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Bybit: Fix WS ticker processing (#1538)

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* Bybit: Fix WS ticker processing

* Bybit: Refactor SetDefaults
This commit is contained in:
Gareth Kirwan
2024-07-03 13:05:11 +07:00
committed by GitHub
parent 258b60c082
commit b7a2f617d9
8 changed files with 326 additions and 443 deletions
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287
exchanges/bybit/bybit_test.go
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@@ -5,6 +5,7 @@ import (
"encoding/json"
"errors"
"fmt"
"slices"
"testing"
"time"
@@ -22,6 +23,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
@@ -2950,34 +2952,22 @@ func TestGetWithdrawalsHistory(t *testing.T) {
func TestGetRecentTrades(t *testing.T) {
t.Parallel()
_, err := b.GetRecentTrades(context.Background(), spotTradablePair, asset.Spot)
if err != nil {
t.Error(err)
}
_, err = b.GetRecentTrades(context.Background(), inverseTradablePair, asset.CoinMarginedFutures)
if err != nil {
t.Error(err)
}
_, err = b.GetRecentTrades(context.Background(), usdtMarginedTradablePair, asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
_, err = b.GetRecentTrades(context.Background(), usdcMarginedTradablePair, asset.USDCMarginedFutures)
if err != nil {
t.Error(err)
}
_, err = b.GetRecentTrades(context.Background(), spotTradablePair, asset.Futures)
if !errors.Is(err, asset.ErrNotSupported) {
t.Error(err)
}
cp, err := b.ExtractCurrencyPair("BTC-29DEC23-80000-C", asset.Options, true)
if err != nil {
t.Fatal(err)
}
_, err = b.GetRecentTrades(context.Background(), cp, asset.Options)
if err != nil {
t.Error(err)
for _, tt := range []struct {
a asset.Item
p currency.Pair
}{
{asset.Spot, spotTradablePair},
{asset.Options, optionsTradablePair},
{asset.CoinMarginedFutures, inverseTradablePair},
{asset.USDTMarginedFutures, usdtMarginedTradablePair},
{asset.USDCMarginedFutures, usdcMarginedTradablePair},
} {
_, err := b.GetRecentTrades(context.Background(), tt.p, tt.a)
assert.NoErrorf(t, err, "GetRecentTrades should not error for %s asset", tt.a)
}
_, err := b.GetRecentTrades(context.Background(), spotTradablePair, asset.Futures)
assert.ErrorIs(t, err, asset.ErrNotSupported)
}
func TestGetBybitServerTime(t *testing.T) {
@@ -3096,9 +3086,6 @@ var pushDataMap = map[string]string{
"Orderbook Snapshot": `{"topic":"orderbook.50.BTCUSDT","ts":1690719970602,"type":"snapshot","data":{"s":"BTCUSDT","b":[["29328.25","3.911681"],["29328.21","0.117584"],["29328.19","0.511493"],["29328.16","0.013639"],["29328","0.1646"],["29327.99","1"],["29327.98","0.681309"],["29327.53","0.001"],["29327.46","0.000048"],["29327","0.046517"],["29326.99","0.077528"],["29326.55","0.026808"],["29326.48","0.03"],["29326","0.1646"],["29325.99","0.00075"],["29325.93","0.409862"],["29325.92","0.745"],["29325.87","0.511533"],["29325.85","0.00018"],["29325.42","0.001023"],["29325.41","0.68199"],["29325.36","0.006309"],["29325.35","0.0153"],["29324.97","0.903728"],["29324.96","1.506212"],["29324.49","0.016966"],["29324.38","0.0341"],["29324.17","1.4535"],["29324","0.1646"],["29323.99","0.00075"],["29323.92","0.050492"],["29323.77","1.023141"],["29323.72","0.12"],["29323.48","0.0153"],["29323.26","0.001362"],["29322.78","0.464948"],["29322.77","0.745"],["29322.76","0.0153"],["29322.73","0.013633"],["29322.67","0.53"],["29322.62","0.01"],["29322.04","0.97036"],["29322","0.1656"],["29321.99","0.00075"],["29321.56","0.0341"],["29321.52","0.613945"],["29321.51","0.13"],["29321.4","0.002"],["29321.18","0.196788"],["29321.13","0.34104"]],"a":[["29328.26","1.256884"],["29328.36","0.013639"],["29328.97","0.51148"],["29329","0.002046"],["29329.2","0.035597"],["29329.27","0.001"],["29329.44","0.03523"],["29329.99","0.791676"],["29330","0.546264"],["29330.28","0.001"],["29330.35","0.767184"],["29330.5","0.002725"],["29330.51","0.0341"],["29330.79","0.03"],["29330.81","0.158412"],["29330.93","0.68199"],["29330.95","0.282036"],["29331","0.041"],["29331.13","0.0003"],["29331.19","0.01"],["29331.53","0.050164"],["29331.54","0.008573"],["29331.99","0.26305"],["29332.11","0.008124"],["29332.21","0.8721"],["29332.22","1.4535"],["29332.41","0.157"],["29332.58","0.001023"],["29332.59","0.0153"],["29332.84","0.679527"],["29332.85","1.022812"],["29332.98","0.200071"],["29333.01","1.13254"],["29333.24","0.0153"],["29333.25","0.001362"],["29333.35","0.625"],["29333.37","0.01"],["29333.56","0.0341"],["29333.68","0.21795"],["29333.85","0.182562"],["29333.98","0.0003"],["29333.99","0.00105"],["29334.16","0.009132"],["29334.29","0.0003"],["29334.48","0.029675"],["29334.7","0.00086"],["29334.99","0.006838"],["29335","0.002177"],["29335.18","0.013622"],["29335.32","0.034099"]],"u":51668654,"seq":10194901787}}`,
"Orderbook Update": `{"topic":"orderbook.50.ACAUSDT","ts":1690719548494,"type":"snapshot","data":{"s":"ACAUSDT","b":[["0.0657","5363.66"],["0.0646","7910.21"],["0.0645","1435.73"],["0.0644","1552.8"],["0.0642","6904.01"],["0.064","3232.64"],["0.0639","106"],["0.0637","100"],["0.0636","25.62"],["0.0635","209.43"],["0.0631","237.47"],["0.063","258.13"],["0.0627","318.97"],["0.0625","10066.99"],["0.0624","16.1"],["0.0623","41.72"],["0.0622","1624.59"],["0.0621","402.57"],["0.0616","10.65"],["0.0613","652"],["0.061","1081.97"],["0.0604","413.91"],["0.06","1471.82"],["0.0597","15000"],["0.0595","15000"],["0.0593","608.77"],["0.0591","430.79"],["0.059","444"],["0.0586","4536.97"],["0.0584","1533.58"],["0.0583","3764.43"],["0.0581","3072.34"],["0.058","2654.9"],["0.0579","1022.23"],["0.0576","1931.71"],["0.0574","2545.88"],["0.0573","821.27"],["0.0571","2957"],["0.0568","1483.57"],["0.0561","392.24"],["0.0555","900.9"],["0.055","322.15"],["0.0549","182"],["0.0545","30"],["0.0536","24.24"],["0.0535","1869.15"],["0.053","40"],["0.0529","189"],["0.0525","701.66"],["0.0521","1122.64"]],"a":[["0.0661","3320.27"],["0.0662","8667.02"],["0.0663","6087.91"],["0.0664","6060.61"],["0.0684","591.31"],["0.0689","155.77"],["0.069","1148.02"],["0.0694","2421.86"],["0.0699","155.77"],["0.07","445.87"],["0.0701","142.65"],["0.071","2131.4"],["0.0718","1447.83"],["0.072","420.62"],["0.0743","1399.15"],["0.0745","1481.62"],["0.0747","32.97"],["0.0748","900.38"],["0.0749","209.44"],["0.075","124.49"],["0.0757","41.9"],["0.0762","657.43"],["0.077","48.77"],["0.0779","96.26"],["0.078","12305.94"],["0.079","29.77"],["0.0797","512.26"],["0.0799","743.29"],["0.08","5050.7"],["0.0814","11.71"],["0.0815","75.93"],["0.0817","403"],["0.082","817.43"],["0.0825","768.47"],["0.0828","388.77"],["0.083","150.53"],["0.0835","18"],["0.084","10776.95"],["0.0841","1465.17"],["0.0848","15000"],["0.085","16976.73"],["0.0853","798.45"],["0.0856","5239.19"],["0.0857","5134.18"],["0.0858","3885.13"],["0.0859","3691.71"],["0.086","16847.35"],["0.0862","898.68"],["0.0863","994.24"],["0.0865","1251.56"]],"u":4694899,"seq":12206894097}}`,
"Public Trade": `{"topic":"publicTrade.ATOM2SUSDT","ts":1690720953113,"type":"snapshot","data":[{"i":"2200000000067341890","T":1690720953111,"p":"3.6279","v":"1.3637","S":"Sell","s":"ATOM2SUSDT","BT":false}]}`,
"Public Linear Ticker": `{ "topic": "tickers.BTCUSDT", "type": "snapshot", "data": { "symbol": "BTCUSDT", "tickDirection": "PlusTick", "price24hPcnt": "0.017103", "lastPrice": "17216.00", "prevPrice24h": "16926.50", "highPrice24h": "17281.50", "lowPrice24h": "16915.00", "prevPrice1h": "17238.00", "markPrice": "17217.33", "indexPrice": "17227.36", "openInterest": "68744.761", "openInterestValue": "1183601235.91", "turnover24h": "1570383121.943499", "volume24h": "91705.276", "nextFundingTime": "1673280000000", "fundingRate": "-0.000212", "bid1Price": "17215.50", "bid1Size": "84.489", "ask1Price": "17216.00", "ask1Size": "83.020" }, "cs": 24987956059, "ts": 1673272861686 }`,
"Public Option Ticker": `{ "id": "tickers.BTC-6JAN23-17500-C-2480334983-1672917511074", "topic": "tickers.BTC-6JAN23-17500-C", "ts": 1672917511074, "data": { "symbol": "BTC-6JAN23-17500-C", "bidPrice": "0", "bidSize": "0", "bidIv": "0", "askPrice": "10", "askSize": "5.1", "askIv": "0.514", "lastPrice": "10", "highPrice24h": "25", "lowPrice24h": "5", "markPrice": "7.86976724", "indexPrice": "16823.73", "markPriceIv": "0.4896", "underlyingPrice": "16815.1", "openInterest": "49.85", "turnover24h": "446802.8473", "volume24h": "26.55", "totalVolume": "86", "totalTurnover": "1437431", "delta": "0.047831", "gamma": "0.00021453", "vega": "0.81351067", "theta": "-19.9115368", "predictedDeliveryPrice": "0", "change24h": "-0.33333334" }, "type": "snapshot" }`,
"Public Ticker": `{"topic":"tickers.APTUSDC","ts":1690724804979,"type":"snapshot","cs":11505608330,"data":{"symbol":"APTUSDC","lastPrice":"7.0884","highPrice24h":"7.19","lowPrice24h":"7.0666","prevPrice24h":"7.0767","volume24h":"642.45","turnover24h":"4568.920448","price24hPcnt":"0.0017","usdIndexPrice":"7.07930012"}}`,
"Public Kline": `{ "topic": "kline.5.BTCUSDT", "data": [ { "start": 1672324800000, "end": 1672325099999, "interval": "5", "open": "16649.5", "close": "16677", "high": "16677", "low": "16608", "volume": "2.081", "turnover": "34666.4005", "confirm": false, "timestamp": 1672324988882 } ], "ts": 1672324988882,"type": "snapshot"}`,
"Public Liquidiation": `{ "data": { "price": "0.03803", "side": "Buy", "size": "1637", "symbol": "GALAUSDT", "updatedTime": 1673251091822 }, "topic": "liquidation.GALAUSDT", "ts": 1673251091822, "type": "snapshot" }`,
"Public LT Kline": `{ "type": "snapshot", "topic": "kline_lt.5.EOS3LUSDT", "data": [ { "start": 1672325100000, "end": 1672325399999, "interval": "5", "open": "0.416039541212402799", "close": "0.41477848043290448", "high": "0.416039541212402799", "low": "0.409734237314911206", "confirm": false, "timestamp": 1672325322393 } ], "ts": 1672325322393 }`,
@@ -3121,6 +3108,157 @@ func TestPushData(t *testing.T) {
}
}
func TestWsTicker(t *testing.T) {
t.Parallel()
b := new(Bybit) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
assetRouting := []asset.Item{
asset.Spot, asset.Options, asset.USDTMarginedFutures, asset.USDTMarginedFutures,
asset.USDCMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures, asset.CoinMarginedFutures,
}
require.NoError(t, testexch.Setup(b), "Test instance Setup must not error")
testexch.FixtureToDataHandler(t, "testdata/wsTicker.json", func(r []byte) error {
defer slices.Delete(assetRouting, 0, 1)
return b.wsHandleData(assetRouting[0], r)
})
close(b.Websocket.DataHandler)
expected := 8
require.Len(t, b.Websocket.DataHandler, expected, "Should see correct number of tickers")
for resp := range b.Websocket.DataHandler {
switch v := resp.(type) {
case *ticker.Price:
assert.Equal(t, b.Name, v.ExchangeName, "ExchangeName should be correct")
switch expected - len(b.Websocket.DataHandler) {
case 1: // Spot
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 21109.77, v.Last, "Last should be correct")
assert.Equal(t, 21426.99, v.High, "High should be correct")
assert.Equal(t, 20575.00, v.Low, "Low should be correct")
assert.Equal(t, 6780.866843, v.Volume, "Volume should be correct")
assert.Equal(t, "BTC_USDT", v.Pair.String(), "Pair should be correct")
assert.Equal(t, asset.Spot, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(233366401000), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 2: // Option
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, 3565.00, v.Last, "Last should be correct")
assert.Equal(t, 3715.00, v.High, "High should be correct")
assert.Equal(t, 3555.00, v.Low, "Low should be correct")
assert.Equal(t, 1.62, v.Volume, "Volume should be correct")
assert.Equal(t, 3475.00, v.Bid, "Bid should be correct")
assert.Equal(t, 10.14, v.BidSize, "BidSize should be correct")
assert.Equal(t, 3520.00, v.Ask, "Ask should be correct")
assert.Equal(t, 2.5, v.AskSize, "AskSize should be correct")
assert.Equal(t, 3502.0715721, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61912.8, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 29.35, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, "BTC-28JUN24-60000-P", v.Pair.String(), "Pair should be correct")
assert.Equal(t, asset.Options, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715742949283), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 3: // USDTMargined snapshot
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61874.00, v.Last, "Last should be correct")
assert.Equal(t, 62752.90, v.High, "High should be correct")
assert.Equal(t, 61000.10, v.Low, "Low should be correct")
assert.Equal(t, 98430.1050, v.Volume, "Volume should be correct")
assert.Equal(t, 61873.9, v.Bid, "Bid should be correct")
assert.Equal(t, 3.783, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61874.00, v.Ask, "Ask should be correct")
assert.Equal(t, 16.278, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61875.25, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61903.73, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 58117.022, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715748762463), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 4: // USDTMargined partial
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USDT, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61874.00, v.Last, "Last should be correct")
assert.Equal(t, 62752.90, v.High, "High should be correct")
assert.Equal(t, 61000.10, v.Low, "Low should be correct")
assert.Equal(t, 98430.1050, v.Volume, "Volume should be correct")
assert.Equal(t, 61873.90, v.Bid, "Bid should be correct")
assert.Equal(t, 3.543, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61874.00, v.Ask, "Ask should be correct")
assert.Equal(t, 16.278, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61875.06, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61903.59, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 58117.022, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.USDTMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715748763063), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 5: // USDCMargined snapshot
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.PERP, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61945.70, v.Last, "Last should be correct")
assert.Equal(t, 62242.2, v.High, "High should be correct")
assert.Equal(t, 61059.1, v.Low, "Low should be correct")
assert.Equal(t, 427.375, v.Volume, "Volume should be correct")
assert.Equal(t, 61909.2, v.Bid, "Bid should be correct")
assert.Equal(t, 0.035, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61909.60, v.Ask, "Ask should be correct")
assert.Equal(t, 0.082, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61943.58, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61942.85, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 526.806, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.USDCMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715756612118), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 6: // USDCMargined partial
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.PERP, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61945.70, v.Last, "Last should be correct")
assert.Equal(t, 62242.2, v.High, "High should be correct")
assert.Equal(t, 61059.1, v.Low, "Low should be correct")
assert.Equal(t, 427.375, v.Volume, "Volume should be correct")
assert.Equal(t, 61909.5, v.Bid, "Bid should be correct")
assert.Equal(t, 0.035, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61909.60, v.Ask, "Ask should be correct")
assert.Equal(t, 0.082, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61943.58, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61942.85, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 526.806, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.USDCMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(171575661221), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 7: // CoinMargined snapshot
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USD, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61894.0, v.Last, "Last should be correct")
assert.Equal(t, 62265.5, v.High, "High should be correct")
assert.Equal(t, 61029.5, v.Low, "Low should be correct")
assert.Equal(t, 391976479.0, v.Volume, "Volume should be correct")
assert.Equal(t, 61891.5, v.Bid, "Bid should be correct")
assert.Equal(t, 12667.0, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61892.0, v.Ask, "Ask should be correct")
assert.Equal(t, 60953.0, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61894.0, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61923.36, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 931760496.0, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.CoinMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715757637952), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
case 8: // CoinMargined partial
assert.Equal(t, currency.BTC, v.Pair.Base, "Pair base should be correct")
assert.Equal(t, currency.USD, v.Pair.Quote, "Pair quote should be correct")
assert.Equal(t, 61894.0, v.Last, "Last should be correct")
assert.Equal(t, 62265.5, v.High, "High should be correct")
assert.Equal(t, 61029.5, v.Low, "Low should be correct")
assert.Equal(t, 391976479.0, v.Volume, "Volume should be correct")
assert.Equal(t, 61891.5, v.Bid, "Bid should be correct")
assert.Equal(t, 27634.0, v.BidSize, "BidSize should be correct")
assert.Equal(t, 61892.0, v.Ask, "Ask should be correct")
assert.Equal(t, 60953.0, v.AskSize, "AskSize should be correct")
assert.Equal(t, 61894.0, v.MarkPrice, "MarkPrice should be correct")
assert.Equal(t, 61923.36, v.IndexPrice, "IndexPrice should be correct")
assert.Equal(t, 931760496.0, v.OpenInterest, "OpenInterest should be correct")
assert.Equal(t, asset.CoinMarginedFutures, v.AssetType, "AssetType should be correct")
assert.Equal(t, int64(1715757638152), v.LastUpdated.UnixMilli(), "LastUpdated should be correct")
}
case error:
t.Error(v)
default:
t.Errorf("Unexpected type in DataHandler: %T (%s)", v, v)
}
}
}
func TestGetFeeByTypeOfflineTradeFee(t *testing.T) {
t.Parallel()
var feeBuilder = &exchange.FeeBuilder{
@@ -3274,17 +3412,6 @@ func TestGetLongShortRatio(t *testing.T) {
}
}
func TestExtractCurrencyPair(t *testing.T) {
t.Parallel()
dogeUSDT := currency.Pair{Base: currency.DOGE, Quote: currency.USDT}
pair, err := b.ExtractCurrencyPair("DOGEUSDT", asset.Spot, false)
if err != nil {
t.Fatal(err)
} else if !pair.Equal(dogeUSDT) {
t.Fatalf("expecting %v, got %v", dogeUSDT, pair)
}
}
func TestStringToOrderStatus(t *testing.T) {
t.Parallel()
input := []struct {
@@ -3397,84 +3524,6 @@ func TestConstructOrderDetails(t *testing.T) {
}
}
// ExtractCurrencyPair extracts the currency pair equivalent of provided pair string.
func (by *Bybit) ExtractCurrencyPair(symbol string, assetType asset.Item, request bool) (currency.Pair, error) {
format, err := by.GetPairFormat(assetType, request)
if err != nil {
return currency.EMPTYPAIR, err
}
var pair currency.Pair
pair, err = by.MatchSymbolWithAvailablePairs(symbol, assetType, true)
if err != nil {
return currency.EMPTYPAIR, err
}
return pair.Format(format), nil
}
func TestUpdateOptionsTickerInformation(t *testing.T) {
t.Parallel()
snapshots := map[asset.Item]string{
asset.Spot: `{ "topic": "tickers.BTC-USDT", "ts": 1673853746003, "type": "snapshot", "cs": 2588407389, "data": { "symbol": "BTCUSDT", "lastPrice": "21109.77", "highPrice24h": "21426.99", "lowPrice24h": "20575", "prevPrice24h": "20704.93", "volume24h": "6780.866843", "turnover24h": "141946527.22907118", "price24hPcnt": "0.0196", "usdIndexPrice": "21120.2400136" } }`,
asset.USDTMarginedFutures: `{ "topic": "tickers.BTC_USDT", "type": "snapshot", "data": { "symbol": "BTCUSDT", "tickDirection": "PlusTick", "price24hPcnt": "0.017103", "lastPrice": "17216.00", "prevPrice24h": "16926.50", "highPrice24h": "17281.50", "lowPrice24h": "16915.00", "prevPrice1h": "17238.00", "markPrice": "17217.33", "indexPrice": "17227.36", "openInterest": "68744.761", "openInterestValue": "1183601235.91", "turnover24h": "1570383121.943499", "volume24h": "91705.276", "nextFundingTime": "1673280000000", "fundingRate": "-0.000212", "bid1Price": "17215.50", "bid1Size": "84.489", "ask1Price": "17216.00", "ask1Size": "83.020" }, "cs": 24987956059, "ts": 1673272861686 }`,
asset.Options: `{ "id": "tickers.BTC-6JAN23-17500-C-2480334983-1672917511074", "topic": "tickers.BTC-6JAN23-17500-C", "ts": 1672917511074, "data": { "symbol": "BTC-USD-220930-28000-P", "bidPrice": "0", "bidSize": "0", "bidIv": "0", "askPrice": "10", "askSize": "5.1", "askIv": "0.514", "lastPrice": "10", "highPrice24h": "25", "lowPrice24h": "5", "markPrice": "7.86976724", "indexPrice": "16823.73", "markPriceIv": "0.4896", "underlyingPrice": "16815.1", "openInterest": "49.85", "turnover24h": "446802.8473", "volume24h": "26.55", "totalVolume": "86", "totalTurnover": "1437431", "delta": "0.047831", "gamma": "0.00021453", "vega": "0.81351067", "theta": "-19.9115368", "predictedDeliveryPrice": "0", "change24h": "-0.33333334" }, "type": "snapshot" }`,
}
var err error
for x := range snapshots {
err = b.wsHandleData(x, []byte(snapshots[x]))
if err != nil {
t.Fatal(err)
}
}
// Spot update processing
data := `{ "symbol": "BTC-USDT", "lastPrice": "21109.77", "highPrice24h": "21426.99", "lowPrice24h": "20575", "prevPrice24h": "20704.93", "volume24h": "6780.866843", "turnover24h": "141946527.22907118", "price24hPcnt": "0.0196", "usdIndexPrice": "21120.2400136" }`
var result WsSpotTicker
err = json.Unmarshal([]byte(data), &result)
if err != nil {
t.Fatal(err)
}
cp, err := b.ExtractCurrencyPair(result.Symbol, asset.Spot, false)
if err != nil {
t.Fatal(err)
}
_, err = b.updateSpotTickerInformation(&result, cp)
if err != nil {
t.Fatal(err)
}
// Linear update processing
data = `{ "symbol": "BTC_USDT", "tickDirection": "PlusTick", "price24hPcnt": "0.017103", "lastPrice": "17216.00", "prevPrice24h": "16926.50", "highPrice24h": "17281.50", "lowPrice24h": "16915.00", "prevPrice1h": "17238.00", "markPrice": "17217.33", "indexPrice": "17227.36", "openInterest": "68744.761", "openInterestValue": "1183601235.91", "turnover24h": "1570383121.943499", "volume24h": "91705.276", "nextFundingTime": "1673280000000", "fundingRate": "-0.000212", "bid1Price": "17215.50", "bid1Size": "84.489", "ask1Price": "17216.00", "ask1Size": "83.020" }`
var resultLinear WsLinearTicker
err = json.Unmarshal([]byte(data), &resultLinear)
if err != nil {
t.Fatal(err)
}
cp, err = b.ExtractCurrencyPair(resultLinear.Symbol, asset.USDTMarginedFutures, false)
if err != nil {
t.Fatal(err)
}
_, err = b.updateTickerInformation(&resultLinear, cp, asset.USDTMarginedFutures)
if err != nil {
t.Error(err)
}
// Options update processing
data = `{"symbol": "BTC-USD-220930-28000-P", "bidPrice": "0", "bidSize": "0", "bidIv": "0", "askPrice": "10", "askSize": "5.1", "askIv": "0.514", "lastPrice": "10", "highPrice24h": "25", "lowPrice24h": "5", "markPrice": "7.86976724", "indexPrice": "16823.73", "markPriceIv": "0.4896", "underlyingPrice": "16815.1", "openInterest": "49.85", "turnover24h": "446802.8473", "volume24h": "26.55", "totalVolume": "86", "totalTurnover": "1437431", "delta": "0.047831", "gamma": "0.00021453", "vega": "0.81351067", "theta": "-19.9115368", "predictedDeliveryPrice": "0", "change24h": "-0.33333334" }`
var resultOptions WsOptionTicker
err = json.Unmarshal([]byte(data), &resultOptions)
if err != nil {
t.Fatal(err)
}
cp, err = currency.NewPairFromString(resultOptions.Symbol)
if err != nil {
t.Fatal(err)
}
_, err = b.updateOptionsTickerInformation(&resultOptions, cp)
if err != nil {
t.Fatal(err)
}
}
func TestGetOpenInterest(t *testing.T) {
t.Parallel()
_, err := b.GetOpenInterest(context.Background(), key.PairAsset{

87
exchanges/bybit/bybit_types.go
View File

@@ -164,9 +164,10 @@ type TickerData struct {
List []TickerItem `json:"list"`
}
// TickerItem represents a ticker item detail.
// TickerItem represents a ticker item detail
type TickerItem struct {
Symbol string `json:"symbol"`
TickDirection string `json:"tickDirection"`
LastPrice types.Number `json:"lastPrice"`
IndexPrice types.Number `json:"indexPrice"`
MarkPrice types.Number `json:"markPrice"`
@@ -193,6 +194,7 @@ type TickerItem struct {
Bid1Iv types.Number `json:"bid1Iv"`
Ask1Iv types.Number `json:"ask1Iv"`
MarkIv types.Number `json:"markIv"`
MarkPriceIv types.Number `json:"markPriceIv"`
UnderlyingPrice types.Number `json:"underlyingPrice"`
TotalVolume types.Number `json:"totalVolume"`
TotalTurnover types.Number `json:"totalTurnover"`
@@ -201,6 +203,13 @@ type TickerItem struct {
Vega types.Number `json:"vega"`
Theta types.Number `json:"theta"`
Change24Hour types.Number `json:"change24h"`
UsdIndexPrice types.Number `json:"usdIndexPrice"`
BidPrice types.Number `json:"bidPrice"`
BidSize types.Number `json:"bidSize"`
BidIv types.Number `json:"bidIv"`
AskPrice types.Number `json:"askPrice"`
AskSize types.Number `json:"askSize"`
AskIv types.Number `json:"askIv"`
}
// FundingRateHistory represents a funding rate history for a category.
@@ -1786,72 +1795,6 @@ type WebsocketPublicTrades []struct {
BlockTrade bool `json:"BT"`
}
// WsLinearTicker represents a linear ticker information.
type WsLinearTicker struct {
Symbol string `json:"symbol"`
TickDirection string `json:"tickDirection"`
Price24HPcnt types.Number `json:"price24hPcnt"`
LastPrice types.Number `json:"lastPrice"`
PrevPrice24H types.Number `json:"prevPrice24h"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice1H types.Number `json:"prevPrice1h"`
MarkPrice types.Number `json:"markPrice"`
IndexPrice types.Number `json:"indexPrice"`
OpenInterest types.Number `json:"openInterest"`
OpenInterestValue types.Number `json:"openInterestValue"`
Turnover24H types.Number `json:"turnover24h"`
Volume24H types.Number `json:"volume24h"`
NextFundingTime convert.ExchangeTime `json:"nextFundingTime"`
FundingRate types.Number `json:"fundingRate"`
Bid1Price types.Number `json:"bid1Price"`
Bid1Size types.Number `json:"bid1Size"`
Ask1Price types.Number `json:"ask1Price"`
Ask1Size types.Number `json:"ask1Size"`
}
// WsOptionTicker represents options public ticker data.
type WsOptionTicker struct {
Symbol string `json:"symbol"`
BidPrice types.Number `json:"bidPrice"`
BidSize types.Number `json:"bidSize"`
BidIv types.Number `json:"bidIv"`
AskPrice types.Number `json:"askPrice"`
AskSize types.Number `json:"askSize"`
AskIv types.Number `json:"askIv"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
MarkPrice types.Number `json:"markPrice"`
IndexPrice types.Number `json:"indexPrice"`
MarkPriceIv types.Number `json:"markPriceIv"`
UnderlyingPrice types.Number `json:"underlyingPrice"`
OpenInterest types.Number `json:"openInterest"`
Turnover24H types.Number `json:"turnover24h"`
Volume24H types.Number `json:"volume24h"`
TotalVolume types.Number `json:"totalVolume"`
TotalTurnover types.Number `json:"totalTurnover"`
Delta types.Number `json:"delta"`
Gamma types.Number `json:"gamma"`
Vega types.Number `json:"vega"`
Theta types.Number `json:"theta"`
PredictedDeliveryPrice types.Number `json:"predictedDeliveryPrice"`
Change24H types.Number `json:"change24h"`
}
// WsSpotTicker represents a spot public ticker information.
type WsSpotTicker struct {
Symbol string `json:"symbol"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice24H types.Number `json:"prevPrice24h"`
Volume24H types.Number `json:"volume24h"`
Turnover24H types.Number `json:"turnover24h"`
Price24HPcnt types.Number `json:"price24hPcnt"`
UsdIndexPrice types.Number `json:"usdIndexPrice"`
}
// WsKlines represents a list of Kline data.
type WsKlines []struct {
Confirm bool `json:"confirm"`
@@ -1889,16 +1832,6 @@ type LTKlines []struct {
Timestamp convert.ExchangeTime `json:"timestamp"`
}
// LTTicker represents a leverage token ticker.
type LTTicker struct {
Symbol string `json:"symbol"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice24H types.Number `json:"prevPrice24h"`
Price24HPercentage types.Number `json:"price24hPcnt"`
}
// LTNav represents leveraged token nav stream.
type LTNav struct {
Symbol string `json:"symbol"`

263
exchanges/bybit/bybit_websocket.go
View File

@@ -495,7 +495,7 @@ func (by *Bybit) wsLeverageTokenNav(resp *WebsocketResponse) error {
}
func (by *Bybit) wsProcessLeverageTokenTicker(assetType asset.Item, resp *WebsocketResponse) error {
var result LTTicker
var result TickerItem
err := json.Unmarshal(resp.Data, &result)
if err != nil {
return err
@@ -596,197 +596,104 @@ func (by *Bybit) wsProcessKline(assetType asset.Item, resp *WebsocketResponse, t
}
func (by *Bybit) wsProcessPublicTicker(assetType asset.Item, resp *WebsocketResponse) error {
format, err := by.GetPairFormat(assetType, false)
tickResp := new(TickerItem)
if err := json.Unmarshal(resp.Data, tickResp); err != nil {
return err
}
p, err := by.MatchSymbolWithAvailablePairs(tickResp.Symbol, assetType, true)
if err != nil {
return err
}
switch assetType {
case asset.Spot:
var result WsSpotTicker
err := json.Unmarshal(resp.Data, &result)
pFmt, err := by.GetPairFormat(assetType, false)
if err != nil {
return err
}
p = p.Format(pFmt)
var tick *ticker.Price
if resp.Type == "snapshot" {
tick = &ticker.Price{
Pair: p,
ExchangeName: by.Name,
AssetType: assetType,
}
} else {
// ticker updates may be partial, so we need to update the current ticker
tick, err = ticker.GetTicker(by.Name, p, assetType)
if err != nil {
return err
}
cp, err := currency.NewPairFromString(result.Symbol)
if err != nil {
return err
}
cp = cp.Format(format)
if resp.Type == "snapshot" {
return ticker.ProcessTicker(&ticker.Price{
Last: result.LastPrice.Float64(),
High: result.HighPrice24H.Float64(),
Low: result.LowPrice24H.Float64(),
Volume: result.Volume24H.Float64(),
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType,
LastUpdated: resp.Timestamp.Time(),
})
}
var tickerData *ticker.Price
tickerData, err = by.updateSpotTickerInformation(&result, cp)
if err != nil {
return err
}
tickerData.LastUpdated = resp.Timestamp.Time()
return nil
case asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures:
var result WsLinearTicker
err := json.Unmarshal(resp.Data, &result)
if err != nil {
return err
}
cp, err := currency.NewPairFromString(result.Symbol)
if err != nil {
return err
}
cp = cp.Format(format)
if resp.Type == "snapshot" {
return ticker.ProcessTicker(&ticker.Price{
Last: result.LastPrice.Float64(),
High: result.HighPrice24H.Float64(),
Low: result.LowPrice24H.Float64(),
Bid: result.Bid1Price.Float64(),
BidSize: result.Bid1Size.Float64(),
Ask: result.Ask1Price.Float64(),
AskSize: result.Ask1Size.Float64(),
Volume: result.Volume24H.Float64(),
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType,
})
}
var tickerData *ticker.Price
tickerData, err = by.updateTickerInformation(&result, cp, assetType)
if err != nil {
return err
}
tickerData.LastUpdated = resp.Timestamp.Time()
by.Websocket.DataHandler <- tickerData
return nil
}
updateTicker(tick, tickResp)
tick.LastUpdated = resp.Timestamp.Time()
if err = ticker.ProcessTicker(tick); err == nil {
by.Websocket.DataHandler <- tick
}
return err
}
func updateTicker(tick *ticker.Price, resp *TickerItem) {
if resp.LastPrice.Float64() != 0 {
tick.Last = resp.LastPrice.Float64()
}
if resp.HighPrice24H.Float64() != 0 {
tick.High = resp.HighPrice24H.Float64()
}
if resp.LowPrice24H.Float64() != 0 {
tick.Low = resp.LowPrice24H.Float64()
}
if resp.Volume24H.Float64() != 0 {
tick.Volume = resp.Volume24H.Float64()
}
if tick.AssetType == asset.Spot {
return
}
if resp.MarkPrice.Float64() != 0 {
tick.MarkPrice = resp.MarkPrice.Float64()
}
if resp.IndexPrice.Float64() != 0 {
tick.IndexPrice = resp.IndexPrice.Float64()
}
if resp.OpenInterest.Float64() != 0 {
tick.OpenInterest = resp.OpenInterest.Float64()
}
switch tick.AssetType {
case asset.Options:
var result WsOptionTicker
err := json.Unmarshal(resp.Data, &result)
if err != nil {
return err
if resp.BidPrice.Float64() != 0 {
tick.Bid = resp.BidPrice.Float64()
}
cp, err := currency.NewPairFromString(result.Symbol)
if err != nil {
return err
if resp.BidSize.Float64() != 0 {
tick.BidSize = resp.BidSize.Float64()
}
cp = cp.Format(format)
if resp.Type == "snapshot" {
return ticker.ProcessTicker(&ticker.Price{
Last: result.LastPrice.Float64(),
High: result.HighPrice24H.Float64(),
Low: result.LastPrice.Float64(),
Bid: result.BidPrice.Float64(),
BidSize: result.BidSize.Float64(),
Ask: result.AskPrice.Float64(),
AskSize: result.AskSize.Float64(),
Volume: result.Volume24H.Float64(),
Pair: cp,
ExchangeName: by.Name,
AssetType: assetType,
})
if resp.AskPrice.Float64() != 0 {
tick.Ask = resp.AskPrice.Float64()
}
tickerData, err := by.updateOptionsTickerInformation(&result, cp)
if err != nil {
return err
if resp.AskSize.Float64() != 0 {
tick.AskSize = resp.AskSize.Float64()
}
case asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures:
if resp.Bid1Price.Float64() != 0 {
tick.Bid = resp.Bid1Price.Float64()
}
if resp.Bid1Size.Float64() != 0 {
tick.BidSize = resp.Bid1Size.Float64()
}
if resp.Ask1Price.Float64() != 0 {
tick.Ask = resp.Ask1Price.Float64()
}
if resp.Ask1Size.Float64() != 0 {
tick.AskSize = resp.Ask1Size.Float64()
}
tickerData.LastUpdated = resp.Timestamp.Time()
by.Websocket.DataHandler <- tickerData
return nil
default:
return fmt.Errorf("ticker data unsupported for asset type %v", assetType)
}
}
func (by *Bybit) updateSpotTickerInformation(result *WsSpotTicker, cp currency.Pair) (*ticker.Price, error) {
tickerData, err := ticker.GetTicker(by.Name, cp, asset.Spot)
if err != nil {
return nil, err
}
if result.LastPrice.Float64() != 0 {
tickerData.Last = result.LastPrice.Float64()
}
if result.HighPrice24H.Float64() != 0 {
tickerData.High = result.HighPrice24H.Float64()
}
if result.LowPrice24H.Float64() != 0 {
tickerData.Low = result.LowPrice24H.Float64()
}
if result.Volume24H.Float64() != 0 {
tickerData.Volume = result.Volume24H.Float64()
}
return tickerData, nil
}
func (by *Bybit) updateTickerInformation(result *WsLinearTicker, cp currency.Pair, assetType asset.Item) (*ticker.Price, error) {
tickerData, err := ticker.GetTicker(by.Name, cp, assetType)
if err != nil {
return nil, err
}
if result.LastPrice.Float64() != 0 {
tickerData.Last = result.LastPrice.Float64()
}
if result.HighPrice24H.Float64() != 0 {
tickerData.High = result.HighPrice24H.Float64()
}
if result.Volume24H.Float64() != 0 {
tickerData.Volume = result.Volume24H.Float64()
}
if result.LowPrice24H.Float64() != 0 {
tickerData.Low = result.LowPrice24H.Float64()
}
if result.Bid1Price.Float64() != 0 {
tickerData.Bid = result.Bid1Price.Float64()
}
if result.Bid1Size.Float64() != 0 {
tickerData.BidSize = result.Bid1Size.Float64()
}
if result.Ask1Price.Float64() != 0 {
tickerData.Ask = result.Ask1Price.Float64()
}
if result.Ask1Size.Float64() != 0 {
tickerData.AskSize = result.Ask1Size.Float64()
}
return tickerData, nil
}
func (by *Bybit) updateOptionsTickerInformation(result *WsOptionTicker, cp currency.Pair) (*ticker.Price, error) {
tickerData, err := ticker.GetTicker(by.Name, cp, asset.Options)
if err != nil {
return nil, err
}
if result.LastPrice.Float64() != 0 {
tickerData.Last = result.LastPrice.Float64()
}
if result.HighPrice24H.Float64() != 0 {
tickerData.High = result.HighPrice24H.Float64()
}
if result.Volume24H.Float64() != 0 {
tickerData.Volume = result.Volume24H.Float64()
}
if result.LowPrice24H.Float64() != 0 {
tickerData.Low = result.LowPrice24H.Float64()
}
if result.BidPrice.Float64() != 0 {
tickerData.Bid = result.BidPrice.Float64()
}
if result.BidSize.Float64() != 0 {
tickerData.BidSize = result.BidSize.Float64()
}
if result.AskPrice.Float64() != 0 {
tickerData.Ask = result.AskPrice.Float64()
}
if result.AskSize.Float64() != 0 {
tickerData.AskSize = result.AskSize.Float64()
}
return tickerData, nil
}
func (by *Bybit) wsProcessPublicTrade(assetType asset.Item, resp *WebsocketResponse) error {
var result WebsocketPublicTrades
err := json.Unmarshal(resp.Data, &result)

88
exchanges/bybit/bybit_wrapper.go
View File

@@ -33,6 +33,25 @@ import (
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
type assetPairFmt struct {
asset asset.Item
cfgFmt *currency.PairFormat
reqFmt *currency.PairFormat
}
var (
underscoreFmt = &currency.PairFormat{Uppercase: true, Delimiter: "_"}
dashFmt = &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}
plainFmt = &currency.PairFormat{Uppercase: true}
assetPairFmts = []assetPairFmt{
{asset.Spot, underscoreFmt, plainFmt},
{asset.USDTMarginedFutures, underscoreFmt, plainFmt},
{asset.CoinMarginedFutures, underscoreFmt, plainFmt},
{asset.USDCMarginedFutures, dashFmt, plainFmt},
{asset.Options, dashFmt, dashFmt},
}
)
// SetDefaults sets the basic defaults for Bybit
func (by *Bybit) SetDefaults() {
by.Name = "Bybit"
@@ -41,55 +60,19 @@ func (by *Bybit) SetDefaults() {
by.API.CredentialsValidator.RequiresKey = true
by.API.CredentialsValidator.RequiresSecret = true
configFmt := &currency.PairFormat{Uppercase: true, Delimiter: "_"}
requestFormat := &currency.PairFormat{Uppercase: true}
spotPairStore := currency.PairStore{RequestFormat: requestFormat, ConfigFormat: configFmt}
err := by.StoreAssetPairFormat(asset.Spot, spotPairStore)
if err != nil {
log.Errorf(log.ExchangeSys, "%v %v", asset.Spot, err)
}
usdtMarginedFuturesPairStore := currency.PairStore{RequestFormat: requestFormat, ConfigFormat: configFmt}
err = by.StoreAssetPairFormat(asset.USDTMarginedFutures, usdtMarginedFuturesPairStore)
if err != nil {
log.Errorf(log.ExchangeSys, "%v %v", asset.USDTMarginedFutures, err)
}
usdcMarginedFutures := currency.PairStore{RequestFormat: requestFormat,
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter}}
err = by.StoreAssetPairFormat(asset.USDCMarginedFutures, usdcMarginedFutures)
if err != nil {
log.Errorf(log.ExchangeSys, "%v %v", asset.USDCMarginedFutures, err)
}
coinMarginedFutures := currency.PairStore{RequestFormat: requestFormat, ConfigFormat: configFmt}
err = by.StoreAssetPairFormat(asset.CoinMarginedFutures, coinMarginedFutures)
if err != nil {
log.Errorf(log.ExchangeSys, "%v %v", asset.CoinMarginedFutures, err)
}
optionPairStore := currency.PairStore{
RequestFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
ConfigFormat: &currency.PairFormat{Uppercase: true, Delimiter: currency.DashDelimiter},
}
err = by.StoreAssetPairFormat(asset.Options, optionPairStore)
if err != nil {
log.Errorf(log.ExchangeSys, "%v %v", asset.Options, err)
for _, n := range assetPairFmts {
ps := currency.PairStore{RequestFormat: n.reqFmt, ConfigFormat: n.cfgFmt}
if err := by.StoreAssetPairFormat(n.asset, ps); err != nil {
log.Errorf(log.ExchangeSys, "%v %v", n.asset, err)
}
}
err = by.DisableAssetWebsocketSupport(asset.CoinMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.USDTMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
err = by.DisableAssetWebsocketSupport(asset.USDCMarginedFutures)
if err != nil {
log.Errorln(log.ExchangeSys, err)
for _, a := range []asset.Item{asset.CoinMarginedFutures, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.Options} {
if err := by.DisableAssetWebsocketSupport(a); err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
err = by.DisableAssetWebsocketSupport(asset.Options)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
@@ -176,14 +159,8 @@ func (by *Bybit) SetDefaults() {
},
}
by.Requester, err = request.New(by.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()))
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.API.Endpoints = by.NewEndpoints()
err = by.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
err := by.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
exchange.RestSpot: bybitAPIURL,
exchange.RestCoinMargined: bybitAPIURL,
exchange.RestUSDTMargined: bybitAPIURL,
@@ -195,6 +172,13 @@ func (by *Bybit) SetDefaults() {
log.Errorln(log.ExchangeSys, err)
}
if by.Requester, err = request.New(by.Name,
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
request.WithLimiter(GetRateLimit()),
); err != nil {
log.Errorln(log.ExchangeSys, err)
}
by.Websocket = stream.NewWebsocket()
by.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
by.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout

8
exchanges/bybit/testdata/wsTicker.json vendored Normal file
View File

@@ -0,0 +1,8 @@
{"topic":"tickers.BTC-USDT","type":"snapshot","ts":233366401000,"cs":2588407389,"data":{"symbol":"BTCUSDT","lastPrice":"21109.77","highPrice24h":"21426.99","lowPrice24h":"20575","prevPrice24h":"20704.93","volume24h":"6780.866843","turnover24h":"141946527.22907118","price24hPcnt":"0.0196","usdIndexPrice":"21120.2400136"}}
{"topic":"tickers.BTC-28JUN24-60000-P","ts":1715742949283,"type":"snapshot","id":"tickers.BTC-28JUN24-60000-P-6222585724-1715742949283","data":{"symbol":"BTC-28JUN24-60000-P","bidPrice":"3475","bidSize":"10.14","bidIv":"0.5479","askPrice":"3520","askSize":"2.5","askIv":"0.5534","lastPrice":"3565","highPrice24h":"3715","lowPrice24h":"3555","markPrice":"3502.0715721","indexPrice":"61912.8","markPriceIv":"0.5513","underlyingPrice":"62588.50709846","openInterest":"29.35","turnover24h":"101005.6875725","volume24h":"1.62","totalVolume":"45","totalTurnover":"2911557","delta":"-0.37596534","gamma":"0.00003161","vega":"82.65324199","theta":"-51.54651685","predictedDeliveryPrice":"0","change24h":"0.02148998"}}
{"topic":"tickers.BTCUSDT","type":"snapshot","data":{"symbol":"BTCUSDT","tickDirection":"ZeroPlusTick","price24hPcnt":"-0.009772","lastPrice":"61874.00","prevPrice24h":"62484.60","highPrice24h":"62752.90","lowPrice24h":"61000.10","prevPrice1h":"61901.80","markPrice":"61875.25","indexPrice":"61903.73","openInterest":"58117.022","openInterestValue":"3596005265.51","turnover24h":"6073739017.8331","volume24h":"98430.1050","nextFundingTime":"1715760000000","fundingRate":"0.00008055","bid1Price":"61873.90","bid1Size":"3.783","ask1Price":"61874.00","ask1Size":"16.278"},"cs":176530003895,"ts":1715748762463}
{"topic":"tickers.BTCUSDT","type":"delta","data":{"symbol":"BTCUSDT","markPrice":"61875.06","indexPrice":"61903.59","openInterestValue":"3595994223.27","bid1Price":"61873.90","bid1Size":"3.543"},"cs":176530004279,"ts":1715748763063}
{"topic":"tickers.BTCPERP","type":"snapshot","data":{"symbol":"BTCPERP","tickDirection":"ZeroMinusTick","price24hPcnt":"-0.000733","lastPrice":"61945.70","prevPrice24h":"61991.20","highPrice24h":"62242.20","lowPrice24h":"61059.10","prevPrice1h":"61868.30","markPrice":"61943.58","indexPrice":"61942.85","openInterest":"526.806","openInterestValue":"32632249.61","turnover24h":"26364945.7684","volume24h":"427.3750","nextFundingTime":"1715760000000","fundingRate":"0.00004979","bid1Price":"61909.20","bid1Size":"0.035","ask1Price":"61909.60","ask1Size":"0.082"},"cs":17493207242,"ts":1715756612118}
{"topic":"tickers.BTCPERP","type":"delta","data":{"symbol":"BTCPERP","bid1Price":"61909.50","bid1Size":"0.035"},"cs":17493207267,"ts":171575661221}
{"topic":"tickers.BTCUSD","type":"snapshot","data":{"symbol":"BTCUSD","tickDirection":"ZeroMinusTick","price24hPcnt":"-0.000096","lastPrice":"61894.00","prevPrice24h":"61900.00","highPrice24h":"62265.50","lowPrice24h":"61029.50","prevPrice1h":"61917.50","markPrice":"61894.00","indexPrice":"61923.36","openInterest":"931760496","openInterestValue":"15054.13","turnover24h":"6363.5775","volume24h":"391976479.0000","nextFundingTime":"1715760000000","fundingRate":"0.0001","bid1Price":"61891.50","bid1Size":"12667","ask1Price":"61892.00","ask1Size":"60953"},"cs":42159594212,"ts":1715757637952}
{"topic":"tickers.BTCUSD","type":"delta","data":{"symbol":"BTCUSD","bid1Price":"61891.50","bid1Size":"27634"},"cs":42159594251,"ts":1715757638152}

3
exchanges/ticker/ticker.go
View File

@@ -141,8 +141,7 @@ func FindLast(p currency.Pair, a asset.Item) (float64, error) {
return 0, fmt.Errorf("%w %s %s", errTickerNotFound, p, a)
}
// ProcessTicker processes incoming tickers, creating or updating the Tickers
// list
// ProcessTicker processes incoming tickers, creating or updating the Tickers list
func ProcessTicker(p *Price) error {
if p == nil {
return errors.New(errTickerPriceIsNil)

4
exchanges/ticker/ticker_types.go
View File

@@ -37,7 +37,9 @@ type Price struct {
High float64 `json:"High"`
Low float64 `json:"Low"`
Bid float64 `json:"Bid"`
BidSize float64 `json:"BidSize"`
Ask float64 `json:"Ask"`
AskSize float64 `json:"AskSize"`
Volume float64 `json:"Volume"`
QuoteVolume float64 `json:"QuoteVolume"`
PriceATH float64 `json:"PriceATH"`
@@ -54,9 +56,7 @@ type Price struct {
// Funding rate field variables
FlashReturnRate float64
BidPeriod float64
BidSize float64
AskPeriod float64
AskSize float64
FlashReturnRateAmount float64
}