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pkg/exchange: use execution.fast topoc

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This commit is contained in:
edwin 2024-10-15 15:31:19 +08:00
parent b41cd348bc
commit 74feb928c9
2 changed files with 6 additions and 8 deletions
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8
pkg/exchange/bybit/stream.go
View File

@ -438,14 +438,6 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
} }
} }
func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
err := poller.PollFeeRate(ctx)
if err != nil {
return SymbolFeeDetail{}, err
}
return getFeeRate(symbol, poller, marketsInfo), nil
}
func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail { func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail {
feeRate, found := poller.GetFeeRate(symbol) feeRate, found := poller.GetFeeRate(symbol)
if !found { if !found {

6
pkg/exchange/bybit/types.go
View File

@ -107,6 +107,7 @@ const (
TopicTypeWallet TopicType = "wallet" TopicTypeWallet TopicType = "wallet"
TopicTypeOrder TopicType = "order" TopicTypeOrder TopicType = "order"
TopicTypeKLine TopicType = "kline" TopicTypeKLine TopicType = "kline"
TopicTypeFastTrade TopicType = "execution.fast"
TopicTypeTrade TopicType = "execution" TopicTypeTrade TopicType = "execution"
) )
@ -385,6 +386,11 @@ func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, err
// IsMakerOrder = FALSE // IsMakerOrder = FALSE
// -> Side = Buy -> base currency (BTC) // -> Side = Buy -> base currency (BTC)
// -> Side = Sell -> quote currency (USDT) // -> Side = Sell -> quote currency (USDT)
//
// The `execution.fast` topic doesn't support fee currency and execution fees, so we're calculating the transaction fees here.
// Although the `execution` topic is supported, it only covers the execution fee, so you'll still need to calculate the
// fee currency.
// Overall, I chose the one with lower latency (execution.fast) and calculated the fee myself.
func calculateFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) (string, fixedpoint.Value) { func calculateFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) (string, fixedpoint.Value) {
if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker { if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker {
if t.Side == bybitapi.SideBuy { if t.Side == bybitapi.SideBuy {