Added basic Bitfinex Websocket implementation.

README.md

@@ -8,7 +8,7 @@ A cryptocurrency trading bot supporting multiple exchanges written in Golang.
 |----------|------|-----------|-----|
 | Alphapoint | Yes  | Yes        | NA  |
 | ANXPRO | Yes  | No        | NA  |
-| Bitfinex | Yes  | NA        | NA  |
+| Bitfinex | Yes  | Yes        | NA  |
 | Bitstamp | Yes  | Yes       | NA  |
 | BTCChina | Yes  | Yes     | No  |
 | BTCE     | Yes  | NA        | NA  |

bitfinexhttp.go

@@ -3,6 +3,7 @@ package main
 import (
 	"errors"
 	"fmt"
+	"github.com/gorilla/websocket"
 	"log"
 	"strconv"
 	"strings"
@@ -159,6 +160,7 @@ type Bitfinex struct {
 	BaseCurrencies          []string
 	AvailablePairs          []string
 	EnabledPairs            []string
+	WebsocketConn           *websocket.Conn
 }
 
 func (b *Bitfinex) SetDefaults() {
@@ -188,10 +190,15 @@ func (b *Bitfinex) SetAPIKeys(apiKey, apiSecret string) {
 
 func (b *Bitfinex) Run() {
 	if b.Verbose {
+		log.Printf("%s Websocket: %s.", b.GetName(), IsEnabled(b.Websocket))
 		log.Printf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
 		log.Printf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
 	}
 
+	if b.Websocket {
+		go b.WebsocketClient()
+	}
+
 	exchangeProducts, err := b.GetSymbols()
 	if err != nil {
 		log.Printf("%s Failed to get available symbols.\n", b.GetName())

bitfinexwebsocket.go

@@ -0,0 +1,114 @@
+package main
+
+import (
+	"github.com/gorilla/websocket"
+	"log"
+	"net/http"
+)
+
+/* Implementation based off Bitfinex's bfws.bitfinex.com websocket service */
+
+const (
+	BITFINEX_WEBSOCKET           = "ws://websocket.bitfinex.com:8086/WSGateway/"
+	BTIFINEX_WEBSOCKET_TRADES    = "SubscribeTrades"
+	BITFINEX_WEBSOCKET_ORDERBOOK = "SubscribeLevel2"
+)
+
+type BitfinexWebsocketFrameRequest struct {
+	Type         string `json:"type"`
+	M            int    `json:"m"`
+	I            int    `json:"i"`
+	Subscription string `json:"n"`
+	Params       string `json:"o"`
+}
+
+type BitfinexWebsocketResponse struct {
+	M            int    `json:"m"`
+	I            int    `json:"i"`
+	Subscription string `json:"n"`
+	Params       string `json:"o"`
+}
+
+func (b *Bitfinex) Subscribe(counter *int, subscription string, params map[string]interface{}) error {
+	msg := BitfinexWebsocketFrameRequest{}
+	msg.Type = "anws_frame"
+	msg.M = 0
+	msg.I = *counter
+	msg.Subscription = subscription
+
+	paramsEncoded, err := JSONEncode(params)
+	if err != nil {
+		return err
+	}
+	msg.Params = string(paramsEncoded)
+
+	msgEncoded, err := JSONEncode(msg)
+	if err != nil {
+		return err
+	}
+
+	err = b.WebsocketConn.WriteMessage(websocket.TextMessage, msgEncoded)
+
+	if err != nil {
+		return err
+	}
+
+	*counter += 2
+	return nil
+}
+
+func (b *Bitfinex) WebsocketClient() {
+	msgCounter := 0
+	for b.Enabled && b.Websocket {
+		var Dialer websocket.Dialer
+		var err error
+		b.WebsocketConn, _, err = Dialer.Dial(BITFINEX_WEBSOCKET, http.Header{})
+
+		if err != nil {
+			log.Printf("%s Unable to connect to Websocket. Error: %s\n", b.GetName(), err)
+			continue
+		}
+
+		if b.Verbose {
+			log.Printf("%s Connected to Websocket.\n", b.GetName())
+		}
+
+		err = b.Subscribe(&msgCounter, BITFINEX_WEBSOCKET_ORDERBOOK, map[string]interface{}{"ExchangeID": "0", "ProductPairID": "1", "Depth": 25, "RoundToDecimals": 2})
+		if err != nil {
+			log.Println(err)
+			continue
+		}
+
+		err = b.Subscribe(&msgCounter, BTIFINEX_WEBSOCKET_TRADES, map[string]interface{}{"ExchangeID": "0", "ProductPairID": "1", "IncludeLastCount": "100"})
+		if err != nil {
+			log.Println(err)
+			continue
+		}
+
+		if b.Verbose {
+			log.Printf("%s Subscribed to channels.\n", b.GetName())
+		}
+
+		for b.Enabled && b.Websocket {
+			msgType, resp, err := b.WebsocketConn.ReadMessage()
+			if err != nil {
+				log.Println(err)
+				break
+			}
+
+			switch msgType {
+			case websocket.TextMessage:
+				msg := BitfinexWebsocketResponse{}
+				err := JSONDecode(resp, &msg)
+				if err != nil {
+					log.Println(err)
+					continue
+				}
+				log.Println(string(resp))
+				log.Println(msg)
+			}
+		}
+		b.WebsocketConn.Close()
+		log.Printf("%s Websocket client disconnected.\n", b.GetName())
+	}
+}