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https://github.com/c9s/bbgo.git
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ftx: authenticate websocket
This commit is contained in:
parent
24254a869d
commit
f60f1ef52e
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@ -3,11 +3,14 @@ package cmd
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import (
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"context"
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"fmt"
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"os"
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"syscall"
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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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"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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)
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@ -63,9 +66,76 @@ var orderbookCmd = &cobra.Command{
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},
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}
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// go run ./cmd/bbgo orderupdate
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var orderUpdateCmd = &cobra.Command{
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Use: "orderupdate",
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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configFile, err := cmd.Flags().GetString("config")
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if err != nil {
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return err
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}
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if len(configFile) == 0 {
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return errors.New("--config option is required")
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}
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// if config file exists, use the config loaded from the config file.
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// otherwise, use a empty config object
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var userConfig *bbgo.Config
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if _, err := os.Stat(configFile); err == nil {
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// load successfully
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userConfig, err = bbgo.Load(configFile, false)
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if err != nil {
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return err
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}
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} else if os.IsNotExist(err) {
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// config file doesn't exist
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userConfig = &bbgo.Config{}
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} else {
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// other error
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return err
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}
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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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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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s := session.Exchange.NewStream()
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s.OnOrderUpdate(func(order types.Order) {
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log.Infof("order update: %+v", order)
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})
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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", sessionName)
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}
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log.Infof("connected")
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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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}
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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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orderbookCmd.Flags().String("exchange", "", "the exchange name for sync")
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orderbookCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
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orderUpdateCmd.Flags().String("session", "", "session name")
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RootCmd.AddCommand(orderbookCmd)
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RootCmd.AddCommand(orderUpdateCmd)
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}
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@ -3,6 +3,7 @@ package ftx
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import (
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"context"
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"sync/atomic"
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"time"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -28,11 +29,16 @@ func NewStream(key, secret string) *Stream {
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}
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func (s *Stream) Connect(ctx context.Context) error {
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if err := s.wsService.Connect(ctx); err != nil {
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return err
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}
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// If it's not public only, let's do the authentication.
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if atomic.LoadInt32(&s.publicOnly) == 0 {
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logger.Infof("subscribe private events")
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s.wsService.Subscribe(
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newLoginRequest(s.wsService.key, s.wsService.secret, time.Now()),
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)
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}
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if err := s.wsService.Connect(ctx); err != nil {
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return err
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}
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return nil
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@ -43,10 +49,16 @@ func (s *Stream) SetPublicOnly() {
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}
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func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
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if err := s.wsService.Subscribe(channel, symbol); err != nil {
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logger.WithError(err).Errorf("subscribe failed, should never happen")
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if channel != types.BookChannel {
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// TODO: return err
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}
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s.wsService.Subscribe(websocketRequest{
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Operation: subscribe,
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Channel: orderbook,
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Market: TrimUpperString(symbol),
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})
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}
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func (s *Stream) Close() error {
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if s.wsService != nil {
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return s.wsService.Close()
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@ -13,6 +13,7 @@ type messageHandler struct {
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}
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func (h *messageHandler) handleMessage(message []byte) {
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log.Infof("raw: %s", string(message))
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var r rawResponse
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if err := json.Unmarshal(message, &r); err != nil {
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logger.WithError(err).Errorf("failed to unmarshal resp: %s", string(message))
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@ -2,13 +2,11 @@ package ftx
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import (
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"fmt"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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)
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type WebsocketService struct {
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@ -17,7 +15,7 @@ type WebsocketService struct {
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key string
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secret string
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subscriptions []SubscribeRequest
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subscriptions []websocketRequest
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}
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const endpoint = "wss://ftx.com/ws/"
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@ -36,18 +34,8 @@ func NewWebsocketService(key string, secret string) *WebsocketService {
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return s
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}
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func (w *WebsocketService) Subscribe(channel types.Channel, symbol string) error {
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r := SubscribeRequest{
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Operation: subscribe,
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}
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if channel != types.BookChannel {
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return fmt.Errorf("unsupported channel %+v", channel)
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}
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r.Channel = orderbook
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r.Market = strings.ToUpper(strings.TrimSpace(symbol))
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w.subscriptions = append(w.subscriptions, r)
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return nil
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func (w *WebsocketService) Subscribe(request websocketRequest) {
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w.subscriptions = append(w.subscriptions, request)
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}
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var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
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@ -55,6 +43,7 @@ var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
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func (w *WebsocketService) sendSubscriptions() error {
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conn := w.Conn()
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for _, s := range w.subscriptions {
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logger.Infof("s: %+v", s)
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if err := conn.WriteJSON(s); err != nil {
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return fmt.Errorf("can't send subscription request %+v: %w", s, errSubscriptionFailed)
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}
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@ -62,6 +51,11 @@ func (w *WebsocketService) sendSubscriptions() error {
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return nil
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}
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// After closing the websocket connection, you have to subscribe all events again
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func (w *WebsocketService) Close() error {
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return w.Conn().Close()
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w.subscriptions = nil
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if conn := w.Conn(); conn != nil {
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return conn.Close()
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}
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return nil
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}
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@ -67,12 +67,6 @@ func loginBody(millis int64) string {
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return fmt.Sprintf("%dwebsocket_login", millis)
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}
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type SubscribeRequest struct {
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Operation operation `json:"op"`
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Channel channel `json:"channel"`
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Market string `json:"market"`
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}
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type respType string
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const errRespType respType = "error"
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