mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
ftx: remove redundant abstraction
This commit is contained in:
parent
e152aa1036
commit
53c9b0a606
|
@ -2,29 +2,48 @@ package ftx
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"context"
|
"context"
|
||||||
|
"fmt"
|
||||||
"sync/atomic"
|
"sync/atomic"
|
||||||
"time"
|
"time"
|
||||||
|
|
||||||
|
"github.com/gorilla/websocket"
|
||||||
|
|
||||||
|
"github.com/c9s/bbgo/pkg/service"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
|
const endpoint = "wss://ftx.com/ws/"
|
||||||
|
|
||||||
type Stream struct {
|
type Stream struct {
|
||||||
*types.StandardStream
|
*types.StandardStream
|
||||||
|
|
||||||
wsService *WebsocketService
|
ws *service.WebsocketClientBase
|
||||||
|
|
||||||
// publicOnly must be accessed atomically
|
// publicOnly can only be configured before connecting
|
||||||
publicOnly int32
|
publicOnly int32
|
||||||
|
|
||||||
|
key string
|
||||||
|
secret string
|
||||||
|
|
||||||
|
subscriptions []websocketRequest
|
||||||
}
|
}
|
||||||
|
|
||||||
func NewStream(key, secret string) *Stream {
|
func NewStream(key, secret string) *Stream {
|
||||||
wss := NewWebsocketService(key, secret)
|
|
||||||
s := &Stream{
|
s := &Stream{
|
||||||
|
key: key,
|
||||||
|
secret: secret,
|
||||||
StandardStream: &types.StandardStream{},
|
StandardStream: &types.StandardStream{},
|
||||||
wsService: wss,
|
ws: service.NewWebsocketClientBase(endpoint, 3*time.Second),
|
||||||
}
|
}
|
||||||
|
|
||||||
wss.OnMessage((&messageHandler{StandardStream: s.StandardStream}).handleMessage)
|
s.ws.OnMessage((&messageHandler{StandardStream: s.StandardStream}).handleMessage)
|
||||||
|
s.ws.OnConnected(func(conn *websocket.Conn) {
|
||||||
|
for _, sub := range s.subscriptions {
|
||||||
|
if err := conn.WriteJSON(sub); err != nil {
|
||||||
|
s.ws.EmitError(fmt.Errorf("failed to send subscription: %+v", sub))
|
||||||
|
}
|
||||||
|
}
|
||||||
|
})
|
||||||
return s
|
return s
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -35,7 +54,7 @@ func (s *Stream) Connect(ctx context.Context) error {
|
||||||
s.subscribePrivateEvents()
|
s.subscribePrivateEvents()
|
||||||
}
|
}
|
||||||
|
|
||||||
if err := s.wsService.Connect(ctx); err != nil {
|
if err := s.ws.Connect(ctx); err != nil {
|
||||||
return err
|
return err
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -43,28 +62,33 @@ func (s *Stream) Connect(ctx context.Context) error {
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *Stream) subscribePrivateEvents() {
|
func (s *Stream) subscribePrivateEvents() {
|
||||||
s.wsService.Subscribe(
|
s.addSubscription(
|
||||||
newLoginRequest(s.wsService.key, s.wsService.secret, time.Now()),
|
newLoginRequest(s.key, s.secret, time.Now()),
|
||||||
)
|
)
|
||||||
s.wsService.Subscribe(websocketRequest{
|
s.addSubscription(websocketRequest{
|
||||||
Operation: subscribe,
|
Operation: subscribe,
|
||||||
Channel: privateOrdersChannel,
|
Channel: privateOrdersChannel,
|
||||||
})
|
})
|
||||||
s.wsService.Subscribe(websocketRequest{
|
s.addSubscription(websocketRequest{
|
||||||
Operation: subscribe,
|
Operation: subscribe,
|
||||||
Channel: privateTradesChannel,
|
Channel: privateTradesChannel,
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (s *Stream) addSubscription(request websocketRequest) {
|
||||||
|
s.subscriptions = append(s.subscriptions, request)
|
||||||
|
}
|
||||||
|
|
||||||
func (s *Stream) SetPublicOnly() {
|
func (s *Stream) SetPublicOnly() {
|
||||||
atomic.StoreInt32(&s.publicOnly, 1)
|
atomic.StoreInt32(&s.publicOnly, 1)
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
|
func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
|
||||||
if channel != types.BookChannel {
|
if channel != types.BookChannel {
|
||||||
// TODO: return err
|
logger.Errorf("only support orderbook channel")
|
||||||
|
return
|
||||||
}
|
}
|
||||||
s.wsService.Subscribe(websocketRequest{
|
s.addSubscription(websocketRequest{
|
||||||
Operation: subscribe,
|
Operation: subscribe,
|
||||||
Channel: orderBookChannel,
|
Channel: orderBookChannel,
|
||||||
Market: TrimUpperString(symbol),
|
Market: TrimUpperString(symbol),
|
||||||
|
@ -72,8 +96,9 @@ func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.Subscri
|
||||||
}
|
}
|
||||||
|
|
||||||
func (s *Stream) Close() error {
|
func (s *Stream) Close() error {
|
||||||
if s.wsService != nil {
|
s.subscriptions = nil
|
||||||
return s.wsService.Close()
|
if s.ws != nil {
|
||||||
|
return s.ws.Conn().Close()
|
||||||
}
|
}
|
||||||
return nil
|
return nil
|
||||||
}
|
}
|
||||||
|
|
|
@ -1,60 +0,0 @@
|
||||||
package ftx
|
|
||||||
|
|
||||||
import (
|
|
||||||
"fmt"
|
|
||||||
"time"
|
|
||||||
|
|
||||||
"github.com/gorilla/websocket"
|
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/service"
|
|
||||||
)
|
|
||||||
|
|
||||||
type WebsocketService struct {
|
|
||||||
*service.WebsocketClientBase
|
|
||||||
|
|
||||||
key string
|
|
||||||
secret string
|
|
||||||
|
|
||||||
subscriptions []websocketRequest
|
|
||||||
}
|
|
||||||
|
|
||||||
const endpoint = "wss://ftx.com/ws/"
|
|
||||||
|
|
||||||
func NewWebsocketService(key string, secret string) *WebsocketService {
|
|
||||||
s := &WebsocketService{
|
|
||||||
WebsocketClientBase: service.NewWebsocketClientBase(endpoint, 3*time.Second),
|
|
||||||
key: key,
|
|
||||||
secret: secret,
|
|
||||||
}
|
|
||||||
s.OnConnected(func(_ *websocket.Conn) {
|
|
||||||
if err := s.sendSubscriptions(); err != nil {
|
|
||||||
s.EmitError(err)
|
|
||||||
}
|
|
||||||
})
|
|
||||||
return s
|
|
||||||
}
|
|
||||||
|
|
||||||
func (w *WebsocketService) Subscribe(request websocketRequest) {
|
|
||||||
w.subscriptions = append(w.subscriptions, request)
|
|
||||||
}
|
|
||||||
|
|
||||||
var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
|
|
||||||
|
|
||||||
func (w *WebsocketService) sendSubscriptions() error {
|
|
||||||
conn := w.Conn()
|
|
||||||
for _, s := range w.subscriptions {
|
|
||||||
if err := conn.WriteJSON(s); err != nil {
|
|
||||||
return fmt.Errorf("can't send subscription request %+v: %w", s, errSubscriptionFailed)
|
|
||||||
}
|
|
||||||
}
|
|
||||||
return nil
|
|
||||||
}
|
|
||||||
|
|
||||||
// After closing the websocket connection, you have to subscribe all events again
|
|
||||||
func (w *WebsocketService) Close() error {
|
|
||||||
w.subscriptions = nil
|
|
||||||
if conn := w.Conn(); conn != nil {
|
|
||||||
return conn.Close()
|
|
||||||
}
|
|
||||||
return nil
|
|
||||||
}
|
|
Loading…
Reference in New Issue
Block a user