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CoinBaseScraper.go
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CoinBaseScraper.go
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package scrapers
import (
"encoding/json"
"errors"
"strconv"
"sync"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
"github.com/diadata-org/diadata/pkg/utils"
ws "github.com/gorilla/websocket"
gdax "github.com/preichenberger/go-coinbasepro/v2"
)
type CoinBaseScraper struct {
// signaling channels
shutdown chan nothing
shutdownDone chan nothing
// error handling; to read error or closed, first acquire read lock
// only cleanup method should hold write lock
errorLock sync.RWMutex
error error
closed bool
pairScrapers map[string]*CoinBasePairScraper // pc.ExchangePair -> pairScraperSet
wsConn *ws.Conn
exchangeName string
chanTrades chan *dia.Trade
db *models.RelDB
}
const (
ChannelHeartbeat = "heartbeat"
ChannelTicker = "ticker"
ChannelLevel2 = "level2"
ChannelUser = "user"
ChannelMatches = "matches"
ChannelFull = "full"
)
// NewCoinBaseScraper returns a new CoinBaseScraper initialized with default values.
// The instance is asynchronously scraping as soon as it is created.
func NewCoinBaseScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *CoinBaseScraper {
s := &CoinBaseScraper{
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
pairScrapers: make(map[string]*CoinBasePairScraper),
exchangeName: exchange.Name,
error: nil,
chanTrades: make(chan *dia.Trade),
db: relDB,
}
var wsDialer ws.Dialer
SwConn, _, err := wsDialer.Dial("wss://ws-feed.pro.coinbase.com", nil)
if err != nil {
println(err.Error())
}
s.wsConn = SwConn
if scrape {
go s.mainLoop()
}
return s
}
// mainLoop runs in a goroutine until channel s is closed.
func (s *CoinBaseScraper) mainLoop() {
var err error
for {
message := gdax.Message{}
if err = s.wsConn.ReadJSON(&message); err != nil {
println(err.Error())
break
}
if message.Type == ChannelTicker {
ps, ok := s.pairScrapers[message.ProductID]
if ok {
var f64Price float64
var f64Volume float64
var exchangepair dia.ExchangePair
f64Price, err = strconv.ParseFloat(message.Price, 64)
if err == nil {
f64Volume, err = strconv.ParseFloat(message.LastSize, 64)
if err == nil {
if message.TradeID != 0 {
if message.Side == "sell" {
f64Volume = -f64Volume
}
exchangepair, err = s.db.GetExchangePairCache(s.exchangeName, message.ProductID)
if err != nil {
log.Error("get exchangepair from cache: ", err)
}
t := &dia.Trade{
Symbol: ps.pair.Symbol,
Pair: message.ProductID,
Price: f64Price,
Volume: f64Volume,
Time: message.Time.Time(),
ForeignTradeID: strconv.FormatInt(int64(message.TradeID), 16),
Source: s.exchangeName,
VerifiedPair: exchangepair.Verified,
BaseToken: exchangepair.UnderlyingPair.BaseToken,
QuoteToken: exchangepair.UnderlyingPair.QuoteToken,
}
if t.VerifiedPair {
log.Info("got verified trade: ", t)
}
log.Info("go trade: ", t)
ps.parent.chanTrades <- t
}
} else {
log.Error("error parsing LastSize " + message.LastSize)
}
} else {
log.Error("error parsing price " + message.Price)
}
} else {
log.Error("unknown productError" + message.ProductID)
}
}
}
s.cleanup(err)
}
// closes all connected PairScrapers
// must only be called from mainLoop
func (s *CoinBaseScraper) cleanup(err error) {
s.errorLock.Lock()
defer s.errorLock.Unlock()
if err != nil {
s.error = err
}
s.closed = true
close(s.shutdownDone) // signal that shutdown is complete
}
// Close closes any existing API connections, as well as channels of
// PairScrapers from calls to ScrapePair
func (s *CoinBaseScraper) Close() error {
if s.closed {
return errors.New("CoinBaseScraper: Already closed")
}
err := s.wsConn.Close()
if err != nil {
log.Error(err)
}
close(s.shutdown)
<-s.shutdownDone
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
func (s *CoinBaseScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
// str := strings.Split(pair.ForeignName, "-")
// symbol := str[0]
// pair.Symbol = symbol
// if helpers.NameForSymbol(symbol) == symbol {
// return pair, errors.New("Foreign name can not be normalized:" + pair.ForeignName + " symbol:" + symbol)
// }
// if helpers.SymbolIsBlackListed(symbol) {
// return pair, errors.New("Symbol is black listed:" + symbol)
// }
return pair, nil
}
// FetchAvailablePairs returns a list with all available trade pairs
func (s *CoinBaseScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
data, _, err := utils.GetRequest("https://api.pro.coinbase.com/products")
if err != nil {
return
}
var ar []gdax.Product
err = json.Unmarshal(data, &ar)
if err == nil {
for _, p := range ar {
pairToNormalise := dia.ExchangePair{
Symbol: p.BaseCurrency,
ForeignName: p.ID,
Exchange: s.exchangeName,
}
pair, serr := s.NormalizePair(pairToNormalise)
if serr == nil {
pairs = append(pairs, pair)
} else {
log.Error(serr)
}
}
}
return
}
// FillSymbolData collects all available information on an asset traded on CoinBase
func (s *CoinBaseScraper) FillSymbolData(symbol string) (asset dia.Asset, err error) {
var response gdax.Currency
data, _, err := utils.GetRequest("https://api.pro.coinbase.com/currencies/" + symbol)
if err != nil {
return
}
err = json.Unmarshal(data, &response)
if err != nil {
return
}
asset.Symbol = response.ID
asset.Name = response.Name
return asset, nil
}
// CoinBasePairScraper implements PairScraper for GDax
type CoinBasePairScraper struct {
parent *CoinBaseScraper
pair dia.ExchangePair
closed bool
lastRecord int64
}
// ScrapePair returns a PairScraper that can be used to get trades for a single pair from
// this APIScraper
func (s *CoinBaseScraper) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
s.errorLock.RLock()
defer s.errorLock.RUnlock()
if s.error != nil {
return nil, s.error
}
if s.closed {
return nil, errors.New("CoinBaseScraper: Call ScrapePair on closed scraper")
}
ps := &CoinBasePairScraper{
parent: s,
pair: pair,
lastRecord: 0, //TODO FIX to figure out the last we got...
}
s.pairScrapers[pair.ForeignName] = ps
subscribe := gdax.Message{
Type: "subscribe",
Channels: []gdax.MessageChannel{
{
Name: ChannelHeartbeat,
ProductIds: []string{
pair.ForeignName,
},
},
{
Name: ChannelTicker,
ProductIds: []string{
pair.ForeignName,
},
},
},
}
if err := s.wsConn.WriteJSON(subscribe); err != nil {
println(err.Error())
}
return ps, nil
}
// Channel returns a channel that can be used to receive trades/pricing information
func (ps *CoinBaseScraper) Channel() chan *dia.Trade {
return ps.chanTrades
}
func (ps *CoinBasePairScraper) Close() error {
ps.closed = true
return nil
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (ps *CoinBasePairScraper) Error() error {
s := ps.parent
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// Pair returns the pair this scraper is subscribed to
func (ps *CoinBasePairScraper) Pair() dia.ExchangePair {
return ps.pair
}