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biz_ticker.go
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/
biz_ticker.go
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package binance
import (
"context"
"github.com/banbox/banexg"
"github.com/banbox/banexg/errs"
"github.com/banbox/banexg/utils"
"github.com/bytedance/sonic"
"strconv"
)
/*
FetchTickers
fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market
:see: https://binance-docs.github.io/apidocs/spot/en/#24hr-ticker-price-change-statistics # spot
:see: https://binance-docs.github.io/apidocs/futures/en/#24hr-ticker-price-change-statistics # swap
:see: https://binance-docs.github.io/apidocs/delivery/en/#24hr-ticker-price-change-statistics # future
:see: https://binance-docs.github.io/apidocs/voptions/en/#24hr-ticker-price-change-statistics # option
:param str[]|None symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
:param dict [params]: extra parameters specific to the exchange API endpoint
:returns dict: a dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
*/
func (e *Binance) FetchTickers(symbols []string, params *map[string]interface{}) ([]*banexg.Ticker, *errs.Error) {
args := utils.SafeParams(params)
marketType, _, err := e.LoadArgsMarketType(args, symbols...)
if err != nil {
return nil, err
}
var method string
switch marketType {
case banexg.MarketOption:
method = "eapiPublicGetTicker"
case banexg.MarketLinear:
method = "fapiPublicGetTicker24hr"
case banexg.MarketInverse:
method = "dapiPublicGetTicker24hr"
default:
method = "publicGetTicker24hr"
}
tryNum := e.GetRetryNum("FetchTickers", 1)
rsp := e.RequestApiRetry(context.Background(), method, &args, tryNum)
if rsp.Error != nil {
return nil, rsp.Error
}
switch marketType {
case banexg.MarketOption:
return parseTickers[*OptionTicker](rsp, e, marketType)
case banexg.MarketLinear:
return parseTickers[*LinearTicker](rsp, e, marketType)
case banexg.MarketInverse:
return parseTickers[*InverseTicker24hr](rsp, e, marketType)
default:
return parseTickers[*SpotTicker24hr](rsp, e, marketType)
}
}
func (e *Binance) FetchTicker(symbol string, params *map[string]interface{}) (*banexg.Ticker, *errs.Error) {
args, market, err := e.LoadArgsMarket(symbol, params)
if err != nil {
return nil, err
}
args["symbol"] = market.ID
var method string
if market.Option {
method = "eapiPublicGetTicker"
} else if market.Linear {
method = "fapiPublicGetTicker24hr"
} else if market.Inverse {
method = "dapiPublicGetTicker24hr"
} else {
rolling := utils.PopMapVal(args, banexg.ParamRolling, false)
if rolling {
method = "publicGetTicker"
} else {
method = "publicGetTicker24hr"
}
}
tryNum := e.GetRetryNum("FetchTicker", 1)
rsp := e.RequestApiRetry(context.Background(), method, &args, tryNum)
if rsp.Error != nil {
return nil, rsp.Error
}
if method == "eapiPublicGetTicker" {
tickers, err := parseTickers[*OptionTicker](rsp, e, market.Type)
if len(tickers) > 0 {
return tickers[0], err
}
return nil, err
} else if method == "fapiPublicGetTicker24hr" {
return parseTicker[*LinearTicker](rsp, e, market.Type)
} else if method == "dapiPublicGetTicker24hr" {
tickers, err := parseTickers[*InverseTicker24hr](rsp, e, market.Type)
if len(tickers) > 0 {
return tickers[0], err
}
return nil, err
} else if method == "publicGetTicker" {
return parseTicker[*SpotTicker](rsp, e, market.Type)
} else if method == "publicGetTicker24hr" {
return parseTicker[*SpotTicker24hr](rsp, e, market.Type)
} else {
return nil, errs.NewMsg(errs.CodeNotSupport, "unsupport method: %v", method)
}
}
func parseTickers[T IBnbTicker](rsp *banexg.HttpRes, e *Binance, marketType string) ([]*banexg.Ticker, *errs.Error) {
var data = make([]T, 0)
err := sonic.UnmarshalString(rsp.Content, &data)
if err != nil {
return nil, errs.New(errs.CodeUnmarshalFail, err)
}
var result = make([]*banexg.Ticker, len(data))
for i, item := range data {
result[i] = item.ToStdTicker(e, marketType)
}
return result, nil
}
func parseTicker[T IBnbTicker](rsp *banexg.HttpRes, e *Binance, marketType string) (*banexg.Ticker, *errs.Error) {
var data = new(T)
err := sonic.UnmarshalString(rsp.Content, &data)
if err != nil {
return nil, errs.New(errs.CodeUnmarshalFail, err)
}
result := (*data).ToStdTicker(e, marketType)
return result, nil
}
func (t *SpotTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker {
highPrice, _ := strconv.ParseFloat(t.HighPrice, 64)
lowPrice, _ := strconv.ParseFloat(t.LowPrice, 64)
openPrice, _ := strconv.ParseFloat(t.OpenPrice, 64)
lastPrice, _ := strconv.ParseFloat(t.LastPrice, 64)
change, _ := strconv.ParseFloat(t.PriceChange, 64)
percent, _ := strconv.ParseFloat(t.PriceChangePercent, 64)
wAvgPrice, _ := strconv.ParseFloat(t.WeightedAvgPrice, 64)
volume, _ := strconv.ParseFloat(t.Volume, 64)
quoteVolume, _ := strconv.ParseFloat(t.QuoteVolume, 64)
symbol := e.SafeSymbol(t.Symbol, "", marketType)
ticker := &banexg.Ticker{
Symbol: symbol,
TimeStamp: t.CloseTime,
High: highPrice,
Low: lowPrice,
Open: openPrice,
Close: lastPrice,
Last: lastPrice,
Change: change,
Percentage: percent,
Vwap: wAvgPrice,
BaseVolume: volume,
QuoteVolume: quoteVolume,
}
return ticker
}
func (t *BookTicker) SetStdTicker(ticker *banexg.Ticker) {
bidPrice, _ := strconv.ParseFloat(t.BidPrice, 64)
bidQty, _ := strconv.ParseFloat(t.BidQty, 64)
askPrice, _ := strconv.ParseFloat(t.AskPrice, 64)
askQty, _ := strconv.ParseFloat(t.AskQty, 64)
ticker.Bid = bidPrice
ticker.BidVolume = bidQty
ticker.Ask = askPrice
ticker.AskVolume = askQty
}
func (t *LinearTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker {
ticker := t.SpotTicker.ToStdTicker(e, marketType)
ticker.Info = t
return ticker
}
func (t *SpotTicker24hr) ToStdTicker(e *Binance, marketType string) *banexg.Ticker {
ticker := t.LinearTicker.ToStdTicker(e, marketType)
ticker.Symbol = e.SafeSymbol(t.Symbol, "", marketType)
ticker.Info = t
t.BookTicker.SetStdTicker(ticker)
pClosePrice, _ := strconv.ParseFloat(t.PrevClosePrice, 64)
ticker.PreviousClose = pClosePrice
return ticker
}
func (t *InverseTicker24hr) ToStdTicker(e *Binance, marketType string) *banexg.Ticker {
ticker := t.SpotTicker.ToStdTicker(e, marketType)
ticker.Info = t
baseVolume, _ := strconv.ParseFloat(t.BaseVolume, 64)
ticker.BaseVolume = baseVolume
return ticker
}
func (t *OptionTicker) ToStdTicker(e *Binance, marketType string) *banexg.Ticker {
ticker := &banexg.Ticker{
Symbol: e.SafeSymbol(t.Symbol, "", marketType),
TimeStamp: t.CloseTime,
Change: t.PriceChange,
Percentage: t.PriceChangePercent,
Last: t.LastPrice,
Close: t.LastPrice,
Open: t.Open,
High: t.High,
Low: t.Low,
BaseVolume: t.Volume,
QuoteVolume: t.Amount,
Bid: t.BidPrice,
Ask: t.AskPrice,
}
return ticker
}