Compare commits
8 Commits
5e8f639e40
...
93b6c42842
| Author | SHA1 | Date | |
|---|---|---|---|
| 93b6c42842 | |||
| ee6c181cd6 | |||
| 4cab108549 | |||
| 733cf48e41 | |||
| 914beea5ce | |||
| c7128ff516 | |||
| 59da49c17f | |||
| 9c39423315 |
@@ -4,7 +4,7 @@ go 1.25.0
|
|||||||
|
|
||||||
require (
|
require (
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||||||
github.com/adshao/go-binance/v2 v2.8.11
|
github.com/adshao/go-binance/v2 v2.8.11
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||||||
github.com/go-resty/resty/v2 v2.16.5
|
github.com/go-resty/resty/v2 v2.17.2
|
||||||
github.com/jedib0t/go-pretty/v6 v6.5.5
|
github.com/jedib0t/go-pretty/v6 v6.5.5
|
||||||
github.com/joho/godotenv v1.5.1
|
github.com/joho/godotenv v1.5.1
|
||||||
github.com/rs/zerolog v1.32.0
|
github.com/rs/zerolog v1.32.0
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||||||
@@ -23,6 +23,6 @@ require (
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|||||||
github.com/mattn/go-runewidth v0.0.15 // indirect
|
github.com/mattn/go-runewidth v0.0.15 // indirect
|
||||||
github.com/rivo/uniseg v0.2.0 // indirect
|
github.com/rivo/uniseg v0.2.0 // indirect
|
||||||
github.com/shopspring/decimal v1.4.0 // indirect
|
github.com/shopspring/decimal v1.4.0 // indirect
|
||||||
golang.org/x/net v0.33.0 // indirect
|
golang.org/x/net v0.43.0 // indirect
|
||||||
golang.org/x/sys v0.28.0 // indirect
|
golang.org/x/sys v0.35.0 // indirect
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||||||
)
|
)
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||||||
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|||||||
@@ -135,8 +135,8 @@ github.com/go-playground/assert/v2 v2.0.1/go.mod h1:VDjEfimB/XKnb+ZQfWdccd7VUvSc
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|||||||
github.com/go-playground/locales v0.13.0/go.mod h1:taPMhCMXrRLJO55olJkUXHZBHCxTMfnGwq/HNwmWNS8=
|
github.com/go-playground/locales v0.13.0/go.mod h1:taPMhCMXrRLJO55olJkUXHZBHCxTMfnGwq/HNwmWNS8=
|
||||||
github.com/go-playground/universal-translator v0.17.0/go.mod h1:UkSxE5sNxxRwHyU+Scu5vgOQjsIJAF8j9muTVoKLVtA=
|
github.com/go-playground/universal-translator v0.17.0/go.mod h1:UkSxE5sNxxRwHyU+Scu5vgOQjsIJAF8j9muTVoKLVtA=
|
||||||
github.com/go-playground/validator/v10 v10.4.1/go.mod h1:nlOn6nFhuKACm19sB/8EGNn9GlaMV7XkbRSipzJ0Ii4=
|
github.com/go-playground/validator/v10 v10.4.1/go.mod h1:nlOn6nFhuKACm19sB/8EGNn9GlaMV7XkbRSipzJ0Ii4=
|
||||||
github.com/go-resty/resty/v2 v2.16.5 h1:hBKqmWrr7uRc3euHVqmh1HTHcKn99Smr7o5spptdhTM=
|
github.com/go-resty/resty/v2 v2.17.2 h1:FQW5oHYcIlkCNrMD2lloGScxcHJ0gkjshV3qcQAyHQk=
|
||||||
github.com/go-resty/resty/v2 v2.16.5/go.mod h1:hkJtXbA2iKHzJheXYvQ8snQES5ZLGKMwQ07xAwp/fiA=
|
github.com/go-resty/resty/v2 v2.17.2/go.mod h1:kCKZ3wWmwJaNc7S29BRtUhJwy7iqmn+2mLtQrOyQlVA=
|
||||||
github.com/go-stack/stack v1.8.0/go.mod h1:v0f6uXyyMGvRgIKkXu+yp6POWl0qKG85gN/melR3HDY=
|
github.com/go-stack/stack v1.8.0/go.mod h1:v0f6uXyyMGvRgIKkXu+yp6POWl0qKG85gN/melR3HDY=
|
||||||
github.com/goccy/go-yaml v1.9.5/go.mod h1:U/jl18uSupI5rdI2jmuCswEA2htH9eXfferR3KfscvA=
|
github.com/goccy/go-yaml v1.9.5/go.mod h1:U/jl18uSupI5rdI2jmuCswEA2htH9eXfferR3KfscvA=
|
||||||
github.com/godbus/dbus/v5 v5.0.4/go.mod h1:xhWf0FNVPg57R7Z0UbKHbJfkEywrmjJnf7w5xrFpKfA=
|
github.com/godbus/dbus/v5 v5.0.4/go.mod h1:xhWf0FNVPg57R7Z0UbKHbJfkEywrmjJnf7w5xrFpKfA=
|
||||||
@@ -510,8 +510,8 @@ golang.org/x/net v0.0.0-20220325170049-de3da57026de/go.mod h1:CfG3xpIq0wQ8r1q4Su
|
|||||||
golang.org/x/net v0.0.0-20220412020605-290c469a71a5/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
golang.org/x/net v0.0.0-20220412020605-290c469a71a5/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
||||||
golang.org/x/net v0.0.0-20220425223048-2871e0cb64e4/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
golang.org/x/net v0.0.0-20220425223048-2871e0cb64e4/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
||||||
golang.org/x/net v0.0.0-20220520000938-2e3eb7b945c2/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
golang.org/x/net v0.0.0-20220520000938-2e3eb7b945c2/go.mod h1:CfG3xpIq0wQ8r1q4Su4UZFWDARRcnwPjda9FqA0JpMk=
|
||||||
golang.org/x/net v0.33.0 h1:74SYHlV8BIgHIFC/LrYkOGIwL19eTYXQ5wc6TBuO36I=
|
golang.org/x/net v0.43.0 h1:lat02VYK2j4aLzMzecihNvTlJNQUq316m2Mr9rnM6YE=
|
||||||
golang.org/x/net v0.33.0/go.mod h1:HXLR5J+9DxmrqMwG9qjGCxZ+zKXxBru04zlTvWlWuN4=
|
golang.org/x/net v0.43.0/go.mod h1:vhO1fvI4dGsIjh73sWfUVjj3N7CA9WkKJNQm2svM6Jg=
|
||||||
golang.org/x/oauth2 v0.0.0-20180821212333-d2e6202438be/go.mod h1:N/0e6XlmueqKjAGxoOufVs8QHGRruUQn6yWY3a++T0U=
|
golang.org/x/oauth2 v0.0.0-20180821212333-d2e6202438be/go.mod h1:N/0e6XlmueqKjAGxoOufVs8QHGRruUQn6yWY3a++T0U=
|
||||||
golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
|
golang.org/x/oauth2 v0.0.0-20190226205417-e64efc72b421/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
|
||||||
golang.org/x/oauth2 v0.0.0-20190604053449-0f29369cfe45/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
|
golang.org/x/oauth2 v0.0.0-20190604053449-0f29369cfe45/go.mod h1:gOpvHmFTYa4IltrdGE7lF6nIHvwfUNPOp7c8zoXwtLw=
|
||||||
@@ -625,8 +625,8 @@ golang.org/x/sys v0.0.0-20220520151302-bc2c85ada10a/go.mod h1:oPkhp1MJrh7nUepCBc
|
|||||||
golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||||
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||||
golang.org/x/sys v0.12.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
golang.org/x/sys v0.12.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
|
||||||
golang.org/x/sys v0.28.0 h1:Fksou7UEQUWlKvIdsqzJmUmCX3cZuD2+P3XyyzwMhlA=
|
golang.org/x/sys v0.35.0 h1:vz1N37gP5bs89s7He8XuIYXpyY0+QlsKmzipCbUtyxI=
|
||||||
golang.org/x/sys v0.28.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
|
golang.org/x/sys v0.35.0/go.mod h1:BJP2sWEmIv4KK5OTEluFJCKSidICx8ciO85XgH3Ak8k=
|
||||||
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
|
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
|
||||||
golang.org/x/term v0.0.0-20210927222741-03fcf44c2211/go.mod h1:jbD1KX2456YbFQfuXm/mYQcufACuNUgVhRMnK/tPxf8=
|
golang.org/x/term v0.0.0-20210927222741-03fcf44c2211/go.mod h1:jbD1KX2456YbFQfuXm/mYQcufACuNUgVhRMnK/tPxf8=
|
||||||
golang.org/x/text v0.0.0-20170915032832-14c0d48ead0c/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
|
golang.org/x/text v0.0.0-20170915032832-14c0d48ead0c/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
|
||||||
@@ -643,8 +643,8 @@ golang.org/x/text v0.36.0/go.mod h1:NIdBknypM8iqVmPiuco0Dh6P5Jcdk8lJL0CUebqK164=
|
|||||||
golang.org/x/time v0.0.0-20181108054448-85acf8d2951c/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
golang.org/x/time v0.0.0-20181108054448-85acf8d2951c/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
||||||
golang.org/x/time v0.0.0-20190308202827-9d24e82272b4/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
golang.org/x/time v0.0.0-20190308202827-9d24e82272b4/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
||||||
golang.org/x/time v0.0.0-20191024005414-555d28b269f0/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
golang.org/x/time v0.0.0-20191024005414-555d28b269f0/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ=
|
||||||
golang.org/x/time v0.6.0 h1:eTDhh4ZXt5Qf0augr54TN6suAUudPcawVZeIAPU7D4U=
|
golang.org/x/time v0.12.0 h1:ScB/8o8olJvc+CQPWrK3fPZNfh7qgwCrY0zJmoEQLSE=
|
||||||
golang.org/x/time v0.6.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
|
golang.org/x/time v0.12.0/go.mod h1:CDIdPxbZBQxdj6cxyCIdrNogrJKMJ7pr37NYpMcMDSg=
|
||||||
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
||||||
golang.org/x/tools v0.0.0-20190114222345-bf090417da8b/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
golang.org/x/tools v0.0.0-20190114222345-bf090417da8b/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
|
||||||
golang.org/x/tools v0.0.0-20190226205152-f727befe758c/go.mod h1:9Yl7xja0Znq3iFh3HoIrodX9oNMXvdceNzlUR8zjMvY=
|
golang.org/x/tools v0.0.0-20190226205152-f727befe758c/go.mod h1:9Yl7xja0Znq3iFh3HoIrodX9oNMXvdceNzlUR8zjMvY=
|
||||||
|
|||||||
@@ -4,4 +4,5 @@ const (
|
|||||||
LogEnv = "LOG_ENV"
|
LogEnv = "LOG_ENV"
|
||||||
|
|
||||||
TelegramToken = "TELEGRAM_TOKEN"
|
TelegramToken = "TELEGRAM_TOKEN"
|
||||||
|
AdminChatID = "ADMIN_CHAT_ID"
|
||||||
)
|
)
|
||||||
|
|||||||
@@ -4,6 +4,7 @@ import "me.thuanle/bbot/internal/data/market"
|
|||||||
|
|
||||||
type IMarket interface {
|
type IMarket interface {
|
||||||
GetFuturePrice(symbol string) (float64, float64, int64, bool)
|
GetFuturePrice(symbol string) (float64, float64, int64, bool)
|
||||||
|
GetAllPremiumIndex() (map[string]market.PremiumIndex, error)
|
||||||
GetAllFundRate() (map[string]float64, map[string]int64)
|
GetAllFundRate() (map[string]float64, map[string]int64)
|
||||||
|
|
||||||
GetSpotPrice(symbol string) (float64, bool)
|
GetSpotPrice(symbol string) (float64, bool)
|
||||||
@@ -12,4 +13,9 @@ 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() error
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -1,64 +1,85 @@
|
|||||||
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
|
||||||
if err != nil {
|
|
||||||
return err
|
|
||||||
}
|
}
|
||||||
return nil
|
|
||||||
|
p := premiums[0]
|
||||||
|
markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
|
||||||
|
if err != nil {
|
||||||
|
return 0, 0, 0, false
|
||||||
|
}
|
||||||
|
|
||||||
|
fundingRate, err := strconv.ParseFloat(p.LastFundingRate, 64)
|
||||||
|
if err != nil {
|
||||||
|
fundingRate = 0
|
||||||
|
}
|
||||||
|
|
||||||
|
return markPrice, fundingRate, p.NextFundingTime, true
|
||||||
}
|
}
|
||||||
|
|
||||||
func (ms *MarketData) futureWsMarkPriceHandler(event futures.WsAllMarkPriceEvent) {
|
type PremiumIndex struct {
|
||||||
ms.mu.Lock()
|
MarkPrice float64
|
||||||
defer ms.mu.Unlock()
|
FundingRate float64
|
||||||
for _, priceEvent := range event {
|
NextFundingTime int64
|
||||||
price, err := strconv.ParseFloat(priceEvent.MarkPrice, 64)
|
}
|
||||||
|
|
||||||
|
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 {
|
if err != nil {
|
||||||
continue
|
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
|
return result, nil
|
||||||
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()
|
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
|
return rates, times
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -4,37 +4,42 @@ 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
|
if err := ms.refreshTradingPairCache(); err != nil {
|
||||||
|
log.Error().Err(err).Msg("Failed initial trading pair cache load")
|
||||||
|
}
|
||||||
|
go ms.pairCacheRefreshLoop()
|
||||||
go ms.alphaCacheRefreshLoop()
|
go ms.alphaCacheRefreshLoop()
|
||||||
|
|
||||||
return ms
|
return ms
|
||||||
|
|||||||
@@ -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()
|
|
||||||
}
|
|
||||||
|
|||||||
@@ -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()
|
||||||
|
}
|
||||||
@@ -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 {
|
||||||
|
|||||||
@@ -13,15 +13,19 @@ func GetTopPrices() ([]string, []float64, []float64) {
|
|||||||
topPrice := make([]float64, n)
|
topPrice := make([]float64, n)
|
||||||
topRate := 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 {
|
for i, sym := range strategy.TopPriceSymbols {
|
||||||
price, rate, _, ok := data.Market.GetFuturePrice(sym)
|
p, ok := all[sym]
|
||||||
if !ok {
|
if !ok {
|
||||||
continue
|
continue
|
||||||
}
|
}
|
||||||
topSym[i] = sym
|
topSym[i] = sym
|
||||||
topPrice[i] = price
|
topPrice[i] = p.MarkPrice
|
||||||
topRate[i] = rate
|
topRate[i] = p.FundingRate
|
||||||
|
|
||||||
}
|
}
|
||||||
return topSym, topPrice, topRate
|
return topSym, topPrice, topRate
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -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)
|
||||||
|
|||||||
@@ -1,7 +1,12 @@
|
|||||||
package commands
|
package commands
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"os"
|
||||||
|
"strconv"
|
||||||
|
|
||||||
"gopkg.in/telebot.v3"
|
"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/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 +21,14 @@ 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 {
|
||||||
|
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")
|
||||||
|
}
|
||||||
|
|||||||
@@ -3,8 +3,6 @@ package commands
|
|||||||
import (
|
import (
|
||||||
"strings"
|
"strings"
|
||||||
|
|
||||||
"golang.org/x/text/language"
|
|
||||||
"golang.org/x/text/message"
|
|
||||||
"gopkg.in/telebot.v3"
|
"gopkg.in/telebot.v3"
|
||||||
"me.thuanle/bbot/internal/configs/tele"
|
"me.thuanle/bbot/internal/configs/tele"
|
||||||
"me.thuanle/bbot/internal/data"
|
"me.thuanle/bbot/internal/data"
|
||||||
@@ -13,8 +11,6 @@ import (
|
|||||||
"me.thuanle/bbot/internal/services/tele/view"
|
"me.thuanle/bbot/internal/services/tele/view"
|
||||||
)
|
)
|
||||||
|
|
||||||
var lastEthPrice float64
|
|
||||||
|
|
||||||
func showStickerMode(context telebot.Context, token string) {
|
func showStickerMode(context telebot.Context, token string) {
|
||||||
token = strings.ToUpper(token)
|
token = strings.ToUpper(token)
|
||||||
stickerIdx, ok := tele.Token2StickerIdxMap[token]
|
stickerIdx, ok := tele.Token2StickerIdxMap[token]
|
||||||
@@ -60,53 +56,6 @@ func OnTokenInfoByToken(context telebot.Context, token string) error {
|
|||||||
sp, _ := data.Market.GetSpotPrice(sSymbol)
|
sp, _ := data.Market.GetSpotPrice(sSymbol)
|
||||||
|
|
||||||
_ = chat.ReplyMessage(context, view.RenderOnPriceMessage(symbols[0], sp, fp, fundRate, fundTime, tokenInterestRate))
|
_ = chat.ReplyMessage(context, view.RenderOnPriceMessage(symbols[0], sp, fp, fundRate, fundTime, tokenInterestRate))
|
||||||
if strings.ToUpper(token) == "ETH" {
|
|
||||||
mFmt := message.NewPrinter(language.AmericanEnglish)
|
|
||||||
realAmount := 35.
|
|
||||||
trangBucAmount := 14.
|
|
||||||
basePrice := 2500.0
|
|
||||||
baseTotal := realAmount * basePrice
|
|
||||||
trangBucTotal := trangBucAmount * basePrice
|
|
||||||
realCurTotal := realAmount * sp
|
|
||||||
trangBucCurTotal := trangBucAmount * sp
|
|
||||||
|
|
||||||
lastDelta := ""
|
|
||||||
if lastEthPrice == 0 {
|
|
||||||
lastEthPrice = sp
|
|
||||||
} else {
|
|
||||||
lastDelta = mFmt.Sprintf(
|
|
||||||
"Δ price: $%+.0f\n"+
|
|
||||||
"Δ Usdt: $%+.0f\n",
|
|
||||||
sp-lastEthPrice,
|
|
||||||
(sp-lastEthPrice)*realAmount,
|
|
||||||
)
|
|
||||||
lastEthPrice = sp
|
|
||||||
}
|
|
||||||
|
|
||||||
msg := mFmt.Sprintf(
|
|
||||||
"🎉🎊🎊🦈🦈🦈 @th13vn Real 🦈🦈🦈🎊🎊🎉\n"+
|
|
||||||
"∑ USDT: $%.0f\n"+
|
|
||||||
"Lợi nhuận: $%.0f\n"+
|
|
||||||
"%s\n"+
|
|
||||||
"\n"+
|
|
||||||
"🚀🚀🚀🚀🚀 Road to 5k 🚀🚀🚀🚀🚀: \n"+
|
|
||||||
"- Δ Price: $%0.0f\n"+
|
|
||||||
"- Δ Vol: $%0.0f\n"+
|
|
||||||
"\n"+
|
|
||||||
"💸💸💸💸💸 Trang Bức balance 💸💸💸💸💸\n"+
|
|
||||||
"∑ USDT: $%.0f\n"+
|
|
||||||
"Lợi nhuận: $%.0f\n",
|
|
||||||
realCurTotal,
|
|
||||||
realCurTotal-baseTotal,
|
|
||||||
lastDelta,
|
|
||||||
5000-sp,
|
|
||||||
5000*realAmount-realCurTotal,
|
|
||||||
trangBucCurTotal,
|
|
||||||
trangBucCurTotal-trangBucTotal,
|
|
||||||
)
|
|
||||||
|
|
||||||
_ = chat.ReplyMessage(context, msg)
|
|
||||||
}
|
|
||||||
return nil
|
return nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user