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ftx: send subscriptions when connected
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parent
2a0bd5f962
commit
73d05fe7bb
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@ -22,6 +22,10 @@ func NewStream(key, secret string) *Stream {
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StandardStream: types.StandardStream{},
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wsService: wss,
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}
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wss.OnMessage(func(message []byte) {
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logger.Infof("=> message: %+v", string(message))
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})
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return s
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}
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@ -37,8 +41,10 @@ func (s *Stream) Close() error {
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return s.wsService.Close()
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}
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func (s *Stream) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) {
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panic("implement me")
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func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
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if err := s.wsService.Subscribe(channel, symbol); err != nil {
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logger.WithError(err).Errorf("subscribe failed, should never happen")
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}
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}
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func (s *Stream) OnTradeUpdate(cb func(trade types.Trade)) {
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@ -1,9 +1,14 @@
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package ftx
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import (
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"fmt"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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)
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type WebsocketService struct {
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@ -11,6 +16,8 @@ type WebsocketService struct {
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key string
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secret string
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subscriptions []SubscribeRequest
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}
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const endpoint = "wss://ftx.com/ws/"
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@ -21,9 +28,40 @@ func NewWebsocketService(key string, secret string) *WebsocketService {
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key: key,
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secret: secret,
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}
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s.OnConnected(func(_ *websocket.Conn) {
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if err := s.sendSubscriptions(); err != nil {
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s.EmitError(err)
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}
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})
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return s
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}
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func (w *WebsocketService) Subscribe(channel types.Channel, symbol string) error {
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r := SubscribeRequest{
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Operation: subscribe,
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}
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if channel != types.BookChannel {
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return fmt.Errorf("unsupported channel %+v", channel)
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}
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r.Channel = orderbook
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r.Market = strings.ToUpper(strings.TrimSpace(symbol))
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w.subscriptions = append(w.subscriptions, r)
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return nil
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}
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var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
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func (w *WebsocketService) sendSubscriptions() error {
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conn := w.Conn()
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for _, s := range w.subscriptions {
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if err := conn.WriteJSON(s); err != nil {
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return fmt.Errorf("can't send subscription request %+v: %w", s, errSubscriptionFailed)
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}
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}
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return nil
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}
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func (w *WebsocketService) Close() error {
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return w.Conn().Close()
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}
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19
pkg/exchange/ftx/websocket_messages.go
Normal file
19
pkg/exchange/ftx/websocket_messages.go
Normal file
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@ -0,0 +1,19 @@
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package ftx
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type operation string
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const subscribe operation = "subscribe"
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const unsubscribe operation = "unsubscribe"
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type channel string
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const orderbook channel = "orderbook"
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const trades channel = "trades"
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const ticker channel = "ticker"
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// {'op': 'subscribe', 'channel': 'trades', 'market': 'BTC-PERP'}
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type SubscribeRequest struct {
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Operation operation `json:"op"`
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Channel channel `json:"channel"`
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Market string `json:"market"`
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}
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