pkg/exchange: support QueryTickers API on bybit

pkg/exchange/bybit/bybitapi/client.go

@@ -161,5 +161,6 @@ type APIResponse struct {
 	RetMsg     string          `json:"retMsg"`
 	Result     json.RawMessage `json:"result"`
 	RetExtInfo json.RawMessage `json:"retExtInfo"`
+	// Time is current timestamp (ms)
 	Time types.MillisecondTimestamp `json:"time"`
 }

pkg/exchange/bybit/bybitapi/client_test.go

@@ -45,4 +45,16 @@ func TestClient(t *testing.T) {
 		assert.NoError(t, err)
 		t.Logf("instrumentsInfo: %+v", instrumentsInfo)
 	})
+
+	t.Run("GetTicker", func(t *testing.T) {
+		req := client.NewGetTickersRequest()
+		apiResp, err := req.Symbol("BTCUSDT").Do(ctx)
+		assert.NoError(t, err)
+		t.Logf("apiResp: %+v", apiResp)
+
+		req = client.NewGetTickersRequest()
+		tickers, err := req.Symbol("BTCUSDT").DoWithResponseTime(ctx)
+		assert.NoError(t, err)
+		t.Logf("tickers: %+v", tickers)
+	})
 }

pkg/exchange/bybit/bybitapi/get_tickers_request.go

@@ -0,0 +1,72 @@
+package bybitapi
+
+import (
+	"context"
+	"encoding/json"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
+//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
+
+type Tickers struct {
+	Category Category `json:"category"`
+	List     []Ticker `json:"list"`
+
+	// ClosedTime is current timestamp (ms). This value is obtained from outside APIResponse.
+	ClosedTime types.MillisecondTimestamp
+}
+
+type Ticker struct {
+	Symbol        string           `json:"symbol"`
+	Bid1Price     fixedpoint.Value `json:"bid1Price"`
+	Bid1Size      fixedpoint.Value `json:"bid1Size"`
+	Ask1Price     fixedpoint.Value `json:"ask1Price"`
+	Ask1Size      fixedpoint.Value `json:"ask1Size"`
+	LastPrice     fixedpoint.Value `json:"lastPrice"`
+	PrevPrice24H  fixedpoint.Value `json:"prevPrice24h"`
+	Price24HPcnt  fixedpoint.Value `json:"price24hPcnt"`
+	HighPrice24H  fixedpoint.Value `json:"highPrice24h"`
+	LowPrice24H   fixedpoint.Value `json:"lowPrice24h"`
+	Turnover24H   fixedpoint.Value `json:"turnover24h"`
+	Volume24H     fixedpoint.Value `json:"volume24h"`
+	UsdIndexPrice fixedpoint.Value `json:"usdIndexPrice"`
+}
+
+// GetTickersRequest without **-responseDataType .InstrumentsInfo** in generation command, because the caller
+// needs the APIResponse.Time. We implemented the DoWithResponseTime to handle this.
+//
+//go:generate GetRequest -url "/v5/market/tickers" -type GetTickersRequest
+type GetTickersRequest struct {
+	client requestgen.APIClient
+
+	category Category `param:"category,query" validValues:"spot"`
+	symbol   *string  `param:"symbol,query"`
+}
+
+func (c *RestClient) NewGetTickersRequest() *GetTickersRequest {
+	return &GetTickersRequest{
+		client:   c,
+		category: CategorySpot,
+	}
+}
+
+func (g *GetTickersRequest) DoWithResponseTime(ctx context.Context) (*Tickers, error) {
+	resp, err := g.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	var data Tickers
+	if err := json.Unmarshal(resp.Result, &data); err != nil {
+		return nil, err
+	}
+
+	// Our types.Ticker requires the closed time, but this API does not provide it. This API returns the Tickers of the
+	// past 24 hours, so in terms of closed time, it is the current time, so fill it in Tickers.ClosedTime.
+	data.ClosedTime = resp.Time
+	return &data, nil
+}

pkg/exchange/bybit/bybitapi/get_tickers_request_requestgen.go

@@ -0,0 +1,172 @@
+// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/market/tickers -type GetTickersRequest"; DO NOT EDIT.
+
+package bybitapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (g *GetTickersRequest) Category(category Category) *GetTickersRequest {
+	g.category = category
+	return g
+}
+
+func (g *GetTickersRequest) Symbol(symbol string) *GetTickersRequest {
+	g.symbol = &symbol
+	return g
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (g *GetTickersRequest) 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 {
+	}
+
+	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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (g *GetTickersRequest) 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 *GetTickersRequest) 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 *GetTickersRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (g *GetTickersRequest) 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
+}
+
+func (g *GetTickersRequest) Do(ctx context.Context) (*APIResponse, error) {
+
+	// no body params
+	var params interface{}
+	query, err := g.GetQueryParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/v5/market/tickers"
+
+	req, err := g.client.NewRequest(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
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return &apiResponse, nil
+}

pkg/exchange/bybit/convert.go

@@ -2,34 +2,13 @@ package bybit
 
 import (
 	"math"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
 func toGlobalMarket(m bybitapi.Instrument) types.Market {
-	// sample:
-	//Symbol: BTCUSDT
-	//BaseCoin: BTC
-	//QuoteCoin: USDT
-	//Innovation: 0
-	//Status: Trading
-	//MarginTrading: both
-	//
-	//LotSizeFilter:
-	//{
-	//    BasePrecision: 0.000001
-	//    QuotePrecision: 0.00000001
-	//    MinOrderQty: 0.000048
-	//    MaxOrderQty: 71.73956243
-	//    MinOrderAmt: 1
-	//    MaxOrderAmt: 2000000
-	//}
-	//
-	//PriceFilter:
-	//{
-	//    TickSize: 0.01
-	//}
 	return types.Market{
 		Symbol:          m.Symbol,
 		LocalSymbol:     m.Symbol,
@@ -51,3 +30,16 @@ func toGlobalMarket(m bybitapi.Instrument) types.Market {
 		TickSize: m.PriceFilter.TickSize,
 	}
 }
+
+func toGlobalTicker(stats bybitapi.Ticker, time time.Time) types.Ticker {
+	return types.Ticker{
+		Volume: stats.Volume24H,
+		Last:   stats.LastPrice,
+		Open:   stats.PrevPrice24H, // Market price 24 hours ago
+		High:   stats.HighPrice24H,
+		Low:    stats.LowPrice24H,
+		Buy:    stats.Bid1Price,
+		Sell:   stats.Ask1Price,
+		Time:   time,
+	}
+}

pkg/exchange/bybit/convert_test.go

@@ -3,6 +3,7 @@ package bybit
 import (
 	"math"
 	"testing"
+	"time"
 
 	"github.com/stretchr/testify/assert"
 
@@ -12,6 +13,26 @@ import (
 )
 
 func TestToGlobalMarket(t *testing.T) {
+	// sample:
+	//{
+	//	"Symbol": "BTCUSDT",
+	//	"BaseCoin": "BTC",
+	//	"QuoteCoin": "USDT",
+	//	"Innovation": 0,
+	//	"Status": "Trading",
+	//	"MarginTrading": "both",
+	//	"LotSizeFilter": {
+	//	"BasePrecision": 0.000001,
+	//		"QuotePrecision": 0.00000001,
+	//		"MinOrderQty": 0.000048,
+	//		"MaxOrderQty": 71.73956243,
+	//		"MinOrderAmt": 1,
+	//		"MaxOrderAmt": 2000000
+	//	},
+	//	"PriceFilter": {
+	//		"TickSize": 0.01
+	//	}
+	//}
 	inst := bybitapi.Instrument{
 		Symbol:        "BTCUSDT",
 		BaseCoin:      "BTC",
@@ -60,3 +81,52 @@ func TestToGlobalMarket(t *testing.T) {
 
 	assert.Equal(t, toGlobalMarket(inst), exp)
 }
+
+func TestToGlobalTicker(t *testing.T) {
+	// sample
+	//{
+	// 	  "symbol": "BTCUSDT",
+	//    "bid1Price": "28995.98",
+	//    "bid1Size": "4.741552",
+	//    "ask1Price": "28995.99",
+	//    "ask1Size": "0.16075",
+	//    "lastPrice": "28994",
+	//    "prevPrice24h": "29900",
+	//    "price24hPcnt": "-0.0303",
+	//    "highPrice24h": "30344.78",
+	//    "lowPrice24h": "28948.87",
+	//    "turnover24h": "184705500.13172874",
+	//    "volume24h": "6240.807096",
+	//    "usdIndexPrice": "28977.82001643"
+	//}
+	ticker := bybitapi.Ticker{
+		Symbol:        "BTCUSDT",
+		Bid1Price:     fixedpoint.NewFromFloat(28995.98),
+		Bid1Size:      fixedpoint.NewFromFloat(4.741552),
+		Ask1Price:     fixedpoint.NewFromFloat(28995.99),
+		Ask1Size:      fixedpoint.NewFromFloat(0.16075),
+		LastPrice:     fixedpoint.NewFromFloat(28994),
+		PrevPrice24H:  fixedpoint.NewFromFloat(29900),
+		Price24HPcnt:  fixedpoint.NewFromFloat(-0.0303),
+		HighPrice24H:  fixedpoint.NewFromFloat(30344.78),
+		LowPrice24H:   fixedpoint.NewFromFloat(28948.87),
+		Turnover24H:   fixedpoint.NewFromFloat(184705500.13172874),
+		Volume24H:     fixedpoint.NewFromFloat(6240.807096),
+		UsdIndexPrice: fixedpoint.NewFromFloat(28977.82001643),
+	}
+
+	timeNow := time.Now()
+
+	exp := types.Ticker{
+		Time:   timeNow,
+		Volume: ticker.Volume24H,
+		Last:   ticker.LastPrice,
+		Open:   ticker.PrevPrice24H,
+		High:   ticker.HighPrice24H,
+		Low:    ticker.LowPrice24H,
+		Buy:    ticker.Bid1Price,
+		Sell:   ticker.Ask1Price,
+	}
+
+	assert.Equal(t, toGlobalTicker(ticker, timeNow), exp)
+}

pkg/exchange/bybit/exchange.go

@@ -2,13 +2,23 @@ package bybit
 
 import (
 	"context"
+	"fmt"
+	"time"
 
 	"github.com/sirupsen/logrus"
+	"golang.org/x/time/rate"
 
 	"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+// https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
+// sharedRateLimiter indicates that the API belongs to the public API.
+//
+// The default order limiter apply 2 requests per second and a 2 initial bucket
+// this includes QueryMarkets, QueryTicker
+var sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/2), 2)
+
 var log = logrus.WithFields(logrus.Fields{
 	"exchange": "bybit",
 })
@@ -47,8 +57,14 @@ func (e *Exchange) PlatformFeeCurrency() string {
 }
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
+	if err := sharedRateLimiter.Wait(ctx); err != nil {
+		log.WithError(err).Errorf("markets rate limiter wait error")
+		return nil, err
+	}
+
 	instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
 	if err != nil {
+		log.Warnf("failed to query instruments, err: %v", err)
 		return nil, err
 	}
 
@@ -59,3 +75,56 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 
 	return marketMap, nil
 }
+
+func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
+	if err := sharedRateLimiter.Wait(ctx); err != nil {
+		log.WithError(err).Errorf("ticker rate limiter wait error")
+		return nil, err
+	}
+
+	s, err := e.client.NewGetTickersRequest().Symbol(symbol).DoWithResponseTime(ctx)
+	if err != nil {
+		log.Warnf("failed to get tickers, symbol: %s, err: %v", symbol, err)
+		return nil, err
+	}
+
+	if len(s.List) != 1 {
+		log.Warnf("unexpected ticker length, exp: 1, got: %d", len(s.List))
+		return nil, fmt.Errorf("unexpected ticker lenght, exp:1, got:%d", len(s.List))
+	}
+
+	ticker := toGlobalTicker(s.List[0], s.ClosedTime.Time())
+	return &ticker, nil
+}
+
+func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[string]types.Ticker, error) {
+	tickers := map[string]types.Ticker{}
+	if len(symbols) > 0 {
+		for _, s := range symbols {
+			t, err := e.QueryTicker(ctx, s)
+			if err != nil {
+				return nil, err
+			}
+
+			tickers[s] = *t
+		}
+
+		return tickers, nil
+	}
+
+	if err := sharedRateLimiter.Wait(ctx); err != nil {
+		log.WithError(err).Errorf("ticker rate limiter wait error")
+		return nil, err
+	}
+	allTickers, err := e.client.NewGetTickersRequest().DoWithResponseTime(ctx)
+	if err != nil {
+		log.Warnf("failed to get tickers, err: %v", err)
+		return nil, err
+	}
+
+	for _, s := range allTickers.List {
+		tickers[s.Symbol] = toGlobalTicker(s, allTickers.ClosedTime.Time())
+	}
+
+	return tickers, nil
+}