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46 lines
1.2 KiB
Go
46 lines
1.2 KiB
Go
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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return types.Market{
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Symbol: m.Symbol,
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LocalSymbol: m.Symbol,
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PricePrecision: int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
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VolumePrecision: int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
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QuoteCurrency: m.QuoteCoin,
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BaseCurrency: m.BaseCoin,
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MinNotional: m.LotSizeFilter.MinOrderAmt,
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MinAmount: m.LotSizeFilter.MinOrderAmt,
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// quantity
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MinQuantity: m.LotSizeFilter.MinOrderQty,
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MaxQuantity: m.LotSizeFilter.MaxOrderQty,
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StepSize: m.LotSizeFilter.BasePrecision,
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// price
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MinPrice: m.LotSizeFilter.MinOrderAmt,
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MaxPrice: m.LotSizeFilter.MaxOrderAmt,
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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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