio": "0.05",
+	//            "sellLimitPriceRatio": "0.05"
+	//        }
+	inst := bitgetapi.Symbol{
+		Symbol:              "BTCUSDT_SPBL",
+		SymbolName:          "BTCUSDT",
+		BaseCoin:            "BTC",
+		QuoteCoin:           "USDT",
+		MinTradeAmount:      fixedpoint.NewFromFloat(0.0001),
+		MaxTradeAmount:      fixedpoint.NewFromFloat(10000),
+		TakerFeeRate:        fixedpoint.NewFromFloat(0.001),
+		MakerFeeRate:        fixedpoint.NewFromFloat(0.001),
+		PriceScale:          fixedpoint.NewFromFloat(4),
+		QuantityScale:       fixedpoint.NewFromFloat(8),
+		MinTradeUSDT:        fixedpoint.NewFromFloat(5),
+		Status:              bitgetapi.SymbolOnline,
+		BuyLimitPriceRatio:  fixedpoint.NewFromFloat(0.05),
+		SellLimitPriceRatio: fixedpoint.NewFromFloat(0.05),
+	}
+
+	exp := types.Market{
+		Symbol:          inst.SymbolName,
+		LocalSymbol:     inst.Symbol,
+		PricePrecision:  4,
+		VolumePrecision: 8,
+		QuoteCurrency:   inst.QuoteCoin,
+		BaseCurrency:    inst.BaseCoin,
+		MinNotional:     inst.MinTradeUSDT,
+		MinAmount:       inst.MinTradeUSDT,
+		MinQuantity:     inst.MinTradeAmount,
+		MaxQuantity:     inst.MaxTradeAmount,
+		StepSize:        fixedpoint.NewFromFloat(0.00000001),
+		MinPrice:        fixedpoint.Zero,
+		MaxPrice:        fixedpoint.Zero,
+		TickSize:        fixedpoint.NewFromFloat(0.0001),
+	}
+
+	assert.Equal(t, toGlobalMarket(inst), exp)
+}

pkg/exchange/bitget/exchange.go

@@ -2,12 +2,13 @@ package bitget
 
 import (
 	"context"
-	"math"
+	"fmt"
+	"time"
 
 	"github.com/sirupsen/logrus"
+	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -19,6 +20,11 @@ var log = logrus.WithFields(logrus.Fields{
 	"exchange": ID,
 })
 
+var (
+	// queryMarketRateLimiter has its own rate limit. https://bitgetlimited.github.io/apidoc/en/spot/#get-symbols
+	queryMarketRateLimiter = rate.NewLimiter(rate.Every(time.Second/10), 5)
+)
+
 type Exchange struct {
 	key, secret, passphrase string
 
@@ -54,7 +60,10 @@ func (e *Exchange) NewStream() types.Stream {
 }
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
-	// TODO implement me
+	if err := queryMarketRateLimiter.Wait(ctx); err != nil {
+		return nil, fmt.Errorf("markets rate limiter wait error: %w", err)
+	}
+
 	req := e.client.NewGetSymbolsRequest()
 	symbols, err := req.Do(ctx)
 	if err != nil {
@@ -64,22 +73,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 	markets := types.MarketMap{}
 	for _, s := range symbols {
 		symbol := toGlobalSymbol(s.SymbolName)
-		markets[symbol] = types.Market{
+		markets[symbol] = toGlobalMarket(s)
-			Symbol:          s.SymbolName,
-			LocalSymbol:     s.Symbol,
-			PricePrecision:  s.PriceScale,
-			VolumePrecision: s.QuantityScale,
-			QuoteCurrency:   s.QuoteCoin,
-			BaseCurrency:    s.BaseCoin,
-			MinNotional:     s.MinTradeUSDT,
-			MinAmount:       s.MinTradeUSDT,
-			MinQuantity:     s.MinTradeAmount,
-			MaxQuantity:     s.MaxTradeAmount,
-			StepSize:        fixedpoint.NewFromFloat(math.Pow10(-s.QuantityScale)),
-			TickSize:        fixedpoint.NewFromFloat(math.Pow10(-s.PriceScale)),
-			MinPrice:        fixedpoint.Zero,
-			MaxPrice:        fixedpoint.Zero,
-		}
 	}
 
 	return markets, nil