lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Merge pull request #142 from c9s/minor/ftx/unmarshal-at-same-time

Browse Source
This commit is contained in:
YC 2021-03-03 10:45:55 +08:00 committed by GitHub
commit a685d9a57d
2 changed files with 15 additions and 30 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

43
pkg/exchange/ftx/websocket_messages.go
View File

@ -2,7 +2,6 @@ package ftx
import (
"encoding/json"
"fmt"
"math"
"strings"
"time"
@ -54,9 +53,9 @@ type rawResponse struct {
// The following fields are optional.
// Example 1: {"type": "error", "code": 404, "msg": "No such market: BTCUSDT"}
Code int64 `json:"code"`
Message string `json:"msg"`
Data map[string]json.RawMessage `json:"data"`
Code int64 `json:"code"`
Message string `json:"msg"`
Data json.RawMessage `json:"data"`
}
func (r rawResponse) toSubscribedResp() subscribedResponse {
@ -70,28 +69,12 @@ func (r rawResponse) toSnapshotResp() (snapshotResponse, error) {
mandatoryFields: r.mandatoryFields,
}
if err := json.Unmarshal(r.Data["action"], &o.Action); err != nil {
return snapshotResponse{}, fmt.Errorf("failed to unmarshal data.action field: %w", err)
if err := json.Unmarshal(r.Data, &o); err != nil {
return snapshotResponse{}, err
}
var t float64
if err := json.Unmarshal(r.Data["time"], &t); err != nil {
return snapshotResponse{}, fmt.Errorf("failed to unmarshal data.time field: %w", err)
}
sec, dec := math.Modf(t)
o.Time = time.Unix(int64(sec), int64(dec*1e9))
if err := json.Unmarshal(r.Data["checksum"], &o.Checksum); err != nil {
return snapshotResponse{}, fmt.Errorf("failed to unmarshal data.checksum field: %w", err)
}
if err := json.Unmarshal(r.Data["bids"], &o.Bids); err != nil {
return snapshotResponse{}, fmt.Errorf("failed to unmarshal data.bids field: %w", err)
}
if err := json.Unmarshal(r.Data["asks"], &o.Asks); err != nil {
return snapshotResponse{}, fmt.Errorf("failed to unmarshal data.asks field: %w", err)
}
sec, dec := math.Modf(o.Time)
o.Timestamp = time.Unix(int64(sec), int64(dec*1e9))
return o, nil
}
@ -104,17 +87,19 @@ type subscribedResponse struct {
type snapshotResponse struct {
mandatoryFields
Action string
Action string `json:"action"`
Time time.Time
Time float64 `json:"time"`
Checksum int64
Timestamp time.Time
Checksum int64 `json:"checksum"`
// Best 100 orders
Bids [][]float64
Bids [][]float64 `json:"bids"`
// Best 100 orders
Asks [][]float64
Asks [][]float64 `json:"asks"`
}
func (r snapshotResponse) toGlobalOrderBook() types.OrderBook {

2
pkg/exchange/ftx/websocket_messages_test.go
View File

@ -31,7 +31,7 @@ func Test_rawResponse_toSnapshotResp(t *testing.T) {
assert.Equal(t, partialRespType, r.Type)
assert.Equal(t, orderbook, r.Channel)
assert.Equal(t, "BTC/USDT", r.Market)
assert.Equal(t, int64(1614520368), r.Time.Unix())
assert.Equal(t, int64(1614520368), r.Timestamp.Unix())
assert.Equal(t, int64(2150525410), r.Checksum)
assert.Len(t, r.Bids, 100)
assert.Equal(t, []float64{44555.0, 3.3968}, r.Bids[0])