Added Websocket support for Poloniex exchange.

This commit is contained in:
Adrian Gallagher
2016-03-07 22:11:14 +11:00
parent 03538165d6
commit bece1a4f51
3 changed files with 183 additions and 5 deletions

View File

@@ -26,7 +26,7 @@ A cryptocurrency trading bot supporting multiple exchanges written in Golang.
| LakeBTC | Yes | Yes | NA |
| LocalBitcoins | No | NA | NA |
| OKCoin (both) | Yes | Yes | No |
| Poloniex | Yes | No | NA |
| Poloniex | Yes | Yes | NA |
** NA means not applicable as the Exchange does not support the feature.

View File

@@ -9,9 +9,8 @@ import (
)
const (
POLONIEX_API_URL = "https://poloniex.com"
POLONIEX_WEBSOCKET_ADDRESS = "wss://api.poloniex.com"
POLONIEX_API_VERSION = "1"
POLONIEX_API_URL = "https://poloniex.com"
POLONIEX_API_VERSION = "1"
)
type Poloniex struct {
@@ -78,7 +77,7 @@ func (p *Poloniex) Run() {
}
if p.Websocket {
//go p.WebsocketClient()
go p.WebsocketClient()
}
for p.Enabled {

179
poloniexwebsocket.go Normal file
View File

@@ -0,0 +1,179 @@
package main
import (
"gopkg.in/jcelliott/turnpike.v2"
"log"
"strconv"
)
const (
POLONIEX_WEBSOCKET_ADDRESS = "wss://api.poloniex.com"
POLONIEX_WEBSOCKET_REALM = "realm1"
POLONIEX_WEBSOCKET_TICKER = "ticker"
POLONIEX_WEBSOCKET_TROLLBOX = "trollbox"
)
type PoloniexWebsocketTicker struct {
CurrencyPair string
Last float64
LowestAsk float64
HighestBid float64
PercentChange float64
BaseVolume float64
QuoteVolume float64
IsFrozen bool
High float64
Low float64
}
func PoloniexOnTicker(args []interface{}, kwargs map[string]interface{}) {
ticker := PoloniexWebsocketTicker{}
ticker.CurrencyPair = args[0].(string)
ticker.Last, _ = strconv.ParseFloat(args[1].(string), 64)
ticker.LowestAsk, _ = strconv.ParseFloat(args[2].(string), 64)
ticker.HighestBid, _ = strconv.ParseFloat(args[3].(string), 64)
ticker.PercentChange, _ = strconv.ParseFloat(args[4].(string), 64)
ticker.BaseVolume, _ = strconv.ParseFloat(args[5].(string), 64)
ticker.QuoteVolume, _ = strconv.ParseFloat(args[6].(string), 64)
if args[7].(float64) != 0 {
ticker.IsFrozen = true
} else {
ticker.IsFrozen = false
}
ticker.High, _ = strconv.ParseFloat(args[8].(string), 64)
ticker.Low, _ = strconv.ParseFloat(args[9].(string), 64)
}
type PoloniexWebsocketTrollboxMessage struct {
MessageNumber float64
Username string
Message string
Reputation float64
}
func PoloniexOnTrollbox(args []interface{}, kwargs map[string]interface{}) {
message := PoloniexWebsocketTrollboxMessage{}
message.MessageNumber, _ = args[1].(float64)
message.Username = args[2].(string)
message.Message = args[3].(string)
message.Reputation = args[4].(float64)
}
func PoloniexOnDepthOrTrade(args []interface{}, kwargs map[string]interface{}) {
for x := range args {
data := args[x].(map[string]interface{})
msgData := data["data"].(map[string]interface{})
msgType := data["type"].(string)
switch msgType {
case "orderBookModify":
{
type PoloniexWebsocketOrderbookModify struct {
Type string
Rate float64
Amount float64
}
orderModify := PoloniexWebsocketOrderbookModify{}
orderModify.Type = msgData["type"].(string)
rateStr := msgData["rate"].(string)
orderModify.Rate, _ = strconv.ParseFloat(rateStr, 64)
amountStr := msgData["amount"].(string)
orderModify.Amount, _ = strconv.ParseFloat(amountStr, 64)
}
case "orderBookRemove":
{
type PoloniexWebsocketOrderbookRemove struct {
Type string
Rate float64
}
orderRemoval := PoloniexWebsocketOrderbookRemove{}
orderRemoval.Type = msgData["type"].(string)
rateStr := msgData["rate"].(string)
orderRemoval.Rate, _ = strconv.ParseFloat(rateStr, 64)
}
case "newTrade":
{
type PoloniexWebsocketNewTrade struct {
Type string
TradeID int64
Rate float64
Amount float64
Date string
Total float64
}
trade := PoloniexWebsocketNewTrade{}
trade.Type = msgData["type"].(string)
tradeIDstr := msgData["tradeID"].(string)
trade.TradeID, _ = strconv.ParseInt(tradeIDstr, 10, 64)
rateStr := msgData["rate"].(string)
trade.Rate, _ = strconv.ParseFloat(rateStr, 64)
amountStr := msgData["amount"].(string)
trade.Amount, _ = strconv.ParseFloat(amountStr, 64)
totalStr := msgData["total"].(string)
trade.Rate, _ = strconv.ParseFloat(totalStr, 64)
trade.Date = msgData["date"].(string)
}
}
}
}
func (p *Poloniex) WebsocketClient() {
for p.Enabled && p.Websocket {
c, err := turnpike.NewWebsocketClient(turnpike.JSON, POLONIEX_WEBSOCKET_ADDRESS)
if err != nil {
log.Printf("%s Unable to connect to Websocket. Error: %s\n", p.GetName(), err)
continue
}
if p.Verbose {
log.Printf("%s Connected to Websocket.\n", p.GetName())
}
_, err = c.JoinRealm(POLONIEX_WEBSOCKET_REALM, nil)
if err != nil {
log.Printf("%s Unable to join realm. Error: %s\n", p.GetName(), err)
continue
}
if p.Verbose {
log.Printf("%s Joined Websocket realm.\n", p.GetName())
}
c.ReceiveDone = make(chan bool)
if err := c.Subscribe(POLONIEX_WEBSOCKET_TICKER, PoloniexOnTicker); err != nil {
log.Printf("%s Error subscribing to ticker channel: %s\n", p.GetName(), err)
}
if err := c.Subscribe(POLONIEX_WEBSOCKET_TROLLBOX, PoloniexOnTrollbox); err != nil {
log.Printf("%s Error subscribing to trollbox channel: %s\n", p.GetName(), err)
}
for x := range p.EnabledPairs {
currency := p.EnabledPairs[x]
if err := c.Subscribe(currency, PoloniexOnDepthOrTrade); err != nil {
log.Printf("%s Error subscribing to %s channel: %s\n", p.GetName(), currency, err)
}
}
if p.Verbose {
log.Printf("%s Subscribed to websocket channels.\n", p.GetName())
}
<-c.ReceiveDone
log.Printf("%s Websocket client disconnected.\n", p.GetName())
}
}