add signal chan package

bbgo/exchange/binance/stream.go

@@ -2,6 +2,7 @@ package binance
 
 import (
 	"context"
+	"fmt"
 	"strings"
 	"time"
 
@@ -71,7 +72,7 @@ func (s *Stream) connect(ctx context.Context) error {
 
 	var params []string
 	for _, subscription := range s.Subscriptions {
-		params = append(params, subscription.String())
+		params = append(params, convertSubscription(subscription))
 	}
 
 	log.Infof("[binance] subscribing channels: %+v", params)
@@ -82,6 +83,21 @@ func (s *Stream) connect(ctx context.Context) error {
 	})
 }
 
+func convertSubscription(s types.Subscription) string {
+	// binance uses lower case symbol name,
+	// for kline, it's "<symbol>@kline_<interval>"
+	// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
+	switch s.Channel {
+	case types.KLineChannel:
+		return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
+
+	case types.BookChannel:
+		return fmt.Sprintf("%s@depth", strings.ToLower(s.Symbol))
+	}
+
+	return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
+}
+
 func (s *Stream) Connect(ctx context.Context) error {
 	err := s.connect(ctx)
 	if err != nil {

bbgo/exchange/max/maxapi/websocket.go

@@ -213,7 +213,7 @@ func (s *WebSocketService) Reconnect() {
 
 // Subscribe is a helper method for building subscription request from the internal mapping types.
 // (Internal public method)
-func (s *WebSocketService) Subscribe(channel string, market string) {
+func (s *WebSocketService) Subscribe(channel, market string) {
 	s.AddSubscription(Subscription{
 		Channel: channel,
 		Market:  market,

bbgo/exchange/max/stream.go

@@ -19,10 +19,15 @@ type Stream struct {
 
 func NewStream(key, secret string) *Stream {
 	wss := max.NewWebSocketService(max.WebSocketURL, key, secret)
+
 	stream := &Stream{
 		websocketService: wss,
 	}
 
+	wss.OnMessage(func(message []byte) {
+		logger.Infof("M: %s", message)
+	})
+
 	wss.OnBookEvent(func(e max.BookEvent) {
 		newbook, err := e.OrderBook()
 		if err != nil {
@@ -38,11 +43,50 @@ func NewStream(key, secret string) *Stream {
 		}
 	})
 
+	wss.OnAccountSnapshotEvent(func(e max.AccountSnapshotEvent) {
+		snapshot := map[string]types.Balance{}
+		for _, bm := range e.Balances {
+			balance, err := bm.Balance()
+			if err != nil {
+				continue
+			}
+
+			snapshot[balance.Currency] = *balance
+		}
+
+		stream.EmitBalanceSnapshot(snapshot)
+	})
+
+	wss.OnAccountUpdateEvent(func(e max.AccountUpdateEvent) {
+		snapshot := map[string]types.Balance{}
+		for _, bm := range e.Balances {
+			balance, err := bm.Balance()
+			if err != nil {
+				continue
+			}
+
+			snapshot[balance.Currency] = *balance
+		}
+
+		stream.EmitBalanceUpdate(snapshot)
+	})
+
+
 	return stream
 }
 
+func (s *Stream) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) {
+	// "book"
+	switch channel {
+	case types.KLineChannel:
+		panic("kline channel is not supported in max")
+	}
+
+	s.websocketService.Subscribe(string(channel), symbol)
+}
+
 func (s *Stream) Connect(ctx context.Context) error {
-	return nil
+	return s.websocketService.Connect(ctx)
 }
 
 func (s *Stream) Close() error {

bbgo/sigchan/sigchan.go

@@ -0,0 +1,39 @@
+package sigchan
+
+import "time"
+
+type Chan chan struct{}
+
+func New(cap int) Chan {
+	return make(Chan, cap)
+}
+
+func (c Chan) Drain(duration, deadline time.Duration) (cnt int) {
+	cnt = 0
+
+	deadlineC := time.After(deadline)
+	for {
+		select {
+		case <-c:
+			cnt++
+
+		case <-deadlineC:
+			return cnt
+
+		case <-time.After(duration):
+			return cnt
+		}
+	}
+}
+
+
+func (c Chan) Emit() {
+	select {
+	case c <- struct{}{}:
+	default:
+	}
+}
+
+func (c Chan) Close() {
+	close(c)
+}

bbgo/types/stream.go

@@ -2,18 +2,23 @@ package types
 
 import (
 	"context"
-	"fmt"
-	"strings"
 )
 
 type PrivateStream interface {
 	StandardStreamEventHub
 
-	Subscribe(channel string, symbol string, options SubscribeOptions)
+	Subscribe(channel Channel, symbol string, options SubscribeOptions)
 	Connect(ctx context.Context) error
 	Close() error
 }
 
+type Channel string
+
+var BookChannel = Channel("book")
+
+var KLineChannel = Channel("kline")
+
+
 //go:generate callbackgen -type StandardStream -interface
 type StandardStream struct {
 	Subscriptions []Subscription
@@ -33,7 +38,7 @@ type StandardStream struct {
 	bookSnapshotCallbacks []func(book OrderBook)
 }
 
-func (stream *StandardStream) Subscribe(channel string, symbol string, options SubscribeOptions) {
+func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions) {
 	stream.Subscriptions = append(stream.Subscriptions, Subscription{
 		Channel: channel,
 		Symbol:  symbol,
@@ -41,6 +46,7 @@ func (stream *StandardStream) Subscribe(channel string, symbol string, options S
 	})
 }
 
+// SubscribeOptions provides the standard stream options
 type SubscribeOptions struct {
 	Interval string
 	Depth    string
@@ -56,21 +62,6 @@ func (o SubscribeOptions) String() string {
 
 type Subscription struct {
 	Symbol  string
-	Channel string
+	Channel Channel
 	Options SubscribeOptions
 }
-
-func (s *Subscription) String() string {
-	// binance uses lower case symbol name,
-	// for kline, it's "<symbol>@kline_<interval>"
-	// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
-	switch s.Channel {
-	case "kline":
-		return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
-	case "depth", "book":
-		return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
-	default:
-		return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
-	}
-}
-