lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

binance: make util functions private

Browse Source
This commit is contained in:
c9s 2024-02-06 13:04:50 +08:00
parent e031acca13
commit 5206ec98c8
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 33 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

44
pkg/exchange/binance/parse.go
View File

@ -327,9 +327,9 @@ func parseWebSocketEvent(message []byte) (interface{}, error) {
eventType := string(val.GetStringBytes("e"))
if eventType == "" {
if IsBookTicker(val) {
if isBookTicker(val) {
eventType = EventTypeBookTicker
} else if IsPartialDepth(val) {
} else if isPartialDepth(val) {
eventType = EventTypePartialDepth
}
}
@ -451,15 +451,15 @@ func parseWebSocketEvent(message []byte) (interface{}, error) {
return nil, fmt.Errorf("unsupported binance websocket message: %s", message)
}
// IsBookTicker document ref :https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
// isBookTicker document ref :https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
// use key recognition because there's no identification in the content.
func IsBookTicker(val *fastjson.Value) bool {
func isBookTicker(val *fastjson.Value) bool {
return val.Exists("u") && val.Exists("s") &&
val.Exists("b") && val.Exists("B") &&
val.Exists("a") && val.Exists("A")
}
func IsPartialDepth(val *fastjson.Value) bool {
func isPartialDepth(val *fastjson.Value) bool {
return val.Exists("lastUpdateId") &&
val.Exists("bids") && val.Exists("bids")
}
@ -1127,25 +1127,47 @@ type AccountConfigUpdateEvent struct {
} `json:"ai"`
}
/*
{
"lastUpdateId": 160, // Last update ID
"bids": [ // Bids to be updated
[
"0.0024", // Price level to be updated
"10" // Quantity
]
],
"asks": [ // Asks to be updated
[
"0.0026", // Price level to be updated
"100" // Quantity
]
]
}
*/
type PartialDepthEvent struct {
EventBase
binanceapi.Depth
}
/*
{
"u":400900217, // order book updateId
"s":"BNBUSDT", // symbol
"b":"25.35190000", // best bid price
"B":"31.21000000", // best bid qty
"a":"25.36520000", // best ask price
"A":"40.66000000" // best ask qty
}
*/
type BookTickerEvent struct {
EventBase
UpdateID int64 `json:"u"`
Symbol string `json:"s"`
Buy fixedpoint.Value `json:"b"`
BuySize fixedpoint.Value `json:"B"`
Sell fixedpoint.Value `json:"a"`
SellSize fixedpoint.Value `json:"A"`
// "u":400900217, // order book updateId
// "s":"BNBUSDT", // symbol
// "b":"25.35190000", // best bid price
// "B":"31.21000000", // best bid qty
// "a":"25.36520000", // best ask price
// "A":"40.66000000" // best ask qty
}
func (k *BookTickerEvent) BookTicker() types.BookTicker {