websocket

package
v0.0.0-...-9e0b26f Latest Latest
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 Go to latest Published: Jun 8, 2021 License: MIT Imports: 39 Imported by: 72

Documentation

Index

Constants

View Source 
const (
	ChanBook    = "book"
	ChanTrades  = "trades"
	ChanTicker  = "ticker"
	ChanCandles = "candles"
	ChanStatus  = "status"
)

Available channels

View Source 
const (
	EventSubscribe   = "subscribe"
	EventUnsubscribe = "unsubscribe"
	EventPing        = "ping"
)

Events

View Source 
const (
	ErrorCodeUnknownEvent         int = 10000
	ErrorCodeUnknownPair          int = 10001
	ErrorCodeUnknownBookPrecision int = 10011
	ErrorCodeUnknownBookLength    int = 10012
	ErrorCodeSubscriptionFailed   int = 10300
	ErrorCodeAlreadySubscribed    int = 10301
	ErrorCodeUnknownChannel       int = 10302
	ErrorCodeUnsubscribeFailed    int = 10400
	ErrorCodeNotSubscribed        int = 10401
)

error codes pulled from v2 docs & API usage

View Source 
const DMSCancelOnDisconnect int = 4

DMSCancelOnDisconnect cancels session orders on disconnect.

View Source 
const KEEP_ALIVE_TIMEOUT = 10

seconds to wait in between re-sending the keep alive ping

View Source 
const MaxChannels = 25
View Source 
const WS_READ_CAPACITY = 10

size of channel that the websocket reader routine pushes websocket updates into

View Source 
const WS_WRITE_CAPACITY = 5000

size of channel that the websocket writer routine pulls from

Variables

View Source 
var (
	ErrWSNotConnected     = fmt.Errorf("websocket connection not established")
	ErrWSAlreadyConnected = fmt.Errorf("websocket connection already established")
)

ws-specific errors

Functions

func ConvertBytesToJsonNumberArray 

func ConvertBytesToJsonNumberArray(b []byte) ([]interface{}, error)

Types

type Asynchronous 

type Asynchronous interface {
	Connect() error
	Send(ctx context.Context, msg interface{}) error
	Listen() <-chan []byte
	Close()
	Done() <-chan error
}

Asynchronous interface decouples the underlying transport from API logic.

type AsynchronousFactory 

type AsynchronousFactory interface {
	Create() Asynchronous
}

AsynchronousFactory provides an interface to re-create asynchronous transports during reconnect events.

func NewWebsocketAsynchronousFactory 

func NewWebsocketAsynchronousFactory(parameters *Parameters) AsynchronousFactory

NewWebsocketAsynchronousFactory creates a new websocket factory with a given URL.

type AuthEvent 

type AuthEvent struct {
	Event   string       `json:"event"`
	Status  string       `json:"status"`
	ChanID  int64        `json:"chanId,omitempty"`
	UserID  int64        `json:"userId,omitempty"`
	SubID   string       `json:"subId"`
	AuthID  string       `json:"auth_id,omitempty"`
	Message string       `json:"msg,omitempty"`
	Caps    Capabilities `json:"caps"`
}

type AuthState 

type AuthState authState // prevent user construction of authStates

AuthState provides a typed authentication state. 

const (
	NoAuthentication         AuthState = 0
	PendingAuthentication    AuthState = 1
	SuccessfulAuthentication AuthState = 2
	RejectedAuthentication   AuthState = 3
)

Authentication states

type BookFactory 

type BookFactory struct {
	// contains filtered or unexported fields
}

func (*BookFactory) Build 

func (f *BookFactory) Build(sub *subscription, objType string, raw []interface{}, b []byte) (interface{}, error)

func (*BookFactory) BuildSnapshot 

func (f *BookFactory) BuildSnapshot(sub *subscription, raw [][]interface{}, b []byte) (interface{}, error)

func (BookFactory) Close 

func (s BookFactory) Close()

Close is terminal. Do not call heartbeat after close.

func (BookFactory) ListenDisconnect 

func (s BookFactory) ListenDisconnect() <-chan HeartbeatDisconnect

ListenDisconnect returns an error channel which receives a message when a heartbeat has expired a channel.

func (BookFactory) ResetAll 

func (s BookFactory) ResetAll()

Removes all tracked subscriptions

func (BookFactory) ResetSocketSubscriptions 

func (s BookFactory) ResetSocketSubscriptions(socketId SocketId) []*subscription

Reset clears all subscriptions assigned to the given socket ID, and returns a slice of the existing subscriptions prior to reset

type CandlesFactory 

type CandlesFactory struct {
	// contains filtered or unexported fields
}

func (*CandlesFactory) Build 

func (f *CandlesFactory) Build(sub *subscription, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*CandlesFactory) BuildSnapshot 

func (f *CandlesFactory) BuildSnapshot(sub *subscription, raw [][]interface{}, raw_bytes []byte) (interface{}, error)

func (CandlesFactory) Close 

func (s CandlesFactory) Close()

Close is terminal. Do not call heartbeat after close.

func (CandlesFactory) ListenDisconnect 

func (s CandlesFactory) ListenDisconnect() <-chan HeartbeatDisconnect

ListenDisconnect returns an error channel which receives a message when a heartbeat has expired a channel.

func (CandlesFactory) ResetAll 

func (s CandlesFactory) ResetAll()

Removes all tracked subscriptions

func (CandlesFactory) ResetSocketSubscriptions 

func (s CandlesFactory) ResetSocketSubscriptions(socketId SocketId) []*subscription

Reset clears all subscriptions assigned to the given socket ID, and returns a slice of the existing subscriptions prior to reset

type Capabilities 

type Capabilities struct {
	Orders    Capability `json:"orders"`
	Account   Capability `json:"account"`
	Funding   Capability `json:"funding"`
	History   Capability `json:"history"`
	Wallets   Capability `json:"wallets"`
	Withdraw  Capability `json:"withdraw"`
	Positions Capability `json:"positions"`
}

type Capability 

type Capability struct {
	Read  int `json:"read"`
	Write int `json:"write"`
}

type Client 

type Client struct {
	Authentication AuthState
	// contains filtered or unexported fields
}

Client provides a unified interface for users to interact with the Bitfinex V2 Websocket API. nolint:megacheck,structcheck

func New 

func New() *Client

New creates a default client.

func NewWithAsyncFactory 

func NewWithAsyncFactory(async AsynchronousFactory) *Client

NewWithAsyncFactory creates a new default client with a given asynchronous transport factory interface.

func NewWithAsyncFactoryNonce 

func NewWithAsyncFactoryNonce(async AsynchronousFactory, nonce utils.NonceGenerator) *Client

NewWithAsyncFactoryNonce creates a new default client with a given asynchronous transport factory and nonce generator.

func NewWithParams 

func NewWithParams(params *Parameters) *Client

NewWithParams creates a new default client with a given set of parameters.

func NewWithParamsAsyncFactory 

func NewWithParamsAsyncFactory(params *Parameters, async AsynchronousFactory) *Client

NewWithParamsAsyncFactory creates a new default client with a given set of parameters and asynchronous transport factory interface.

func NewWithParamsAsyncFactoryNonce 

func NewWithParamsAsyncFactoryNonce(params *Parameters, async AsynchronousFactory, nonce utils.NonceGenerator) *Client

NewWithParamsAsyncFactoryNonce creates a new client with a given set of parameters, asynchronous transport factory, and nonce generator interfaces.

func NewWithParamsNonce 

func NewWithParamsNonce(params *Parameters, nonce utils.NonceGenerator) *Client

NewWithParamsNonce creates a new default client with a given set of parameters and nonce generator.

func (*Client) AvailableCapacity 

func (c *Client) AvailableCapacity() int

Get the available capacity of the current websocket connections

func (*Client) CancelOnDisconnect 

func (c *Client) CancelOnDisconnect(cxl bool) *Client

CancelOnDisconnect ensures all orders will be canceled if this API session is disconnected.

func (*Client) Close 

func (c *Client) Close()

Close the websocket client which will cause for all active sockets to be exited and the Done() function to be called

func (*Client) CloseFundingCredit 

func (c *Client) CloseFundingCredit(ctx context.Context, fundingOffer *fundingcredit.CancelRequest) error

CloseFundingCredit - cancels funding credit by ID. Emits an error if not authenticated.

func (*Client) CloseFundingLoan 

func (c *Client) CloseFundingLoan(ctx context.Context, flcr *fundingloan.CancelRequest) error

CloseFundingLoan - cancels funding loan by ID. Emits an error if not authenticated.

func (*Client) Connect 

func (c *Client) Connect() error

Connect to the Bitfinex API, this should only be called once.

func (*Client) ConnectionCount 

func (c *Client) ConnectionCount() int

Gen the count of currently active websocket connections

func (*Client) Credentials 

func (c *Client) Credentials(key string, secret string) *Client

Credentials assigns authentication credentials to a connection request.

func (*Client) EnableFlag 

func (c *Client) EnableFlag(ctx context.Context, flag int) (string, error)

Submit a request to enable the given flag

func (*Client) GetAuthenticatedSocket 

func (c *Client) GetAuthenticatedSocket() (*Socket, error)

Get the authenticated socket. Due to rate limitations there can only be one authenticated socket active at a time

func (*Client) GetOrderbook 

func (c *Client) GetOrderbook(symbol string) (*Orderbook, error)

Retrieve the Orderbook for the given symbol which is managed locally. This requires ManageOrderbook=True and an active chanel subscribed to the given symbols orderbook

func (*Client) IsConnected 

func (c *Client) IsConnected() bool

Returns true if the underlying asynchronous transport is connected to an endpoint.

func (*Client) Listen 

func (c *Client) Listen() <-chan interface{}

Listen for all incoming api websocket messages When a websocket connection is terminated, the publisher channel will close.

func (*Client) LookupSubscription 

func (c *Client) LookupSubscription(subID string) (*SubscriptionRequest, error)

Get a subscription request using a subscription ID

func (*Client) Send 

func (c *Client) Send(ctx context.Context, msg interface{}) error

Send publishes a generic message to the Bitfinex API.

func (*Client) StartNewConnection 

func (c *Client) StartNewConnection() error

Start a new websocket connection. This function is only exposed in case you want to implicitly add new connections otherwise connection management is already handled for you.

func (*Client) SubmitCancel 

func (c *Client) SubmitCancel(ctx context.Context, ocr *order.CancelRequest) error

Submit a cancel request for an existing order

func (*Client) SubmitFundingCancel 

func (c *Client) SubmitFundingCancel(ctx context.Context, fundingOffer *fundingoffer.CancelRequest) error

Submit a request to cancel and existing funding offer

func (*Client) SubmitFundingOffer 

func (c *Client) SubmitFundingOffer(ctx context.Context, fundingOffer *fundingoffer.SubmitRequest) error

Submit a new funding offer request

func (*Client) SubmitOrder 

func (c *Client) SubmitOrder(ctx context.Context, onr *order.NewRequest) error

Submit a request to create a new order

func (*Client) SubmitUpdateOrder 

func (c *Client) SubmitUpdateOrder(ctx context.Context, our *order.UpdateRequest) error

Submit and update request to change an existing orders values

func (*Client) Subscribe 

func (c *Client) Subscribe(ctx context.Context, req *SubscriptionRequest) (string, error)

Submit a request to subscribe to the given SubscriptionRequuest

func (*Client) SubscribeBook 

func (c *Client) SubscribeBook(ctx context.Context, symbol string, precision common.BookPrecision, frequency common.BookFrequency, priceLevel int) (string, error)

Submit a subscription request for market data for the given symbol, at the given frequency, with the given precision, returning no more than priceLevels price entries. Default values are Precision0, Frequency0, and priceLevels=25.

func (*Client) SubscribeCandles 

func (c *Client) SubscribeCandles(ctx context.Context, symbol string, resolution common.CandleResolution) (string, error)

Submit a subscription request to receive candle updates

func (*Client) SubscribeStatus 

func (c *Client) SubscribeStatus(ctx context.Context, symbol string, sType common.StatusType) (string, error)

Submit a subscription request for status updates

func (*Client) SubscribeTicker 

func (c *Client) SubscribeTicker(ctx context.Context, symbol string) (string, error)

Submit a request to receive ticker updates

func (*Client) SubscribeTrades 

func (c *Client) SubscribeTrades(ctx context.Context, symbol string) (string, error)

Submit a request to receive trade updates

func (*Client) Unsubscribe 

func (c *Client) Unsubscribe(ctx context.Context, id string) error

Unsubscribe from the existing subscription with the given id

type ConfEvent 

type ConfEvent struct {
	Flags int `json:"flags"`
}

type ErrorEvent 

type ErrorEvent struct {
	Code    int    `json:"code"`
	Message string `json:"msg"`

	// also contain members related to subscription reject
	SubID     string `json:"subId"`
	Channel   string `json:"channel"`
	ChanID    int64  `json:"chanId"`
	Symbol    string `json:"symbol"`
	Precision string `json:"prec,omitempty"`
	Frequency string `json:"freq,omitempty"`
	Key       string `json:"key,omitempty"`
	Len       string `json:"len,omitempty"`
	Pair      string `json:"pair"`
}

type FlagRequest 

type FlagRequest struct {
	Event string `json:"event"`
	Flags int    `json:"flags"`
}

type Heartbeat 

type Heartbeat struct {
}

type HeartbeatDisconnect 

type HeartbeatDisconnect struct {
	Subscription *subscription
	Error        error
}

type InfoEvent 

type InfoEvent struct {
	Version  float64      `json:"version"`
	ServerId string       `json:"serverId"`
	Platform PlatformInfo `json:"platform"`
	Code     int          `json:"code"`
	Msg      string       `json:"msg"`
}

type Orderbook 

type Orderbook struct {
	// contains filtered or unexported fields
}

func (*Orderbook) Asks 

func (ob *Orderbook) Asks() []book.Book

func (*Orderbook) Bids 

func (ob *Orderbook) Bids() []book.Book

func (*Orderbook) Checksum 

func (ob *Orderbook) Checksum() uint32

func (*Orderbook) SetWithSnapshot 

func (ob *Orderbook) SetWithSnapshot(bs *book.Snapshot)

func (*Orderbook) Symbol 

func (ob *Orderbook) Symbol() string

func (*Orderbook) UpdateWith 

func (ob *Orderbook) UpdateWith(b *book.Book)

type Parameters 

type Parameters struct {
	AutoReconnect     bool
	ReconnectInterval time.Duration
	ReconnectAttempts int

	ShutdownTimeout       time.Duration
	CapacityPerConnection int
	Logger                *logging.Logger

	ResubscribeOnReconnect bool

	HeartbeatTimeout time.Duration
	LogTransport     bool

	URL             string
	ManageOrderbook bool
	// contains filtered or unexported fields
}

Parameters defines adapter behavior.

func NewDefaultParameters 

func NewDefaultParameters() *Parameters

type PlatformInfo 

type PlatformInfo struct {
	Status int `json:"status"`
}

type RawEvent 

type RawEvent struct {
	Data interface{}
}

type Socket 

type Socket struct {
	Id SocketId
	Asynchronous
	IsConnected        bool
	ResetSubscriptions []*subscription
	IsAuthenticated    bool
}

type SocketId 

type SocketId int

type StatsFactory 

type StatsFactory struct {
	// contains filtered or unexported fields
}

func (*StatsFactory) Build 

func (f *StatsFactory) Build(sub *subscription, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*StatsFactory) BuildSnapshot 

func (f *StatsFactory) BuildSnapshot(sub *subscription, raw [][]interface{}, raw_bytes []byte) (interface{}, error)

func (StatsFactory) Close 

func (s StatsFactory) Close()

Close is terminal. Do not call heartbeat after close.

func (StatsFactory) ListenDisconnect 

func (s StatsFactory) ListenDisconnect() <-chan HeartbeatDisconnect

ListenDisconnect returns an error channel which receives a message when a heartbeat has expired a channel.

func (StatsFactory) ResetAll 

func (s StatsFactory) ResetAll()

Removes all tracked subscriptions

func (StatsFactory) ResetSocketSubscriptions 

func (s StatsFactory) ResetSocketSubscriptions(socketId SocketId) []*subscription

Reset clears all subscriptions assigned to the given socket ID, and returns a slice of the existing subscriptions prior to reset

type SubscribeEvent 

type SubscribeEvent struct {
	SubID     string `json:"subId"`
	Channel   string `json:"channel"`
	ChanID    int64  `json:"chanId"`
	Symbol    string `json:"symbol"`
	Precision string `json:"prec,omitempty"`
	Frequency string `json:"freq,omitempty"`
	Key       string `json:"key,omitempty"`
	Len       string `json:"len,omitempty"`
	Pair      string `json:"pair"`
}

type SubscriptionRequest 

type SubscriptionRequest struct {
	SubID string `json:"subId"`
	Event string `json:"event"`

	// authenticated
	APIKey      string   `json:"apiKey,omitempty"`
	AuthSig     string   `json:"authSig,omitempty"`
	AuthPayload string   `json:"authPayload,omitempty"`
	AuthNonce   string   `json:"authNonce,omitempty"`
	Filter      []string `json:"filter,omitempty"`
	DMS         int      `json:"dms,omitempty"` // dead man switch

	// unauthenticated
	Channel   string `json:"channel,omitempty"`
	Symbol    string `json:"symbol,omitempty"`
	Precision string `json:"prec,omitempty"`
	Frequency string `json:"freq,omitempty"`
	Key       string `json:"key,omitempty"`
	Len       string `json:"len,omitempty"`
	Pair      string `json:"pair,omitempty"`
}

func (*SubscriptionRequest) String 

func (s *SubscriptionRequest) String() string

type SubscriptionSet 

type SubscriptionSet []*subscription

SubscriptionSet is a typed version of an array of subscription pointers, intended to meet the sortable interface. We need to sort Reset()'s return values for tests with more than 1 subscription (range map order is undefined)

func (SubscriptionSet) Len 

func (s SubscriptionSet) Len() int

func (SubscriptionSet) Less 

func (s SubscriptionSet) Less(i, j int) bool

func (SubscriptionSet) RemoveByChannelId 

func (s SubscriptionSet) RemoveByChannelId(chanId int64) SubscriptionSet

func (SubscriptionSet) RemoveBySubscriptionId 

func (s SubscriptionSet) RemoveBySubscriptionId(subID string) SubscriptionSet

func (SubscriptionSet) Swap 

func (s SubscriptionSet) Swap(i, j int)

type TickerFactory 

type TickerFactory struct {
	// contains filtered or unexported fields
}

func (*TickerFactory) Build 

func (f *TickerFactory) Build(sub *subscription, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*TickerFactory) BuildSnapshot 

func (f *TickerFactory) BuildSnapshot(sub *subscription, raw [][]interface{}, raw_bytes []byte) (interface{}, error)

func (TickerFactory) Close 

func (s TickerFactory) Close()

Close is terminal. Do not call heartbeat after close.

func (TickerFactory) ListenDisconnect 

func (s TickerFactory) ListenDisconnect() <-chan HeartbeatDisconnect

ListenDisconnect returns an error channel which receives a message when a heartbeat has expired a channel.

func (TickerFactory) ResetAll 

func (s TickerFactory) ResetAll()

Removes all tracked subscriptions

func (TickerFactory) ResetSocketSubscriptions 

func (s TickerFactory) ResetSocketSubscriptions(socketId SocketId) []*subscription

Reset clears all subscriptions assigned to the given socket ID, and returns a slice of the existing subscriptions prior to reset

type TradeFactory 

type TradeFactory struct {
	// contains filtered or unexported fields
}

func (*TradeFactory) Build 

func (f *TradeFactory) Build(sub *subscription, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*TradeFactory) BuildSnapshot 

func (f *TradeFactory) BuildSnapshot(sub *subscription, raw [][]interface{}, raw_bytes []byte) (interface{}, error)

func (TradeFactory) Close 

func (s TradeFactory) Close()

Close is terminal. Do not call heartbeat after close.

func (TradeFactory) ListenDisconnect 

func (s TradeFactory) ListenDisconnect() <-chan HeartbeatDisconnect

ListenDisconnect returns an error channel which receives a message when a heartbeat has expired a channel.

func (TradeFactory) ResetAll 

func (s TradeFactory) ResetAll()

Removes all tracked subscriptions

func (TradeFactory) ResetSocketSubscriptions 

func (s TradeFactory) ResetSocketSubscriptions(socketId SocketId) []*subscription

Reset clears all subscriptions assigned to the given socket ID, and returns a slice of the existing subscriptions prior to reset

type UnsubscribeEvent 

type UnsubscribeEvent struct {
	Status string `json:"status"`
	ChanID int64  `json:"chanId"`
}

type UnsubscribeRequest 

type UnsubscribeRequest struct {
	Event  string `json:"event"`
	ChanID int64  `json:"chanId"`
}

type WebsocketAsynchronousFactory 

type WebsocketAsynchronousFactory struct {
	// contains filtered or unexported fields
}

WebsocketAsynchronousFactory creates a websocket-based asynchronous transport.

func (*WebsocketAsynchronousFactory) Create 

func (w *WebsocketAsynchronousFactory) Create() Asynchronous

Create returns a new websocket transport.

Source Files

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