mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
802 lines
23 KiB
Go
802 lines
23 KiB
Go
package bybit
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"net/http"
|
|
"strconv"
|
|
"strings"
|
|
"text/template"
|
|
"time"
|
|
|
|
gws "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/encoding/json"
|
|
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
|
|
)
|
|
|
|
const (
|
|
bybitWebsocketTimer = 20 * time.Second
|
|
|
|
// Public v5 channels
|
|
chanOrderbook = "orderbook"
|
|
chanPublicTrade = "publicTrade"
|
|
chanPublicTicker = "tickers"
|
|
chanKline = "kline"
|
|
chanLiquidation = "liquidation"
|
|
chanLeverageTokenKline = "kline_lt"
|
|
chanLeverageTokenTicker = "tickers_lt"
|
|
chanLeverageTokenNav = "lt"
|
|
|
|
// Private v5 channels
|
|
chanPositions = "position"
|
|
chanExecution = "execution"
|
|
chanOrder = "order"
|
|
chanWallet = "wallet"
|
|
chanGreeks = "greeks"
|
|
chanDCP = "dcp"
|
|
|
|
spotPublic = "wss://stream.bybit.com/v5/public/spot"
|
|
linearPublic = "wss://stream.bybit.com/v5/public/linear" // USDT, USDC perpetual & USDC Futures
|
|
inversePublic = "wss://stream.bybit.com/v5/public/inverse" // Inverse contract
|
|
optionPublic = "wss://stream.bybit.com/v5/public/option" // USDC Option
|
|
|
|
// Main-net private
|
|
websocketPrivate = "wss://stream.bybit.com/v5/private"
|
|
)
|
|
|
|
var defaultSubscriptions = subscription.List{
|
|
{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel},
|
|
{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel, Levels: 50},
|
|
{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel},
|
|
{Enabled: true, Asset: asset.Spot, Channel: subscription.CandlesChannel, Interval: kline.OneHour},
|
|
{Enabled: true, Asset: asset.Spot, Authenticated: true, Channel: subscription.MyOrdersChannel},
|
|
{Enabled: true, Asset: asset.Spot, Authenticated: true, Channel: subscription.MyWalletChannel},
|
|
{Enabled: true, Asset: asset.Spot, Authenticated: true, Channel: subscription.MyTradesChannel},
|
|
}
|
|
|
|
var subscriptionNames = map[string]string{
|
|
subscription.TickerChannel: chanPublicTicker,
|
|
subscription.OrderbookChannel: chanOrderbook,
|
|
subscription.AllTradesChannel: chanPublicTrade,
|
|
subscription.MyOrdersChannel: chanOrder,
|
|
subscription.MyTradesChannel: chanExecution,
|
|
subscription.MyWalletChannel: chanWallet,
|
|
subscription.CandlesChannel: chanKline,
|
|
}
|
|
|
|
// WsConnect connects to a websocket feed
|
|
func (by *Bybit) WsConnect() error {
|
|
if !by.Websocket.IsEnabled() || !by.IsEnabled() || !by.IsAssetWebsocketSupported(asset.Spot) {
|
|
return websocket.ErrWebsocketNotEnabled
|
|
}
|
|
var dialer gws.Dialer
|
|
err := by.Websocket.Conn.Dial(&dialer, http.Header{})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.Conn.SetupPingHandler(request.Unset, websocket.PingHandler{
|
|
MessageType: gws.TextMessage,
|
|
Message: []byte(`{"op": "ping"}`),
|
|
Delay: bybitWebsocketTimer,
|
|
})
|
|
|
|
by.Websocket.Wg.Add(1)
|
|
go by.wsReadData(asset.Spot, by.Websocket.Conn)
|
|
if by.Websocket.CanUseAuthenticatedEndpoints() {
|
|
err = by.WsAuth(context.TODO())
|
|
if err != nil {
|
|
by.Websocket.DataHandler <- err
|
|
by.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// WsAuth sends an authentication message to receive auth data
|
|
func (by *Bybit) WsAuth(ctx context.Context) error {
|
|
var dialer gws.Dialer
|
|
err := by.Websocket.AuthConn.Dial(&dialer, http.Header{})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
by.Websocket.AuthConn.SetupPingHandler(request.Unset, websocket.PingHandler{
|
|
MessageType: gws.TextMessage,
|
|
Message: []byte(`{"op":"ping"}`),
|
|
Delay: bybitWebsocketTimer,
|
|
})
|
|
|
|
by.Websocket.Wg.Add(1)
|
|
go by.wsReadData(asset.Spot, by.Websocket.AuthConn)
|
|
creds, err := by.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
intNonce := time.Now().Add(time.Hour * 6).UnixMilli()
|
|
strNonce := strconv.FormatInt(intNonce, 10)
|
|
hmac, err := crypto.GetHMAC(
|
|
crypto.HashSHA256,
|
|
[]byte("GET/realtime"+strNonce),
|
|
[]byte(creds.Secret),
|
|
)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
sign := crypto.HexEncodeToString(hmac)
|
|
req := Authenticate{
|
|
RequestID: strconv.FormatInt(by.Websocket.AuthConn.GenerateMessageID(false), 10),
|
|
Operation: "auth",
|
|
Args: []any{creds.Key, intNonce, sign},
|
|
}
|
|
resp, err := by.Websocket.AuthConn.SendMessageReturnResponse(context.TODO(), request.Unset, req.RequestID, req)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var response SubscriptionResponse
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !response.Success {
|
|
return fmt.Errorf("%s with request ID %s msg: %s", response.Operation, response.RequestID, response.RetMsg)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// Subscribe sends a websocket message to receive data from the channel
|
|
func (by *Bybit) Subscribe(channelsToSubscribe subscription.List) error {
|
|
return by.handleSpotSubscription("subscribe", channelsToSubscribe)
|
|
}
|
|
|
|
func (by *Bybit) handleSubscriptions(operation string, subs subscription.List) (args []SubscriptionArgument, err error) {
|
|
subs, err = subs.ExpandTemplates(by)
|
|
if err != nil {
|
|
return
|
|
}
|
|
|
|
for _, list := range []subscription.List{subs.Public(), subs.Private()} {
|
|
for _, b := range common.Batch(list, 10) {
|
|
args = append(args, SubscriptionArgument{
|
|
auth: b[0].Authenticated,
|
|
Operation: operation,
|
|
RequestID: strconv.FormatInt(by.Websocket.Conn.GenerateMessageID(false), 10),
|
|
Arguments: b.QualifiedChannels(),
|
|
associatedSubs: b,
|
|
})
|
|
}
|
|
}
|
|
|
|
return
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
|
func (by *Bybit) Unsubscribe(channelsToUnsubscribe subscription.List) error {
|
|
return by.handleSpotSubscription("unsubscribe", channelsToUnsubscribe)
|
|
}
|
|
|
|
func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe subscription.List) error {
|
|
payloads, err := by.handleSubscriptions(operation, channelsToSubscribe)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
for a := range payloads {
|
|
var response []byte
|
|
if payloads[a].auth {
|
|
response, err = by.Websocket.AuthConn.SendMessageReturnResponse(context.TODO(), request.Unset, payloads[a].RequestID, payloads[a])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
} else {
|
|
response, err = by.Websocket.Conn.SendMessageReturnResponse(context.TODO(), request.Unset, payloads[a].RequestID, payloads[a])
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
var resp SubscriptionResponse
|
|
err = json.Unmarshal(response, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if !resp.Success {
|
|
return fmt.Errorf("%s with request ID %s msg: %s", resp.Operation, resp.RequestID, resp.RetMsg)
|
|
}
|
|
|
|
var conn websocket.Connection
|
|
if payloads[a].auth {
|
|
conn = by.Websocket.AuthConn
|
|
} else {
|
|
conn = by.Websocket.Conn
|
|
}
|
|
|
|
if operation == "unsubscribe" {
|
|
err = by.Websocket.RemoveSubscriptions(conn, payloads[a].associatedSubs...)
|
|
} else {
|
|
err = by.Websocket.AddSubscriptions(conn, payloads[a].associatedSubs...)
|
|
}
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// generateSubscriptions generates default subscription
|
|
func (by *Bybit) generateSubscriptions() (subscription.List, error) {
|
|
return by.Features.Subscriptions.ExpandTemplates(by)
|
|
}
|
|
|
|
// GetSubscriptionTemplate returns a subscription channel template
|
|
func (by *Bybit) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
|
|
return template.New("master.tmpl").Funcs(template.FuncMap{
|
|
"channelName": channelName,
|
|
"isSymbolChannel": isSymbolChannel,
|
|
"intervalToString": intervalToString,
|
|
"getCategoryName": getCategoryName,
|
|
"isCategorisedChannel": isCategorisedChannel,
|
|
}).Parse(subTplText)
|
|
}
|
|
|
|
// wsReadData receives and passes on websocket messages for processing
|
|
func (by *Bybit) wsReadData(assetType asset.Item, ws websocket.Connection) {
|
|
defer by.Websocket.Wg.Done()
|
|
for {
|
|
select {
|
|
case <-by.Websocket.ShutdownC:
|
|
return
|
|
default:
|
|
resp := ws.ReadMessage()
|
|
if resp.Raw == nil {
|
|
return
|
|
}
|
|
err := by.wsHandleData(assetType, resp.Raw)
|
|
if err != nil {
|
|
by.Websocket.DataHandler <- err
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
func (by *Bybit) wsHandleData(assetType asset.Item, respRaw []byte) error {
|
|
var result WebsocketResponse
|
|
err := json.Unmarshal(respRaw, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if result.Topic == "" {
|
|
switch result.Operation {
|
|
case "subscribe", "unsubscribe", "auth":
|
|
if result.RequestID != "" {
|
|
if !by.Websocket.Match.IncomingWithData(result.RequestID, respRaw) {
|
|
return fmt.Errorf("could not match subscription with id %s data %s", result.RequestID, respRaw)
|
|
}
|
|
}
|
|
case "ping", "pong":
|
|
default:
|
|
by.Websocket.DataHandler <- websocket.UnhandledMessageWarning{
|
|
Message: string(respRaw),
|
|
}
|
|
return nil
|
|
}
|
|
return nil
|
|
}
|
|
topicSplit := strings.Split(result.Topic, ".")
|
|
if len(topicSplit) == 0 {
|
|
return errInvalidPushData
|
|
}
|
|
switch topicSplit[0] {
|
|
case chanOrderbook:
|
|
return by.wsProcessOrderbook(assetType, &result)
|
|
case chanPublicTrade:
|
|
return by.wsProcessPublicTrade(assetType, &result)
|
|
case chanPublicTicker:
|
|
return by.wsProcessPublicTicker(assetType, &result)
|
|
case chanKline:
|
|
return by.wsProcessKline(assetType, &result, topicSplit)
|
|
case chanLiquidation:
|
|
return by.wsProcessLiquidation(&result)
|
|
case chanLeverageTokenKline:
|
|
return by.wsProcessLeverageTokenKline(assetType, &result, topicSplit)
|
|
case chanLeverageTokenTicker:
|
|
return by.wsProcessLeverageTokenTicker(assetType, &result)
|
|
case chanLeverageTokenNav:
|
|
return by.wsLeverageTokenNav(&result)
|
|
case chanPositions:
|
|
return by.wsProcessPosition(&result)
|
|
case chanExecution:
|
|
return by.wsProcessExecution(asset.Spot, &result)
|
|
case chanOrder:
|
|
return by.wsProcessOrder(asset.Spot, &result)
|
|
case chanWallet:
|
|
return by.wsProcessWalletPushData(asset.Spot, respRaw)
|
|
case chanGreeks:
|
|
return by.wsProcessGreeks(respRaw)
|
|
case chanDCP:
|
|
return nil
|
|
}
|
|
return fmt.Errorf("unhandled stream data %s", string(respRaw))
|
|
}
|
|
|
|
func (by *Bybit) wsProcessGreeks(resp []byte) error {
|
|
var result GreeksResponse
|
|
err := json.Unmarshal(resp, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.DataHandler <- &result
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessWalletPushData(assetType asset.Item, resp []byte) error {
|
|
var result WebsocketWallet
|
|
err := json.Unmarshal(resp, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
creds, err := by.GetCredentials(context.TODO())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var changes []account.Change
|
|
for x := range result.Data {
|
|
for y := range result.Data[x].Coin {
|
|
changes = append(changes, account.Change{
|
|
AssetType: assetType,
|
|
Balance: &account.Balance{
|
|
Currency: currency.NewCode(result.Data[x].Coin[y].Coin),
|
|
Total: result.Data[x].Coin[y].WalletBalance.Float64(),
|
|
Free: result.Data[x].Coin[y].WalletBalance.Float64(),
|
|
UpdatedAt: result.CreationTime.Time(),
|
|
},
|
|
})
|
|
}
|
|
}
|
|
by.Websocket.DataHandler <- changes
|
|
return account.ProcessChange(by.Name, changes, creds)
|
|
}
|
|
|
|
// wsProcessOrder the order stream to see changes to your orders in real-time.
|
|
func (by *Bybit) wsProcessOrder(assetType asset.Item, resp *WebsocketResponse) error {
|
|
var result WsOrders
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
execution := make([]order.Detail, len(result))
|
|
for x := range result {
|
|
cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
orderType, err := order.StringToOrderType(result[x].OrderType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
side, err := order.StringToOrderSide(result[x].Side)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
execution[x] = order.Detail{
|
|
Amount: result[x].Qty.Float64(),
|
|
Exchange: by.Name,
|
|
OrderID: result[x].OrderID,
|
|
ClientOrderID: result[x].OrderLinkID,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: cp,
|
|
Cost: result[x].CumExecQty.Float64() * result[x].AvgPrice.Float64(),
|
|
AssetType: assetType,
|
|
Status: StringToOrderStatus(result[x].OrderStatus),
|
|
Price: result[x].Price.Float64(),
|
|
ExecutedAmount: result[x].CumExecQty.Float64(),
|
|
Date: result[x].CreatedTime.Time(),
|
|
LastUpdated: result[x].UpdatedTime.Time(),
|
|
}
|
|
}
|
|
by.Websocket.DataHandler <- execution
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessExecution(assetType asset.Item, resp *WebsocketResponse) error {
|
|
var result WsExecutions
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
executions := make([]fill.Data, len(result))
|
|
for x := range result {
|
|
cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
side, err := order.StringToOrderSide(result[x].Side)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
executions[x] = fill.Data{
|
|
ID: result[x].ExecID,
|
|
Timestamp: result[x].ExecTime.Time(),
|
|
Exchange: by.Name,
|
|
AssetType: assetType,
|
|
CurrencyPair: cp,
|
|
Side: side,
|
|
OrderID: result[x].OrderID,
|
|
ClientOrderID: result[x].OrderLinkID,
|
|
Price: result[x].ExecPrice.Float64(),
|
|
Amount: result[x].ExecQty.Float64(),
|
|
}
|
|
}
|
|
by.Websocket.DataHandler <- executions
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessPosition(resp *WebsocketResponse) error {
|
|
var result WsPositions
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.DataHandler <- result
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsLeverageTokenNav(resp *WebsocketResponse) error {
|
|
var result LTNav
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.DataHandler <- result
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessLeverageTokenTicker(assetType asset.Item, resp *WebsocketResponse) error {
|
|
var result TickerItem
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
cp, err := by.MatchSymbolWithAvailablePairs(result.Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.DataHandler <- &ticker.Price{
|
|
Last: result.LastPrice.Float64(),
|
|
High: result.HighPrice24H.Float64(),
|
|
Low: result.LowPrice24H.Float64(),
|
|
Pair: cp,
|
|
ExchangeName: by.Name,
|
|
AssetType: assetType,
|
|
LastUpdated: resp.PushTimestamp.Time(),
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessLeverageTokenKline(assetType asset.Item, resp *WebsocketResponse, topicSplit []string) error {
|
|
var result LTKlines
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
cp, err := by.MatchSymbolWithAvailablePairs(topicSplit[2], assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
ltKline := make([]websocket.KlineData, len(result))
|
|
for x := range result {
|
|
interval, err := stringToInterval(result[x].Interval)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
ltKline[x] = websocket.KlineData{
|
|
Timestamp: result[x].Timestamp.Time(),
|
|
Pair: cp,
|
|
AssetType: assetType,
|
|
Exchange: by.Name,
|
|
StartTime: result[x].Start.Time(),
|
|
CloseTime: result[x].End.Time(),
|
|
Interval: interval.String(),
|
|
OpenPrice: result[x].Open.Float64(),
|
|
ClosePrice: result[x].Close.Float64(),
|
|
HighPrice: result[x].High.Float64(),
|
|
LowPrice: result[x].Low.Float64(),
|
|
}
|
|
}
|
|
by.Websocket.DataHandler <- result
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessLiquidation(resp *WebsocketResponse) error {
|
|
var result WebsocketLiquidation
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
by.Websocket.DataHandler <- result
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessKline(assetType asset.Item, resp *WebsocketResponse, topicSplit []string) error {
|
|
var result WsKlines
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
cp, err := by.MatchSymbolWithAvailablePairs(topicSplit[2], assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
spotCandlesticks := make([]websocket.KlineData, len(result))
|
|
for x := range result {
|
|
interval, err := stringToInterval(result[x].Interval)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
spotCandlesticks[x] = websocket.KlineData{
|
|
Timestamp: result[x].Timestamp.Time(),
|
|
Pair: cp,
|
|
AssetType: assetType,
|
|
Exchange: by.Name,
|
|
StartTime: result[x].Start.Time(),
|
|
CloseTime: result[x].End.Time(),
|
|
Interval: interval.String(),
|
|
OpenPrice: result[x].Open.Float64(),
|
|
ClosePrice: result[x].Close.Float64(),
|
|
HighPrice: result[x].High.Float64(),
|
|
LowPrice: result[x].Low.Float64(),
|
|
Volume: result[x].Volume.Float64(),
|
|
}
|
|
}
|
|
by.Websocket.DataHandler <- spotCandlesticks
|
|
return nil
|
|
}
|
|
|
|
func (by *Bybit) wsProcessPublicTicker(assetType asset.Item, resp *WebsocketResponse) error {
|
|
tickResp := new(TickerItem)
|
|
if err := json.Unmarshal(resp.Data, tickResp); err != nil {
|
|
return err
|
|
}
|
|
|
|
p, err := by.MatchSymbolWithAvailablePairs(tickResp.Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
pFmt, err := by.GetPairFormat(assetType, false)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
p = p.Format(pFmt)
|
|
|
|
var tick *ticker.Price
|
|
if resp.Type == "snapshot" {
|
|
tick = &ticker.Price{
|
|
Pair: p,
|
|
ExchangeName: by.Name,
|
|
AssetType: assetType,
|
|
}
|
|
} else {
|
|
// ticker updates may be partial, so we need to update the current ticker
|
|
tick, err = ticker.GetTicker(by.Name, p, assetType)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
|
|
updateTicker(tick, tickResp)
|
|
tick.LastUpdated = resp.PushTimestamp.Time()
|
|
|
|
if err = ticker.ProcessTicker(tick); err == nil {
|
|
by.Websocket.DataHandler <- tick
|
|
}
|
|
|
|
return err
|
|
}
|
|
|
|
func updateTicker(tick *ticker.Price, resp *TickerItem) {
|
|
if resp.LastPrice.Float64() != 0 {
|
|
tick.Last = resp.LastPrice.Float64()
|
|
}
|
|
if resp.HighPrice24H.Float64() != 0 {
|
|
tick.High = resp.HighPrice24H.Float64()
|
|
}
|
|
if resp.LowPrice24H.Float64() != 0 {
|
|
tick.Low = resp.LowPrice24H.Float64()
|
|
}
|
|
if resp.Volume24H.Float64() != 0 {
|
|
tick.Volume = resp.Volume24H.Float64()
|
|
}
|
|
|
|
if tick.AssetType == asset.Spot {
|
|
return
|
|
}
|
|
|
|
if resp.MarkPrice.Float64() != 0 {
|
|
tick.MarkPrice = resp.MarkPrice.Float64()
|
|
}
|
|
if resp.IndexPrice.Float64() != 0 {
|
|
tick.IndexPrice = resp.IndexPrice.Float64()
|
|
}
|
|
if resp.OpenInterest.Float64() != 0 {
|
|
tick.OpenInterest = resp.OpenInterest.Float64()
|
|
}
|
|
|
|
switch tick.AssetType {
|
|
case asset.Options:
|
|
if resp.BidPrice.Float64() != 0 {
|
|
tick.Bid = resp.BidPrice.Float64()
|
|
}
|
|
if resp.BidSize.Float64() != 0 {
|
|
tick.BidSize = resp.BidSize.Float64()
|
|
}
|
|
if resp.AskPrice.Float64() != 0 {
|
|
tick.Ask = resp.AskPrice.Float64()
|
|
}
|
|
if resp.AskSize.Float64() != 0 {
|
|
tick.AskSize = resp.AskSize.Float64()
|
|
}
|
|
case asset.USDCMarginedFutures, asset.USDTMarginedFutures, asset.CoinMarginedFutures:
|
|
if resp.Bid1Price.Float64() != 0 {
|
|
tick.Bid = resp.Bid1Price.Float64()
|
|
}
|
|
if resp.Bid1Size.Float64() != 0 {
|
|
tick.BidSize = resp.Bid1Size.Float64()
|
|
}
|
|
if resp.Ask1Price.Float64() != 0 {
|
|
tick.Ask = resp.Ask1Price.Float64()
|
|
}
|
|
if resp.Ask1Size.Float64() != 0 {
|
|
tick.AskSize = resp.Ask1Size.Float64()
|
|
}
|
|
}
|
|
}
|
|
|
|
func (by *Bybit) wsProcessPublicTrade(assetType asset.Item, resp *WebsocketResponse) error {
|
|
var result WebsocketPublicTrades
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
tradeDatas := make([]trade.Data, len(result))
|
|
for x := range result {
|
|
cp, err := by.MatchSymbolWithAvailablePairs(result[x].Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
side, err := order.StringToOrderSide(result[x].Side)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
tradeDatas[x] = trade.Data{
|
|
Timestamp: result[x].OrderFillTimestamp.Time(),
|
|
CurrencyPair: cp,
|
|
AssetType: assetType,
|
|
Exchange: by.Name,
|
|
Price: result[x].Price.Float64(),
|
|
Amount: result[x].Size.Float64(),
|
|
Side: side,
|
|
TID: result[x].TradeID,
|
|
}
|
|
}
|
|
return trade.AddTradesToBuffer(tradeDatas...)
|
|
}
|
|
|
|
func (by *Bybit) wsProcessOrderbook(assetType asset.Item, resp *WebsocketResponse) error {
|
|
var result WsOrderbookDetail
|
|
err := json.Unmarshal(resp.Data, &result)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
cp, err := by.MatchSymbolWithAvailablePairs(result.Symbol, assetType, hasPotentialDelimiter(assetType))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
asks := make([]orderbook.Tranche, len(result.Asks))
|
|
for i := range result.Asks {
|
|
asks[i].Price, err = strconv.ParseFloat(result.Asks[i][0], 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
asks[i].Amount, err = strconv.ParseFloat(result.Asks[i][1], 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
bids := make([]orderbook.Tranche, len(result.Bids))
|
|
for i := range result.Bids {
|
|
bids[i].Price, err = strconv.ParseFloat(result.Bids[i][0], 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
bids[i].Amount, err = strconv.ParseFloat(result.Bids[i][1], 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
if len(asks) == 0 && len(bids) == 0 {
|
|
return nil
|
|
}
|
|
if resp.Type == "snapshot" {
|
|
return by.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
|
|
Pair: cp,
|
|
Exchange: by.Name,
|
|
Asset: assetType,
|
|
LastUpdated: resp.OrderbookLastUpdated.Time(),
|
|
LastUpdateID: result.UpdateID,
|
|
UpdatePushedAt: resp.PushTimestamp.Time(),
|
|
Asks: asks,
|
|
Bids: bids,
|
|
})
|
|
}
|
|
return by.Websocket.Orderbook.Update(&orderbook.Update{
|
|
Pair: cp,
|
|
Asks: asks,
|
|
Bids: bids,
|
|
Asset: assetType,
|
|
UpdateID: result.UpdateID,
|
|
UpdateTime: resp.OrderbookLastUpdated.Time(),
|
|
UpdatePushedAt: resp.PushTimestamp.Time(),
|
|
})
|
|
}
|
|
|
|
// channelName converts global channel names to exchange specific names
|
|
func channelName(s *subscription.Subscription) string {
|
|
if name, ok := subscriptionNames[s.Channel]; ok {
|
|
return name
|
|
}
|
|
return s.Channel
|
|
}
|
|
|
|
// isSymbolChannel returns whether the channel accepts a symbol parameter
|
|
func isSymbolChannel(name string) bool {
|
|
switch name {
|
|
case chanPositions, chanExecution, chanOrder, chanDCP, chanWallet:
|
|
return false
|
|
}
|
|
return true
|
|
}
|
|
|
|
func isCategorisedChannel(name string) bool {
|
|
switch name {
|
|
case chanPositions, chanExecution, chanOrder:
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
const subTplText = `
|
|
{{ with $name := channelName $.S }}
|
|
{{- range $asset, $pairs := $.AssetPairs }}
|
|
{{- if isSymbolChannel $name }}
|
|
{{- range $p := $pairs }}
|
|
{{- $name -}} .
|
|
{{- if eq $name "orderbook" -}} {{- $.S.Levels -}} . {{- end }}
|
|
{{- if eq $name "kline" -}} {{- intervalToString $.S.Interval -}} . {{- end }}
|
|
{{- $p }}
|
|
{{- $.PairSeparator }}
|
|
{{- end }}
|
|
{{- else }}
|
|
{{- $name }}
|
|
{{- if and (isCategorisedChannel $name) ($categoryName := getCategoryName $asset) -}} . {{- $categoryName -}} {{- end }}
|
|
{{- end }}
|
|
{{- end }}
|
|
{{- $.AssetSeparator }}
|
|
{{- end }}
|
|
`
|
|
|
|
// hasPotentialDelimiter returns if the asset has a potential delimiter on the pairs being returned.
|
|
func hasPotentialDelimiter(a asset.Item) bool {
|
|
return a == asset.Options || a == asset.USDCMarginedFutures
|
|
}
|