Files
gocryptotrader/exchanges/okx/okx_websocket.go
Ryan O'Hara-Reid 17cefe6956 okx: GetDefaultConfig fix & ticker field improvements (#1227)
* okx: updaterooo (cherry pick)

* okx: add in target currency handling in spot market orders

* okx:don't adjust order.Submit variables.

* spell checker

* okx_wrapper: updateTradablePairs true bool

* thrasher: nits

* purge default env vars

* point to CI env var

* print out environment

* lol

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2023-06-19 15:58:58 +10:00

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package okx
import (
"bytes"
"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)
var (
// defaultSubscribedChannels list of channels which are subscribed by default
defaultSubscribedChannels = []string{
okxChannelTrades,
okxChannelOrderBooks,
okxChannelCandle5m,
okxChannelTickers,
}
// defaultAuthChannels list of channels which are subscribed when authenticated
defaultAuthChannels = []string{
okxChannelAccount,
okxChannelOrders,
}
)
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}
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}
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}
)
var (
pingMsg = []byte("ping")
pongMsg = []byte("pong")
)
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 total 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{
MessageType: websocket.TextMessage,
Message: pingMsg,
Delay: time.Second * 27,
})
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{
MessageType: websocket.TextMessage,
Message: pingMsg,
Delay: time.Second * 27,
})
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 == okxChannelFundingRate ||
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 {
if bytes.Equal(respRaw, pongMsg) {
return 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].BestBidPrice.Float64(),
Ask: response.Data[i].BestAskPrice.Float64(),
BidSize: response.Data[i].BestBidSize.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)
subs := make([]string, 0, len(defaultSubscribedChannels)+len(defaultAuthChannels))
subs = append(subs, defaultSubscribedChannels...)
if ok.Websocket.CanUseAuthenticatedEndpoints() {
subs = append(subs, defaultAuthChannels...)
}
for c := range subs {
switch subs[c] {
case okxChannelOrders:
for x := range assets {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: subs[c],
Asset: assets[x],
})
}
case okxChannelCandle5m, okxChannelTickers, okxChannelOrderBooks, okxChannelFundingRate, okxChannelOrderBooks5, okxChannelOrderBooks50TBT, okxChannelOrderBooksTBT, okxChannelTrades:
for x := range assets {
pairs, err := ok.GetEnabledPairs(assets[x])
if err != nil {
return nil, err
}
for p := range pairs {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: subs[c],
Asset: assets[x],
Currency: pairs[p],
})
}
}
default:
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: subs[c],
})
}
}
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 = 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 = 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, _ 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 instruments 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)
}