websocket

package
v0.0.0-...-4263ae4 Latest Latest
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 Go to latest Published: Dec 21, 2022 License: MIT Imports: 20 Imported by: 0

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 MaxChannels = 25
View Source 
const WS_WRITE_CAPACITY = 100

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(raw_bytes []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(chanID int64, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*BookFactory) BuildSnapshot 

func (f *BookFactory) BuildSnapshot(chanID int64, raw [][]interface{}, raw_bytes []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(chanID int64, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*CandlesFactory) BuildSnapshot 

func (f *CandlesFactory) BuildSnapshot(chanID int64, 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

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 provides an interface for a user initiated shutdown. Close will close the Done() channel.

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

returns the count of websocket connections that are currently active

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)

func (*Client) GetAuthenticatedSocket 

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

get the authenticated socket

func (*Client) GetOrderbook 

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

func (*Client) IsConnected 

func (c *Client) IsConnected() bool

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

func (*Client) Listen 

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

Listen provides an atomic interface for receiving API messages. When a websocket connection is terminated, the publisher channel will close.

func (*Client) LookupSubscription 

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

LookupSubscription looks up a subscription request by 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

starts 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, cancel *bitfinex.OrderCancelRequest) error

SubmitCancel sends a cancel request.

func (*Client) SubmitOrder 

func (c *Client) SubmitOrder(ctx context.Context, order *bitfinex.OrderNewRequest) error

SubmitOrder sends an order request.

func (*Client) SubmitUpdateOrder 

func (c *Client) SubmitUpdateOrder(ctx context.Context, orderUpdate *bitfinex.OrderUpdateRequest) error

func (*Client) Subscribe 

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

Subscribe sends a subscription request to the Bitfinex API and tracks the subscription status by ID.

func (*Client) SubscribeBook 

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

SubscribeBook sends a subscription request for market data for a given symbol, at a given frequency, with a 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 bitfinex.CandleResolution) (string, error)

SubscribeCandles sends a subscription request for OHLC candles.

func (*Client) SubscribeStatus 

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

func (*Client) SubscribeTicker 

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

SubscribeTicker sends a subscription request for the ticker.

func (*Client) SubscribeTrades 

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

SubscribeTrades sends a subscription request for the trade feed.

func (*Client) Unsubscribe 

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

Unsubscribe looks up an existing subscription by ID and sends an unsubscribe request.

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 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() []bitfinex.BookUpdate

func (*Orderbook) Bids 

func (ob *Orderbook) Bids() []bitfinex.BookUpdate

func (*Orderbook) Checksum 

func (ob *Orderbook) Checksum() uint32

func (*Orderbook) SetWithSnapshot 

func (ob *Orderbook) SetWithSnapshot(bs *bitfinex.BookUpdateSnapshot)

func (*Orderbook) Symbol 

func (ob *Orderbook) Symbol() string

func (*Orderbook) UpdateWith 

func (ob *Orderbook) UpdateWith(bu *bitfinex.BookUpdate)

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(chanID int64, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*StatsFactory) BuildSnapshot 

func (f *StatsFactory) BuildSnapshot(chanID int64, 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(chanID int64, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*TickerFactory) BuildSnapshot 

func (f *TickerFactory) BuildSnapshot(chanID int64, 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(chanID int64, objType string, raw []interface{}, raw_bytes []byte) (interface{}, error)

func (*TradeFactory) BuildSnapshot 

func (f *TradeFactory) BuildSnapshot(chanID int64, 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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