package okx import ( "context" "encoding/json" "errors" "fmt" "hash/crc32" "net/http" "strconv" "strings" "time" "github.com/gorilla/websocket" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" ) // responseStream a channel thought which the data coming from the two websocket connection will go through. var responseStream = make(chan stream.Response) // defaultSubscribedChannels list of channels which are subscribed by default var defaultSubscribedChannels = []string{ okxChannelTrades, okxChannelOrderBooks, okxChannelCandle5m, okxChannelTickers, } var candlestickChannelsMap = map[string]bool{okxChannelCandle1Y: true, okxChannelCandle6M: true, okxChannelCandle3M: true, okxChannelCandle1M: true, okxChannelCandle1W: true, okxChannelCandle1D: true, okxChannelCandle2D: true, okxChannelCandle3D: true, okxChannelCandle5D: true, okxChannelCandle12H: true, okxChannelCandle6H: true, okxChannelCandle4H: true, okxChannelCandle2H: true, okxChannelCandle1H: true, okxChannelCandle30m: true, okxChannelCandle15m: true, okxChannelCandle5m: true, okxChannelCandle3m: true, okxChannelCandle1m: true, okxChannelCandle1Yutc: true, okxChannelCandle3Mutc: true, okxChannelCandle1Mutc: true, okxChannelCandle1Wutc: true, okxChannelCandle1Dutc: true, okxChannelCandle2Dutc: true, okxChannelCandle3Dutc: true, okxChannelCandle5Dutc: true, okxChannelCandle12Hutc: true, okxChannelCandle6Hutc: true} var candlesticksMarkPriceMap = map[string]bool{okxChannelMarkPriceCandle1Y: true, okxChannelMarkPriceCandle6M: true, okxChannelMarkPriceCandle3M: true, okxChannelMarkPriceCandle1M: true, okxChannelMarkPriceCandle1W: true, okxChannelMarkPriceCandle1D: true, okxChannelMarkPriceCandle2D: true, okxChannelMarkPriceCandle3D: true, okxChannelMarkPriceCandle5D: true, okxChannelMarkPriceCandle12H: true, okxChannelMarkPriceCandle6H: true, okxChannelMarkPriceCandle4H: true, okxChannelMarkPriceCandle2H: true, okxChannelMarkPriceCandle1H: true, okxChannelMarkPriceCandle30m: true, okxChannelMarkPriceCandle15m: true, okxChannelMarkPriceCandle5m: true, okxChannelMarkPriceCandle3m: true, okxChannelMarkPriceCandle1m: true, okxChannelMarkPriceCandle1Yutc: true, okxChannelMarkPriceCandle3Mutc: true, okxChannelMarkPriceCandle1Mutc: true, okxChannelMarkPriceCandle1Wutc: true, okxChannelMarkPriceCandle1Dutc: true, okxChannelMarkPriceCandle2Dutc: true, okxChannelMarkPriceCandle3Dutc: true, okxChannelMarkPriceCandle5Dutc: true, okxChannelMarkPriceCandle12Hutc: true, okxChannelMarkPriceCandle6Hutc: true} var candlesticksIndexPriceMap = map[string]bool{okxChannelIndexCandle1Y: true, okxChannelIndexCandle6M: true, okxChannelIndexCandle3M: true, okxChannelIndexCandle1M: true, okxChannelIndexCandle1W: true, okxChannelIndexCandle1D: true, okxChannelIndexCandle2D: true, okxChannelIndexCandle3D: true, okxChannelIndexCandle5D: true, okxChannelIndexCandle12H: true, okxChannelIndexCandle6H: true, okxChannelIndexCandle4H: true, okxChannelIndexCandle2H: true, okxChannelIndexCandle1H: true, okxChannelIndexCandle30m: true, okxChannelIndexCandle15m: true, okxChannelIndexCandle5m: true, okxChannelIndexCandle3m: true, okxChannelIndexCandle1m: true, okxChannelIndexCandle1Yutc: true, okxChannelIndexCandle3Mutc: true, okxChannelIndexCandle1Mutc: true, okxChannelIndexCandle1Wutc: true, okxChannelIndexCandle1Dutc: true, okxChannelIndexCandle2Dutc: true, okxChannelIndexCandle3Dutc: true, okxChannelIndexCandle5Dutc: true, okxChannelIndexCandle12Hutc: true, okxChannelIndexCandle6Hutc: true} const ( // allowableIterations use the first 25 bids and asks in the full load to form a string allowableIterations = 25 // OkxOrderBookSnapshot orderbook push data type 'snapshot' OkxOrderBookSnapshot = "snapshot" // OkxOrderBookUpdate orderbook push data type 'update' OkxOrderBookUpdate = "update" // ColonDelimiter to be used in validating checksum ColonDelimiter = ":" // maxConnByteLen otal length of multiple channels cannot exceed 4096 bytes. maxConnByteLen = 4096 // Candlestick channels markPrice = "mark-price-" indexCandlestick = "index-" candle = "candle" // Candlesticks okxChannelCandle1Y = candle + "1Y" okxChannelCandle6M = candle + "6M" okxChannelCandle3M = candle + "3M" okxChannelCandle1M = candle + "1M" okxChannelCandle1W = candle + "1W" okxChannelCandle1D = candle + "1D" okxChannelCandle2D = candle + "2D" okxChannelCandle3D = candle + "3D" okxChannelCandle5D = candle + "5D" okxChannelCandle12H = candle + "12H" okxChannelCandle6H = candle + "6H" okxChannelCandle4H = candle + "4H" okxChannelCandle2H = candle + "2H" okxChannelCandle1H = candle + "1H" okxChannelCandle30m = candle + "30m" okxChannelCandle15m = candle + "15m" okxChannelCandle5m = candle + "5m" okxChannelCandle3m = candle + "3m" okxChannelCandle1m = candle + "1m" okxChannelCandle1Yutc = candle + "1Yutc" okxChannelCandle3Mutc = candle + "3Mutc" okxChannelCandle1Mutc = candle + "1Mutc" okxChannelCandle1Wutc = candle + "1Wutc" okxChannelCandle1Dutc = candle + "1Dutc" okxChannelCandle2Dutc = candle + "2Dutc" okxChannelCandle3Dutc = candle + "3Dutc" okxChannelCandle5Dutc = candle + "5Dutc" okxChannelCandle12Hutc = candle + "12Hutc" okxChannelCandle6Hutc = candle + "6Hutc" // Ticker channel okxChannelTickers = "tickers" okxChannelIndexTickers = "index-tickers" okxChannelStatus = "status" okxChannelPublicStrucBlockTrades = "public-struc-block-trades" okxChannelBlockTickers = "block-tickers" // Private Channels okxChannelAccount = "account" okxChannelPositions = "positions" okxChannelBalanceAndPosition = "balance_and_position" okxChannelOrders = "orders" okxChannelAlgoOrders = "orders-algo" okxChannelAlgoAdvance = "algo-advance" okxChannelLiquidationWarning = "liquidation-warning" okxChannelAccountGreeks = "account-greeks" okxChannelRFQs = "rfqs" okxChannelQuotes = "quotes" okxChannelStructureBlockTrades = "struc-block-trades" okxChannelSpotGridOrder = "grid-orders-spot" okxChannelGridOrdersContract = "grid-orders-contract" okxChannelGridPositions = "grid-positions" okcChannelGridSubOrders = "grid-sub-orders" okxChannelInstruments = "instruments" okxChannelOpenInterest = "open-interest" okxChannelTrades = "trades" okxChannelEstimatedPrice = "estimated-price" okxChannelMarkPrice = "mark-price" okxChannelPriceLimit = "price-limit" okxChannelOrderBooks = "books" okxChannelOrderBooks5 = "books5" okxChannelOrderBooks50TBT = "books50-l2-tbt" okxChannelOrderBooksTBT = "books-l2-tbt" okxChannelBBOTBT = "bbo-tbt" okxChannelOptSummary = "opt-summary" okxChannelFundingRate = "funding-rate" // Index Candlesticks Channels okxChannelIndexCandle1Y = indexCandlestick + okxChannelCandle1Y okxChannelIndexCandle6M = indexCandlestick + okxChannelCandle6M okxChannelIndexCandle3M = indexCandlestick + okxChannelCandle3M okxChannelIndexCandle1M = indexCandlestick + okxChannelCandle1M okxChannelIndexCandle1W = indexCandlestick + okxChannelCandle1W okxChannelIndexCandle1D = indexCandlestick + okxChannelCandle1D okxChannelIndexCandle2D = indexCandlestick + okxChannelCandle2D okxChannelIndexCandle3D = indexCandlestick + okxChannelCandle3D okxChannelIndexCandle5D = indexCandlestick + okxChannelCandle5D okxChannelIndexCandle12H = indexCandlestick + okxChannelCandle12H okxChannelIndexCandle6H = indexCandlestick + okxChannelCandle6H okxChannelIndexCandle4H = indexCandlestick + okxChannelCandle4H okxChannelIndexCandle2H = indexCandlestick + okxChannelCandle2H okxChannelIndexCandle1H = indexCandlestick + okxChannelCandle1H okxChannelIndexCandle30m = indexCandlestick + okxChannelCandle30m okxChannelIndexCandle15m = indexCandlestick + okxChannelCandle15m okxChannelIndexCandle5m = indexCandlestick + okxChannelCandle5m okxChannelIndexCandle3m = indexCandlestick + okxChannelCandle3m okxChannelIndexCandle1m = indexCandlestick + okxChannelCandle1m okxChannelIndexCandle1Yutc = indexCandlestick + okxChannelCandle1Yutc okxChannelIndexCandle3Mutc = indexCandlestick + okxChannelCandle3Mutc okxChannelIndexCandle1Mutc = indexCandlestick + okxChannelCandle1Mutc okxChannelIndexCandle1Wutc = indexCandlestick + okxChannelCandle1Wutc okxChannelIndexCandle1Dutc = indexCandlestick + okxChannelCandle1Dutc okxChannelIndexCandle2Dutc = indexCandlestick + okxChannelCandle2Dutc okxChannelIndexCandle3Dutc = indexCandlestick + okxChannelCandle3Dutc okxChannelIndexCandle5Dutc = indexCandlestick + okxChannelCandle5Dutc okxChannelIndexCandle12Hutc = indexCandlestick + okxChannelCandle12Hutc okxChannelIndexCandle6Hutc = indexCandlestick + okxChannelCandle6Hutc // Mark price candlesticks channel okxChannelMarkPriceCandle1Y = markPrice + okxChannelCandle1Y okxChannelMarkPriceCandle6M = markPrice + okxChannelCandle6M okxChannelMarkPriceCandle3M = markPrice + okxChannelCandle3M okxChannelMarkPriceCandle1M = markPrice + okxChannelCandle1M okxChannelMarkPriceCandle1W = markPrice + okxChannelCandle1W okxChannelMarkPriceCandle1D = markPrice + okxChannelCandle1D okxChannelMarkPriceCandle2D = markPrice + okxChannelCandle2D okxChannelMarkPriceCandle3D = markPrice + okxChannelCandle3D okxChannelMarkPriceCandle5D = markPrice + okxChannelCandle5D okxChannelMarkPriceCandle12H = markPrice + okxChannelCandle12H okxChannelMarkPriceCandle6H = markPrice + okxChannelCandle6H okxChannelMarkPriceCandle4H = markPrice + okxChannelCandle4H okxChannelMarkPriceCandle2H = markPrice + okxChannelCandle2H okxChannelMarkPriceCandle1H = markPrice + okxChannelCandle1H okxChannelMarkPriceCandle30m = markPrice + okxChannelCandle30m okxChannelMarkPriceCandle15m = markPrice + okxChannelCandle15m okxChannelMarkPriceCandle5m = markPrice + okxChannelCandle5m okxChannelMarkPriceCandle3m = markPrice + okxChannelCandle3m okxChannelMarkPriceCandle1m = markPrice + okxChannelCandle1m okxChannelMarkPriceCandle1Yutc = markPrice + okxChannelCandle1Yutc okxChannelMarkPriceCandle3Mutc = markPrice + okxChannelCandle3Mutc okxChannelMarkPriceCandle1Mutc = markPrice + okxChannelCandle1Mutc okxChannelMarkPriceCandle1Wutc = markPrice + okxChannelCandle1Wutc okxChannelMarkPriceCandle1Dutc = markPrice + okxChannelCandle1Dutc okxChannelMarkPriceCandle2Dutc = markPrice + okxChannelCandle2Dutc okxChannelMarkPriceCandle3Dutc = markPrice + okxChannelCandle3Dutc okxChannelMarkPriceCandle5Dutc = markPrice + okxChannelCandle5Dutc okxChannelMarkPriceCandle12Hutc = markPrice + okxChannelCandle12Hutc okxChannelMarkPriceCandle6Hutc = markPrice + okxChannelCandle6Hutc // Websocket trade endpoint operations okxOpOrder = "order" okxOpBatchOrders = "batch-orders" okxOpCancelOrder = "cancel-order" okxOpBatchCancelOrders = "batch-cancel-orders" okxOpAmendOrder = "amend-order" okxOpBatchAmendOrders = "batch-amend-orders" ) // WsConnect initiates a websocket connection func (ok *Okx) WsConnect() error { if !ok.Websocket.IsEnabled() || !ok.IsEnabled() { return errors.New(stream.WebsocketNotEnabled) } var dialer websocket.Dialer dialer.ReadBufferSize = 8192 dialer.WriteBufferSize = 8192 err := ok.Websocket.Conn.Dial(&dialer, http.Header{}) if err != nil { return err } ok.Websocket.Wg.Add(2) go ok.wsFunnelConnectionData(ok.Websocket.Conn) go ok.WsReadData() go ok.WsResponseMultiplexer.Run() if ok.Verbose { log.Debugf(log.ExchangeSys, "Successful connection to %v\n", ok.Websocket.GetWebsocketURL()) } ok.Websocket.Conn.SetupPingHandler(stream.PingHandler{ UseGorillaHandler: true, MessageType: websocket.PingMessage, Delay: time.Second * 10, }) if ok.IsWebsocketAuthenticationSupported() { var authDialer websocket.Dialer authDialer.ReadBufferSize = 8192 authDialer.WriteBufferSize = 8192 err = ok.WsAuth(context.TODO(), &authDialer) if err != nil { ok.Websocket.SetCanUseAuthenticatedEndpoints(false) } } return nil } // WsAuth will connect to Okx's Private websocket connection and Authenticate with a login payload. func (ok *Okx) WsAuth(ctx context.Context, dialer *websocket.Dialer) error { if !ok.Websocket.CanUseAuthenticatedEndpoints() { return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", ok.Name) } err := ok.Websocket.AuthConn.Dial(dialer, http.Header{}) if err != nil { return fmt.Errorf("%v Websocket connection %v error. Error %v", ok.Name, okxAPIWebsocketPrivateURL, err) } ok.Websocket.Wg.Add(1) go ok.wsFunnelConnectionData(ok.Websocket.AuthConn) ok.Websocket.AuthConn.SetupPingHandler(stream.PingHandler{ UseGorillaHandler: true, MessageType: websocket.PingMessage, Delay: time.Second * 5, }) creds, err := ok.GetCredentials(ctx) if err != nil { return err } ok.Websocket.SetCanUseAuthenticatedEndpoints(true) timeUnix := time.Now() signPath := "/users/self/verify" hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte(strconv.FormatInt(timeUnix.UTC().Unix(), 10)+http.MethodGet+signPath), []byte(creds.Secret), ) if err != nil { return err } base64Sign := crypto.Base64Encode(hmac) request := WebsocketEventRequest{ Operation: operationLogin, Arguments: []WebsocketLoginData{ { APIKey: creds.Key, Passphrase: creds.ClientID, Timestamp: timeUnix, Sign: base64Sign, }, }, } err = ok.Websocket.AuthConn.SendJSONMessage(request) if err != nil { return err } timer := time.NewTimer(ok.WebsocketResponseCheckTimeout) randomID, err := common.GenerateRandomString(16) if err != nil { return fmt.Errorf("%w, generating random string for incoming websocket response failed", err) } wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, Event: operationLogin, } ok.WsRequestSemaphore <- 1 defer func() { <-ok.WsRequestSemaphore }() defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Event == operationLogin && data.Code == "0" { ok.Websocket.SetCanUseAuthenticatedEndpoints(true) return nil } else if data.Event == "error" && (data.Code == "60022" || data.Code == "60009") { ok.Websocket.SetCanUseAuthenticatedEndpoints(false) return fmt.Errorf("authentication failed with error: %v", ErrorCodes[data.Code]) } continue case <-timer.C: timer.Stop() return fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, request.Operation) } } } // wsFunnelConnectionData receives data from multiple connection and pass the data // to wsRead through a channel responseStream func (ok *Okx) wsFunnelConnectionData(ws stream.Connection) { defer ok.Websocket.Wg.Done() for { resp := ws.ReadMessage() if resp.Raw == nil { return } responseStream <- stream.Response{Raw: resp.Raw} } } // Subscribe sends a websocket subscription request to several channels to receive data. func (ok *Okx) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error { return ok.handleSubscription(operationSubscribe, channelsToSubscribe) } // Unsubscribe sends a websocket unsubscription request to several channels to receive data. func (ok *Okx) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error { return ok.handleSubscription(operationUnsubscribe, channelsToUnsubscribe) } // handleSubscription sends a subscription and unsubscription information thought the websocket endpoint. // as of the okx, exchange this endpoint sends subscription and unsubscription messages but with a list of json objects. func (ok *Okx) handleSubscription(operation string, subscriptions []stream.ChannelSubscription) error { request := WSSubscriptionInformationList{ Operation: operation, Arguments: []SubscriptionInfo{}, } authRequests := WSSubscriptionInformationList{ Operation: operation, Arguments: []SubscriptionInfo{}, } ok.WsRequestSemaphore <- 1 defer func() { <-ok.WsRequestSemaphore }() var channels []stream.ChannelSubscription var authChannels []stream.ChannelSubscription var err error var format currency.PairFormat for i := 0; i < len(subscriptions); i++ { arg := SubscriptionInfo{ Channel: subscriptions[i].Channel, } var instrumentID string var underlying string var okay bool var instrumentType string var authSubscription bool var algoID string var uid string if arg.Channel == okxChannelAccount || arg.Channel == okxChannelOrders { authSubscription = true } if arg.Channel == okxChannelGridPositions { algoID, _ = subscriptions[i].Params["algoId"].(string) } if arg.Channel == okcChannelGridSubOrders || arg.Channel == okxChannelGridPositions { uid, _ = subscriptions[i].Params["uid"].(string) } if strings.HasPrefix(arg.Channel, "candle") || arg.Channel == okxChannelTickers || arg.Channel == okxChannelOrderBooks || arg.Channel == okxChannelOrderBooks5 || arg.Channel == okxChannelOrderBooks50TBT || arg.Channel == okxChannelOrderBooksTBT || arg.Channel == okxChannelTrades { if subscriptions[i].Params["instId"] != "" { instrumentID, okay = subscriptions[i].Params["instId"].(string) if !okay { instrumentID = "" } } else if subscriptions[i].Params["instrumentID"] != "" { instrumentID, okay = subscriptions[i].Params["instrumentID"].(string) if !okay { instrumentID = "" } } if instrumentID == "" { format, err = ok.GetPairFormat(subscriptions[i].Asset, false) if err != nil { return err } if subscriptions[i].Currency.Base.String() == "" || subscriptions[i].Currency.Quote.String() == "" { return errIncompleteCurrencyPair } instrumentID = format.Format(subscriptions[i].Currency) } } if arg.Channel == okxChannelInstruments || arg.Channel == okxChannelPositions || arg.Channel == okxChannelOrders || arg.Channel == okxChannelAlgoOrders || arg.Channel == okxChannelAlgoAdvance || arg.Channel == okxChannelLiquidationWarning || arg.Channel == okxChannelSpotGridOrder || arg.Channel == okxChannelGridOrdersContract || arg.Channel == okxChannelEstimatedPrice { instrumentType = ok.GetInstrumentTypeFromAssetItem(subscriptions[i].Asset) } if arg.Channel == okxChannelPositions || arg.Channel == okxChannelOrders || arg.Channel == okxChannelAlgoOrders || arg.Channel == okxChannelEstimatedPrice || arg.Channel == okxChannelOptSummary { underlying, _ = ok.GetUnderlying(subscriptions[i].Currency, subscriptions[i].Asset) } arg.InstrumentID = instrumentID arg.Underlying = underlying arg.InstrumentType = instrumentType arg.UID = uid arg.AlgoID = algoID if authSubscription { var authChunk []byte authChannels = append(authChannels, subscriptions[i]) authRequests.Arguments = append(authRequests.Arguments, arg) authChunk, err = json.Marshal(authRequests) if err != nil { return err } if len(authChunk) > maxConnByteLen { authRequests.Arguments = authRequests.Arguments[:len(authRequests.Arguments)-1] i-- err = ok.Websocket.AuthConn.SendJSONMessage(authRequests) if err != nil { return err } if operation == operationUnsubscribe { ok.Websocket.RemoveSuccessfulUnsubscriptions(channels...) } else { ok.Websocket.AddSuccessfulSubscriptions(channels...) } authChannels = []stream.ChannelSubscription{} authRequests.Arguments = []SubscriptionInfo{} } } else { var chunk []byte channels = append(channels, subscriptions[i]) request.Arguments = append(request.Arguments, arg) chunk, err = json.Marshal(request) if err != nil { return err } if len(chunk) > maxConnByteLen { i-- err = ok.Websocket.Conn.SendJSONMessage(request) if err != nil { return err } if operation == operationUnsubscribe { ok.Websocket.RemoveSuccessfulUnsubscriptions(channels...) } else { ok.Websocket.AddSuccessfulSubscriptions(channels...) } channels = []stream.ChannelSubscription{} request.Arguments = []SubscriptionInfo{} continue } } } if len(request.Arguments) > 0 { err = ok.Websocket.Conn.SendJSONMessage(request) if err != nil { return err } } if len(authRequests.Arguments) > 0 && ok.Websocket.CanUseAuthenticatedEndpoints() { err = ok.Websocket.AuthConn.SendJSONMessage(authRequests) if err != nil { return err } } if err != nil { return err } if operation == operationUnsubscribe { channels = append(channels, authChannels...) ok.Websocket.RemoveSuccessfulUnsubscriptions(channels...) } else { channels = append(channels, authChannels...) ok.Websocket.AddSuccessfulSubscriptions(channels...) } return nil } // WsReadData read coming messages thought the websocket connection and process the data. func (ok *Okx) WsReadData() { defer ok.Websocket.Wg.Done() for { select { case <-ok.Websocket.ShutdownC: select { case resp := <-responseStream: err := ok.WsHandleData(resp.Raw) if err != nil { select { case ok.Websocket.DataHandler <- err: default: log.Errorf(log.WebsocketMgr, "%s websocket handle data error: %v", ok.Name, err) } } default: } return case resp := <-responseStream: err := ok.WsHandleData(resp.Raw) if err != nil { ok.Websocket.DataHandler <- err } } } } // WsHandleData will read websocket raw data and pass to appropriate handler func (ok *Okx) WsHandleData(respRaw []byte) error { var resp wsIncomingData err := json.Unmarshal(respRaw, &resp) if err != nil { return err } if (resp.Event != "" && (resp.Event == "login" || resp.Event == "error")) || resp.Operation != "" { ok.WsResponseMultiplexer.Message <- &resp return nil } if len(resp.Data) == 0 { return nil } switch resp.Argument.Channel { case okxChannelCandle1Y, okxChannelCandle6M, okxChannelCandle3M, okxChannelCandle1M, okxChannelCandle1W, okxChannelCandle1D, okxChannelCandle2D, okxChannelCandle3D, okxChannelCandle5D, okxChannelCandle12H, okxChannelCandle6H, okxChannelCandle4H, okxChannelCandle2H, okxChannelCandle1H, okxChannelCandle30m, okxChannelCandle15m, okxChannelCandle5m, okxChannelCandle3m, okxChannelCandle1m, okxChannelCandle1Yutc, okxChannelCandle3Mutc, okxChannelCandle1Mutc, okxChannelCandle1Wutc, okxChannelCandle1Dutc, okxChannelCandle2Dutc, okxChannelCandle3Dutc, okxChannelCandle5Dutc, okxChannelCandle12Hutc, okxChannelCandle6Hutc: return ok.wsProcessCandles(respRaw) case okxChannelIndexCandle1Y, okxChannelIndexCandle6M, okxChannelIndexCandle3M, okxChannelIndexCandle1M, okxChannelIndexCandle1W, okxChannelIndexCandle1D, okxChannelIndexCandle2D, okxChannelIndexCandle3D, okxChannelIndexCandle5D, okxChannelIndexCandle12H, okxChannelIndexCandle6H, okxChannelIndexCandle4H, okxChannelIndexCandle2H, okxChannelIndexCandle1H, okxChannelIndexCandle30m, okxChannelIndexCandle15m, okxChannelIndexCandle5m, okxChannelIndexCandle3m, okxChannelIndexCandle1m, okxChannelIndexCandle1Yutc, okxChannelIndexCandle3Mutc, okxChannelIndexCandle1Mutc, okxChannelIndexCandle1Wutc, okxChannelIndexCandle1Dutc, okxChannelIndexCandle2Dutc, okxChannelIndexCandle3Dutc, okxChannelIndexCandle5Dutc, okxChannelIndexCandle12Hutc, okxChannelIndexCandle6Hutc: return ok.wsProcessIndexCandles(respRaw) case okxChannelTickers: return ok.wsProcessTickers(respRaw) case okxChannelIndexTickers: var response WsIndexTicker return ok.wsProcessPushData(respRaw, &response) case okxChannelStatus: var response WsSystemStatusResponse return ok.wsProcessPushData(respRaw, &response) case okxChannelPublicStrucBlockTrades: var response WsPublicTradesResponse return ok.wsProcessPushData(respRaw, &response) case okxChannelBlockTickers: var response WsBlockTicker return ok.wsProcessPushData(respRaw, &response) case okxChannelAccountGreeks: var response WsGreeks return ok.wsProcessPushData(respRaw, &response) case okxChannelAccount: var response WsAccountChannelPushData return ok.wsProcessPushData(respRaw, &response) case okxChannelPositions, okxChannelLiquidationWarning: var response WsPositionResponse return ok.wsProcessPushData(respRaw, &response) case okxChannelBalanceAndPosition: var response WsBalanceAndPosition return ok.wsProcessPushData(respRaw, &response) case okxChannelOrders: return ok.wsProcessOrders(respRaw) case okxChannelAlgoOrders: var response WsAlgoOrder return ok.wsProcessPushData(respRaw, &response) case okxChannelAlgoAdvance: var response WsAdvancedAlgoOrder return ok.wsProcessPushData(respRaw, &response) case okxChannelRFQs: var response WsRFQ return ok.wsProcessPushData(respRaw, &response) case okxChannelQuotes: var response WsQuote return ok.wsProcessPushData(respRaw, &response) case okxChannelStructureBlockTrades: var response WsStructureBlocTrade return ok.wsProcessPushData(respRaw, &response) case okxChannelSpotGridOrder: var response WsSpotGridAlgoOrder return ok.wsProcessPushData(respRaw, &response) case okxChannelGridOrdersContract: var response WsContractGridAlgoOrder return ok.wsProcessPushData(respRaw, &response) case okxChannelGridPositions: var response WsContractGridAlgoOrder return ok.wsProcessPushData(respRaw, &response) case okcChannelGridSubOrders: var response WsGridSubOrderData return ok.wsProcessPushData(respRaw, &response) case okxChannelInstruments: var response WSInstrumentResponse return ok.wsProcessPushData(respRaw, &response) case okxChannelOpenInterest: var response WSOpenInterestResponse return ok.wsProcessPushData(respRaw, &response) case okxChannelTrades: return ok.wsProcessTrades(respRaw) case okxChannelEstimatedPrice: var response WsDeliveryEstimatedPrice return ok.wsProcessPushData(respRaw, &response) case okxChannelMarkPrice, okxChannelPriceLimit: var response WsMarkPrice return ok.wsProcessPushData(respRaw, &response) case okxChannelOrderBooks, okxChannelOrderBooks5, okxChannelOrderBooks50TBT, okxChannelBBOTBT, okxChannelOrderBooksTBT: return ok.wsProcessOrderBooks(respRaw) case okxChannelOptSummary: var response WsOptionSummary return ok.wsProcessPushData(respRaw, &response) case okxChannelFundingRate: var response WsFundingRate return ok.wsProcessPushData(respRaw, &response) case okxChannelMarkPriceCandle1Y, okxChannelMarkPriceCandle6M, okxChannelMarkPriceCandle3M, okxChannelMarkPriceCandle1M, okxChannelMarkPriceCandle1W, okxChannelMarkPriceCandle1D, okxChannelMarkPriceCandle2D, okxChannelMarkPriceCandle3D, okxChannelMarkPriceCandle5D, okxChannelMarkPriceCandle12H, okxChannelMarkPriceCandle6H, okxChannelMarkPriceCandle4H, okxChannelMarkPriceCandle2H, okxChannelMarkPriceCandle1H, okxChannelMarkPriceCandle30m, okxChannelMarkPriceCandle15m, okxChannelMarkPriceCandle5m, okxChannelMarkPriceCandle3m, okxChannelMarkPriceCandle1m, okxChannelMarkPriceCandle1Yutc, okxChannelMarkPriceCandle3Mutc, okxChannelMarkPriceCandle1Mutc, okxChannelMarkPriceCandle1Wutc, okxChannelMarkPriceCandle1Dutc, okxChannelMarkPriceCandle2Dutc, okxChannelMarkPriceCandle3Dutc, okxChannelMarkPriceCandle5Dutc, okxChannelMarkPriceCandle12Hutc, okxChannelMarkPriceCandle6Hutc: return ok.wsHandleMarkPriceCandles(respRaw) default: ok.Websocket.DataHandler <- stream.UnhandledMessageWarning{Message: ok.Name + stream.UnhandledMessage + string(respRaw)} return nil } } // wsProcessIndexCandles processes index candlestick data func (ok *Okx) wsProcessIndexCandles(respRaw []byte) error { if respRaw == nil { return errNilArgument } response := struct { Argument SubscriptionInfo `json:"arg"` Data [][5]string `json:"data"` }{} err := json.Unmarshal(respRaw, &response) if err != nil { return err } if len(response.Data) == 0 { return errNoCandlestickDataFound } pair, err := ok.GetPairFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } var a asset.Item a, _ = GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) candleInterval := strings.TrimPrefix(response.Argument.Channel, candle) for i := range response.Data { candlesData := response.Data[i] timestamp, err := strconv.ParseInt(candlesData[0], 10, 64) if err != nil { return err } myCandle := stream.KlineData{ Pair: pair, Exchange: ok.Name, Timestamp: time.UnixMilli(timestamp), Interval: candleInterval, AssetType: a, } myCandle.OpenPrice, err = strconv.ParseFloat(candlesData[1], 64) if err != nil { return err } myCandle.HighPrice, err = strconv.ParseFloat(candlesData[2], 64) if err != nil { return err } myCandle.LowPrice, err = strconv.ParseFloat(candlesData[3], 64) if err != nil { return err } myCandle.ClosePrice, err = strconv.ParseFloat(candlesData[4], 64) if err != nil { return err } ok.Websocket.DataHandler <- myCandle } return nil } // wsProcessOrderBooks processes "snapshot" and "update" order book func (ok *Okx) wsProcessOrderBooks(data []byte) error { var response WsOrderBook var err error err = json.Unmarshal(data, &response) if err != nil { return err } if response.Argument.Channel == okxChannelOrderBooks && response.Action != OkxOrderBookUpdate && response.Action != OkxOrderBookSnapshot { return errors.New("invalid order book action") } var pair currency.Pair var a asset.Item a, _ = GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) if a == asset.Empty { a, err = ok.GuessAssetTypeFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } } pair, err = ok.GetPairFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } if !pair.IsPopulated() { return errIncompleteCurrencyPair } pair.Delimiter = currency.DashDelimiter for i := range response.Data { if response.Action == OkxOrderBookSnapshot { err = ok.WsProcessSnapshotOrderBook(response.Data[i], pair, a) if err != nil { if err2 := ok.Subscribe([]stream.ChannelSubscription{ { Channel: response.Argument.Channel, Asset: a, Currency: pair, }, }); err2 != nil { ok.Websocket.DataHandler <- err2 } return err } if ok.Verbose { log.Debugf(log.ExchangeSys, "%s passed checksum for pair %v", ok.Name, pair, ) } } else { if len(response.Data[i].Asks) == 0 && len(response.Data[i].Bids) == 0 { return nil } err := ok.WsProcessUpdateOrderbook(response.Data[i], pair, a) if err != nil { if err2 := ok.Subscribe([]stream.ChannelSubscription{ { Channel: response.Argument.Channel, Asset: a, Currency: pair, }, }); err2 != nil { ok.Websocket.DataHandler <- err2 } return err } } } return nil } // WsProcessSnapshotOrderBook processes snapshot order books func (ok *Okx) WsProcessSnapshotOrderBook(data WsOrderBookData, pair currency.Pair, a asset.Item) error { var err error asks, err := ok.AppendWsOrderbookItems(data.Asks) if err != nil { return err } bids, err := ok.AppendWsOrderbookItems(data.Bids) if err != nil { return err } newOrderBook := orderbook.Base{ Asset: a, Asks: asks, Bids: bids, LastUpdated: data.Timestamp.Time(), Pair: pair, Exchange: ok.Name, VerifyOrderbook: ok.CanVerifyOrderbook, } err = ok.Websocket.Orderbook.LoadSnapshot(&newOrderBook) if err != nil { return err } var signedChecksum int32 signedChecksum, err = ok.CalculateOrderbookChecksum(data) if err != nil { return fmt.Errorf("%s channel: Orderbook unable to calculate orderbook checksum: %s", ok.Name, err) } if signedChecksum != data.Checksum { return fmt.Errorf("%s channel: Orderbook for %v checksum invalid", ok.Name, pair) } return nil } // WsProcessUpdateOrderbook updates an existing orderbook using websocket data // After merging WS data, it will sort, validate and finally update the existing // orderbook func (ok *Okx) WsProcessUpdateOrderbook(data WsOrderBookData, pair currency.Pair, a asset.Item) error { update := &orderbook.Update{ Asset: a, Pair: pair, } var err error update.Asks, err = ok.AppendWsOrderbookItems(data.Asks) if err != nil { return err } update.Bids, err = ok.AppendWsOrderbookItems(data.Bids) if err != nil { return err } update.Checksum = uint32(data.Checksum) return ok.Websocket.Orderbook.Update(update) } // AppendWsOrderbookItems adds websocket orderbook data bid/asks into an orderbook item array func (ok *Okx) AppendWsOrderbookItems(entries [][4]string) ([]orderbook.Item, error) { items := make([]orderbook.Item, len(entries)) for j := range entries { amount, err := strconv.ParseFloat(entries[j][1], 64) if err != nil { return nil, err } price, err := strconv.ParseFloat(entries[j][0], 64) if err != nil { return nil, err } items[j] = orderbook.Item{Amount: amount, Price: price} } return items, nil } // CalculateUpdateOrderbookChecksum alternates over the first 25 bid and ask // entries of a merged orderbook. The checksum is made up of the price and the // quantity with a semicolon (:) deliminating them. This will also work when // there are less than 25 entries (for whatever reason) // eg Bid:Ask:Bid:Ask:Ask:Ask func (ok *Okx) CalculateUpdateOrderbookChecksum(orderbookData *orderbook.Base, checksumVal uint32) error { var checksum strings.Builder for i := 0; i < allowableIterations; i++ { if len(orderbookData.Bids)-1 >= i { price := strconv.FormatFloat(orderbookData.Bids[i].Price, 'f', -1, 64) amount := strconv.FormatFloat(orderbookData.Bids[i].Amount, 'f', -1, 64) checksum.WriteString(price + ColonDelimiter + amount + ColonDelimiter) } if len(orderbookData.Asks)-1 >= i { price := strconv.FormatFloat(orderbookData.Asks[i].Price, 'f', -1, 64) amount := strconv.FormatFloat(orderbookData.Asks[i].Amount, 'f', -1, 64) checksum.WriteString(price + ColonDelimiter + amount + ColonDelimiter) } } checksumStr := strings.TrimSuffix(checksum.String(), ColonDelimiter) if crc32.ChecksumIEEE([]byte(checksumStr)) != checksumVal { return fmt.Errorf("%s order book update checksum failed for pair %v", ok.Name, orderbookData.Pair) } return nil } // CalculateOrderbookChecksum alternates over the first 25 bid and ask entries from websocket data. func (ok *Okx) CalculateOrderbookChecksum(orderbookData WsOrderBookData) (int32, error) { var checksum strings.Builder for i := 0; i < allowableIterations; i++ { if len(orderbookData.Bids)-1 >= i { bidPrice := orderbookData.Bids[i][0] bidAmount := orderbookData.Bids[i][1] checksum.WriteString( bidPrice + ColonDelimiter + bidAmount + ColonDelimiter) } if len(orderbookData.Asks)-1 >= i { askPrice := orderbookData.Asks[i][0] askAmount := orderbookData.Asks[i][1] checksum.WriteString(askPrice + ColonDelimiter + askAmount + ColonDelimiter) } } checksumStr := strings.TrimSuffix(checksum.String(), ColonDelimiter) return int32(crc32.ChecksumIEEE([]byte(checksumStr))), nil } // wsHandleMarkPriceCandles processes candlestick mark price push data as a result of subscription to "mark-price-candle*" channel. func (ok *Okx) wsHandleMarkPriceCandles(data []byte) error { tempo := &struct { Argument SubscriptionInfo `json:"arg"` Data [][5]string `json:"data"` }{} var err error err = json.Unmarshal(data, tempo) if err != nil { return err } var tsInt int64 var ts time.Time var op float64 var hp float64 var lp float64 var cp float64 candles := make([]CandlestickMarkPrice, len(tempo.Data)) for x := range tempo.Data { tsInt, err = strconv.ParseInt(tempo.Data[x][0], 10, 64) if err != nil { return err } ts = time.UnixMilli(tsInt) op, err = strconv.ParseFloat(tempo.Data[x][1], 64) if err != nil { return err } hp, err = strconv.ParseFloat(tempo.Data[x][2], 64) if err != nil { return err } lp, err = strconv.ParseFloat(tempo.Data[x][3], 64) if err != nil { return err } cp, err = strconv.ParseFloat(tempo.Data[x][4], 64) if err != nil { return err } candles[x] = CandlestickMarkPrice{ Timestamp: ts, OpenPrice: op, HighestPrice: hp, LowestPrice: lp, ClosePrice: cp, } } ok.Websocket.DataHandler <- candles return nil } // wsProcessTrades handles a list of trade information. func (ok *Okx) wsProcessTrades(data []byte) error { var response WsTradeOrder err := json.Unmarshal(data, &response) if err != nil { return err } assetType, _ := GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) if assetType == asset.Empty { assetType, err = ok.GuessAssetTypeFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } } trades := make([]trade.Data, len(response.Data)) for i := range response.Data { pair, err := ok.GetPairFromInstrumentID(response.Data[i].InstrumentID) if err != nil { return err } side, err := order.StringToOrderSide(response.Data[i].Side) if err != nil { return err } trades[i] = trade.Data{ Amount: response.Data[i].Quantity, AssetType: assetType, CurrencyPair: pair, Exchange: ok.Name, Side: side, Timestamp: response.Data[i].Timestamp.Time(), TID: response.Data[i].TradeID, Price: response.Data[i].Price, } } return trade.AddTradesToBuffer(ok.Name, trades...) } // wsProcessOrders handles websocket order push data responses. func (ok *Okx) wsProcessOrders(respRaw []byte) error { var response WsOrderResponse var pair currency.Pair var assetType asset.Item var err error err = json.Unmarshal(respRaw, &response) if err != nil { return err } assetType, err = GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) if err != nil { return err } for x := range response.Data { orderType, err := order.StringToOrderType(response.Data[x].OrderType) if err != nil { ok.Websocket.DataHandler <- order.ClassificationError{ Exchange: ok.Name, OrderID: response.Data[x].OrderID, Err: err, } } orderStatus, err := order.StringToOrderStatus(response.Data[x].State) if err != nil { ok.Websocket.DataHandler <- order.ClassificationError{ Exchange: ok.Name, OrderID: response.Data[x].OrderID, Err: err, } } var a asset.Item a, err = GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) if err != nil { ok.Websocket.DataHandler <- order.ClassificationError{ Exchange: ok.Name, OrderID: response.Data[x].OrderID, Err: err, } a = assetType } pair, err = ok.GetPairFromInstrumentID(response.Data[x].InstrumentID) if err != nil { return err } ok.Websocket.DataHandler <- &order.Detail{ Price: response.Data[x].Price, Amount: response.Data[x].Size, ExecutedAmount: response.Data[x].LastFilledSize.Float64(), RemainingAmount: response.Data[x].AccumulatedFillSize.Float64() - response.Data[x].LastFilledSize.Float64(), Exchange: ok.Name, OrderID: response.Data[x].OrderID, Type: orderType, Side: response.Data[x].Side, Status: orderStatus, AssetType: a, Date: response.Data[x].CreationTime, Pair: pair, } } return nil } // wsProcessCandles handler to get a list of candlestick messages. func (ok *Okx) wsProcessCandles(respRaw []byte) error { if respRaw == nil { return errNilArgument } response := struct { Argument SubscriptionInfo `json:"arg"` Data [][7]string `json:"data"` }{} err := json.Unmarshal(respRaw, &response) if err != nil { return err } if len(response.Data) == 0 { return errNoCandlestickDataFound } pair, err := ok.GetPairFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } var a asset.Item a, err = GetAssetTypeFromInstrumentType(response.Argument.InstrumentType) if err != nil { a, err = ok.GuessAssetTypeFromInstrumentID(response.Argument.InstrumentID) if err != nil { return err } } candleInterval := strings.TrimPrefix(response.Argument.Channel, candle) for i := range response.Data { candlesItem := (response.Data[i]) timestamp, err := strconv.ParseInt(candlesItem[0], 10, 64) if err != nil { return err } myCandle := stream.KlineData{ Pair: pair, Exchange: ok.Name, Timestamp: time.UnixMilli(timestamp), Interval: candleInterval, AssetType: a, } myCandle.OpenPrice, err = strconv.ParseFloat(candlesItem[1], 64) if err != nil { return err } myCandle.HighPrice, err = strconv.ParseFloat(candlesItem[2], 64) if err != nil { return err } myCandle.LowPrice, err = strconv.ParseFloat(candlesItem[3], 64) if err != nil { return err } myCandle.ClosePrice, err = strconv.ParseFloat(candlesItem[4], 64) if err != nil { return err } myCandle.Volume, err = strconv.ParseFloat(candlesItem[5], 64) if err != nil { return err } ok.Websocket.DataHandler <- myCandle } return nil } // wsProcessTickers handles the trade ticker information. func (ok *Okx) wsProcessTickers(data []byte) error { var response WSTickerResponse err := json.Unmarshal(data, &response) if err != nil { return err } for i := range response.Data { a := response.Data[i].InstrumentType assetEnabledInMargin := false if a == asset.Empty || a == asset.Spot { // Here, if the asset type is empty, then we do a guess for the asset type of the instrument depending on the instrument id. // But, if the asset type is Spot and since the ticker data for an instrument of asset.Spot and asset.Margin is same, I will do a check if the instrument ID is enabled for asset.Margins. // If so, I will send the ticker data to the data handler with Spot and Margin asset types. a, err = ok.GuessAssetTypeFromInstrumentID(response.Data[i].InstrumentID) if err == nil && a == asset.Margin { assetEnabledInMargin = true } } if !ok.SupportsAsset(a) { return errInvalidInstrumentType } var c currency.Pair var err error c, err = ok.GetPairFromInstrumentID(response.Data[i].InstrumentID) if err != nil { return err } var baseVolume float64 var quoteVolume float64 switch a { case asset.Spot, asset.Margin: baseVolume = response.Data[i].Vol24H.Float64() quoteVolume = response.Data[i].VolCcy24H.Float64() case asset.PerpetualSwap, asset.Futures, asset.Options: baseVolume = response.Data[i].VolCcy24H.Float64() quoteVolume = response.Data[i].Vol24H.Float64() default: return fmt.Errorf("%w, asset type %s is not supported", errInvalidInstrumentType, a.String()) } tickData := &ticker.Price{ ExchangeName: ok.Name, Open: response.Data[i].Open24H.Float64(), Volume: baseVolume, QuoteVolume: quoteVolume, High: response.Data[i].High24H.Float64(), Low: response.Data[i].Low24H.Float64(), Bid: response.Data[i].BidPrice.Float64(), Ask: response.Data[i].BestAskPrice.Float64(), BidSize: response.Data[i].BidSize.Float64(), AskSize: response.Data[i].BestAskSize.Float64(), Last: response.Data[i].LastTradePrice.Float64(), AssetType: a, Pair: c, LastUpdated: response.Data[i].TickerDataGenerationTime.Time(), } ok.Websocket.DataHandler <- tickData if assetEnabledInMargin { tickData.AssetType = asset.Margin ok.Websocket.DataHandler <- tickData } } return nil } // GenerateDefaultSubscriptions returns a list of default subscription message. func (ok *Okx) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) { var subscriptions []stream.ChannelSubscription assets := ok.GetAssetTypes(true) if ok.Websocket.CanUseAuthenticatedEndpoints() { defaultSubscribedChannels = append(defaultSubscribedChannels, okxChannelAccount, okxChannelOrders, ) } for x := range assets { pairs, err := ok.GetEnabledPairs(assets[x]) if err != nil { return nil, err } for y := range defaultSubscribedChannels { if defaultSubscribedChannels[y] == okxChannelCandle5m || defaultSubscribedChannels[y] == okxChannelTickers || defaultSubscribedChannels[y] == okxChannelOrders || defaultSubscribedChannels[y] == okxChannelOrderBooks || defaultSubscribedChannels[y] == okxChannelOrderBooks5 || defaultSubscribedChannels[y] == okxChannelOrderBooks50TBT || defaultSubscribedChannels[y] == okxChannelOrderBooksTBT || defaultSubscribedChannels[y] == okxChannelTrades { for p := range pairs { subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: defaultSubscribedChannels[y], Asset: assets[x], Currency: pairs[p], }) } } else { subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: defaultSubscribedChannels[y], }) } } } if len(subscriptions) >= 240 { log.Warnf(log.WebsocketMgr, "OKx has 240 subscription limit, only subscribing within limit. Requested %v", len(subscriptions)) subscriptions = subscriptions[:239] } return subscriptions, nil } // wsProcessPushData processes push data coming through the websocket channel func (ok *Okx) wsProcessPushData(data []byte, resp interface{}) error { if err := json.Unmarshal(data, resp); err != nil { return err } ok.Websocket.DataHandler <- resp return nil } // Websocket Trade methods // WsPlaceOrder places an order thought the websocket connection stream, and returns a SubmitResponse and error message. func (ok *Okx) WsPlaceOrder(arg *PlaceOrderRequestParam) (*OrderData, error) { if arg == nil { return nil, errNilArgument } err := ok.validatePlaceOrderParams(arg) if err != nil { return nil, err } randomID, err := common.GenerateRandomString(32, common.SmallLetters, common.CapitalLetters, common.NumberCharacters) if err != nil { return nil, err } input := WsPlaceOrderInput{ ID: randomID, Arguments: []PlaceOrderRequestParam{*arg}, Operation: okxOpOrder, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpOrder && data.ID == input.ID { if data.Code == "0" || data.Code == "1" { resp, err := data.copyToPlaceOrderResponse() if err != nil { return nil, err } if len(resp.Data) != 1 { return nil, errNoValidResponseFromServer } if data.Code == "1" { return nil, fmt.Errorf("error code:%s message: %s", resp.Data[0].SCode, resp.Data[0].SMessage) } return &resp.Data[0], nil } return nil, fmt.Errorf("error code:%s message: %v", data.Code, ErrorCodes[data.Code]) } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // WsPlaceMultipleOrder creates an order through the websocket stream. func (ok *Okx) WsPlaceMultipleOrder(args []PlaceOrderRequestParam) ([]OrderData, error) { var err error for x := range args { arg := args[x] err = ok.validatePlaceOrderParams(&arg) if err != nil { return nil, err } } randomID, err := common.GenerateRandomString(4, common.NumberCharacters) if err != nil { return nil, err } input := WsPlaceOrderInput{ ID: randomID, Arguments: args, Operation: okxOpBatchOrders, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpBatchOrders && data.ID == input.ID { if data.Code == "0" || data.Code == "2" { var resp *WSOrderResponse resp, err = data.copyToPlaceOrderResponse() if err != nil { return nil, err } return resp.Data, nil } var resp WsOrderActionResponse err = resp.populateFromIncomingData(data) if err != nil { return nil, err } err = json.Unmarshal(data.Data, &(resp.Data)) if err != nil { return nil, err } if len(data.Data) == 0 { return nil, fmt.Errorf("error code:%s message: %v", data.Code, ErrorCodes[data.Code]) } var errs error for x := range resp.Data { if resp.Data[x].SCode != "0" { errs = common.AppendError(errs, fmt.Errorf("error code:%s message: %s", resp.Data[x].SCode, resp.Data[x].SMessage)) } } return nil, errs } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // WsCancelOrder websocket function to cancel a trade order func (ok *Okx) WsCancelOrder(arg CancelOrderRequestParam) (*OrderData, error) { if arg.InstrumentID == "" { return nil, errMissingInstrumentID } if arg.OrderID == "" && arg.ClientSupplierOrderID == "" { return nil, fmt.Errorf("either order id or client supplier id is required") } randomID, err := common.GenerateRandomString(4, common.NumberCharacters) if err != nil { return nil, err } input := WsCancelOrderInput{ ID: randomID, Arguments: []CancelOrderRequestParam{arg}, Operation: okxOpCancelOrder, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpCancelOrder && data.ID == input.ID { if data.Code == "0" || data.Code == "1" { resp, err := data.copyToPlaceOrderResponse() if err != nil { return nil, err } if len(resp.Data) != 1 { return nil, errNoValidResponseFromServer } if data.Code == "1" { return nil, fmt.Errorf("error code: %s message: %s", resp.Data[0].SCode, resp.Data[0].SMessage) } return &resp.Data[0], nil } return nil, fmt.Errorf("error code: %s message: %v", data.Code, ErrorCodes[data.Code]) } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // WsCancelMultipleOrder cancel multiple order through the websocket channel. func (ok *Okx) WsCancelMultipleOrder(args []CancelOrderRequestParam) ([]OrderData, error) { for x := range args { arg := args[x] if arg.InstrumentID == "" { return nil, errMissingInstrumentID } if arg.OrderID == "" && arg.ClientSupplierOrderID == "" { return nil, fmt.Errorf("either order id or client supplier id is required") } } randomID, err := common.GenerateRandomString(4, common.NumberCharacters) if err != nil { return nil, err } input := WsCancelOrderInput{ ID: randomID, Arguments: args, Operation: okxOpBatchCancelOrders, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpBatchCancelOrders && data.ID == input.ID { if data.Code == "0" || data.Code == "2" { var resp *WSOrderResponse resp, err = data.copyToPlaceOrderResponse() if err != nil { return nil, err } return resp.Data, nil } if len(data.Data) == 0 { return nil, fmt.Errorf("error code:%s message: %v", data.Code, ErrorCodes[data.Code]) } var resp WsOrderActionResponse err = resp.populateFromIncomingData(data) if err != nil { return nil, err } err = json.Unmarshal(data.Data, &(resp.Data)) if err != nil { return nil, err } var errs error for x := range resp.Data { if resp.Data[x].SCode != "0" { errs = common.AppendError(errs, fmt.Errorf("error code:%s message: %v", resp.Data[x].SCode, resp.Data[x].SMessage)) } } return nil, errs } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // WsAmendOrder method to amend trade order using a request thought the websocket channel. func (ok *Okx) WsAmendOrder(arg *AmendOrderRequestParams) (*OrderData, error) { if arg == nil { return nil, errNilArgument } if arg.InstrumentID == "" { return nil, errMissingInstrumentID } if arg.ClientSuppliedOrderID == "" && arg.OrderID == "" { return nil, errMissingClientOrderIDOrOrderID } if arg.NewQuantity <= 0 && arg.NewPrice <= 0 { return nil, errInvalidNewSizeOrPriceInformation } randomID, err := common.GenerateRandomString(4, common.NumberCharacters) if err != nil { return nil, err } input := WsAmendOrderInput{ ID: randomID, Operation: okxOpAmendOrder, Arguments: []AmendOrderRequestParams{*arg}, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpAmendOrder && data.ID == input.ID { if data.Code == "0" || data.Code == "1" { resp, err := data.copyToPlaceOrderResponse() if err != nil { return nil, err } if len(resp.Data) != 1 { return nil, errNoValidResponseFromServer } if data.Code == "1" { return nil, fmt.Errorf("error code: %s message: %s", resp.Data[0].SCode, resp.Data[0].SMessage) } return &resp.Data[0], nil } return nil, fmt.Errorf("error code: %s message: %v", data.Code, ErrorCodes[data.Code]) } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // WsAmendMultipleOrders a request through the websocket connection to amend multiple trade orders. func (ok *Okx) WsAmendMultipleOrders(args []AmendOrderRequestParams) ([]OrderData, error) { for x := range args { if args[x].InstrumentID == "" { return nil, errMissingInstrumentID } if args[x].ClientSuppliedOrderID == "" && args[x].OrderID == "" { return nil, errMissingClientOrderIDOrOrderID } if args[x].NewQuantity <= 0 && args[x].NewPrice <= 0 { return nil, errInvalidNewSizeOrPriceInformation } } randomID, err := common.GenerateRandomString(4, common.NumberCharacters) if err != nil { return nil, err } input := &WsAmendOrderInput{ ID: randomID, Operation: okxOpBatchAmendOrders, Arguments: args, } err = ok.Websocket.AuthConn.SendJSONMessage(input) if err != nil { return nil, err } timer := time.NewTimer(ok.WebsocketResponseMaxLimit) wsResponse := make(chan *wsIncomingData) ok.WsResponseMultiplexer.Register <- &wsRequestInfo{ ID: randomID, Chan: wsResponse, } defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }() for { select { case data := <-wsResponse: if data.Operation == okxOpBatchAmendOrders && data.ID == input.ID { if data.Code == "0" || data.Code == "2" { var resp *WSOrderResponse resp, err = data.copyToPlaceOrderResponse() if err != nil { return nil, err } return resp.Data, nil } if len(data.Data) == 0 { return nil, fmt.Errorf("error code:%s message: %v", data.Code, ErrorCodes[data.Code]) } var resp WsOrderActionResponse err = resp.populateFromIncomingData(data) if err != nil { return nil, err } err = json.Unmarshal(data.Data, &(resp.Data)) if err != nil { return nil, err } var errs error for x := range resp.Data { if resp.Data[x].SCode != "0" { errs = common.AppendError(errs, fmt.Errorf("error code:%s message: %v", resp.Data[x].SCode, resp.Data[x].SMessage)) } } return nil, errs } continue case <-timer.C: timer.Stop() return nil, fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v", ok.Name, input.Operation) } } } // Run this functions distributes websocket request responses to func (m *wsRequestDataChannelsMultiplexer) Run() { tickerData := time.NewTicker(time.Second) for { select { case <-tickerData.C: for x, myChan := range m.WsResponseChannelsMap { if myChan == nil { delete(m.WsResponseChannelsMap, x) } } case id := <-m.Unregister: delete(m.WsResponseChannelsMap, id) case reg := <-m.Register: m.WsResponseChannelsMap[reg.ID] = reg case msg := <-m.Message: if msg.ID != "" && m.WsResponseChannelsMap[msg.ID] != nil { m.WsResponseChannelsMap[msg.ID].Chan <- msg continue } for _, myChan := range m.WsResponseChannelsMap { if (msg.Event == "error" || myChan.Event == operationLogin) && (msg.Code == "60009" || msg.Code == "60022" || msg.Code == "0") && strings.Contains(msg.Msg, myChan.Channel) { myChan.Chan <- msg continue } else if msg.Event != myChan.Event || msg.Argument.Channel != myChan.Channel || msg.Argument.InstrumentType != myChan.InstrumentType || msg.Argument.InstrumentID != myChan.InstrumentID { continue } myChan.Chan <- msg break } } } } // wsChannelSubscription sends a subscription or unsubscription request for different channels through the websocket stream. func (ok *Okx) wsChannelSubscription(operation, channel string, assetType asset.Item, pair currency.Pair, tInstrumentType, tInstrumentID, tUnderlying bool) error { if operation != operationSubscribe && operation != operationUnsubscribe { return errInvalidWebsocketEvent } if channel == "" { return errMissingValidChannelInformation } var underlying string var instrumentID string var instrumentType string var format currency.PairFormat var err error if tInstrumentType { instrumentType = strings.ToLower(ok.GetInstrumentTypeFromAssetItem(assetType)) if instrumentType != okxInstTypeSpot && instrumentType != okxInstTypeMargin && instrumentType != okxInstTypeSwap && instrumentType != okxInstTypeFutures && instrumentType != okxInstTypeOption { instrumentType = okxInstTypeANY } } if tUnderlying { if !pair.IsEmpty() { underlying, _ = ok.GetUnderlying(pair, assetType) } } if tInstrumentID { format, err = ok.GetPairFormat(assetType, false) if err != nil { return err } if !pair.IsPopulated() { return errIncompleteCurrencyPair } instrumentID = format.Format(pair) if err != nil { instrumentID = "" } } input := &SubscriptionOperationInput{ Operation: operation, Arguments: []SubscriptionInfo{ { Channel: channel, InstrumentType: instrumentType, Underlying: underlying, InstrumentID: instrumentID, }, }, } ok.WsRequestSemaphore <- 1 defer func() { <-ok.WsRequestSemaphore }() return ok.Websocket.Conn.SendJSONMessage(input) } // Private Channel Websocket methods // wsAuthChannelSubscription send a subscription or unsubscription request for different channels through the websocket stream. func (ok *Okx) wsAuthChannelSubscription(operation, channel string, assetType asset.Item, pair currency.Pair, uid, algoID string, params wsSubscriptionParameters) error { if operation != operationSubscribe && operation != operationUnsubscribe { return errInvalidWebsocketEvent } var underlying string var instrumentID string var instrumentType string var ccy string var err error var format currency.PairFormat if params.InstrumentType { instrumentType = strings.ToUpper(ok.GetInstrumentTypeFromAssetItem(assetType)) if instrumentType != okxInstTypeMargin && instrumentType != okxInstTypeSwap && instrumentType != okxInstTypeFutures && instrumentType != okxInstTypeOption { instrumentType = okxInstTypeANY } } if params.Underlying { if !pair.IsEmpty() { underlying, _ = ok.GetUnderlying(pair, assetType) } } if params.InstrumentID { format, err = ok.GetPairFormat(assetType, false) if err != nil { return err } if !pair.IsPopulated() { return errIncompleteCurrencyPair } instrumentID = format.Format(pair) if err != nil { instrumentID = "" } } if params.Currency { if !pair.IsEmpty() { if !pair.Base.IsEmpty() { ccy = strings.ToUpper(pair.Base.String()) } else { ccy = strings.ToUpper(pair.Quote.String()) } } } if channel == "" { return errMissingValidChannelInformation } input := &SubscriptionOperationInput{ Operation: operation, Arguments: []SubscriptionInfo{ { Channel: channel, InstrumentType: instrumentType, Underlying: underlying, InstrumentID: instrumentID, AlgoID: algoID, Currency: ccy, UID: uid, }, }, } ok.WsRequestSemaphore <- 1 defer func() { <-ok.WsRequestSemaphore }() return ok.Websocket.AuthConn.SendJSONMessage(input) } // WsAccountSubscription retrieve account information. Data will be pushed when triggered by // events such as placing order, canceling order, transaction execution, etc. // It will also be pushed in regular interval according to subscription granularity. func (ok *Okx) WsAccountSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsAuthChannelSubscription(operation, okxChannelAccount, assetType, pair, "", "", wsSubscriptionParameters{Currency: true}) } // WsPositionChannel retrieve the position data. The first snapshot will be sent in accordance with the granularity of the subscription. Data will be pushed when certain actions, such placing or canceling an order, trigger it. It will also be pushed periodically based on the granularity of the subscription. func (ok *Okx) WsPositionChannel(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsAuthChannelSubscription(operation, okxChannelPositions, assetType, pair, "", "", wsSubscriptionParameters{InstrumentType: true}) } // BalanceAndPositionSubscription retrieve account balance and position information. Data will be pushed when triggered by events such as filled order, funding transfer. func (ok *Okx) BalanceAndPositionSubscription(operation, uid string) error { return ok.wsAuthChannelSubscription(operation, okxChannelBalanceAndPosition, asset.Empty, currency.EMPTYPAIR, uid, "", wsSubscriptionParameters{}) } // WsOrderChannel for subscribing for orders. func (ok *Okx) WsOrderChannel(operation string, assetType asset.Item, pair currency.Pair, instrumentID string) error { return ok.wsAuthChannelSubscription(operation, okxChannelOrders, assetType, pair, "", "", wsSubscriptionParameters{InstrumentType: true, InstrumentID: true, Underlying: true}) } // AlgoOrdersSubscription for subscribing to algo - order channels func (ok *Okx) AlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsAuthChannelSubscription(operation, okxChannelAlgoOrders, assetType, pair, "", "", wsSubscriptionParameters{InstrumentType: true, InstrumentID: true, Underlying: true}) } // AdvanceAlgoOrdersSubscription algo order subscription to retrieve advance algo orders (including Iceberg order, TWAP order, Trailing order). Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order. func (ok *Okx) AdvanceAlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair, algoID string) error { return ok.wsAuthChannelSubscription(operation, okxChannelAlgoAdvance, assetType, pair, "", algoID, wsSubscriptionParameters{InstrumentType: true, InstrumentID: true}) } // PositionRiskWarningSubscription this push channel is only used as a risk warning, and is not recommended as a risk judgment for strategic trading // In the case that the market is not moving violently, there may be the possibility that the position has been liquidated at the same time that this message is pushed. func (ok *Okx) PositionRiskWarningSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsAuthChannelSubscription(operation, okxChannelLiquidationWarning, assetType, pair, "", "", wsSubscriptionParameters{InstrumentType: true, InstrumentID: true, Underlying: true}) } // AccountGreeksSubscription algo order subscription to retrieve account greeks information. Data will be pushed when triggered by events such as increase/decrease positions or cash balance in account, and will also be pushed in regular interval according to subscription granularity. func (ok *Okx) AccountGreeksSubscription(operation string, pair currency.Pair) error { return ok.wsAuthChannelSubscription(operation, okxChannelAccountGreeks, asset.Empty, pair, "", "", wsSubscriptionParameters{Currency: true}) } // RfqSubscription subscription to retrieve Rfq updates on RFQ orders. func (ok *Okx) RfqSubscription(operation, uid string) error { return ok.wsAuthChannelSubscription(operation, okxChannelRFQs, asset.Empty, currency.EMPTYPAIR, uid, "", wsSubscriptionParameters{}) } // QuotesSubscription subscription to retrieve Quote subscription func (ok *Okx) QuotesSubscription(operation string) error { return ok.wsAuthChannelSubscription(operation, okxChannelQuotes, asset.Empty, currency.EMPTYPAIR, "", "", wsSubscriptionParameters{}) } // StructureBlockTradesSubscription to retrieve Structural block subscription func (ok *Okx) StructureBlockTradesSubscription(operation string) error { return ok.wsAuthChannelSubscription(operation, okxChannelStructureBlockTrades, asset.Empty, currency.EMPTYPAIR, "", "", wsSubscriptionParameters{}) } // SpotGridAlgoOrdersSubscription to retrieve spot grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order. func (ok *Okx) SpotGridAlgoOrdersSubscription(operation string, assetType asset.Item, pair currency.Pair, algoID string) error { return ok.wsAuthChannelSubscription(operation, okxChannelSpotGridOrder, assetType, pair, "", algoID, wsSubscriptionParameters{InstrumentType: true, Underlying: true}) } // ContractGridAlgoOrders to retrieve contract grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order. func (ok *Okx) ContractGridAlgoOrders(operation string, assetType asset.Item, pair currency.Pair, algoID string) error { return ok.wsAuthChannelSubscription(operation, okxChannelGridOrdersContract, assetType, pair, "", algoID, wsSubscriptionParameters{InstrumentType: true, Underlying: true}) } // GridPositionsSubscription to retrieve grid positions. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order. func (ok *Okx) GridPositionsSubscription(operation, algoID string) error { return ok.wsAuthChannelSubscription(operation, okxChannelGridPositions, asset.Empty, currency.EMPTYPAIR, "", algoID, wsSubscriptionParameters{}) } // GridSubOrders to retrieve grid sub orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing order. func (ok *Okx) GridSubOrders(operation, algoID string) error { return ok.wsAuthChannelSubscription(operation, okcChannelGridSubOrders, asset.Empty, currency.EMPTYPAIR, "", algoID, wsSubscriptionParameters{}) } // Public Websocket stream subscription // InstrumentsSubscription to subscribe for instruments. The full instrument list will be pushed // for the first time after subscription. Subsequently, the instruments will be pushed if there is any change to the instrument’s state (such as delivery of FUTURES, // exercise of OPTION, listing of new contracts / trading pairs, trading suspension, etc.). func (ok *Okx) InstrumentsSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelInstruments, assetType, pair, true, false, false) } // TickersSubscription subscribing to "ticker" channel to retrieve the last traded price, bid price, ask price and 24-hour trading volume of instruments. Data will be pushed every 100 ms. func (ok *Okx) TickersSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelTickers, assetType, pair, false, true, false) } // OpenInterestSubscription to subscribe or unsubscribe to "open-interest" channel to retrieve the open interest. Data will by pushed every 3 seconds. func (ok *Okx) OpenInterestSubscription(operation string, assetType asset.Item, pair currency.Pair) error { if assetType != asset.Futures && assetType != asset.Options && assetType != asset.PerpetualSwap { return fmt.Errorf("%w, only FUTURES, SWAP and OPTION asset types are supported", errInvalidInstrumentType) } return ok.wsChannelSubscription(operation, okxChannelOpenInterest, assetType, pair, false, true, false) } // CandlesticksSubscription to subscribe or unsubscribe to "candle" channels to retrieve the candlesticks data of an instrument. the push frequency is the fastest interval 500ms push the data. func (ok *Okx) CandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error { if _, okay := candlestickChannelsMap[channel]; !okay { return errMissingValidChannelInformation } return ok.wsChannelSubscription(operation, channel, assetType, pair, false, true, false) } // TradesSubscription to subscribe or unsubscribe to "trades" channel to retrieve the recent trades data. Data will be pushed whenever there is a trade. Every update contain only one trade. func (ok *Okx) TradesSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelTrades, assetType, pair, false, true, false) } // EstimatedDeliveryExercisePriceSubscription to subscribe or unsubscribe to "estimated-price" channel to retrieve the estimated delivery/exercise price of FUTURES contracts and OPTION. func (ok *Okx) EstimatedDeliveryExercisePriceSubscription(operation string, assetType asset.Item, pair currency.Pair) error { if assetType != asset.Futures && assetType != asset.Options { return fmt.Errorf("%w, only FUTURES and OPTION asset types are supported", errInvalidInstrumentType) } return ok.wsChannelSubscription(operation, okxChannelEstimatedPrice, assetType, pair, true, true, false) } // MarkPriceSubscription to subscribe or unsubscribe to the "mark-price" to retrieve the mark price. Data will be pushed every 200 ms when the mark price changes, and will be pushed every 10 seconds when the mark price does not change. func (ok *Okx) MarkPriceSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelMarkPrice, assetType, pair, false, true, false) } // MarkPriceCandlesticksSubscription to subscribe or unsubscribe to "mark-price-candles" channels to retrieve the candlesticks data of the mark price. Data will be pushed every 500 ms. func (ok *Okx) MarkPriceCandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error { if _, okay := candlesticksMarkPriceMap[channel]; !okay { return fmt.Errorf("%w channel: %v", errMissingValidChannelInformation, channel) } return ok.wsChannelSubscription(operation, channel, assetType, pair, false, true, false) } // PriceLimitSubscription subscribe or unsubscribe to "price-limit" channel to retrieve the maximum buy price and minimum sell price of the instrument. Data will be pushed every 5 seconds when there are changes in limits, and will not be pushed when there is no changes on limit. func (ok *Okx) PriceLimitSubscription(operation string, pair currency.Pair) error { if operation != operationSubscribe && operation != operationUnsubscribe { return errInvalidWebsocketEvent } return ok.wsChannelSubscription(operation, okxChannelPriceLimit, asset.Empty, pair, false, true, false) } // OrderBooksSubscription subscribe or unsubscribe to "books*" channel to retrieve order book data. func (ok *Okx) OrderBooksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error { if channel != okxChannelOrderBooks && channel != okxChannelOrderBooks5 && channel != okxChannelOrderBooks50TBT && channel != okxChannelOrderBooksTBT && channel != okxChannelBBOTBT { return fmt.Errorf("%w channel: %v", errMissingValidChannelInformation, channel) } return ok.wsChannelSubscription(operation, channel, assetType, pair, false, true, false) } // OptionSummarySubscription a method to subscribe or unsubscribe to "opt-summary" channel // to retrieve detailed pricing information of all OPTION contracts. Data will be pushed at once. func (ok *Okx) OptionSummarySubscription(operation string, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelOptSummary, asset.Options, pair, false, false, true) } // FundingRateSubscription a method to subscribe and unsubscribe to "funding-rate" channel. // retrieve funding rate. Data will be pushed in 30s to 90s. func (ok *Okx) FundingRateSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelFundingRate, assetType, pair, false, true, false) } // IndexCandlesticksSubscription a method to subscribe and unsubscribe to "index-candle*" channel // to retrieve the candlesticks data of the index. Data will be pushed every 500 ms. func (ok *Okx) IndexCandlesticksSubscription(operation, channel string, assetType asset.Item, pair currency.Pair) error { if _, okay := candlesticksIndexPriceMap[channel]; !okay { return fmt.Errorf("%w channel: %v", errMissingValidChannelInformation, channel) } return ok.wsChannelSubscription(operation, channel, assetType, pair, false, true, false) } // IndexTickerChannel a method to subscribe and unsubscribe to "index-tickers" channel func (ok *Okx) IndexTickerChannel(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelIndexTickers, assetType, pair, false, true, false) } // StatusSubscription get the status of system maintenance and push when the system maintenance status changes. // First subscription: "Push the latest change data"; every time there is a state change, push the changed content func (ok *Okx) StatusSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelStatus, assetType, pair, false, false, false) } // PublicStructureBlockTradesSubscription a method to subscribe or unsubscribe to "public-struc-block-trades" channel func (ok *Okx) PublicStructureBlockTradesSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelPublicStrucBlockTrades, assetType, pair, false, false, false) } // BlockTickerSubscription a method to subscribe and unsubscribe to a "block-tickers" channel to retrieve the latest block trading volume in the last 24 hours. // The data will be pushed when triggered by transaction execution event. In addition, it will also be pushed in 5 minutes interval according to subscription granularity. func (ok *Okx) BlockTickerSubscription(operation string, assetType asset.Item, pair currency.Pair) error { return ok.wsChannelSubscription(operation, okxChannelBlockTickers, assetType, pair, false, true, false) }