candles based alerts

internal/provider/bybit/bybit.go

@@ -6,6 +6,7 @@ import (
 	"fmt"
 	"log/slog"
 	"net/http"
+	"strconv"
 	"time"
 
 	"gitea.computernetthings.ru/yash/crypto_alert_bot/internal/config"
@@ -73,3 +74,95 @@ func (b *Bybit) Price(ctx context.Context, instrument entities.Instrument) (*ent
 		Instrument: instrument,
 	}, nil
 }
+
+const klineLimit = 1000
+
+var intervalToBybitIntervalMapper = map[provider.KlineInterval]string{
+	provider.Kline1m:  "1",
+	provider.Kline3m:  "3",
+	provider.Kline5m:  "5",
+	provider.Kline15m: "15",
+	provider.Kline30m: "30",
+	provider.Kline1H:  "60",
+	provider.Kline4H:  "240",
+	provider.Kline6H:  "360",
+	provider.Kline12H: "720",
+	provider.Kline1D:  "D",
+	provider.Kline1W:  "W",
+}
+
+// intervalDuration returns the time.Duration corresponding to a Bybit kline interval string.
+func intervalBybit(interval provider.KlineInterval) (string, error) {
+	i, ok := intervalToBybitIntervalMapper[interval]
+	if !ok {
+		return "", fmt.Errorf("interval not found")
+	}
+	return i, nil
+}
+
+// Candles returns OHLC candles for the given interval in the [from, to) range.
+// It paginates automatically when the range exceeds klineLimit candles per request.
+func (b *Bybit) Candles(ctx context.Context, instrument entities.Instrument, from, to time.Time, interval provider.KlineInterval) ([]entities.Candle, error) {
+	dur := interval.ToDuration()
+	limit := klineLimit
+
+	var allCandles []entities.Candle
+	batchFrom := from
+
+	for batchFrom.Before(to) {
+		batchTo := batchFrom.Add(time.Duration(limit) * dur)
+		if batchTo.After(to) {
+			batchTo = to
+		}
+
+		bybitInterval, err := intervalBybit(interval)
+		if err != nil {
+			return nil, err
+		}
+
+		req := marketKlineReq{
+			Category: categorySpot,
+			Symbol:   b.symbol(&instrument),
+			Interval: bybitInterval,
+			Start:    strconv.FormatInt(batchFrom.UnixMilli(), 10),
+			End:      strconv.FormatInt(batchTo.UnixMilli(), 10),
+			Limit:    &limit,
+		}
+
+		var resp marketKlineResp
+		if err := b.makeRequest(ctx, http.MethodGet, "/v5/market/kline", req, &resp); err != nil {
+			return nil, fmt.Errorf("failed to get kline [%s, %s]: %w", batchFrom.Format(time.RFC3339), batchTo.Format(time.RFC3339), err)
+		}
+
+		for _, item := range resp.List {
+			if len(item) < 4 {
+				b.log.Error("bybit candles: length of elements less then 4", "len", len(item))
+				continue
+			}
+			startMs, err := strconv.ParseInt(item[0], 10, 64)
+			if err != nil {
+				b.log.Error("bybit candles: failed to parse start time", "err", err)
+				continue
+			}
+			high, err := decimal.NewFromString(item[2])
+			if err != nil {
+				b.log.Error("bybit candles: failed to parse candle high price", "err", err)
+				continue
+			}
+			low, err := decimal.NewFromString(item[3])
+			if err != nil {
+				b.log.Error("bybit candles: failed to parse candle low price", "err", err)
+				continue
+			}
+			allCandles = append(allCandles, entities.Candle{
+				OpenTime: time.UnixMilli(startMs),
+				High:     high,
+				Low:      low,
+			})
+		}
+
+		batchFrom = batchTo
+	}
+
+	return allCandles, nil
+}