mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
kucoin: fix kline parsing and subscription
This commit is contained in:
c9s
parent
e2415857b0
commit
e76dd1cbc4
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@ -7,6 +7,7 @@ import (
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"os/signal"
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"time"
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"github.com/c9s/bbgo/pkg/exchange/kucoin"
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"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
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"github.com/gorilla/websocket"
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"github.com/sirupsen/logrus"
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@ -73,25 +74,33 @@ var websocketCmd = &cobra.Command{
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defer c.Close()
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wsCmd := &kucoinapi.WebSocketCommand{
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Id: time.Now().UnixMilli(),
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id := time.Now().UnixMilli()
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wsCmds := []kucoin.WebSocketCommand{
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/*
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{
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Id: id+1,
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Type: "subscribe",
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Topic: "/market/ticker:ETH-USDT",
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PrivateChannel: false,
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Response: true,
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},
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*/
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{
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Id: id+2,
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Type: "subscribe",
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Topic: "/market/candles:ETH-USDT_1min",
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PrivateChannel: false,
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Response: true,
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},
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}
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msg, err := wsCmd.JSON()
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for _, wsCmd := range wsCmds {
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err = c.WriteJSON(wsCmd)
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if err != nil {
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return err
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}
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err = c.WriteMessage(websocket.TextMessage, msg)
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if err != nil {
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return err
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}
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done := make(chan struct{})
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go func() {
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defer close(done)
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@ -106,11 +115,23 @@ var websocketCmd = &cobra.Command{
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}
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}()
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pingTicker := time.NewTicker(bullet.PingInterval())
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defer pingTicker.Stop()
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for {
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select {
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case <-done:
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return nil
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case <-pingTicker.C:
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if err := c.WriteJSON(kucoin.WebSocketCommand{
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Id: time.Now().UnixMilli(),
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Type: "ping",
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}); err != nil {
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logrus.WithError(err).Error("websocket ping error", err)
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}
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case <-interrupt:
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logrus.Infof("interrupt")
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@ -5,8 +5,10 @@ import (
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"fmt"
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"syscall"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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)
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@ -18,19 +20,23 @@ var klineCmd = &cobra.Command{
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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exName, err := cmd.Flags().GetString("exchange")
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if err != nil {
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return fmt.Errorf("can not get exchange from flags: %w", err)
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if userConfig == nil {
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return errors.New("--config option or config file is missing")
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}
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exchangeName, err := types.ValidExchangeName(exName)
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environ := bbgo.NewEnvironment()
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if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
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return err
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}
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sessionName, err := cmd.Flags().GetString("session")
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if err != nil {
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return err
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}
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ex, err := cmdutil.NewExchange(exchangeName)
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if err != nil {
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return err
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session, ok := environ.Session(sessionName)
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if !ok {
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return fmt.Errorf("session %s not found", sessionName)
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}
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symbol, err := cmd.Flags().GetString("symbol")
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@ -47,7 +53,7 @@ var klineCmd = &cobra.Command{
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return err
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}
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s := ex.NewStream()
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s := session.Exchange.NewStream()
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s.SetPublicOnly()
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s.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: interval})
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@ -61,9 +67,17 @@ var klineCmd = &cobra.Command{
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log.Infof("connecting...")
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if err := s.Connect(ctx); err != nil {
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return fmt.Errorf("failed to connect to %s", exchangeName)
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return err
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}
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log.Infof("connected")
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defer func() {
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log.Infof("closing connection...")
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if err := s.Close(); err != nil {
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log.WithError(err).Errorf("connection close error")
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}
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}()
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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return nil
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},
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@ -71,7 +85,7 @@ var klineCmd = &cobra.Command{
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func init() {
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// since the public data does not require trading authentication, we use --exchange option here.
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klineCmd.Flags().String("exchange", "", "the exchange name")
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klineCmd.Flags().String("session", "", "session name")
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klineCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
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klineCmd.Flags().String("interval", "1m", "interval of the kline (candle), .e.g, 1m, 3m, 15m")
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RootCmd.AddCommand(klineCmd)
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@ -4,6 +4,7 @@ import (
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"context"
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"fmt"
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"syscall"
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"time"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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@ -63,6 +64,7 @@ var userDataStreamCmd = &cobra.Command{
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if err := s.Close(); err != nil {
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log.WithError(err).Errorf("connection close error")
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}
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time.Sleep(1 * time.Second)
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}()
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cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
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@ -67,11 +67,35 @@ func toGlobalTicker(s kucoinapi.Ticker24H) types.Ticker {
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}
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}
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func toLocalInterval(i types.Interval) string {
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switch i {
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case types.Interval1m:
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return "1min"
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case types.Interval15m:
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return "15min"
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case types.Interval30m:
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return "30min"
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case types.Interval1h:
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return "1hour"
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case types.Interval2h:
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return "2hour"
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case types.Interval4h:
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return "4hour"
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}
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return "1h"
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}
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// convertSubscriptions global subscription to local websocket command
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func convertSubscriptions(ss []types.Subscription) ([]kucoinapi.WebSocketCommand, error) {
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func convertSubscriptions(ss []types.Subscription) ([]WebSocketCommand, error) {
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var id = time.Now().UnixMilli()
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var cmds []kucoinapi.WebSocketCommand
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var cmds []WebSocketCommand
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for _, s := range ss {
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id++
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@ -82,15 +106,15 @@ func convertSubscriptions(ss []types.Subscription) ([]kucoinapi.WebSocketCommand
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subscribeTopic = "/market/level2" + ":" + toLocalSymbol(s.Symbol)
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case types.KLineChannel:
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subscribeTopic = "/market/candles" + ":" + toLocalSymbol(s.Symbol) + "_" + s.Options.Interval
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subscribeTopic = "/market/candles" + ":" + toLocalSymbol(s.Symbol) + "_" + toLocalInterval(types.Interval(s.Options.Interval))
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default:
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return nil, fmt.Errorf("websocket channel %s is not supported by kucoin", s.Channel)
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}
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cmds = append(cmds, kucoinapi.WebSocketCommand{
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cmds = append(cmds, WebSocketCommand{
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Id: id,
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Type: kucoinapi.WebSocketMessageTypeSubscribe,
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Type: WebSocketMessageTypeSubscribe,
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Topic: subscribeTopic,
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PrivateChannel: false,
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Response: true,
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@ -2,53 +2,61 @@ package kucoin
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import (
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"encoding/json"
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"strings"
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"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func parseWebsocketPayload(in []byte) (*kucoinapi.WebSocketEvent, error) {
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var resp kucoinapi.WebSocketEvent
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func parseWebsocketPayload(in []byte) (*WebSocketEvent, error) {
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var resp WebSocketEvent
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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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case WebSocketMessageTypeAck:
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return &resp, nil
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case kucoinapi.WebSocketMessageTypeMessage:
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case WebSocketMessageTypeError:
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resp.Object = string(resp.Data)
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return &resp, nil
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case 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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case WebSocketSubjectOrderChange:
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var o WebSocketPrivateOrderEvent
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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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case WebSocketSubjectAccountBalance:
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var o WebSocketAccountBalanceEvent
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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.WebSocketCandle
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case WebSocketSubjectTradeCandlesUpdate, WebSocketSubjectTradeCandlesAdd:
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var o WebSocketCandleEvent
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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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o.Interval = extractIntervalFromTopic(resp.Topic)
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o.Add = resp.Subject == WebSocketSubjectTradeCandlesAdd
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resp.Object = &o
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case WebSocketSubjectTradeL2Update:
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var o WebSocketOrderBookL2Event
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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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case WebSocketSubjectTradeTicker:
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var o WebSocketTickerEvent
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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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@ -62,3 +70,33 @@ func parseWebsocketPayload(in []byte) (*kucoinapi.WebSocketEvent, error) {
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return &resp, nil
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}
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func extractIntervalFromTopic(topic string) types.Interval {
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ta := strings.Split(topic, ":")
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tb := strings.Split(ta[1], "_")
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interval := tb[1]
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return toGlobalInterval(interval)
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}
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func toGlobalInterval(a string) types.Interval {
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switch a {
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case "1min":
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return types.Interval1m
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case "15min":
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return types.Interval15m
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case "30min":
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return types.Interval30m
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case "1hour":
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return types.Interval1h
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case "2hour":
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return types.Interval2h
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case "4hour":
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return types.Interval4h
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case "6hour":
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return types.Interval6h
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case "12hour":
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return types.Interval12h
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}
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return ""
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}
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@ -14,18 +14,6 @@ import (
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const readTimeout = 30 * time.Second
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type WebsocketOp struct {
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Op string `json:"op"`
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Args interface{} `json:"args"`
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}
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type WebsocketLogin struct {
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Key string `json:"apiKey"`
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Passphrase string `json:"passphrase"`
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Timestamp string `json:"timestamp"`
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Sign string `json:"sign"`
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}
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//go:generate callbackgen -type Stream -interface
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type Stream struct {
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types.StandardStream
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@ -38,11 +26,13 @@ type Stream struct {
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bullet *kucoinapi.Bullet
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candleEventCallbacks []func(e *kucoinapi.WebSocketCandle)
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orderBookL2EventCallbacks []func(e *kucoinapi.WebSocketOrderBookL2)
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tickerEventCallbacks []func(e *kucoinapi.WebSocketTicker)
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accountBalanceEventCallbacks []func(e *kucoinapi.WebSocketAccountBalance)
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privateOrderEventCallbacks []func(e *kucoinapi.WebSocketPrivateOrder)
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candleEventCallbacks []func(candle *WebSocketCandleEvent, e *WebSocketEvent)
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orderBookL2EventCallbacks []func(e *WebSocketOrderBookL2Event)
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tickerEventCallbacks []func(e *WebSocketTickerEvent)
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accountBalanceEventCallbacks []func(e *WebSocketAccountBalanceEvent)
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privateOrderEventCallbacks []func(e *WebSocketPrivateOrderEvent)
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lastCandle map[string]types.KLine
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}
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func NewStream(client *kucoinapi.RestClient) *Stream {
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@ -51,6 +41,7 @@ func NewStream(client *kucoinapi.RestClient) *Stream {
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StandardStream: types.StandardStream{
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ReconnectC: make(chan struct{}, 1),
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},
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lastCandle: make(map[string]types.KLine),
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}
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stream.OnConnect(stream.handleConnect)
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@ -58,16 +49,27 @@ func NewStream(client *kucoinapi.RestClient) *Stream {
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stream.OnOrderBookL2Event(stream.handleOrderBookL2Event)
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stream.OnTickerEvent(stream.handleTickerEvent)
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stream.OnPrivateOrderEvent(stream.handlePrivateOrderEvent)
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stream.OnAccountBalanceEvent(stream.handleAccountBalanceEvent)
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return stream
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}
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func (s *Stream) handleCandleEvent(e *kucoinapi.WebSocketCandle) {}
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func (s *Stream) handleCandleEvent(candle *WebSocketCandleEvent, e *WebSocketEvent) {
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kline := candle.KLine()
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last, ok := s.lastCandle[e.Topic]
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if ok && kline.StartTime.After(last.StartTime.Time()) || e.Subject == WebSocketSubjectTradeCandlesAdd {
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last.Closed = true
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s.EmitKLineClosed(last)
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}
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func (s *Stream) handleOrderBookL2Event(e *kucoinapi.WebSocketOrderBookL2) {}
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s.EmitKLine(kline)
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s.lastCandle[e.Topic] = kline
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}
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func (s *Stream) handleTickerEvent(e *kucoinapi.WebSocketTicker) {}
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func (s *Stream) handleOrderBookL2Event(e *WebSocketOrderBookL2Event) {}
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func (s *Stream) handleAccountBalanceEvent(e *kucoinapi.WebSocketAccountBalance) {
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func (s *Stream) handleTickerEvent(e *WebSocketTickerEvent) {}
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func (s *Stream) handleAccountBalanceEvent(e *WebSocketAccountBalanceEvent) {
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bm := types.BalanceMap{}
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bm[e.Currency] = types.Balance{
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Currency: e.Currency,
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@ -77,7 +79,7 @@ func (s *Stream) handleAccountBalanceEvent(e *kucoinapi.WebSocketAccountBalance)
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s.StandardStream.EmitBalanceUpdate(bm)
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}
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func (s *Stream) handlePrivateOrderEvent(e *kucoinapi.WebSocketPrivateOrder) {
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func (s *Stream) handlePrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
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if e.Type == "match" {
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s.StandardStream.EmitTradeUpdate(types.Trade{
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OrderID: hashStringID(e.OrderId),
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@ -136,17 +138,17 @@ func (s *Stream) handleConnect() {
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}
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} else {
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id := time.Now().UnixMilli()
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cmds := []kucoinapi.WebSocketCommand{
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cmds := []WebSocketCommand{
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{
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Id: id,
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Type: kucoinapi.WebSocketMessageTypeSubscribe,
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Type: WebSocketMessageTypeSubscribe,
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Topic: "/spotMarket/tradeOrders",
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PrivateChannel: true,
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Response: true,
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},
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{
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Id: id + 1,
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Type: kucoinapi.WebSocketMessageTypeSubscribe,
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Type: WebSocketMessageTypeSubscribe,
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Topic: "/account/balance",
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PrivateChannel: true,
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Response: true,
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@ -160,7 +162,6 @@ func (s *Stream) handleConnect() {
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}
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}
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func (s *Stream) Close() error {
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conn := s.Conn()
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return conn.WriteMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, ""))
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@ -333,7 +334,7 @@ func (s *Stream) read(ctx context.Context) {
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}
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// used for debugging
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// fmt.Println(string(message))
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// log.Println(string(message))
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e, err := parseWebsocketPayload(message)
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if err != nil {
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|
|
@ -352,22 +353,22 @@ func (s *Stream) read(ctx context.Context) {
|
|||
}
|
||||
}
|
||||
|
||||
func (s *Stream) dispatchEvent(e *kucoinapi.WebSocketEvent) {
|
||||
func (s *Stream) dispatchEvent(e *WebSocketEvent) {
|
||||
switch et := e.Object.(type) {
|
||||
|
||||
case *kucoinapi.WebSocketTicker:
|
||||
case *WebSocketTickerEvent:
|
||||
s.EmitTickerEvent(et)
|
||||
|
||||
case *kucoinapi.WebSocketOrderBookL2:
|
||||
case *WebSocketOrderBookL2Event:
|
||||
s.EmitOrderBookL2Event(et)
|
||||
|
||||
case *kucoinapi.WebSocketCandle:
|
||||
s.EmitCandleEvent(et)
|
||||
case *WebSocketCandleEvent:
|
||||
s.EmitCandleEvent(et, e)
|
||||
|
||||
case *kucoinapi.WebSocketAccountBalance:
|
||||
case *WebSocketAccountBalanceEvent:
|
||||
s.EmitAccountBalanceEvent(et)
|
||||
|
||||
case *kucoinapi.WebSocketPrivateOrder:
|
||||
case *WebSocketPrivateOrderEvent:
|
||||
s.EmitPrivateOrderEvent(et)
|
||||
|
||||
default:
|
||||
|
|
@ -404,7 +405,7 @@ func ping(ctx context.Context, w WebSocketConnector, interval time.Duration) {
|
|||
case <-pingTicker.C:
|
||||
conn := w.Conn()
|
||||
|
||||
if err := conn.WriteJSON(kucoinapi.WebSocketCommand{
|
||||
if err := conn.WriteJSON(WebSocketCommand{
|
||||
Id: time.Now().UnixMilli(),
|
||||
Type: "ping",
|
||||
}); err != nil {
|
||||
|
|
|
|||
|
|
@ -2,68 +2,64 @@
|
|||
|
||||
package kucoin
|
||||
|
||||
import (
|
||||
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
|
||||
)
|
||||
|
||||
func (s *Stream) OnCandleEvent(cb func(c *kucoinapi.WebSocketCandle)) {
|
||||
func (s *Stream) OnCandleEvent(cb func(candle *WebSocketCandleEvent, e *WebSocketEvent)) {
|
||||
s.candleEventCallbacks = append(s.candleEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitCandleEvent(c *kucoinapi.WebSocketCandle) {
|
||||
func (s *Stream) EmitCandleEvent(candle *WebSocketCandleEvent, e *WebSocketEvent) {
|
||||
for _, cb := range s.candleEventCallbacks {
|
||||
cb(c)
|
||||
cb(candle, e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnOrderBookL2Event(cb func(c *kucoinapi.WebSocketOrderBookL2)) {
|
||||
func (s *Stream) OnOrderBookL2Event(cb func(e *WebSocketOrderBookL2Event)) {
|
||||
s.orderBookL2EventCallbacks = append(s.orderBookL2EventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitOrderBookL2Event(c *kucoinapi.WebSocketOrderBookL2) {
|
||||
func (s *Stream) EmitOrderBookL2Event(e *WebSocketOrderBookL2Event) {
|
||||
for _, cb := range s.orderBookL2EventCallbacks {
|
||||
cb(c)
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnTickerEvent(cb func(c *kucoinapi.WebSocketTicker)) {
|
||||
func (s *Stream) OnTickerEvent(cb func(e *WebSocketTickerEvent)) {
|
||||
s.tickerEventCallbacks = append(s.tickerEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitTickerEvent(c *kucoinapi.WebSocketTicker) {
|
||||
func (s *Stream) EmitTickerEvent(e *WebSocketTickerEvent) {
|
||||
for _, cb := range s.tickerEventCallbacks {
|
||||
cb(c)
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnAccountBalanceEvent(cb func(c *kucoinapi.WebSocketAccountBalance)) {
|
||||
func (s *Stream) OnAccountBalanceEvent(cb func(e *WebSocketAccountBalanceEvent)) {
|
||||
s.accountBalanceEventCallbacks = append(s.accountBalanceEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitAccountBalanceEvent(c *kucoinapi.WebSocketAccountBalance) {
|
||||
func (s *Stream) EmitAccountBalanceEvent(e *WebSocketAccountBalanceEvent) {
|
||||
for _, cb := range s.accountBalanceEventCallbacks {
|
||||
cb(c)
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnPrivateOrderEvent(cb func(c *kucoinapi.WebSocketPrivateOrder)) {
|
||||
func (s *Stream) OnPrivateOrderEvent(cb func(e *WebSocketPrivateOrderEvent)) {
|
||||
s.privateOrderEventCallbacks = append(s.privateOrderEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitPrivateOrderEvent(c *kucoinapi.WebSocketPrivateOrder) {
|
||||
func (s *Stream) EmitPrivateOrderEvent(e *WebSocketPrivateOrderEvent) {
|
||||
for _, cb := range s.privateOrderEventCallbacks {
|
||||
cb(c)
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
type StreamEventHub interface {
|
||||
OnCandleEvent(cb func(c *kucoinapi.WebSocketCandle))
|
||||
OnCandleEvent(cb func(candle *WebSocketCandleEvent, e *WebSocketEvent))
|
||||
|
||||
OnOrderBookL2Event(cb func(c *kucoinapi.WebSocketOrderBookL2))
|
||||
OnOrderBookL2Event(cb func(e *WebSocketOrderBookL2Event))
|
||||
|
||||
OnTickerEvent(cb func(c *kucoinapi.WebSocketTicker))
|
||||
OnTickerEvent(cb func(e *WebSocketTickerEvent))
|
||||
|
||||
OnAccountBalanceEvent(cb func(c *kucoinapi.WebSocketAccountBalance))
|
||||
OnAccountBalanceEvent(cb func(e *WebSocketAccountBalanceEvent))
|
||||
|
||||
OnPrivateOrderEvent(cb func(c *kucoinapi.WebSocketPrivateOrder))
|
||||
OnPrivateOrderEvent(cb func(e *WebSocketPrivateOrderEvent))
|
||||
}
|
||||
|
|
|
|||
|
|
@ -1,10 +1,12 @@
|
|||
package kucoinapi
|
||||
package kucoin
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"time"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||
"github.com/c9s/bbgo/pkg/types"
|
||||
"github.com/c9s/bbgo/pkg/util"
|
||||
)
|
||||
|
||||
type WebSocketMessageType string
|
||||
|
|
@ -14,6 +16,7 @@ const (
|
|||
WebSocketMessageTypeSubscribe WebSocketMessageType = "subscribe"
|
||||
WebSocketMessageTypeUnsubscribe WebSocketMessageType = "unsubscribe"
|
||||
WebSocketMessageTypeAck WebSocketMessageType = "ack"
|
||||
WebSocketMessageTypeError WebSocketMessageType = "error"
|
||||
WebSocketMessageTypePong WebSocketMessageType = "pong"
|
||||
WebSocketMessageTypeWelcome WebSocketMessageType = "welcome"
|
||||
WebSocketMessageTypeMessage WebSocketMessageType = "message"
|
||||
|
|
@ -27,6 +30,7 @@ const (
|
|||
WebSocketSubjectTradeL2Update WebSocketSubject = "trade.l2update" // order book L2
|
||||
WebSocketSubjectLevel2 WebSocketSubject = "level2" // level2
|
||||
WebSocketSubjectTradeCandlesUpdate WebSocketSubject = "trade.candles.update"
|
||||
WebSocketSubjectTradeCandlesAdd WebSocketSubject = "trade.candles.add"
|
||||
|
||||
// private subjects
|
||||
WebSocketSubjectOrderChange WebSocketSubject = "orderChange"
|
||||
|
|
@ -53,12 +57,13 @@ type WebSocketEvent struct {
|
|||
Topic string `json:"topic"`
|
||||
Subject WebSocketSubject `json:"subject"`
|
||||
Data json.RawMessage `json:"data"`
|
||||
Code int `json:"code"` // used in type error
|
||||
|
||||
// Object is used for storing the parsed Data
|
||||
Object interface{} `json:"-"`
|
||||
}
|
||||
|
||||
type WebSocketTicker struct {
|
||||
type WebSocketTickerEvent struct {
|
||||
Sequence string `json:"sequence"`
|
||||
Price fixedpoint.Value `json:"price"`
|
||||
Size fixedpoint.Value `json:"size"`
|
||||
|
|
@ -68,7 +73,7 @@ type WebSocketTicker struct {
|
|||
BestBidSize fixedpoint.Value `json:"bestBidSize"`
|
||||
}
|
||||
|
||||
type WebSocketOrderBookL2 struct {
|
||||
type WebSocketOrderBookL2Event struct {
|
||||
SequenceStart int64 `json:"sequenceStart"`
|
||||
SequenceEnd int64 `json:"sequenceEnd"`
|
||||
Symbol string `json:"symbol"`
|
||||
|
|
@ -78,13 +83,44 @@ type WebSocketOrderBookL2 struct {
|
|||
} `json:"changes"`
|
||||
}
|
||||
|
||||
type WebSocketCandle struct {
|
||||
type WebSocketCandleEvent struct {
|
||||
Symbol string `json:"symbol"`
|
||||
Candles []string `json:"candles"`
|
||||
Time int64 `json:"time"`
|
||||
Time types.MillisecondTimestamp `json:"time"`
|
||||
|
||||
// Interval is an injected field (not from the payload)
|
||||
Interval types.Interval
|
||||
|
||||
// Is a new candle or not
|
||||
Add bool
|
||||
}
|
||||
|
||||
type WebSocketPrivateOrder struct {
|
||||
func (e *WebSocketCandleEvent) KLine() types.KLine {
|
||||
startTime := types.MustParseUnixTimestamp(e.Candles[0])
|
||||
openPrice := util.MustParseFloat(e.Candles[1])
|
||||
closePrice := util.MustParseFloat(e.Candles[2])
|
||||
highPrice := util.MustParseFloat(e.Candles[3])
|
||||
lowPrice := util.MustParseFloat(e.Candles[4])
|
||||
volume := util.MustParseFloat(e.Candles[5])
|
||||
quoteVolume := util.MustParseFloat(e.Candles[6])
|
||||
kline := types.KLine{
|
||||
Exchange: types.ExchangeKucoin,
|
||||
Symbol: toGlobalSymbol(e.Symbol),
|
||||
StartTime: types.Time(startTime),
|
||||
EndTime: types.Time(startTime.Add(e.Interval.Duration() - time.Millisecond)),
|
||||
Interval: e.Interval,
|
||||
Open: openPrice,
|
||||
Close: closePrice,
|
||||
High: highPrice,
|
||||
Low: lowPrice,
|
||||
Volume: volume,
|
||||
QuoteVolume: quoteVolume,
|
||||
Closed: false,
|
||||
}
|
||||
return kline
|
||||
}
|
||||
|
||||
type WebSocketPrivateOrderEvent struct {
|
||||
OrderId string `json:"orderId"`
|
||||
TradeId string `json:"tradeId"`
|
||||
Symbol string `json:"symbol"`
|
||||
|
|
@ -105,7 +141,7 @@ type WebSocketPrivateOrder struct {
|
|||
Ts types.MillisecondTimestamp `json:"ts"`
|
||||
}
|
||||
|
||||
type WebSocketAccountBalance struct {
|
||||
type WebSocketAccountBalanceEvent struct {
|
||||
Total fixedpoint.Value `json:"total"`
|
||||
Available fixedpoint.Value `json:"available"`
|
||||
AvailableChange fixedpoint.Value `json:"availableChange"`
|
||||
|
|
@ -10,6 +10,28 @@ import (
|
|||
|
||||
type MillisecondTimestamp time.Time
|
||||
|
||||
func NewMillisecondTimestampFromInt(i int64) MillisecondTimestamp {
|
||||
return MillisecondTimestamp(time.Unix(0, i * int64(time.Millisecond)))
|
||||
}
|
||||
|
||||
func MustParseMillisecondTimestamp(a string) MillisecondTimestamp {
|
||||
m, err := strconv.ParseInt(a, 10, 64) // startTime
|
||||
if err != nil {
|
||||
panic(fmt.Errorf("millisecond timestamp parse error %v", err))
|
||||
}
|
||||
|
||||
return NewMillisecondTimestampFromInt(m)
|
||||
}
|
||||
|
||||
func MustParseUnixTimestamp(a string) time.Time {
|
||||
m, err := strconv.ParseInt(a, 10, 64) // startTime
|
||||
if err != nil {
|
||||
panic(fmt.Errorf("millisecond timestamp parse error %v", err))
|
||||
}
|
||||
|
||||
return time.Unix(m, 0)
|
||||
}
|
||||
|
||||
func (t MillisecondTimestamp) String() string {
|
||||
return time.Time(t).String()
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user