mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
Merge pull request #1514 from c9s/edwin/okx/candle-event
FEATURE: [okx] add new kline stream
This commit is contained in:
commit
e3208b34fa
87
pkg/exchange/okex/kline_stream.go
Normal file
87
pkg/exchange/okex/kline_stream.go
Normal 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)
|
||||
}
|
||||
}
|
19
pkg/exchange/okex/klinestream_callbacks.go
Normal file
19
pkg/exchange/okex/klinestream_callbacks.go
Normal 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))
|
||||
}
|
|
@ -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
|
||||
|
||||
|
|
|
@ -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)
|
||||
|
|
Loading…
Reference in New Issue
Block a user