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Bybit: Fix WS ticker processing #1538

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Bybit: Fix WS ticker processing #1538

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10e508e
Bybit: Fix WS ticker processing
gbjk May 5, 2024
94106b4
Bybit: Refactor SetDefaults
gbjk May 14, 2024
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288 changes: 169 additions & 119 deletions exchanges/bybit/bybit_test.go
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87 changes: 10 additions & 77 deletions exchanges/bybit/bybit_types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -164,9 +164,10 @@ type TickerData struct {
List []TickerItem `json:"list"`
}

// TickerItem represents a ticker item detail.
// TickerItem represents a ticker item detail
type TickerItem struct {
Symbol string `json:"symbol"`
TickDirection string `json:"tickDirection"`
LastPrice types.Number `json:"lastPrice"`
IndexPrice types.Number `json:"indexPrice"`
MarkPrice types.Number `json:"markPrice"`
Expand All @@ -193,6 +194,7 @@ type TickerItem struct {
Bid1Iv types.Number `json:"bid1Iv"`
Ask1Iv types.Number `json:"ask1Iv"`
MarkIv types.Number `json:"markIv"`
MarkPriceIv types.Number `json:"markPriceIv"`
UnderlyingPrice types.Number `json:"underlyingPrice"`
TotalVolume types.Number `json:"totalVolume"`
TotalTurnover types.Number `json:"totalTurnover"`
Expand All @@ -201,6 +203,13 @@ type TickerItem struct {
Vega types.Number `json:"vega"`
Theta types.Number `json:"theta"`
Change24Hour types.Number `json:"change24h"`
UsdIndexPrice types.Number `json:"usdIndexPrice"`
BidPrice types.Number `json:"bidPrice"`
BidSize types.Number `json:"bidSize"`
BidIv types.Number `json:"bidIv"`
AskPrice types.Number `json:"askPrice"`
AskSize types.Number `json:"askSize"`
AskIv types.Number `json:"askIv"`
}

// FundingRateHistory represents a funding rate history for a category.
Expand Down Expand Up @@ -1786,72 +1795,6 @@ type WebsocketPublicTrades []struct {
BlockTrade bool `json:"BT"`
}

// WsLinearTicker represents a linear ticker information.
type WsLinearTicker struct {
Symbol string `json:"symbol"`
TickDirection string `json:"tickDirection"`
Price24HPcnt types.Number `json:"price24hPcnt"`
LastPrice types.Number `json:"lastPrice"`
PrevPrice24H types.Number `json:"prevPrice24h"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice1H types.Number `json:"prevPrice1h"`
MarkPrice types.Number `json:"markPrice"`
IndexPrice types.Number `json:"indexPrice"`
OpenInterest types.Number `json:"openInterest"`
OpenInterestValue types.Number `json:"openInterestValue"`
Turnover24H types.Number `json:"turnover24h"`
Volume24H types.Number `json:"volume24h"`
NextFundingTime convert.ExchangeTime `json:"nextFundingTime"`
FundingRate types.Number `json:"fundingRate"`
Bid1Price types.Number `json:"bid1Price"`
Bid1Size types.Number `json:"bid1Size"`
Ask1Price types.Number `json:"ask1Price"`
Ask1Size types.Number `json:"ask1Size"`
}

// WsOptionTicker represents options public ticker data.
type WsOptionTicker struct {
Symbol string `json:"symbol"`
BidPrice types.Number `json:"bidPrice"`
BidSize types.Number `json:"bidSize"`
BidIv types.Number `json:"bidIv"`
AskPrice types.Number `json:"askPrice"`
AskSize types.Number `json:"askSize"`
AskIv types.Number `json:"askIv"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
MarkPrice types.Number `json:"markPrice"`
IndexPrice types.Number `json:"indexPrice"`
MarkPriceIv types.Number `json:"markPriceIv"`
UnderlyingPrice types.Number `json:"underlyingPrice"`
OpenInterest types.Number `json:"openInterest"`
Turnover24H types.Number `json:"turnover24h"`
Volume24H types.Number `json:"volume24h"`
TotalVolume types.Number `json:"totalVolume"`
TotalTurnover types.Number `json:"totalTurnover"`
Delta types.Number `json:"delta"`
Gamma types.Number `json:"gamma"`
Vega types.Number `json:"vega"`
Theta types.Number `json:"theta"`
PredictedDeliveryPrice types.Number `json:"predictedDeliveryPrice"`
Change24H types.Number `json:"change24h"`
}

// WsSpotTicker represents a spot public ticker information.
type WsSpotTicker struct {
Symbol string `json:"symbol"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice24H types.Number `json:"prevPrice24h"`
Volume24H types.Number `json:"volume24h"`
Turnover24H types.Number `json:"turnover24h"`
Price24HPcnt types.Number `json:"price24hPcnt"`
UsdIndexPrice types.Number `json:"usdIndexPrice"`
}

// WsKlines represents a list of Kline data.
type WsKlines []struct {
Confirm bool `json:"confirm"`
Expand Down Expand Up @@ -1889,16 +1832,6 @@ type LTKlines []struct {
Timestamp convert.ExchangeTime `json:"timestamp"`
}

// LTTicker represents a leverage token ticker.
type LTTicker struct {
Symbol string `json:"symbol"`
LastPrice types.Number `json:"lastPrice"`
HighPrice24H types.Number `json:"highPrice24h"`
LowPrice24H types.Number `json:"lowPrice24h"`
PrevPrice24H types.Number `json:"prevPrice24h"`
Price24HPercentage types.Number `json:"price24hPcnt"`
}

// LTNav represents leveraged token nav stream.
type LTNav struct {
Symbol string `json:"symbol"`
Expand Down
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