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
+5
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@@ -12,4 +12,9 @@ type IMarket interface {
// Alpha token methods // Alpha token methods
IsAlphaToken(symbol string) bool IsAlphaToken(symbol string) bool
GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool) GetAlphaToken(symbol string) (market.AlphaTokenInfo, bool)
// Trading pair methods
IsSpotPair(symbol string) bool
IsFuturesPair(symbol string) bool
RefreshTradingPairCache()
} }
+39 -41
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@@ -1,64 +1,62 @@
package market package market
import ( import (
"github.com/adshao/go-binance/v2/futures" "context"
"github.com/rs/zerolog/log"
"strconv" "strconv"
"time"
"github.com/rs/zerolog/log"
) )
func (ms *MarketData) GetFuturePrice(symbol string) (float64, float64, int64, bool) { 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 0, 0, 0, false
} }
return p, ms.futureFundingRate[symbol], ms.futureNextFundingTime[symbol], true
}
func (ms *MarketData) StartFutureWsMarkPrice() error { if len(premiums) == 0 {
_, _, err := futures.WsAllMarkPriceServe(ms.futureWsMarkPriceHandler, ms.futureWsErrHandler) return 0, 0, 0, false
}
p := premiums[0]
markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
if err != nil { 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()
defer ms.mu.Unlock()
for _, priceEvent := range event {
price, err := strconv.ParseFloat(priceEvent.MarkPrice, 64)
if err != nil { if err != nil {
continue fundingRate = 0
} }
fundingRate, err := strconv.ParseFloat(priceEvent.FundingRate, 64) return markPrice, fundingRate, p.NextFundingTime, true
if err != nil {
continue
}
ms.futureMarkPrice[priceEvent.Symbol] = price
ms.futureFundingRate[priceEvent.Symbol] = fundingRate
ms.futureNextFundingTime[priceEvent.Symbol] = priceEvent.NextFundingTime
}
}
func (ms *MarketData) futureWsErrHandler(err error) {
log.Debug().Err(err).Msg("Ws Error. Restart socket")
_ = ms.StartFutureWsMarkPrice()
} }
func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) { func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) {
ms.mu.RLock() ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
defer ms.mu.RUnlock() defer cancel()
rates := make(map[string]float64, len(ms.futureFundingRate))
for k, v := range ms.futureFundingRate { premiums, err := ms.futuresClient.NewPremiumIndexService().Do(ctx)
rates[k] = v 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 { rates := make(map[string]float64, len(premiums))
times[k] = v 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 return rates, times
} }
+16 -14
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@@ -4,37 +4,39 @@ import (
"sync" "sync"
"time" "time"
"github.com/adshao/go-binance/v2"
"github.com/adshao/go-binance/v2/futures"
"github.com/rs/zerolog/log" "github.com/rs/zerolog/log"
) )
type MarketData struct { 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 // Alpha token cache
alphaTokens map[string]AlphaTokenInfo alphaTokens map[string]AlphaTokenInfo
alphaCacheMutex sync.RWMutex alphaCacheMutex sync.RWMutex
lastAlphaCacheUpdate time.Time lastAlphaCacheUpdate time.Time
// Binance REST clients
spotClient *binance.Client
futuresClient *futures.Client
} }
func NewMarketData() *MarketData { func NewMarketData() *MarketData {
log.Info().Msg("Start market service") log.Info().Msg("Start market service")
ms := &MarketData{ 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), alphaTokens: make(map[string]AlphaTokenInfo),
spotClient: binance.NewClient("", ""),
futuresClient: futures.NewClient("", ""),
} }
_ = ms.StartFutureWsMarkPrice()
_ = ms.StartSpotWsMarkPrice()
// Initialize Alpha token cache and refresh every hour go ms.pairCacheRefreshLoop()
go ms.alphaCacheRefreshLoop() go ms.alphaCacheRefreshLoop()
return ms return ms
+22 -34
View File
@@ -1,21 +1,36 @@
package market package market
import ( import (
"context"
"strconv" "strconv"
"time"
"github.com/adshao/go-binance/v2"
"github.com/rs/zerolog/log" "github.com/rs/zerolog/log"
) )
func (ms *MarketData) GetSpotPrice(symbol string) (float64, bool) { 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 ms.IsAlphaToken(symbol) {
if alphaToken, exists := ms.GetAlphaToken(symbol); exists { if alphaToken, exists := ms.GetAlphaToken(symbol); exists {
if price := alphaToken.GetPrice(); price > 0 { if price := alphaToken.GetPrice(); price > 0 {
@@ -23,32 +38,5 @@ func (ms *MarketData) GetSpotPrice(symbol string) (float64, bool) {
} }
} }
} }
return 0, false 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()
}
+73
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@@ -0,0 +1,73 @@
package market
import (
"context"
"time"
"github.com/rs/zerolog/log"
)
func (ms *MarketData) refreshTradingPairCache() {
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
}
futuresInfo, err := ms.futuresClient.NewExchangeInfoService().Do(ctx)
if err != nil {
log.Error().Err(err).Msg("Failed to fetch futures exchange info")
return
}
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")
}
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() {
ms.refreshTradingPairCache()
}
+1 -2
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@@ -29,8 +29,7 @@ var (
) )
func testSym(sym string) bool { func testSym(sym string) bool {
_, _, _, test := data.Market.GetFuturePrice(sym) return data.Market.IsFuturesPair(sym)
return test
} }
func Token2Symbols(token string) []string { func Token2Symbols(token string) []string {
+5
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@@ -16,6 +16,10 @@ var commandList = []telebot.Command{
Text: "fee", Text: "fee",
Description: "(f) - show top funding fee", Description: "(f) - show top funding fee",
}, },
{
Text: "refresh",
Description: "Refresh trading pair cache",
},
} }
func setupCommands(b *telebot.Bot) error { func setupCommands(b *telebot.Bot) error {
@@ -36,6 +40,7 @@ func setupCommands(b *telebot.Bot) error {
//info //info
b.Handle("/p", commands.OnGetTopPrices) b.Handle("/p", commands.OnGetTopPrices)
b.Handle("/fee", commands.OnGetTopFundingFee) b.Handle("/fee", commands.OnGetTopFundingFee)
b.Handle("/refresh", commands.OnRefreshPairCache)
//any text //any text
b.Handle(telebot.OnText, commands.OnChatHandler) b.Handle(telebot.OnText, commands.OnChatHandler)
@@ -2,6 +2,7 @@ package commands
import ( import (
"gopkg.in/telebot.v3" "gopkg.in/telebot.v3"
"me.thuanle/bbot/internal/data"
"me.thuanle/bbot/internal/services/controllers" "me.thuanle/bbot/internal/services/controllers"
"me.thuanle/bbot/internal/services/tele/chat" "me.thuanle/bbot/internal/services/tele/chat"
"me.thuanle/bbot/internal/services/tele/view" "me.thuanle/bbot/internal/services/tele/view"
@@ -16,3 +17,8 @@ func OnGetTopFundingFee(context telebot.Context) error {
fee, float64s, cds := controllers.GetTopFundingFee() fee, float64s, cds := controllers.GetTopFundingFee()
return chat.ReplyMessagePre(context, view.RenderOnGetTopFundingFeeMessage(fee, float64s, cds)) return chat.ReplyMessagePre(context, view.RenderOnGetTopFundingFeeMessage(fee, float64s, cds))
} }
func OnRefreshPairCache(context telebot.Context) error {
data.Market.RefreshTradingPairCache()
return chat.ReplyMessage(context, "Trading pair cache refreshed")
}