forked from f0cii/bybit-api
/
ws.go
384 lines (338 loc) · 8.32 KB
/
ws.go
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package ws
import (
"context"
"crypto/hmac"
"crypto/sha256"
"encoding/hex"
"errors"
"fmt"
"github.com/chuckpreslar/emission"
"github.com/Kianrad/bybit-api/recws"
"github.com/gorilla/websocket"
"github.com/tidwall/gjson"
"log"
"net/http"
"net/url"
"strings"
"sync"
"time"
)
const (
MaxTryTimes = 10
)
// https://github.com/bybit-exchange/bybit-official-api-docs/blob/master/zh_cn/websocket.md
// 测试网地址
// wss://stream-testnet.bybit.com/realtime
// 主网地址
// wss://stream.bybit.com/realtime
const (
HostReal = "wss://stream.bybit.com/realtime"
HostTestnet = "wss://stream-testnet.bybit.com/realtime"
)
const (
WSOrderBook25L1 = "orderBookL2_25" // 新版25档orderBook: order_book_25L1.BTCUSD
WSKLine = "kline" // K线: kline.BTCUSD.1m
WSTrade = "trade" // 实时交易: trade/trade.BTCUSD
WSInsurance = "insurance" // 每日保险基金更新: insurance
WSInstrument = "instrument" // 产品最新行情: instrument
WSPosition = "position" // 仓位变化: position
WSExecution = "execution" // 委托单成交信息: execution
WSOrder = "order" // 委托单的更新: order
WSDisconnected = "disconnected" // WS断开事件
)
var (
topicOrderBook25l1prefix = WSOrderBook25L1 + "."
)
type Configuration struct {
Addr string `json:"addr"`
Proxy string `json:"proxy"` // http://127.0.0.1:1081
ApiKey string `json:"api_key"`
SecretKey string `json:"secret_key"`
AutoReconnect bool `json:"auto_reconnect"`
DebugMode bool `json:"debug_mode"`
}
type ByBitWS struct {
cfg *Configuration
ctx context.Context
cancel context.CancelFunc
conn *recws.RecConn
mu sync.RWMutex
Ended bool
subscribeCmds []Cmd
orderBookLocals map[string]*OrderBookLocal // key: symbol
emitter *emission.Emitter
}
func New(config *Configuration) *ByBitWS {
b := &ByBitWS{
cfg: config,
emitter: emission.NewEmitter(),
orderBookLocals: make(map[string]*OrderBookLocal),
}
b.ctx, b.cancel = context.WithCancel(context.Background())
b.conn = &recws.RecConn{
KeepAliveTimeout: 60 * time.Second,
NonVerbose: true,
}
if config.Proxy != "" {
proxy, err := url.Parse(config.Proxy)
if err != nil {
return nil
}
b.conn.Proxy = http.ProxyURL(proxy)
}
b.conn.SubscribeHandler = b.subscribeHandler
return b
}
func (b *ByBitWS) subscribeHandler() error {
if b.cfg.DebugMode {
log.Printf("BybitWs subscribeHandler")
}
b.mu.Lock()
defer b.mu.Unlock()
if b.cfg.ApiKey != "" && b.cfg.SecretKey != "" {
err := b.Auth()
if err != nil {
log.Printf("BybitWs auth error: %v", err)
}
}
for _, cmd := range b.subscribeCmds {
err := b.SendCmd(cmd)
if err != nil {
log.Printf("BybitWs SendCmd return error: %v", err)
}
}
return nil
}
func (b *ByBitWS) closeHandler(code int, text string) error {
if b.cfg.DebugMode {
log.Printf("BybitWs close handle executed code=%v text=%v", code, text)
}
return nil
}
// IsConnected returns the WebSocket connection state
func (b *ByBitWS) IsConnected() bool {
return b.conn.IsConnected()
}
func (b *ByBitWS) Subscribe(arg string) {
cmd := Cmd{
Op: "subscribe",
Args: []interface{}{arg},
}
b.subscribeCmds = append(b.subscribeCmds, cmd)
b.SendCmd(cmd)
}
func (b *ByBitWS) SendCmd(cmd Cmd) error {
data, err := json.Marshal(cmd)
if err != nil {
return err
}
return b.Send(string(data))
}
func (b *ByBitWS) Send(msg string) (err error) {
defer func() {
if r := recover(); r != nil {
err = errors.New(fmt.Sprintf("BybitWs send error: %v", r))
}
}()
err = b.conn.WriteMessage(websocket.TextMessage, []byte(msg))
return
}
func (b *ByBitWS) Start() error {
b.connect()
cancel := make(chan struct{})
go func() {
t := time.NewTicker(time.Second * 5)
defer t.Stop()
for {
select {
case <-t.C:
b.ping()
case <-cancel:
return
}
}
}()
go func() {
defer close(cancel)
for {
messageType, data, err := b.conn.ReadMessage()
if err != nil {
log.Printf("BybitWs Read error, closing connection: %v", err)
b.conn.Close()
b.Ended = true
return
}
b.processMessage(messageType, data)
}
}()
return nil
}
func (b *ByBitWS) connect() {
b.conn.Dial(b.cfg.Addr, nil)
}
func (b *ByBitWS) ping() {
defer func() {
if r := recover(); r != nil {
log.Printf("BybitWs ping error: %v", r)
}
}()
if !b.IsConnected() {
return
}
err := b.conn.WriteMessage(websocket.TextMessage, []byte(`{"op":"ping"}`))
if err != nil {
log.Printf("BybitWs ping error: %v", err)
}
}
func (b *ByBitWS) Auth() error {
// 单位:毫秒
expires := time.Now().Unix()*1000 + 10000
req := fmt.Sprintf("GET/realtime%d", expires)
sig := hmac.New(sha256.New, []byte(b.cfg.SecretKey))
sig.Write([]byte(req))
signature := hex.EncodeToString(sig.Sum(nil))
cmd := Cmd{
Op: "auth",
Args: []interface{}{
b.cfg.ApiKey,
//fmt.Sprintf("%v", expires),
expires,
signature,
},
}
err := b.SendCmd(cmd)
return err
}
func (b *ByBitWS) processMessage(messageType int, data []byte) {
ret := gjson.ParseBytes(data)
if b.cfg.DebugMode {
log.Printf("BybitWs %v", string(data))
}
// 处理心跳包
if ret.Get("ret_msg").String() == "pong" {
b.handlePong()
}
if topicValue := ret.Get("topic"); topicValue.Exists() {
topic := topicValue.String()
if strings.HasPrefix(topic, topicOrderBook25l1prefix) {
symbol := topic[len(topicOrderBook25l1prefix):]
type_ := ret.Get("type").String()
raw := ret.Get("data").Raw
switch type_ {
case "snapshot":
var data []*OrderBookL2
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processOrderBookSnapshot(symbol, data...)
case "delta":
var delta OrderBookL2Delta
err := json.Unmarshal([]byte(raw), &delta)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processOrderBookDelta(symbol, &delta)
}
} else if strings.HasPrefix(topic, WSTrade) {
symbol := strings.TrimLeft(topic, WSTrade+".")
raw := ret.Get("data").Raw
var data []*Trade
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processTrade(symbol, data...)
} else if strings.HasPrefix(topic, WSKLine) {
// kline.BTCUSD.1m
topicArray := strings.Split(topic, ".")
if len(topicArray) != 3 {
return
}
symbol := topicArray[1]
raw := ret.Get("data").Raw
var data KLine
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processKLine(symbol, data)
} else if strings.HasPrefix(topic, WSInsurance) {
// insurance.BTC
topicArray := strings.Split(topic, ".")
if len(topicArray) != 2 {
return
}
currency := topicArray[1]
raw := ret.Get("data").Raw
var data []*Insurance
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processInsurance(currency, data...)
} else if strings.HasPrefix(topic, WSInstrument) {
topicArray := strings.Split(topic, ".")
if len(topicArray) != 2 {
return
}
symbol := topicArray[1]
raw := ret.Get("data").Raw
var data []*Instrument
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processInstrument(symbol, data...)
} else if topic == WSPosition {
raw := ret.Get("data").Raw
var data []*Position
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processPosition(data...)
} else if topic == WSExecution {
raw := ret.Get("data").Raw
var data []*Execution
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processExecution(data...)
} else if topic == WSOrder {
raw := ret.Get("data").Raw
var data []*Order
err := json.Unmarshal([]byte(raw), &data)
if err != nil {
log.Printf("BybitWs %v", err)
return
}
b.processOrder(data...)
}
return
}
}
func (b *ByBitWS) handlePong() (err error) {
defer func() {
if r := recover(); r != nil {
err = errors.New(fmt.Sprintf("handlePong error: %v", r))
}
}()
pongHandler := b.conn.PongHandler()
if pongHandler != nil {
pongHandler("pong")
}
return nil
}
func (b *ByBitWS) CloseAndReconnect() {
b.conn.CloseAndReconnect()
}