perf: run token price source lookups in parallel

Fetch alpha, futures, and spot sources concurrently in token lookup flow to reduce end-to-end response latency while preserving independent source behavior.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

internal/services/tele/commands/token.go

@@ -2,6 +2,7 @@ package commands
 
 import (
 	"strings"
+	"sync"
 
 	"gopkg.in/telebot.v3"
 	"me.thuanle/bbot/internal/configs/tele"
@@ -64,39 +65,63 @@ func showStickerMode(context telebot.Context, token string) {
 func collectRichTokenData(token string) buildRichTokenMessageArgs {
 	a := buildRichTokenMessageArgs{Token: token}
 
-	if alphaToken, ok := data.Market.GetAlphaToken(token); ok {
-		a.HasAlpha = true
-		a.HasAlpha24h = true
-		a.Alpha24h = alphaToken.GetPercentChange24h()
-		if alphaPrice, ok := data.Market.GetAlphaPrice(token + "USDT"); ok {
-			a.AlphaPrice = alphaPrice
-		} else {
-			a.AlphaPrice = alphaToken.GetPrice()
-		}
-	}
-
-	futureSymbol := token + "USDT"
-	if data.Market.IsFuturesPair(futureSymbol) {
-		if fp, fr, ft, ok := data.Market.GetFuturePrice(futureSymbol); ok {
-			a.HasFuture = true
-			a.FuturePrice = fp
-			a.FundingRate = fr
-			a.FundingTimeMs = ft
-		}
-	}
-
-	spotSymbol := token + "USDT"
-	if data.Market.IsSpotPair(spotSymbol) {
-		if sp, ok := data.Market.GetSpotPrice(spotSymbol); ok {
-			a.HasSpot = true
-			a.SpotPrice = sp
-		}
-	}
-
 	marginRates := data.Market.GetMarginInterestRates()
 	a.MarginAPRPercent = marginRates[token] * 365 * 100
 	a.HasMarginAPR = marginRates[token] != 0
 
+	futureSymbol := token + "USDT"
+	spotSymbol := token + "USDT"
+
+	var (
+		wg sync.WaitGroup
+		mu sync.Mutex
+	)
+	wg.Add(3)
+
+	go func() {
+		defer wg.Done()
+		if alphaToken, ok := data.Market.GetAlphaToken(token); ok {
+			alpha24h := alphaToken.GetPercentChange24h()
+			alphaPrice := alphaToken.GetPrice()
+			if p, ok := data.Market.GetAlphaPrice(token + "USDT"); ok {
+				alphaPrice = p
+			}
+			mu.Lock()
+			a.HasAlpha = true
+			a.HasAlpha24h = true
+			a.Alpha24h = alpha24h
+			a.AlphaPrice = alphaPrice
+			mu.Unlock()
+		}
+	}()
+
+	go func() {
+		defer wg.Done()
+		if data.Market.IsFuturesPair(futureSymbol) {
+			if fp, fr, ft, ok := data.Market.GetFuturePrice(futureSymbol); ok {
+				mu.Lock()
+				a.HasFuture = true
+				a.FuturePrice = fp
+				a.FundingRate = fr
+				a.FundingTimeMs = ft
+				mu.Unlock()
+			}
+		}
+	}()
+
+	go func() {
+		defer wg.Done()
+		if data.Market.IsSpotPair(spotSymbol) {
+			if sp, ok := data.Market.GetSpotPrice(spotSymbol); ok {
+				mu.Lock()
+				a.HasSpot = true
+				a.SpotPrice = sp
+				mu.Unlock()
+			}
+		}
+	}()
+
+	wg.Wait()
 	return a
 }