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websocket.go
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websocket.go
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package realtime
import (
"context"
"crypto/hmac"
"crypto/sha256"
"encoding/hex"
"encoding/json"
"fmt"
"log"
"os"
"time"
"github.com/buger/jsonparser"
"github.com/colinrmoody/go-ftx/rest/private/fills"
"github.com/colinrmoody/go-ftx/rest/private/orders"
"github.com/colinrmoody/go-ftx/rest/public/markets"
"github.com/colinrmoody/go-ftx/types"
"github.com/gorilla/websocket"
)
const (
UNDEFINED = iota
ERROR
TICKER
TRADES
ORDERBOOK
ORDERS
FILLS
)
type request struct {
Op string `json:"op"`
Channel string `json:"channel"`
Market string `json:"market"`
}
// {"op": "login", "args": {"key": "<api_key>", "sign": "<signature>", "time": 1111}}
type requestForPrivate struct {
Op string `json:"op"`
Args map[string]interface{} `json:"args"`
}
type Response struct {
Type int
Symbol string
Ticker markets.Ticker
Trades []markets.Trade
Orderbook Orderbook
Orders orders.Order
Fills fills.Fill
Results error
}
type Orderbook struct {
Bids [][]float64 `json:"bids"`
Asks [][]float64 `json:"asks"`
// Action return update/partial
Action string `json:"action"`
Time types.FtxTime `json:"time"`
Checksum int `json:"checksum"`
}
func subscribe(conn *websocket.Conn, channels, symbols []string) error {
if symbols != nil {
for i := range channels {
for j := range symbols {
if err := conn.WriteJSON(&request{
Op: "subscribe",
Channel: channels[i],
Market: symbols[j],
}); err != nil {
return err
}
}
}
} else {
for i := range channels {
if err := conn.WriteJSON(&request{
Op: "subscribe",
Channel: channels[i],
}); err != nil {
return err
}
}
}
return nil
}
func unsubscribe(conn *websocket.Conn, channels, symbols []string) error {
if symbols != nil {
for i := range channels {
for j := range symbols {
if err := conn.WriteJSON(&request{
Op: "unsubscribe",
Channel: channels[i],
Market: symbols[j],
}); err != nil {
return err
}
}
}
} else {
for i := range channels {
if err := conn.WriteJSON(&request{
Op: "unsubscribe",
Channel: channels[i],
}); err != nil {
return err
}
}
}
return nil
}
func ping(conn *websocket.Conn) (err error) {
ticker := time.NewTicker(15 * time.Second)
defer ticker.Stop()
for {
select {
case <-ticker.C:
if err := conn.WriteMessage(websocket.PingMessage, []byte(`{"op": "pong"}`)); err != nil {
goto EXIT
}
}
}
EXIT:
return err
}
func Connect(ctx context.Context, ch chan Response, channels, symbols []string, l *log.Logger) error {
if l == nil {
l = log.New(os.Stdout, "ftx websocket", log.Llongfile)
}
conn, _, err := websocket.DefaultDialer.Dial("wss://ftx.com/ws/", nil)
if err != nil {
return err
}
if err := subscribe(conn, channels, symbols); err != nil {
return err
}
// ping each 15sec for exchange
go ping(conn)
go func() {
defer conn.Close()
defer unsubscribe(conn, channels, symbols)
RESTART:
for {
var res Response
_, msg, err := conn.ReadMessage()
if err != nil {
l.Printf("[ERROR]: msg error: %+v", err)
res.Type = ERROR
res.Results = fmt.Errorf("%v", err)
ch <- res
break RESTART
}
typeMsg, err := jsonparser.GetString(msg, "type")
if typeMsg == "error" {
l.Printf("[ERROR]: error: %+v", string(msg))
res.Type = ERROR
res.Results = fmt.Errorf("%v", string(msg))
ch <- res
break RESTART
}
channel, err := jsonparser.GetString(msg, "channel")
if err != nil {
l.Printf("[ERROR]: channel error: %+v", string(msg))
res.Type = ERROR
res.Results = fmt.Errorf("%v", string(msg))
ch <- res
break RESTART
}
market, err := jsonparser.GetString(msg, "market")
if err != nil {
l.Printf("[ERROR]: market err: %+v", string(msg))
res.Type = ERROR
res.Results = fmt.Errorf("%v", string(msg))
ch <- res
break RESTART
}
res.Symbol = market
data, _, _, err := jsonparser.Get(msg, "data")
if err != nil {
if isSubscribe, _ := jsonparser.GetString(msg, "type"); isSubscribe == "subscribed" {
l.Printf("[SUCCESS]: %s %+v", isSubscribe, string(msg))
continue
} else {
err = fmt.Errorf("[ERROR]: data err: %v %s", err, string(msg))
l.Println(err)
res.Type = ERROR
res.Results = err
ch <- res
break RESTART
}
}
switch channel {
case "ticker":
res.Type = TICKER
if err := json.Unmarshal(data, &res.Ticker); err != nil {
l.Printf("[WARN]: cant unmarshal ticker %+v", err)
continue
}
case "trades":
res.Type = TRADES
if err := json.Unmarshal(data, &res.Trades); err != nil {
l.Printf("[WARN]: cant unmarshal trades %+v", err)
continue
}
case "orderbook":
res.Type = ORDERBOOK
if err := json.Unmarshal(data, &res.Orderbook); err != nil {
l.Printf("[WARN]: cant unmarshal orderbook %+v", err)
continue
}
default:
res.Type = UNDEFINED
res.Results = fmt.Errorf("%v", string(msg))
}
ch <- res
}
}()
return nil
}
func ConnectForPrivate(ctx context.Context, ch chan Response, key, secret string, channels []string, l *log.Logger, subaccount ...string) error {
if l == nil {
l = log.New(os.Stdout, "ftx websocket", log.Llongfile)
}
conn, _, err := websocket.DefaultDialer.Dial("wss://ftx.com/ws/", nil)
if err != nil {
return err
}
// sign up
if err := signature(conn, key, secret, subaccount); err != nil {
return err
}
if err := subscribe(conn, channels, nil); err != nil {
return err
}
go ping(conn)
go func() {
defer conn.Close()
defer unsubscribe(conn, channels, nil)
RESTART:
for {
var res Response
_, msg, err := conn.ReadMessage()
if err != nil {
l.Printf("[ERROR]: msg error: %+v", err)
res.Type = ERROR
res.Results = fmt.Errorf("%v", err)
ch <- res
break RESTART
}
typeMsg, err := jsonparser.GetString(msg, "type")
if typeMsg == "error" {
l.Printf("[ERROR]: error: %+v", string(msg))
res.Type = ERROR
res.Results = fmt.Errorf("%v", string(msg))
ch <- res
break RESTART
}
channel, err := jsonparser.GetString(msg, "channel")
if err != nil {
l.Printf("[ERROR]: channel error: %+v", string(msg))
res.Type = ERROR
res.Results = fmt.Errorf("%v", string(msg))
ch <- res
break RESTART
}
data, _, _, err := jsonparser.Get(msg, "data")
if err != nil {
if isSubscribe, _ := jsonparser.GetString(msg, "type"); isSubscribe == "subscribed" {
l.Printf("[SUCCESS]: %s %+v", isSubscribe, string(msg))
continue
} else {
err = fmt.Errorf("[ERROR]: data err: %v %s", err, string(msg))
l.Println(err)
res.Type = ERROR
res.Results = err
ch <- res
break RESTART
}
}
// Private channel has not market name.
switch channel {
case "orders":
res.Type = ORDERS
if err := json.Unmarshal(data, &res.Orders); err != nil {
l.Printf("[WARN]: cant unmarshal orders %+v", err)
continue
}
case "fills":
res.Type = FILLS
if err := json.Unmarshal(data, &res.Fills); err != nil {
l.Printf("[WARN]: cant unmarshal fills %+v", err)
continue
}
default:
res.Type = UNDEFINED
res.Results = fmt.Errorf("%v", string(msg))
}
ch <- res
}
}()
return nil
}
func signature(conn *websocket.Conn, key, secret string, subaccount []string) error {
// key: your API key
// time: integer current timestamp (in milliseconds)
// sign: SHA256 HMAC of the following string, using your API secret: <time>websocket_login
// subaccount: (optional) subaccount name
// As an example, if:
// time: 1557246346499
// secret: 'Y2QTHI23f23f23jfjas23f23To0RfUwX3H42fvN-'
// sign would be d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9
// One websocket connection may be logged in to at most one user. If the connection is already authenticated, further attempts to log in will result in 400s.
msec := time.Now().UTC().UnixNano() / int64(time.Millisecond)
mac := hmac.New(sha256.New, []byte(secret))
mac.Write([]byte(fmt.Sprintf("%dwebsocket_login", msec)))
args := map[string]interface{}{
"key": key,
"sign": hex.EncodeToString(mac.Sum(nil)),
"time": msec,
}
if len(subaccount) > 0 {
args["subaccount"] = subaccount[0]
}
if err := conn.WriteJSON(&requestForPrivate{
Op: "login",
Args: args,
}); err != nil {
return err
}
return nil
}