1

services/excservice/binancews.go

@@ -0,0 +1,175 @@
+package excservice
+
+import (
+	"errors"
+	"fmt"
+	"strconv"
+	"time"
+
+	"go-admin/models"
+	"go-admin/pkg/timehelper"
+	"go-admin/pkg/utility"
+
+	"github.com/bytedance/sonic"
+)
+
+type BinanceWs struct {
+	baseURL         string
+	combinedBaseURL string
+	proxyUrl        string
+	WorkType        string
+	wsConns         []*WsConn
+	tickerCallback  func(models.Ticker24, string, string)
+	forceCallback   func(models.ForceOrder, string, string)
+	depthCallback   func(models.DepthBin, string, string)
+	tradeCallback   func(models.NewDealPush, string, string)
+	klineCallback   func(models.Kline, int, string, string)
+	allBack         func(msg []byte)
+	allBackKline    func(msg []byte, tradeSet models.TradeSet)
+}
+
+func NewBinanceWs(wsbaseURL, proxyUrl string) *BinanceWs {
+	return &BinanceWs{
+		baseURL:         wsbaseURL,
+		combinedBaseURL: "wss://stream.binance.com:9443/stream?streams=",
+		proxyUrl:        proxyUrl,
+	}
+}
+
+func (bnWs *BinanceWs) SetProxyUrl(proxyUrl string) {
+	bnWs.proxyUrl = proxyUrl
+}
+
+func (bnWs *BinanceWs) SetBaseUrl(baseURL string) {
+	bnWs.baseURL = baseURL
+}
+
+func (bnWs *BinanceWs) SetCombinedBaseURL(combinedBaseURL string) {
+	bnWs.combinedBaseURL = combinedBaseURL
+}
+
+func (bnWs *BinanceWs) SetAllCallbacks(allBack func(msg []byte), allBackKline func(msg []byte, tradeSet models.TradeSet)) {
+	if bnWs.allBack == nil {
+		bnWs.allBack = allBack
+	}
+
+	if bnWs.allBackKline == nil {
+		bnWs.allBackKline = allBackKline
+	}
+}
+
+// 订阅通用函数
+func (bnWs *BinanceWs) subscribe(endpoint string, handle func(msg []byte) error) {
+	wsConn := NewWsBuilder().
+		WsUrl(endpoint).
+		AutoReconnect().
+		ProtoHandleFunc(handle).
+		ProxyUrl(bnWs.proxyUrl).
+		ReconnectInterval(time.Millisecond * 5).
+		Build()
+	if wsConn == nil {
+		return
+	}
+	bnWs.wsConns = append(bnWs.wsConns, wsConn)
+	go bnWs.exitHandler(wsConn)
+}
+
+func (bnWs *BinanceWs) Close() {
+	for _, con := range bnWs.wsConns {
+		con.CloseWs()
+	}
+}
+
+func (bnWs *BinanceWs) Subscribe(streamName string, tradeSet models.TradeSet, callback func(msg []byte, tradeSet models.TradeSet)) error {
+	endpoint := bnWs.baseURL + streamName
+	handle := func(msg []byte) error {
+		callback(msg, tradeSet)
+		return nil
+	}
+	bnWs.subscribe(endpoint, handle)
+	return nil
+}
+
+func (bnWs *BinanceWs) exitHandler(c *WsConn) {
+	pingTicker := time.NewTicker(1 * time.Minute)
+	pongTicker := time.NewTicker(30 * time.Second)
+	defer func() {
+		pingTicker.Stop()
+		pongTicker.Stop()
+		c.CloseWs()
+
+		if err := recover(); err != nil {
+			fmt.Printf("CloseWs, panic: %s\r\n", err)
+		}
+	}()
+
+	for {
+		select {
+		case t := <-pingTicker.C:
+			c.SendPingMessage([]byte(strconv.Itoa(int(t.UnixNano() / int64(time.Millisecond)))))
+		case t := <-pongTicker.C:
+			c.SendPongMessage([]byte(strconv.Itoa(int(t.UnixNano() / int64(time.Millisecond)))))
+		}
+	}
+}
+
+func parseJsonToMap(msg []byte) (map[string]interface{}, error) {
+	datamap := make(map[string]interface{})
+	err := sonic.Unmarshal(msg, &datamap)
+	return datamap, err
+}
+
+func handleForceOrder(msg []byte, tradeSet models.TradeSet, callback func(models.ForceOrder, string, string)) error {
+	datamap, err := parseJsonToMap(msg)
+	if err != nil {
+		return fmt.Errorf("json unmarshal error: %v", err)
+	}
+
+	msgType, ok := datamap["e"].(string)
+	if !ok || msgType != "forceOrder" {
+		return errors.New("unknown message type")
+	}
+
+	datamapo := datamap["o"].(map[string]interface{})
+	order := models.ForceOrder{
+		Side:        datamapo["S"].(string),
+		Symbol:      datamapo["s"].(string),
+		Ordertype:   datamapo["o"].(string),
+		TimeInForce: datamapo["f"].(string),
+		Num:         utility.ToFloat64(datamapo["q"]),
+		Price:       utility.ToFloat64(datamapo["p"]),
+		AvgPrice:    utility.ToFloat64(datamapo["ap"]),
+		State:       datamapo["X"].(string),
+		CreateTime:  timehelper.IntToTime(utility.ToInt64(datamapo["T"])),
+	}
+	callback(order, tradeSet.Coin, tradeSet.Currency)
+	return nil
+}
+
+// SubscribeAll 订阅 组合streams的URL格式为 /stream?streams=<streamName1>/<streamName2>/<streamName3>
+// 订阅组合streams时，事件payload会以这样的格式封装: {"stream":"<streamName>","data":<rawPayload>}
+// 单一原始 streams 格式为 /ws/<streamName>
+func (bnWs *BinanceWs) SubscribeAll(streamName string) error {
+	endpoint := bnWs.baseURL + streamName
+
+	handle := func(msg []byte) error {
+		bnWs.allBack(msg)
+		return nil
+	}
+
+	bnWs.subscribe(endpoint, handle)
+	return nil
+}
+
+// SubscribeAllKline 订阅kline推送 组合streams的URL格式为 /stream?streams=<streamName1>/<streamName2>/<streamName3>
+func (bnWs *BinanceWs) SubscribeAllKline(streamName string, tradeSet models.TradeSet) error {
+	endpoint := bnWs.baseURL + streamName
+
+	handle := func(msg []byte) error {
+		bnWs.allBackKline(msg, tradeSet)
+		return nil
+	}
+
+	bnWs.subscribe(endpoint, handle)
+	return nil
+}