forked from adshao/go-binance
/
websocket_service.go
214 lines (195 loc) · 6.7 KB
/
websocket_service.go
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package binance
import (
"encoding/json"
"fmt"
"strings"
)
var (
baseURL = "wss://stream.binance.com:9443/ws"
)
// WsDepthHandler handle websocket depth event
type WsDepthHandler func(event *WsDepthEvent)
// WsDepthServe serve websocket depth handler with a symbol
func WsDepthServe(symbol string, handler WsDepthHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/%s@depth", baseURL, strings.ToLower(symbol))
cfg := newWsConfig(endpoint)
wsHandler := func(message []byte) {
j, err := newJSON(message)
if err != nil {
// TODO: callback if there is an error
return
}
event := new(WsDepthEvent)
event.Event = j.Get("e").MustString()
event.Time = j.Get("E").MustInt64()
event.Symbol = j.Get("s").MustString()
event.UpdateID = j.Get("u").MustInt64()
bidsLen := len(j.Get("b").MustArray())
event.Bids = make([]Bid, bidsLen)
for i := 0; i < bidsLen; i++ {
item := j.Get("b").GetIndex(i)
event.Bids[i] = Bid{
Price: item.GetIndex(0).MustString(),
Quantity: item.GetIndex(1).MustString(),
}
}
asksLen := len(j.Get("a").MustArray())
event.Asks = make([]Ask, asksLen)
for i := 0; i < asksLen; i++ {
item := j.Get("a").GetIndex(i)
event.Asks[i] = Ask{
Price: item.GetIndex(0).MustString(),
Quantity: item.GetIndex(1).MustString(),
}
}
handler(event)
}
return wsServe(cfg, wsHandler)
}
// WsDepthEvent define websocket depth event
type WsDepthEvent struct {
Event string `json:"e"`
Time int64 `json:"E"`
Symbol string `json:"s"`
UpdateID int64 `json:"u"`
Bids []Bid `json:"b"`
Asks []Ask `json:"a"`
}
// WsKlineHandler handle websocket kline event
type WsKlineHandler func(event *WsKlineEvent)
// WsKlineServe serve websocket kline handler with a symbol and interval like 15m, 30s
func WsKlineServe(symbol string, interval string, handler WsKlineHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/%s@kline_%s", baseURL, strings.ToLower(symbol), interval)
cfg := newWsConfig(endpoint)
wsHandler := func(message []byte) {
event := new(WsKlineEvent)
err := json.Unmarshal(message, event)
if err != nil {
return
}
handler(event)
}
return wsServe(cfg, wsHandler)
}
// WsKlineEvent define websocket kline event
type WsKlineEvent struct {
Event string `json:"e"`
Time int64 `json:"E"`
Symbol string `json:"s"`
Kline WsKline `json:"k"`
}
// WsKline define websocket kline
type WsKline struct {
StartTime int64 `json:"t"`
EndTime int64 `json:"T"`
Symbol string `json:"s"`
Interval string `json:"i"`
FirstTradeID int64 `json:"f"`
LastTradeID int64 `json:"L"`
Open string `json:"o"`
Close string `json:"c"`
High string `json:"h"`
Low string `json:"l"`
Volume string `json:"v"`
TradeNum int64 `json:"n"`
IsFinal bool `json:"x"`
QuoteVolume string `json:"q"`
ActiveBuyVolume string `json:"V"`
ActiveBuyQuoteVolume string `json:"Q"`
}
// WsAggTradeHandler handle websocket aggregate trade event
type WsAggTradeHandler func(event *WsAggTradeEvent)
// WsAggTradeServe serve websocket aggregate handler with a symbol
func WsAggTradeServe(symbol string, handler WsAggTradeHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/%s@aggTrade", baseURL, strings.ToLower(symbol))
cfg := newWsConfig(endpoint)
wsHandler := func(message []byte) {
event := new(WsAggTradeEvent)
err := json.Unmarshal(message, event)
if err != nil {
return
}
handler(event)
}
return wsServe(cfg, wsHandler)
}
// WsAggTradeEvent define websocket aggregate trade event
type WsAggTradeEvent struct {
Event string `json:"e"`
Time int64 `json:"E"`
Symbol string `json:"s"`
AggTradeID int64 `json:"a"`
Price string `json:"p"`
Quantity string `json:"q"`
FirstBreakdownTradeID int64 `json:"f"`
LastBreakdownTradeID int64 `json:"l"`
TradeTime int64 `json:"T"`
IsBuyerMaker bool `json:"m"`
Placeholder bool `json:"M"` // add this field to avoid case insensitive unmarshaling
}
// WsUserDataServe serve user data handler with listen key
func WsUserDataServe(listenKey string, handler WsHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/%s", baseURL, listenKey)
cfg := newWsConfig(endpoint)
return wsServe(cfg, handler)
}
// WsMarketStatHandler handle websocket that push single market statistics for 24hr
type WsMarketStatHandler func(event *WsMarketStatEvent)
// WsMarketStatServe serve websocket that push 24hr statistics for single market every second
func WsMarketStatServe(symbol string, handler WsMarketStatHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/%s@ticker", baseURL, strings.ToLower(symbol))
cfg := newWsConfig(endpoint)
wsHandler := func(message []byte) {
var event WsMarketStatEvent
err := json.Unmarshal(message, &event)
if err != nil {
return
}
handler(&event)
}
return wsServe(cfg, wsHandler)
}
// WsAllMarketsStatHandler handle websocket that push all markets statistics for 24hr
type WsAllMarketsStatHandler func(event WsAllMarketsStatEvent)
// WsAllMarketsStatServe serve websocket that push 24hr statistics for all market every second
func WsAllMarketsStatServe(handler WsAllMarketsStatHandler) (chan struct{}, error) {
endpoint := fmt.Sprintf("%s/!ticker@arr", baseURL)
cfg := newWsConfig(endpoint)
wsHandler := func(message []byte) {
var event WsAllMarketsStatEvent
err := json.Unmarshal(message, &event)
if err != nil {
return
}
handler(event)
}
return wsServe(cfg, wsHandler)
}
// WsAllMarketsStatEvent define array of websocket market statistics events
type WsAllMarketsStatEvent []*WsMarketStatEvent
// WsMarketStatEvent define websocket market statistics event
type WsMarketStatEvent struct {
Event string `json:"e"`
Time int64 `json:"E"`
Symbol string `json:"s"`
PriceChange string `json:"p"`
PriceChangePercent string `json:"P"`
WeightedAvgPrice string `json:"w"`
PrevClosePrice string `json:"x"`
LastPrice string `json:"c"`
CloseQty string `json:"Q"`
BidPrice string `json:"b"`
BidQty string `json:"B"`
AskPrice string `json:"a"`
AskQty string `json:"A"`
OpenPrice string `json:"o"`
HighPrice string `json:"h"`
LowPrice string `json:"l"`
BaseVolume string `json:"v"`
QuoteVolume string `json:"q"`
OpenTime int64 `json:"O"`
CloseTime int64 `json:"C"`
FirstID int64 `json:"F"`
LastID int64 `json:"L"`
Count int64 `json:"n"`
}