Rewrite price lookup from WebSocket to REST API

Replace unreliable WebSocket connections with on-demand REST API calls
for spot and futures prices. Add cached trading pair list (refreshed
hourly) for symbol validation, and /refresh command for manual updates.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
2026-04-26 15:14:09 +07:00
parent c5c1cdf0d5
commit 9c39423315
8 changed files with 169 additions and 93 deletions
+40 -42
View File
@@ -1,64 +1,62 @@
package market
import (
"github.com/adshao/go-binance/v2/futures"
"github.com/rs/zerolog/log"
"context"
"strconv"
"time"
"github.com/rs/zerolog/log"
)
func (ms *MarketData) GetFuturePrice(symbol string) (float64, float64, int64, bool) {
ms.mu.RLock()
defer ms.mu.RUnlock()
p, ok := ms.futureMarkPrice[symbol]
if !ok {
ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
defer cancel()
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
}
func (ms *MarketData) StartFutureWsMarkPrice() error {
_, _, err := futures.WsAllMarkPriceServe(ms.futureWsMarkPriceHandler, ms.futureWsErrHandler)
if len(premiums) == 0 {
return 0, 0, 0, false
}
p := premiums[0]
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) {
ms.mu.Lock()
defer ms.mu.Unlock()
for _, priceEvent := range event {
price, err := strconv.ParseFloat(priceEvent.MarkPrice, 64)
if err != nil {
continue
}
fundingRate, err := strconv.ParseFloat(priceEvent.FundingRate, 64)
if err != nil {
continue
}
ms.futureMarkPrice[priceEvent.Symbol] = price
ms.futureFundingRate[priceEvent.Symbol] = fundingRate
ms.futureNextFundingTime[priceEvent.Symbol] = priceEvent.NextFundingTime
fundingRate, err := strconv.ParseFloat(p.LastFundingRate, 64)
if err != nil {
fundingRate = 0
}
}
func (ms *MarketData) futureWsErrHandler(err error) {
log.Debug().Err(err).Msg("Ws Error. Restart socket")
_ = ms.StartFutureWsMarkPrice()
return markPrice, fundingRate, p.NextFundingTime, true
}
func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) {
ms.mu.RLock()
defer ms.mu.RUnlock()
rates := make(map[string]float64, len(ms.futureFundingRate))
for k, v := range ms.futureFundingRate {
rates[k] = v
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 make(map[string]float64), make(map[string]int64)
}
times := make(map[string]int64, len(ms.futureNextFundingTime))
for k, v := range ms.futureNextFundingTime {
times[k] = v
rates := make(map[string]float64, len(premiums))
times := make(map[string]int64, len(premiums))
for _, p := range premiums {
rate, err := strconv.ParseFloat(p.LastFundingRate, 64)
if err != nil {
continue
}
rates[p.Symbol] = rate
times[p.Symbol] = p.NextFundingTime
}
return rates, times
}