ftx: define ws login request

pkg/exchange/ftx/stream.go

@@ -28,7 +28,14 @@ func NewStream(key, secret string) *Stream {
 }
 
 func (s *Stream) Connect(ctx context.Context) error {
-	return s.wsService.Connect(ctx)
+	if err := s.wsService.Connect(ctx); err != nil {
+		return err
+	}
+	// If it's not public only, let's do the authentication.
+	if atomic.LoadInt32(&s.publicOnly) == 0 {
+	}
+
+	return nil
 }
 
 func (s *Stream) SetPublicOnly() {

pkg/exchange/ftx/websocket_messages.go

@@ -15,6 +15,7 @@ import (
 
 type operation string
 
+const login operation = "login"
 const subscribe operation = "subscribe"
 const unsubscribe operation = "unsubscribe"
 
@@ -24,7 +25,48 @@ const orderbook channel = "orderbook"
 const trades channel = "trades"
 const ticker channel = "ticker"
 
-// {'op': 'subscribe', 'channel': 'trades', 'market': 'BTC-PERP'}
+type websocketRequest struct {
+	Operation operation `json:"op"`
+
+	// {'op': 'subscribe', 'channel': 'trades', 'market': 'BTC-PERP'}
+	Channel channel `json:"channel,omitempty"`
+	Market  string  `json:"market,omitempty"`
+
+	Login loginArgs `json:"args,omitempty"`
+}
+
+/*
+{
+  "args": {
+    "key": "<api_key>",
+    "sign": "<signature>",
+    "time": <ts>
+  },
+  "op": "login"
+}
+*/
+type loginArgs struct {
+	Key       string `json:"key"`
+	Signature string `json:"sign"`
+	Time      int64  `json:"time"`
+}
+
+func newLoginRequest(key, secret string, t time.Time) websocketRequest {
+	millis := t.UnixNano() / int64(time.Millisecond)
+	return websocketRequest{
+		Operation: login,
+		Login: loginArgs{
+			Key:       key,
+			Signature: sign(secret, loginBody(millis)),
+			Time:      millis,
+		},
+	}
+}
+
+func loginBody(millis int64) string {
+	return fmt.Sprintf("%dwebsocket_login", millis)
+}
+
 type SubscribeRequest struct {
 	Operation operation `json:"op"`
 	Channel   channel   `json:"channel"`

pkg/exchange/ftx/websocket_messages_test.go

@@ -3,7 +3,9 @@ package ftx
 import (
 	"encoding/json"
 	"io/ioutil"
+	"strings"
 	"testing"
+	"time"
 
 	"github.com/stretchr/testify/assert"
 
@@ -170,3 +172,13 @@ func Test_insertAt(t *testing.T) {
 	r = insertAt([][]json.Number{{"1.2", "2"}, {"1.4", "2"}}, 2, []json.Number{"1.5", "2"})
 	assert.Equal(t, [][]json.Number{{"1.2", "2"}, {"1.4", "2"}, {"1.5", "2"}}, r)
 }
+
+func Test_newLoginRequest(t *testing.T) {
+	// From API doc: https://docs.ftx.com/?javascript#authentication-2
+	r := newLoginRequest("", "Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-", time.Unix(0, 1557246346499*int64(time.Millisecond)))
+	expectedSignature := "d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9"
+	assert.Equal(t, expectedSignature, r.Login.Signature)
+	jsonStr, err := json.Marshal(r)
+	assert.NoError(t, err)
+	assert.True(t, strings.Contains(string(jsonStr), expectedSignature))
+}