lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 08:15:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pkg/exchange: upgrade kline ws to v2

Browse Source
This commit is contained in:
edwin 2024-08-12 23:07:32 +08:00
parent 4925d8bfd9
commit b02be2cf70
4 changed files with 62 additions and 50 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
pkg/exchange/bitget/bitgetapi/v2/client.go
View File

@ -8,6 +8,7 @@ import (
const (
PrivateWebSocketURL = "wss://ws.bitget.com/v2/ws/private"
PublicWebSocketURL = "wss://ws.bitget.com/v2/ws/public"
)
type APIResponse = bitgetapi.APIResponse

4
pkg/exchange/bitget/stream.go
View File

@ -120,7 +120,7 @@ func (s *Stream) Unsubscribe() {
func (s *Stream) createEndpoint(_ context.Context) (string, error) {
var url string
if s.PublicOnly {
url = bitgetapi.PublicWebSocketURL
url = v2.PublicWebSocketURL
} else {
url = v2.PrivateWebSocketURL
}
@ -245,7 +245,7 @@ func (s *Stream) ping(conn *websocket.Conn) error {
func convertSubscription(sub types.Subscription) (WsArg, error) {
arg := WsArg{
// support spot only
InstType: instSp,
InstType: instSpV2,
Channel: "",
InstId: sub.Symbol,
}

67
pkg/exchange/bitget/stream_test.go
View File

@ -179,7 +179,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
input := `{
"event":"subscribe",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"books5",
"instId":"BTCUSDT"
}
@ -191,7 +191,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
assert.Equal(t, WsEvent{
Event: WsEventSubscribe,
Arg: WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook5,
InstId: "BTCUSDT",
},
@ -204,7 +204,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
input := `{
"event":"unsubscribe",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"books5",
"instId":"BTCUSDT"
}
@ -216,7 +216,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
assert.Equal(t, WsEvent{
Event: WsEventUnsubscribe,
Arg: WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook5,
InstId: "BTCUSDT",
},
@ -227,7 +227,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
input := `{
"event":"error",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"books5",
"instId":"BTCUSDT-"
},
@ -245,7 +245,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
Msg: "instType:sp,channel:books5,instId:BTCUSDT- doesn't exist",
Op: "subscribe",
Arg: WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook5,
InstId: "BTCUSDT-",
},
@ -256,7 +256,7 @@ func TestStream_parseWebSocketEvent(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"books5",
"instId":"BTCUSDT"
},
@ -349,7 +349,7 @@ func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"trade",
"instId":"BTCUSDT"
},
@ -434,7 +434,7 @@ func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"trade",
"instId":"BTCUSDT"
},
@ -456,7 +456,7 @@ func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"trade",
"instId":"BTCUSDT"
},
@ -478,7 +478,7 @@ func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"trade",
"instId":"BTCUSDT"
},
@ -500,7 +500,7 @@ func Test_parseWebSocketEvent_MarketTrade(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"trade",
"instId":"BTCUSDT"
},
@ -524,12 +524,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631"]
["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -549,6 +549,7 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
LowestPrice: fixedpoint.NewFromFloat(34355.53),
ClosePrice: fixedpoint.NewFromFloat(34416.41),
Volume: fixedpoint.NewFromFloat(99.6631),
QuoteVolume: fixedpoint.NewFromFloat(123456),
},
},
actionType: actionType,
@ -571,12 +572,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.45","34458.98","34355.53","34416.41","99.6631", "123456"]
["1698744600000","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123", "123"]
],
"ts":1697697791670
}`
@ -588,12 +589,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["timestamp","34361.49","34458.98","34355.53","34416.41","99.6631"]
["timestamp","34361.49","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -605,12 +606,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","1p","34458.98","34355.53","34416.41","99.6631"]
["1698744600000","1p","34458.98","34355.53","34416.41","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -622,12 +623,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.45","3p","34355.53","34416.41","99.6631"]
["1698744600000","34361.49","3p","34355.53","34416.41","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -639,12 +640,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.45","34458.98","1p","34416.41","99.6631"]
["1698744600000","34361.49","34458.98","1p","34416.41","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -656,12 +657,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.45","34458.98","34355.53","1c","99.6631"]
["1698744600000","34361.49","34458.98","34355.53","1c","99.6631", "123456", "123"]
],
"ts":1697697791670
}`
@ -673,12 +674,12 @@ func Test_parseWebSocketEvent_KLine(t *testing.T) {
input := `{
"action":"%s",
"arg":{
"instType":"sp",
"instType":"SPOT",
"channel":"candle5m",
"instId":"BTCUSDT"
},
"data":[
["1698744600000","34361.45","34458.98","34355.53","34416.41", "1v"]
["1698744600000","34361.49","34458.98","34355.53","34416.41","1v", "123456", "123"]
],
"ts":1697697791670
}`
@ -698,7 +699,7 @@ func Test_convertSubscription(t *testing.T) {
})
assert.NoError(t, err)
assert.Equal(t, WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook5,
InstId: "BTCUSDT",
}, res)
@ -713,7 +714,7 @@ func Test_convertSubscription(t *testing.T) {
})
assert.NoError(t, err)
assert.Equal(t, WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook15,
InstId: "BTCUSDT",
}, res)
@ -728,7 +729,7 @@ func Test_convertSubscription(t *testing.T) {
})
assert.NoError(t, err)
assert.Equal(t, WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelOrderBook,
InstId: "BTCUSDT",
}, res)
@ -741,7 +742,7 @@ func Test_convertSubscription(t *testing.T) {
})
assert.NoError(t, err)
assert.Equal(t, WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelTrade,
InstId: "BTCUSDT",
}, res)
@ -757,7 +758,7 @@ func Test_convertSubscription(t *testing.T) {
})
assert.NoError(t, err)
assert.Equal(t, WsArg{
InstType: instSp,
InstType: instSpV2,
Channel: ChannelType(localInterval),
InstId: "BTCUSDT",
}, res)

40
pkg/exchange/bitget/types.go
View File

@ -14,7 +14,6 @@ import (
type InstType string
const (
instSp InstType = "sp"
instSpV2 InstType = "SPOT"
)
@ -285,21 +284,27 @@ var (
types.Interval30m: "candle30m",
types.Interval1h: "candle1H",
types.Interval4h: "candle4H",
types.Interval12h: "candle12H",
types.Interval1d: "candle1D",
types.Interval1w: "candle1W",
types.Interval6h: "candle6Hutc",
types.Interval12h: "candle12Hutc",
types.Interval1d: "candle1Dutc",
types.Interval3d: "candle3Dutc",
types.Interval1w: "candle1Wutc",
types.Interval1mo: "candle1Mutc",
}
toGlobalInterval = map[string]types.Interval{
"candle1m": types.Interval1m,
"candle5m": types.Interval5m,
"candle15m": types.Interval15m,
"candle30m": types.Interval30m,
"candle1H": types.Interval1h,
"candle4H": types.Interval4h,
"candle12H": types.Interval12h,
"candle1D": types.Interval1d,
"candle1W": types.Interval1w,
"candle1m": types.Interval1m,
"candle5m": types.Interval5m,
"candle15m": types.Interval15m,
"candle30m": types.Interval30m,
"candle1H": types.Interval1h,
"candle4H": types.Interval4h,
"candle6Hutc": types.Interval6h,
"candle12Hutc": types.Interval12h,
"candle1Dutc": types.Interval1d,
"candle3Dutc": types.Interval3d,
"candle1Wutc": types.Interval1w,
"candle1Mutc": types.Interval1mo,
}
// we align utc time zone
@ -345,6 +350,7 @@ type KLine struct {
LowestPrice fixedpoint.Value
ClosePrice fixedpoint.Value
Volume fixedpoint.Value
QuoteVolume fixedpoint.Value
}
func (k KLine) ToGlobal(interval types.Interval, symbol string) types.KLine {
@ -361,7 +367,7 @@ func (k KLine) ToGlobal(interval types.Interval, symbol string) types.KLine {
High: k.HighestPrice,
Low: k.LowestPrice,
Volume: k.Volume,
QuoteVolume: fixedpoint.Zero, // not supported
QuoteVolume: k.QuoteVolume,
TakerBuyBaseAssetVolume: fixedpoint.Zero, // not supported
TakerBuyQuoteAssetVolume: fixedpoint.Zero, // not supported
LastTradeID: 0, // not supported
@ -400,9 +406,10 @@ func parseKLineSliceJSON(in []byte) (slice KLineSlice, err error) {
}
for _, raw := range rawKLines {
if len(raw) != 6 {
if len(raw) != 8 {
return nil, fmt.Errorf("unexpected kline length: %d, data: %q", len(raw), raw)
}
// even though it supports 8 fields, we only parse the ones we need.
var kline KLine
if err = json.Unmarshal(raw[0], &kline.StartTime); err != nil {
return nil, fmt.Errorf("failed to unmarshal into timestamp: %q", raw[0])
@ -422,6 +429,9 @@ func parseKLineSliceJSON(in []byte) (slice KLineSlice, err error) {
if err = json.Unmarshal(raw[5], &kline.Volume); err != nil {
return nil, fmt.Errorf("failed to unmarshal into volume: %q", raw[5])
}
if err = json.Unmarshal(raw[6], &kline.QuoteVolume); err != nil {
return nil, fmt.Errorf("failed to unmarshal into quote volume: %q", raw[6])
}
slice = append(slice, kline)
}