package ftx import ( "context" "fmt" "sync/atomic" "time" "github.com/gorilla/websocket" "github.com/c9s/bbgo/pkg/service" "github.com/c9s/bbgo/pkg/types" ) const endpoint = "wss://ftx.com/ws/" type Stream struct { *types.StandardStream ws *service.WebsocketClientBase km chan klineMessage exchange *Exchange // publicOnly can only be configured before connecting publicOnly int32 key string secret string subAccount string // subscriptions are only accessed in single goroutine environment, so I don't use mutex to protect them subscriptions []websocketRequest } type klineMessage struct { symbol string interval types.Interval } func NewStream(key, secret string, subAccount string, e *Exchange) *Stream { s := &Stream{ exchange: e, key: key, km: make(chan klineMessage), secret: secret, subAccount: subAccount, StandardStream: &types.StandardStream{}, ws: service.NewWebsocketClientBase(endpoint, 3*time.Second), } s.ws.OnMessage((&messageHandler{StandardStream: s.StandardStream}).handleMessage) s.ws.OnConnected(func(conn *websocket.Conn) { subs := []websocketRequest{newLoginRequest(s.key, s.secret, time.Now(), s.subAccount)} subs = append(subs, s.subscriptions...) for _, sub := range subs { if err := conn.WriteJSON(sub); err != nil { s.ws.EmitError(fmt.Errorf("failed to send subscription: %+v", sub)) } } s.EmitConnect() }) return s } func (s *Stream) Connect(ctx context.Context) error { // If it's not public only, let's do the authentication. if atomic.LoadInt32(&s.publicOnly) == 0 { s.subscribePrivateEvents() } if err := s.ws.Connect(ctx); err != nil { return err } s.EmitStart() go s.handleChannelKlineMessage(ctx) go func() { // https://docs.ftx.com/?javascript#request-process tk := time.NewTicker(15 * time.Second) defer tk.Stop() for { select { case <-ctx.Done(): if err := ctx.Err(); err != nil { logger.WithError(err).Errorf("websocket ping goroutine is terminated") } case <-tk.C: if err := s.ws.Conn().WriteJSON(websocketRequest{ Operation: ping, }); err != nil { logger.WithError(err).Warnf("failed to ping, try in next tick") } } } }() return nil } func (s *Stream) subscribePrivateEvents() { s.addSubscription(websocketRequest{ Operation: subscribe, Channel: privateOrdersChannel, }) s.addSubscription(websocketRequest{ Operation: subscribe, Channel: privateTradesChannel, }) } func (s *Stream) addSubscription(request websocketRequest) { s.subscriptions = append(s.subscriptions, request) } func (s *Stream) SetPublicOnly() { atomic.StoreInt32(&s.publicOnly, 1) } func (s *Stream) Subscribe(channel types.Channel, symbol string, option types.SubscribeOptions) { if channel == types.BookChannel { s.addSubscription(websocketRequest{ Operation: subscribe, Channel: orderBookChannel, Market: toLocalSymbol(TrimUpperString(symbol)), }) } else if channel == types.KLineChannel { // FTX does not support kline channel, do polling go s.subscribeKLine(symbol, option) } else { panic("only support book/kline channel now") } } func (s *Stream) handleChannelKlineMessage(ctx context.Context) { for { select { case km := <-s.km: // FTX only returns closed kline klines := getLastKLine(s.exchange, ctx, km.symbol, km.interval) if len(klines) >= 0 { // handle mutiple klines, get the latest one s.EmitKLineClosed(klines[len(klines)-1]) } } } } func (s *Stream) subscribeKLine(symbol string, option types.SubscribeOptions) { interval := types.Interval(option.Interval) if !isIntervalSupportedInKLine(interval) { logger.Errorf("not supported kline interval %s", option.Interval) return } // get current kline candle s.km <- klineMessage{symbol: symbol, interval: interval} ticker := time.NewTicker(interval.Duration()) defer ticker.Stop() for { select { case <-ticker.C: s.km <- klineMessage{symbol: symbol, interval: interval} } } } func getLastKLine(e *Exchange, ctx context.Context, symbol string, interval types.Interval) []types.KLine { // set since to more 30s ago to avoid getting no kline candle since := time.Now().Add(time.Duration(-1*(interval.Minutes()*60+30)) * time.Second) klines, err := e.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{ StartTime: &since, }) if err != nil { logger.WithError(err).Errorf("failed to get kline data") return klines } return klines } func (s *Stream) Close() error { s.subscriptions = nil if s.ws != nil { return s.ws.Conn().Close() } return nil }