thuanle
f5e2e178e1
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>
101 lines
2.3 KiB
Go
101 lines
2.3 KiB
Go
package market
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import (
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"sync"
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"time"
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"github.com/adshao/go-binance/v2"
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"github.com/adshao/go-binance/v2/futures"
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"github.com/rs/zerolog/log"
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)
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type MarketData struct {
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// Trading pair caches
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spotPairs map[string]bool
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futuresPairs map[string]bool
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spotToken2Symbol map[string]string
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futureToken2Symbol map[string]string
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pairCacheMutex sync.RWMutex
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lastPairCacheUpdate time.Time
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// Alpha token cache
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alphaTokens map[string]AlphaTokenInfo
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alphaCacheMutex sync.RWMutex
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lastAlphaCacheUpdate time.Time
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// Binance REST clients
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spotClient *binance.Client
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futuresClient *futures.Client
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}
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func NewMarketData() *MarketData {
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log.Info().Msg("Start market service")
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ms := &MarketData{
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spotPairs: make(map[string]bool),
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futuresPairs: make(map[string]bool),
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spotToken2Symbol: make(map[string]string),
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futureToken2Symbol: make(map[string]string),
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alphaTokens: make(map[string]AlphaTokenInfo),
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spotClient: binance.NewClient("", ""),
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futuresClient: futures.NewClient("", ""),
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}
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ms.refreshAllCaches()
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go ms.cacheRefreshLoop()
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return ms
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}
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func (ms *MarketData) alphaCacheRefreshLoop() {
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ms.refreshAlphaTokenCache()
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ticker := time.NewTicker(time.Hour)
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defer ticker.Stop()
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for range ticker.C {
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ms.refreshAlphaTokenCache()
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}
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}
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func (ms *MarketData) refreshTradingPairCache() error {
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if err := ms.refreshSpotPairCache(); err != nil {
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return err
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}
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if err := ms.refreshFuturePairCache(); err != nil {
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return err
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}
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ms.pairCacheMutex.RLock()
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spotCount := len(ms.spotPairs)
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futureCount := len(ms.futuresPairs)
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ms.pairCacheMutex.RUnlock()
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log.Info().
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Int("spot", spotCount).
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Int("futures", futureCount).
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Msg("Trading pair cache refreshed")
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return nil
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}
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func (ms *MarketData) cacheRefreshLoop() {
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ms.refreshAllCaches()
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ticker := time.NewTicker(time.Hour)
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defer ticker.Stop()
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for range ticker.C {
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ms.refreshAllCaches()
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}
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}
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func (ms *MarketData) refreshAllCaches() {
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if err := ms.refreshSpotPairCache(); err != nil {
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log.Error().Err(err).Msg("Failed spot pair refresh")
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}
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if err := ms.refreshFuturePairCache(); err != nil {
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log.Error().Err(err).Msg("Failed futures pair refresh")
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}
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ms.refreshAlphaTokenCache()
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}
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func (ms *MarketData) RefreshTradingPairCache() error {
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return ms.refreshTradingPairCache()
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}
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