Merge pull request #1406 from c9s/edwin/bitget/add-balance-event

FEATURE: [bitget]add balance event

pkg/exchange/bitget/bitgetapi/client.go

@@ -78,7 +78,7 @@ func (c *RestClient) NewAuthenticatedRequest(
 	}
 
 	// See https://bitgetlimited.github.io/apidoc/en/spot/#signature
-	// sign(
+	// Sign(
 	//    timestamp +
 	// 	  method.toUpperCase() +
 	// 	  requestPath + "?" + queryString +
@@ -96,7 +96,7 @@ func (c *RestClient) NewAuthenticatedRequest(
 	}
 
 	signKey := timestamp + strings.ToUpper(method) + path + string(body)
-	signature := sign(signKey, c.secret)
+	signature := Sign(signKey, c.secret)
 
 	req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body))
 	if err != nil {
@@ -113,7 +113,7 @@ func (c *RestClient) NewAuthenticatedRequest(
 	return req, nil
 }
 
-func sign(payload string, secret string) string {
+func Sign(payload string, secret string) string {
 	var sig = hmac.New(sha256.New, []byte(secret))
 	_, err := sig.Write([]byte(payload))
 	if err != nil {

pkg/exchange/bitget/bitgetapi/v2/client.go

@@ -6,6 +6,10 @@ import (
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
 )
 
+const (
+	PrivateWebSocketURL = "wss://ws.bitget.com/v2/ws/private"
+)
+
 type APIResponse = bitgetapi.APIResponse
 
 type Client struct {

pkg/exchange/bitget/convert.go

@@ -329,3 +329,15 @@ func toLocalSide(side types.SideType) (v2.SideType, error) {
 		return "", fmt.Errorf("side type %s not supported", side)
 	}
 }
+
+func toGlobalBalanceMap(balances []Balance) types.BalanceMap {
+	bm := types.BalanceMap{}
+	for _, obj := range balances {
+		bm[obj.Coin] = types.Balance{
+			Currency:  obj.Coin,
+			Available: obj.Available,
+			Locked:    obj.Frozen.Add(obj.Locked),
+		}
+	}
+	return bm
+}

pkg/exchange/bitget/convert_test.go

@@ -579,3 +579,22 @@ func Test_toGlobalTrade(t *testing.T) {
 		FeeDiscounted: false,
 	}, res)
 }
+
+func Test_toGlobalBalanceMap(t *testing.T) {
+	assert.Equal(t, types.BalanceMap{
+		"BTC": {
+			Currency:  "BTC",
+			Available: fixedpoint.NewFromFloat(0.5),
+			Locked:    fixedpoint.NewFromFloat(0.6 + 0.7),
+		},
+	}, toGlobalBalanceMap([]Balance{
+		{
+			Coin:           "BTC",
+			Available:      fixedpoint.NewFromFloat(0.5),
+			Frozen:         fixedpoint.NewFromFloat(0.6),
+			Locked:         fixedpoint.NewFromFloat(0.7),
+			LimitAvailable: fixedpoint.Zero,
+			UTime:          types.NewMillisecondTimestampFromInt(1699020564676),
+		},
+	}))
+}

pkg/exchange/bitget/exchange.go

@@ -83,8 +83,7 @@ func (e *Exchange) PlatformFeeCurrency() string {
 }
 
 func (e *Exchange) NewStream() types.Stream {
-	// TODO implement me
+	return NewStream(e.key, e.secret, e.passphrase)
-	panic("implement me")
 }
 
 func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {

pkg/exchange/bitget/stream.go

@@ -5,10 +5,14 @@ import (
 	"context"
 	"encoding/json"
 	"fmt"
-	"github.com/gorilla/websocket"
+	"strconv"
 	"strings"
+	"time"
+
+	"github.com/gorilla/websocket"
 
 	"github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi"
+	v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -21,17 +25,23 @@ var (
 type Stream struct {
 	types.StandardStream
 
+	key, secret, passphrase   string
 	bookEventCallbacks        []func(o BookEvent)
 	marketTradeEventCallbacks []func(o MarketTradeEvent)
 	KLineEventCallbacks       []func(o KLineEvent)
 
+	accountEventCallbacks []func(e AccountEvent)
+
 	lastCandle map[string]types.KLine
 }
 
-func NewStream() *Stream {
+func NewStream(key, secret, passphrase string) *Stream {
 	stream := &Stream{
 		StandardStream: types.NewStandardStream(),
 		lastCandle:     map[string]types.KLine{},
+		key:            key,
+		secret:         secret,
+		passphrase:     passphrase,
 	}
 
 	stream.SetEndpointCreator(stream.createEndpoint)
@@ -43,6 +53,9 @@ func NewStream() *Stream {
 	stream.OnBookEvent(stream.handleBookEvent)
 	stream.OnMarketTradeEvent(stream.handleMaretTradeEvent)
 	stream.OnKLineEvent(stream.handleKLineEvent)
+
+	stream.OnAuth(stream.handleAuth)
+	stream.OnAccountEvent(stream.handleAccountEvent)
 	return stream
 }
 
@@ -89,7 +102,7 @@ func (s *Stream) createEndpoint(_ context.Context) (string, error) {
 	if s.PublicOnly {
 		url = bitgetapi.PublicWebSocketURL
 	} else {
-		url = bitgetapi.PrivateWebSocketURL
+		url = v2.PrivateWebSocketURL
 	}
 	return url, nil
 }
@@ -100,6 +113,9 @@ func (s *Stream) dispatchEvent(event interface{}) {
 		if err := e.IsValid(); err != nil {
 			log.Errorf("invalid event: %v", err)
 		}
+		if e.IsAuthenticated() {
+			s.EmitAuth()
+		}
 
 	case *BookEvent:
 		s.EmitBookEvent(*e)
@@ -110,6 +126,9 @@ func (s *Stream) dispatchEvent(event interface{}) {
 	case *KLineEvent:
 		s.EmitKLineEvent(*e)
 
+	case *AccountEvent:
+		s.EmitAccountEvent(*e)
+
 	case []byte:
 		// We only handle the 'pong' case. Others are unexpected.
 		if !bytes.Equal(e, pongBytes) {
@@ -118,12 +137,43 @@ func (s *Stream) dispatchEvent(event interface{}) {
 	}
 }
 
+func (s *Stream) handleAuth() {
+	if err := s.Conn.WriteJSON(WsOp{
+		Op: WsEventSubscribe,
+		Args: []WsArg{
+			{
+				InstType: instSpV2,
+				Channel:  ChannelAccount,
+				Coin:     "default", // default all
+			},
+		},
+	}); err != nil {
+		log.WithError(err).Error("failed to send subscription request")
+		return
+	}
+}
+
 func (s *Stream) handlerConnect() {
 	if s.PublicOnly {
 		// errors are handled in the syncSubscriptions, so they are skipped here.
 		_ = s.syncSubscriptions(WsEventSubscribe)
 	} else {
-		log.Error("*** PRIVATE API NOT IMPLEMENTED ***")
+		timestamp := strconv.FormatInt(time.Now().Unix(), 10)
+
+		if err := s.Conn.WriteJSON(WsOp{
+			Op: WsEventLogin,
+			Args: []WsArg{
+				{
+					ApiKey:     s.key,
+					Passphrase: s.passphrase,
+					Timestamp:  timestamp,
+					Sign:       bitgetapi.Sign(fmt.Sprintf("%sGET/user/verify", timestamp), s.secret),
+				},
+			},
+		}); err != nil {
+			log.WithError(err).Error("failed to auth request")
+			return
+		}
 	}
 }
 
@@ -213,6 +263,17 @@ func parseEvent(in []byte) (interface{}, error) {
 
 	ch := event.Arg.Channel
 	switch ch {
+	case ChannelAccount:
+		var acct AccountEvent
+		err = json.Unmarshal(event.Data, &acct.Balances)
+		if err != nil {
+			return nil, fmt.Errorf("failed to unmarshal data into AccountEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err)
+		}
+
+		acct.actionType = event.Action
+		acct.instId = event.Arg.InstId
+		return &acct, nil
+
 	case ChannelOrderBook, ChannelOrderBook5, ChannelOrderBook15:
 		var book BookEvent
 		err = json.Unmarshal(event.Data, &book.Events)
@@ -296,3 +357,16 @@ func (s *Stream) handleKLineEvent(k KLineEvent) {
 		s.lastCandle[k.CacheKey()] = kLine
 	}
 }
+
+func (s *Stream) handleAccountEvent(m AccountEvent) {
+	balanceMap := toGlobalBalanceMap(m.Balances)
+	if len(balanceMap) == 0 {
+		return
+	}
+
+	if m.actionType == ActionTypeUpdate {
+		s.StandardStream.EmitBalanceUpdate(balanceMap)
+		return
+	}
+	s.StandardStream.EmitBalanceSnapshot(balanceMap)
+}

pkg/exchange/bitget/stream_callbacks.go

@@ -33,3 +33,13 @@ func (s *Stream) EmitKLineEvent(o KLineEvent) {
 		cb(o)
 	}
 }
+
+func (s *Stream) OnAccountEvent(cb func(e AccountEvent)) {
+	s.accountEventCallbacks = append(s.accountEventCallbacks, cb)
+}
+
+func (s *Stream) EmitAccountEvent(e AccountEvent) {
+	for _, cb := range s.accountEventCallbacks {
+		cb(e)
+	}
+}

pkg/exchange/bitget/stream_test.go

@@ -19,7 +19,9 @@ func getTestClientOrSkip(t *testing.T) *Stream {
 		t.Skip("skip test for CI")
 	}
 
-	return NewStream()
+	return NewStream(os.Getenv("BITGET_API_KEY"),
+		os.Getenv("BITGET_API_SECRET"),
+		os.Getenv("BITGET_API_PASSPHRASE"))
 }
 
 func TestStream(t *testing.T) {
@@ -122,6 +124,21 @@ func TestStream(t *testing.T) {
 		<-c
 	})
 
+	t.Run("private test", func(t *testing.T) {
+		err := s.Connect(context.Background())
+		assert.NoError(t, err)
+
+		s.OnBalanceSnapshot(func(balances types.BalanceMap) {
+			t.Log("get balances", balances)
+		})
+		s.OnBalanceUpdate(func(balances types.BalanceMap) {
+			t.Log("get update", balances)
+		})
+
+		c := make(chan struct{})
+		<-c
+	})
+
 }
 
 func TestStream_parseWebSocketEvent(t *testing.T) {

pkg/exchange/bitget/types.go

@@ -13,12 +13,14 @@ import (
 type InstType string
 
 const (
-	instSp InstType = "sp"
+	instSp   InstType = "sp"
+	instSpV2 InstType = "SPOT"
 )
 
 type ChannelType string
 
 const (
+	ChannelAccount ChannelType = "account"
 	// ChannelOrderBook snapshot and update might return less than 200 bids/asks as per symbol's orderbook various from
 	// each other; The number of bids/asks is not a fixed value and may vary in the future
 	ChannelOrderBook ChannelType = "books"
@@ -34,6 +36,12 @@ type WsArg struct {
 	Channel  ChannelType `json:"channel"`
 	// InstId Instrument ID. e.q. BTCUSDT, ETHUSDT
 	InstId string `json:"instId"`
+	Coin   string `json:"coin"`
+
+	ApiKey     string `json:"apiKey"`
+	Passphrase string `json:"passphrase"`
+	Timestamp  string `json:"timestamp"`
+	Sign       string `json:"sign"`
 }
 
 type WsEventType string
@@ -41,6 +49,7 @@ type WsEventType string
 const (
 	WsEventSubscribe   WsEventType = "subscribe"
 	WsEventUnsubscribe WsEventType = "unsubscribe"
+	WsEventLogin       WsEventType = "login"
 	WsEventError       WsEventType = "error"
 )
 
@@ -76,7 +85,7 @@ func (w *WsEvent) IsValid() error {
 	case WsEventError:
 		return fmt.Errorf("websocket request error, op: %s, code: %d, msg: %s", w.Op, w.Code, w.Msg)
 
-	case WsEventSubscribe, WsEventUnsubscribe:
+	case WsEventSubscribe, WsEventUnsubscribe, WsEventLogin:
 		// Actually, this code is unnecessary because the events are either `Subscribe` or `Unsubscribe`, But to avoid bugs
 		// in the exchange, we still check.
 		if w.Code != 0 || len(w.Msg) != 0 {
@@ -89,6 +98,10 @@ func (w *WsEvent) IsValid() error {
 	}
 }
 
+func (w *WsEvent) IsAuthenticated() bool {
+	return w.Event == WsEventLogin && w.Code == 0
+}
+
 type ActionType string
 
 const (
@@ -392,3 +405,23 @@ func (k KLineEvent) CacheKey() string {
 	// e.q: candle5m.BTCUSDT
 	return fmt.Sprintf("%s.%s", k.channel, k.instId)
 }
+
+type Balance struct {
+	Coin      string           `json:"coin"`
+	Available fixedpoint.Value `json:"available"`
+	// Amount of frozen assets Usually frozen when the order is placed
+	Frozen fixedpoint.Value `json:"frozen"`
+	// Amount of locked assets Locked assests required to become a fiat merchants, etc.
+	Locked fixedpoint.Value `json:"locked"`
+	// Restricted availability For spot copy trading
+	LimitAvailable fixedpoint.Value           `json:"limitAvailable"`
+	UTime          types.MillisecondTimestamp `json:"uTime"`
+}
+
+type AccountEvent struct {
+	Balances []Balance
+
+	// internal use
+	actionType ActionType
+	instId     string
+}