Binance websocket (#143)

* optimize dockerfile to not invalidate layers

* added binance websocket

* added binance websocket types

* loading exchanges from the codebase

* Setting Binance websocket to Yes

* revert import naming

* binance websocket was missing

* added gorilla websocket

Dockerfile

@@ -1,13 +1,16 @@
 FROM golang:1.9.4 as build
-WORKDIR /go/src/github.com/thrasher-/gocryptotrader
+RUN curl https://raw.githubusercontent.com/golang/dep/master/install.sh | sh
+WORKDIR /go/src/gocryptotrader
+COPY Gopkg.* ./
+RUN dep ensure -vendor-only
 COPY . .
 RUN mv -vn config_example.json config.json \
- && go get -v -d \
  && GOARCH=386 GOOS=linux CGO_ENABLED=0 go install -v \
  && mv /go/bin/linux_386 /go/bin/gocryptotrader
 
 FROM alpine:latest
+RUN apk update && apk add --no-cache ca-certificates
 COPY --from=build /go/bin/gocryptotrader /app/
-COPY --from=build /go/src/github.com/thrasher-/gocryptotrader/config.json /app/
+COPY --from=build /go/src/gocryptotrader/config.json /app/
 EXPOSE 9050
 CMD ["/app/gocryptotrader"]

README.md

@@ -20,7 +20,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
 |----------|------|-----------|-----|
 | Alphapoint | Yes  | Yes        | NA  |
 | ANXPRO | Yes  | No        | NA  |
-| Binance| Yes  | No        | NA  |
+| Binance| Yes  | Yes        | NA  |
 | Bitfinex | Yes  | Yes        | NA  |
 | Bitflyer | Yes  | No      | NA  |
 | Bithumb | Yes  | NA       | NA  |

exchanges/binance/binance.go

@@ -9,6 +9,7 @@ import (
 	"strconv"
 	"time"
 
+	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
@@ -19,6 +20,7 @@ import (
 // Binance is the overarching type across the Bithumb package
 type Binance struct {
 	exchange.Base
+	WebsocketConn *websocket.Conn
 
 	// valid string list that a required by the exchange
 	validLimits    []string

exchanges/binance/binance_types.go

@@ -1,5 +1,10 @@
 package binance
 
+
+import (
+	"encoding/json"
+)
+
 // Response holds basic binance api response data
 type Response struct {
 	Code int    `json:"code"`
@@ -75,6 +80,75 @@ type RecentTrade struct {
 	IsBestMatch  bool    `json:"isBestMatch"`
 }
 
+type MultiStreamData struct {
+	Stream string          `json:"stream"`
+	Data   json.RawMessage `json:"data"`
+}
+
+type TradeStream struct {
+	EventType      string `json:"e"`
+	EventTime      int64  `json:"E"`
+	Symbol         string `json:"s"`
+	TradeID        int64  `json:"t"`
+	Price          string `json:"p"`
+	Quantity       string `json:"q"`
+	BuyerOrderID   int64  `json:"b"`
+	SellerOrderID  int64  `json:"a"`
+	TimeStamp      int64  `json:"T"`
+	Maker          bool   `json:"m"`
+	BestMatchPrice bool   `json:"M"`
+}
+
+type KlineStream struct {
+	EventType string `json:"e"`
+	EventTime int64  `json:"E"`
+	Symbol    string `json:"s"`
+	Kline     struct {
+		StartTime                int64  `json:"t"`
+		CloseTime                int64  `json:"T"`
+		Symbol                   string `json:"s"`
+		Interval                 string `json:"i"`
+		FirstTradeID             int64  `json:"f"`
+		LastTradeID              int64  `json:"L"`
+		OpenPrice                string `json:"o"`
+		ClosePrice               string `json:"c"`
+		HighPrice                string `json:"h"`
+		LowPrice                 string `json:"l"`
+		Volume                   string `json:"v"`
+		NumberOfTrades           int64  `json:"n"`
+		KlineClosed              bool   `json:"x"`
+		Quote                    string `json:"q"`
+		TakerBuyBaseAssetVolume  string `json:"V"`
+		TakerBuyQuoteAssetVolume string `json:"Q"`
+	} `json:"k"`
+}
+
+type TickerStream struct {
+	EventType              string `json:"e"`
+	EventTime              int64  `json:"E"`
+	Symbol                 string `json:"s"`
+	PriceChange            string `json:"p"`
+	PriceChangePercent     string `json:"P"`
+	WeightedAvgPrice       string `json:"w"`
+	PrevDayClose           string `json:"x"`
+	CurrDayClose           string `json:"c"`
+	CloseTradeQuantity     string `json:"Q"`
+	BestBidPrice           string `json:"b"`
+	BestBidQuantity        string `json:"B"`
+	BestAskPrice           string `json:"a"`
+	BestAskQuantity        string `json:"A"`
+	OpenPrice              string `json:"o"`
+	HighPrice              string `json:"h"`
+	LowPrice               string `json:"l"`
+	TotalTradedVolume      string `json:"v"`
+	TotalTradedQuoteVolume string `json:"q"`
+	OpenTime               int64  `json:"O"`
+	CloseTime              int64  `json:"C"`
+	FirstTradeID           int64  `json:"F"`
+	LastTradeID            int64  `json:"L"`
+	NumberOfTrades         int64  `json:"n"`
+}
+
 // HistoricalTrade holds recent trade data
 type HistoricalTrade struct {
 	Code         int     `json:"code"`

exchanges/binance/binance_websocket.go

@@ -0,0 +1,97 @@
+package binance
+
+import (
+	"log"
+	"net/http"
+	"strings"
+	"time"
+
+	"github.com/gorilla/websocket"
+	"github.com/thrasher-/gocryptotrader/common"
+)
+
+const (
+	binanceDefaultWebsocketURL = "wss://stream.binance.com:9443"
+	binancePingPeriod          = 20 * time.Second
+)
+
+func (b *Binance) WebsocketClient() {
+	for b.Enabled && b.Websocket {
+		var Dialer websocket.Dialer
+		var err error
+		// myenabledPairs := strings.ToLower(strings.Replace(strings.Join(b.EnabledPairs, "@ticker/"), "-", "", -1)) + "@trade"
+
+		myenabledPairsTicker := strings.ToLower(strings.Replace(strings.Join(b.EnabledPairs, "@ticker/"), "-", "", -1)) + "@ticker"
+		myenabledPairsTrade := strings.ToLower(strings.Replace(strings.Join(b.EnabledPairs, "@trade/"), "-", "", -1)) + "@trade"
+		myenabledPairsKline := strings.ToLower(strings.Replace(strings.Join(b.EnabledPairs, "@kline_1m/"), "-", "", -1)) + "@kline_1m"
+		wsurl := b.WebsocketURL + "/stream?streams=" + myenabledPairsTicker + "/" + myenabledPairsTrade + "/" + myenabledPairsKline
+
+		// b.WebsocketConn, _, err = Dialer.Dial(binanceDefaultWebsocketURL+myenabledPairs, http.Header{})
+		b.WebsocketConn, _, err = Dialer.Dial(wsurl, http.Header{})
+
+		if err != nil {
+			log.Printf("%s Unable to connect to Websocket. Error: %s\n", b.Name, err)
+			continue
+		}
+
+		if b.Verbose {
+			log.Printf("%s Connected to Websocket.\n", b.Name)
+		}
+
+		for b.Enabled && b.Websocket {
+			msgType, resp, err := b.WebsocketConn.ReadMessage()
+			if err != nil {
+				log.Println(err)
+				break
+			}
+
+			switch msgType {
+			case websocket.TextMessage:
+				multiStreamData := MultiStreamData{}
+
+				err := common.JSONDecode(resp, &multiStreamData)
+
+				if err != nil {
+					log.Println("Could not load multi stream data.", string(resp))
+					continue
+				}
+
+				if strings.Contains(multiStreamData.Stream, "trade") {
+					trade := TradeStream{}
+					err := common.JSONDecode(multiStreamData.Data, &trade)
+
+					if err != nil {
+						log.Println("Could not convert to a TradeStream structure")
+						continue
+					}
+					log.Println("Trade received", trade.Symbol, trade.TimeStamp, trade.TradeID, trade.Price, trade.Quantity)
+				} else if strings.Contains(multiStreamData.Stream, "ticker") {
+					ticker := TickerStream{}
+
+					err := common.JSONDecode(multiStreamData.Data, &ticker)
+					if err != nil {
+						log.Println("Could not convert to a TickerStream structure")
+						continue
+					}
+
+					log.Println("Ticker received", ticker.Symbol, ticker.EventTime, ticker.TotalTradedVolume, ticker.LastTradeID)
+				} else if strings.Contains(multiStreamData.Stream, "kline") {
+					kline := KlineStream{}
+
+					err := common.JSONDecode(multiStreamData.Data, &kline)
+					if err != nil {
+						log.Println("Could not convert to a KlineStream structure")
+						continue
+					}
+
+					log.Println("Kline received", kline.Symbol, kline.EventTime, kline.Kline.HighPrice, kline.Kline.LowPrice)
+				}
+				type MsgType struct {
+					MessageType string `json:"messageType"`
+				}
+			}
+		}
+		b.WebsocketConn.Close()
+		log.Printf("%s Websocket client disconnected.", b.Name)
+	}
+}

exchanges/binance/binance_wrapper.go

@@ -29,6 +29,10 @@ func (b *Binance) Run() {
 		log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
 	}
 
+	if b.Websocket {
+		go b.WebsocketClient()
+	}
+
 	symbols, err := b.GetExchangeValidCurrencyPairs()
 	if err != nil {
 		log.Printf("%s Failed to get exchange info.\n", b.GetName())