ftx: send subscriptions when connected

This commit is contained in:
ycdesu 2021-02-27 18:41:46 +08:00
parent 2a0bd5f962
commit 73d05fe7bb
3 changed files with 65 additions and 2 deletions

View File

@ -22,6 +22,10 @@ func NewStream(key, secret string) *Stream {
StandardStream: types.StandardStream{},
wsService: wss,
}
wss.OnMessage(func(message []byte) {
logger.Infof("=> message: %+v", string(message))
})
return s
}
@ -37,8 +41,10 @@ func (s *Stream) Close() error {
return s.wsService.Close()
}
func (s *Stream) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) {
panic("implement me")
func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
if err := s.wsService.Subscribe(channel, symbol); err != nil {
logger.WithError(err).Errorf("subscribe failed, should never happen")
}
}
func (s *Stream) OnTradeUpdate(cb func(trade types.Trade)) {

View File

@ -1,9 +1,14 @@
package ftx
import (
"fmt"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/c9s/bbgo/pkg/service"
"github.com/c9s/bbgo/pkg/types"
)
type WebsocketService struct {
@ -11,6 +16,8 @@ type WebsocketService struct {
key string
secret string
subscriptions []SubscribeRequest
}
const endpoint = "wss://ftx.com/ws/"
@ -21,9 +28,40 @@ func NewWebsocketService(key string, secret string) *WebsocketService {
key: key,
secret: secret,
}
s.OnConnected(func(_ *websocket.Conn) {
if err := s.sendSubscriptions(); err != nil {
s.EmitError(err)
}
})
return s
}
func (w *WebsocketService) Subscribe(channel types.Channel, symbol string) error {
r := SubscribeRequest{
Operation: subscribe,
}
if channel != types.BookChannel {
return fmt.Errorf("unsupported channel %+v", channel)
}
r.Channel = orderbook
r.Market = strings.ToUpper(strings.TrimSpace(symbol))
w.subscriptions = append(w.subscriptions, r)
return nil
}
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
}
func (w *WebsocketService) Close() error {
return w.Conn().Close()
}

View File

@ -0,0 +1,19 @@
package ftx
type operation string
const subscribe operation = "subscribe"
const unsubscribe operation = "unsubscribe"
type channel string
const orderbook channel = "orderbook"
const trades channel = "trades"
const ticker channel = "ticker"
// {'op': 'subscribe', 'channel': 'trades', 'market': 'BTC-PERP'}
type SubscribeRequest struct {
Operation operation `json:"op"`
Channel channel `json:"channel"`
Market string `json:"market"`
}