ftx: authenticate websocket

pkg/cmd/orderbook.go

@@ -3,11 +3,14 @@ package cmd
 import (
 	"context"
 	"fmt"
+	"os"
 	"syscall"
 
+	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
 	"github.com/spf13/cobra"
 
+	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -63,9 +66,76 @@ var orderbookCmd = &cobra.Command{
 	},
 }
 
+// go run ./cmd/bbgo orderupdate
+var orderUpdateCmd = &cobra.Command{
+	Use: "orderupdate",
+	RunE: func(cmd *cobra.Command, args []string) error {
+		ctx := context.Background()
+
+		configFile, err := cmd.Flags().GetString("config")
+		if err != nil {
+			return err
+		}
+
+		if len(configFile) == 0 {
+			return errors.New("--config option is required")
+		}
+
+		// if config file exists, use the config loaded from the config file.
+		// otherwise, use a empty config object
+		var userConfig *bbgo.Config
+		if _, err := os.Stat(configFile); err == nil {
+			// load successfully
+			userConfig, err = bbgo.Load(configFile, false)
+			if err != nil {
+				return err
+			}
+		} else if os.IsNotExist(err) {
+			// config file doesn't exist
+			userConfig = &bbgo.Config{}
+		} else {
+			// other error
+			return err
+		}
+
+		environ := bbgo.NewEnvironment()
+
+		if err := environ.ConfigureExchangeSessions(userConfig); err != nil {
+			return err
+		}
+
+		sessionName, err := cmd.Flags().GetString("session")
+		if err != nil {
+			return err
+		}
+
+		session, ok := environ.Session(sessionName)
+		if !ok {
+			return fmt.Errorf("session %s not found", sessionName)
+		}
+
+		s := session.Exchange.NewStream()
+		s.OnOrderUpdate(func(order types.Order) {
+			log.Infof("order update: %+v", order)
+		})
+
+		log.Infof("connecting...")
+		if err := s.Connect(ctx); err != nil {
+			return fmt.Errorf("failed to connect to %s", sessionName)
+		}
+		log.Infof("connected")
+
+		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
+		return nil
+	},
+}
+
 func init() {
 	// since the public data does not require trading authentication, we use --exchange option here.
 	orderbookCmd.Flags().String("exchange", "", "the exchange name for sync")
 	orderbookCmd.Flags().String("symbol", "", "the trading pair. e.g, BTCUSDT, LTCUSDT...")
+
+	orderUpdateCmd.Flags().String("session", "", "session name")
 	RootCmd.AddCommand(orderbookCmd)
+	RootCmd.AddCommand(orderUpdateCmd)
 }

pkg/exchange/ftx/stream.go

@@ -3,6 +3,7 @@ package ftx
 import (
 	"context"
 	"sync/atomic"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -28,11 +29,16 @@ func NewStream(key, secret string) *Stream {
 }
 
 func (s *Stream) Connect(ctx context.Context) error {
-	if err := s.wsService.Connect(ctx); err != nil {
-		return err
-	}
 	// If it's not public only, let's do the authentication.
 	if atomic.LoadInt32(&s.publicOnly) == 0 {
+		logger.Infof("subscribe private events")
+		s.wsService.Subscribe(
+			newLoginRequest(s.wsService.key, s.wsService.secret, time.Now()),
+		)
+	}
+
+	if err := s.wsService.Connect(ctx); err != nil {
+		return err
 	}
 
 	return nil
@@ -43,10 +49,16 @@ func (s *Stream) SetPublicOnly() {
 }
 
 func (s *Stream) Subscribe(channel types.Channel, symbol string, _ types.SubscribeOptions) {
-	if err := s.wsService.Subscribe(channel, symbol); err != nil {
+	if channel != types.BookChannel {
-		logger.WithError(err).Errorf("subscribe failed, should never happen")
+		// TODO: return err
 	}
+	s.wsService.Subscribe(websocketRequest{
+		Operation: subscribe,
+		Channel:   orderbook,
+		Market:    TrimUpperString(symbol),
+	})
 }
+
 func (s *Stream) Close() error {
 	if s.wsService != nil {
 		return s.wsService.Close()

pkg/exchange/ftx/stream_message_handler.go

@@ -13,6 +13,7 @@ type messageHandler struct {
 }
 
 func (h *messageHandler) handleMessage(message []byte) {
+	log.Infof("raw: %s", string(message))
 	var r rawResponse
 	if err := json.Unmarshal(message, &r); err != nil {
 		logger.WithError(err).Errorf("failed to unmarshal resp: %s", string(message))

pkg/exchange/ftx/websocket.go

@@ -2,13 +2,11 @@ package ftx
 
 import (
 	"fmt"
-	"strings"
 	"time"
 
 	"github.com/gorilla/websocket"
 
 	"github.com/c9s/bbgo/pkg/service"
-	"github.com/c9s/bbgo/pkg/types"
 )
 
 type WebsocketService struct {
@@ -17,7 +15,7 @@ type WebsocketService struct {
 	key    string
 	secret string
 
-	subscriptions []SubscribeRequest
+	subscriptions []websocketRequest
 }
 
 const endpoint = "wss://ftx.com/ws/"
@@ -36,18 +34,8 @@ func NewWebsocketService(key string, secret string) *WebsocketService {
 	return s
 }
 
-func (w *WebsocketService) Subscribe(channel types.Channel, symbol string) error {
+func (w *WebsocketService) Subscribe(request websocketRequest) {
-	r := SubscribeRequest{
+	w.subscriptions = append(w.subscriptions, request)
-		Operation: subscribe,
-	}
-	if channel != types.BookChannel {
-		return fmt.Errorf("unsupported channel %+v", channel)
-	}
-	r.Channel = orderbook
-	r.Market = strings.ToUpper(strings.TrimSpace(symbol))
-
-	w.subscriptions = append(w.subscriptions, r)
-	return nil
 }
 
 var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
@@ -55,6 +43,7 @@ var errSubscriptionFailed = fmt.Errorf("failed to subscribe")
 func (w *WebsocketService) sendSubscriptions() error {
 	conn := w.Conn()
 	for _, s := range w.subscriptions {
+		logger.Infof("s: %+v", s)
 		if err := conn.WriteJSON(s); err != nil {
 			return fmt.Errorf("can't send subscription request %+v: %w", s, errSubscriptionFailed)
 		}
@@ -62,6 +51,11 @@ func (w *WebsocketService) sendSubscriptions() error {
 	return nil
 }
 
+// After closing the websocket connection, you have to subscribe all events again
 func (w *WebsocketService) Close() error {
-	return w.Conn().Close()
+	w.subscriptions = nil
+	if conn := w.Conn(); conn != nil {
+		return conn.Close()
+	}
+	return nil
 }

pkg/exchange/ftx/websocket_messages.go

@@ -67,12 +67,6 @@ func loginBody(millis int64) string {
 	return fmt.Sprintf("%dwebsocket_login", millis)
 }
 
-type SubscribeRequest struct {
-	Operation operation `json:"op"`
-	Channel   channel   `json:"channel"`
-	Market    string    `json:"market"`
-}
-
 type respType string
 
 const errRespType respType = "error"