mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 15:09:55 +00:00
Updated support for Bitfinex Websocket API.
This commit is contained in:
Adrian Gallagher
@@ -179,6 +179,7 @@ type Bitfinex struct {
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AvailablePairs []string
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EnabledPairs []string
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WebsocketConn *websocket.Conn
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WebsocketSubdChannels map[int]BitfinexWebsocketChanInfo
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}
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func (b *Bitfinex) SetDefaults() {
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@@ -187,6 +188,7 @@ func (b *Bitfinex) SetDefaults() {
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b.Verbose = false
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b.Websocket = false
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b.RESTPollingDelay = 10
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b.WebsocketSubdChannels = make(map[int]BitfinexWebsocketChanInfo)
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}
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func (b *Bitfinex) GetName() string {
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@@ -4,61 +4,106 @@ import (
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"github.com/gorilla/websocket"
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"log"
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"net/http"
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"reflect"
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"strconv"
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"time"
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)
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/* Implementation based off Bitfinex's bfws.bitfinex.com websocket service */
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const (
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BITFINEX_WEBSOCKET = "ws://websocket.bitfinex.com:8086/WSGateway/"
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BTIFINEX_WEBSOCKET_TRADES = "SubscribeTrades"
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BITFINEX_WEBSOCKET_ORDERBOOK = "SubscribeLevel2"
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BITFINEX_WEBSOCKET = "wss://api2.bitfinex.com:3000/ws"
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BITFINEX_WEBSOCKET_VERSION = "1.0"
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)
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type BitfinexWebsocketFrameRequest struct {
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Type string `json:"type"`
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M int `json:"m"`
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I int `json:"i"`
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Subscription string `json:"n"`
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Params string `json:"o"`
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type BitfinexWebsocketChanInfo struct {
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Channel string
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Pair string
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}
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type BitfinexWebsocketResponse struct {
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M int `json:"m"`
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I int `json:"i"`
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Subscription string `json:"n"`
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Params string `json:"o"`
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type BitfinexWebsocketBook struct {
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Price float64
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Count int
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Amount float64
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}
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func (b *Bitfinex) Subscribe(counter *int, subscription string, params map[string]interface{}) error {
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msg := BitfinexWebsocketFrameRequest{}
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msg.Type = "anws_frame"
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msg.M = 0
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msg.I = *counter
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msg.Subscription = subscription
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type BitfinexWebsocketTrade struct {
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ID int64
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Timestamp int64
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Price float64
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Amount float64
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}
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paramsEncoded, err := JSONEncode(params)
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if err != nil {
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return err
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}
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msg.Params = string(paramsEncoded)
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type BitfinexWebsocketTicker struct {
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Bid float64
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BidSize float64
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Ask float64
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AskSize float64
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DailyChange float64
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DialyChangePerc float64
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LastPrice float64
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Volume float64
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}
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msgEncoded, err := JSONEncode(msg)
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func (b *Bitfinex) WebsocketPingHandler() error {
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request := make(map[string]string)
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request["event"] = "ping"
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return b.WebsocketSend(request)
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}
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func (b *Bitfinex) WebsocketSend(data interface{}) error {
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json, err := JSONEncode(data)
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if err != nil {
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return err
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}
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err = b.WebsocketConn.WriteMessage(websocket.TextMessage, msgEncoded)
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err = b.WebsocketConn.WriteMessage(websocket.TextMessage, json)
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if err != nil {
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return err
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}
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*counter += 2
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return nil
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}
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func (b *Bitfinex) WebsocketSubscribe(channel string, params map[string]string) {
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request := make(map[string]string)
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request["event"] = "subscribe"
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request["channel"] = channel
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if len(params) > 0 {
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for k, v := range params {
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request[k] = v
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}
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}
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b.WebsocketSend(request)
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}
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func (b *Bitfinex) WebsocketSendAuth() error {
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request := make(map[string]interface{})
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payload := "AUTH" + strconv.FormatInt(time.Now().UnixNano(), 10)[:13]
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request["event"] = "auth"
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request["apiKey"] = b.APIKey
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request["authSig"] = HexEncodeToString(GetHMAC(HASH_SHA512_384, []byte(payload), []byte(b.APISecret)))
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request["authPayload"] = payload
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return b.WebsocketSend(request)
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}
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func (b *Bitfinex) WebsocketSendUnauth() error {
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request := make(map[string]string)
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request["event"] = "unauth"
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return b.WebsocketSend(request)
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}
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func (b *Bitfinex) WebsocketAddSubscriptionChannel(chanID int, channel, pair string) {
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chanInfo := BitfinexWebsocketChanInfo{Pair: pair, Channel: channel}
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b.WebsocketSubdChannels[chanID] = chanInfo
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if b.Verbose {
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log.Printf("%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.GetName(), channel, pair, chanID)
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}
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}
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func (b *Bitfinex) WebsocketClient() {
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msgCounter := 0
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channels := []string{"book", "trades", "ticker"}
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for b.Enabled && b.Websocket {
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var Dialer websocket.Dialer
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var err error
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@@ -69,24 +114,46 @@ func (b *Bitfinex) WebsocketClient() {
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continue
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}
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if b.Verbose {
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log.Printf("%s Connected to Websocket.\n", b.GetName())
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msgType, resp, err := b.WebsocketConn.ReadMessage()
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if msgType != websocket.TextMessage {
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continue
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}
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err = b.Subscribe(&msgCounter, BITFINEX_WEBSOCKET_ORDERBOOK, map[string]interface{}{"ExchangeID": "0", "ProductPairID": "1", "Depth": 25, "RoundToDecimals": 2})
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type WebsocketHandshake struct {
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Event string `json:"event"`
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Code int64 `json:"code"`
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Version int `json:"version"`
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}
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hs := WebsocketHandshake{}
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err = JSONDecode(resp, &hs)
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if err != nil {
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log.Println(err)
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continue
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}
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err = b.Subscribe(&msgCounter, BTIFINEX_WEBSOCKET_TRADES, map[string]interface{}{"ExchangeID": "0", "ProductPairID": "1", "IncludeLastCount": "100"})
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if err != nil {
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log.Println(err)
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continue
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if hs.Event == "info" {
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if b.Verbose {
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log.Printf("%s Connected to Websocket.\n", b.GetName())
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}
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}
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if b.Verbose {
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log.Printf("%s Subscribed to channels.\n", b.GetName())
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for _, x := range channels {
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for _, y := range b.EnabledPairs {
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params := make(map[string]string)
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if x == "book" {
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params["prec"] = "P0"
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}
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params["pair"] = y
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b.WebsocketSubscribe(x, params)
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}
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}
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if b.AuthenticatedAPISupport {
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err = b.WebsocketSendAuth()
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if err != nil {
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log.Println(err)
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}
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}
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for b.Enabled && b.Websocket {
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@@ -98,14 +165,79 @@ func (b *Bitfinex) WebsocketClient() {
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switch msgType {
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case websocket.TextMessage:
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msg := BitfinexWebsocketResponse{}
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err := JSONDecode(resp, &msg)
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var result interface{}
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err := JSONDecode(resp, &result)
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if err != nil {
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log.Println(err)
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continue
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}
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log.Println(string(resp))
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log.Println(msg)
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switch reflect.TypeOf(result).String() {
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case "map[string]interface {}":
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eventData := result.(map[string]interface{})
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event := eventData["event"]
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switch event {
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case "subscribed":
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b.WebsocketAddSubscriptionChannel(int(eventData["chanId"].(float64)), eventData["channel"].(string), eventData["pair"].(string))
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case "auth":
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status := eventData["status"].(string)
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if status == "OK" {
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b.WebsocketAddSubscriptionChannel(0, "account", "N/A")
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} else if status == "fail" {
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log.Printf("%s Websocket unable to AUTH. Error code: %s\n", b.GetName(), eventData["code"].(string))
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b.AuthenticatedAPISupport = false
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}
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}
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case "[]interface {}":
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chanData := result.([]interface{})
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chanID := int(chanData[0].(float64))
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chanInfo, ok := b.WebsocketSubdChannels[chanID]
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if !ok {
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log.Println("Unable to locate chanID: %d", chanID)
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} else {
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switch chanInfo.Channel {
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case "book":
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orderbook := []BitfinexWebsocketBook{}
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switch len(chanData) {
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case 2:
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data := chanData[1].([]interface{})
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for _, x := range data {
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y := x.([]interface{})
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orderbook = append(orderbook, BitfinexWebsocketBook{Price: y[0].(float64), Count: int(y[1].(float64)), Amount: y[2].(float64)})
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}
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case 4:
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orderbook = append(orderbook, BitfinexWebsocketBook{Price: chanData[1].(float64), Count: int(chanData[2].(float64)), Amount: chanData[3].(float64)})
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}
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case "ticker":
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ticker := BitfinexWebsocketTicker{Bid: chanData[1].(float64), BidSize: chanData[2].(float64), Ask: chanData[3].(float64), AskSize: chanData[4].(float64),
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DailyChange: chanData[5].(float64), DialyChangePerc: chanData[6].(float64), LastPrice: chanData[7].(float64), Volume: chanData[8].(float64)}
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log.Printf("Bitfinex %s Websocket Last %f Volume %f\n", chanInfo.Pair, ticker.LastPrice, ticker.Volume)
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case "account":
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//to-do
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case "trades":
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trades := []BitfinexWebsocketTrade{}
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switch len(chanData) {
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case 2:
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data := chanData[1].([]interface{})
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for _, x := range data {
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y := x.([]interface{})
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trades = append(trades, BitfinexWebsocketTrade{ID: int64(y[0].(float64)), Timestamp: int64(y[1].(float64)), Price: y[2].(float64), Amount: y[3].(float64)})
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}
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case 5:
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trade := BitfinexWebsocketTrade{ID: int64(chanData[1].(float64)), Timestamp: int64(chanData[2].(float64)), Price: chanData[3].(float64), Amount: chanData[4].(float64)}
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trades = append(trades, trade)
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if b.Verbose {
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log.Printf("Bitfinex %s Websocket Trade ID %d Timestamp %d Price %f Amount %f\n", chanInfo.Pair, trade.ID, trade.Timestamp, trade.Price, trade.Amount)
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}
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}
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}
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}
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}
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}
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}
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b.WebsocketConn.Close()
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