Merge pull request #1514 from c9s/edwin/okx/candle-event

FEATURE: [okx] add new kline stream
This commit is contained in:
bailantaotao 2024-01-30 10:43:43 +08:00 committed by GitHub
commit e3208b34fa
No known key found for this signature in database
GPG Key ID: B5690EEEBB952194
4 changed files with 110 additions and 14 deletions

View File

@ -0,0 +1,87 @@
package okex
import (
"context"
"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
"github.com/c9s/bbgo/pkg/types"
)
//go:generate callbackgen -type KLineStream -interface
type KLineStream struct {
types.StandardStream
kLineEventCallbacks []func(candle KLineEvent)
}
func NewKLineStream() *KLineStream {
k := &KLineStream{
StandardStream: types.NewStandardStream(),
}
k.SetParser(parseWebSocketEvent)
k.SetDispatcher(k.dispatchEvent)
k.SetEndpointCreator(func(_ context.Context) (string, error) { return okexapi.PublicBusinessWebSocketURL, nil })
k.SetPingInterval(pingInterval)
// K line channel is public only
k.SetPublicOnly()
k.OnConnect(k.handleConnect)
k.OnKLineEvent(k.handleKLineEvent)
return k
}
func (s *KLineStream) handleConnect() {
var subs []WebsocketSubscription
for _, subscription := range s.Subscriptions {
if subscription.Channel != types.KLineChannel {
continue
}
sub, err := convertSubscription(subscription)
if err != nil {
log.WithError(err).Errorf("subscription convert error")
continue
}
subs = append(subs, sub)
}
if len(subs) == 0 {
return
}
log.Infof("subscribing channels: %+v", subs)
err := s.Conn.WriteJSON(WebsocketOp{
Op: "subscribe",
Args: subs,
})
if err != nil {
log.WithError(err).Error("subscribe error")
}
}
func (s *KLineStream) handleKLineEvent(k KLineEvent) {
for _, event := range k.Events {
kline := kLineToGlobal(event, types.Interval(k.Interval), k.Symbol)
if kline.Closed {
s.EmitKLineClosed(kline)
} else {
s.EmitKLine(kline)
}
}
}
func (s *KLineStream) dispatchEvent(e interface{}) {
switch et := e.(type) {
case *WebSocketEvent:
if err := et.IsValid(); err != nil {
log.Errorf("invalid event: %v", err)
return
}
case *KLineEvent:
s.EmitKLineEvent(*et)
}
}

View File

@ -0,0 +1,19 @@
// Code generated by "callbackgen -type KLineStream -interface"; DO NOT EDIT.
package okex
import ()
func (K *KLineStream) OnKLineEvent(cb func(candle KLineEvent)) {
K.kLineEventCallbacks = append(K.kLineEventCallbacks, cb)
}
func (K *KLineStream) EmitKLineEvent(candle KLineEvent) {
for _, cb := range K.kLineEventCallbacks {
cb(candle)
}
}
type KLineStreamEventHub interface {
OnKLineEvent(cb func(candle KLineEvent))
}

View File

@ -21,6 +21,7 @@ const defaultHTTPTimeout = time.Second * 15
const RestBaseURL = "https://www.okex.com/"
const PublicWebSocketURL = "wss://ws.okex.com:8443/ws/v5/public"
const PrivateWebSocketURL = "wss://ws.okex.com:8443/ws/v5/private"
const PublicBusinessWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/business"
type SideType string

View File

@ -35,6 +35,7 @@ type WebsocketLogin struct {
//go:generate callbackgen -type Stream -interface
type Stream struct {
types.StandardStream
kLineStream *KLineStream
client *okexapi.RestClient
balanceProvider types.ExchangeAccountService
@ -52,6 +53,7 @@ func NewStream(client *okexapi.RestClient, balanceProvider types.ExchangeAccount
client: client,
balanceProvider: balanceProvider,
StandardStream: types.NewStandardStream(),
kLineStream: NewKLineStream(),
}
stream.SetParser(parseWebSocketEvent)
@ -59,13 +61,13 @@ func NewStream(client *okexapi.RestClient, balanceProvider types.ExchangeAccount
stream.SetEndpointCreator(stream.createEndpoint)
stream.SetPingInterval(pingInterval)
stream.OnKLineEvent(stream.handleKLineEvent)
stream.OnBookEvent(stream.handleBookEvent)
stream.OnAccountEvent(stream.handleAccountEvent)
stream.OnMarketTradeEvent(stream.handleMarketTradeEvent)
stream.OnOrderTradesEvent(stream.handleOrderDetailsEvent)
stream.OnConnect(stream.handleConnect)
stream.OnAuth(stream.subscribePrivateChannels(stream.emitBalanceSnapshot))
return stream
}
@ -250,17 +252,6 @@ func (s *Stream) handleMarketTradeEvent(data []MarketTradeEvent) {
}
}
func (s *Stream) handleKLineEvent(k KLineEvent) {
for _, event := range k.Events {
kline := kLineToGlobal(event, types.Interval(k.Interval), k.Symbol)
if kline.Closed {
s.EmitKLineClosed(kline)
} else {
s.EmitKLine(kline)
}
}
}
func (s *Stream) createEndpoint(ctx context.Context) (string, error) {
var url string
if s.PublicOnly {
@ -288,8 +279,6 @@ func (s *Stream) dispatchEvent(e interface{}) {
s.EmitBookEvent(*et)
}
s.EmitBookTickerUpdate(et.BookTicker())
case *KLineEvent:
s.EmitKLineEvent(*et)
case *okexapi.Account:
s.EmitAccountEvent(*et)