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Merged
vslee merged 2 commits into from
Sep 30, 2024
Merged

Bybit - GetTickersAsync implementation #845

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296f935
Implement GetTickersAsync for Bybit
v36u Sep 29, 2024
3dd9528
Query instruments-info first
v36u Sep 30, 2024
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65 changes: 65 additions & 0 deletions src/ExchangeSharp/API/Exchanges/Bybit/ExchangeBybitV5Base.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -37,6 +37,8 @@ public ExchangeBybitV5Base()
WebSocketOrderBookType = WebSocketOrderBookType.FullBookFirstThenDeltas;
RateLimit = new RateGate(10, TimeSpan.FromSeconds(1));
RequestWindow = TimeSpan.FromSeconds(15);
MarketSymbolSeparator = string.Empty;
MarketSymbolIsUppercase = true;
}

protected override async Task OnGetNonceOffset()
Expand Down Expand Up @@ -270,6 +272,69 @@ protected override async Task<ExchangeOrderBook> OnGetOrderBookAsync(
return book;
}

protected override async Task<IEnumerable<KeyValuePair<string, ExchangeTicker>>> OnGetTickersAsync()
{
//{
// "retCode": 0,
// "retMsg": "OK",
// "result": {
// "category": "spot",
// "list": [
// {
// "symbol": "MOJOUSDT",
// "bid1Price": "0.01755",
// "bid1Size": "128.66",
// "ask1Price": "0.01763",
// "ask1Size": "311.27",
// "lastPrice": "0.01759",
// "prevPrice24h": "0.01848",
// "price24hPcnt": "-0.0482",
// "highPrice24h": "0.01851",
// "lowPrice24h": "0.01726",
// "turnover24h": "67118.0455931",
// "volume24h": "3769556.35"
// },
// ...
// ]
// }
//}

var tickers = new List<KeyValuePair<string, ExchangeTicker>>();

var marketSymbolsMetadata = await GetMarketSymbolsMetadataAsync();

var url = $"/v5/market/tickers?category={MarketCategory.ToStringLowerInvariant()}";
var token = await MakeJsonRequestAsync<JToken>(url);
var tickerList = token["list"];
foreach (var ticker in tickerList)
{
var marketSymbol = ticker["symbol"].ToStringInvariant();
if (!marketSymbolsMetadata.Any(x => x.MarketSymbol == marketSymbol))
{
// "Please always use the Trading symbols found in the instrument-info api, then query tickers by those symbols." - Bybit API support
continue;
}

var exchangeTicker = await this.ParseTickerAsync(
ticker,
marketSymbol,
"ask1Price",
"bid1Price",
"lastPrice",
// https://bybit-exchange.github.io/docs/faq#what-is-the-difference-between-turnover-and-volume
"volume24h", // Volume: is in the same currency as the quantity's currency
"turnover24h" // Turnover: is in the opposite currency to the quantity's currency
);

tickers.Add(new KeyValuePair<string, ExchangeTicker>(
marketSymbol,
exchangeTicker
));
}

return tickers;
}

#endregion Public

#region Private
Expand Down