exchanges
/
binance
/
websocket_service.go

package binance

import (
	"encoding/json"
	"fmt"
	"strings"
	"time"

	"github.com/bitly/go-simplejson"
)

var (
	baseURL         = "wss://stream.binance.com:9443/ws"
	baseFutureURL   = "wss://fstream.binance.com/ws"
	combinedBaseURL = "wss://stream.binance.com:9443/stream?streams="
	// WebsocketTimeout is an interval for sending ping/pong messages if WebsocketKeepalive is enabled
	WebsocketTimeout = time.Second * 60
	// WebsocketKeepalive enables sending ping/pong messages to check the connection stability
	WebsocketKeepalive = false
)

// Bid define bid info with price and quantity
type Bid struct {
	Price    string
	Quantity string
}

// Ask define ask info with price and quantity
type Ask struct {
	Price    string
	Quantity string
}

func newJSON(data []byte) (j *simplejson.Json, err error) {
	j, err = simplejson.NewJson(data)
	if err != nil {
		return nil, err
	}
	return j, nil
}

// WsPartialDepthEvent define websocket partial depth book event
type WsPartialDepthEvent struct {
	Symbol       string
	LastUpdateID int64 `json:"lastUpdateId"`
	Bids         []Bid `json:"bids"`
	Asks         []Ask `json:"asks"`
}

// WsPartialDepthHandler handle websocket partial depth event
type WsPartialDepthHandler func(event *WsPartialDepthEvent)

// WsPartialDepthServe serve websocket partial depth handler with a symbol
func WsPartialDepthServe(symbol string, levels string, handler WsPartialDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@depth%s", baseURL, strings.ToLower(symbol), levels)
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		j, err := newJSON(message)
		if err != nil {
			errHandler(err)
			return
		}
		event := new(WsPartialDepthEvent)
		event.Symbol = symbol
		event.LastUpdateID = j.Get("lastUpdateId").MustInt64()
		bidsLen := len(j.Get("bids").MustArray())
		event.Bids = make([]Bid, bidsLen)
		for i := 0; i < bidsLen; i++ {
			item := j.Get("bids").GetIndex(i)
			event.Bids[i] = Bid{
				Price:    item.GetIndex(0).MustString(),
				Quantity: item.GetIndex(1).MustString(),
			}
		}
		asksLen := len(j.Get("asks").MustArray())
		event.Asks = make([]Ask, asksLen)
		for i := 0; i < asksLen; i++ {
			item := j.Get("asks").GetIndex(i)
			event.Asks[i] = Ask{
				Price:    item.GetIndex(0).MustString(),
				Quantity: item.GetIndex(1).MustString(),
			}
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsCombinedPartialDepthServe is similar to WsPartialDepthServe, but it for multiple symbols
func WsCombinedPartialDepthServe(symbolLevels map[string]string, handler WsPartialDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := combinedBaseURL
	for s, l := range symbolLevels {
		endpoint += fmt.Sprintf("%s@depth%s", strings.ToLower(s), l) + "/"
	}
	endpoint = endpoint[:len(endpoint)-1]
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		j, err := newJSON(message)
		if err != nil {
			errHandler(err)
			return
		}
		event := new(WsPartialDepthEvent)
		stream := j.Get("stream").MustString()
		symbol := strings.Split(stream, "@")[0]
		event.Symbol = strings.ToUpper(symbol)
		data := j.Get("data").MustMap()
		event.LastUpdateID, _ = data["lastUpdateId"].(json.Number).Int64()
		bidsLen := len(data["bids"].([]interface{}))
		event.Bids = make([]Bid, bidsLen)
		for i := 0; i < bidsLen; i++ {
			item := data["bids"].([]interface{})[i].([]interface{})
			event.Bids[i] = Bid{
				Price:    item[0].(string),
				Quantity: item[1].(string),
			}
		}
		asksLen := len(data["asks"].([]interface{}))
		event.Asks = make([]Ask, asksLen)
		for i := 0; i < asksLen; i++ {

			item := data["asks"].([]interface{})[i].([]interface{})
			event.Asks[i] = Ask{
				Price:    item[0].(string),
				Quantity: item[1].(string),
			}
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsDepthHandler handle websocket depth event
type WsDepthHandler func(event *WsDepthEvent)

// WsDepthServe serve websocket depth handler with a symbol
func WsDepthServe(symbol string, handler WsDepthHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@depth20@100ms", baseURL, strings.ToLower(symbol))
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		j, err := newJSON(message)
		if err != nil {
			errHandler(err)
			return
		}
		event := new(WsDepthEvent)
		event.Event = j.Get("e").MustString()
		event.Time = j.Get("E").MustInt64()
		event.Symbol = j.Get("s").MustString()
		event.UpdateID = j.Get("u").MustInt64()
		event.FirstUpdateID = j.Get("U").MustInt64()
		bidsLen := len(j.Get("b").MustArray())
		event.Bids = make([]Bid, bidsLen)
		for i := 0; i < bidsLen; i++ {
			item := j.Get("b").GetIndex(i)
			event.Bids[i] = Bid{
				Price:    item.GetIndex(0).MustString(),
				Quantity: item.GetIndex(1).MustString(),
			}
		}
		asksLen := len(j.Get("a").MustArray())
		event.Asks = make([]Ask, asksLen)
		for i := 0; i < asksLen; i++ {
			item := j.Get("a").GetIndex(i)
			event.Asks[i] = Ask{
				Price:    item.GetIndex(0).MustString(),
				Quantity: item.GetIndex(1).MustString(),
			}
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsDepthEvent define websocket depth event
type WsDepthEvent struct {
	Event         string `json:"e"`
	Time          int64  `json:"E"`
	Symbol        string `json:"s"`
	UpdateID      int64  `json:"u"`
	FirstUpdateID int64  `json:"U"`
	Bids          []Bid  `json:"b"`
	Asks          []Ask  `json:"a"`
}

// WsKlineHandler handle websocket kline event
type WsKlineHandler func(event *WsKlineEvent)

// WsKlineServe serve websocket kline handler with a symbol and interval like 15m, 30s
func WsKlineServe(symbol string, interval string, handler WsKlineHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@kline_%s", baseURL, strings.ToLower(symbol), interval)
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		event := new(WsKlineEvent)
		err := json.Unmarshal(message, event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsKlineEvent define websocket kline event
type WsKlineEvent struct {
	Event  string  `json:"e"`
	Time   int64   `json:"E"`
	Symbol string  `json:"s"`
	Kline  WsKline `json:"k"`
}

// WsKline define websocket kline
type WsKline struct {
	StartTime            int64  `json:"t"`
	EndTime              int64  `json:"T"`
	Symbol               string `json:"s"`
	Interval             string `json:"i"`
	FirstTradeID         int64  `json:"f"`
	LastTradeID          int64  `json:"L"`
	Open                 string `json:"o"`
	Close                string `json:"c"`
	High                 string `json:"h"`
	Low                  string `json:"l"`
	Volume               string `json:"v"`
	TradeNum             int64  `json:"n"`
	IsFinal              bool   `json:"x"`
	QuoteVolume          string `json:"q"`
	ActiveBuyVolume      string `json:"V"`
	ActiveBuyQuoteVolume string `json:"Q"`
}

// WsAggTradeHandler handle websocket aggregate trade event
type WsAggTradeHandler func(event *WsAggTradeEvent)

// WsAggTradeServe serve websocket aggregate handler with a symbol
func WsAggTradeServe(symbol string, handler WsAggTradeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@aggTrade", baseURL, strings.ToLower(symbol))
	fmt.Println(endpoint)
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		event := new(WsAggTradeEvent)
		err := json.Unmarshal(message, event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsAggTradeEvent define websocket aggregate trade event
type WsAggTradeEvent struct {
	Event                 string `json:"e"`
	Time                  int64  `json:"E"`
	Symbol                string `json:"s"`
	AggTradeID            int64  `json:"a"`
	Price                 string `json:"p"`
	Quantity              string `json:"q"`
	FirstBreakdownTradeID int64  `json:"f"`
	LastBreakdownTradeID  int64  `json:"l"`
	TradeTime             int64  `json:"T"`
	IsBuyerMaker          bool   `json:"m"`
	Placeholder           bool   `json:"M"` // add this field to avoid case insensitive unmarshaling
}

// WsTradeHandler handle websocket trade event
type WsTradeHandler func(event *WsTradeEvent)

// WsTradeServe serve websocket handler with a symbol
func WsTradeServe(symbol string, handler WsTradeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@trade", baseURL, strings.ToLower(symbol))
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		event := new(WsTradeEvent)
		err := json.Unmarshal(message, event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsTradeEvent define websocket trade event
type WsTradeEvent struct {
	Event         string `json:"e"`
	Time          int64  `json:"E"`
	Symbol        string `json:"s"`
	TradeID       int64  `json:"t"`
	Price         string `json:"p"`
	Quantity      string `json:"q"`
	BuyerOrderID  int64  `json:"b"`
	SellerOrderID int64  `json:"a"`
	TradeTime     int64  `json:"T"`
	IsBuyerMaker  bool   `json:"m"`
	Placeholder   bool   `json:"M"` // add this field to avoid case insensitive unmarshaling
}

// WsUserDataServe serve user data handler with listen key
func WsUserDataServe(listenKey string, handler WsHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s", baseURL, listenKey)
	cfg := newWsConfig(endpoint)
	return wsServe(cfg, handler, errHandler)
}

// WsFutureUserDataServe serve user data handler with listen key
func WsFutureUserDataServe(listenKey string, handler WsHandler, errHandler ErrHandler, wsConfig ...*WsConfig) (doneC, stopC chan struct{}, err error) {
	if len(wsConfig) > 0 {
		baseFutureURL = wsConfig[0].Endpoint
	}
	endpoint := fmt.Sprintf("%s/%s", baseFutureURL, listenKey)
	cfg := newWsConfig(endpoint)
	return wsServe(cfg, handler, errHandler)
}

// WsMarketStatHandler handle websocket that push single market statistics for 24hr
type WsMarketStatHandler func(event *WsMarketStatEvent)

// WsMarketStatServe serve websocket that push 24hr statistics for single market every second
func WsMarketStatServe(symbol string, handler WsMarketStatHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/%s@ticker", baseURL, strings.ToLower(symbol))
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		var event WsMarketStatEvent
		err := json.Unmarshal(message, &event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(&event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsAllMarketsStatHandler handle websocket that push all markets statistics for 24hr
type WsAllMarketsStatHandler func(event WsAllMarketsStatEvent)

// WsAllMarketsStatServe serve websocket that push 24hr statistics for all market every second
func WsAllMarketsStatServe(handler WsAllMarketsStatHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/!ticker@arr", baseURL)
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		var event WsAllMarketsStatEvent
		err := json.Unmarshal(message, &event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsAllMarketsStatEvent define array of websocket market statistics events
type WsAllMarketsStatEvent []*WsMarketStatEvent

// WsMarketStatEvent define websocket market statistics event
type WsMarketStatEvent struct {
	Event              string `json:"e"`
	Time               int64  `json:"E"`
	Symbol             string `json:"s"`
	PriceChange        string `json:"p"`
	PriceChangePercent string `json:"P"`
	WeightedAvgPrice   string `json:"w"`
	PrevClosePrice     string `json:"x"`
	LastPrice          string `json:"c"`
	CloseQty           string `json:"Q"`
	BidPrice           string `json:"b"`
	BidQty             string `json:"B"`
	AskPrice           string `json:"a"`
	AskQty             string `json:"A"`
	OpenPrice          string `json:"o"`
	HighPrice          string `json:"h"`
	LowPrice           string `json:"l"`
	BaseVolume         string `json:"v"`
	QuoteVolume        string `json:"q"`
	OpenTime           int64  `json:"O"`
	CloseTime          int64  `json:"C"`
	FirstID            int64  `json:"F"`
	LastID             int64  `json:"L"`
	Count              int64  `json:"n"`
}

// WsAllMiniMarketsStatServeHandler handle websocket that push all mini-ticker market statistics for 24hr
type WsAllMiniMarketsStatServeHandler func(event WsAllMiniMarketsStatEvent)

// WsAllMiniMarketsStatServe serve websocket that push mini version of 24hr statistics for all market every second
func WsAllMiniMarketsStatServe(handler WsAllMiniMarketsStatServeHandler, errHandler ErrHandler) (doneC, stopC chan struct{}, err error) {
	endpoint := fmt.Sprintf("%s/!miniTicker@arr", baseURL)
	cfg := newWsConfig(endpoint)
	wsHandler := func(message []byte) {
		var event WsAllMiniMarketsStatEvent
		err := json.Unmarshal(message, &event)
		if err != nil {
			errHandler(err)
			return
		}
		handler(event)
	}
	return wsServe(cfg, wsHandler, errHandler)
}

// WsAllMiniMarketsStatEvent define array of websocket market mini-ticker statistics events
type WsAllMiniMarketsStatEvent []*WsMiniMarketsStatEvent

// WsMiniMarketsStatEvent define websocket market mini-ticker statistics event
type WsMiniMarketsStatEvent struct {
	Event       string `json:"e"`
	Time        int64  `json:"E"`
	Symbol      string `json:"s"`
	LastPrice   string `json:"c"`
	OpenPrice   string `json:"o"`
	HighPrice   string `json:"h"`
	LowPrice    string `json:"l"`
	BaseVolume  string `json:"v"`
	QuoteVolume string `json:"q"`
}