Merge pull request #1778 from c9s/edwin/bybit/ws-trades

FEATURE: [bybit] use execution.fast topic

Author: bailantaotao

pkg/exchange/bybit/stream.go

@@ -438,14 +438,6 @@ func (s *Stream) handleKLineEvent(klineEvent KLineEvent) {
 	}
 }
 
-func pollAndGetFeeRate(ctx context.Context, symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) (SymbolFeeDetail, error) {
-	err := poller.PollFeeRate(ctx)
-	if err != nil {
-		return SymbolFeeDetail{}, err
-	}
-	return getFeeRate(symbol, poller, marketsInfo), nil
-}
-
 func getFeeRate(symbol string, poller FeeRatePoller, marketsInfo types.MarketMap) SymbolFeeDetail {
 	feeRate, found := poller.GetFeeRate(symbol)
 	if !found {

pkg/exchange/bybit/types.go

@@ -107,6 +107,7 @@ const (
 	TopicTypeWallet      TopicType = "wallet"
 	TopicTypeOrder       TopicType = "order"
 	TopicTypeKLine       TopicType = "kline"
+	TopicTypeFastTrade   TopicType = "execution.fast"
 	TopicTypeTrade       TopicType = "execution"
 )
 
@@ -385,6 +386,11 @@ func (t *TradeEvent) toGlobalTrade(symbolFee SymbolFeeDetail) (*types.Trade, err
 //     IsMakerOrder = FALSE
 //     -> Side = Buy -> base currency (BTC)
 //     -> Side = Sell -> quote currency (USDT)
+//
+// The `execution.fast` topic doesn't support fee currency and execution fees, so we're calculating the transaction fees here.
+// Although the `execution` topic is supported, it only covers the execution fee, so you'll still need to calculate the
+// fee currency.
+// Overall, I chose the one with lower latency (execution.fast) and calculated the fee myself.
 func calculateFee(t bybitapi.Trade, feeDetail SymbolFeeDetail) (string, fixedpoint.Value) {
 	if feeDetail.MakerFeeRate.Sign() > 0 || !t.IsMaker {
 		if t.Side == bybitapi.SideBuy {