mirror of
https://github.com/c9s/bbgo.git
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add signal chan package
This commit is contained in:
parent
657a145699
commit
cea51679ba
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@ -2,6 +2,7 @@ package binance
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import (
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import (
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"context"
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"context"
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"fmt"
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"strings"
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"strings"
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"time"
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"time"
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@ -71,7 +72,7 @@ func (s *Stream) connect(ctx context.Context) error {
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var params []string
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var params []string
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for _, subscription := range s.Subscriptions {
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for _, subscription := range s.Subscriptions {
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params = append(params, subscription.String())
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params = append(params, convertSubscription(subscription))
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}
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}
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log.Infof("[binance] subscribing channels: %+v", params)
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log.Infof("[binance] subscribing channels: %+v", params)
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@ -82,6 +83,21 @@ func (s *Stream) connect(ctx context.Context) error {
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})
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})
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}
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}
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func convertSubscription(s types.Subscription) string {
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// binance uses lower case symbol name,
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// for kline, it's "<symbol>@kline_<interval>"
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// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
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switch s.Channel {
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case types.KLineChannel:
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return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
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case types.BookChannel:
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return fmt.Sprintf("%s@depth", strings.ToLower(s.Symbol))
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}
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return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
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}
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func (s *Stream) Connect(ctx context.Context) error {
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func (s *Stream) Connect(ctx context.Context) error {
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err := s.connect(ctx)
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err := s.connect(ctx)
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if err != nil {
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if err != nil {
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@ -213,7 +213,7 @@ func (s *WebSocketService) Reconnect() {
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// Subscribe is a helper method for building subscription request from the internal mapping types.
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// Subscribe is a helper method for building subscription request from the internal mapping types.
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// (Internal public method)
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// (Internal public method)
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func (s *WebSocketService) Subscribe(channel string, market string) {
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func (s *WebSocketService) Subscribe(channel, market string) {
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s.AddSubscription(Subscription{
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s.AddSubscription(Subscription{
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Channel: channel,
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Channel: channel,
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Market: market,
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Market: market,
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@ -19,10 +19,15 @@ type Stream struct {
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func NewStream(key, secret string) *Stream {
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func NewStream(key, secret string) *Stream {
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wss := max.NewWebSocketService(max.WebSocketURL, key, secret)
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wss := max.NewWebSocketService(max.WebSocketURL, key, secret)
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stream := &Stream{
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stream := &Stream{
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websocketService: wss,
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websocketService: wss,
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}
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}
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wss.OnMessage(func(message []byte) {
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logger.Infof("M: %s", message)
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})
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wss.OnBookEvent(func(e max.BookEvent) {
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wss.OnBookEvent(func(e max.BookEvent) {
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newbook, err := e.OrderBook()
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newbook, err := e.OrderBook()
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if err != nil {
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if err != nil {
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@ -38,11 +43,50 @@ func NewStream(key, secret string) *Stream {
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}
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}
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})
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})
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wss.OnAccountSnapshotEvent(func(e max.AccountSnapshotEvent) {
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snapshot := map[string]types.Balance{}
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for _, bm := range e.Balances {
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balance, err := bm.Balance()
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if err != nil {
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continue
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}
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snapshot[balance.Currency] = *balance
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}
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stream.EmitBalanceSnapshot(snapshot)
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})
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wss.OnAccountUpdateEvent(func(e max.AccountUpdateEvent) {
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snapshot := map[string]types.Balance{}
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for _, bm := range e.Balances {
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balance, err := bm.Balance()
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if err != nil {
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continue
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}
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snapshot[balance.Currency] = *balance
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}
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stream.EmitBalanceUpdate(snapshot)
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})
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return stream
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return stream
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}
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}
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func (s *Stream) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) {
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// "book"
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switch channel {
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case types.KLineChannel:
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panic("kline channel is not supported in max")
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}
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s.websocketService.Subscribe(string(channel), symbol)
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}
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func (s *Stream) Connect(ctx context.Context) error {
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func (s *Stream) Connect(ctx context.Context) error {
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return nil
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return s.websocketService.Connect(ctx)
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}
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}
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func (s *Stream) Close() error {
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func (s *Stream) Close() error {
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39
bbgo/sigchan/sigchan.go
Normal file
39
bbgo/sigchan/sigchan.go
Normal file
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@ -0,0 +1,39 @@
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package sigchan
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import "time"
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type Chan chan struct{}
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func New(cap int) Chan {
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return make(Chan, cap)
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}
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func (c Chan) Drain(duration, deadline time.Duration) (cnt int) {
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cnt = 0
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deadlineC := time.After(deadline)
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for {
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select {
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case <-c:
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cnt++
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case <-deadlineC:
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return cnt
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case <-time.After(duration):
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return cnt
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}
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}
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}
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func (c Chan) Emit() {
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select {
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case c <- struct{}{}:
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default:
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}
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}
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func (c Chan) Close() {
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close(c)
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}
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@ -2,38 +2,43 @@ package types
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import (
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import (
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"context"
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"context"
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"fmt"
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"strings"
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)
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)
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type PrivateStream interface {
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type PrivateStream interface {
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StandardStreamEventHub
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StandardStreamEventHub
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Subscribe(channel string, symbol string, options SubscribeOptions)
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Subscribe(channel Channel, symbol string, options SubscribeOptions)
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Connect(ctx context.Context) error
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Connect(ctx context.Context) error
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Close() error
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Close() error
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}
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}
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type Channel string
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var BookChannel = Channel("book")
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var KLineChannel = Channel("kline")
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//go:generate callbackgen -type StandardStream -interface
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//go:generate callbackgen -type StandardStream -interface
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type StandardStream struct {
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type StandardStream struct {
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Subscriptions []Subscription
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Subscriptions []Subscription
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// private trade callbacks
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// private trade callbacks
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tradeCallbacks []func(trade *Trade)
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tradeCallbacks []func(trade *Trade)
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// balance snapshot callbacks
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// balance snapshot callbacks
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balanceSnapshotCallbacks []func(balances map[string]Balance)
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balanceSnapshotCallbacks []func(balances map[string]Balance)
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balanceUpdateCallbacks []func(balances map[string]Balance)
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balanceUpdateCallbacks []func(balances map[string]Balance)
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kLineClosedCallbacks []func(kline KLine)
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kLineClosedCallbacks []func(kline KLine)
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bookUpdateCallbacks []func(book OrderBook)
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bookUpdateCallbacks []func(book OrderBook)
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bookSnapshotCallbacks []func(book OrderBook)
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bookSnapshotCallbacks []func(book OrderBook)
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}
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}
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func (stream *StandardStream) Subscribe(channel string, symbol string, options SubscribeOptions) {
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func (stream *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions) {
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stream.Subscriptions = append(stream.Subscriptions, Subscription{
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stream.Subscriptions = append(stream.Subscriptions, Subscription{
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Channel: channel,
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Channel: channel,
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Symbol: symbol,
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Symbol: symbol,
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@ -41,6 +46,7 @@ func (stream *StandardStream) Subscribe(channel string, symbol string, options S
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})
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})
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}
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}
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// SubscribeOptions provides the standard stream options
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type SubscribeOptions struct {
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type SubscribeOptions struct {
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Interval string
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Interval string
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Depth string
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Depth string
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@ -56,21 +62,6 @@ func (o SubscribeOptions) String() string {
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type Subscription struct {
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type Subscription struct {
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Symbol string
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Symbol string
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Channel string
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Channel Channel
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Options SubscribeOptions
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Options SubscribeOptions
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}
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}
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func (s *Subscription) String() string {
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// binance uses lower case symbol name,
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// for kline, it's "<symbol>@kline_<interval>"
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// for depth, it's "<symbol>@depth OR <symbol>@depth@100ms"
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switch s.Channel {
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case "kline":
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return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
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case "depth", "book":
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return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
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default:
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return fmt.Sprintf("%s@%s", strings.ToLower(s.Symbol), s.Channel)
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}
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}
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