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pkg/exchange: use execution.fast topoc
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@ -438,14 +438,6 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
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}
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}
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func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
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err := poller.PollFeeRate(ctx)
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if err != nil {
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return SymbolFeeDetail{}, err
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}
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return getFeeRate(symbol, poller, marketsInfo), nil
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}
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func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail {
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feeRate, found := poller.GetFeeRate(symbol)
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if !found {
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@ -107,6 +107,7 @@ const (
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TopicTypeWallet TopicType = "wallet"
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TopicTypeOrder TopicType = "order"
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TopicTypeKLine TopicType = "kline"
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TopicTypeFastTrade TopicType = "execution.fast"
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TopicTypeTrade TopicType = "execution"
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)
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@ -385,6 +386,11 @@ func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, err
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// IsMakerOrder = FALSE
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// -> Side = Buy -> base currency (BTC)
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// -> Side = Sell -> quote currency (USDT)
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//
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// The `execution.fast` topic doesn't support fee currency and execution fees, so we're calculating the transaction fees here.
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// Although the `execution` topic is supported, it only covers the execution fee, so you'll still need to calculate the
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// fee currency.
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// Overall, I chose the one with lower latency (execution.fast) and calculated the fee myself.
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func calculateFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) (string, fixedpoint.Value) {
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if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker {
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if t.Side == bybitapi.SideBuy {
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