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ftx: subscribe order update

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This commit is contained in:
ycdesu 2021-03-28 10:20:35 +08:00
parent 34ea325499
commit 9c4ccbd6e2
2 changed files with 27 additions and 2 deletions
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23
pkg/exchange/ftx/stream_message_handler.go
View File

@ -21,6 +21,7 @@ func (h *messageHandler) handleMessage(message []byte) {
case orderBookChannel:
h.handleOrderBook(r)
case privateOrdersChannel:
h.handlePrivateOrders(r)
default:
logger.Errorf("unsupported message type: %+v", r.Type)
}
@ -33,7 +34,7 @@ func (h messageHandler) handleSubscribedMessage(response websocketResponse) {
logger.WithError(err).Errorf("failed to convert the subscribed message")
return
}
logger.Infof("%s %s is subscribed", r.Market, r.Channel)
logger.Info(r)
}
func (h *messageHandler) handleOrderBook(response websocketResponse) {
@ -68,3 +69,23 @@ func (h *messageHandler) handleOrderBook(response websocketResponse) {
return
}
}
func (h *messageHandler) handlePrivateOrders(response websocketResponse) {
if response.Type == subscribedRespType {
h.handleSubscribedMessage(response)
return
}
r, err := response.toOrderUpdateResponse()
if err != nil {
logger.WithError(err).Errorf("failed to convert the order update response")
return
}
globalOrder, err := toGlobalOrder(r.Data)
if err != nil {
logger.WithError(err).Errorf("failed to convert order update to global order")
return
}
h.EmitOrderUpdate(globalOrder)
}

6
pkg/exchange/ftx/websocket_messages.go
View File

@ -113,7 +113,7 @@ type orderUpdateResponse struct {
}
func (r websocketResponse) toOrderUpdateResponse() (orderUpdateResponse, error) {
if r.Type != subscribedRespType || r.Channel != privateOrdersChannel {
if r.Channel != privateOrdersChannel {
return orderUpdateResponse{}, fmt.Errorf("type %s, channel %s: %w", r.Type, r.Channel, errUnsupportedConversion)
}
var o orderUpdateResponse
@ -138,6 +138,10 @@ type subscribedResponse struct {
Market string `json:"market"`
}
func (s subscribedResponse) String() string {
return fmt.Sprintf("`%s` channel is subsribed", strings.TrimSpace(fmt.Sprintf("%s %s", s.Market, s.Channel)))
}
// {"type": "subscribed", "channel": "orderbook", "market": "BTC/USDT"}
func (r websocketResponse) toSubscribedResponse() (subscribedResponse, error) {
if r.Type != subscribedRespType {