package binance import ( "context" "fmt" "github.com/adshao/go-binance" "github.com/gorilla/websocket" "github.com/sirupsen/logrus" "strings" "time" ) type SubscribeOptions struct { Interval string Depth string } func (o SubscribeOptions) String() string { if len(o.Interval) > 0 { return o.Interval } return o.Depth } type Subscription struct { Symbol string Channel string Options SubscribeOptions } func (s *Subscription) String() string { // binance uses lower case symbol name return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String()) } type StreamRequest struct { // request ID is required ID int `json:"id"` Method string `json:"method"` Params []string `json:"params"` } type PrivateStream struct { Client *binance.Client ListenKey string Conn *websocket.Conn Subscriptions []Subscription } func (s *PrivateStream) Subscribe(channel string, symbol string, options SubscribeOptions) { s.Subscriptions = append(s.Subscriptions, Subscription{ Channel: channel, Symbol: symbol, Options: options, }) } func (s *PrivateStream) Connect(ctx context.Context, eventC chan interface{}) error { url := "wss://stream.binance.com:9443/ws/" + s.ListenKey conn, _, err := websocket.DefaultDialer.Dial(url, nil) if err != nil { return err } logrus.Infof("[binance] websocket connected") s.Conn = conn var params []string for _, subscription := range s.Subscriptions { params = append(params, subscription.String()) } logrus.Infof("[binance] subscribing channels: %+v", params) err = conn.WriteJSON(StreamRequest{ Method: "SUBSCRIBE", Params: params, ID: 1, }) if err != nil { return err } go s.read(ctx, eventC) return nil } func (s *PrivateStream) read(ctx context.Context, eventC chan interface{}) { defer close(eventC) ticker := time.NewTicker(30 * time.Minute) defer ticker.Stop() for { select { case <-ctx.Done(): return case <-ticker.C: err := s.Client.NewKeepaliveUserStreamService().ListenKey(s.ListenKey).Do(ctx) if err != nil { logrus.WithError(err).Error("listen key keep-alive error", err) } default: if err := s.Conn.SetReadDeadline(time.Now().Add(15 * time.Second)); err != nil { logrus.WithError(err).Errorf("set read deadline error: %s", err.Error()) } mt, message, err := s.Conn.ReadMessage() if err != nil { logrus.WithError(err).Errorf("read error: %s", err.Error()) return } // skip non-text messages if mt != websocket.TextMessage { continue } logrus.Debugf("[binance] recv: %s", message) e, err := ParseEvent(string(message)) if err != nil { logrus.WithError(err).Errorf("[binance] event parse error") continue } eventC <- e } } } func (s *PrivateStream) Close() error { logrus.Infof("[binance] closing user data stream...") defer s.Conn.Close() // use background context to close user stream err := s.Client.NewCloseUserStreamService().ListenKey(s.ListenKey).Do(context.Background()) if err != nil { logrus.WithError(err).Error("[binance] error close user data stream") return err } return err }