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https://github.com/c9s/bbgo.git
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add websocket message parser
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c9s
parent
3fb2e12c24
commit
cec4b3dd1e
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@ -1,82 +1,118 @@
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package kucoinapi
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import "encoding/json"
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import (
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"encoding/json"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type WebSocketMessageType string
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const (
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WebSocketMessageTypePing WebSocketMessageType = "ping"
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WebSocketMessageTypeSubscribe WebSocketMessageType = "subscribe"
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WebSocketMessageTypeUnsubscribe WebSocketMessageType = "unsubscribe"
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WebSocketMessageTypeAck WebSocketMessageType = "ack"
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WebSocketMessageTypePong WebSocketMessageType = "pong"
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WebSocketMessageTypeWelcome WebSocketMessageType = "welcome"
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WebSocketMessageTypeMessage WebSocketMessageType = "message"
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)
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type WebSocketSubject string
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const (
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WebSocketSubjectTradeTicker WebSocketSubject = "trade.ticker"
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WebSocketSubjectTradeSnapshot WebSocketSubject = "trade.snapshot" // ticker snapshot
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WebSocketSubjectTradeL2Update WebSocketSubject = "trade.l2update" // order book L2
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WebSocketSubjectLevel2 WebSocketSubject = "level2" // level2
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WebSocketSubjectTradeCandlesUpdate WebSocketSubject = "trade.candles.update"
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// private subjects
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WebSocketSubjectOrderChange WebSocketSubject = "orderChange"
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WebSocketSubjectAccountBalance WebSocketSubject = "account.balance"
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WebSocketSubjectStopOrder WebSocketSubject = "stopOrder"
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)
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type WebSocketCommand struct {
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Id int64 `json:"id"`
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Type string `json:"type"`
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Topic string `json:"topic"`
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PrivateChannel bool `json:"privateChannel"`
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Response bool `json:"response"`
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Id int64 `json:"id"`
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Type string `json:"type"`
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Topic string `json:"topic"`
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PrivateChannel bool `json:"privateChannel"`
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Response bool `json:"response"`
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}
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func (c *WebSocketCommand) JSON() ([]byte, error) {
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type tt WebSocketCommand
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var a = (*tt)(c)
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return json.Marshal(a)
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type tt WebSocketCommand
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var a = (*tt)(c)
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return json.Marshal(a)
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}
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type WebSocketResponse struct {
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Type string `json:"type"`
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Topic string `json:"topic"`
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Subject string `json:"subject"`
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Type WebSocketMessageType `json:"type"`
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Topic string `json:"topic"`
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Subject WebSocketSubject `json:"subject"`
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Data json.RawMessage `json:"data"`
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// Object is used for storing the parsed Data
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Object interface{} `json:"-"`
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}
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type WebSocketTicker struct {
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Sequence string `json:"sequence"`
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Price string `json:"price"`
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Size string `json:"size"`
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BestAsk string `json:"bestAsk"`
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BestAskSize string `json:"bestAskSize"`
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BestBid string `json:"bestBid"`
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BestBidSize string `json:"bestBidSize"`
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Sequence string `json:"sequence"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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BestAsk fixedpoint.Value `json:"bestAsk"`
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BestAskSize fixedpoint.Value `json:"bestAskSize"`
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BestBid fixedpoint.Value `json:"bestBid"`
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BestBidSize fixedpoint.Value `json:"bestBidSize"`
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}
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type WebSocketOrderBook struct {
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SequenceStart int64 `json:"sequenceStart"`
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SequenceEnd int64 `json:"sequenceEnd"`
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Symbol string `json:"symbol"`
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Changes struct {
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Asks [][]string `json:"asks"`
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Bids [][]string `json:"bids"`
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} `json:"changes"`
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type WebSocketOrderBookL2 struct {
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SequenceStart int64 `json:"sequenceStart"`
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SequenceEnd int64 `json:"sequenceEnd"`
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Symbol string `json:"symbol"`
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Changes struct {
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Asks [][]string `json:"asks"`
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Bids [][]string `json:"bids"`
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} `json:"changes"`
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}
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type WebSocketKLine struct {
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Symbol string `json:"symbol"`
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Candles []string `json:"candles"`
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Time int64 `json:"time"`
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Symbol string `json:"symbol"`
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Candles []string `json:"candles"`
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Time int64 `json:"time"`
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}
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type WebSocketPrivateOrder struct {
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Symbol string `json:"symbol"`
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OrderType string `json:"orderType"`
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Side string `json:"side"`
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OrderId string `json:"orderId"`
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Type string `json:"type"`
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OrderTime int64 `json:"orderTime"`
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Size string `json:"size"`
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FilledSize string `json:"filledSize"`
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Price string `json:"price"`
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ClientOid string `json:"clientOid"`
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RemainSize string `json:"remainSize"`
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Status string `json:"status"`
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Ts int64 `json:"ts"`
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Symbol string `json:"symbol"`
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OrderType string `json:"orderType"`
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Side string `json:"side"`
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OrderId string `json:"orderId"`
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Type string `json:"type"`
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OrderTime types.MillisecondTimestamp `json:"orderTime"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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FilledSize fixedpoint.Value `json:"filledSize"`
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RemainSize fixedpoint.Value `json:"remainSize"`
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ClientOid string `json:"clientOid"`
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Status string `json:"status"`
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Ts types.MillisecondTimestamp `json:"ts"`
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}
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type WebSocketAccountBalance struct {
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Total string `json:"total"`
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Available string `json:"available"`
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AvailableChange string `json:"availableChange"`
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Currency string `json:"currency"`
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Hold string `json:"hold"`
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HoldChange string `json:"holdChange"`
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RelationEvent string `json:"relationEvent"`
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RelationEventId string `json:"relationEventId"`
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RelationContext struct {
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Symbol string `json:"symbol"`
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TradeId string `json:"tradeId"`
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OrderId string `json:"orderId"`
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} `json:"relationContext"`
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Time string `json:"time"`
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}
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Total fixedpoint.Value `json:"total"`
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Available fixedpoint.Value `json:"available"`
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AvailableChange fixedpoint.Value `json:"availableChange"`
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Currency string `json:"currency"`
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Hold fixedpoint.Value `json:"hold"`
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HoldChange fixedpoint.Value `json:"holdChange"`
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RelationEvent string `json:"relationEvent"`
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RelationEventId string `json:"relationEventId"`
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RelationContext struct {
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Symbol string `json:"symbol"`
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TradeId string `json:"tradeId"`
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OrderId string `json:"orderId"`
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} `json:"relationContext"`
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Time string `json:"time"`
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}
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@ -2,6 +2,7 @@ package kucoin
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import (
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"context"
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"encoding/json"
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"net"
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"sync"
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"time"
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@ -235,18 +236,23 @@ func (s *Stream) read(ctx context.Context) {
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continue
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}
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e, err := parseWebsocketPayload(string(message))
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e, err := parseWebsocketPayload(message)
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if err != nil {
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log.WithError(err).Error("message parse error")
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continue
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}
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if e != nil {
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switch et := e.(type) {
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log.Infof("event: %+v", e)
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if e != nil && e.Object != nil {
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switch et := e.Object.(type) {
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case *kucoinapi.WebSocketTicker:
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case *kucoinapi.WebSocketOrderBookL2:
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case *kucoinapi.WebSocketKLine:
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case *kucoinapi.WebSocketAccountBalance:
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case *kucoinapi.WebSocketPrivateOrder:
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/*
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case *AccountEvent:
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s.EmitOrderDetails(et)
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*/
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default:
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log.Warnf("unhandled event: %+v", et)
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@ -300,6 +306,59 @@ func ping(ctx context.Context, w WebSocketConnector, interval time.Duration) {
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}
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}
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func parseWebsocketPayload(in string) (interface{}, error) {
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return nil, nil
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func parseWebsocketPayload(in []byte) (*kucoinapi.WebSocketResponse, error) {
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var resp kucoinapi.WebSocketResponse
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var err = json.Unmarshal(in, &resp)
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if err != nil {
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return nil, err
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}
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switch resp.Type {
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case kucoinapi.WebSocketMessageTypeAck:
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return &resp, nil
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case kucoinapi.WebSocketMessageTypeMessage:
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switch resp.Subject {
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case kucoinapi.WebSocketSubjectOrderChange:
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var o kucoinapi.WebSocketPrivateOrder
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if err := json.Unmarshal(resp.Data, &o) ; err != nil {
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return &resp, err
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}
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resp.Object = &o
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case kucoinapi.WebSocketSubjectAccountBalance:
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var o kucoinapi.WebSocketAccountBalance
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if err := json.Unmarshal(resp.Data, &o) ; err != nil {
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return &resp, err
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}
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resp.Object = &o
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case kucoinapi.WebSocketSubjectTradeCandlesUpdate:
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var o kucoinapi.WebSocketKLine
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if err := json.Unmarshal(resp.Data, &o) ; err != nil {
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return &resp, err
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}
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resp.Object = &o
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case kucoinapi.WebSocketSubjectTradeL2Update:
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var o kucoinapi.WebSocketOrderBookL2
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if err := json.Unmarshal(resp.Data, &o) ; err != nil {
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return &resp, err
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}
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resp.Object = &o
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case kucoinapi.WebSocketSubjectTradeTicker:
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var o kucoinapi.WebSocketTicker
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if err := json.Unmarshal(resp.Data, &o) ; err != nil {
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return &resp, err
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}
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resp.Object = &o
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default:
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// return nil, fmt.Errorf("kucoin: unsupported subject: %s", resp.Subject)
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}
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}
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return &resp, nil
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}
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