mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
pkg/exchange: support QueryTickers API on bybit
This commit is contained in:
parent
3c32acc3ed
commit
ef8d1c7046
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@ -157,9 +157,10 @@ sample:
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*/
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type APIResponse struct {
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RetCode uint `json:"retCode"`
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RetMsg string `json:"retMsg"`
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Result json.RawMessage `json:"result"`
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RetExtInfo json.RawMessage `json:"retExtInfo"`
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Time types.MillisecondTimestamp `json:"time"`
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RetCode uint `json:"retCode"`
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RetMsg string `json:"retMsg"`
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Result json.RawMessage `json:"result"`
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RetExtInfo json.RawMessage `json:"retExtInfo"`
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// Time is current timestamp (ms)
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Time types.MillisecondTimestamp `json:"time"`
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}
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@ -45,4 +45,16 @@ func TestClient(t *testing.T) {
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assert.NoError(t, err)
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t.Logf("instrumentsInfo: %+v", instrumentsInfo)
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})
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t.Run("GetTicker", func(t *testing.T) {
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req := client.NewGetTickersRequest()
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apiResp, err := req.Symbol("BTCUSDT").Do(ctx)
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assert.NoError(t, err)
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t.Logf("apiResp: %+v", apiResp)
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req = client.NewGetTickersRequest()
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tickers, err := req.Symbol("BTCUSDT").DoWithResponseTime(ctx)
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assert.NoError(t, err)
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t.Logf("tickers: %+v", tickers)
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})
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}
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72
pkg/exchange/bybit/bybitapi/get_tickers_request.go
Normal file
72
pkg/exchange/bybit/bybitapi/get_tickers_request.go
Normal file
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@ -0,0 +1,72 @@
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package bybitapi
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import (
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"context"
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"encoding/json"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/requestgen"
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)
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//go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result
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//go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result
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type Tickers struct {
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Category Category `json:"category"`
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List []Ticker `json:"list"`
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// ClosedTime is current timestamp (ms). This value is obtained from outside APIResponse.
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ClosedTime types.MillisecondTimestamp
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}
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type Ticker struct {
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Symbol string `json:"symbol"`
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Bid1Price fixedpoint.Value `json:"bid1Price"`
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Bid1Size fixedpoint.Value `json:"bid1Size"`
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Ask1Price fixedpoint.Value `json:"ask1Price"`
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Ask1Size fixedpoint.Value `json:"ask1Size"`
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LastPrice fixedpoint.Value `json:"lastPrice"`
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PrevPrice24H fixedpoint.Value `json:"prevPrice24h"`
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Price24HPcnt fixedpoint.Value `json:"price24hPcnt"`
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HighPrice24H fixedpoint.Value `json:"highPrice24h"`
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LowPrice24H fixedpoint.Value `json:"lowPrice24h"`
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Turnover24H fixedpoint.Value `json:"turnover24h"`
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Volume24H fixedpoint.Value `json:"volume24h"`
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UsdIndexPrice fixedpoint.Value `json:"usdIndexPrice"`
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}
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// GetTickersRequest without **-responseDataType .InstrumentsInfo** in generation command, because the caller
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// needs the APIResponse.Time. We implemented the DoWithResponseTime to handle this.
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//
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//go:generate GetRequest -url "/v5/market/tickers" -type GetTickersRequest
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type GetTickersRequest struct {
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client requestgen.APIClient
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category Category `param:"category,query" validValues:"spot"`
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symbol *string `param:"symbol,query"`
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}
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func (c *RestClient) NewGetTickersRequest() *GetTickersRequest {
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return &GetTickersRequest{
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client: c,
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category: CategorySpot,
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}
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}
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func (g *GetTickersRequest) DoWithResponseTime(ctx context.Context) (*Tickers, error) {
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resp, err := g.Do(ctx)
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if err != nil {
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return nil, err
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}
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var data Tickers
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if err := json.Unmarshal(resp.Result, &data); err != nil {
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return nil, err
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}
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// Our types.Ticker requires the closed time, but this API does not provide it. This API returns the Tickers of the
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// past 24 hours, so in terms of closed time, it is the current time, so fill it in Tickers.ClosedTime.
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data.ClosedTime = resp.Time
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return &data, nil
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}
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172
pkg/exchange/bybit/bybitapi/get_tickers_request_requestgen.go
Normal file
172
pkg/exchange/bybit/bybitapi/get_tickers_request_requestgen.go
Normal file
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@ -0,0 +1,172 @@
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// Code generated by "requestgen -method GET -responseType .APIResponse -responseDataField Result -url /v5/market/tickers -type GetTickersRequest"; DO NOT EDIT.
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package bybitapi
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import (
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"context"
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"encoding/json"
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"fmt"
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"net/url"
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"reflect"
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"regexp"
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)
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func (g *GetTickersRequest) Category(category Category) *GetTickersRequest {
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g.category = category
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return g
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}
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func (g *GetTickersRequest) Symbol(symbol string) *GetTickersRequest {
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g.symbol = &symbol
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return g
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}
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// GetQueryParameters builds and checks the query parameters and returns url.Values
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func (g *GetTickersRequest) GetQueryParameters() (url.Values, error) {
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var params = map[string]interface{}{}
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// check category field -> json key category
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category := g.category
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// TEMPLATE check-valid-values
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switch category {
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case "spot":
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params["category"] = category
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default:
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return nil, fmt.Errorf("category value %v is invalid", category)
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}
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// END TEMPLATE check-valid-values
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// assign parameter of category
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params["category"] = category
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// check symbol field -> json key symbol
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if g.symbol != nil {
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symbol := *g.symbol
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// assign parameter of symbol
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params["symbol"] = symbol
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} else {
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}
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query := url.Values{}
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for _k, _v := range params {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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return query, nil
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}
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// GetParameters builds and checks the parameters and return the result in a map object
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func (g *GetTickersRequest) GetParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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// GetParametersQuery converts the parameters from GetParameters into the url.Values format
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func (g *GetTickersRequest) GetParametersQuery() (url.Values, error) {
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query := url.Values{}
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params, err := g.GetParameters()
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if err != nil {
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return query, err
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}
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for _k, _v := range params {
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if g.isVarSlice(_v) {
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g.iterateSlice(_v, func(it interface{}) {
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query.Add(_k+"[]", fmt.Sprintf("%v", it))
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})
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} else {
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query.Add(_k, fmt.Sprintf("%v", _v))
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}
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}
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return query, nil
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}
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// GetParametersJSON converts the parameters from GetParameters into the JSON format
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func (g *GetTickersRequest) GetParametersJSON() ([]byte, error) {
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params, err := g.GetParameters()
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if err != nil {
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return nil, err
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}
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return json.Marshal(params)
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}
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// GetSlugParameters builds and checks the slug parameters and return the result in a map object
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func (g *GetTickersRequest) GetSlugParameters() (map[string]interface{}, error) {
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var params = map[string]interface{}{}
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return params, nil
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}
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func (g *GetTickersRequest) applySlugsToUrl(url string, slugs map[string]string) string {
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for _k, _v := range slugs {
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needleRE := regexp.MustCompile(":" + _k + "\\b")
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url = needleRE.ReplaceAllString(url, _v)
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}
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return url
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}
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func (g *GetTickersRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
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sliceValue := reflect.ValueOf(slice)
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for _i := 0; _i < sliceValue.Len(); _i++ {
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it := sliceValue.Index(_i).Interface()
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_f(it)
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}
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}
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func (g *GetTickersRequest) isVarSlice(_v interface{}) bool {
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rt := reflect.TypeOf(_v)
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switch rt.Kind() {
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case reflect.Slice:
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return true
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}
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return false
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}
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func (g *GetTickersRequest) GetSlugsMap() (map[string]string, error) {
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slugs := map[string]string{}
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params, err := g.GetSlugParameters()
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if err != nil {
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return slugs, nil
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}
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for _k, _v := range params {
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slugs[_k] = fmt.Sprintf("%v", _v)
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}
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return slugs, nil
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}
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func (g *GetTickersRequest) Do(ctx context.Context) (*APIResponse, error) {
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// no body params
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var params interface{}
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query, err := g.GetQueryParameters()
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if err != nil {
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return nil, err
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}
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apiURL := "/v5/market/tickers"
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req, err := g.client.NewRequest(ctx, "GET", apiURL, query, params)
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if err != nil {
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return nil, err
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}
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response, err := g.client.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var apiResponse APIResponse
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if err := response.DecodeJSON(&apiResponse); err != nil {
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return nil, err
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}
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return &apiResponse, nil
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}
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@ -2,34 +2,13 @@ package bybit
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import (
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"math"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalMarket(m bybitapi.Instrument) types.Market {
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// sample:
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//Symbol: BTCUSDT
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//BaseCoin: BTC
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//QuoteCoin: USDT
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//Innovation: 0
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//Status: Trading
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//MarginTrading: both
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//
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//LotSizeFilter:
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//{
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// BasePrecision: 0.000001
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// QuotePrecision: 0.00000001
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// MinOrderQty: 0.000048
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// MaxOrderQty: 71.73956243
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// MinOrderAmt: 1
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// MaxOrderAmt: 2000000
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//}
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//
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//PriceFilter:
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//{
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// TickSize: 0.01
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//}
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return types.Market{
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Symbol: m.Symbol,
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LocalSymbol: m.Symbol,
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@ -51,3 +30,16 @@ func toGlobalMarket(m bybitapi.Instrument) types.Market {
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TickSize: m.PriceFilter.TickSize,
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}
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}
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func toGlobalTicker(stats bybitapi.Ticker, time time.Time) types.Ticker {
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return types.Ticker{
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Volume: stats.Volume24H,
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Last: stats.LastPrice,
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Open: stats.PrevPrice24H, // Market price 24 hours ago
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High: stats.HighPrice24H,
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Low: stats.LowPrice24H,
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Buy: stats.Bid1Price,
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Sell: stats.Ask1Price,
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Time: time,
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}
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}
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@ -3,6 +3,7 @@ package bybit
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import (
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"math"
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"testing"
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"time"
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"github.com/stretchr/testify/assert"
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@ -12,6 +13,26 @@ import (
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)
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func TestToGlobalMarket(t *testing.T) {
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// sample:
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//{
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// "Symbol": "BTCUSDT",
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// "BaseCoin": "BTC",
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// "QuoteCoin": "USDT",
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// "Innovation": 0,
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// "Status": "Trading",
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// "MarginTrading": "both",
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// "LotSizeFilter": {
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// "BasePrecision": 0.000001,
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// "QuotePrecision": 0.00000001,
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// "MinOrderQty": 0.000048,
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// "MaxOrderQty": 71.73956243,
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// "MinOrderAmt": 1,
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// "MaxOrderAmt": 2000000
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// },
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// "PriceFilter": {
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// "TickSize": 0.01
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// }
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//}
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inst := bybitapi.Instrument{
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Symbol: "BTCUSDT",
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BaseCoin: "BTC",
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@ -60,3 +81,52 @@ func TestToGlobalMarket(t *testing.T) {
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assert.Equal(t, toGlobalMarket(inst), exp)
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}
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func TestToGlobalTicker(t *testing.T) {
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// sample
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//{
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// "symbol": "BTCUSDT",
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// "bid1Price": "28995.98",
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// "bid1Size": "4.741552",
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// "ask1Price": "28995.99",
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// "ask1Size": "0.16075",
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// "lastPrice": "28994",
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// "prevPrice24h": "29900",
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// "price24hPcnt": "-0.0303",
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// "highPrice24h": "30344.78",
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// "lowPrice24h": "28948.87",
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// "turnover24h": "184705500.13172874",
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// "volume24h": "6240.807096",
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// "usdIndexPrice": "28977.82001643"
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//}
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ticker := bybitapi.Ticker{
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Symbol: "BTCUSDT",
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Bid1Price: fixedpoint.NewFromFloat(28995.98),
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Bid1Size: fixedpoint.NewFromFloat(4.741552),
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Ask1Price: fixedpoint.NewFromFloat(28995.99),
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Ask1Size: fixedpoint.NewFromFloat(0.16075),
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LastPrice: fixedpoint.NewFromFloat(28994),
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PrevPrice24H: fixedpoint.NewFromFloat(29900),
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Price24HPcnt: fixedpoint.NewFromFloat(-0.0303),
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HighPrice24H: fixedpoint.NewFromFloat(30344.78),
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LowPrice24H: fixedpoint.NewFromFloat(28948.87),
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Turnover24H: fixedpoint.NewFromFloat(184705500.13172874),
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Volume24H: fixedpoint.NewFromFloat(6240.807096),
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UsdIndexPrice: fixedpoint.NewFromFloat(28977.82001643),
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}
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timeNow := time.Now()
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exp := types.Ticker{
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Time: timeNow,
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Volume: ticker.Volume24H,
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Last: ticker.LastPrice,
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Open: ticker.PrevPrice24H,
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High: ticker.HighPrice24H,
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Low: ticker.LowPrice24H,
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Buy: ticker.Bid1Price,
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Sell: ticker.Ask1Price,
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}
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assert.Equal(t, toGlobalTicker(ticker, timeNow), exp)
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}
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@ -2,13 +2,23 @@ package bybit
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import (
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"context"
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"fmt"
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"time"
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"github.com/sirupsen/logrus"
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"golang.org/x/time/rate"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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// https://bybit-exchange.github.io/docs/zh-TW/v5/rate-limit
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// sharedRateLimiter indicates that the API belongs to the public API.
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//
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// The default order limiter apply 2 requests per second and a 2 initial bucket
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// this includes QueryMarkets, QueryTicker
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var sharedRateLimiter = rate.NewLimiter(rate.Every(time.Second/2), 2)
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var log = logrus.WithFields(logrus.Fields{
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"exchange": "bybit",
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})
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@ -47,8 +57,14 @@ func (e *Exchange) PlatformFeeCurrency() string {
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}
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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if err := sharedRateLimiter.Wait(ctx); err != nil {
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log.WithError(err).Errorf("markets rate limiter wait error")
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return nil, err
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}
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instruments, err := e.client.NewGetInstrumentsInfoRequest().Do(ctx)
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if err != nil {
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log.Warnf("failed to query instruments, err: %v", err)
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return nil, err
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}
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@ -59,3 +75,56 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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return marketMap, nil
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}
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func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
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if err := sharedRateLimiter.Wait(ctx); err != nil {
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log.WithError(err).Errorf("ticker rate limiter wait error")
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return nil, err
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}
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s, err := e.client.NewGetTickersRequest().Symbol(symbol).DoWithResponseTime(ctx)
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if err != nil {
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log.Warnf("failed to get tickers, symbol: %s, err: %v", symbol, err)
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return nil, err
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}
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if len(s.List) != 1 {
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log.Warnf("unexpected ticker length, exp: 1, got: %d", len(s.List))
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return nil, fmt.Errorf("unexpected ticker lenght, exp:1, got:%d", len(s.List))
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}
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|
||||
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
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user