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pkg/exchange: export SymbolFeeDetail struct

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This commit is contained in:
edwin 2024-09-30 21:28:21 +08:00
parent eb2a7421da
commit 7f1e1a3a51
6 changed files with 39 additions and 39 deletions
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2
pkg/exchange/bybit/convert.go
View File

@ -325,7 +325,7 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
}, nil
}
func toGlobalTrade(trade bybitapi.Trade, feeDetail symbolFeeDetail) (*types.Trade, error) {
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)

18
pkg/exchange/bybit/market_info_poller.go
View File

@ -23,11 +23,11 @@ var (
type FeeRatePoller interface {
Start(ctx context.Context)
Get(symbol string) (symbolFeeDetail, bool)
Get(symbol string) (SymbolFeeDetail, bool)
Poll(ctx context.Context) error
}
type symbolFeeDetail struct {
type SymbolFeeDetail struct {
bybitapi.FeeRate
BaseCoin string
@ -43,13 +43,13 @@ type feeRatePoller struct {
// lastSyncTime is the last time the fee rate was updated.
lastSyncTime time.Time
symbolFeeDetail map[string]symbolFeeDetail
symbolFeeDetail map[string]SymbolFeeDetail
}
func newFeeRatePoller(marketInfoProvider MarketInfoProvider) *feeRatePoller {
return &feeRatePoller{
client: marketInfoProvider,
symbolFeeDetail: map[string]symbolFeeDetail{},
symbolFeeDetail: map[string]SymbolFeeDetail{},
}
}
@ -105,7 +105,7 @@ func (p *feeRatePoller) Poll(ctx context.Context) error {
return nil
}
func (p *feeRatePoller) Get(symbol string) (symbolFeeDetail, bool) {
func (p *feeRatePoller) Get(symbol string) (SymbolFeeDetail, bool) {
p.mu.Lock()
defer p.mu.Unlock()
@ -113,16 +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}
}
}
@ -131,7 +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 {

12
pkg/exchange/bybit/market_info_poller_test.go
View File

@ -62,7 +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",
@ -111,7 +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) {
@ -126,7 +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)
})
}
@ -137,7 +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),
@ -149,7 +149,7 @@ func Test_feeRatePoller_Get(t *testing.T) {
s := &feeRatePoller{
client: mockMarketProvider,
symbolFeeDetail: map[string]symbolFeeDetail{
symbolFeeDetail: map[string]SymbolFeeDetail{
symbol: expFeeDetail,
},
}
@ -162,7 +162,7 @@ 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)

8
pkg/exchange/bybit/stream.go
View File

@ -439,18 +439,18 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
}
}
func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (symbolFeeDetail, error) {
func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
err := poller.Poll(ctx)
if err != nil {
return symbolFeeDetail{}, err
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.Get(symbol)
if !found {
feeRate = symbolFeeDetail{
feeRate = SymbolFeeDetail{
FeeRate: bybitapi.FeeRate{
Symbol: symbol,
TakerFeeRate: defaultTakerFee,

8
pkg/exchange/bybit/types.go
View File

@ -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)

30
pkg/exchange/bybit/types_test.go
View File

@ -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),