package bitget import ( "bytes" "context" "encoding/json" "fmt" "strconv" "strings" "time" "github.com/gorilla/websocket" "golang.org/x/time/rate" "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi" v2 "github.com/c9s/bbgo/pkg/exchange/bitget/bitgetapi/v2" "github.com/c9s/bbgo/pkg/types" ) var ( pingBytes = []byte("ping") pongBytes = []byte("pong") marketTradeLogLimiter = rate.NewLimiter(rate.Every(time.Minute), 1) tradeLogLimiter = rate.NewLimiter(rate.Every(time.Minute), 1) orderLogLimiter = rate.NewLimiter(rate.Every(time.Minute), 1) kLineLogLimiter = rate.NewLimiter(rate.Every(time.Minute), 1) ) //go:generate callbackgen -type Stream type Stream struct { types.StandardStream privateChannelSymbols []string key, secret, passphrase string bookEventCallbacks []func(o BookEvent) marketTradeEventCallbacks []func(o MarketTradeEvent) KLineEventCallbacks []func(o KLineEvent) accountEventCallbacks []func(e AccountEvent) orderTradeEventCallbacks []func(e OrderTradeEvent) lastCandle map[string]types.KLine } func NewStream(key, secret, passphrase string) *Stream { stream := &Stream{ StandardStream: types.NewStandardStream(), lastCandle: map[string]types.KLine{}, key: key, secret: secret, passphrase: passphrase, } stream.SetEndpointCreator(stream.createEndpoint) stream.SetParser(parseWebSocketEvent) stream.SetDispatcher(stream.dispatchEvent) stream.SetHeartBeat(stream.ping) stream.OnConnect(stream.handlerConnect) stream.OnBookEvent(stream.handleBookEvent) stream.OnMarketTradeEvent(stream.handleMaretTradeEvent) stream.OnKLineEvent(stream.handleKLineEvent) stream.OnAuth(stream.handleAuth) stream.OnAccountEvent(stream.handleAccountEvent) stream.OnOrderTradeEvent(stream.handleOrderTradeEvent) return stream } func (s *Stream) syncSubscriptions(opType WsEventType) error { if opType != WsEventUnsubscribe && opType != WsEventSubscribe { return fmt.Errorf("unexpected subscription type: %v", opType) } logger := log.WithField("opType", opType) var args []WsArg for _, subscription := range s.Subscriptions { arg, err := convertSubscription(subscription) if err != nil { logger.WithError(err).Errorf("convert error, subscription: %+v", subscription) return err } args = append(args, arg) } logger.Infof("%s channels: %+v", opType, args) batchSize := 10 lenArgs := len(args) for begin := 0; begin < lenArgs; begin += batchSize { end := begin + batchSize if end > lenArgs { end = lenArgs } if err := s.Conn.WriteJSON(WsOp{ Op: opType, Args: args[begin:end], }); err != nil { logger.WithError(err).Error("failed to send request") return err } } return nil } func (s *Stream) Unsubscribe() { // errors are handled in the syncSubscriptions, so they are skipped here. _ = s.syncSubscriptions(WsEventUnsubscribe) s.Resubscribe(func(old []types.Subscription) (new []types.Subscription, err error) { // clear the subscriptions return []types.Subscription{}, nil }) } func (s *Stream) createEndpoint(_ context.Context) (string, error) { var url string if s.PublicOnly { url = v2.PublicWebSocketURL } else { url = v2.PrivateWebSocketURL } return url, nil } func (s *Stream) dispatchEvent(event interface{}) { switch e := event.(type) { case *WsEvent: if err := e.IsValid(); err != nil { log.Errorf("invalid event: %v", err) return } if e.IsAuthenticated() { s.EmitAuth() } case *BookEvent: s.EmitBookEvent(*e) case *MarketTradeEvent: s.EmitMarketTradeEvent(*e) case *KLineEvent: s.EmitKLineEvent(*e) case *AccountEvent: s.EmitAccountEvent(*e) case *OrderTradeEvent: s.EmitOrderTradeEvent(*e) case []byte: // We only handle the 'pong' case. Others are unexpected. if !bytes.Equal(e, pongBytes) { log.Errorf("invalid event: %q", e) } } } // handleAuth subscribe private stream channels. Because Bitget doesn't allow authentication and subscription to be used // consecutively, we subscribe after authentication confirmation. func (s *Stream) handleAuth() { op := WsOp{ Op: WsEventSubscribe, Args: []WsArg{ { InstType: instSpV2, Channel: ChannelAccount, Coin: "default", // all coins }, }, } if len(s.privateChannelSymbols) > 0 { for _, symbol := range s.privateChannelSymbols { op.Args = append(op.Args, WsArg{ InstType: instSpV2, Channel: ChannelOrders, InstId: symbol, }) } } else { log.Warnf("you have not subscribed to any order channels") } if err := s.Conn.WriteJSON(op); err != nil { log.WithError(err).Error("failed to send subscription request") return } } func (s *Stream) SetPrivateChannelSymbols(symbols []string) { s.privateChannelSymbols = symbols } func (s *Stream) handlerConnect() { if s.PublicOnly { // errors are handled in the syncSubscriptions, so they are skipped here. _ = s.syncSubscriptions(WsEventSubscribe) } else { timestamp := strconv.FormatInt(time.Now().Unix(), 10) if err := s.Conn.WriteJSON(WsOp{ Op: WsEventLogin, Args: []WsArg{ { ApiKey: s.key, Passphrase: s.passphrase, Timestamp: timestamp, Sign: bitgetapi.Sign(fmt.Sprintf("%sGET/user/verify", timestamp), s.secret), }, }, }); err != nil { log.WithError(err).Error("failed to auth request") return } } } func (s *Stream) handleBookEvent(o BookEvent) { for _, book := range o.ToGlobalOrderBooks() { switch o.actionType { case ActionTypeSnapshot: s.EmitBookSnapshot(book) case ActionTypeUpdate: s.EmitBookUpdate(book) } } } // ping implements the bitget text message of WebSocket PingPong. func (s *Stream) ping(conn *websocket.Conn) error { err := conn.WriteMessage(websocket.TextMessage, pingBytes) if err != nil { log.WithError(err).Error("ping error", err) return nil } return nil } func convertSubscription(sub types.Subscription) (WsArg, error) { arg := WsArg{ // support spot only InstType: instSpV2, Channel: "", InstId: sub.Symbol, } switch sub.Channel { case types.BookChannel: arg.Channel = ChannelOrderBook5 switch sub.Options.Depth { case types.DepthLevel5: arg.Channel = ChannelOrderBook5 case types.DepthLevel15, types.DepthLevelMedium: arg.Channel = ChannelOrderBook15 case types.DepthLevel200, types.DepthLevelFull: log.Warn("*** The subscription events for the order book may return fewer than 200 bids/asks at a depth of 200. ***") arg.Channel = ChannelOrderBook } return arg, nil case types.MarketTradeChannel: arg.Channel = ChannelTrade return arg, nil case types.KLineChannel: interval, found := toLocalInterval[sub.Options.Interval] if !found { return WsArg{}, fmt.Errorf("interval %s not supported on KLine subscription", sub.Options.Interval) } arg.Channel = ChannelType(interval) return arg, nil } return arg, fmt.Errorf("unsupported stream channel: %s", sub.Channel) } func parseWebSocketEvent(in []byte) (interface{}, error) { switch { case bytes.Equal(in, pongBytes): // return global pong event to avoid emit raw message return types.WebsocketPongEvent{}, nil default: return parseEvent(in) } } func parseEvent(in []byte) (interface{}, error) { var event WsEvent err := json.Unmarshal(in, &event) if err != nil { return nil, err } if event.IsOp() { return &event, nil } ch := event.Arg.Channel switch ch { case ChannelAccount: var acct AccountEvent err = json.Unmarshal(event.Data, &acct.Balances) if err != nil { return nil, fmt.Errorf("failed to unmarshal data into AccountEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err) } acct.actionType = event.Action acct.instId = event.Arg.InstId return &acct, nil case ChannelOrderBook, ChannelOrderBook5, ChannelOrderBook15: var book BookEvent err = json.Unmarshal(event.Data, &book.Events) if err != nil { return nil, fmt.Errorf("failed to unmarshal data into BookEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err) } book.actionType = event.Action book.instId = event.Arg.InstId return &book, nil case ChannelOrders: var order OrderTradeEvent err = json.Unmarshal(event.Data, &order.Orders) if err != nil { return nil, fmt.Errorf("failed to unmarshal data into OrderTradeEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err) } order.actionType = event.Action order.instId = event.Arg.InstId return &order, nil case ChannelTrade: var trade MarketTradeEvent err = json.Unmarshal(event.Data, &trade.Events) if err != nil { return nil, fmt.Errorf("failed to unmarshal data into MarketTradeEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err) } trade.actionType = event.Action trade.instId = event.Arg.InstId return &trade, nil default: // handle the `KLine` case here to avoid complicating the code structure. if strings.HasPrefix(string(ch), "candle") { var kline KLineEvent err = json.Unmarshal(event.Data, &kline.Events) if err != nil { return nil, fmt.Errorf("failed to unmarshal data into KLineEvent, Arg: %+v Data: %s, err: %w", event.Arg, string(event.Data), err) } kline.actionType = event.Action kline.channel = ch kline.instId = event.Arg.InstId return &kline, nil } // return an error for any other case return nil, fmt.Errorf("unhandled websocket event: %+v", string(in)) } } func (s *Stream) handleMaretTradeEvent(m MarketTradeEvent) { if m.actionType == ActionTypeSnapshot { // we don't support snapshot event return } for _, trade := range m.Events { globalTrade, err := trade.ToGlobal(m.instId) if err != nil { if marketTradeLogLimiter.Allow() { log.WithError(err).Error("failed to convert to market trade") } return } s.EmitMarketTrade(globalTrade) } } func (s *Stream) handleKLineEvent(k KLineEvent) { if k.actionType == ActionTypeSnapshot { // we don't support snapshot event return } interval, found := toGlobalInterval[string(k.channel)] if !found { if kLineLogLimiter.Allow() { log.Errorf("unexpected interval %s on KLine subscription", k.channel) } return } for _, kline := range k.Events { last, ok := s.lastCandle[k.CacheKey()] if ok && kline.StartTime.Time().After(last.StartTime.Time()) { last.Closed = true s.EmitKLineClosed(last) } kLine := kline.ToGlobal(interval, k.instId) s.EmitKLine(kLine) s.lastCandle[k.CacheKey()] = kLine } } func (s *Stream) handleAccountEvent(m AccountEvent) { balanceMap := toGlobalBalanceMap(m.Balances) if len(balanceMap) == 0 { return } if m.actionType == ActionTypeUpdate { s.StandardStream.EmitBalanceUpdate(balanceMap) return } s.StandardStream.EmitBalanceSnapshot(balanceMap) } func (s *Stream) handleOrderTradeEvent(m OrderTradeEvent) { if len(m.Orders) == 0 { return } debugf("received OrderTradeEvent: %+v", m) for _, order := range m.Orders { debugf("received Order: %+v", order) globalOrder, err := order.toGlobalOrder() if err != nil { if orderLogLimiter.Allow() { log.Errorf("failed to convert order to global: %s", err) } continue } // The bitget support only snapshot on orders channel, so we use snapshot as update to emit data. if m.actionType != ActionTypeSnapshot { continue } s.StandardStream.EmitOrderUpdate(globalOrder) if order.TradeId == 0 { continue } debugf("received Trade: %+v", order.Trade) switch globalOrder.Status { case types.OrderStatusPartiallyFilled, types.OrderStatusFilled: trade, err := order.toGlobalTrade() if err != nil { if tradeLogLimiter.Allow() { log.Errorf("failed to convert trade to global: %s", err) } continue } s.StandardStream.EmitTradeUpdate(trade) } } }