Merge pull request #1757 from c9s/edwin/bybit/add-v5-execution-request

FEATURE: [bybit] add v5 execution request

pkg/exchange/bybit/bybitapi/get_execution_list_request.go

@@ -0,0 +1,67 @@
+package bybitapi
+
+import (
+	"time"
+
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
+
+type TradesResponse struct {
+	NextPageCursor string   `json:"nextPageCursor"`
+	Category       Category `json:"category"`
+	List           []Trade  `json:"list"`
+}
+
+type Trade struct {
+	Symbol    string    `json:"symbol"`
+	OrderId   string    `json:"orderId"`
+	Side      Side      `json:"side"`
+	OrderType OrderType `json:"orderType"`
+	// ExecFee is supported on restful API v5, but not on websocket API.
+	ExecFee   fixedpoint.Value           `json:"execFee"`
+	ExecId    string                     `json:"execId"`
+	ExecPrice fixedpoint.Value           `json:"execPrice"`
+	ExecQty   fixedpoint.Value           `json:"execQty"`
+	ExecTime  types.MillisecondTimestamp `json:"execTime"`
+	IsMaker   bool                       `json:"isMaker"`
+}
+
+//go:generate GetRequest -url "/v5/execution/list" -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s
+type GetExecutionListRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	category Category `param:"category,query" validValues:"spot"`
+
+	symbol  *string `param:"symbol,query"`
+	orderId *string `param:"orderId,query"`
+
+	// startTime the start timestamp (ms)
+	// 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
+	startTime *time.Time `param:"startTime,query,milliseconds"`
+
+	// endTime the end timestamp (ms)
+	endTime *time.Time `param:"endTime,query,milliseconds"`
+
+	// limit for data size per page. [1, 100]. Default: 50
+	limit *uint64 `param:"limit,query"`
+	// cursor. Use the nextPageCursor token from the response to retrieve the next page of the result set
+	cursor *string `param:"cursor,query"`
+}
+
+// NewGetExecutionListRequest query users' execution records, sorted by execTime in descending order. However,
+// for Classic spot, they are sorted by execId in descending order.
+func (c *RestClient) NewGetExecutionListRequest() *GetExecutionListRequest {
+	return &GetExecutionListRequest{
+		client:   c,
+		category: CategorySpot,
+	}
+}

pkg/exchange/bybit/bybitapi/get_execution_list_request_requestgen.go

@@ -0,0 +1,284 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/execution/list -type GetExecutionListRequest -responseDataType .TradesResponse -rateLimiter 5+15/1s"; DO NOT EDIT.
+
+package bybitapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"golang.org/x/time/rate"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+var GetExecutionListRequestLimiter = rate.NewLimiter(15.000000150000002, 5)
+
+func (g *GetExecutionListRequest) Category(category Category) *GetExecutionListRequest {
+	g.category = category
+	return g
+}
+
+func (g *GetExecutionListRequest) Symbol(symbol string) *GetExecutionListRequest {
+	g.symbol = &symbol
+	return g
+}
+
+func (g *GetExecutionListRequest) OrderId(orderId string) *GetExecutionListRequest {
+	g.orderId = &orderId
+	return g
+}
+
+func (g *GetExecutionListRequest) StartTime(startTime time.Time) *GetExecutionListRequest {
+	g.startTime = &startTime
+	return g
+}
+
+func (g *GetExecutionListRequest) EndTime(endTime time.Time) *GetExecutionListRequest {
+	g.endTime = &endTime
+	return g
+}
+
+func (g *GetExecutionListRequest) Limit(limit uint64) *GetExecutionListRequest {
+	g.limit = &limit
+	return g
+}
+
+func (g *GetExecutionListRequest) Cursor(cursor string) *GetExecutionListRequest {
+	g.cursor = &cursor
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetExecutionListRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+	// check category field -> json key category
+	category := g.category
+
+	// TEMPLATE check-valid-values
+	switch category {
+	case "spot":
+		params["category"] = category
+
+	default:
+		return nil, fmt.Errorf("category value %v is invalid", category)
+
+	}
+	// END TEMPLATE check-valid-values
+
+	// assign parameter of category
+	params["category"] = category
+	// check symbol field -> json key symbol
+	if g.symbol != nil {
+		symbol := *g.symbol
+
+		// assign parameter of symbol
+		params["symbol"] = symbol
+	} else {
+	}
+	// check orderId field -> json key orderId
+	if g.orderId != nil {
+		orderId := *g.orderId
+
+		// assign parameter of orderId
+		params["orderId"] = orderId
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if g.startTime != nil {
+		startTime := *g.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if g.endTime != nil {
+		endTime := *g.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check limit field -> json key limit
+	if g.limit != nil {
+		limit := *g.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check cursor field -> json key cursor
+	if g.cursor != nil {
+		cursor := *g.cursor
+
+		// assign parameter of cursor
+		params["cursor"] = cursor
+	} else {
+	}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (g *GetExecutionListRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (g *GetExecutionListRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := g.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if g.isVarSlice(_v) {
+			g.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (g *GetExecutionListRequest) GetParametersJSON() ([]byte, error) {
+	params, err := g.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (g *GetExecutionListRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetExecutionListRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (g *GetExecutionListRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (g *GetExecutionListRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetExecutionListRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := g.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+// GetPath returns the request path of the API
+func (g *GetExecutionListRequest) GetPath() string {
+	return "/v5/execution/list"
+}
+
+// Do generates the request object and send the request object to the API endpoint
+func (g *GetExecutionListRequest) Do(ctx context.Context) (*TradesResponse, error) {
+	if err := GetExecutionListRequestLimiter.Wait(ctx); err != nil {
+		return nil, err
+	}
+
+	// no body params
+	var params interface{}
+	query, err := g.GetQueryParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	var apiURL string
+
+	apiURL = g.GetPath()
+
+	req, err := g.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := g.client.SendRequest(req)
+	if err != nil {
+		return nil, 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
+	}
+
+	if validator, ok := interface{}(&apiResponse).(responseValidator); ok {
+		if err := validator.Validate(); err != nil {
+			return nil, err
+		}
+	}
+
+	var data TradesResponse
+	if err := json.Unmarshal(apiResponse.Result, &data); err != nil {
+		return nil, err
+	}
+	return &data, nil
+}

pkg/exchange/bybit/types.go

@@ -287,33 +287,18 @@ func (k *KLine) toGlobalKLine(symbol string) (types.KLine, error) {
 }
 
 type TradeEvent struct {
+	bybitapi.Trade
 	// linear and inverse order id format: 42f4f364-82e1-49d3-ad1d-cd8cf9aa308d (UUID format)
 	// spot: 1468264727470772736 (only numbers)
 	// we only use spot trading.
-	OrderId     string            `json:"orderId"`
 	OrderLinkId string            `json:"orderLinkId"`
 	Category    bybitapi.Category `json:"category"`
-	Symbol      string            `json:"symbol"`
-	ExecId      string            `json:"execId"`
-	ExecPrice   fixedpoint.Value  `json:"execPrice"`
-	ExecQty     fixedpoint.Value  `json:"execQty"`
 
-	// Is maker order. true: maker, false: taker
-	IsMaker bool `json:"isMaker"`
 	// Paradigm block trade ID
 	BlockTradeId string `json:"blockTradeId"`
-	// Order type. Market,Limit
-	OrderType bybitapi.OrderType `json:"orderType"`
-	// 	Side. Buy,Sell
-	Side bybitapi.Side `json:"side"`
-	// 	Executed timestamp（ms）
-	ExecTime types.MillisecondTimestamp `json:"execTime"`
 	// 	Closed position size
 	ClosedSize fixedpoint.Value `json:"closedSize"`
 
-	/* The following parameters do not support SPOT trading. */
-	// Executed trading fee. You can get spot fee currency instruction here. Normal spot is not supported
-	ExecFee fixedpoint.Value `json:"execFee"`
 	// Executed type. Normal spot is not supported
 	ExecType string `json:"execType"`
 	// Executed order value. Normal spot is not supported
@@ -377,7 +362,7 @@ func (t *TradeEvent) toGlobalTrade(symbolFee symbolFeeDetail) (*types.Trade, err
 		Fee:           fixedpoint.Zero,
 		FeeCurrency:   "",
 	}
-	trade.FeeCurrency, trade.Fee = calculateFee(*t, symbolFee)
+	trade.FeeCurrency, trade.Fee = calculateFee(t.Trade, symbolFee)
 	return trade, nil
 }
 
@@ -400,7 +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 TradeEvent, 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)
@@ -414,14 +399,14 @@ func calculateFee(t TradeEvent, feeDetail symbolFeeDetail) (string, fixedpoint.V
 	return feeDetail.BaseCoin, baseCoinAsFee(t, feeDetail)
 }
 
-func baseCoinAsFee(t TradeEvent, 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 TradeEvent, 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

@@ -556,20 +556,22 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 			FeeCurrency:   "BTC",
 		}
 		tradeEvent := TradeEvent{
-			OrderId:         fmt.Sprintf("%d", expTrade.OrderID),
+			Trade: bybitapi.Trade{
+				OrderId:   fmt.Sprintf("%d", expTrade.OrderID),
+				Symbol:    expTrade.Symbol,
+				ExecId:    fmt.Sprintf("%d", expTrade.ID),
+				ExecPrice: expTrade.Price,
+				ExecQty:   expTrade.Quantity,
+				IsMaker:   false,
+				OrderType: "",
+				Side:      bybitapi.SideBuy,
+				ExecTime:  types.MillisecondTimestamp(timeNow),
+				ExecFee:   fixedpoint.NewFromInt(0),
+			},
 			OrderLinkId:     "1691419101980",
 			Category:        "spot",
-			Symbol:          expTrade.Symbol,
-			ExecId:          fmt.Sprintf("%d", expTrade.ID),
-			ExecPrice:       expTrade.Price,
-			ExecQty:         expTrade.Quantity,
-			IsMaker:         false,
 			BlockTradeId:    "",
-			OrderType:       "",
-			Side:            bybitapi.SideBuy,
-			ExecTime:        types.MillisecondTimestamp(timeNow),
 			ClosedSize:      fixedpoint.NewFromInt(0),
-			ExecFee:         fixedpoint.NewFromInt(0),
 			ExecType:        "",
 			ExecValue:       fixedpoint.NewFromInt(0),
 			FeeRate:         fixedpoint.NewFromInt(0),
@@ -602,8 +604,10 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 
 	t.Run("unexpected side", func(t *testing.T) {
 		tradeEvent := TradeEvent{
+			Trade: bybitapi.Trade{
+				Side: bybitapi.Side("BOTH"),
+			},
 			Category: "spot",
-			Side:     bybitapi.Side("BOTH"),
 		}
 
 		actualTrade, err := tradeEvent.toGlobalTrade(symbolFeeDetail{})
@@ -613,9 +617,11 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 
 	t.Run("unexpected order id", func(t *testing.T) {
 		tradeEvent := TradeEvent{
+			Trade: bybitapi.Trade{
+				Side:    bybitapi.SideBuy,
+				OrderId: "ABCD3123",
+			},
 			Category: "spot",
-			Side:     bybitapi.SideBuy,
-			OrderId:  "ABCD3123",
 		}
 
 		_, nerr := strconv.ParseUint(tradeEvent.OrderId, 10, 64)
@@ -626,10 +632,12 @@ func TestTradeEvent_toGlobalTrade(t *testing.T) {
 
 	t.Run("unexpected exec id", func(t *testing.T) {
 		tradeEvent := TradeEvent{
+			Trade: bybitapi.Trade{
+				Side:    bybitapi.SideBuy,
+				OrderId: "3123",
+				ExecId:  "ABC3123",
+			},
 			Category: "spot",
-			Side:     bybitapi.SideBuy,
-			OrderId:  "3123",
-			ExecId:   "ABC3123",
 		}
 
 		_, nerr := strconv.ParseUint(tradeEvent.ExecId, 10, 64)
@@ -654,13 +662,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.010000)
 		price := fixedpoint.NewFromFloat(28830.8100)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   true,
-			Side:      bybitapi.SideBuy,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   true,
+				Side:      bybitapi.SideBuy,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "BTC")
 		assert.Equal(t, fee, qty.Mul(symbolFee.FeeRate.MakerFeeRate))
 	})
@@ -679,13 +689,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.010000)
 		price := fixedpoint.NewFromFloat(28830.8099)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   true,
-			Side:      bybitapi.SideSell,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   true,
+				Side:      bybitapi.SideSell,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "USDT")
 		assert.Equal(t, fee, qty.Mul(price).Mul(symbolFee.FeeRate.MakerFeeRate))
 	})
@@ -704,13 +716,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.010000)
 		price := fixedpoint.NewFromFloat(28830.8100)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   false,
-			Side:      bybitapi.SideBuy,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   false,
+				Side:      bybitapi.SideBuy,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "BTC")
 		assert.Equal(t, fee, qty.Mul(symbolFee.FeeRate.TakerFeeRate))
 	})
@@ -729,13 +743,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.010000)
 		price := fixedpoint.NewFromFloat(28830.8099)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   false,
-			Side:      bybitapi.SideSell,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   false,
+				Side:      bybitapi.SideSell,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "USDT")
 		assert.Equal(t, fee, qty.Mul(price).Mul(symbolFee.FeeRate.TakerFeeRate))
 	})
@@ -754,13 +770,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.002289)
 		price := fixedpoint.NewFromFloat(28829.7600)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   true,
-			Side:      bybitapi.SideBuy,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   true,
+				Side:      bybitapi.SideBuy,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "USDT")
 		assert.Equal(t, fee, qty.Mul(price).Mul(symbolFee.FeeRate.MakerFeeRate))
 	})
@@ -779,13 +797,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.002289)
 		price := fixedpoint.NewFromFloat(28829.7600)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   true,
-			Side:      bybitapi.SideSell,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   true,
+				Side:      bybitapi.SideSell,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "BTC")
 		assert.Equal(t, fee, qty.Mul(symbolFee.FeeRate.MakerFeeRate))
 	})
@@ -804,13 +824,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.002289)
 		price := fixedpoint.NewFromFloat(28829.7600)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   false,
-			Side:      bybitapi.SideBuy,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   false,
+				Side:      bybitapi.SideBuy,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "BTC")
 		assert.Equal(t, fee, qty.Mul(symbolFee.FeeRate.TakerFeeRate))
 	})
@@ -829,13 +851,15 @@ func TestTradeEvent_CalculateFee(t *testing.T) {
 		qty := fixedpoint.NewFromFloat(0.002289)
 		price := fixedpoint.NewFromFloat(28829.7600)
 		trade := &TradeEvent{
-			ExecPrice: price,
-			ExecQty:   qty,
-			IsMaker:   false,
-			Side:      bybitapi.SideSell,
+			Trade: bybitapi.Trade{
+				ExecPrice: price,
+				ExecQty:   qty,
+				IsMaker:   false,
+				Side:      bybitapi.SideSell,
+			},
 		}
 
-		feeCurrency, fee := calculateFee(*trade, symbolFee)
+		feeCurrency, fee := calculateFee(trade.Trade, symbolFee)
 		assert.Equal(t, feeCurrency, "USDT")
 		assert.Equal(t, fee, qty.Mul(price).Mul(symbolFee.FeeRate.TakerFeeRate))
 	})
@@ -855,14 +879,16 @@ func TestTradeEvent_baseCoinAsFee(t *testing.T) {
 	qty := fixedpoint.NewFromFloat(0.002289)
 	price := fixedpoint.NewFromFloat(28829.7600)
 	trade := &TradeEvent{
-		ExecPrice: price,
-		ExecQty:   qty,
-		IsMaker:   false,
+		Trade: bybitapi.Trade{
+			ExecPrice: price,
+			ExecQty:   qty,
+			IsMaker:   false,
+		},
 	}
-	assert.Equal(t, symbolFee.FeeRate.TakerFeeRate.Mul(qty), baseCoinAsFee(*trade, symbolFee))
+	assert.Equal(t, symbolFee.FeeRate.TakerFeeRate.Mul(qty), baseCoinAsFee(trade.Trade, symbolFee))
 
 	trade.IsMaker = true
-	assert.Equal(t, symbolFee.FeeRate.MakerFeeRate.Mul(qty), baseCoinAsFee(*trade, symbolFee))
+	assert.Equal(t, symbolFee.FeeRate.MakerFeeRate.Mul(qty), baseCoinAsFee(trade.Trade, symbolFee))
 }
 
 func TestTradeEvent_quoteCoinAsFee(t *testing.T) {
@@ -878,12 +904,14 @@ func TestTradeEvent_quoteCoinAsFee(t *testing.T) {
 	qty := fixedpoint.NewFromFloat(0.002289)
 	price := fixedpoint.NewFromFloat(28829.7600)
 	trade := &TradeEvent{
-		ExecPrice: price,
-		ExecQty:   qty,
-		IsMaker:   false,
+		Trade: bybitapi.Trade{
+			ExecPrice: price,
+			ExecQty:   qty,
+			IsMaker:   false,
+		},
 	}
-	assert.Equal(t, symbolFee.FeeRate.TakerFeeRate.Mul(qty.Mul(price)), quoteCoinAsFee(*trade, symbolFee))
+	assert.Equal(t, symbolFee.FeeRate.TakerFeeRate.Mul(qty.Mul(price)), quoteCoinAsFee(trade.Trade, symbolFee))
 
 	trade.IsMaker = true
-	assert.Equal(t, symbolFee.FeeRate.MakerFeeRate.Mul(qty.Mul(price)), quoteCoinAsFee(*trade, symbolFee))
+	assert.Equal(t, symbolFee.FeeRate.MakerFeeRate.Mul(qty.Mul(price)), quoteCoinAsFee(trade.Trade, symbolFee))
 }