FEATURE: add exchange field to types.Market

pkg/exchange/binance/convert.go

@@ -15,6 +15,7 @@ import (
 
 func toGlobalMarket(symbol binance.Symbol) types.Market {
 	market := types.Market{
+		Exchange:        types.ExchangeBinance,
 		Symbol:          symbol.Symbol,
 		LocalSymbol:     symbol.Symbol,
 		PricePrecision:  symbol.QuotePrecision,
@@ -59,6 +60,7 @@ func toGlobalMarket(symbol binance.Symbol) types.Market {
 // TODO: Cuz it returns types.Market as well, merge following to the above function
 func toGlobalFuturesMarket(symbol futures.Symbol) types.Market {
 	market := types.Market{
+		Exchange:        types.ExchangeBinance,
 		Symbol:          symbol.Symbol,
 		LocalSymbol:     symbol.Symbol,
 		PricePrecision:  symbol.QuotePrecision,

pkg/exchange/bitget/convert.go

@@ -30,6 +30,7 @@ func toGlobalMarket(s v2.Symbol) types.Market {
 	}
 
 	return types.Market{
+		Exchange:        types.ExchangeBitget,
 		Symbol:          s.Symbol,
 		LocalSymbol:     s.Symbol,
 		PricePrecision:  s.PricePrecision.Int(),

pkg/exchange/bitget/convert_test.go

@@ -78,6 +78,7 @@ func Test_toGlobalMarket(t *testing.T) {
 	}
 
 	exp := types.Market{
+		Exchange:        types.ExchangeBitget,
 		Symbol:          inst.Symbol,
 		LocalSymbol:     inst.Symbol,
 		PricePrecision:  2,

pkg/exchange/max/exchange.go

@@ -146,6 +146,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 		symbol := toGlobalSymbol(m.ID)
 
 		market := types.Market{
+			Exchange:        types.ExchangeMax,
 			Symbol:          symbol,
 			LocalSymbol:     m.ID,
 			PricePrecision:  m.QuoteUnitPrecision,
@@ -372,7 +373,9 @@ func (e *Exchange) queryClosedOrdersByLastOrderID(
 	return types.SortOrdersAscending(orders), nil
 }
 
-func (e *Exchange) queryClosedOrdersByTime(ctx context.Context, symbol string, since, until time.Time, orderByType maxapi.OrderByType) (orders []types.Order, err error) {
+func (e *Exchange) queryClosedOrdersByTime(
+	ctx context.Context, symbol string, since, until time.Time, orderByType maxapi.OrderByType,
+) (orders []types.Order, err error) {
 	if err := e.closedOrderQueryLimiter.Wait(ctx); err != nil {
 		return orders, err
 	}

pkg/exchange/okex/exchange.go

@@ -95,6 +95,7 @@ func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
 	for _, instrument := range instruments {
 		symbol := toGlobalSymbol(instrument.InstrumentID)
 		market := types.Market{
+			Exchange:    types.ExchangeOKEx,
 			Symbol:      symbol,
 			LocalSymbol: instrument.InstrumentID,
 
@@ -383,7 +384,9 @@ func (e *Exchange) NewStream() types.Stream {
 	return NewStream(e.client, e)
 }
 
-func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
+func (e *Exchange) QueryKLines(
+	ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions,
+) ([]types.KLine, error) {
 	if err := queryKLineLimiter.Wait(ctx); err != nil {
 		return nil, fmt.Errorf("query k line rate limiter wait error: %w", err)
 	}
@@ -477,7 +480,9 @@ If you want to query all orders within a large time range (e.g. total orders > 1
 
 ** since and until are inclusive, you can include the lastTradeId as well. **
 */
-func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
+func (e *Exchange) QueryClosedOrders(
+	ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64,
+) (orders []types.Order, err error) {
 	if symbol == "" {
 		return nil, ErrSymbolRequired
 	}

pkg/types/market.go

@@ -10,6 +10,8 @@ import (
 )
 
 type Market struct {
+	Exchange ExchangeName `json:"exchange,omitempty"`
+
 	Symbol string `json:"symbol"`
 
 	// LocalSymbol is used for exchange's API (exchange package internal)