Merge pull request #1779 from c9s/edwin/bybit/uta

FEATURE: [bybit] upgrade classic account to UTA

pkg/exchange/bybit/bybitapi/cancel_order_request.go

@@ -12,7 +12,7 @@ type CancelOrderResponse struct {
 	OrderLinkId string `json:"orderLinkId"`
 }
 
-//go:generate PostRequest -url "/v5/order/cancel" -type CancelOrderRequest -responseDataType .CancelOrderResponse
+//go:generate PostRequest -url "/v5/order/cancel" -type CancelOrderRequest -responseDataType .CancelOrderResponse -rateLimiter 5+15/1s
 type CancelOrderRequest struct {
 	client requestgen.AuthenticatedAPIClient
 

pkg/exchange/bybit/bybitapi/cancel_order_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/cancel -type CancelOrderRequest -responseDataType .CancelOrderResponse"; DO NOT EDIT.
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/cancel -type CancelOrderRequest -responseDataType .CancelOrderResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
 
 package bybitapi
 
@@ -6,11 +6,14 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
 )
 
+var CancelOrderRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
+
 func (p *CancelOrderRequest) Category(category Category) *CancelOrderRequest {
 	p.category = category
 	return p
@@ -194,6 +197,9 @@ func (p *CancelOrderRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (p *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, error) {
+	if err := CancelOrderRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	params, err := p.GetParameters()
 	if err != nil {
@@ -216,15 +222,29 @@ func (p *CancelOrderRequest) Do(ctx context.Context) (*CancelOrderResponse, erro
 	}
 
 	var apiResponse APIResponse
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
+	}
 
 	type responseValidator interface {
 		Validate() error
 	}
-	validator, ok := interface{}(apiResponse).(responseValidator)
+
-	if ok {
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}

pkg/exchange/bybit/bybitapi/client_test.go

@@ -80,6 +80,26 @@ func TestClient(t *testing.T) {
 		}
 	})
 
+	t.Run("GetTrade", func(t *testing.T) {
+		cursor := ""
+		for {
+			req := client.NewGetExecutionListRequest().Limit(50)
+			if len(cursor) != 0 {
+				req = req.Cursor(cursor)
+			}
+			trades, err := req.Do(ctx)
+			assert.NoError(t, err)
+
+			for _, o := range trades.List {
+				t.Logf("openOrders: %+v", o)
+			}
+			if len(trades.NextPageCursor) == 0 {
+				break
+			}
+			cursor = trades.NextPageCursor
+		}
+	})
+
 	t.Run("PlaceOrderRequest", func(t *testing.T) {
 		req := client.NewPlaceOrderRequest().
 			Symbol("DOTUSDT").

pkg/exchange/bybit/bybitapi/get_execution_list_request.go

@@ -30,6 +30,8 @@ type Trade struct {
 	ExecQty     fixedpoint.Value           `json:"execQty"`
 	ExecTime    types.MillisecondTimestamp `json:"execTime"`
 	IsMaker     bool                       `json:"isMaker"`
+	FeeRate     fixedpoint.Value           `json:"feeRate"`
+	FeeCurrency string                     `json:"feeCurrency"`
 }
 
 //go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
@@ -40,6 +42,7 @@ type GetExecutionListRequest struct {
 
 	symbol      *string `param:"symbol,query"`
 	orderId     *string `param:"orderId,query"`
+	orderLinkId *string `param:"orderLinkId,query"`
 
 	// startTime the start timestamp (ms)
 	// startTime and endTime are not passed, return 7 days by default;

pkg/exchange/bybit/bybitapi/get_execution_list_request_requestgen.go

@@ -31,6 +31,11 @@ func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListReque
 	return g
 }
 
+func (g *GetExecutionListRequest) OrderLinkId(orderLinkId string) *GetExecutionListRequest {
+	g.orderLinkId = &orderLinkId
+	return g
+}
+
 func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
 	g.startTime = &startTime
 	return g
@@ -86,6 +91,14 @@ func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
 		params["orderId"] = orderId
 	} else {
 	}
+	// check orderLinkId field -> json key orderLinkId
+	if g.orderLinkId != nil {
+		orderLinkId := *g.orderLinkId
+
+		// assign parameter of orderLinkId
+		params["orderLinkId"] = orderLinkId
+	} else {
+	}
 	// check startTime field -> json key startTime
 	if g.startTime != nil {
 		startTime := *g.startTime
@@ -275,7 +288,6 @@ func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, erro
 			return nil, err
 		}
 	}
-
 	var data TradesResponse
 	if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
 		return nil, err

pkg/exchange/bybit/bybitapi/get_open_orders_request.go

@@ -78,7 +78,7 @@ type Order struct {
 	PlaceType          string           `json:"placeType"`
 }
 
-//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse
+//go:generate GetRequest -url "/v5/order/realtime" -type GetOpenOrdersRequest -responseDataType .OrdersResponse -rateLimiter 1+45/1s
 type GetOpenOrdersRequest struct {
 	client requestgen.AuthenticatedAPIClient
 

pkg/exchange/bybit/bybitapi/get_open_orders_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/realtime -type GetOpenOrdersRequest -responseDataType .OrdersResponse"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/realtime -type GetOpenOrdersRequest -responseDataType .OrdersResponse -rateLimiter 1+45/1s"; DO NOT EDIT.
 
 package bybitapi
 
@@ -6,11 +6,14 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
 )
 
+var GetOpenOrdersRequestLimiter = rate.NewLimiter(45.00000045, 1)
+
 func (g *GetOpenOrdersRequest) Category(category Category) *GetOpenOrdersRequest {
 	g.category = category
 	return g
@@ -265,6 +268,9 @@ func (g *GetOpenOrdersRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, error) {
+	if err := GetOpenOrdersRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	// no body params
 	var params interface{}
@@ -288,15 +294,29 @@ func (g *GetOpenOrdersRequest) Do(ctx context.Context) (*OrdersResponse, error)
 	}
 
 	var apiResponse APIResponse
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
+	}
 
 	type responseValidator interface {
 		Validate() error
 	}
-	validator, ok := interface{}(apiResponse).(responseValidator)
+
-	if ok {
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}

pkg/exchange/bybit/bybitapi/get_order_histories_request.go

@@ -9,7 +9,7 @@ import (
 //go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
 //go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
 
-//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse
+//go:generate GetRequest -url "/v5/order/history" -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s
 type GetOrderHistoriesRequest struct {
 	client requestgen.AuthenticatedAPIClient
 

pkg/exchange/bybit/bybitapi/get_order_histories_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/order/history -type GetOrderHistoriesRequest -responseDataType .OrdersResponse -rateLimiter 5+45/1s"; DO NOT EDIT.
 
 package bybitapi
 
@@ -6,6 +6,7 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
@@ -13,6 +14,8 @@ import (
 	"time"
 )
 
+var GetOrderHistoriesRequestLimiter = rate.NewLimiter(45.00000045, 5)
+
 func (g *GetOrderHistoriesRequest) Category(category Category) *GetOrderHistoriesRequest {
 	g.category = category
 	return g
@@ -269,6 +272,9 @@ func (g *GetOrderHistoriesRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, error) {
+	if err := GetOrderHistoriesRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	// no body params
 	var params interface{}
@@ -292,15 +298,29 @@ func (g *GetOrderHistoriesRequest) Do(ctx context.Context) (*OrdersResponse, err
 	}
 
 	var apiResponse APIResponse
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
+	}
 
 	type responseValidator interface {
 		Validate() error
 	}
-	validator, ok := interface{}(apiResponse).(responseValidator)
+
-	if ok {
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}

pkg/exchange/bybit/bybitapi/get_wallet_balances_request.go

@@ -70,14 +70,14 @@ type WalletBalances struct {
 	} `json:"coin"`
 }
 
-//go:generate GetRequest -url "/v5/account/wallet-balance" -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+15/1s
+//go:generate GetRequest -url "/v5/account/wallet-balance" -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+45/1s
 type GetWalletBalancesRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
 	// Account type
 	// - Unified account: UNIFIED (trade spot/linear/options), CONTRACT(trade inverse)
 	// - Normal account: CONTRACT, SPOT
-	accountType AccountType `param:"accountType,query" validValues:"SPOT"`
+	accountType AccountType `param:"accountType,query" validValues:"UNIFIED"`
 	// Coin name
 	// - If not passed, it returns non-zero asset info
 	// - You can pass multiple coins to query, separated by comma. USDT,USDC
@@ -87,6 +87,6 @@ type GetWalletBalancesRequest struct {
 func (c *RestClient) NewGetWalletBalancesRequest() *GetWalletBalancesRequest {
 	return &GetWalletBalancesRequest{
 		client:      c,
-		accountType: AccountTypeSpot,
+		accountType: AccountTypeUnified,
 	}
 }

pkg/exchange/bybit/bybitapi/get_wallet_balances_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/account/wallet-balance -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+15/1s"; DO NOT EDIT.
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/account/wallet-balance -type GetWalletBalancesRequest -responseDataType .WalletBalancesResponse -rateLimiter 1+45/1s"; DO NOT EDIT.
 
 package bybitapi
 
@@ -12,7 +12,7 @@ import (
 	"regexp"
 )
 
-var GetWalletBalancesRequestLimiter = rate.NewLimiter(15.000000150000002, 1)
+var GetWalletBalancesRequestLimiter = rate.NewLimiter(45.00000045, 1)
 
 func (g *GetWalletBalancesRequest) AccountType(accountType AccountType) *GetWalletBalancesRequest {
 	g.accountType = accountType
@@ -32,7 +32,7 @@ func (g *GetWalletBalancesRequest) GetQueryParameters() (url.Values, error) {
 
 	// TEMPLATE check-valid-values
 	switch accountType {
-	case "SPOT":
+	case "UNIFIED":
 		params["accountType"] = accountType
 
 	default:

pkg/exchange/bybit/bybitapi/place_order_request.go

@@ -12,7 +12,7 @@ type PlaceOrderResponse struct {
 	OrderLinkId string `json:"orderLinkId"`
 }
 
-//go:generate PostRequest -url "/v5/order/create" -type PlaceOrderRequest -responseDataType .PlaceOrderResponse
+//go:generate PostRequest -url "/v5/order/create" -type PlaceOrderRequest -responseDataType .PlaceOrderResponse -rateLimiter 5+15/1s
 type PlaceOrderRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
@@ -23,6 +23,8 @@ type PlaceOrderRequest struct {
 	qty         string      `param:"qty"`
 	orderLinkId string      `param:"orderLinkId"`
 	timeInForce TimeInForce `param:"timeInForce"`
+	// Select the unit for qty when create Spot market orders for UTA account
+	marketUnit *MarketUnit `param:"marketUnit"`
 
 	isLeverage       *bool   `param:"isLeverage"`
 	price            *string `param:"price"`

pkg/exchange/bybit/bybitapi/place_order_request_requestgen.go

@@ -1,4 +1,4 @@
-// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/create -type PlaceOrderRequest -responseDataType .PlaceOrderResponse"; DO NOT EDIT.
+// Code generated by "requestgen -method POST -responseType .APIResponse -responseDataField Result -url /v5/order/create -type PlaceOrderRequest -responseDataType .PlaceOrderResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
 
 package bybitapi
 
@@ -6,11 +6,14 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
+	"golang.org/x/time/rate"
 	"net/url"
 	"reflect"
 	"regexp"
 )
 
+var PlaceOrderRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
+
 func (p *PlaceOrderRequest) Category(category Category) *PlaceOrderRequest {
 	p.category = category
 	return p
@@ -46,6 +49,11 @@ func (p *PlaceOrderRequest) TimeInForce(timeInForce TimeInForce) *PlaceOrderRequ
 	return p
 }
 
+func (p *PlaceOrderRequest) MarketUnit(marketUnit MarketUnit) *PlaceOrderRequest {
+	p.marketUnit = &marketUnit
+	return p
+}
+
 func (p *PlaceOrderRequest) IsLeverage(isLeverage bool) *PlaceOrderRequest {
 	p.isLeverage = &isLeverage
 	return p
@@ -245,6 +253,25 @@ func (p *PlaceOrderRequest) GetParameters() (map[string]interface{}, error) {
 
 	// assign parameter of timeInForce
 	params["timeInForce"] = timeInForce
+	// check marketUnit field -> json key marketUnit
+	if p.marketUnit != nil {
+		marketUnit := *p.marketUnit
+
+		// TEMPLATE check-valid-values
+		switch marketUnit {
+		case MarketUnitBase, MarketUnitQuote:
+			params["marketUnit"] = marketUnit
+
+		default:
+			return nil, fmt.Errorf("marketUnit value %v is invalid", marketUnit)
+
+		}
+		// END TEMPLATE check-valid-values
+
+		// assign parameter of marketUnit
+		params["marketUnit"] = marketUnit
+	} else {
+	}
 	// check isLeverage field -> json key isLeverage
 	if p.isLeverage != nil {
 		isLeverage := *p.isLeverage
@@ -503,6 +530,9 @@ func (p *PlaceOrderRequest) GetPath() string {
 
 // Do generates the request object and send the request object to the API endpoint
 func (p *PlaceOrderRequest) Do(ctx context.Context) (*PlaceOrderResponse, error) {
+	if err := PlaceOrderRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
 
 	params, err := p.GetParameters()
 	if err != nil {
@@ -525,15 +555,29 @@ func (p *PlaceOrderRequest) Do(ctx context.Context) (*PlaceOrderResponse, error)
 	}
 
 	var apiResponse APIResponse
+
+	type responseUnmarshaler interface {
+		Unmarshal(data []byte) error
+	}
+
+	if unmarshaler, ok := interface{}(&apiResponse).(responseUnmarshaler); ok {
+		if err := unmarshaler.Unmarshal(response.Body); err != nil {
+			return nil, err
+		}
+	} else {
+		// The line below checks the content type, however, some API server might not send the correct content type header,
+		// Hence, this is commented for backward compatibility
+		// response.IsJSON()
 		if err := response.DecodeJSON(&apiResponse); err != nil {
 			return nil, err
 		}
+	}
 
 	type responseValidator interface {
 		Validate() error
 	}
-	validator, ok := interface{}(apiResponse).(responseValidator)
+
-	if ok {
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
 		if err := validator.Validate(); err != nil {
 			return nil, err
 		}

pkg/exchange/bybit/bybitapi/types.go

@@ -127,4 +127,11 @@ const (
 
 type AccountType string
 
-const AccountTypeSpot AccountType = "SPOT"
+const AccountTypeUnified AccountType = "UNIFIED"
+
+type MarketUnit string
+
+const (
+	MarketUnitBase  MarketUnit = "baseCoin"
+	MarketUnitQuote MarketUnit = "quoteCoin"
+)

pkg/exchange/bybit/convert.go

@@ -76,9 +76,9 @@ func toGlobalOrder(order bybitapi.Order) (*types.Order, error) {
 		return nil, fmt.Errorf("unexpected order id: %s, err: %w", order.OrderId, err)
 	}
 
-	qty, err := processMarketBuyQuantity(order)
+	price := order.Price
-	if err != nil {
+	if orderType == types.OrderTypeMarket {
-		return nil, err
+		price = order.AvgPrice
 	}
 
 	return &types.Order{
@@ -87,8 +87,10 @@ func toGlobalOrder(order bybitapi.Order) (*types.Order, error) {
 			Symbol:        order.Symbol,
 			Side:          side,
 			Type:          orderType,
-			Quantity:      qty,
+			// We specified the quantity for the market buy order as the base coin when we submitted the order,
-			Price:         order.Price,
+			// so we can just use the Qty field.
+			Quantity:    order.Qty,
+			Price:       price,
 			TimeInForce: timeInForce,
 		},
 		Exchange:         types.ExchangeBybit,
@@ -325,7 +327,7 @@ func v3ToGlobalTrade(trade v3.Trade) (*types.Trade, error) {
 	}, nil
 }
 
-func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trade, error) {
+func toGlobalTrade(trade bybitapi.Trade) (*types.Trade, error) {
 	side, err := toGlobalSideType(trade.Side)
 	if err != nil {
 		return nil, fmt.Errorf("unexpected side: %s, err: %w", trade.Side, err)
@@ -339,8 +341,6 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
 		return nil, fmt.Errorf("unexpected trade id: %s, err: %w", trade.ExecId, err)
 	}
 
-	fc, _ := calculateFee(trade, feeDetail)
-
 	return &types.Trade{
 		ID:            tradeIdNum,
 		OrderID:       orderIdNum,
@@ -354,7 +354,7 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
 		IsMaker:       trade.IsMaker,
 		Time:          types.Time(trade.ExecTime),
 		Fee:           trade.ExecFee,
-		FeeCurrency:   fc,
+		FeeCurrency:   trade.FeeCurrency,
 		IsMargin:      false,
 		IsFutures:     false,
 		IsIsolated:    false,
@@ -364,14 +364,14 @@ func toGlobalTrade(trade bybitapi.Trade, feeDetail SymbolFeeDetail) (*types.Trad
 func toGlobalBalanceMap(events []bybitapi.WalletBalances) types.BalanceMap {
 	bm := types.BalanceMap{}
 	for _, event := range events {
-		if event.AccountType != bybitapi.AccountTypeSpot {
+		if event.AccountType != bybitapi.AccountTypeUnified {
 			continue
 		}
 
 		for _, obj := range event.Coins {
 			bm[obj.Coin] = types.Balance{
 				Currency:  obj.Coin,
-				Available: obj.Free,
+				Available: obj.WalletBalance.Sub(obj.Locked),
 				Locked:    obj.Locked,
 			}
 		}

pkg/exchange/bybit/exchange.go

@@ -23,6 +23,8 @@ const (
 	defaultKLineLimit      = 1000
 
 	queryTradeDurationLimit = 7 * 24 * time.Hour
+
+	maxHistoricalDataQueryPeriod = 2 * 365 * 24 * time.Hour
 )
 
 // https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
@@ -32,9 +34,6 @@ var (
 	// The default order limiter apply 5 requests per second and a 5 initial bucket
 	// this includes QueryMarkets, QueryTicker, QueryAccountBalances, GetFeeRates
 	sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
-	queryOrderTradeRateLimiter = rate.NewLimiter(rate.Every(time.Second/5), 5)
-	orderRateLimiter           = rate.NewLimiter(rate.Every(time.Second/10), 10)
-	closedOrderQueryLimiter    = rate.NewLimiter(rate.Every(time.Second), 1)
 
 	log = logrus.WithFields(logrus.Fields{
 		"exchange": "bybit",
@@ -163,18 +162,24 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
 	return tickers, nil
 }
 
+// QueryOpenOrders queries open orders by symbol.
+//
+// Primarily query unfilled or partially filled orders in real-time, but also supports querying recent 500 closed status
+// (Cancelled, Filled) orders. Please see the usage of request param openOnly.
+// UTA2.0 can query filled, canceled, and rejected orders to the most recent 500 orders for spot, linear, inverse and
+// option categories
+//
+// The records are sorted by the createdTime from newest to oldest.
 func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
 	cursor := ""
+	// OpenOnlyOrder: UTA2.0, UTA1.0, classic account query open status orders (e.g., New, PartiallyFilled) only
+	req := e.client.NewGetOpenOrderRequest().Symbol(symbol).OpenOnly(bybitapi.OpenOnlyOrder).Limit(defaultQueryLimit)
 	for {
-		req := e.client.NewGetOpenOrderRequest().Symbol(symbol)
 		if len(cursor) != 0 {
 			// the default limit is 20.
 			req = req.Cursor(cursor)
 		}
 
-		if err = queryOrderTradeRateLimiter.Wait(ctx); err != nil {
-			return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
-		}
 		res, err := req.Do(ctx)
 		if err != nil {
 			return nil, fmt.Errorf("failed to query open orders, err: %w", err)
@@ -231,15 +236,17 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
 	return toGlobalOrder(res.List[0])
 }
 
+// QueryOrderTrades You can query by symbol, baseCoin, orderId and orderLinkId, and if you pass multiple params,
+// the system will process them according to this priority: orderId > orderLinkId > symbol > baseCoin.
 func (e *Exchange) QueryOrderTrades(ctx context.Context, q types.OrderQuery) (trades []types.Trade, err error) {
+	req := e.client.NewGetExecutionListRequest()
 	if len(q.ClientOrderID) != 0 {
-		log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! Bybit does not support searching for trades using OrderClientId.")
+		req.OrderLinkId(q.ClientOrderID)
 	}
 
-	if len(q.OrderID) == 0 {
+	if len(q.OrderID) != 0 {
-		return nil, errors.New("orderID is required parameter")
+		req.OrderLinkId(q.OrderID)
 	}
-	req := e.client.NewGetExecutionListRequest().OrderId(q.OrderID)
 
 	if len(q.Symbol) != 0 {
 		req.Symbol(q.Symbol)
@@ -270,23 +277,18 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 		return nil, err
 	}
 	req.Side(side)
+	req.Qty(order.Market.FormatQuantity(order.Quantity))
 
-	// set quantity
-	orderQty := order.Quantity
-	// if the order is market buy, the quantity is quote coin, instead of base coin. so we need to convert it.
-	if order.Type == types.OrderTypeMarket && order.Side == types.SideTypeBuy {
-		ticker, err := e.QueryTicker(ctx, order.Market.Symbol)
-		if err != nil {
-			return nil, err
-		}
-		orderQty = order.Quantity.Mul(ticker.Buy)
-	}
-	req.Qty(order.Market.FormatQuantity(orderQty))
-
-	// set price
 	switch order.Type {
-	case types.OrderTypeLimit:
+	case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker:
 		req.Price(order.Market.FormatPrice(order.Price))
+	case types.OrderTypeMarket:
+		// Because our order.Quantity unit is base coin, so we indicate the target currency to Base.
+		if order.Side == types.SideTypeBuy {
+			req.MarketUnit(bybitapi.MarketUnitBase)
+		} else {
+			req.MarketUnit(bybitapi.MarketUnitQuote)
+		}
 	}
 
 	// set timeInForce
@@ -307,9 +309,6 @@ func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*t
 		req.OrderLinkId(order.ClientOrderID)
 	}
 
-	if err := orderRateLimiter.Wait(ctx); err != nil {
-		return nil, fmt.Errorf("place order rate limiter wait error: %w", err)
-	}
 	timeNow := time.Now()
 	res, err := req.Do(ctx)
 	if err != nil {
@@ -367,10 +366,6 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 
 		req.Symbol(order.Market.Symbol)
 
-		if err := orderRateLimiter.Wait(ctx); err != nil {
-			errs = multierr.Append(errs, fmt.Errorf("cancel order rate limiter wait, order id: %s, error: %w", order.ClientOrderID, err))
-			continue
-		}
 		res, err := req.Do(ctx)
 		if err != nil {
 			errs = multierr.Append(errs, fmt.Errorf("failed to cancel order id: %s, err: %w", order.ClientOrderID, err))
@@ -387,38 +382,68 @@ func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err
 	return errs
 }
 
+// QueryClosedOrders queries closed orders by symbol, since, until, and lastOrderID.
+// 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
+//
+// ** since and until are inclusive. **
+// ** sort by creation time in descending order. **
 func (e *Exchange) QueryClosedOrders(
-	ctx context.Context, symbol string, since, util time.Time, lastOrderID uint64,
+	ctx context.Context, symbol string, since, until time.Time, _ uint64,
 ) (orders []types.Order, err error) {
-	if !since.IsZero() || !util.IsZero() {
+
-		log.Warn("!!!BYBIT EXCHANGE API NOTICE!!! the since/until conditions will not be effected on SPOT account, bybit exchange does not support time-range-based query currently")
+	now := time.Now()
+
+	if time.Since(since) > maxHistoricalDataQueryPeriod {
+		newSince := now.Add(-maxHistoricalDataQueryPeriod)
+		log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The closed order API cannot query data beyond 2 years from the current date, update %s -> %s", since, newSince)
+		since = newSince
+	}
+	if until.Before(since) {
+		newUntil := since.Add(queryTradeDurationLimit)
+		log.Warnf("!!!BYBIT EXCHANGE API NOTICE!!! The 'until' comes before 'since', add 7 days to until (%s -> %s).", until, newUntil)
+		until = newUntil
 	}
 
-	if err := closedOrderQueryLimiter.Wait(ctx); err != nil {
+	// if the time range exceeds the server boundary, get the last 7 days of data
-		return nil, fmt.Errorf("query closed order rate limiter wait error: %w", err)
+	if until.Sub(since) > queryTradeDurationLimit {
+		newStartTime := until.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, since.String(), until.String(), since.String(), newStartTime.String())
+		since = newStartTime
 	}
-	res, err := e.client.NewGetOrderHistoriesRequest().
+	req := e.client.NewGetOrderHistoriesRequest().
 		Symbol(symbol).
-		Cursor(strconv.FormatUint(lastOrderID, 10)).
 		Limit(defaultQueryLimit).
-		Do(ctx)
+		StartTime(since).
+		EndTime(until)
+
+	cursor := ""
+	for {
+		if len(cursor) != 0 {
+			req = req.Cursor(cursor)
+		}
+
+		res, err := req.Do(ctx)
 		if err != nil {
 			return nil, fmt.Errorf("failed to call get order histories error: %w", err)
 		}
 
 		for _, order := range res.List {
-		o, err2 := toGlobalOrder(order)
+			order, err := toGlobalOrder(order)
-		if err2 != nil {
+			if err != nil {
-			err = multierr.Append(err, err2)
+				return nil, fmt.Errorf("failed to convert order, err: %v", err)
-			continue
 			}
 
-		if o.Status.Closed() {
+			orders = append(orders, *order)
-			orders = append(orders, *o)
 		}
+
+		if len(res.NextPageCursor) == 0 {
+			break
 		}
-	if err != nil {
+		cursor = res.NextPageCursor
-		return nil, err
 	}
 
 	return types.SortOrdersAscending(orders), nil
@@ -437,11 +462,7 @@ func (e *Exchange) queryTrades(ctx context.Context, req *bybitapi.GetExecutionLi
 		}
 
 		for _, trade := range res.List {
-			feeRate, err := pollAndGetFeeRate(ctx, trade.Symbol, e.FeeRatePoller, e.marketsInfo)
+			trade, err := toGlobalTrade(trade)
-			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)
 			}

pkg/exchange/bybit/stream.go

@@ -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 {
 	feeRate, found := poller.GetFeeRate(symbol)
 	if !found {

pkg/exchange/bybit/types.go

@@ -107,6 +107,7 @@ const (
 	TopicTypeWallet      TopicType = "wallet"
 	TopicTypeOrder       TopicType = "order"
 	TopicTypeKLine       TopicType = "kline"
+	TopicTypeFastTrade   TopicType = "execution.fast"
 	TopicTypeTrade       TopicType = "execution"
 )
 
@@ -385,6 +386,11 @@ func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, err
 //     IsMakerOrder = FALSE
 //     -> Side = Buy -> base currency (BTC)
 //     -> 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) {
 	if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker {
 		if t.Side == bybitapi.SideBuy {