mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
rename private stream to just stream
This commit is contained in:
parent
9dd8b026e6
commit
657a145699
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@ -46,7 +46,7 @@ func (e *Exchange) NewPrivateStream() (types.PrivateStream, error) {
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return NewPrivateStream(e.Client)
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}
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func NewPrivateStream(client *binance.Client) (*PrivateStream, error) {
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func NewPrivateStream(client *binance.Client) (*Stream, error) {
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// binance BalanceUpdate = withdrawal or deposit changes
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/*
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stream.OnBalanceUpdateEvent(func(e *binance.BalanceUpdateEvent) {
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@ -61,7 +61,7 @@ func NewPrivateStream(client *binance.Client) (*PrivateStream, error) {
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})
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*/
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return &PrivateStream{
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return &Stream{
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Client: client,
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}, nil
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}
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@ -1,195 +0,0 @@
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// Code generated by "callbackgen -type PrivateStream -interface"; DO NOT EDIT.
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package binance
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import (
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"reflect"
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)
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func (s *PrivateStream) OnConnect(cb func(stream *PrivateStream)) {
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s.connectCallbacks = append(s.connectCallbacks, cb)
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}
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func (s *PrivateStream) EmitConnect(stream *PrivateStream) {
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for _, cb := range s.connectCallbacks {
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cb(stream)
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}
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}
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func (s *PrivateStream) RemoveOnConnect(needle func(stream *PrivateStream)) (found bool) {
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var newcallbacks []func(stream *PrivateStream)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.connectCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.connectCallbacks = newcallbacks
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}
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return found
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}
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func (s *PrivateStream) OnKLineEvent(cb func(event *KLineEvent)) {
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s.kLineEventCallbacks = append(s.kLineEventCallbacks, cb)
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}
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func (s *PrivateStream) EmitKLineEvent(event *KLineEvent) {
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for _, cb := range s.kLineEventCallbacks {
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cb(event)
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}
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}
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func (s *PrivateStream) RemoveOnKLineEvent(needle func(event *KLineEvent)) (found bool) {
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var newcallbacks []func(event *KLineEvent)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.kLineEventCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.kLineEventCallbacks = newcallbacks
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}
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return found
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}
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func (s *PrivateStream) OnKLineClosedEvent(cb func(event *KLineEvent)) {
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s.kLineClosedEventCallbacks = append(s.kLineClosedEventCallbacks, cb)
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}
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func (s *PrivateStream) EmitKLineClosedEvent(event *KLineEvent) {
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for _, cb := range s.kLineClosedEventCallbacks {
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cb(event)
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}
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}
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func (s *PrivateStream) RemoveOnKLineClosedEvent(needle func(event *KLineEvent)) (found bool) {
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var newcallbacks []func(event *KLineEvent)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.kLineClosedEventCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.kLineClosedEventCallbacks = newcallbacks
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}
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return found
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}
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func (s *PrivateStream) OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent)) {
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s.balanceUpdateEventCallbacks = append(s.balanceUpdateEventCallbacks, cb)
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}
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func (s *PrivateStream) EmitBalanceUpdateEvent(event *BalanceUpdateEvent) {
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for _, cb := range s.balanceUpdateEventCallbacks {
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cb(event)
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}
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}
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func (s *PrivateStream) RemoveOnBalanceUpdateEvent(needle func(event *BalanceUpdateEvent)) (found bool) {
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var newcallbacks []func(event *BalanceUpdateEvent)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.balanceUpdateEventCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.balanceUpdateEventCallbacks = newcallbacks
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}
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return found
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}
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func (s *PrivateStream) OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent)) {
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s.outboundAccountInfoEventCallbacks = append(s.outboundAccountInfoEventCallbacks, cb)
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}
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func (s *PrivateStream) EmitOutboundAccountInfoEvent(event *OutboundAccountInfoEvent) {
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for _, cb := range s.outboundAccountInfoEventCallbacks {
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cb(event)
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}
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}
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func (s *PrivateStream) RemoveOnOutboundAccountInfoEvent(needle func(event *OutboundAccountInfoEvent)) (found bool) {
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var newcallbacks []func(event *OutboundAccountInfoEvent)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.outboundAccountInfoEventCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.outboundAccountInfoEventCallbacks = newcallbacks
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}
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return found
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}
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func (s *PrivateStream) OnExecutionReportEvent(cb func(event *ExecutionReportEvent)) {
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s.executionReportEventCallbacks = append(s.executionReportEventCallbacks, cb)
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}
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func (s *PrivateStream) EmitExecutionReportEvent(event *ExecutionReportEvent) {
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for _, cb := range s.executionReportEventCallbacks {
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cb(event)
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}
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}
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func (s *PrivateStream) RemoveOnExecutionReportEvent(needle func(event *ExecutionReportEvent)) (found bool) {
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var newcallbacks []func(event *ExecutionReportEvent)
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var fp = reflect.ValueOf(needle).Pointer()
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for _, cb := range s.executionReportEventCallbacks {
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if fp == reflect.ValueOf(cb).Pointer() {
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found = true
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} else {
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newcallbacks = append(newcallbacks, cb)
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}
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}
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if found {
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s.executionReportEventCallbacks = newcallbacks
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}
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return found
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}
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type PrivateStreamEventHub interface {
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OnConnect(cb func(stream *PrivateStream))
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OnKLineEvent(cb func(event *KLineEvent))
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OnKLineClosedEvent(cb func(event *KLineEvent))
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OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent))
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OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent))
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OnExecutionReportEvent(cb func(event *ExecutionReportEvent))
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}
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@ -20,15 +20,15 @@ type StreamRequest struct {
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Params []string `json:"params"`
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}
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//go:generate callbackgen -type PrivateStream -interface
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type PrivateStream struct {
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types.StandardPrivateStream
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//go:generate callbackgen -type Stream -interface
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type Stream struct {
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types.StandardStream
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Client *binance.Client
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ListenKey string
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Conn *websocket.Conn
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connectCallbacks []func(stream *PrivateStream)
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connectCallbacks []func(stream *Stream)
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// custom callbacks
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kLineEventCallbacks []func(e *KLineEvent)
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@ -39,7 +39,7 @@ type PrivateStream struct {
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executionReportEventCallbacks []func(event *ExecutionReportEvent)
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}
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func (s *PrivateStream) dial(listenKey string) (*websocket.Conn, error) {
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func (s *Stream) dial(listenKey string) (*websocket.Conn, error) {
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url := "wss://stream.binance.com:9443/ws/" + listenKey
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conn, _, err := websocket.DefaultDialer.Dial(url, nil)
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if err != nil {
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@ -49,7 +49,7 @@ func (s *PrivateStream) dial(listenKey string) (*websocket.Conn, error) {
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return conn, nil
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}
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func (s *PrivateStream) connect(ctx context.Context) error {
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func (s *Stream) connect(ctx context.Context) error {
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log.Infof("[binance] creating user data stream...")
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listenKey, err := s.Client.NewStartUserStreamService().Do(ctx)
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if err != nil {
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@ -82,7 +82,7 @@ func (s *PrivateStream) connect(ctx context.Context) error {
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})
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}
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func (s *PrivateStream) Connect(ctx context.Context) error {
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func (s *Stream) Connect(ctx context.Context) error {
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err := s.connect(ctx)
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if err != nil {
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return err
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@ -92,7 +92,7 @@ func (s *PrivateStream) Connect(ctx context.Context) error {
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return nil
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}
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func (s *PrivateStream) read(ctx context.Context) {
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func (s *Stream) read(ctx context.Context) {
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pingTicker := time.NewTicker(1 * time.Minute)
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defer pingTicker.Stop()
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@ -210,7 +210,7 @@ func (s *PrivateStream) read(ctx context.Context) {
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}
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}
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func (s *PrivateStream) invalidateListenKey(ctx context.Context, listenKey string) error {
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func (s *Stream) invalidateListenKey(ctx context.Context, listenKey string) error {
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// use background context to invalidate the user stream
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err := s.Client.NewCloseUserStreamService().ListenKey(listenKey).Do(ctx)
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if err != nil {
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@ -221,7 +221,7 @@ func (s *PrivateStream) invalidateListenKey(ctx context.Context, listenKey strin
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return nil
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}
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func (s *PrivateStream) Close() error {
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func (s *Stream) Close() error {
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log.Infof("[binance] closing user data stream...")
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defer s.Conn.Close()
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err := s.invalidateListenKey(context.Background(), s.ListenKey)
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79
bbgo/exchange/binance/stream_callbacks.go
Normal file
79
bbgo/exchange/binance/stream_callbacks.go
Normal file
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@ -0,0 +1,79 @@
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// Code generated by "callbackgen -type Stream -interface"; DO NOT EDIT.
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package binance
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import ()
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func (s *Stream) OnConnect(cb func(stream *Stream)) {
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s.connectCallbacks = append(s.connectCallbacks, cb)
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}
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func (s *Stream) EmitConnect(stream *Stream) {
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for _, cb := range s.connectCallbacks {
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cb(stream)
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}
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}
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func (s *Stream) OnKLineEvent(cb func(e *KLineEvent)) {
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s.kLineEventCallbacks = append(s.kLineEventCallbacks, cb)
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}
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func (s *Stream) EmitKLineEvent(e *KLineEvent) {
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for _, cb := range s.kLineEventCallbacks {
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cb(e)
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}
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}
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func (s *Stream) OnKLineClosedEvent(cb func(e *KLineEvent)) {
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s.kLineClosedEventCallbacks = append(s.kLineClosedEventCallbacks, cb)
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}
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func (s *Stream) EmitKLineClosedEvent(e *KLineEvent) {
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for _, cb := range s.kLineClosedEventCallbacks {
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cb(e)
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}
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}
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func (s *Stream) OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent)) {
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s.balanceUpdateEventCallbacks = append(s.balanceUpdateEventCallbacks, cb)
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}
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func (s *Stream) EmitBalanceUpdateEvent(event *BalanceUpdateEvent) {
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for _, cb := range s.balanceUpdateEventCallbacks {
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cb(event)
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}
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}
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func (s *Stream) OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent)) {
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s.outboundAccountInfoEventCallbacks = append(s.outboundAccountInfoEventCallbacks, cb)
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}
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func (s *Stream) EmitOutboundAccountInfoEvent(event *OutboundAccountInfoEvent) {
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for _, cb := range s.outboundAccountInfoEventCallbacks {
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cb(event)
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}
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}
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func (s *Stream) OnExecutionReportEvent(cb func(event *ExecutionReportEvent)) {
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s.executionReportEventCallbacks = append(s.executionReportEventCallbacks, cb)
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}
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func (s *Stream) EmitExecutionReportEvent(event *ExecutionReportEvent) {
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for _, cb := range s.executionReportEventCallbacks {
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cb(event)
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}
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}
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type StreamEventHub interface {
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OnConnect(cb func(stream *Stream))
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OnKLineEvent(cb func(e *KLineEvent))
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OnKLineClosedEvent(cb func(e *KLineEvent))
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OnBalanceUpdateEvent(cb func(event *BalanceUpdateEvent))
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OnOutboundAccountInfoEvent(cb func(event *OutboundAccountInfoEvent))
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OnExecutionReportEvent(cb func(event *ExecutionReportEvent))
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}
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@ -1 +1,50 @@
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package max
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import (
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"context"
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log "github.com/sirupsen/logrus"
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max "github.com/c9s/bbgo/pkg/bbgo/exchange/max/maxapi"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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)
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var logger = log.WithField("exchange", "max")
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type Stream struct {
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types.StandardStream
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websocketService *max.WebSocketService
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}
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func NewStream(key, secret string) *Stream {
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wss := max.NewWebSocketService(max.WebSocketURL, key, secret)
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stream := &Stream{
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websocketService: wss,
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}
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wss.OnBookEvent(func(e max.BookEvent) {
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newbook, err := e.OrderBook()
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if err != nil {
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logger.WithError(err).Error("book convert error")
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return
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}
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switch e.Event {
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case "snapshot":
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stream.EmitBookSnapshot(newbook)
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case "update":
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stream.EmitBookUpdate(newbook)
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}
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})
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return stream
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}
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func (s *Stream) Connect(ctx context.Context) error {
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return nil
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}
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func (s *Stream) Close() error {
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return s.websocketService.Close()
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}
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@ -12,7 +12,7 @@ import (
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)
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type BackTestStream struct {
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types.StandardPrivateStream
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types.StandardStream
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}
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@ -1,43 +0,0 @@
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// Code generated by "callbackgen -type StandardPrivateStream -interface"; DO NOT EDIT.
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package types
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import ()
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func (stream *StandardPrivateStream) OnTrade(cb func(trade *Trade)) {
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stream.tradeCallbacks = append(stream.tradeCallbacks, cb)
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}
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func (stream *StandardPrivateStream) EmitTrade(trade *Trade) {
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for _, cb := range stream.tradeCallbacks {
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cb(trade)
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}
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}
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func (stream *StandardPrivateStream) OnBalanceSnapshot(cb func(balanceSnapshot map[string]Balance)) {
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stream.balanceSnapshotCallbacks = append(stream.balanceSnapshotCallbacks, cb)
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}
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func (stream *StandardPrivateStream) EmitBalanceSnapshot(balanceSnapshot map[string]Balance) {
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for _, cb := range stream.balanceSnapshotCallbacks {
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cb(balanceSnapshot)
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}
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}
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func (stream *StandardPrivateStream) OnKLineClosed(cb func(kline KLine)) {
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stream.kLineClosedCallbacks = append(stream.kLineClosedCallbacks, cb)
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}
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func (stream *StandardPrivateStream) EmitKLineClosed(kline KLine) {
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for _, cb := range stream.kLineClosedCallbacks {
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cb(kline)
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}
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}
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type StandardPrivateStreamEventHub interface {
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OnTrade(cb func(trade *Trade))
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OnBalanceSnapshot(cb func(balanceSnapshot map[string]Balance))
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OnKLineClosed(cb func(kline KLine))
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}
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79
bbgo/types/standardstream_callbacks.go
Normal file
79
bbgo/types/standardstream_callbacks.go
Normal file
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@ -0,0 +1,79 @@
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// Code generated by "callbackgen -type StandardStream -interface"; DO NOT EDIT.
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package types
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import ()
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func (stream *StandardStream) OnTrade(cb func(trade *Trade)) {
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stream.tradeCallbacks = append(stream.tradeCallbacks, cb)
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}
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func (stream *StandardStream) EmitTrade(trade *Trade) {
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for _, cb := range stream.tradeCallbacks {
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cb(trade)
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}
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}
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func (stream *StandardStream) OnBalanceSnapshot(cb func(balances map[string]Balance)) {
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stream.balanceSnapshotCallbacks = append(stream.balanceSnapshotCallbacks, cb)
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}
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func (stream *StandardStream) EmitBalanceSnapshot(balances map[string]Balance) {
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for _, cb := range stream.balanceSnapshotCallbacks {
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cb(balances)
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}
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}
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func (stream *StandardStream) OnBalanceUpdate(cb func(balances map[string]Balance)) {
|
||||
stream.balanceUpdateCallbacks = append(stream.balanceUpdateCallbacks, cb)
|
||||
}
|
||||
|
||||
func (stream *StandardStream) EmitBalanceUpdate(balances map[string]Balance) {
|
||||
for _, cb := range stream.balanceUpdateCallbacks {
|
||||
cb(balances)
|
||||
}
|
||||
}
|
||||
|
||||
func (stream *StandardStream) OnKLineClosed(cb func(kline KLine)) {
|
||||
stream.kLineClosedCallbacks = append(stream.kLineClosedCallbacks, cb)
|
||||
}
|
||||
|
||||
func (stream *StandardStream) EmitKLineClosed(kline KLine) {
|
||||
for _, cb := range stream.kLineClosedCallbacks {
|
||||
cb(kline)
|
||||
}
|
||||
}
|
||||
|
||||
func (stream *StandardStream) OnBookUpdate(cb func(book OrderBook)) {
|
||||
stream.bookUpdateCallbacks = append(stream.bookUpdateCallbacks, cb)
|
||||
}
|
||||
|
||||
func (stream *StandardStream) EmitBookUpdate(book OrderBook) {
|
||||
for _, cb := range stream.bookUpdateCallbacks {
|
||||
cb(book)
|
||||
}
|
||||
}
|
||||
|
||||
func (stream *StandardStream) OnBookSnapshot(cb func(book OrderBook)) {
|
||||
stream.bookSnapshotCallbacks = append(stream.bookSnapshotCallbacks, cb)
|
||||
}
|
||||
|
||||
func (stream *StandardStream) EmitBookSnapshot(book OrderBook) {
|
||||
for _, cb := range stream.bookSnapshotCallbacks {
|
||||
cb(book)
|
||||
}
|
||||
}
|
||||
|
||||
type StandardStreamEventHub interface {
|
||||
OnTrade(cb func(trade *Trade))
|
||||
|
||||
OnBalanceSnapshot(cb func(balances map[string]Balance))
|
||||
|
||||
OnBalanceUpdate(cb func(balances map[string]Balance))
|
||||
|
||||
OnKLineClosed(cb func(kline KLine))
|
||||
|
||||
OnBookUpdate(cb func(book OrderBook))
|
||||
|
||||
OnBookSnapshot(cb func(book OrderBook))
|
||||
}
|
|
@ -7,23 +7,33 @@ import (
|
|||
)
|
||||
|
||||
type PrivateStream interface {
|
||||
StandardPrivateStreamEventHub
|
||||
StandardStreamEventHub
|
||||
|
||||
Subscribe(channel string, symbol string, options SubscribeOptions)
|
||||
Connect(ctx context.Context) error
|
||||
Close() error
|
||||
}
|
||||
|
||||
//go:generate callbackgen -type StandardPrivateStream -interface
|
||||
type StandardPrivateStream struct {
|
||||
//go:generate callbackgen -type StandardStream -interface
|
||||
type StandardStream struct {
|
||||
Subscriptions []Subscription
|
||||
|
||||
// private trade callbacks
|
||||
tradeCallbacks []func(trade *Trade)
|
||||
balanceSnapshotCallbacks []func(balanceSnapshot map[string]Balance)
|
||||
|
||||
// balance snapshot callbacks
|
||||
balanceSnapshotCallbacks []func(balances map[string]Balance)
|
||||
|
||||
balanceUpdateCallbacks []func(balances map[string]Balance)
|
||||
|
||||
kLineClosedCallbacks []func(kline KLine)
|
||||
|
||||
bookUpdateCallbacks []func(book OrderBook)
|
||||
|
||||
bookSnapshotCallbacks []func(book OrderBook)
|
||||
}
|
||||
|
||||
func (stream *StandardPrivateStream) Subscribe(channel string, symbol string, options SubscribeOptions) {
|
||||
func (stream *StandardStream) Subscribe(channel string, symbol string, options SubscribeOptions) {
|
||||
stream.Subscriptions = append(stream.Subscriptions, Subscription{
|
||||
Channel: channel,
|
||||
Symbol: symbol,
|
||||
|
@ -31,7 +41,6 @@ func (stream *StandardPrivateStream) Subscribe(channel string, symbol string, op
|
|||
})
|
||||
}
|
||||
|
||||
|
||||
type SubscribeOptions struct {
|
||||
Interval string
|
||||
Depth string
|
||||
|
|
Loading…
Reference in New Issue
Block a user