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95 lines
2.2 KiB
Go
95 lines
2.2 KiB
Go
package okex
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import (
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"context"
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"github.com/c9s/bbgo/pkg/exchange/okex/okexapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate callbackgen -type KLineStream -interface
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type KLineStream struct {
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types.StandardStream
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kLineEventCallbacks []func(candle KLineEvent)
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}
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func NewKLineStream() *KLineStream {
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k := &KLineStream{
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StandardStream: types.NewStandardStream(),
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}
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k.SetParser(parseWebSocketEvent)
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k.SetDispatcher(k.dispatchEvent)
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k.SetEndpointCreator(func(_ context.Context) (string, error) { return okexapi.PublicBusinessWebSocketURL, nil })
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k.SetPingInterval(pingInterval)
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// K line channel is public only
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k.SetPublicOnly()
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k.OnConnect(k.handleConnect)
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k.OnKLineEvent(k.handleKLineEvent)
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return k
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}
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func (s *KLineStream) handleConnect() {
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var subs []WebsocketSubscription
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for _, subscription := range s.Subscriptions {
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if subscription.Channel != types.KLineChannel {
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continue
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}
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sub, err := convertSubscription(subscription)
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if err != nil {
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log.WithError(err).Errorf("subscription convert error")
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continue
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}
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subs = append(subs, sub)
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}
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subscribe(s.Conn, subs)
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}
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func (s *KLineStream) Connect(ctx context.Context) error {
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if len(s.StandardStream.Subscriptions) == 0 {
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log.Info("no subscriptions in kline")
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return nil
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}
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return s.StandardStream.Connect(ctx)
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}
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func (s *KLineStream) handleKLineEvent(k KLineEvent) {
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for _, event := range k.Events {
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kline := kLineToGlobal(event, types.Interval(k.Interval), k.Symbol)
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if kline.Closed {
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s.EmitKLineClosed(kline)
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} else {
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s.EmitKLine(kline)
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}
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}
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}
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func (s *KLineStream) dispatchEvent(e interface{}) {
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switch et := e.(type) {
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case *WebSocketEvent:
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if err := et.IsValid(); err != nil {
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log.Errorf("invalid event: %v", err)
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return
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}
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case *KLineEvent:
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s.EmitKLineEvent(*et)
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}
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}
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func (s *KLineStream) Unsubscribe() {
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// errors are handled in the syncSubscriptions, so they are skipped here.
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if len(s.StandardStream.Subscriptions) != 0 {
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_ = syncSubscriptions(s.StandardStream.Conn, s.StandardStream.Subscriptions, WsEventTypeUnsubscribe)
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}
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s.Resubscribe(func(old []types.Subscription) (new []types.Subscription, err error) {
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// clear the subscriptions
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return []types.Subscription{}, nil
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})
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}
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