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MEXCScraper.go
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MEXCScraper.go
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package scrapers
import (
"encoding/json"
"errors"
"io/ioutil"
"net/http"
"strconv"
"sync"
"time"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
ws "github.com/gorilla/websocket"
"github.com/zekroTJA/timedmap"
)
const (
mexc_socketurl = "wss://wbs.mexc.com/ws"
api_url = "https://api.mexc.com"
mexcMaxSubPerConn = 20
)
type MEXCExchangeSymbol struct {
Symbol string `json:"symbol"`
Status string `json:"status"`
BaseAsset string `json:"baseAsset"`
BaseAssetPrecision int `json:"baseAssetPrecision"`
QuoteAsset string `json:"quoteAsset"`
QuotePrecision int `json:"quotePrecision"`
QuoteAssetPrecision int `json:"quoteAssetPrecision"`
BaseCommissionPrecision int `json:"baseCommissionPrecision"`
QuoteCommissionPrecision int `json:"quoteCommissionPrecision"`
OrderTypes []string `json:"orderTypes"` // [LIMIT, LIMIT_MAKER]
QuoteOrderQtyMarketAllowed bool `json:"quoteOrderQtyMarketAllowed"`
IsSpotTradingAllowed bool `json:"isSpotTradingAllowed"`
IsMarginTradingAllowed bool `json:"isMarginTradingAllowed"`
QuoteAmountPrecision string `json:"quoteAmountPrecision"`
BaseSizePrecision string `json:"baseSizePrecision"`
Permissions []string `json:"permissions"`
Filters []string `json:"filters"`
MaxQuoteAmount string `json:"maxQuoteAmount"`
MakerCommission string `json:"makerCommission"`
TakerCommission string `json:"takerCommission"`
}
type MEXCExchangeInfo struct {
Timezone string `json:"timezone"`
ServerTime int `json:"serverTime"`
RateLimits string `json:"rateLimits"`
ExchangeFilters string `json:"exchangeFilters"`
Symbols []MEXCExchangeSymbol `json:"symbols"`
}
type MEXCRequest struct {
Method string `json:"method"`
Params []string `json:"params"`
ID int64 `json:"id"`
}
type MEXCTradeResponse struct {
C string `json:"c"`
D struct {
Deals []struct {
Side int `json:"S"`
Price string `json:"p"`
Volume string `json:"v"`
TS int64 `json:"t"`
} `json:"deals"`
} `json:"d"`
Symbol string `json:"s"`
}
type MEXCWSConnection struct {
wsConn *ws.Conn
numSubscriptions int
}
// MEXCScraper is a scraper for MEXC
type MEXCScraper struct {
connections map[int]MEXCWSConnection
// signaling channels for session initialization and finishing
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
// used to keep track of trading pairs that we subscribed to
pairScrapers map[string]*MEXCPairScraper
exchangeName string
chanTrades chan *dia.Trade
db *models.RelDB
}
func NewMEXCScraper(exchange dia.Exchange, scrape bool, relDB *models.RelDB) *MEXCScraper {
s := &MEXCScraper{
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
connections: make(map[int]MEXCWSConnection),
pairScrapers: make(map[string]*MEXCPairScraper),
exchangeName: exchange.Name,
error: nil,
chanTrades: make(chan *dia.Trade),
db: relDB,
}
err := s.newConn()
if err != nil {
log.Fatal("new connection: ", err)
}
if scrape {
go s.mainLoop()
}
return s
}
func (s *MEXCScraper) mainLoop() {
// Wait for subscription to all pairs.
time.Sleep(5 * time.Second)
for _, c := range s.connections {
go s.subLoop(c.wsConn)
}
}
func (s *MEXCScraper) subLoop(client *ws.Conn) {
var err error
tmFalseDuplicateTrades := timedmap.New(duplicateTradesScanFrequency)
tmDuplicateTrades := timedmap.New(duplicateTradesScanFrequency)
for {
message := &MEXCTradeResponse{}
if err = client.ReadJSON(&message); err != nil {
log.Error("read message: ", err.Error())
continue
// deal it
}
for _, trade := range message.D.Deals {
var exchangePair dia.ExchangePair
priceFloat, _ := strconv.ParseFloat(trade.Price, 64)
volumeFloat, _ := strconv.ParseFloat(trade.Volume, 64)
if trade.Side == 2 {
volumeFloat *= -1
}
exchangePair, err = s.db.GetExchangePairCache(s.exchangeName, message.Symbol)
if err != nil {
log.Error("get exchange pair from cache: ", err)
}
t := &dia.Trade{
Symbol: exchangePair.Symbol,
Pair: message.Symbol,
Price: priceFloat,
Volume: volumeFloat,
Time: time.Unix(0, trade.TS*int64(time.Millisecond)),
Source: s.exchangeName,
VerifiedPair: exchangePair.Verified,
BaseToken: exchangePair.UnderlyingPair.BaseToken,
QuoteToken: exchangePair.UnderlyingPair.QuoteToken,
}
if exchangePair.Verified {
log.Infof("Got verified trade: %v", t)
}
// Handle duplicate trades.
discardTrade := t.IdentifyDuplicateFull(tmFalseDuplicateTrades, duplicateTradesMemory)
if !discardTrade {
t.IdentifyDuplicateTagset(tmDuplicateTrades, duplicateTradesMemory)
s.chanTrades <- t
}
}
}
}
func (s *MEXCScraper) 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("MEXCScraper: Call ScrapePair on closed scraper")
}
ps := &MEXCPairScraper{
parent: s,
pair: pair,
}
err := s.subscribe(pair)
if err != nil {
log.Error("subscribe pair: ", err)
return nil, err
}
s.pairScrapers[pair.ForeignName] = ps
return ps, nil
}
// Subscribe to @pair, taking into account the max subscription number.
func (s *MEXCScraper) subscribe(pair dia.ExchangePair) error {
id := len(s.connections)
a := &MEXCRequest{
Method: "SUBSCRIPTION",
Params: []string{"spot@public.deals.v3.api@" + pair.ForeignName},
}
if s.connections[id-1].numSubscriptions < mexcMaxSubPerConn {
a.ID = int64(id)
if err := s.connections[id-1].wsConn.WriteJSON(a); err != nil {
return err
}
conn := s.connections[id-1]
conn.numSubscriptions++
s.connections[id-1] = conn
} else {
err := s.newConn()
if err != nil {
return err
}
id++
a.ID = int64(id)
if err := s.connections[id-1].wsConn.WriteJSON(a); err != nil {
return err
}
conn := s.connections[id-1]
conn.numSubscriptions++
s.connections[id-1] = conn
}
return nil
}
// Add a connection to the connection pool.
func (s *MEXCScraper) newConn() error {
var wsDialer ws.Dialer
wsConn, _, err := wsDialer.Dial(mexc_socketurl, nil)
if err != nil {
return err
}
s.connections[len(s.connections)] = MEXCWSConnection{wsConn: wsConn, numSubscriptions: 0}
return nil
}
// FillSymbolData from MEXCScraper
// @todo more update
func (s *MEXCScraper) FillSymbolData(symbol string) (asset dia.Asset, err error) {
asset.Symbol = symbol
return
}
func (s *MEXCScraper) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
return dia.ExchangePair{}, nil
}
func (s *MEXCScraper) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
var mexcExchangeInfo MEXCExchangeInfo
response, err := http.Get(api_url + "/api/v3/exchangeInfo")
if err != nil {
log.Error("get symbols: ", err)
}
defer response.Body.Close()
body, err := ioutil.ReadAll(response.Body)
if err != nil {
log.Error("read symbols: ", err)
}
err = json.Unmarshal(body, &mexcExchangeInfo)
if err != nil {
log.Error("unmarshal symbols: ", err)
}
for _, p := range mexcExchangeInfo.Symbols {
pairToNormalized := dia.ExchangePair{
Symbol: p.BaseAsset,
ForeignName: p.BaseAsset + p.QuoteAsset,
Exchange: s.exchangeName,
}
pairs = append(pairs, pairToNormalized)
}
return
}
func (s *MEXCScraper) Close() error {
if s.closed {
return errors.New("MEXCScraper: Already closed")
}
close(s.shutdown)
for i := range s.connections {
err := s.connections[i].wsConn.Close()
if err != nil {
return err
}
}
<-s.shutdownDone
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// Channel returns a channel that can be used to receive trades
func (s *MEXCScraper) Channel() chan *dia.Trade {
return s.chanTrades
}
// MEXCPairScraper implements PairScraper for MEXC
type MEXCPairScraper struct {
parent *MEXCScraper
pair dia.ExchangePair
closed bool
}
// Close stops listening for trades of the pair associated with s
func (ps *MEXCPairScraper) Close() error {
ps.closed = true
return nil
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (ps *MEXCPairScraper) 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 *MEXCPairScraper) Pair() dia.ExchangePair {
return ps.pair
}