Merge pull request #1759 from c9s/edwin/bybit/add-v5-execution-request

FEATURE: [bybit] integrate the v5 trade history

pkg/exchange/bybit/convert.go

@@ -325,6 +325,42 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
 	}, nil
 }
 
+func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trade, error) {
+	side, err := toGlobalSideType(trade.Side)
+	if err != nil {
+		return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
+	}
+	orderIdNum, err := strconv.ParseUint(trade.OrderId, 10, 64)
+	if err != nil {
+		return nil, fmt.Errorf("unexpected order id: %s, err: %w", trade.OrderId, err)
+	}
+	tradeIdNum, err := strconv.ParseUint(trade.ExecId, 10, 64)
+	if err != nil {
+		return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
+	}
+
+	fc, _ := calculateFee(trade, feeDetail)
+
+	return &types.Trade{
+		ID:            tradeIdNum,
+		OrderID:       orderIdNum,
+		Exchange:      types.ExchangeBybit,
+		Price:         trade.ExecPrice,
+		Quantity:      trade.ExecQty,
+		QuoteQuantity: trade.ExecPrice.Mul(trade.ExecQty),
+		Symbol:        trade.Symbol,
+		Side:          side,
+		IsBuyer:       side == types.SideTypeBuy,
+		IsMaker:       trade.IsMaker,
+		Time:          types.Time(trade.ExecTime),
+		Fee:           trade.ExecFee,
+		FeeCurrency:   fc,
+		IsMargin:      false,
+		IsFutures:     false,
+		IsIsolated:    false,
+	}, nil
+}
+
 func toGlobalBalanceMap(events []bybitapi.WalletBalances) types.BalanceMap {
 	bm := types.BalanceMap{}
 	for _, event := range events {

pkg/exchange/bybit/exchange.go

@@ -12,7 +12,6 @@ import (
 	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
-	v3 "github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi/v3"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -20,9 +19,10 @@ import (
 const (
 	maxOrderIdLen          = 36
 	defaultQueryLimit      = 50
+	defaultQueryTradeLimit = 100
 	defaultKLineLimit      = 1000
 
-	halfYearDuration = 6 * 30 * 24 * time.Hour
+	queryTradeDurationLimit = 7 * 24 * time.Hour
 )
 
 // https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
@@ -52,7 +52,13 @@ var (
 type Exchange struct {
 	key, secret string
 	client      *bybitapi.RestClient
-	v3client    *v3.Client
+	marketsInfo types.MarketMap
+
+	// feeRateProvider provides the fee rate and fee currency for each symbol.
+	// Because the bybit exchange does not provide a fee currency on traditional SPOT accounts, we need to query the marker
+	// fee rate to get the fee currency.
+	// https://bybit-exchange.github.io/docs/v5/enum#spot-fee-currency-instruction
+	FeeRatePoller
 }
 
 func New(key, secret string) (*Exchange, error) {
@@ -60,18 +66,25 @@ func New(key, secret string) (*Exchange, error) {
 	if err != nil {
 		return nil, err
 	}
-
+	ex := &Exchange{
-	if len(key) > 0 && len(secret) > 0 {
-		client.Auth(key, secret)
-	}
-
-	return &Exchange{
 		key: key,
 		// pragma: allowlist nextline secret
 		secret: secret,
 		client: client,
-		v3client: v3.NewClient(client),
+	}
-	}, nil
+	if len(key) > 0 && len(secret) > 0 {
+		client.Auth(key, secret)
+		ex.FeeRatePoller = newFeeRatePoller(ex)
+
+		ctx, cancel := context.WithTimeoutCause(context.Background(), 5*time.Second, errors.New("query markets timeout"))
+		defer cancel()
+		ex.marketsInfo, err = ex.QueryMarkets(ctx)
+		if err != nil {
+			return nil, fmt.Errorf("failed to query markets, err: %w", err)
+		}
+	}
+
+	return ex, nil
 }
 
 func (e *Exchange) Name() types.ExchangeName {
@@ -226,35 +239,14 @@ func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (tr
 	if len(q.OrderID) == 0 {
 		return nil, errors.New("orderID is required parameter")
 	}
-	req := e.v3client.NewGetTradesRequest().OrderId(q.OrderID)
+	req := e.client.NewGetExecutionListRequest().OrderId(q.OrderID)
 
 	if len(q.Symbol) != 0 {
 		req.Symbol(q.Symbol)
 	}
+	req.Limit(defaultQueryTradeLimit)
 
-	if err := queryOrderTradeRateLimiter.Wait(ctx); err != nil {
+	return e.queryTrades(ctx, req)
-		return nil, fmt.Errorf("trade rate limiter wait error: %w", err)
-	}
-	response, err := req.Do(ctx)
-	if err != nil {
-		return nil, fmt.Errorf("failed to query order trades, err: %w", err)
-	}
-
-	var errs error
-	for _, trade := range response.List {
-		res, err := v3ToGlobalTrade(trade)
-		if err != nil {
-			errs = multierr.Append(errs, err)
-			continue
-		}
-		trades = append(trades, *res)
-	}
-
-	if errs != nil {
-		return nil, errs
-	}
-
-	return trades, nil
 }
 
 func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) {
@@ -432,32 +424,65 @@ func (e *Exchange) QueryClosedOrders(
 	return types.SortOrdersAscending(orders), nil
 }
 
-/*
+func (e *Exchange) queryTrades(ctx context.Context, req *bybitapi.GetExecutionListRequest) (trades []types.Trade, err error) {
-QueryTrades queries trades by time range or trade id range.
+	cursor := ""
-If options.StartTime is not specified, you can only query for records in the last 7 days.
+	for {
-If you want to query for records older than 7 days, options.StartTime is required.
+		if len(cursor) != 0 {
-It supports to query records up to 180 days.
+			req = req.Cursor(cursor)
+		}
 
-** Here includes MakerRebate. If needed, let's discuss how to modify it to return in trade. **
+		res, err := req.Do(ctx)
-** StartTime and EndTime are inclusive. **
+		if err != nil {
-** StartTime and EndTime cannot exceed 180 days. **
+			return nil, fmt.Errorf("failed to query trades, err: %w", err)
-** StartTime, EndTime, FromTradeId can be used together. **
+		}
-** If the `FromTradeId` is passed, and `ToTradeId` is null, then the result is sorted by tradeId in `ascend`.
+
-Otherwise, the result is sorted by tradeId in `descend`. **
+		for _, trade := range res.List {
+			feeRate, err := pollAndGetFeeRate(ctx, trade.Symbol, e.FeeRatePoller, e.marketsInfo)
+			if err != nil {
+				return nil, fmt.Errorf("failed to get fee rate, err: %v", err)
+			}
+			trade, err := toGlobalTrade(trade, feeRate)
+			if err != nil {
+				return nil, fmt.Errorf("failed to convert trade, err: %v", err)
+			}
+
+			trades = append(trades, *trade)
+		}
+
+		if len(res.NextPageCursor) == 0 {
+			break
+		}
+		cursor = res.NextPageCursor
+	}
+
+	return trades, nil
+
+}
+
+/*
+QueryTrades queries trades by time range.
+** startTime and endTime are not passed, return 7 days by default **
+** Only startTime is passed, return range between startTime and startTime+7 days **
+** Only endTime is passed, return range between endTime-7 days and endTime **
+** If both are passed, the rule is endTime - startTime <= 7 days **
 */
 func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
-	// using v3 client, since the v5 API does not support feeCurrency.
+	req := e.client.NewGetExecutionListRequest()
-	req := e.v3client.NewGetTradesRequest()
 	req.Symbol(symbol)
 
-	// If `lastTradeId` is given and greater than 0, the query will use it as a condition and the retrieved result will be
+	if options.StartTime != nil && options.EndTime != nil {
-	// in `ascending` order. We can use `lastTradeId` to retrieve all the data. So we hack it to '1' if `lastTradeID` is '0'.
+		if options.EndTime.Before(*options.StartTime) {
-	// If 0 is given, it will not be used as a condition and the result will be in `descending` order. The FromTradeId
+			return nil, fmt.Errorf("end time is before start time, start time: %s, end time: %s", options.StartTime.String(), options.EndTime.String())
-	// option cannot be used to retrieve more data.
-	req.FromTradeId(strconv.FormatUint(options.LastTradeID, 10))
-	if options.LastTradeID == 0 {
-		req.FromTradeId("1")
 		}
+
+		if options.EndTime.Sub(*options.StartTime) > queryTradeDurationLimit {
+			newStartTime := options.EndTime.Add(-queryTradeDurationLimit)
+
+			log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The time range exceeds the server boundary: %s, start time: %s, end time: %s, updated start time %s -> %s", queryTradeDurationLimit, options.StartTime.String(), options.EndTime.String(), options.StartTime.String(), newStartTime.String())
+			options.StartTime = &newStartTime
+		}
+	}
+
 	if options.StartTime != nil {
 		req.StartTime(options.StartTime.UTC())
 	}
@@ -466,35 +491,13 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 	}
 
 	limit := uint64(options.Limit)
-	if limit > defaultQueryLimit || limit <= 0 {
+	if limit > defaultQueryTradeLimit || limit <= 0 {
-		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", defaultQueryLimit, options.Limit)
+		log.Debugf("the parameter limit exceeds the server boundary or is set to zero. changed to %d, original value: %d", defaultQueryTradeLimit, options.Limit)
-		limit = defaultQueryLimit
+		limit = defaultQueryTradeLimit
 	}
 	req.Limit(limit)
 
-	if err := queryOrderTradeRateLimiter.Wait(ctx); err != nil {
+	return e.queryTrades(ctx, req)
-		return nil, fmt.Errorf("trade rate limiter wait error: %w", err)
-	}
-	response, err := req.Do(ctx)
-	if err != nil {
-		return nil, fmt.Errorf("failed to query trades, err: %w", err)
-	}
-
-	var errs error
-	for _, trade := range response.List {
-		res, err := v3ToGlobalTrade(trade)
-		if err != nil {
-			errs = multierr.Append(errs, err)
-			continue
-		}
-		trades = append(trades, *res)
-	}
-
-	if errs != nil {
-		return nil, errs
-	}
-
-	return trades, nil
 }
 
 func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {

pkg/exchange/bybit/market_info_poller.go

@@ -21,7 +21,13 @@ var (
 	pollFeeRateRateLimiter = rate.NewLimiter(rate.Every(10*time.Minute), 1)
 )
 
-type symbolFeeDetail struct {
+type FeeRatePoller interface {
+	StartFeeRatePoller(ctx context.Context)
+	GetFeeRate(symbol string) (SymbolFeeDetail, bool)
+	PollFeeRate(ctx context.Context) error
+}
+
+type SymbolFeeDetail struct {
 	bybitapi.FeeRate
 
 	BaseCoin  string
@@ -34,24 +40,27 @@ type feeRatePoller struct {
 	once   sync.Once
 	client MarketInfoProvider
 
-	symbolFeeDetail map[string]symbolFeeDetail
+	// lastSyncTime is the last time the fee rate was updated.
+	lastSyncTime time.Time
+
+	symbolFeeDetail map[string]SymbolFeeDetail
 }
 
 func newFeeRatePoller(marketInfoProvider MarketInfoProvider) *feeRatePoller {
 	return &feeRatePoller{
 		client:          marketInfoProvider,
-		symbolFeeDetail: map[string]symbolFeeDetail{},
+		symbolFeeDetail: map[string]SymbolFeeDetail{},
 	}
 }
 
-func (p *feeRatePoller) Start(ctx context.Context) {
+func (p *feeRatePoller) StartFeeRatePoller(ctx context.Context) {
 	p.once.Do(func() {
 		p.startLoop(ctx)
 	})
 }
 
 func (p *feeRatePoller) startLoop(ctx context.Context) {
-	err := p.poll(ctx)
+	err := p.PollFeeRate(ctx)
 	if err != nil {
 		log.WithError(err).Warn("failed to initialize the fee rate, the ticker is scheduled to update it subsequently")
 	}
@@ -67,22 +76,27 @@ func (p *feeRatePoller) startLoop(ctx context.Context) {
 
 			return
 		case <-ticker.C:
-			if err := p.poll(ctx); err != nil {
+			if err := p.PollFeeRate(ctx); err != nil {
 				log.WithError(err).Warn("failed to update fee rate")
 			}
 		}
 	}
 }
 
-func (p *feeRatePoller) poll(ctx context.Context) error {
+func (p *feeRatePoller) PollFeeRate(ctx context.Context) error {
+	p.mu.Lock()
+	defer p.mu.Unlock()
+	// the poll will be called frequently, so we need to check the last sync time.
+	if time.Since(p.lastSyncTime) < feeRatePollingPeriod {
+		return nil
+	}
 	symbolFeeRate, err := p.getAllFeeRates(ctx)
 	if err != nil {
 		return err
 	}
 
-	p.mu.Lock()
 	p.symbolFeeDetail = symbolFeeRate
-	p.mu.Unlock()
+	p.lastSyncTime = time.Now()
 
 	if pollFeeRateRateLimiter.Allow() {
 		log.Infof("updated fee rate: %+v", p.symbolFeeDetail)
@@ -91,7 +105,7 @@ func (p *feeRatePoller) poll(ctx context.Context) error {
 	return nil
 }
 
-func (p *feeRatePoller) Get(symbol string) (symbolFeeDetail, bool) {
+func (p *feeRatePoller) GetFeeRate(symbol string) (SymbolFeeDetail, bool) {
 	p.mu.Lock()
 	defer p.mu.Unlock()
 
@@ -99,16 +113,16 @@ func (p *feeRatePoller) Get(symbol string) (symbolFeeDetail, bool) {
 	return fee, found
 }
 
-func (e *feeRatePoller) getAllFeeRates(ctx context.Context) (map[string]symbolFeeDetail, error) {
+func (e *feeRatePoller) getAllFeeRates(ctx context.Context) (map[string]SymbolFeeDetail, error) {
 	feeRates, err := e.client.GetAllFeeRates(ctx)
 	if err != nil {
 		return nil, fmt.Errorf("failed to call get fee rates: %w", err)
 	}
 
-	symbolMap := map[string]symbolFeeDetail{}
+	symbolMap := map[string]SymbolFeeDetail{}
 	for _, f := range feeRates.List {
 		if _, found := symbolMap[f.Symbol]; !found {
-			symbolMap[f.Symbol] = symbolFeeDetail{FeeRate: f}
+			symbolMap[f.Symbol] = SymbolFeeDetail{FeeRate: f}
 		}
 	}
 
@@ -117,7 +131,7 @@ func (e *feeRatePoller) getAllFeeRates(ctx context.Context) (map[string]symbolFe
 		return nil, fmt.Errorf("failed to get markets: %w", err)
 	}
 
-	// update base coin, quote coin into symbolFeeDetail
+	// update base coin, quote coin into SymbolFeeDetail
 	for _, mkt := range mkts {
 		feeRate, found := symbolMap[mkt.Symbol]
 		if !found {

pkg/exchange/bybit/market_info_poller_test.go

@@ -3,16 +3,14 @@ package bybit
 import (
 	"context"
 	"fmt"
-	"testing"
-
-	"github.com/pkg/errors"
-	"github.com/stretchr/testify/assert"
-	"go.uber.org/mock/gomock"
-
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
 	"github.com/c9s/bbgo/pkg/exchange/bybit/mocks"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
+	"github.com/stretchr/testify/assert"
+	"go.uber.org/mock/gomock"
+	"testing"
 )
 
 func TestFeeRatePoller_getAllFeeRates(t *testing.T) {
@@ -64,7 +62,7 @@ func TestFeeRatePoller_getAllFeeRates(t *testing.T) {
 		mockMarketProvider.EXPECT().GetAllFeeRates(ctx).Return(feeRates, nil).Times(1)
 		mockMarketProvider.EXPECT().QueryMarkets(ctx).Return(mkts, nil).Times(1)
 
-		expFeeRates := map[string]symbolFeeDetail{
+		expFeeRates := map[string]SymbolFeeDetail{
 			"BTCUSDT": {
 				FeeRate:   feeRates.List[0],
 				BaseCoin:  "BTC",
@@ -113,7 +111,7 @@ func TestFeeRatePoller_getAllFeeRates(t *testing.T) {
 
 		symbolFeeDetails, err := s.getAllFeeRates(ctx)
 		assert.Equal(t, fmt.Errorf("failed to get markets: %w", unknownErr), err)
-		assert.Equal(t, map[string]symbolFeeDetail(nil), symbolFeeDetails)
+		assert.Equal(t, map[string]SymbolFeeDetail(nil), symbolFeeDetails)
 	})
 
 	t.Run("failed to get fee rates", func(t *testing.T) {
@@ -128,7 +126,7 @@ func TestFeeRatePoller_getAllFeeRates(t *testing.T) {
 
 		symbolFeeDetails, err := s.getAllFeeRates(ctx)
 		assert.Equal(t, fmt.Errorf("failed to call get fee rates: %w", unknownErr), err)
-		assert.Equal(t, map[string]symbolFeeDetail(nil), symbolFeeDetails)
+		assert.Equal(t, map[string]SymbolFeeDetail(nil), symbolFeeDetails)
 	})
 }
 
@@ -139,7 +137,7 @@ func Test_feeRatePoller_Get(t *testing.T) {
 	mockMarketProvider := mocks.NewMockStreamDataProvider(mockCtrl)
 	t.Run("found", func(t *testing.T) {
 		symbol := "BTCUSDT"
-		expFeeDetail := symbolFeeDetail{
+		expFeeDetail := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       symbol,
 				TakerFeeRate: fixedpoint.NewFromFloat(0.1),
@@ -151,12 +149,12 @@ func Test_feeRatePoller_Get(t *testing.T) {
 
 		s := &feeRatePoller{
 			client: mockMarketProvider,
-			symbolFeeDetail: map[string]symbolFeeDetail{
+			symbolFeeDetail: map[string]SymbolFeeDetail{
 				symbol: expFeeDetail,
 			},
 		}
 
-		res, found := s.Get(symbol)
+		res, found := s.GetFeeRate(symbol)
 		assert.True(t, found)
 		assert.Equal(t, expFeeDetail, res)
 	})
@@ -164,10 +162,10 @@ func Test_feeRatePoller_Get(t *testing.T) {
 		symbol := "BTCUSDT"
 		s := &feeRatePoller{
 			client:          mockMarketProvider,
-			symbolFeeDetail: map[string]symbolFeeDetail{},
+			symbolFeeDetail: map[string]SymbolFeeDetail{},
 		}
 
-		_, found := s.Get(symbol)
+		_, found := s.GetFeeRate(symbol)
 		assert.False(t, found)
 	})
 }

pkg/exchange/bybit/stream.go

@@ -51,6 +51,7 @@ type AccountBalanceProvider interface {
 type StreamDataProvider interface {
 	MarketInfoProvider
 	AccountBalanceProvider
+	FeeRatePoller
 }
 
 //go:generate callbackgen -type Stream
@@ -59,7 +60,7 @@ type Stream struct {
 
 	key, secret        string
 	streamDataProvider StreamDataProvider
-	feeRateProvider    *feeRatePoller
+	feeRateProvider    FeeRatePoller
 	marketsInfo        types.MarketMap
 
 	bookEventCallbacks        []func(e BookEvent)
@@ -77,7 +78,6 @@ func NewStream(key, secret string, userDataProvider StreamDataProvider) *Stream
 		key:                key,
 		secret:             secret,
 		streamDataProvider: userDataProvider,
-		feeRateProvider:    newFeeRatePoller(userDataProvider),
 	}
 
 	stream.SetEndpointCreator(stream.createEndpoint)
@@ -91,7 +91,7 @@ func NewStream(key, secret string, userDataProvider StreamDataProvider) *Stream
 		}
 
 		// get account fee rate
-		go stream.feeRateProvider.Start(ctx)
+		go stream.streamDataProvider.StartFeeRatePoller(ctx)
 
 		stream.marketsInfo, err = stream.streamDataProvider.QueryMarkets(ctx)
 		if err != nil {
@@ -439,13 +439,20 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
 	}
 }
 
-func (s *Stream) handleTradeEvent(events []TradeEvent) {
+func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
-	for _, event := range events {
+	err := poller.PollFeeRate(ctx)
-		feeRate, found := s.feeRateProvider.Get(event.Symbol)
+	if err != nil {
+		return SymbolFeeDetail{}, err
+	}
+	return getFeeRate(symbol, poller, marketsInfo), nil
+}
+
+func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail {
+	feeRate, found := poller.GetFeeRate(symbol)
 	if !found {
-			feeRate = symbolFeeDetail{
+		feeRate = SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
-					Symbol:       event.Symbol,
+				Symbol:       symbol,
 				TakerFeeRate: defaultTakerFee,
 				MakerFeeRate: defaultMakerFee,
 			},
@@ -453,7 +460,7 @@ func (s *Stream) handleTradeEvent(events []TradeEvent) {
 			QuoteCoin: "",
 		}
 
-			if market, ok := s.marketsInfo[event.Symbol]; ok {
+		if market, ok := marketsInfo[symbol]; ok {
 			feeRate.BaseCoin = market.BaseCurrency
 			feeRate.QuoteCoin = market.QuoteCurrency
 		}
@@ -461,7 +468,7 @@ func (s *Stream) handleTradeEvent(events []TradeEvent) {
 		if tradeLogLimiter.Allow() {
 			// The error log level was utilized due to a detected discrepancy in the fee calculations.
 			log.Errorf("failed to get %s fee rate, use default taker fee %f, maker fee %f, base coin: %s, quote coin: %s",
-					event.Symbol,
+				symbol,
 				feeRate.TakerFeeRate.Float64(),
 				feeRate.MakerFeeRate.Float64(),
 				feeRate.BaseCoin,
@@ -469,7 +476,12 @@ func (s *Stream) handleTradeEvent(events []TradeEvent) {
 			)
 		}
 	}
+	return feeRate
+}
 
+func (s *Stream) handleTradeEvent(events []TradeEvent) {
+	for _, event := range events {
+		feeRate := getFeeRate(event.Symbol, s.feeRateProvider, s.marketsInfo)
 		gTrade, err := event.toGlobalTrade(feeRate)
 		if err != nil {
 			if tradeLogLimiter.Allow() {

pkg/exchange/bybit/types.go

@@ -327,7 +327,7 @@ type TradeEvent struct {
 	TradeIv string `json:"tradeIv"`
 }
 
-func (t *TradeEvent) toGlobalTrade(symbolFee symbolFeeDetail) (*types.Trade, error) {
+func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, error) {
 	if t.Category != bybitapi.CategorySpot {
 		return nil, fmt.Errorf("unexected category: %s", t.Category)
 	}
@@ -385,7 +385,7 @@ func (t *TradeEvent) toGlobalTrade(symbolFee symbolFeeDetail) (*types.Trade, err
 //     IsMakerOrder = FALSE
 //     -> Side = Buy -> base currency (BTC)
 //     -> Side = Sell -> quote currency (USDT)
-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 t.Side == bybitapi.SideBuy {
 			return feeDetail.BaseCoin, baseCoinAsFee(t, feeDetail)
@@ -399,14 +399,14 @@ func calculateFee(t bybitapi.Trade, feeDetail symbolFeeDetail) (string, fixedpoi
 	return feeDetail.BaseCoin, baseCoinAsFee(t, feeDetail)
 }
 
-func baseCoinAsFee(t bybitapi.Trade, feeDetail symbolFeeDetail) fixedpoint.Value {
+func baseCoinAsFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) fixedpoint.Value {
 	if t.IsMaker {
 		return feeDetail.MakerFeeRate.Mul(t.ExecQty)
 	}
 	return feeDetail.TakerFeeRate.Mul(t.ExecQty)
 }
 
-func quoteCoinAsFee(t bybitapi.Trade, feeDetail symbolFeeDetail) fixedpoint.Value {
+func quoteCoinAsFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) fixedpoint.Value {
 	baseFee := t.ExecPrice.Mul(t.ExecQty)
 	if t.IsMaker {
 		return feeDetail.MakerFeeRate.Mul(baseFee)

pkg/exchange/bybit/types_test.go

@@ -528,7 +528,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 		}
 	*/
 	t.Run("succeeds", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -597,7 +597,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 			Category: "test-spot",
 		}
 
-		actualTrade, err := tradeEvent.toGlobalTrade(symbolFeeDetail{})
+		actualTrade, err := tradeEvent.toGlobalTrade(SymbolFeeDetail{})
 		assert.Equal(t, fmt.Errorf("unexected category: %s", tradeEvent.Category), err)
 		assert.Nil(t, actualTrade)
 	})
@@ -610,7 +610,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 			Category: "spot",
 		}
 
-		actualTrade, err := tradeEvent.toGlobalTrade(symbolFeeDetail{})
+		actualTrade, err := tradeEvent.toGlobalTrade(SymbolFeeDetail{})
 		assert.Equal(t, fmt.Errorf("unexpected side: BOTH"), err)
 		assert.Nil(t, actualTrade)
 	})
@@ -625,7 +625,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 		}
 
 		_, nerr := strconv.ParseUint(tradeEvent.OrderId, 10, 64)
-		actualTrade, err := tradeEvent.toGlobalTrade(symbolFeeDetail{})
+		actualTrade, err := tradeEvent.toGlobalTrade(SymbolFeeDetail{})
 		assert.Equal(t, fmt.Errorf("unexpected order id: %s, err: %w", tradeEvent.OrderId, nerr), err)
 		assert.Nil(t, actualTrade)
 	})
@@ -641,7 +641,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 		}
 
 		_, nerr := strconv.ParseUint(tradeEvent.ExecId, 10, 64)
-		actualTrade, err := tradeEvent.toGlobalTrade(symbolFeeDetail{})
+		actualTrade, err := tradeEvent.toGlobalTrade(SymbolFeeDetail{})
 		assert.Equal(t, fmt.Errorf("unexpected exec id: %s, err: %w", tradeEvent.ExecId, nerr), err)
 		assert.Nil(t, actualTrade)
 	})
@@ -649,7 +649,7 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 
 func TestTradeEvent_CalculateFee(t *testing.T) {
 	t.Run("maker fee positive, maker, buyer", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -676,7 +676,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee positive, maker, seller", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -703,7 +703,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee positive, taker, buyer", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -730,7 +730,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee positive, taker, seller", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -757,7 +757,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee negative, maker, buyer", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(-0.001),
@@ -784,7 +784,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee negative, maker, seller", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(-0.001),
@@ -811,7 +811,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee negative, taker, buyer", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(-0.001),
@@ -838,7 +838,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 	})
 
 	t.Run("maker fee negative, taker, seller", func(t *testing.T) {
-		symbolFee := symbolFeeDetail{
+		symbolFee := SymbolFeeDetail{
 			FeeRate: bybitapi.FeeRate{
 				Symbol:       "BTCUSDT",
 				TakerFeeRate: fixedpoint.NewFromFloat(-0.001),
@@ -867,7 +867,7 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 }
 
 func TestTradeEvent_baseCoinAsFee(t *testing.T) {
-	symbolFee := symbolFeeDetail{
+	symbolFee := SymbolFeeDetail{
 		FeeRate: bybitapi.FeeRate{
 			Symbol:       "BTCUSDT",
 			TakerFeeRate: fixedpoint.NewFromFloat(0.001),
@@ -892,7 +892,7 @@ func TestTradeEvent_baseCoinAsFee(t *testing.T) {
 }
 
 func TestTradeEvent_quoteCoinAsFee(t *testing.T) {
-	symbolFee := symbolFeeDetail{
+	symbolFee := SymbolFeeDetail{
 		FeeRate: bybitapi.FeeRate{
 			Symbol:       "BTCUSDT",
 			TakerFeeRate: fixedpoint.NewFromFloat(0.001),