pkg/exchange: mv BalanceEvent to bybitapi and rename to WalletBalances

pkg/exchange/bybit/bybitapi/get_wallet_balances_request.go

@@ -0,0 +1,62 @@
+package bybitapi
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type WalletBalances struct {
+	AccountType            AccountType      `json:"accountType"`
+	AccountIMRate          fixedpoint.Value `json:"accountIMRate"`
+	AccountMMRate          fixedpoint.Value `json:"accountMMRate"`
+	TotalEquity            fixedpoint.Value `json:"totalEquity"`
+	TotalWalletBalance     fixedpoint.Value `json:"totalWalletBalance"`
+	TotalMarginBalance     fixedpoint.Value `json:"totalMarginBalance"`
+	TotalAvailableBalance  fixedpoint.Value `json:"totalAvailableBalance"`
+	TotalPerpUPL           fixedpoint.Value `json:"totalPerpUPL"`
+	TotalInitialMargin     fixedpoint.Value `json:"totalInitialMargin"`
+	TotalMaintenanceMargin fixedpoint.Value `json:"totalMaintenanceMargin"`
+	// Account LTV: account total borrowed size / (account total equity + account total borrowed size).
+	// In non-unified mode & unified (inverse) & unified (isolated_margin), the field will be returned as an empty string.
+	AccountLTV fixedpoint.Value `json:"accountLTV"`
+	Coins      []struct {
+		Coin string `json:"coin"`
+		// Equity of current coin
+		Equity fixedpoint.Value `json:"equity"`
+		// UsdValue of current coin. If this coin cannot be collateral, then it is 0
+		UsdValue fixedpoint.Value `json:"usdValue"`
+		// WalletBalance of current coin
+		WalletBalance fixedpoint.Value `json:"walletBalance"`
+		// Free available balance for Spot wallet. This is a unique field for Normal SPOT
+		Free fixedpoint.Value
+		// Locked balance for Spot wallet. This is a unique field for Normal SPOT
+		Locked fixedpoint.Value
+		// Available amount to withdraw of current coin
+		AvailableToWithdraw fixedpoint.Value `json:"availableToWithdraw"`
+		// Available amount to borrow of current coin
+		AvailableToBorrow fixedpoint.Value `json:"availableToBorrow"`
+		// Borrow amount of current coin
+		BorrowAmount fixedpoint.Value `json:"borrowAmount"`
+		// Accrued interest
+		AccruedInterest fixedpoint.Value `json:"accruedInterest"`
+		// Pre-occupied margin for order. For portfolio margin mode, it returns ""
+		TotalOrderIM fixedpoint.Value `json:"totalOrderIM"`
+		// Sum of initial margin of all positions + Pre-occupied liquidation fee. For portfolio margin mode, it returns ""
+		TotalPositionIM fixedpoint.Value `json:"totalPositionIM"`
+		// Sum of maintenance margin for all positions. For portfolio margin mode, it returns ""
+		TotalPositionMM fixedpoint.Value `json:"totalPositionMM"`
+		// Unrealised P&L
+		UnrealisedPnl fixedpoint.Value `json:"unrealisedPnl"`
+		// Cumulative Realised P&L
+		CumRealisedPnl fixedpoint.Value `json:"cumRealisedPnl"`
+		// Bonus. This is a unique field for UNIFIED account
+		Bonus fixedpoint.Value `json:"bonus"`
+		// Whether it can be used as a margin collateral currency (platform)
+		// - When marginCollateral=false, then collateralSwitch is meaningless
+		// -  This is a unique field for UNIFIED account
+		CollateralSwitch bool `json:"collateralSwitch"`
+		// Whether the collateral is turned on by user (user)
+		// - When marginCollateral=true, then collateralSwitch is meaningful
+		// - This is a unique field for UNIFIED account
+		MarginCollateral bool `json:"marginCollateral"`
+	} `json:"coin"`
+}

pkg/exchange/bybit/bybitapi/types.go

@@ -87,3 +87,7 @@ const (
 	TimeInForceIOC TimeInForce = "IOC"
 	TimeInForceFOK TimeInForce = "FOK"
 )
+
+type AccountType string
+
+const AccountTypeSpot AccountType = "SPOT"

pkg/exchange/bybit/convert.go

@@ -265,3 +265,21 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
 		IsIsolated:    false,
 	}, nil
 }
+
+func toGlobalBalanceMap(events []bybitapi.WalletBalances) types.BalanceMap {
+	bm := types.BalanceMap{}
+	for _, event := range events {
+		if event.AccountType != bybitapi.AccountTypeSpot {
+			continue
+		}
+
+		for _, obj := range event.Coins {
+			bm[obj.Coin] = types.Balance{
+				Currency:  obj.Coin,
+				Available: obj.Free,
+				Locked:    obj.Locked,
+			}
+		}
+	}
+	return bm
+}

pkg/exchange/bybit/stream.go

@@ -33,7 +33,7 @@ type Stream struct {
 	types.StandardStream
 
 	bookEventCallbacks   []func(e BookEvent)
-	walletEventCallbacks []func(e []WalletEvent)
+	walletEventCallbacks []func(e []bybitapi.WalletBalances)
 	orderEventCallbacks  []func(e []OrderEvent)
 }
 
@@ -77,7 +77,7 @@ func (s *Stream) dispatchEvent(event interface{}) {
 	case *BookEvent:
 		s.EmitBookEvent(*e)
 
-	case []WalletEvent:
+	case []bybitapi.WalletBalances:
 		s.EmitWalletEvent(e)
 
 	case []OrderEvent:
@@ -110,7 +110,7 @@ func (s *Stream) parseWebSocketEvent(in []byte) (interface{}, error) {
 			return &book, nil
 
 		case TopicTypeWallet:
-			var wallets []WalletEvent
+			var wallets []bybitapi.WalletBalances
 			return wallets, json.Unmarshal(e.WebSocketTopicEvent.Data, &wallets)
 
 		case TopicTypeOrder:
@@ -239,23 +239,8 @@ func (s *Stream) handleBookEvent(e BookEvent) {
 	}
 }
 
-func (s *Stream) handleWalletEvent(events []WalletEvent) {
+func (s *Stream) handleWalletEvent(events []bybitapi.WalletBalances) {
-	bm := types.BalanceMap{}
+	s.StandardStream.EmitBalanceSnapshot(toGlobalBalanceMap(events))
-	for _, event := range events {
-		if event.AccountType != AccountTypeSpot {
-			return
-		}
-
-		for _, obj := range event.Coins {
-			bm[obj.Coin] = types.Balance{
-				Currency:  obj.Coin,
-				Available: obj.Free,
-				Locked:    obj.Locked,
-			}
-		}
-	}
-
-	s.StandardStream.EmitBalanceSnapshot(bm)
 }
 
 func (s *Stream) handleOrderEvent(events []OrderEvent) {

pkg/exchange/bybit/stream_callbacks.go

@@ -2,7 +2,9 @@
 
 package bybit
 
-import ()
+import (
+	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
+)
 
 func (s *Stream) OnBookEvent(cb func(e BookEvent)) {
 	s.bookEventCallbacks = append(s.bookEventCallbacks, cb)
@@ -14,11 +16,11 @@ func (s *Stream) EmitBookEvent(e BookEvent) {
 	}
 }
 
-func (s *Stream) OnWalletEvent(cb func(e []WalletEvent)) {
+func (s *Stream) OnWalletEvent(cb func(e []bybitapi.WalletBalances)) {
 	s.walletEventCallbacks = append(s.walletEventCallbacks, cb)
 }
 
-func (s *Stream) EmitWalletEvent(e []WalletEvent) {
+func (s *Stream) EmitWalletEvent(e []bybitapi.WalletBalances) {
 	for _, cb := range s.walletEventCallbacks {
 		cb(e)
 	}

pkg/exchange/bybit/types.go

@@ -143,67 +143,6 @@ func getTopicType(topic string) TopicType {
 	return TopicType(slice[0])
 }
 
-type AccountType string
-
-const AccountTypeSpot AccountType = "SPOT"
-
-type WalletEvent struct {
-	AccountType            AccountType      `json:"accountType"`
-	AccountIMRate          fixedpoint.Value `json:"accountIMRate"`
-	AccountMMRate          fixedpoint.Value `json:"accountMMRate"`
-	TotalEquity            fixedpoint.Value `json:"totalEquity"`
-	TotalWalletBalance     fixedpoint.Value `json:"totalWalletBalance"`
-	TotalMarginBalance     fixedpoint.Value `json:"totalMarginBalance"`
-	TotalAvailableBalance  fixedpoint.Value `json:"totalAvailableBalance"`
-	TotalPerpUPL           fixedpoint.Value `json:"totalPerpUPL"`
-	TotalInitialMargin     fixedpoint.Value `json:"totalInitialMargin"`
-	TotalMaintenanceMargin fixedpoint.Value `json:"totalMaintenanceMargin"`
-	// Account LTV: account total borrowed size / (account total equity + account total borrowed size).
-	// In non-unified mode & unified (inverse) & unified (isolated_margin), the field will be returned as an empty string.
-	AccountLTV fixedpoint.Value `json:"accountLTV"`
-	Coins      []struct {
-		Coin string `json:"coin"`
-		// Equity of current coin
-		Equity fixedpoint.Value `json:"equity"`
-		// UsdValue of current coin. If this coin cannot be collateral, then it is 0
-		UsdValue fixedpoint.Value `json:"usdValue"`
-		// WalletBalance of current coin
-		WalletBalance fixedpoint.Value `json:"walletBalance"`
-		// Free available balance for Spot wallet. This is a unique field for Normal SPOT
-		Free fixedpoint.Value
-		// Locked balance for Spot wallet. This is a unique field for Normal SPOT
-		Locked fixedpoint.Value
-		// Available amount to withdraw of current coin
-		AvailableToWithdraw fixedpoint.Value `json:"availableToWithdraw"`
-		// Available amount to borrow of current coin
-		AvailableToBorrow fixedpoint.Value `json:"availableToBorrow"`
-		// Borrow amount of current coin
-		BorrowAmount fixedpoint.Value `json:"borrowAmount"`
-		// Accrued interest
-		AccruedInterest fixedpoint.Value `json:"accruedInterest"`
-		// Pre-occupied margin for order. For portfolio margin mode, it returns ""
-		TotalOrderIM fixedpoint.Value `json:"totalOrderIM"`
-		// Sum of initial margin of all positions + Pre-occupied liquidation fee. For portfolio margin mode, it returns ""
-		TotalPositionIM fixedpoint.Value `json:"totalPositionIM"`
-		// Sum of maintenance margin for all positions. For portfolio margin mode, it returns ""
-		TotalPositionMM fixedpoint.Value `json:"totalPositionMM"`
-		// Unrealised P&L
-		UnrealisedPnl fixedpoint.Value `json:"unrealisedPnl"`
-		// Cumulative Realised P&L
-		CumRealisedPnl fixedpoint.Value `json:"cumRealisedPnl"`
-		// Bonus. This is a unique field for UNIFIED account
-		Bonus fixedpoint.Value `json:"bonus"`
-		// Whether it can be used as a margin collateral currency (platform)
-		// - When marginCollateral=false, then collateralSwitch is meaningless
-		// -  This is a unique field for UNIFIED account
-		CollateralSwitch bool `json:"collateralSwitch"`
-		// Whether the collateral is turned on by user (user)
-		// - When marginCollateral=true, then collateralSwitch is meaningful
-		// - This is a unique field for UNIFIED account
-		MarginCollateral bool `json:"marginCollateral"`
-	} `json:"coin"`
-}
-
 type OrderEvent struct {
 	bybitapi.Order