exchanges: Add Futures WebSocket streaming and Spot WebSocket API

CONTRIBUTORS

@@ -5,19 +5,19 @@ shazbert | https://github.com/shazbert
 dependabot[bot] | https://github.com/apps/dependabot
 gloriousCode | https://github.com/gloriousCode
 dependabot-preview[bot] | https://github.com/apps/dependabot-preview
-xtda | https://github.com/xtda
 gbjk | https://github.com/gbjk
+xtda | https://github.com/xtda
 lrascao | https://github.com/lrascao
-Rots | https://github.com/Rots
-vazha | https://github.com/vazha
 ydm | https://github.com/ydm
+vazha | https://github.com/vazha
+Rots | https://github.com/Rots
 ermalguni | https://github.com/ermalguni
 MadCozBadd | https://github.com/MadCozBadd
 Beadko | https://github.com/Beadko
 vadimzhukck | https://github.com/vadimzhukck
-140am | https://github.com/140am
-marcofranssen | https://github.com/marcofranssen
 geseq | https://github.com/geseq
+marcofranssen | https://github.com/marcofranssen
+140am | https://github.com/140am
 samuael | https://github.com/samuael
 TaltaM | https://github.com/TaltaM
 dackroyd | https://github.com/dackroyd
@@ -26,10 +26,10 @@ khcchiu | https://github.com/khcchiu
 yangrq1018 | https://github.com/yangrq1018
 woshidama323 | https://github.com/woshidama323
 crackcomm | https://github.com/crackcomm
-azhang | https://github.com/azhang
-andreygrehov | https://github.com/andreygrehov
-bretep | https://github.com/bretep
-Christian-Achilli | https://github.com/Christian-Achilli
+mshogin | https://github.com/mshogin
+herenow | https://github.com/herenow
+tk42 | https://github.com/tk42
+soxipy | https://github.com/soxipy
 cornelk | https://github.com/cornelk
 gam-phon | https://github.com/gam-phon
 herenow | https://github.com/herenow

LICENSE

@@ -1,6 +1,6 @@
 The MIT License (MIT)
 
-Copyright (c) 2014-2023 The GoCryptoTrader Developers
+Copyright (c) 2014-2024 The GoCryptoTrader Developers
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

README.md

@@ -146,19 +146,20 @@ Binaries will be published once the codebase reaches a stable condition.
 | [dependabot[bot]](https://github.com/apps/dependabot) | 228 |
 | [gloriousCode](https://github.com/gloriousCode) | 224 |
 | [dependabot-preview[bot]](https://github.com/apps/dependabot-preview) | 88 |
+| [gbjk](https://github.com/gbjk) | 51 |
 | [xtda](https://github.com/xtda) | 47 |
 | [gbjk](https://github.com/gbjk) | 42 |
 | [lrascao](https://github.com/lrascao) | 27 |
-| [Rots](https://github.com/Rots) | 15 |
-| [vazha](https://github.com/vazha) | 15 |
 | [ydm](https://github.com/ydm) | 15 |
+| [vazha](https://github.com/vazha) | 15 |
+| [Rots](https://github.com/Rots) | 15 |
 | [ermalguni](https://github.com/ermalguni) | 14 |
 | [MadCozBadd](https://github.com/MadCozBadd) | 13 |
 | [Beadko](https://github.com/Beadko) | 11 |
 | [vadimzhukck](https://github.com/vadimzhukck) | 10 |
-| [140am](https://github.com/140am) | 8 |
-| [marcofranssen](https://github.com/marcofranssen) | 8 |
 | [geseq](https://github.com/geseq) | 8 |
+| [marcofranssen](https://github.com/marcofranssen) | 8 |
+| [140am](https://github.com/140am) | 8 |
 | [samuael](https://github.com/samuael) | 7 |
 | [TaltaM](https://github.com/TaltaM) | 6 |
 | [dackroyd](https://github.com/dackroyd) | 5 |
@@ -167,10 +168,10 @@ Binaries will be published once the codebase reaches a stable condition.
 | [yangrq1018](https://github.com/yangrq1018) | 4 |
 | [woshidama323](https://github.com/woshidama323) | 3 |
 | [crackcomm](https://github.com/crackcomm) | 3 |
-| [azhang](https://github.com/azhang) | 2 |
-| [andreygrehov](https://github.com/andreygrehov) | 2 |
-| [bretep](https://github.com/bretep) | 2 |
-| [Christian-Achilli](https://github.com/Christian-Achilli) | 2 |
+| [mshogin](https://github.com/mshogin) | 2 |
+| [herenow](https://github.com/herenow) | 2 |
+| [tk42](https://github.com/tk42) | 2 |
+| [soxipy](https://github.com/soxipy) | 2 |
 | [cornelk](https://github.com/cornelk) | 2 |
 | [gam-phon](https://github.com/gam-phon) | 2 |
 | [herenow](https://github.com/herenow) | 2 |

config_example.json

@@ -515,7 +515,7 @@
     },
     "enabled": {
      "autoPairUpdates": true,
-     "websocketAPI": false
+     "websocketAPI": true
     }
    },
    "bankAccounts": [

exchanges/binance/binance.go

@@ -11,25 +11,31 @@ import (
 	"sort"
 	"strconv"
 	"strings"
+	"sync"
 	"time"
 
 	"github.com/thrasher-corp/gocryptotrader/common"
-	"github.com/thrasher-corp/gocryptotrader/common/convert"
 	"github.com/thrasher-corp/gocryptotrader/common/crypto"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
+	"github.com/thrasher-corp/gocryptotrader/types"
 )
 
 // Binance is the overarching type across the Binance package
 type Binance struct {
 	exchange.Base
 	// Valid string list that is required by the exchange
-	validLimits []int
+	validLimits []int64
 	obm         *orderbookManager
+
+	// isAPIStreamConnected is true if the spot API stream websocket connection is established
+	isAPIStreamConnected bool
+
+	isAPIStreamConnectionLock sync.Mutex
 }
 
 const (
@@ -108,6 +114,10 @@ var (
 	errOrderIDMustBeSet                       = errors.New("orderID must be set")
 	errAmountMustBeSet                        = errors.New("amount must not be <= 0")
 	errEitherLoanOrCollateralAmountsMustBeSet = errors.New("either loan or collateral amounts must be set")
+	errNilArgument                            = errors.New("nil argument")
+	errWebsocketAPICallNotEnabled             = errors.New("websocket API connection not enabled")
+	errTimestampInfoRequired                  = errors.New("timestamp information is required")
+	errListenKeyIsRequired                    = errors.New("listen key is required")
 )
 
 var subscriptionNames = map[string]string{
@@ -141,7 +151,7 @@ func (b *Binance) GetOrderBook(ctx context.Context, obd OrderBookDataRequestPara
 		return nil, err
 	}
 	params.Set("symbol", symbol)
-	params.Set("limit", strconv.Itoa(obd.Limit))
+	params.Set("limit", strconv.FormatInt(obd.Limit, 10))
 
 	var resp OrderBookData
 	if err := b.SendHTTPRequest(ctx,
@@ -157,39 +167,17 @@ func (b *Binance) GetOrderBook(ctx context.Context, obd OrderBookDataRequestPara
 		LastUpdateID: resp.LastUpdateID,
 	}
 	for x := range resp.Bids {
-		price, err := strconv.ParseFloat(resp.Bids[x][0], 64)
-		if err != nil {
-			return nil, err
-		}
-
-		amount, err := strconv.ParseFloat(resp.Bids[x][1], 64)
-		if err != nil {
-			return nil, err
-		}
-
 		orderbook.Bids[x] = OrderbookItem{
-			Price:    price,
-			Quantity: amount,
+			Price:    resp.Bids[x][0].Float64(),
+			Quantity: resp.Bids[x][1].Float64(),
 		}
 	}
-
 	for x := range resp.Asks {
-		price, err := strconv.ParseFloat(resp.Asks[x][0], 64)
-		if err != nil {
-			return nil, err
-		}
-
-		amount, err := strconv.ParseFloat(resp.Asks[x][1], 64)
-		if err != nil {
-			return nil, err
-		}
-
 		orderbook.Asks[x] = OrderbookItem{
-			Price:    price,
-			Quantity: amount,
+			Price:    resp.Asks[x][0].Float64(),
+			Quantity: resp.Asks[x][1].Float64(),
 		}
 	}
-
 	return &orderbook, nil
 }
 
@@ -202,7 +190,7 @@ func (b *Binance) GetMostRecentTrades(ctx context.Context, rtr RecentTradeReques
 		return nil, err
 	}
 	params.Set("symbol", symbol)
-	params.Set("limit", strconv.Itoa(rtr.Limit))
+	params.Set("limit", strconv.FormatInt(rtr.Limit, 10))
 
 	path := recentTrades + "?" + params.Encode()
 
@@ -273,7 +261,7 @@ func (b *Binance) GetUserMarginInterestHistory(ctx context.Context, assetCurrenc
 // https://binance-docs.github.io/apidocs/spot/en/#compressed-aggregate-trades-list
 func (b *Binance) GetAggregatedTrades(ctx context.Context, arg *AggregatedTradeRequestParams) ([]AggregatedTrade, error) {
 	params := url.Values{}
-	params.Set("symbol", arg.Symbol.String())
+	params.Set("symbol", arg.Symbol)
 	// If the user request is directly not supported by the exchange, we might be able to fulfill it
 	// by merging results from multiple API requests
 	needBatch := true // Need to batch unless user has specified a limit
@@ -368,7 +356,7 @@ func (b *Binance) batchAggregateTrades(ctx context.Context, arg *AggregatedTrade
 		if !arg.EndTime.IsZero() {
 			// get index for truncating to end time
 			lastIndex = sort.Search(len(additionalTrades), func(i int) bool {
-				return arg.EndTime.Before(additionalTrades[i].TimeStamp)
+				return arg.EndTime.Before(additionalTrades[i].TimeStamp.Time())
 			})
 		}
 		// don't include the first as the request was inclusive from last ATradeID
@@ -404,7 +392,7 @@ func (b *Binance) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([
 	params.Set("symbol", symbol)
 	params.Set("interval", arg.Interval)
 	if arg.Limit != 0 {
-		params.Set("limit", strconv.Itoa(arg.Limit))
+		params.Set("limit", strconv.FormatInt(arg.Limit, 10))
 	}
 	if !arg.StartTime.IsZero() {
 		params.Set("startTime", timeString(arg.StartTime))
@@ -414,8 +402,7 @@ func (b *Binance) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([
 	}
 
 	path := candleStick + "?" + params.Encode()
-	var resp interface{}
-
+	var resp [][]types.Number
 	err = b.SendHTTPRequest(ctx,
 		exchange.RestSpotSupplementary,
 		path,
@@ -424,55 +411,24 @@ func (b *Binance) GetSpotKline(ctx context.Context, arg *KlinesRequestParams) ([
 	if err != nil {
 		return nil, err
 	}
-	responseData, ok := resp.([]interface{})
-	if !ok {
-		return nil, common.GetTypeAssertError("[]interface{}", resp)
-	}
-
-	klineData := make([]CandleStick, len(responseData))
-	for x := range responseData {
-		individualData, ok := responseData[x].([]interface{})
-		if !ok {
-			return nil, common.GetTypeAssertError("[]interface{}", responseData[x])
-		}
-		if len(individualData) != 12 {
+	klineData := make([]CandleStick, len(resp))
+	for x := range resp {
+		if len(resp[x]) != 12 {
 			return nil, errors.New("unexpected kline data length")
 		}
-		var candle CandleStick
-		if candle.OpenTime, err = convert.TimeFromUnixTimestampFloat(individualData[0]); err != nil {
-			return nil, err
-		}
-		if candle.Open, err = convert.FloatFromString(individualData[1]); err != nil {
-			return nil, err
-		}
-		if candle.High, err = convert.FloatFromString(individualData[2]); err != nil {
-			return nil, err
-		}
-		if candle.Low, err = convert.FloatFromString(individualData[3]); err != nil {
-			return nil, err
+		klineData[x] = CandleStick{
+			OpenTime:                 time.UnixMilli(resp[x][0].Int64()),
+			Open:                     resp[x][1].Float64(),
+			High:                     resp[x][2].Float64(),
+			Low:                      resp[x][3].Float64(),
+			Close:                    resp[x][4].Float64(),
+			Volume:                   resp[x][5].Float64(),
+			CloseTime:                time.UnixMilli(resp[x][6].Int64()),
+			QuoteAssetVolume:         resp[x][7].Float64(),
+			TradeCount:               resp[x][8].Float64(),
+			TakerBuyAssetVolume:      resp[x][9].Float64(),
+			TakerBuyQuoteAssetVolume: resp[x][10].Float64(),
 		}
-		if candle.Close, err = convert.FloatFromString(individualData[4]); err != nil {
-			return nil, err
-		}
-		if candle.Volume, err = convert.FloatFromString(individualData[5]); err != nil {
-			return nil, err
-		}
-		if candle.CloseTime, err = convert.TimeFromUnixTimestampFloat(individualData[6]); err != nil {
-			return nil, err
-		}
-		if candle.QuoteAssetVolume, err = convert.FloatFromString(individualData[7]); err != nil {
-			return nil, err
-		}
-		if candle.TradeCount, ok = individualData[8].(float64); !ok {
-			return nil, common.GetTypeAssertError("float64", individualData[8])
-		}
-		if candle.TakerBuyAssetVolume, err = convert.FloatFromString(individualData[9]); err != nil {
-			return nil, err
-		}
-		if candle.TakerBuyQuoteAssetVolume, err = convert.FloatFromString(individualData[10]); err != nil {
-			return nil, err
-		}
-		klineData[x] = candle
 	}
 	return klineData, nil
 }
@@ -648,8 +604,8 @@ func (b *Binance) CancelExistingOrder(ctx context.Context, symbol currency.Pair,
 // OpenOrders Current open orders. Get all open orders on a symbol.
 // Careful when accessing this with no symbol: The number of requests counted
 // against the rate limiter is significantly higher
-func (b *Binance) OpenOrders(ctx context.Context, pair currency.Pair) ([]QueryOrderData, error) {
-	var resp []QueryOrderData
+func (b *Binance) OpenOrders(ctx context.Context, pair currency.Pair) ([]TradeOrder, error) {
+	var resp []TradeOrder
 	params := url.Values{}
 	var p string
 	var err error
@@ -680,8 +636,8 @@ func (b *Binance) OpenOrders(ctx context.Context, pair currency.Pair) ([]QueryOr
 // AllOrders Get all account orders; active, canceled, or filled.
 // orderId optional param
 // limit optional param, default 500; max 500
-func (b *Binance) AllOrders(ctx context.Context, symbol currency.Pair, orderID, limit string) ([]QueryOrderData, error) {
-	var resp []QueryOrderData
+func (b *Binance) AllOrders(ctx context.Context, symbol currency.Pair, orderID, limit string) ([]TradeOrder, error) {
+	var resp []TradeOrder
 
 	params := url.Values{}
 	symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
@@ -708,9 +664,8 @@ func (b *Binance) AllOrders(ctx context.Context, symbol currency.Pair, orderID,
 }
 
 // QueryOrder returns information on a past order
-func (b *Binance) QueryOrder(ctx context.Context, symbol currency.Pair, origClientOrderID string, orderID int64) (QueryOrderData, error) {
-	var resp QueryOrderData
-
+func (b *Binance) QueryOrder(ctx context.Context, symbol currency.Pair, origClientOrderID string, orderID int64) (TradeOrder, error) {
+	var resp TradeOrder
 	params := url.Values{}
 	symbolValue, err := b.FormatSymbol(symbol, asset.Spot)
 	if err != nil {
@@ -894,7 +849,7 @@ func (b *Binance) SendAuthHTTPRequest(ctx context.Context, ePath exchange.URL, m
 }
 
 // CheckLimit checks value against a variable list
-func (b *Binance) CheckLimit(limit int) error {
+func (b *Binance) CheckLimit(limit int64) error {
 	for x := range b.validLimits {
 		if b.validLimits[x] == limit {
 			return nil
@@ -905,7 +860,7 @@ func (b *Binance) CheckLimit(limit int) error {
 
 // SetValues sets the default valid values
 func (b *Binance) SetValues() {
-	b.validLimits = []int{5, 10, 20, 50, 100, 500, 1000, 5000}
+	b.validLimits = []int64{5, 10, 20, 50, 100, 500, 1000, 5000}
 }
 
 // GetFee returns an estimate of fee based on type of transaction