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binance: modify methods for registering callbacks

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This commit is contained in:
austin362667 2021-12-31 00:11:47 +08:00
parent 65d37c1983
commit 9483a0d10d
1 changed files with 54 additions and 48 deletions
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102
pkg/exchange/binance/stream.go
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@ -161,56 +161,11 @@ func NewStream(ex *Exchange, client *binance.Client, futuresClient *futures.Clie
stream.OnContinuousKLineEvent(stream.handleContinuousKLineEvent)
// Event type ACCOUNT_UPDATE from user data stream updates Balance and FuturesPosition.
stream.OnAccountUpdateEvent(func(e *AccountUpdateEvent) {
futuresPositionSnapshot := types.FuturesPositionMap{}
futuresPositionSnapshot = toGlobalFuturesPositions(e.AccountUpdate.Positions)
stream.EmitFuturesPositionSnapshot(futuresPositionSnapshot)
stream.OnAccountUpdateEvent(stream.handleAccountUpdateEvent)
balanceSnapshot := types.BalanceMap{}
balanceSnapshot = toGlobalFuturesBalance(e.AccountUpdate.Balances)
stream.EmitBalanceSnapshot(balanceSnapshot)
})
stream.OnAccountConfigUpdateEvent(stream.handleAccountConfigUpdateEvent)
// TODO: emit account config leverage updates
stream.OnAccountConfigUpdateEvent(func(e *AccountConfigUpdateEvent) {})
stream.OnOrderTradeUpdateEvent(func(e *OrderTradeUpdateEvent) {
switch e.OrderTrade.CurrentExecutionType {
case "NEW", "CANCELED", "EXPIRED":
order, err := e.OrderFutures()
if err != nil {
log.WithError(err).Error("order convert error")
return
}
stream.EmitOrderUpdate(*order)
case "TRADE":
// TODO
// trade, err := e.Trade()
// if err != nil {
// log.WithError(err).Error("trade convert error")
// return
// }
// stream.EmitTradeUpdate(*trade)
// order, err := e.OrderFutures()
// if err != nil {
// log.WithError(err).Error("order convert error")
// return
// }
// Update Order with FILLED event
// if order.Status == types.OrderStatusFilled {
// stream.EmitOrderUpdate(*order)
// }
case "CALCULATED - Liquidation Execution":
log.Infof("CALCULATED - Liquidation Execution not support yet.")
}
})
stream.OnOrderTradeUpdateEvent(stream.handleOrderTradeUpdateEvent)
stream.OnDisconnect(func() {
log.Infof("resetting depth snapshots...")
@ -314,6 +269,57 @@ func (s *Stream) handleOutboundAccountPositionEvent(e *OutboundAccountPositionEv
s.EmitBalanceSnapshot(snapshot)
}
func (s *Stream) handleAccountUpdateEvent(e *AccountUpdateEvent) {
futuresPositionSnapshot := toGlobalFuturesPositions(e.AccountUpdate.Positions)
s.EmitFuturesPositionSnapshot(futuresPositionSnapshot)
balanceSnapshot := toGlobalFuturesBalance(e.AccountUpdate.Balances)
s.EmitBalanceSnapshot(balanceSnapshot)
}
// TODO: emit account config leverage updates
func (s *Stream) handleAccountConfigUpdateEvent(e *AccountConfigUpdateEvent) {
}
func (s *Stream) handleOrderTradeUpdateEvent(e *OrderTradeUpdateEvent) {
switch e.OrderTrade.CurrentExecutionType {
case "NEW", "CANCELED", "EXPIRED":
order, err := e.OrderFutures()
if err != nil {
log.WithError(err).Error("order convert error")
return
}
s.EmitOrderUpdate(*order)
case "TRADE":
// TODO
// trade, err := e.Trade()
// if err != nil {
// log.WithError(err).Error("trade convert error")
// return
// }
// stream.EmitTradeUpdate(*trade)
// order, err := e.OrderFutures()
// if err != nil {
// log.WithError(err).Error("order convert error")
// return
// }
// Update Order with FILLED event
// if order.Status == types.OrderStatusFilled {
// stream.EmitOrderUpdate(*order)
// }
case "CALCULATED - Liquidation Execution":
log.Infof("CALCULATED - Liquidation Execution not support yet.")
}
}
func (s *Stream) getEndpointUrl(listenKey string) string {
var url string