max: log adratio

config/binance-margin.yaml

@@ -0,0 +1,15 @@
+---
+sessions:
+  binance_margin_linkusdt:
+    exchange: binance
+    margin: true
+    isolatedMargin: true
+    isolatedMarginSymbol: LINKUSDT
+
+exchangeStrategies:
+
+- on: binance_margin_linkusdt
+  dummy:
+    symbol: LINKUSDT
+    interval: 1m
+

config/max-margin.yaml

@@ -0,0 +1,13 @@
+---
+sessions:
+  max_margin:
+    exchange: max
+    margin: true
+
+exchangeStrategies:
+
+- on: max_margin
+  pricealert:
+    symbol: LINKUSDT
+    interval: 1m
+

pkg/exchange/max/maxapi/public.go

@@ -3,7 +3,6 @@ package max
 import (
 	"context"
 	"fmt"
-	"io/ioutil"
 	"net/url"
 	"strconv"
 	"strings"
@@ -21,12 +20,12 @@ type PublicService struct {
 }
 
 type Market struct {
-	ID                 string  `json:"id"`
-	Name               string  `json:"name"`
-	BaseUnit           string  `json:"base_unit"`
-	BaseUnitPrecision  int     `json:"base_unit_precision"`
-	QuoteUnit          string  `json:"quote_unit"`
-	QuoteUnitPrecision int     `json:"quote_unit_precision"`
+	ID                 string           `json:"id"`
+	Name               string           `json:"name"`
+	BaseUnit           string           `json:"base_unit"`
+	BaseUnitPrecision  int              `json:"base_unit_precision"`
+	QuoteUnit          string           `json:"quote_unit"`
+	QuoteUnitPrecision int              `json:"quote_unit_precision"`
 	MinBaseAmount      fixedpoint.Value `json:"min_base_amount"`
 	MinQuoteAmount     fixedpoint.Value `json:"min_quote_amount"`
 }
@@ -256,23 +255,12 @@ func (s *PublicService) KLines(symbol string, resolution string, start time.Time
 		return nil, fmt.Errorf("request build error: %s", err.Error())
 	}
 
-	resp, err := s.client.Do(req)
+	resp, err := s.client.SendRequest(req)
 	if err != nil {
 		return nil, fmt.Errorf("request failed: %s", err.Error())
 	}
 
-	defer func() {
-		if err := resp.Body.Close(); err != nil {
-			logger.WithError(err).Error("failed to close resp body")
-		}
-	}()
-
-	body, err := ioutil.ReadAll(resp.Body)
-	if err != nil {
-		return nil, err
-	}
-
-	return parseKLines(body, symbol, resolution, interval)
+	return parseKLines(resp.Body, symbol, resolution, interval)
 }
 
 func parseKLines(payload []byte, symbol, resolution string, interval Interval) (klines []KLine, err error) {

pkg/exchange/max/maxapi/userdata.go

@@ -2,6 +2,7 @@ package max
 
 import (
 	"encoding/json"
+	"fmt"
 	"strings"
 
 	"github.com/pkg/errors"
@@ -213,17 +214,19 @@ type ADRatio struct {
 	TU types.MillisecondTimestamp `json:"TU"`
 }
 
-func parseADRatio(v *fastjson.Value) (*ADRatio, error) {
-	o, err := v.StringBytes()
-	if err != nil {
-		return nil, err
-	}
+func (r *ADRatio) String() string {
+	return fmt.Sprintf("ADRatio: %v Asset: %v USDT, Debt: %v USDT (Mark Prices: %+v)", r.ADRatio, r.AssetInUSDT, r.DebtInUSDT, r.IndexPrices)
+}
 
-	adRatio := struct {
-		ADRatio ADRatio `json:"ad"`
-	}{}
-	err = json.Unmarshal(o, &adRatio)
-	return &adRatio.ADRatio, err
+type ADRatioEvent struct {
+	ADRatio ADRatio `json:"ad"`
+}
+
+func parseADRatioEvent(v *fastjson.Value) (*ADRatioEvent, error) {
+	o := v.String()
+	e := ADRatioEvent{}
+	err := json.Unmarshal([]byte(o), &e)
+	return &e, err
 }
 
 type Debt struct {
@@ -233,17 +236,15 @@ type Debt struct {
 	TU            types.MillisecondTimestamp `json:"TU"`
 }
 
-func parseDebts(v *fastjson.Value) ([]Debt, error) {
-	o, err := v.StringBytes()
-	if err != nil {
-		return nil, err
-	}
+type DebtEvent struct {
+	Debts []Debt `json:"db"`
+}
 
-	m := struct {
-		Debts []Debt `json:"db"`
-	}{}
-	err = json.Unmarshal(o, &m)
-	return m.Debts, err
+func parseDebts(v *fastjson.Value) (*DebtEvent, error) {
+	o := v.String()
+	e := DebtEvent{}
+	err := json.Unmarshal([]byte(o), &e)
+	return &e, err
 }
 
 func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
@@ -262,19 +263,15 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
 		return parseTradeUpdateEvent(v), nil
 
 	case "ad_ratio_snapshot", "ad_ratio_update":
-		return parseADRatio(v)
+		return parseADRatioEvent(v)
 
 	case "borrowing_snapshot", "borrowing_update":
 		return parseDebts(v)
 
 	case "account_snapshot", "account_update", "mwallet_account_snapshot", "mwallet_account_update":
 		var e AccountUpdateEvent
-		o, err := v.StringBytes()
-		if err != nil {
-			return nil, err
-		}
-
-		err = json.Unmarshal(o, &e)
+		o := v.String()
+		err := json.Unmarshal([]byte(o), &e)
 		return &e, err
 
 	case "error":

pkg/exchange/max/stream.go

@@ -33,6 +33,8 @@ type Stream struct {
 	tradeSnapshotEventCallbacks []func(e max.TradeSnapshotEvent)
 	orderUpdateEventCallbacks   []func(e max.OrderUpdateEvent)
 	orderSnapshotEventCallbacks []func(e max.OrderSnapshotEvent)
+	adRatioEventCallbacks       []func(e max.ADRatioEvent)
+	debtEventCallbacks          []func(e max.DebtEvent)
 
 	accountSnapshotEventCallbacks []func(e max.AccountSnapshotEvent)
 	accountUpdateEventCallbacks   []func(e max.AccountUpdateEvent)
@@ -47,7 +49,6 @@ func NewStream(key, secret string) *Stream {
 	stream.SetEndpointCreator(stream.getEndpoint)
 	stream.SetParser(max.ParseMessage)
 	stream.SetDispatcher(stream.dispatchEvent)
-
 	stream.OnConnect(stream.handleConnect)
 	stream.OnKLineEvent(stream.handleKLineEvent)
 	stream.OnOrderSnapshotEvent(stream.handleOrderSnapshotEvent)
@@ -257,8 +258,11 @@ func (s *Stream) dispatchEvent(e interface{}) {
 	case *max.OrderUpdateEvent:
 		s.EmitOrderUpdateEvent(*e)
 
+	case *max.ADRatioEvent:
+		log.Info(e.ADRatio.String())
+
 	default:
-		log.Errorf("unsupported %T event: %+v", e, e)
+		log.Warnf("unhandled %T event: %+v", e, e)
 	}
 }
 

pkg/exchange/max/stream_callbacks.go

@@ -106,6 +106,26 @@ func (s *Stream) EmitOrderSnapshotEvent(e max.OrderSnapshotEvent) {
 	}
 }
 
+func (s *Stream) OnAdRatioEvent(cb func(e max.ADRatioEvent)) {
+	s.adRatioEventCallbacks = append(s.adRatioEventCallbacks, cb)
+}
+
+func (s *Stream) EmitAdRatioEvent(e max.ADRatioEvent) {
+	for _, cb := range s.adRatioEventCallbacks {
+		cb(e)
+	}
+}
+
+func (s *Stream) OnDebtEvent(cb func(e max.DebtEvent)) {
+	s.debtEventCallbacks = append(s.debtEventCallbacks, cb)
+}
+
+func (s *Stream) EmitDebtEvent(e max.DebtEvent) {
+	for _, cb := range s.debtEventCallbacks {
+		cb(e)
+	}
+}
+
 func (s *Stream) OnAccountSnapshotEvent(cb func(e max.AccountSnapshotEvent)) {
 	s.accountSnapshotEventCallbacks = append(s.accountSnapshotEventCallbacks, cb)
 }