160 lines
5.7 KiB
Go
160 lines
5.7 KiB
Go
package kucoin
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import (
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"encoding/json"
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"time"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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type WebSocketMessageType string
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const (
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WebSocketMessageTypePing WebSocketMessageType = "ping"
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WebSocketMessageTypeSubscribe WebSocketMessageType = "subscribe"
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WebSocketMessageTypeUnsubscribe WebSocketMessageType = "unsubscribe"
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WebSocketMessageTypeAck WebSocketMessageType = "ack"
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WebSocketMessageTypeError WebSocketMessageType = "error"
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WebSocketMessageTypePong WebSocketMessageType = "pong"
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WebSocketMessageTypeWelcome WebSocketMessageType = "welcome"
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WebSocketMessageTypeMessage WebSocketMessageType = "message"
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)
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type WebSocketSubject string
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const (
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WebSocketSubjectTradeTicker WebSocketSubject = "trade.ticker"
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WebSocketSubjectTradeSnapshot WebSocketSubject = "trade.snapshot" // ticker snapshot
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WebSocketSubjectTradeL2Update WebSocketSubject = "trade.l2update" // order book L2
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WebSocketSubjectLevel2 WebSocketSubject = "level2" // level2
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WebSocketSubjectTradeCandlesUpdate WebSocketSubject = "trade.candles.update"
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WebSocketSubjectTradeCandlesAdd WebSocketSubject = "trade.candles.add"
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// private subjects
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WebSocketSubjectOrderChange WebSocketSubject = "orderChange"
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WebSocketSubjectAccountBalance WebSocketSubject = "account.balance"
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WebSocketSubjectStopOrder WebSocketSubject = "stopOrder"
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)
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type WebSocketCommand struct {
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Id int64 `json:"id"`
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Type WebSocketMessageType `json:"type"`
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Topic string `json:"topic"`
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PrivateChannel bool `json:"privateChannel"`
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Response bool `json:"response"`
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}
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func (c *WebSocketCommand) JSON() ([]byte, error) {
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type tt WebSocketCommand
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var a = (*tt)(c)
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return json.Marshal(a)
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}
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type WebSocketEvent struct {
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Type WebSocketMessageType `json:"type"`
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Topic string `json:"topic"`
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Subject WebSocketSubject `json:"subject"`
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Data json.RawMessage `json:"data"`
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Code int `json:"code"` // used in type error
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// Object is used for storing the parsed Data
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Object interface{} `json:"-"`
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}
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type WebSocketTickerEvent struct {
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Sequence string `json:"sequence"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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BestAsk fixedpoint.Value `json:"bestAsk"`
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BestAskSize fixedpoint.Value `json:"bestAskSize"`
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BestBid fixedpoint.Value `json:"bestBid"`
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BestBidSize fixedpoint.Value `json:"bestBidSize"`
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}
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type WebSocketOrderBookL2Event struct {
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SequenceStart int64 `json:"sequenceStart"`
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SequenceEnd int64 `json:"sequenceEnd"`
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Symbol string `json:"symbol"`
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Changes struct {
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Asks types.PriceVolumeSlice `json:"asks"`
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Bids types.PriceVolumeSlice `json:"bids"`
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} `json:"changes"`
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Time types.MillisecondTimestamp `json:"time"`
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}
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type WebSocketCandleEvent struct {
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Symbol string `json:"symbol"`
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Candles []string `json:"candles"`
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Time types.MillisecondTimestamp `json:"time"`
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// Interval is an injected field (not from the payload)
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Interval types.Interval
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// Is a new candle or not
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Add bool
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}
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func (e *WebSocketCandleEvent) KLine() types.KLine {
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startTime := types.MustParseUnixTimestamp(e.Candles[0])
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openPrice := fixedpoint.MustNewFromString(e.Candles[1])
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closePrice := fixedpoint.MustNewFromString(e.Candles[2])
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highPrice := fixedpoint.MustNewFromString(e.Candles[3])
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lowPrice := fixedpoint.MustNewFromString(e.Candles[4])
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volume := fixedpoint.MustNewFromString(e.Candles[5])
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quoteVolume := fixedpoint.MustNewFromString(e.Candles[6])
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kline := types.KLine{
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Exchange: types.ExchangeKucoin,
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Symbol: toGlobalSymbol(e.Symbol),
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StartTime: types.Time(startTime),
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EndTime: types.Time(startTime.Add(e.Interval.Duration() - time.Millisecond)),
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Interval: e.Interval,
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Open: openPrice,
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Close: closePrice,
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High: highPrice,
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Low: lowPrice,
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Volume: volume,
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QuoteVolume: quoteVolume,
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Closed: false,
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}
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return kline
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}
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type WebSocketPrivateOrderEvent struct {
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OrderId string `json:"orderId"`
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TradeId string `json:"tradeId"`
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Symbol string `json:"symbol"`
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OrderType string `json:"orderType"`
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Side string `json:"side"`
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Type string `json:"type"`
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OrderTime types.NanosecondTimestamp `json:"orderTime"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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FilledSize fixedpoint.Value `json:"filledSize"`
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RemainSize fixedpoint.Value `json:"remainSize"`
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Liquidity string `json:"liquidity"`
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MatchPrice fixedpoint.Value `json:"matchPrice"`
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MatchSize fixedpoint.Value `json:"matchSize"`
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ClientOid string `json:"clientOid"`
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Status string `json:"status"`
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Ts types.MillisecondTimestamp `json:"ts"`
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}
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type WebSocketAccountBalanceEvent struct {
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Total fixedpoint.Value `json:"total"`
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Available fixedpoint.Value `json:"available"`
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AvailableChange fixedpoint.Value `json:"availableChange"`
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Currency string `json:"currency"`
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Hold fixedpoint.Value `json:"hold"`
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HoldChange fixedpoint.Value `json:"holdChange"`
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RelationEvent string `json:"relationEvent"`
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RelationEventId string `json:"relationEventId"`
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RelationContext struct {
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Symbol string `json:"symbol"`
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TradeId string `json:"tradeId"`
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OrderId string `json:"orderId"`
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} `json:"relationContext"`
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Time string `json:"time"`
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}
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