Merge pull request 'Rewrite price lookup from WebSocket to REST API' (#15) from feat/rest-price-lookup into main

Reviewed-on: #15

internal/configs/key/env.go

@@ -4,4 +4,5 @@ const (
 	LogEnv = "LOG_ENV"
 
 	TelegramToken = "TELEGRAM_TOKEN"
+	AdminChatID   = "ADMIN_CHAT_ID"
 )

internal/data/imarket.go

@@ -4,6 +4,7 @@ import "me.thuanle/bbot/internal/data/market"
 
 type IMarket interface {
 	GetFuturePrice(symbol string) (float64, float64, int64, bool)
+	GetAllPremiumIndex() (map[string]market.PremiumIndex, error)
 	GetAllFundRate() (map[string]float64, map[string]int64)
 
 	GetSpotPrice(symbol string) (float64, bool)
@@ -12,4 +13,9 @@ type IMarket interface {
 	// Alpha token methods
 	IsAlphaToken(symbol string) bool
 	GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool)
+
+	// Trading pair methods
+	IsSpotPair(symbol string) bool
+	IsFuturesPair(symbol string) bool
+	RefreshTradingPairCache() error
 }

internal/data/market/future_price.go

@@ -1,64 +1,85 @@
 package market
 
 import (
-	"github.com/adshao/go-binance/v2/futures"
+	"context"
-	"github.com/rs/zerolog/log"
 	"strconv"
+	"time"
+
+	"github.com/rs/zerolog/log"
 )
 
 func (ms *MarketData) GetFuturePrice(symbol string) (float64, float64, int64, bool) {
-	ms.mu.RLock()
+	ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
-	defer ms.mu.RUnlock()
+	defer cancel()
-	p, ok := ms.futureMarkPrice[symbol]
+
-	if !ok {
+	premiums, err := ms.futuresClient.NewPremiumIndexService().Symbol(symbol).Do(ctx)
+	if err != nil {
+		log.Error().Err(err).Str("symbol", symbol).Msg("Failed to fetch futures premium index")
 		return 0, 0, 0, false
 	}
-	return p, ms.futureFundingRate[symbol], ms.futureNextFundingTime[symbol], true
+
+	if len(premiums) == 0 {
+		return 0, 0, 0, false
 	}
 
-func (ms *MarketData) StartFutureWsMarkPrice() error {
+	p := premiums[0]
-	_, _, err := futures.WsAllMarkPriceServe(ms.futureWsMarkPriceHandler, ms.futureWsErrHandler)
+	markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
 	if err != nil {
-		return err
+		return 0, 0, 0, false
-	}
-	return nil
 	}
 
-func (ms *MarketData) futureWsMarkPriceHandler(event futures.WsAllMarkPriceEvent) {
+	fundingRate, err := strconv.ParseFloat(p.LastFundingRate, 64)
-	ms.mu.Lock()
+	if err != nil {
-	defer ms.mu.Unlock()
+		fundingRate = 0
-	for _, priceEvent := range event {
+	}
-		price, err := strconv.ParseFloat(priceEvent.MarkPrice, 64)
+
+	return markPrice, fundingRate, p.NextFundingTime, true
+}
+
+type PremiumIndex struct {
+	MarkPrice       float64
+	FundingRate     float64
+	NextFundingTime int64
+}
+
+func (ms *MarketData) GetAllPremiumIndex() (map[string]PremiumIndex, error) {
+	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
+	defer cancel()
+
+	premiums, err := ms.futuresClient.NewPremiumIndexService().Do(ctx)
+	if err != nil {
+		log.Error().Err(err).Msg("Failed to fetch all futures premium index")
+		return nil, err
+	}
+
+	result := make(map[string]PremiumIndex, len(premiums))
+	for _, p := range premiums {
+		markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
 		if err != nil {
 			continue
 		}
-
+		rate, _ := strconv.ParseFloat(p.LastFundingRate, 64)
-		fundingRate, err := strconv.ParseFloat(priceEvent.FundingRate, 64)
+		result[p.Symbol] = PremiumIndex{
-		if err != nil {
+			MarkPrice:       markPrice,
-			continue
+			FundingRate:     rate,
-		}
+			NextFundingTime: p.NextFundingTime,
-
-		ms.futureMarkPrice[priceEvent.Symbol] = price
-		ms.futureFundingRate[priceEvent.Symbol] = fundingRate
-		ms.futureNextFundingTime[priceEvent.Symbol] = priceEvent.NextFundingTime
 		}
 	}
 
-func (ms *MarketData) futureWsErrHandler(err error) {
+	return result, nil
-	log.Debug().Err(err).Msg("Ws Error. Restart socket")
-	_ = ms.StartFutureWsMarkPrice()
 }
 
 func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) {
-	ms.mu.RLock()
+	all, err := ms.GetAllPremiumIndex()
-	defer ms.mu.RUnlock()
+	if err != nil {
-	rates := make(map[string]float64, len(ms.futureFundingRate))
+		return make(map[string]float64), make(map[string]int64)
-	for k, v := range ms.futureFundingRate {
-		rates[k] = v
 	}
-	times := make(map[string]int64, len(ms.futureNextFundingTime))
+
-	for k, v := range ms.futureNextFundingTime {
+	rates := make(map[string]float64, len(all))
-		times[k] = v
+	times := make(map[string]int64, len(all))
+	for sym, p := range all {
+		rates[sym] = p.FundingRate
+		times[sym] = p.NextFundingTime
 	}
 	return rates, times
 }

internal/data/market/main.go

@@ -4,37 +4,42 @@ import (
 	"sync"
 	"time"
 
+	"github.com/adshao/go-binance/v2"
+	"github.com/adshao/go-binance/v2/futures"
 	"github.com/rs/zerolog/log"
 )
 
 type MarketData struct {
-	mu                    sync.RWMutex
+	// Trading pair caches
-	futureMarkPrice       map[string]float64
+	spotPairs           map[string]bool
-	futureFundingRate     map[string]float64
+	futuresPairs        map[string]bool
-	futureNextFundingTime map[string]int64
+	pairCacheMutex      sync.RWMutex
-
+	lastPairCacheUpdate time.Time
-	spotPrice map[string]float64
 
 	// Alpha token cache
 	alphaTokens          map[string]AlphaTokenInfo
 	alphaCacheMutex      sync.RWMutex
 	lastAlphaCacheUpdate time.Time
+
+	// Binance REST clients
+	spotClient    *binance.Client
+	futuresClient *futures.Client
 }
 
 func NewMarketData() *MarketData {
 	log.Info().Msg("Start market service")
 	ms := &MarketData{
-		futureMarkPrice:       make(map[string]float64),
+		spotPairs:     make(map[string]bool),
-		futureFundingRate:     make(map[string]float64),
+		futuresPairs:  make(map[string]bool),
-		futureNextFundingTime: make(map[string]int64),
-
-		spotPrice:   make(map[string]float64),
 		alphaTokens:   make(map[string]AlphaTokenInfo),
+		spotClient:    binance.NewClient("", ""),
+		futuresClient: futures.NewClient("", ""),
 	}
-	_ = ms.StartFutureWsMarkPrice()
-	_ = ms.StartSpotWsMarkPrice()
 
-	// Initialize Alpha token cache and refresh every hour
+	if err := ms.refreshTradingPairCache(); err != nil {
+		log.Error().Err(err).Msg("Failed initial trading pair cache load")
+	}
+	go ms.pairCacheRefreshLoop()
 	go ms.alphaCacheRefreshLoop()
 
 	return ms

internal/data/market/spot_price.go

@@ -1,21 +1,36 @@
 package market
 
 import (
+	"context"
 	"strconv"
+	"time"
 
-	"github.com/adshao/go-binance/v2"
 	"github.com/rs/zerolog/log"
 )
 
 func (ms *MarketData) GetSpotPrice(symbol string) (float64, bool) {
-	ms.mu.RLock()
+	ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
-	p, ok := ms.spotPrice[symbol]
+	defer cancel()
-	ms.mu.RUnlock()
+
-	if ok {
+	prices, err := ms.spotClient.NewListPricesService().Symbol(symbol).Do(ctx)
-		return p, true
+	if err != nil {
+		log.Error().Err(err).Str("symbol", symbol).Msg("Failed to fetch spot price")
+		return ms.getAlphaPrice(symbol)
 	}
 
-	// If not found, check if it's an Alpha token
+	if len(prices) == 0 {
+		return ms.getAlphaPrice(symbol)
+	}
+
+	price, err := strconv.ParseFloat(prices[0].Price, 64)
+	if err != nil || price == 0 {
+		return ms.getAlphaPrice(symbol)
+	}
+
+	return price, true
+}
+
+func (ms *MarketData) getAlphaPrice(symbol string) (float64, bool) {
 	if ms.IsAlphaToken(symbol) {
 		if alphaToken, exists := ms.GetAlphaToken(symbol); exists {
 			if price := alphaToken.GetPrice(); price > 0 {
@@ -23,32 +38,5 @@ func (ms *MarketData) GetSpotPrice(symbol string) (float64, bool) {
 			}
 		}
 	}
-
 	return 0, false
 }
-
-func (ms *MarketData) StartSpotWsMarkPrice() error {
-	_, _, err := binance.WsAllMarketsStatServe(ms.spotWsAllMarketsStatHandler, ms.spotWsErrHandler) //.WsAllMarkPriceServe(ms.futureWsMarkPriceHandler, ms.futureWsErrHandler)
-
-	if err != nil {
-		return err
-	}
-	return nil
-}
-
-func (ms *MarketData) spotWsAllMarketsStatHandler(event binance.WsAllMarketsStatEvent) {
-	ms.mu.Lock()
-	defer ms.mu.Unlock()
-	for _, priceEvent := range event {
-		price, err := strconv.ParseFloat(priceEvent.LastPrice, 64)
-		if err != nil {
-			continue
-		}
-		ms.spotPrice[priceEvent.Symbol] = price
-	}
-}
-
-func (ms *MarketData) spotWsErrHandler(err error) {
-	log.Debug().Err(err).Msg("Spot Ws Error. Restart socket")
-	_ = ms.StartSpotWsMarkPrice()
-}

internal/data/market/trading_pairs.go

@@ -0,0 +1,74 @@
+package market
+
+import (
+	"context"
+	"time"
+
+	"github.com/rs/zerolog/log"
+)
+
+func (ms *MarketData) refreshTradingPairCache() error {
+	ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
+	defer cancel()
+
+	spotInfo, err := ms.spotClient.NewExchangeInfoService().Do(ctx)
+	if err != nil {
+		log.Error().Err(err).Msg("Failed to fetch spot exchange info")
+		return err
+	}
+
+	futuresInfo, err := ms.futuresClient.NewExchangeInfoService().Do(ctx)
+	if err != nil {
+		log.Error().Err(err).Msg("Failed to fetch futures exchange info")
+		return err
+	}
+
+	ms.pairCacheMutex.Lock()
+	defer ms.pairCacheMutex.Unlock()
+
+	ms.spotPairs = make(map[string]bool, len(spotInfo.Symbols))
+	for _, s := range spotInfo.Symbols {
+		if s.Status == "TRADING" {
+			ms.spotPairs[s.Symbol] = true
+		}
+	}
+
+	ms.futuresPairs = make(map[string]bool, len(futuresInfo.Symbols))
+	for _, s := range futuresInfo.Symbols {
+		if s.Status == "TRADING" {
+			ms.futuresPairs[s.Symbol] = true
+		}
+	}
+
+	ms.lastPairCacheUpdate = time.Now()
+	log.Info().
+		Int("spot", len(ms.spotPairs)).
+		Int("futures", len(ms.futuresPairs)).
+		Msg("Trading pair cache refreshed")
+	return nil
+}
+
+func (ms *MarketData) pairCacheRefreshLoop() {
+	ms.refreshTradingPairCache()
+	ticker := time.NewTicker(time.Hour)
+	defer ticker.Stop()
+	for range ticker.C {
+		ms.refreshTradingPairCache()
+	}
+}
+
+func (ms *MarketData) IsSpotPair(symbol string) bool {
+	ms.pairCacheMutex.RLock()
+	defer ms.pairCacheMutex.RUnlock()
+	return ms.spotPairs[symbol]
+}
+
+func (ms *MarketData) IsFuturesPair(symbol string) bool {
+	ms.pairCacheMutex.RLock()
+	defer ms.pairCacheMutex.RUnlock()
+	return ms.futuresPairs[symbol]
+}
+
+func (ms *MarketData) RefreshTradingPairCache() error {
+	return ms.refreshTradingPairCache()
+}

internal/helper/binancex/symbol.go

@@ -29,8 +29,7 @@ var (
 )
 
 func testSym(sym string) bool {
-	_, _, _, test := data.Market.GetFuturePrice(sym)
+	return data.Market.IsFuturesPair(sym)
-	return test
 }
 
 func Token2Symbols(token string) []string {

internal/services/controllers/market.go

@@ -13,15 +13,19 @@ func GetTopPrices() ([]string, []float64, []float64) {
 	topPrice := make([]float64, n)
 	topRate := make([]float64, n)
 
+	all, err := data.Market.GetAllPremiumIndex()
+	if err != nil {
+		return topSym, topPrice, topRate
+	}
+
 	for i, sym := range strategy.TopPriceSymbols {
-		price, rate, _, ok := data.Market.GetFuturePrice(sym)
+		p, ok := all[sym]
 		if !ok {
 			continue
 		}
 		topSym[i] = sym
-		topPrice[i] = price
+		topPrice[i] = p.MarkPrice
-		topRate[i] = rate
+		topRate[i] = p.FundingRate
-
 	}
 	return topSym, topPrice, topRate
 }

internal/services/tele/command.go

@@ -16,6 +16,10 @@ var commandList = []telebot.Command{
 		Text:        "fee",
 		Description: "(f) - show top funding fee",
 	},
+	{
+		Text:        "refresh",
+		Description: "Refresh trading pair cache",
+	},
 }
 
 func setupCommands(b *telebot.Bot) error {
@@ -36,6 +40,7 @@ func setupCommands(b *telebot.Bot) error {
 	//info
 	b.Handle("/p", commands.OnGetTopPrices)
 	b.Handle("/fee", commands.OnGetTopFundingFee)
+	b.Handle("/refresh", commands.OnRefreshPairCache)
 
 	//any text
 	b.Handle(telebot.OnText, commands.OnChatHandler)

internal/services/tele/commands/market.go

@@ -1,7 +1,12 @@
 package commands
 
 import (
+	"os"
+	"strconv"
+
 	"gopkg.in/telebot.v3"
+	"me.thuanle/bbot/internal/configs/key"
+	"me.thuanle/bbot/internal/data"
 	"me.thuanle/bbot/internal/services/controllers"
 	"me.thuanle/bbot/internal/services/tele/chat"
 	"me.thuanle/bbot/internal/services/tele/view"
@@ -16,3 +21,14 @@ func OnGetTopFundingFee(context telebot.Context) error {
 	fee, float64s, cds := controllers.GetTopFundingFee()
 	return chat.ReplyMessagePre(context, view.RenderOnGetTopFundingFeeMessage(fee, float64s, cds))
 }
+
+func OnRefreshPairCache(context telebot.Context) error {
+	adminID, err := strconv.ParseInt(os.Getenv(key.AdminChatID), 10, 64)
+	if err != nil || adminID == 0 || context.Sender().ID != adminID {
+		return nil
+	}
+	if err := data.Market.RefreshTradingPairCache(); err != nil {
+		return chat.ReplyMessage(context, "Failed to refresh trading pair cache")
+	}
+	return chat.ReplyMessage(context, "Trading pair cache refreshed")
+}