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BinanceScraperUS.go
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BinanceScraperUS.go
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package scrapers
import (
"encoding/json"
"errors"
"strconv"
"sync"
"time"
"github.com/cryptwire/go-binance/v2"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
utils "github.com/diadata-org/diadata/pkg/utils"
"github.com/zekroTJA/timedmap"
)
const (
BinanceUSWsURL = "wss://stream.binance.us:9443/ws"
)
type BinanceUSPairScraperSet map[*BinanceUSPairScraper]nothing
// BinanceScraperUS is a Scraper for collecting trades from the Binance websocket API
type BinanceScraperUS struct {
client *binance.Client
// signaling channels for session initialization and finishing
initDone chan nothing
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
// use sync.Maps to concurrently handle multiple pairs
pairScrapers sync.Map // dia.ExchangePair -> BinanceUSPairScraperSet
// pairSubscriptions sync.Map // dia.ExchangePair -> string (subscription ID)
// pairLocks sync.Map // dia.ExchangePair -> sync.Mutex
exchangeName string
chanTrades chan *dia.Trade
db *models.RelDB
}
// NewBinanceScraperUS returns a new BinanceScraperUS for the given pair
func NewBinanceScraperUS(apiKey string, secretKey string, exchange dia.Exchange, scrape bool, relDB *models.RelDB) *BinanceScraperUS {
binance.BaseWsMainURL = BinanceUSWsURL
s := &BinanceScraperUS{
client: binance.NewClient(apiKey, secretKey),
initDone: make(chan nothing),
shutdown: make(chan nothing),
shutdownDone: make(chan nothing),
exchangeName: exchange.Name,
error: nil,
chanTrades: make(chan *dia.Trade),
db: relDB,
}
// establish connection in the background
if scrape {
go s.mainLoop()
}
return s
}
func (up *BinanceScraperUS) NormalizePair(pair dia.ExchangePair) (dia.ExchangePair, error) {
if pair.Symbol == "MIOTA" {
pair.ForeignName = "M" + pair.ForeignName
}
if pair.Symbol == "YOYOW" {
pair.ForeignName = "YOYOW" + pair.ForeignName[4:]
}
if pair.Symbol == "ETHOS" {
pair.ForeignName = "ETHOS" + pair.ForeignName[3:]
}
if pair.Symbol == "WNXM" {
pair.Symbol = "wNXM"
pair.ForeignName = "wNXM" + pair.ForeignName[4:]
}
return pair, nil
}
// runs in a goroutine until s is closed
func (s *BinanceScraperUS) mainLoop() {
close(s.initDone)
for range s.shutdown { // user requested shutdown
log.Println("BinanceScraperUS shutting down")
s.cleanup()
return
}
select {}
}
func (s *BinanceScraperUS) FillSymbolData(symbol string) (dia.Asset, error) {
// TO DO
return dia.Asset{Symbol: symbol}, nil
}
// closes all connected PairScrapers
// must only be called from mainLoop
func (s *BinanceScraperUS) cleanup() {
s.errorLock.Lock()
defer s.errorLock.Unlock()
// close all channels of PairScraper children
s.pairScrapers.Range(func(k, v interface{}) bool {
for ps := range v.(BinanceUSPairScraperSet) {
ps.closed = true
}
s.pairScrapers.Delete(k)
return true
})
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 *BinanceScraperUS) Close() error {
if s.closed {
return errors.New("BinanceScraperUS: Already closed")
}
close(s.shutdown)
<-s.shutdownDone
s.errorLock.RLock()
defer s.errorLock.RUnlock()
return s.error
}
// ScrapePair returns a PairScraper that can be used to get trades for a single pair from
// this APIScraper
func (s *BinanceScraperUS) ScrapePair(pair dia.ExchangePair) (PairScraper, error) {
<-s.initDone // wait until client is connected
tmFalseDuplicateTrades := timedmap.New(duplicateTradesScanFrequency)
tmDuplicateTrades := timedmap.New(duplicateTradesScanFrequency)
if s.closed {
return nil, errors.New("BinanceScraperUS: Call ScrapePair on closed scraper")
}
ps := &BinanceUSPairScraper{
parent: s,
pair: pair,
}
wsAggTradeHandler := func(event *binance.WsAggTradeEvent) {
var exchangepair dia.ExchangePair
volume, err := strconv.ParseFloat(event.Quantity, 64)
price, err2 := strconv.ParseFloat(event.Price, 64)
if err == nil && err2 == nil && event.Event == "aggTrade" {
if !event.IsBuyerMaker {
volume = -volume
}
pairNormalized, _ := s.NormalizePair(pair)
exchangepair, err = s.db.GetExchangePairCache(s.exchangeName, pair.ForeignName)
if err != nil {
log.Error(err)
}
t := &dia.Trade{
Symbol: pairNormalized.Symbol,
Pair: pairNormalized.ForeignName,
Price: price,
Volume: volume,
Time: time.Unix(event.TradeTime/1000, (event.TradeTime%1000)*int64(time.Millisecond)),
ForeignTradeID: strconv.FormatInt(event.AggTradeID, 16),
Source: s.exchangeName,
VerifiedPair: exchangepair.Verified,
BaseToken: exchangepair.UnderlyingPair.BaseToken,
QuoteToken: exchangepair.UnderlyingPair.QuoteToken,
}
if exchangepair.Verified {
log.Infoln("Got verified trade", t)
}
// Handle duplicate trades.
discardTrade := t.IdentifyDuplicateFull(tmFalseDuplicateTrades, duplicateTradesMemory)
if !discardTrade {
t.IdentifyDuplicateTagset(tmDuplicateTrades, duplicateTradesMemory)
ps.parent.chanTrades <- t
}
} else {
log.Println("ignoring event ", event, err, err2)
}
}
errHandler := func(err error) {
log.Error(err)
}
_, _, err := binance.WsAggTradeServe(pair.ForeignName, wsAggTradeHandler, errHandler)
if err != nil {
log.Errorf("serving pair %s", pair.ForeignName)
}
return ps, err
}
func (s *BinanceScraperUS) normalizeSymbol(p dia.ExchangePair, foreignName string, params ...string) (pair dia.ExchangePair, err error) {
pair = p
return pair, nil
}
// FetchAvailablePairs returns a list with all available trade pairs
func (s *BinanceScraperUS) FetchAvailablePairs() (pairs []dia.ExchangePair, err error) {
data, _, err := utils.GetRequest("https://api.binance.us/api/v1/exchangeInfo")
if err != nil {
return
}
var ar binance.ExchangeInfo
err = json.Unmarshal(data, &ar)
if err == nil {
for _, p := range ar.Symbols {
pairToNormalise := dia.ExchangePair{
Symbol: p.BaseAsset,
ForeignName: p.Symbol,
Exchange: s.exchangeName,
}
pair, serr := s.normalizeSymbol(pairToNormalise, p.BaseAsset, p.Status)
if serr == nil {
pairs = append(pairs, pair)
} else {
log.Error(serr)
}
}
}
return
}
// BinanceUSPairScraper implements PairScraper for Binance
type BinanceUSPairScraper struct {
parent *BinanceScraperUS
pair dia.ExchangePair
closed bool
}
// Close stops listening for trades of the pair associated with s
func (ps *BinanceUSPairScraper) Close() error {
var err error
s := ps.parent
// if parent already errored, return early
s.errorLock.RLock()
defer s.errorLock.RUnlock()
if s.error != nil {
return s.error
}
if ps.closed {
return errors.New("BinanceUSPairScraper: Already closed")
}
// TODO stop collection for the pair
ps.closed = true
return err
}
// Channel returns a channel that can be used to receive trades
func (ps *BinanceScraperUS) Channel() chan *dia.Trade {
return ps.chanTrades
}
// Error returns an error when the channel Channel() is closed
// and nil otherwise
func (ps *BinanceUSPairScraper) 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 *BinanceUSPairScraper) Pair() dia.ExchangePair {
return ps.pair
}