Files
gocryptotrader/exchanges/gateio/gateio_ws_option.go
Gareth Kirwan 1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00

743 lines
23 KiB
Go

package gateio
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"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/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
optionsWebsocketURL = "wss://op-ws.gateio.live/v4/ws"
optionsWebsocketTestnetURL = "wss://op-ws-testnet.gateio.live/v4/ws"
// channels
optionsPingChannel = "options.ping"
optionsContractTickersChannel = "options.contract_tickers"
optionsUnderlyingTickersChannel = "options.ul_tickers"
optionsTradesChannel = "options.trades"
optionsUnderlyingTradesChannel = "options.ul_trades"
optionsUnderlyingPriceChannel = "options.ul_price"
optionsMarkPriceChannel = "options.mark_price"
optionsSettlementChannel = "options.settlements"
optionsContractsChannel = "options.contracts"
optionsContractCandlesticksChannel = "options.contract_candlesticks"
optionsUnderlyingCandlesticksChannel = "options.ul_candlesticks"
optionsOrderbookChannel = "options.order_book"
optionsOrderbookTickerChannel = "options.book_ticker"
optionsOrderbookUpdateChannel = "options.order_book_update"
optionsOrdersChannel = "options.orders"
optionsUserTradesChannel = "options.usertrades"
optionsLiquidatesChannel = "options.liquidates"
optionsUserSettlementChannel = "options.user_settlements"
optionsPositionCloseChannel = "options.position_closes"
optionsBalancesChannel = "options.balances"
optionsPositionsChannel = "options.positions"
)
var defaultOptionsSubscriptions = []string{
optionsContractTickersChannel,
optionsUnderlyingTickersChannel,
optionsTradesChannel,
optionsUnderlyingTradesChannel,
optionsContractCandlesticksChannel,
optionsUnderlyingCandlesticksChannel,
optionsOrderbookChannel,
optionsOrderbookUpdateChannel,
}
var fetchedOptionsCurrencyPairSnapshotOrderbook = make(map[string]bool)
// WsOptionsConnect initiates a websocket connection to options websocket endpoints.
func (g *Gateio) WsOptionsConnect() error {
if !g.Websocket.IsEnabled() || !g.IsEnabled() {
return stream.ErrWebsocketNotEnabled
}
err := g.CurrencyPairs.IsAssetEnabled(asset.Options)
if err != nil {
return err
}
var dialer websocket.Dialer
err = g.Websocket.SetWebsocketURL(optionsWebsocketURL, false, true)
if err != nil {
return err
}
err = g.Websocket.Conn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
pingMessage, err := json.Marshal(WsInput{
ID: g.Websocket.Conn.GenerateMessageID(false),
Time: time.Now().Unix(),
Channel: optionsPingChannel,
})
if err != nil {
return err
}
g.Websocket.Wg.Add(1)
go g.wsReadOptionsConnData()
g.Websocket.Conn.SetupPingHandler(stream.PingHandler{
Websocket: true,
Delay: time.Second * 5,
MessageType: websocket.PingMessage,
Message: pingMessage,
})
return nil
}
// GenerateOptionsDefaultSubscriptions generates list of channel subscriptions for options asset type.
func (g *Gateio) GenerateOptionsDefaultSubscriptions() (subscription.List, error) {
channelsToSubscribe := defaultOptionsSubscriptions
var userID int64
if g.Websocket.CanUseAuthenticatedEndpoints() {
var err error
_, err = g.GetCredentials(context.TODO())
if err != nil {
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
goto getEnabledPairs
}
response, err := g.GetSubAccountBalances(context.Background(), "")
if err != nil {
return nil, err
}
if len(response) != 0 {
channelsToSubscribe = append(channelsToSubscribe,
optionsUserTradesChannel,
optionsBalancesChannel,
)
userID = response[0].UserID
} else if g.Verbose {
log.Errorf(log.ExchangeSys, "no subaccount found for authenticated options channel subscriptions")
}
}
getEnabledPairs:
var subscriptions subscription.List
pairs, err := g.GetEnabledPairs(asset.Options)
if err != nil {
return nil, err
}
for i := range channelsToSubscribe {
for j := range pairs {
params := make(map[string]interface{})
switch channelsToSubscribe[i] {
case optionsOrderbookChannel:
params["accuracy"] = "0"
params["level"] = "20"
case optionsContractCandlesticksChannel, optionsUnderlyingCandlesticksChannel:
params["interval"] = kline.FiveMin
case optionsOrderbookUpdateChannel:
params["interval"] = kline.ThousandMilliseconds
params["level"] = "20"
case optionsOrdersChannel,
optionsUserTradesChannel,
optionsLiquidatesChannel,
optionsUserSettlementChannel,
optionsPositionCloseChannel,
optionsBalancesChannel,
optionsPositionsChannel:
if userID == 0 {
continue
}
params["user_id"] = userID
}
fpair, err := g.FormatExchangeCurrency(pairs[j], asset.Options)
if err != nil {
return nil, err
}
subscriptions = append(subscriptions, &subscription.Subscription{
Channel: channelsToSubscribe[i],
Pairs: currency.Pairs{fpair.Upper()},
Params: params,
})
}
}
return subscriptions, nil
}
func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
if len(channelsToSubscribe) == 0 {
return nil, errors.New("cannot generate payload, no channels supplied")
}
var err error
var intervalString string
payloads := make([]WsInput, len(channelsToSubscribe))
for i := range channelsToSubscribe {
if len(channelsToSubscribe[i].Pairs) != 1 {
return nil, subscription.ErrNotSinglePair
}
var auth *WsAuthInput
timestamp := time.Now()
var params []string
switch channelsToSubscribe[i].Channel {
case optionsUnderlyingTickersChannel,
optionsUnderlyingTradesChannel,
optionsUnderlyingPriceChannel,
optionsUnderlyingCandlesticksChannel:
var uly currency.Pair
uly, err = g.GetUnderlyingFromCurrencyPair(channelsToSubscribe[i].Pairs[0])
if err != nil {
return nil, err
}
params = append(params, uly.String())
case optionsBalancesChannel:
// options.balance channel does not require underlying or contract
default:
channelsToSubscribe[i].Pairs[0].Delimiter = currency.UnderscoreDelimiter
params = append(params, channelsToSubscribe[i].Pairs[0].String())
}
switch channelsToSubscribe[i].Channel {
case optionsOrderbookChannel:
accuracy, ok := channelsToSubscribe[i].Params["accuracy"].(string)
if !ok {
return nil, fmt.Errorf("%w, invalid options orderbook accuracy", orderbook.ErrOrderbookInvalid)
}
level, ok := channelsToSubscribe[i].Params["level"].(string)
if !ok {
return nil, fmt.Errorf("%w, invalid options orderbook level", orderbook.ErrOrderbookInvalid)
}
params = append(
params,
level,
accuracy,
)
case optionsUserTradesChannel,
optionsBalancesChannel,
optionsOrdersChannel,
optionsLiquidatesChannel,
optionsUserSettlementChannel,
optionsPositionCloseChannel,
optionsPositionsChannel:
userID, ok := channelsToSubscribe[i].Params["user_id"].(int64)
if !ok {
continue
}
params = append([]string{strconv.FormatInt(userID, 10)}, params...)
var creds *account.Credentials
creds, err = g.GetCredentials(context.Background())
if err != nil {
return nil, err
}
var sigTemp string
sigTemp, err = g.generateWsSignature(creds.Secret, event, channelsToSubscribe[i].Channel, timestamp)
if err != nil {
return nil, err
}
auth = &WsAuthInput{
Method: "api_key",
Key: creds.Key,
Sign: sigTemp,
}
case optionsOrderbookUpdateChannel:
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
if !ok {
return nil, fmt.Errorf("%w, missing options orderbook interval", orderbook.ErrOrderbookInvalid)
}
intervalString, err = g.GetIntervalString(interval)
if err != nil {
return nil, err
}
params = append(params,
intervalString)
if value, ok := channelsToSubscribe[i].Params["level"].(int); ok {
params = append(params, strconv.Itoa(value))
}
case optionsContractCandlesticksChannel,
optionsUnderlyingCandlesticksChannel:
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
if !ok {
return nil, errors.New("missing options underlying candlesticks interval")
}
intervalString, err = g.GetIntervalString(interval)
if err != nil {
return nil, err
}
params = append(
[]string{intervalString},
params...)
}
payloads[i] = WsInput{
ID: g.Websocket.Conn.GenerateMessageID(false),
Event: event,
Channel: channelsToSubscribe[i].Channel,
Payload: params,
Auth: auth,
Time: timestamp.Unix(),
}
}
return payloads, nil
}
// wsReadOptionsConnData receives and passes on websocket messages for processing
func (g *Gateio) wsReadOptionsConnData() {
defer g.Websocket.Wg.Done()
for {
resp := g.Websocket.Conn.ReadMessage()
if resp.Raw == nil {
return
}
err := g.wsHandleOptionsData(resp.Raw)
if err != nil {
g.Websocket.DataHandler <- err
}
}
}
// OptionsSubscribe sends a websocket message to stop receiving data for asset type options
func (g *Gateio) OptionsSubscribe(channelsToUnsubscribe subscription.List) error {
return g.handleOptionsSubscription("subscribe", channelsToUnsubscribe)
}
// OptionsUnsubscribe sends a websocket message to stop receiving data for asset type options
func (g *Gateio) OptionsUnsubscribe(channelsToUnsubscribe subscription.List) error {
return g.handleOptionsSubscription("unsubscribe", channelsToUnsubscribe)
}
// handleOptionsSubscription sends a websocket message to receive data from the channel
func (g *Gateio) handleOptionsSubscription(event string, channelsToSubscribe subscription.List) error {
payloads, err := g.generateOptionsPayload(event, channelsToSubscribe)
if err != nil {
return err
}
var errs error
for k := range payloads {
result, err := g.Websocket.Conn.SendMessageReturnResponse(payloads[k].ID, payloads[k])
if err != nil {
errs = common.AppendError(errs, err)
continue
}
var resp WsEventResponse
if err = json.Unmarshal(result, &resp); err != nil {
errs = common.AppendError(errs, err)
} else {
if resp.Error != nil && resp.Error.Code != 0 {
errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s asset type: options error code: %d message: %s", payloads[k].Event, payloads[k].Channel, resp.Error.Code, resp.Error.Message))
continue
}
if payloads[k].Event == "subscribe" {
err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k])
} else {
err = g.Websocket.RemoveSubscriptions(channelsToSubscribe[k])
}
if err != nil {
errs = common.AppendError(errs, err)
}
}
}
return errs
}
func (g *Gateio) wsHandleOptionsData(respRaw []byte) error {
var push WsResponse
err := json.Unmarshal(respRaw, &push)
if err != nil {
return err
}
if push.Event == "subscribe" || push.Event == "unsubscribe" {
if !g.Websocket.Match.IncomingWithData(push.ID, respRaw) {
return fmt.Errorf("couldn't match subscription message with ID: %d", push.ID)
}
return nil
}
switch push.Channel {
case optionsContractTickersChannel:
return g.processOptionsContractTickers(push.Result)
case optionsUnderlyingTickersChannel:
return g.processOptionsUnderlyingTicker(push.Result)
case optionsTradesChannel,
optionsUnderlyingTradesChannel:
return g.processOptionsTradesPushData(respRaw)
case optionsUnderlyingPriceChannel:
return g.processOptionsUnderlyingPricePushData(push.Result)
case optionsMarkPriceChannel:
return g.processOptionsMarkPrice(push.Result)
case optionsSettlementChannel:
return g.processOptionsSettlementPushData(push.Result)
case optionsContractsChannel:
return g.processOptionsContractPushData(push.Result)
case optionsContractCandlesticksChannel,
optionsUnderlyingCandlesticksChannel:
return g.processOptionsCandlestickPushData(respRaw)
case optionsOrderbookChannel:
return g.processOptionsOrderbookSnapshotPushData(push.Event, push.Result, push.Time)
case optionsOrderbookTickerChannel:
return g.processOrderbookTickerPushData(respRaw)
case optionsOrderbookUpdateChannel:
return g.processFuturesAndOptionsOrderbookUpdate(push.Result, asset.Options)
case optionsOrdersChannel:
return g.processOptionsOrderPushData(respRaw)
case optionsUserTradesChannel:
return g.processOptionsUserTradesPushData(respRaw)
case optionsLiquidatesChannel:
return g.processOptionsLiquidatesPushData(respRaw)
case optionsUserSettlementChannel:
return g.processOptionsUsersPersonalSettlementsPushData(respRaw)
case optionsPositionCloseChannel:
return g.processPositionCloseData(respRaw)
case optionsBalancesChannel:
return g.processBalancePushData(respRaw, asset.Options)
case optionsPositionsChannel:
return g.processOptionsPositionPushData(respRaw)
default:
g.Websocket.DataHandler <- stream.UnhandledMessageWarning{
Message: g.Name + stream.UnhandledMessage + string(respRaw),
}
return errors.New(stream.UnhandledMessage)
}
}
func (g *Gateio) processOptionsContractTickers(incoming []byte) error {
var data OptionsTicker
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &ticker.Price{
Pair: data.Name,
Last: data.LastPrice.Float64(),
Bid: data.Bid1Price.Float64(),
Ask: data.Ask1Price.Float64(),
AskSize: data.Ask1Size,
BidSize: data.Bid1Size,
ExchangeName: g.Name,
AssetType: asset.Options,
}
return nil
}
func (g *Gateio) processOptionsUnderlyingTicker(incoming []byte) error {
var data WsOptionUnderlyingTicker
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsTradesPushData(data []byte) error {
saveTradeData := g.IsSaveTradeDataEnabled()
if !saveTradeData &&
!g.IsTradeFeedEnabled() {
return nil
}
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsTrades `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
trades := make([]trade.Data, len(resp.Result))
for x := range resp.Result {
trades[x] = trade.Data{
Timestamp: resp.Result[x].CreateTimeMs.Time(),
CurrencyPair: resp.Result[x].Contract,
AssetType: asset.Options,
Exchange: g.Name,
Price: resp.Result[x].Price,
Amount: resp.Result[x].Size,
TID: strconv.FormatInt(resp.Result[x].ID, 10),
}
}
return g.Websocket.Trade.Update(saveTradeData, trades...)
}
func (g *Gateio) processOptionsUnderlyingPricePushData(incoming []byte) error {
var data WsOptionsUnderlyingPrice
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsMarkPrice(incoming []byte) error {
var data WsOptionsMarkPrice
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsSettlementPushData(incoming []byte) error {
var data WsOptionsSettlement
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsContractPushData(incoming []byte) error {
var data WsOptionsContract
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsCandlestickPushData(data []byte) error {
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsContractCandlestick `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
klineDatas := make([]stream.KlineData, len(resp.Result))
for x := range resp.Result {
icp := strings.Split(resp.Result[x].NameOfSubscription, currency.UnderscoreDelimiter)
if len(icp) < 3 {
return errors.New("malformed options candlestick websocket push data")
}
currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
if err != nil {
return err
}
klineDatas[x] = stream.KlineData{
Pair: currencyPair,
AssetType: asset.Options,
Exchange: g.Name,
StartTime: time.Unix(resp.Result[x].Timestamp, 0),
Interval: icp[0],
OpenPrice: resp.Result[x].OpenPrice.Float64(),
ClosePrice: resp.Result[x].ClosePrice.Float64(),
HighPrice: resp.Result[x].HighestPrice.Float64(),
LowPrice: resp.Result[x].LowestPrice.Float64(),
Volume: resp.Result[x].Amount.Float64(),
}
}
g.Websocket.DataHandler <- klineDatas
return nil
}
func (g *Gateio) processOrderbookTickerPushData(incoming []byte) error {
var data WsOptionsOrderbookTicker
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
g.Websocket.DataHandler <- &data
return nil
}
func (g *Gateio) processOptionsOrderbookSnapshotPushData(event string, incoming []byte, pushTime int64) error {
if event == "all" {
var data WsOptionsOrderbookSnapshot
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
base := orderbook.Base{
Asset: asset.Options,
Exchange: g.Name,
Pair: data.Contract,
LastUpdated: data.Timestamp.Time(),
VerifyOrderbook: g.CanVerifyOrderbook,
}
base.Asks = make([]orderbook.Tranche, len(data.Asks))
for x := range data.Asks {
base.Asks[x].Amount = data.Asks[x].Size
base.Asks[x].Price = data.Asks[x].Price.Float64()
}
base.Bids = make([]orderbook.Tranche, len(data.Bids))
for x := range data.Bids {
base.Bids[x].Amount = data.Bids[x].Size
base.Bids[x].Price = data.Bids[x].Price.Float64()
}
return g.Websocket.Orderbook.LoadSnapshot(&base)
}
var data []WsFuturesOrderbookUpdateEvent
err := json.Unmarshal(incoming, &data)
if err != nil {
return err
}
dataMap := map[string][2][]orderbook.Tranche{}
for x := range data {
ab, ok := dataMap[data[x].CurrencyPair]
if !ok {
ab = [2][]orderbook.Tranche{}
}
if data[x].Amount > 0 {
ab[1] = append(ab[1], orderbook.Tranche{
Price: data[x].Price.Float64(), Amount: data[x].Amount,
})
} else {
ab[0] = append(ab[0], orderbook.Tranche{
Price: data[x].Price.Float64(), Amount: -data[x].Amount,
})
}
if !ok {
dataMap[data[x].CurrencyPair] = ab
}
}
if len(dataMap) == 0 {
return errors.New("missing orderbook ask and bid data")
}
for key, ab := range dataMap {
currencyPair, err := currency.NewPairFromString(key)
if err != nil {
return err
}
err = g.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
Asks: ab[0],
Bids: ab[1],
Asset: asset.Options,
Exchange: g.Name,
Pair: currencyPair,
LastUpdated: time.Unix(pushTime, 0),
VerifyOrderbook: g.CanVerifyOrderbook,
})
if err != nil {
return err
}
}
return nil
}
func (g *Gateio) processOptionsOrderPushData(data []byte) error {
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsOrder `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
orderDetails := make([]order.Detail, len(resp.Result))
for x := range resp.Result {
status, err := order.StringToOrderStatus(func() string {
if resp.Result[x].Status == "finished" {
return "cancelled"
}
return resp.Result[x].Status
}())
if err != nil {
return err
}
orderDetails[x] = order.Detail{
Amount: resp.Result[x].Size,
Exchange: g.Name,
OrderID: strconv.FormatInt(resp.Result[x].ID, 10),
Status: status,
Pair: resp.Result[x].Contract,
Date: resp.Result[x].CreationTimeMs.Time(),
ExecutedAmount: resp.Result[x].Size - resp.Result[x].Left,
Price: resp.Result[x].Price,
AssetType: asset.Options,
AccountID: resp.Result[x].User,
}
}
g.Websocket.DataHandler <- orderDetails
return nil
}
func (g *Gateio) processOptionsUserTradesPushData(data []byte) error {
if !g.IsFillsFeedEnabled() {
return nil
}
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsUserTrade `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
fills := make([]fill.Data, len(resp.Result))
for x := range resp.Result {
fills[x] = fill.Data{
Timestamp: resp.Result[x].CreateTimeMs.Time(),
Exchange: g.Name,
CurrencyPair: resp.Result[x].Contract,
OrderID: resp.Result[x].OrderID,
TradeID: resp.Result[x].ID,
Price: resp.Result[x].Price.Float64(),
Amount: resp.Result[x].Size,
}
}
return g.Websocket.Fills.Update(fills...)
}
func (g *Gateio) processOptionsLiquidatesPushData(data []byte) error {
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsLiquidates `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
g.Websocket.DataHandler <- &resp
return nil
}
func (g *Gateio) processOptionsUsersPersonalSettlementsPushData(data []byte) error {
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsUserSettlement `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
g.Websocket.DataHandler <- &resp
return nil
}
func (g *Gateio) processOptionsPositionPushData(data []byte) error {
resp := struct {
Time int64 `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsOptionsPosition `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
g.Websocket.DataHandler <- &resp
return nil
}