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FTXScraper.go
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FTXScraper.go
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package scrapers
import (
"errors"
"strconv"
"strings"
"sync"
"time"
"github.com/cloudingcity/go-ftx/ftx"
"github.com/cloudingcity/go-ftx/ftx/stream"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
)
const (
ftxSpotTradingPair = "spot"
ftxSpotTradingBuy = "buy"
ftxMaxConsecutiveErrCount = 10
ftxBackoffSeconds = 20
)
// FTXScraper is a scraper for FTX
type FTXScraper struct {
api *ftx.Client
ws *stream.Conn
// signaling channels for session initialization and finishing
shutdown chan nothing
shutdownDone chan nothing
signalShutdown sync.Once
signalShutdownDone sync.Once
// error handling; err should be read from error(), closed should be read from isClosed()
// those two methods implement RW lock
errMutex sync.RWMutex
err error
closedMutex sync.RWMutex
closed bool
consecutiveErrCount int
// used to keep track of trading pairs that we subscribed to
pairScrapers map[string]*FTXPairScraper
exchangeName string
chanTrades chan *dia.Trade
db *models.RelDB
}
// NewFTXScraper returns a new FTX scraper
func NewFTXScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *FTXScraper {
s := &FTXScraper{
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
pairScrapers: make(map[string]*FTXPairScraper),
exchangeName: exchange.Name,
err: nil,
chanTrades: make(chan *dia.Trade),
db: relDB,
}
client := ftx.New()
ws, err := client.Connect()
if err != nil {
log.Error(err)
return nil
}
s.ws = ws
s.api = client
if scrape {
go s.mainLoop()
}
return s
}
// Close unsubscribes data and closes any existing WebSocket connections, as well as channels of FTXPairScraper
func (s *FTXScraper) Close() error {
if s.isClosed() {
return errors.New("FTXScraper: Already closed")
}
s.signalShutdown.Do(func() {
close(s.shutdown)
})
<-s.shutdownDone
return s.error()
}
// Channel returns a channel that can be used to receive trades
func (s *FTXScraper) Channel() chan *dia.Trade {
return s.chanTrades
}
// FetchAvailablePairs returns all traded pairs on FTX
func (s *FTXScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
markets, err := s.api.Markets.All()
if err != nil {
return nil, err
}
for _, m := range markets {
if m.Type != ftxSpotTradingPair {
continue
}
pairs = append(pairs, dia.ExchangePair{
Symbol: m.BaseCurrency,
ForeignName: m.Name,
Exchange: s.exchangeName,
})
}
return pairs, nil
}
// FillSymbolData adds the name to the asset underlying @symbol on FTX
func (s *FTXScraper) FillSymbolData(symbol string) (dia.Asset, error) {
return dia.Asset{Symbol: symbol}, nil
}
func (s *FTXScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
return pair, nil
}
// ScrapePair returns a PairScraper that can be used to get trades for a single pair from the FTX scraper
func (s *FTXScraper) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
if err := s.error(); err != nil {
return nil, err
}
if s.isClosed() {
return nil, errors.New("FTXScraper: Call ScrapePair on closed scraper")
}
ps := &FTXPairScraper{
parent: s,
pair: pair,
}
s.pairScrapers[pair.ForeignName] = ps
if err := s.subscribe(pair); err != nil {
return nil, err
}
return ps, nil
}
func (s *FTXScraper) mainLoop() {
defer s.cleanup()
go s.ping()
for {
select {
case <-s.shutdown:
log.Println("FTXScraper: Shutting down main loop")
default:
}
resp, err := s.ws.Recv()
if err != nil {
s.consecutiveErrCount += 1
log.Errorf("FTXScraper: Main loop error %s", err.Error())
if s.consecutiveErrCount > ftxMaxConsecutiveErrCount {
s.setError(err)
log.Error("FTXScraper: Shutting down main loop due to facing non-retryable errors")
// Signal to other subscribers that the scraper is internally shut down.
go s.signalShutdown.Do(func() {
close(s.shutdown)
})
}
time.Sleep(time.Duration(ftxBackoffSeconds) * time.Second)
continue
}
s.consecutiveErrCount = 0
switch v := resp.(type) {
case stream.Trade:
baseCurrency := strings.Split(v.Market, `/`)[0]
pair, err := s.db.GetExchangePairCache(s.exchangeName, v.Market)
if err != nil {
log.Error("get exchange pair from cache: ", err)
}
for _, trade := range v.Data {
volume := trade.Size
if trade.Side != ftxSpotTradingBuy {
volume = -volume
}
trade := &dia.Trade{
Symbol: baseCurrency,
Pair: v.Market,
Price: trade.Price,
Time: trade.Time,
Volume: volume,
Source: s.exchangeName,
ForeignTradeID: strconv.Itoa(trade.ID),
VerifiedPair: pair.Verified,
BaseToken: pair.UnderlyingPair.BaseToken,
QuoteToken: pair.UnderlyingPair.QuoteToken,
}
if pair.Verified {
log.Infoln("Got verified trade", trade)
}
select {
case <-s.shutdown:
case s.chanTrades <- trade:
}
}
}
}
}
func (s *FTXScraper) ping() {
t := time.NewTicker(time.Duration(15) * time.Second)
for {
select {
case <-s.shutdown:
log.Println("FTXScraper: Shutting down ping loop")
return
case <-t.C:
if err := s.ws.Ping(); err != nil {
log.Warningf("FTXScraper: Sending pings fail %s", err.Error())
}
}
}
}
func (s *FTXScraper) cleanup() {
if err := s.ws.Close(); err != nil {
s.setError(err)
}
close(s.chanTrades)
s.close()
s.signalShutdownDone.Do(func() {
close(s.shutdownDone)
})
}
func (s *FTXScraper) error() error {
s.errMutex.RLock()
defer s.errMutex.RUnlock()
return s.err
}
func (s *FTXScraper) setError(err error) {
s.errMutex.Lock()
defer s.errMutex.Unlock()
s.err = err
}
func (s *FTXScraper) isClosed() bool {
s.closedMutex.RLock()
defer s.closedMutex.RUnlock()
return s.closed
}
func (s *FTXScraper) close() {
s.closedMutex.Lock()
defer s.closedMutex.Unlock()
s.closed = true
}
func (s *FTXScraper) subscribe(pair dia.ExchangePair) error {
if err := s.error(); err != nil {
return err
}
if s.isClosed() {
return errors.New("FTXScraper: Subscribe on closed scraper")
}
return s.ws.Subscribe(stream.ChannelTrades, pair.ForeignName)
}
func (s *FTXScraper) unsubscribe(pair dia.ExchangePair) error {
if err := s.error(); err != nil {
return err
}
if s.isClosed() {
return errors.New("FTXScraper: Unsubscribe on closed scraper")
}
return s.ws.Unsubscribe(stream.ChannelTrades, pair.ForeignName)
}
// FTXPairScraper implements PairScraper for FTX
type FTXPairScraper struct {
parent *FTXScraper
pair dia.ExchangePair
closed bool
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (p *FTXPairScraper) Error() error {
return p.parent.error()
}
// Pair returns the pair this scraper is subscribed to
func (p *FTXPairScraper) Pair() dia.ExchangePair {
return p.pair
}
// Close stops listening for trades of the pair associated with the FTX scraper
func (p *FTXPairScraper) Close() error {
if err := p.parent.error(); err != nil {
return err
}
if p.closed {
return errors.New("FTXPairScraper: Already closed")
}
if err := p.parent.unsubscribe(p.pair); err != nil {
return err
}
p.closed = true
return nil
}