refactor: standardize market filenames by data dimension
Split market pair logic into spot and futures files and rename price files to plural data-dimension names without changing behavior. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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@@ -0,0 +1,85 @@
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package market
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import (
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"context"
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"strconv"
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"time"
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"github.com/rs/zerolog/log"
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)
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func (ms *MarketData) GetFuturePrice(symbol string) (float64, float64, int64, bool) {
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ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
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defer cancel()
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premiums, err := ms.futuresClient.NewPremiumIndexService().Symbol(symbol).Do(ctx)
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if err != nil {
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log.Error().Err(err).Str("symbol", symbol).Msg("Failed to fetch futures premium index")
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return 0, 0, 0, false
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}
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if len(premiums) == 0 {
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return 0, 0, 0, false
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}
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p := premiums[0]
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markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
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if err != nil {
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return 0, 0, 0, false
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}
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fundingRate, err := strconv.ParseFloat(p.LastFundingRate, 64)
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if err != nil {
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fundingRate = 0
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}
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return markPrice, fundingRate, p.NextFundingTime, true
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}
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type PremiumIndex struct {
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MarkPrice float64
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FundingRate float64
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NextFundingTime int64
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}
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func (ms *MarketData) GetAllPremiumIndex() (map[string]PremiumIndex, error) {
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ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
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defer cancel()
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premiums, err := ms.futuresClient.NewPremiumIndexService().Do(ctx)
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if err != nil {
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log.Error().Err(err).Msg("Failed to fetch all futures premium index")
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return nil, err
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}
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result := make(map[string]PremiumIndex, len(premiums))
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for _, p := range premiums {
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markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
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if err != nil {
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continue
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}
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rate, _ := strconv.ParseFloat(p.LastFundingRate, 64)
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result[p.Symbol] = PremiumIndex{
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MarkPrice: markPrice,
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FundingRate: rate,
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NextFundingTime: p.NextFundingTime,
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}
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}
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return result, nil
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}
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func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) {
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all, err := ms.GetAllPremiumIndex()
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if err != nil {
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return make(map[string]float64), make(map[string]int64)
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}
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rates := make(map[string]float64, len(all))
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times := make(map[string]int64, len(all))
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for sym, p := range all {
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rates[sym] = p.FundingRate
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times[sym] = p.NextFundingTime
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}
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return rates, times
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}
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