first add
This commit is contained in:
commit
d9714d59b9
1
.gitignore
vendored
Normal file
1
.gitignore
vendored
Normal file
@ -0,0 +1 @@
|
||||
vendor
|
21
LICENSE
Normal file
21
LICENSE
Normal file
@ -0,0 +1,21 @@
|
||||
MIT License
|
||||
|
||||
Copyright (c) 2021 wang
|
||||
|
||||
Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
of this software and associated documentation files (the "Software"), to deal
|
||||
in the Software without restriction, including without limitation the rights
|
||||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
copies of the Software, and to permit persons to whom the Software is
|
||||
furnished to do so, subject to the following conditions:
|
||||
|
||||
The above copyright notice and this permission notice shall be included in all
|
||||
copies or substantial portions of the Software.
|
||||
|
||||
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||||
SOFTWARE.
|
32
config/conf.go
Normal file
32
config/conf.go
Normal file
@ -0,0 +1,32 @@
|
||||
package config
|
||||
|
||||
import "fmt"
|
||||
|
||||
type Env struct {
|
||||
RestEndpoint string `yaml:"RestEndpoint"`
|
||||
WsEndpoint string `yaml:"WsEndpoint"`
|
||||
IsSimulation bool `yaml:"IsSimulation"`
|
||||
}
|
||||
|
||||
type ApiInfo struct {
|
||||
ApiKey string `yaml:"ApiKey"`
|
||||
SecretKey string `yaml:"SecretKey"`
|
||||
Passphrase string `yaml:"Passphrase"`
|
||||
}
|
||||
|
||||
type MetaData struct {
|
||||
Description string `yaml:"Description"`
|
||||
}
|
||||
|
||||
type Config struct {
|
||||
MetaData `yaml:"MetaData"`
|
||||
Env `yaml:"Env"`
|
||||
ApiInfo `yaml:"ApiInfo"`
|
||||
}
|
||||
|
||||
func (s *ApiInfo) String() string {
|
||||
res := "ApiInfo{"
|
||||
res += fmt.Sprintf("ApiKey:%v,SecretKey:%v,Passphrase:%v", s.ApiKey, s.SecretKey, s.Passphrase)
|
||||
res += "}"
|
||||
return res
|
||||
}
|
3
config/go.mod
Normal file
3
config/go.mod
Normal file
@ -0,0 +1,3 @@
|
||||
module v5sdk_go/config
|
||||
|
||||
go 1.14
|
8
go.mod
Normal file
8
go.mod
Normal file
@ -0,0 +1,8 @@
|
||||
module v5sdk_go
|
||||
|
||||
go 1.15
|
||||
|
||||
require (
|
||||
github.com/gorilla/websocket v1.4.2
|
||||
github.com/stretchr/testify v1.7.0
|
||||
)
|
12
go.sum
Normal file
12
go.sum
Normal file
@ -0,0 +1,12 @@
|
||||
github.com/davecgh/go-spew v1.1.0 h1:ZDRjVQ15GmhC3fiQ8ni8+OwkZQO4DARzQgrnXU1Liz8=
|
||||
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
|
||||
github.com/gorilla/websocket v1.4.2 h1:+/TMaTYc4QFitKJxsQ7Yye35DkWvkdLcvGKqM+x0Ufc=
|
||||
github.com/gorilla/websocket v1.4.2/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE=
|
||||
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
|
||||
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
|
||||
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
|
||||
github.com/stretchr/testify v1.7.0 h1:nwc3DEeHmmLAfoZucVR881uASk0Mfjw8xYJ99tb5CcY=
|
||||
github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
|
||||
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
|
||||
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo=
|
||||
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
|
237
main.go
Normal file
237
main.go
Normal file
@ -0,0 +1,237 @@
|
||||
package main
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"log"
|
||||
"time"
|
||||
. "v5sdk_go/rest"
|
||||
. "v5sdk_go/ws"
|
||||
)
|
||||
|
||||
/*
|
||||
rest API请求
|
||||
更多示例请查看 rest/rest_test.go
|
||||
*/
|
||||
func REST() {
|
||||
// 设置您的APIKey
|
||||
apikey := APIKeyInfo{
|
||||
ApiKey: "eca767d4-fda5-4a1b-bb28-49ae18093307",
|
||||
SecKey: "8CA3628A556ED137977DB298D37BC7F3",
|
||||
PassPhrase: "Op3Druaron",
|
||||
}
|
||||
|
||||
// 第三个参数代表是否为模拟环境,更多信息查看接口说明
|
||||
cli := NewRESTClient("https://www.okex.win", &apikey, false)
|
||||
rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", rsp.Code)
|
||||
fmt.Println("\t总耗时: ", rsp.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", rsp.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", rsp.Body)
|
||||
fmt.Println("\terrCode: ", rsp.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", rsp.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", rsp.V5Response.Data)
|
||||
|
||||
}
|
||||
|
||||
// 订阅私有频道
|
||||
func wsPriv() {
|
||||
ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"
|
||||
|
||||
// 填写您自己的APIKey信息
|
||||
apikey := "xxxx"
|
||||
secretKey := "xxxxx"
|
||||
passphrase := "xxxxx"
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
defer r.Stop()
|
||||
var res bool
|
||||
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
fmt.Println("登录成功!")
|
||||
} else {
|
||||
fmt.Println("登录失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
// 订阅账户频道
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["ccy"] = "BTC"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivAccout(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!耗时:", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 订阅公共频道
|
||||
func wsPub() {
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/public?brokerId=9999"
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
defer r.Stop()
|
||||
// 订阅产品频道
|
||||
// 在这里初始化instrument列表
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = FUTURES
|
||||
//arg["instType"] = OPTION
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
//订阅
|
||||
res, _, err := r.PubInstruemnts(OP_SUBSCRIBE, args)
|
||||
fmt.Println("args:", args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
|
||||
// 在这里 args1 初始化tickerList的列表
|
||||
var args1 []map[string]string
|
||||
arg1 := make(map[string]string)
|
||||
arg1["instId"] = "ETH-USDT"
|
||||
//arg["instType"] = OPTION
|
||||
args1 = append(args1, arg1)
|
||||
//------------------------------------------------------
|
||||
start1 := time.Now()
|
||||
res, _, err = r.PubTickers(OP_SUBSCRIBE, args1)
|
||||
fmt.Println("args:", args)
|
||||
if res {
|
||||
usedTime := time.Since(start1)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
time.Sleep(300 * time.Second)
|
||||
//
|
||||
// start = time.Now()
|
||||
// res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args)
|
||||
// if res {
|
||||
// usedTime := time.Since(start)
|
||||
// fmt.Println("取消订阅成功!", usedTime.String())
|
||||
// } else {
|
||||
// fmt.Println("取消订阅失败!", err)
|
||||
// }
|
||||
}
|
||||
|
||||
// websocket交易
|
||||
func wsJrpc() {
|
||||
ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"
|
||||
|
||||
// 填写您自己的APIKey信息
|
||||
apikey := "xxxx"
|
||||
secretKey := "xxxxx"
|
||||
passphrase := "xxxxx"
|
||||
|
||||
var res bool
|
||||
var req_id string
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
defer r.Stop()
|
||||
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
fmt.Println("登录成功!")
|
||||
} else {
|
||||
fmt.Println("登录失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
start := time.Now()
|
||||
param := map[string]interface{}{}
|
||||
param["instId"] = "BTC-USDT"
|
||||
param["tdMode"] = "cash"
|
||||
param["side"] = "buy"
|
||||
param["ordType"] = "market"
|
||||
param["sz"] = "200"
|
||||
req_id = "00001"
|
||||
|
||||
res, _, err = r.PlaceOrder(req_id, param)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单成功!", usedTime.String())
|
||||
} else {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单失败!", usedTime.String(), err)
|
||||
}
|
||||
}
|
||||
|
||||
func main() {
|
||||
// 公共订阅
|
||||
wsPub()
|
||||
|
||||
// 私有订阅
|
||||
// wsPriv()
|
||||
|
||||
// websocket交易
|
||||
// wsJrpc()
|
||||
|
||||
// rest请求
|
||||
// REST()
|
||||
}
|
283
readme.md
Normal file
283
readme.md
Normal file
@ -0,0 +1,283 @@
|
||||
# 简介
|
||||
OKEX go版本的v5sdk,仅供学习交流使用。
|
||||
(文档持续完善中)
|
||||
# 项目说明
|
||||
|
||||
## REST调用
|
||||
``` go
|
||||
// 设置您的APIKey
|
||||
apikey := APIKeyInfo{
|
||||
ApiKey: "xxxx",
|
||||
SecKey: "xxxx",
|
||||
PassPhrase: "xxxx",
|
||||
}
|
||||
|
||||
// 第三个参数代表是否为模拟环境,更多信息查看接口说明
|
||||
cli := NewRESTClient("https://www.okex.win", &apikey, true)
|
||||
rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", rsp.Code)
|
||||
fmt.Println("\t总耗时: ", rsp.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", rsp.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", rsp.Body)
|
||||
fmt.Println("\terrCode: ", rsp.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", rsp.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", rsp.V5Response.Data)
|
||||
```
|
||||
更多示例请查看rest/rest_test.go
|
||||
|
||||
## websocket订阅
|
||||
|
||||
### 私有频道
|
||||
```go
|
||||
ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"
|
||||
|
||||
// 填写您自己的APIKey信息
|
||||
apikey := "xxxx"
|
||||
secretKey := "xxxxx"
|
||||
passphrase := "xxxxx"
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
defer r.Stop()
|
||||
|
||||
var res bool
|
||||
// 私有频道需要登录
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
fmt.Println("登录成功!")
|
||||
} else {
|
||||
fmt.Println("登录失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["ccy"] = "BTC"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
// 订阅账户频道
|
||||
res, _, err = r.PrivAccout(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!耗时:", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
start = time.Now()
|
||||
// 取消订阅账户频道
|
||||
res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
}
|
||||
```
|
||||
更多示例请查看ws/ws_priv_channel_test.go
|
||||
|
||||
### 公有频道
|
||||
```go
|
||||
ep := "wss://ws.okex.com:8443/ws/v5/public?brokerId=9999"
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
defer r.Stop()
|
||||
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = FUTURES
|
||||
//arg["instType"] = OPTION
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
|
||||
// 订阅产品频道
|
||||
res, _, err := r.PubInstruemnts(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
|
||||
time.Sleep(30 * time.Second)
|
||||
|
||||
start = time.Now()
|
||||
|
||||
// 取消订阅产品频道
|
||||
res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
}
|
||||
```
|
||||
更多示例请查看ws/ws_pub_channel_test.go
|
||||
|
||||
## websocket交易
|
||||
```go
|
||||
ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"
|
||||
|
||||
// 填写您自己的APIKey信息
|
||||
apikey := "xxxx"
|
||||
secretKey := "xxxxx"
|
||||
passphrase := "xxxxx"
|
||||
|
||||
var res bool
|
||||
var req_id string
|
||||
|
||||
// 创建ws客户端
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
// 设置连接超时
|
||||
r.SetDailTimeout(time.Second * 2)
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
defer r.Stop()
|
||||
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
fmt.Println("登录成功!")
|
||||
} else {
|
||||
fmt.Println("登录失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
start := time.Now()
|
||||
param := map[string]interface{}{}
|
||||
param["instId"] = "BTC-USDT"
|
||||
param["tdMode"] = "cash"
|
||||
param["side"] = "buy"
|
||||
param["ordType"] = "market"
|
||||
param["sz"] = "200"
|
||||
req_id = "00001"
|
||||
|
||||
// 单个下单
|
||||
res, _, err = r.PlaceOrder(req_id, param)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单成功!", usedTime.String())
|
||||
} else {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单失败!", usedTime.String(), err)
|
||||
}
|
||||
|
||||
```
|
||||
更多示例请查看ws/ws_jrpc_test.go
|
||||
|
||||
## wesocket推送
|
||||
websocket推送数据分为两种类型数据:`普通推送数据`和`深度类型数据`。
|
||||
|
||||
```go
|
||||
ws/wImpl/BookData.go
|
||||
|
||||
// 普通推送
|
||||
type MsgData struct {
|
||||
Arg map[string]string `json:"arg"`
|
||||
Data []interface{} `json:"data"`
|
||||
}
|
||||
|
||||
// 深度数据
|
||||
type DepthData struct {
|
||||
Arg map[string]string `json:"arg"`
|
||||
Action string `json:"action"`
|
||||
Data []DepthDetail `json:"data"`
|
||||
}
|
||||
```
|
||||
如果需要对推送数据做处理用户可以自定义回调函数:
|
||||
1. 全局消息处理的回调函数
|
||||
该回调函数会处理所有从服务端接受到的数据。
|
||||
```go
|
||||
/*
|
||||
添加全局消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddMessageHook(fn ReceivedDataCallback) error {
|
||||
a.onMessageHook = fn
|
||||
return nil
|
||||
}
|
||||
```
|
||||
使用方法参见 ws/ws_test.go中测试用例TestAddMessageHook。
|
||||
|
||||
2. 订阅消息处理回调函数
|
||||
可以处理所有非深度类型的数据,包括 订阅/取消订阅,普通推送数据。
|
||||
```go
|
||||
/*
|
||||
添加订阅消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddBookMsgHook(fn ReceivedMsgDataCallback) error {
|
||||
a.onBookMsgHook = fn
|
||||
return nil
|
||||
}
|
||||
```
|
||||
使用方法参见 ws/ws_test.go中测试用例TestAddBookedDataHook。
|
||||
|
||||
|
||||
3. 深度消息处理的回调函数
|
||||
这里需要说明的是,Wsclient提供了深度数据管理和自动checksum的功能,用户如果需要关闭此功能,只需要调用EnableAutoDepthMgr方法。
|
||||
```go
|
||||
/*
|
||||
添加深度消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddDepthHook(fn ReceivedDepthDataCallback) error {
|
||||
a.onDepthHook = fn
|
||||
return nil
|
||||
}
|
||||
```
|
||||
使用方法参见 ws/ws_pub_channel_test.go中测试用例TestOrderBooks。
|
||||
|
||||
4. 错误消息类型回调函数
|
||||
```go
|
||||
func (a *WsClient) AddErrMsgHook(fn ReceivedDataCallback) error {
|
||||
a.OnErrorHook = fn
|
||||
return nil
|
||||
}
|
||||
```
|
||||
|
||||
# 联系方式
|
||||
邮箱:caron_co@163.com
|
||||
微信:caron_co
|
35
rest/contants.go
Normal file
35
rest/contants.go
Normal file
@ -0,0 +1,35 @@
|
||||
package rest
|
||||
|
||||
const (
|
||||
|
||||
/*
|
||||
http headers
|
||||
*/
|
||||
OK_ACCESS_KEY = "OK-ACCESS-KEY"
|
||||
OK_ACCESS_SIGN = "OK-ACCESS-SIGN"
|
||||
OK_ACCESS_TIMESTAMP = "OK-ACCESS-TIMESTAMP"
|
||||
OK_ACCESS_PASSPHRASE = "OK-ACCESS-PASSPHRASE"
|
||||
X_SIMULATE_TRADING = "x-simulated-trading"
|
||||
|
||||
CONTENT_TYPE = "Content-Type"
|
||||
ACCEPT = "Accept"
|
||||
COOKIE = "Cookie"
|
||||
LOCALE = "locale="
|
||||
|
||||
APPLICATION_JSON = "application/json"
|
||||
APPLICATION_JSON_UTF8 = "application/json; charset=UTF-8"
|
||||
|
||||
/*
|
||||
i18n: internationalization
|
||||
*/
|
||||
ENGLISH = "en_US"
|
||||
SIMPLIFIED_CHINESE = "zh_CN"
|
||||
//zh_TW || zh_HK
|
||||
TRADITIONAL_CHINESE = "zh_HK"
|
||||
|
||||
GET = "GET"
|
||||
POST = "POST"
|
||||
)
|
||||
|
||||
|
||||
|
0
rest/go.mod
Normal file
0
rest/go.mod
Normal file
331
rest/rest.go
Normal file
331
rest/rest.go
Normal file
@ -0,0 +1,331 @@
|
||||
package rest
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"context"
|
||||
"encoding/json"
|
||||
"errors"
|
||||
"fmt"
|
||||
"io/ioutil"
|
||||
"net/http"
|
||||
"strings"
|
||||
"time"
|
||||
. "v5sdk_go/utils"
|
||||
)
|
||||
|
||||
type RESTAPI struct {
|
||||
EndPoint string `json:"endPoint"`
|
||||
// GET/POST
|
||||
Method string `json:"method"`
|
||||
Uri string `json:"uri"`
|
||||
Param map[string]interface{} `json:"param"`
|
||||
Timeout time.Duration
|
||||
ApiKeyInfo *APIKeyInfo
|
||||
isSimulate bool
|
||||
}
|
||||
|
||||
type APIKeyInfo struct {
|
||||
ApiKey string
|
||||
PassPhrase string
|
||||
SecKey string
|
||||
UserId string
|
||||
}
|
||||
|
||||
type RESTAPIResult struct {
|
||||
Url string `json:"url"`
|
||||
Param string `json:"param"`
|
||||
Header string `json:"header"`
|
||||
Code int `json:"code"`
|
||||
// 原始返回信息
|
||||
Body string `json:"body"`
|
||||
// okexV5返回的数据
|
||||
V5Response Okexv5APIResponse `json:"v5Response"`
|
||||
ReqUsedTime time.Duration `json:"reqUsedTime"`
|
||||
TotalUsedTime time.Duration `json:"totalUsedTime"`
|
||||
}
|
||||
|
||||
type Okexv5APIResponse struct {
|
||||
Code string `json:"code"`
|
||||
Msg string `json:"msg"`
|
||||
Data []map[string]interface{} `json:"data"`
|
||||
}
|
||||
|
||||
/*
|
||||
endPoint:请求地址
|
||||
apiKey
|
||||
isSimulate: 是否为模拟环境
|
||||
*/
|
||||
func NewRESTClient(endPoint string, apiKey *APIKeyInfo, isSimulate bool) *RESTAPI {
|
||||
|
||||
res := &RESTAPI{
|
||||
EndPoint: endPoint,
|
||||
ApiKeyInfo: apiKey,
|
||||
isSimulate: isSimulate,
|
||||
Timeout: 5 * time.Second,
|
||||
}
|
||||
return res
|
||||
}
|
||||
|
||||
func NewRESTAPI(ep, method, uri string, param *map[string]interface{}) *RESTAPI {
|
||||
//TODO:参数校验
|
||||
reqParam := make(map[string]interface{})
|
||||
|
||||
if param != nil {
|
||||
reqParam = *param
|
||||
}
|
||||
res := &RESTAPI{
|
||||
EndPoint: ep,
|
||||
Method: method,
|
||||
Uri: uri,
|
||||
Param: reqParam,
|
||||
Timeout: 150 * time.Second,
|
||||
}
|
||||
return res
|
||||
}
|
||||
|
||||
func (this *RESTAPI) SetSimulate(b bool) *RESTAPI {
|
||||
this.isSimulate = b
|
||||
return this
|
||||
}
|
||||
|
||||
func (this *RESTAPI) SetAPIKey(apiKey, secKey, passPhrase string) *RESTAPI {
|
||||
if this.ApiKeyInfo == nil {
|
||||
this.ApiKeyInfo = &APIKeyInfo{
|
||||
ApiKey: apiKey,
|
||||
PassPhrase: passPhrase,
|
||||
SecKey: secKey,
|
||||
}
|
||||
} else {
|
||||
this.ApiKeyInfo.ApiKey = apiKey
|
||||
this.ApiKeyInfo.PassPhrase = passPhrase
|
||||
this.ApiKeyInfo.SecKey = secKey
|
||||
}
|
||||
return this
|
||||
}
|
||||
|
||||
func (this *RESTAPI) SetUserId(userId string) *RESTAPI {
|
||||
if this.ApiKeyInfo == nil {
|
||||
fmt.Println("ApiKey为空")
|
||||
return this
|
||||
}
|
||||
|
||||
this.ApiKeyInfo.UserId = userId
|
||||
return this
|
||||
}
|
||||
|
||||
func (this *RESTAPI) SetTimeOut(timeout time.Duration) *RESTAPI {
|
||||
this.Timeout = timeout
|
||||
return this
|
||||
}
|
||||
|
||||
// GET请求
|
||||
func (this *RESTAPI) Get(ctx context.Context, uri string, param *map[string]interface{}) (res *RESTAPIResult, err error) {
|
||||
this.Method = GET
|
||||
this.Uri = uri
|
||||
|
||||
reqParam := make(map[string]interface{})
|
||||
|
||||
if param != nil {
|
||||
reqParam = *param
|
||||
}
|
||||
this.Param = reqParam
|
||||
return this.Run(ctx)
|
||||
}
|
||||
|
||||
// POST请求
|
||||
func (this *RESTAPI) Post(ctx context.Context, uri string, param *map[string]interface{}) (res *RESTAPIResult, err error) {
|
||||
this.Method = POST
|
||||
this.Uri = uri
|
||||
|
||||
reqParam := make(map[string]interface{})
|
||||
|
||||
if param != nil {
|
||||
reqParam = *param
|
||||
}
|
||||
this.Param = reqParam
|
||||
|
||||
return this.Run(ctx)
|
||||
}
|
||||
|
||||
func (this *RESTAPI) Run(ctx context.Context) (res *RESTAPIResult, err error) {
|
||||
|
||||
if this.ApiKeyInfo == nil {
|
||||
err = errors.New("APIKey不可为空")
|
||||
return
|
||||
}
|
||||
|
||||
procStart := time.Now()
|
||||
|
||||
defer func() {
|
||||
if res != nil {
|
||||
res.TotalUsedTime = time.Since(procStart)
|
||||
}
|
||||
}()
|
||||
|
||||
client := &http.Client{
|
||||
Timeout: this.Timeout,
|
||||
}
|
||||
|
||||
uri, body, err := this.GenReqInfo()
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
url := this.EndPoint + uri
|
||||
bodyBuf := new(bytes.Buffer)
|
||||
bodyBuf.ReadFrom(strings.NewReader(body))
|
||||
|
||||
req, err := http.NewRequest(this.Method, url, bodyBuf)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
res = &RESTAPIResult{
|
||||
Url: url,
|
||||
Param: body,
|
||||
}
|
||||
|
||||
// Sign and set request headers
|
||||
timestamp := IsoTime()
|
||||
preHash := PreHashString(timestamp, this.Method, uri, body)
|
||||
//log.Println("preHash:", preHash)
|
||||
sign, err := HmacSha256Base64Signer(preHash, this.ApiKeyInfo.SecKey)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
//log.Println("sign:", sign)
|
||||
headStr := this.SetHeaders(req, timestamp, sign)
|
||||
res.Header = headStr
|
||||
|
||||
this.PrintRequest(req, body, preHash)
|
||||
resp, err := client.Do(req)
|
||||
if err != nil {
|
||||
fmt.Println("请求失败!", err)
|
||||
return
|
||||
}
|
||||
defer resp.Body.Close()
|
||||
|
||||
res.ReqUsedTime = time.Since(procStart)
|
||||
|
||||
resBuff, err := ioutil.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
fmt.Println("获取请求结果失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
res.Body = string(resBuff)
|
||||
res.Code = resp.StatusCode
|
||||
|
||||
// 解析结果
|
||||
var v5rsp Okexv5APIResponse
|
||||
err = json.Unmarshal(resBuff, &v5rsp)
|
||||
if err != nil {
|
||||
fmt.Println("解析v5返回失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
res.V5Response = v5rsp
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
生成请求对应的参数
|
||||
*/
|
||||
func (this *RESTAPI) GenReqInfo() (uri string, body string, err error) {
|
||||
uri = this.Uri
|
||||
|
||||
switch this.Method {
|
||||
case GET:
|
||||
getParam := []string{}
|
||||
|
||||
if len(this.Param) == 0 {
|
||||
return
|
||||
}
|
||||
|
||||
for k, v := range this.Param {
|
||||
getParam = append(getParam, fmt.Sprintf("%v=%v", k, v))
|
||||
}
|
||||
uri = uri + "?" + strings.Join(getParam, "&")
|
||||
|
||||
case POST:
|
||||
|
||||
var rawBody []byte
|
||||
rawBody, err = json.Marshal(this.Param)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
body = string(rawBody)
|
||||
default:
|
||||
err = errors.New("request type unknown!")
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
Set http request headers:
|
||||
Accept: application/json
|
||||
Content-Type: application/json; charset=UTF-8 (default)
|
||||
Cookie: locale=en_US (English)
|
||||
OK-ACCESS-KEY: (Your setting)
|
||||
OK-ACCESS-SIGN: (Use your setting, auto sign and add)
|
||||
OK-ACCESS-TIMESTAMP: (Auto add)
|
||||
OK-ACCESS-PASSPHRASE: Your setting
|
||||
*/
|
||||
func (this *RESTAPI) SetHeaders(request *http.Request, timestamp string, sign string) (header string) {
|
||||
|
||||
request.Header.Add(ACCEPT, APPLICATION_JSON)
|
||||
header += ACCEPT + ":" + APPLICATION_JSON + "\n"
|
||||
|
||||
request.Header.Add(CONTENT_TYPE, APPLICATION_JSON_UTF8)
|
||||
header += CONTENT_TYPE + ":" + APPLICATION_JSON_UTF8 + "\n"
|
||||
|
||||
request.Header.Add(COOKIE, LOCALE+ENGLISH)
|
||||
header += COOKIE + ":" + LOCALE + ENGLISH + "\n"
|
||||
|
||||
request.Header.Add(OK_ACCESS_KEY, this.ApiKeyInfo.ApiKey)
|
||||
header += OK_ACCESS_KEY + ":" + this.ApiKeyInfo.ApiKey + "\n"
|
||||
|
||||
request.Header.Add(OK_ACCESS_SIGN, sign)
|
||||
header += OK_ACCESS_SIGN + ":" + sign + "\n"
|
||||
|
||||
request.Header.Add(OK_ACCESS_TIMESTAMP, timestamp)
|
||||
header += OK_ACCESS_TIMESTAMP + ":" + timestamp + "\n"
|
||||
|
||||
request.Header.Add(OK_ACCESS_PASSPHRASE, this.ApiKeyInfo.PassPhrase)
|
||||
header += OK_ACCESS_PASSPHRASE + ":" + this.ApiKeyInfo.PassPhrase + "\n"
|
||||
|
||||
//模拟盘交易标记
|
||||
if this.isSimulate {
|
||||
request.Header.Add(X_SIMULATE_TRADING, "1")
|
||||
header += X_SIMULATE_TRADING + ":1" + "\n"
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
打印header信息
|
||||
*/
|
||||
func (this *RESTAPI) PrintRequest(request *http.Request, body string, preHash string) {
|
||||
if this.ApiKeyInfo.SecKey != "" {
|
||||
fmt.Println(" Secret-Key: " + this.ApiKeyInfo.SecKey)
|
||||
}
|
||||
fmt.Println(" Request(" + IsoTime() + "):")
|
||||
fmt.Println("\tUrl: " + request.URL.String())
|
||||
fmt.Println("\tMethod: " + strings.ToUpper(request.Method))
|
||||
if len(request.Header) > 0 {
|
||||
fmt.Println("\tHeaders: ")
|
||||
for k, v := range request.Header {
|
||||
if strings.Contains(k, "Ok-") {
|
||||
k = strings.ToUpper(k)
|
||||
}
|
||||
fmt.Println("\t\t" + k + ": " + v[0])
|
||||
}
|
||||
}
|
||||
fmt.Println("\tBody: " + body)
|
||||
if preHash != "" {
|
||||
fmt.Println(" PreHash: " + preHash)
|
||||
}
|
||||
}
|
100
rest/rest_test.go
Normal file
100
rest/rest_test.go
Normal file
@ -0,0 +1,100 @@
|
||||
package rest
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"testing"
|
||||
)
|
||||
|
||||
/*
|
||||
GET请求
|
||||
*/
|
||||
func TestRESTAPIGet(t *testing.T) {
|
||||
|
||||
rest := NewRESTAPI("https://www.okex.win", GET, "/api/v5/account/balance", nil)
|
||||
rest.SetSimulate(true).SetAPIKey("xxxx", "xxxx", "xxxx")
|
||||
rest.SetUserId("xxxxx")
|
||||
response, err := rest.Run(context.Background())
|
||||
if err != nil {
|
||||
fmt.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", response.Code)
|
||||
fmt.Println("\t总耗时: ", response.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", response.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", response.Body)
|
||||
fmt.Println("\terrCode: ", response.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", response.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", response.V5Response.Data)
|
||||
|
||||
// 请求的另一种方式
|
||||
apikey := APIKeyInfo{
|
||||
ApiKey: "xxxxx",
|
||||
SecKey: "xxxxx",
|
||||
PassPhrase: "xxx",
|
||||
}
|
||||
|
||||
cli := NewRESTClient("https://www.okex.win", &apikey, true)
|
||||
rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", rsp.Code)
|
||||
fmt.Println("\t总耗时: ", rsp.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", rsp.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", rsp.Body)
|
||||
fmt.Println("\terrCode: ", rsp.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", rsp.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", rsp.V5Response.Data)
|
||||
}
|
||||
|
||||
/*
|
||||
POST请求
|
||||
*/
|
||||
func TestRESTAPIPost(t *testing.T) {
|
||||
param := make(map[string]interface{})
|
||||
param["greeksType"] = "PA"
|
||||
|
||||
rest := NewRESTAPI("https://www.okex.win", POST, "/api/v5/account/set-greeks", ¶m)
|
||||
rest.SetSimulate(true).SetAPIKey("xxxx", "xxxx", "xxxx")
|
||||
response, err := rest.Run(context.Background())
|
||||
if err != nil {
|
||||
fmt.Println(err)
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", response.Code)
|
||||
fmt.Println("\t总耗时: ", response.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", response.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", response.Body)
|
||||
fmt.Println("\terrCode: ", response.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", response.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", response.V5Response.Data)
|
||||
|
||||
// 请求的另一种方式
|
||||
apikey := APIKeyInfo{
|
||||
ApiKey: "xxxx",
|
||||
SecKey: "xxxxx",
|
||||
PassPhrase: "xxxx",
|
||||
}
|
||||
|
||||
cli := NewRESTClient("https://www.okex.win", &apikey, true)
|
||||
rsp, err := cli.Post(context.Background(), "/api/v5/account/set-greeks", ¶m)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
fmt.Println("Response:")
|
||||
fmt.Println("\thttp code: ", rsp.Code)
|
||||
fmt.Println("\t总耗时: ", rsp.TotalUsedTime)
|
||||
fmt.Println("\t请求耗时: ", rsp.ReqUsedTime)
|
||||
fmt.Println("\t返回消息: ", rsp.Body)
|
||||
fmt.Println("\terrCode: ", rsp.V5Response.Code)
|
||||
fmt.Println("\terrMsg: ", rsp.V5Response.Msg)
|
||||
fmt.Println("\tdata: ", rsp.V5Response.Data)
|
||||
}
|
0
utils/go.mod
Normal file
0
utils/go.mod
Normal file
102
utils/utils.go
Normal file
102
utils/utils.go
Normal file
@ -0,0 +1,102 @@
|
||||
package utils
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"compress/flate"
|
||||
"crypto/hmac"
|
||||
"crypto/sha256"
|
||||
"encoding/base64"
|
||||
"encoding/json"
|
||||
"io/ioutil"
|
||||
"log"
|
||||
"strconv"
|
||||
"strings"
|
||||
"time"
|
||||
//"net/http"
|
||||
)
|
||||
|
||||
/*
|
||||
Get a epoch time
|
||||
eg: 1521221737
|
||||
*/
|
||||
func EpochTime() string {
|
||||
millisecond := time.Now().UnixNano() / 1000000
|
||||
epoch := strconv.Itoa(int(millisecond))
|
||||
epochBytes := []byte(epoch)
|
||||
epoch = string(epochBytes[:10])
|
||||
return epoch
|
||||
}
|
||||
|
||||
/*
|
||||
signing a message
|
||||
using: hmac sha256 + base64
|
||||
eg:
|
||||
message = Pre_hash function comment
|
||||
secretKey = E65791902180E9EF4510DB6A77F6EBAE
|
||||
|
||||
return signed string = TO6uwdqz+31SIPkd4I+9NiZGmVH74dXi+Fd5X0EzzSQ=
|
||||
*/
|
||||
func HmacSha256Base64Signer(message string, secretKey string) (string, error) {
|
||||
mac := hmac.New(sha256.New, []byte(secretKey))
|
||||
_, err := mac.Write([]byte(message))
|
||||
if err != nil {
|
||||
return "", err
|
||||
}
|
||||
return base64.StdEncoding.EncodeToString(mac.Sum(nil)), nil
|
||||
}
|
||||
|
||||
/*
|
||||
the pre hash string
|
||||
eg:
|
||||
timestamp = 2018-03-08T10:59:25.789Z
|
||||
method = POST
|
||||
request_path = /orders?before=2&limit=30
|
||||
body = {"product_id":"BTC-USD-0309","order_id":"377454671037440"}
|
||||
|
||||
return pre hash string = 2018-03-08T10:59:25.789ZPOST/orders?before=2&limit=30{"product_id":"BTC-USD-0309","order_id":"377454671037440"}
|
||||
*/
|
||||
func PreHashString(timestamp string, method string, requestPath string, body string) string {
|
||||
return timestamp + strings.ToUpper(method) + requestPath + body
|
||||
}
|
||||
|
||||
/*
|
||||
struct convert json string
|
||||
*/
|
||||
func Struct2JsonString(raw interface{}) (jsonString string, err error) {
|
||||
//fmt.Println("转化json,", raw)
|
||||
data, err := json.Marshal(raw)
|
||||
if err != nil {
|
||||
log.Println("convert json failed!", err)
|
||||
return "", err
|
||||
}
|
||||
//log.Println(string(data))
|
||||
return string(data), nil
|
||||
}
|
||||
|
||||
// 解压缩消息
|
||||
func GzipDecode(in []byte) ([]byte, error) {
|
||||
reader := flate.NewReader(bytes.NewReader(in))
|
||||
defer reader.Close()
|
||||
|
||||
return ioutil.ReadAll(reader)
|
||||
}
|
||||
|
||||
|
||||
/*
|
||||
Get a iso time
|
||||
eg: 2018-03-16T18:02:48.284Z
|
||||
*/
|
||||
func IsoTime() string {
|
||||
utcTime := time.Now().UTC()
|
||||
iso := utcTime.String()
|
||||
isoBytes := []byte(iso)
|
||||
iso = string(isoBytes[:10]) + "T" + string(isoBytes[11:23]) + "Z"
|
||||
return iso
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
17
utils/utils_test.go
Normal file
17
utils/utils_test.go
Normal file
@ -0,0 +1,17 @@
|
||||
package utils
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"testing"
|
||||
)
|
||||
|
||||
func TestHmacSha256Base64Signer(t *testing.T) {
|
||||
raw := `2021-04-06T03:33:21.681ZPOST/api/v5/trade/order{"instId":"ETH-USDT-SWAP","ordType":"limit","px":"2300","side":"sell","sz":"1","tdMode":"cross"}`
|
||||
key := "1A9E86759F2D2AA16E389FD3B7F8273E"
|
||||
res, err := HmacSha256Base64Signer(raw, key)
|
||||
if err != nil {
|
||||
t.Fatal(err)
|
||||
}
|
||||
fmt.Println(res)
|
||||
t.Log(res)
|
||||
}
|
75
ws/utils.go
Normal file
75
ws/utils.go
Normal file
@ -0,0 +1,75 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"errors"
|
||||
"log"
|
||||
"runtime/debug"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
. "v5sdk_go/ws/wInterface"
|
||||
)
|
||||
|
||||
// 判断返回结果成功失败
|
||||
func checkResult(wsReq WSReqData, wsRsps []*Msg) (res bool, err error) {
|
||||
defer func() {
|
||||
a := recover()
|
||||
if a != nil {
|
||||
log.Printf("Receive End. Recover msg: %+v", a)
|
||||
debug.PrintStack()
|
||||
}
|
||||
return
|
||||
}()
|
||||
|
||||
res = false
|
||||
if len(wsRsps) == 0 {
|
||||
return
|
||||
}
|
||||
|
||||
for _, v := range wsRsps {
|
||||
switch v.Info.(type) {
|
||||
case ErrData:
|
||||
return
|
||||
}
|
||||
if wsReq.GetType() != v.Info.(WSRspData).MsgType() {
|
||||
err = errors.New("消息类型不一致")
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
//检查所有频道是否都更新成功
|
||||
if wsReq.GetType() == MSG_NORMAL {
|
||||
req, ok := wsReq.(ReqData)
|
||||
if !ok {
|
||||
log.Println("类型转化失败", req)
|
||||
err = errors.New("类型转化失败")
|
||||
return
|
||||
}
|
||||
|
||||
for idx, _ := range req.Args {
|
||||
ok := false
|
||||
i_req := req.Args[idx]
|
||||
//fmt.Println("检查",i_req)
|
||||
for i, _ := range wsRsps {
|
||||
info, _ := wsRsps[i].Info.(RspData)
|
||||
//fmt.Println("<<",info)
|
||||
if info.Event == req.Op && info.Arg["channel"] == i_req["channel"] && info.Arg["instType"] == i_req["instType"] {
|
||||
ok = true
|
||||
continue
|
||||
}
|
||||
}
|
||||
if !ok {
|
||||
err = errors.New("未得到所有的期望的返回结果")
|
||||
return
|
||||
}
|
||||
}
|
||||
} else {
|
||||
for i, _ := range wsRsps {
|
||||
info, _ := wsRsps[i].Info.(JRPCRsp)
|
||||
if info.Code != "0" {
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
res = true
|
||||
return
|
||||
}
|
226
ws/wImpl/BookData.go
Normal file
226
ws/wImpl/BookData.go
Normal file
@ -0,0 +1,226 @@
|
||||
/*
|
||||
订阅频道后收到的推送数据
|
||||
*/
|
||||
|
||||
package wImpl
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"errors"
|
||||
"fmt"
|
||||
"hash/crc32"
|
||||
"log"
|
||||
"strconv"
|
||||
"strings"
|
||||
)
|
||||
|
||||
// 普通推送
|
||||
type MsgData struct {
|
||||
Arg map[string]string `json:"arg"`
|
||||
Data []interface{} `json:"data"`
|
||||
}
|
||||
|
||||
// 深度数据
|
||||
type DepthData struct {
|
||||
Arg map[string]string `json:"arg"`
|
||||
Action string `json:"action"`
|
||||
Data []DepthDetail `json:"data"`
|
||||
}
|
||||
|
||||
type DepthDetail struct {
|
||||
Asks [][]string `json:"asks"`
|
||||
Bids [][]string `json:"bids"`
|
||||
Ts string `json:"ts"`
|
||||
Checksum int32 `json:"checksum"`
|
||||
}
|
||||
|
||||
/*
|
||||
深度数据校验
|
||||
*/
|
||||
func (this *DepthData) CheckSum(snap *DepthDetail) (pDepData *DepthDetail, err error) {
|
||||
|
||||
if len(this.Data) != 1 {
|
||||
err = errors.New("深度数据错误!")
|
||||
return
|
||||
}
|
||||
|
||||
if this.Action == DEPTH_SNAPSHOT {
|
||||
_, cs := CalCrc32(this.Data[0].Asks, this.Data[0].Bids)
|
||||
|
||||
if cs != this.Data[0].Checksum {
|
||||
err = errors.New("校验失败!")
|
||||
return
|
||||
}
|
||||
pDepData = &this.Data[0]
|
||||
log.Println("snapshot校验成功", this.Data[0].Checksum)
|
||||
|
||||
}
|
||||
|
||||
if this.Action == DEPTH_UPDATE {
|
||||
if snap == nil {
|
||||
err = errors.New("深度快照数据不可为空!")
|
||||
return
|
||||
}
|
||||
|
||||
pDepData, err = MergDepthData(*snap, this.Data[0], this.Data[0].Checksum)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
log.Println("update校验成功", this.Data[0].Checksum)
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
func CalCrc32(askDepths [][]string, bidDepths [][]string) (bytes.Buffer, int32) {
|
||||
|
||||
crc32BaseBuffer := bytes.Buffer{}
|
||||
crcAskDepth, crcBidDepth := 25, 25
|
||||
|
||||
if len(askDepths) < 25 {
|
||||
crcAskDepth = len(askDepths)
|
||||
}
|
||||
if len(bidDepths) < 25 {
|
||||
crcBidDepth = len(bidDepths)
|
||||
}
|
||||
if crcAskDepth == crcBidDepth {
|
||||
for i := 0; i < crcAskDepth; i++ {
|
||||
if crc32BaseBuffer.Len() > 0 {
|
||||
crc32BaseBuffer.WriteString(":")
|
||||
}
|
||||
crc32BaseBuffer.WriteString(
|
||||
fmt.Sprintf("%v:%v:%v:%v",
|
||||
(bidDepths)[i][0], (bidDepths)[i][1],
|
||||
(askDepths)[i][0], (askDepths)[i][1]))
|
||||
}
|
||||
} else {
|
||||
|
||||
var crcArr []string
|
||||
for i, j := 0, 0; i < crcBidDepth || j < crcAskDepth; {
|
||||
|
||||
if i < crcBidDepth {
|
||||
crcArr = append(crcArr, fmt.Sprintf("%v:%v", (bidDepths)[i][0], (bidDepths)[i][1]))
|
||||
i++
|
||||
}
|
||||
|
||||
if j < crcAskDepth {
|
||||
crcArr = append(crcArr, fmt.Sprintf("%v:%v", (askDepths)[j][0], (askDepths)[j][1]))
|
||||
j++
|
||||
}
|
||||
}
|
||||
|
||||
crc32BaseBuffer.WriteString(strings.Join(crcArr, ":"))
|
||||
}
|
||||
|
||||
expectCrc32 := int32(crc32.ChecksumIEEE(crc32BaseBuffer.Bytes()))
|
||||
|
||||
return crc32BaseBuffer, expectCrc32
|
||||
}
|
||||
|
||||
/*
|
||||
深度合并的内部方法
|
||||
返回结果:
|
||||
res:合并后的深度
|
||||
index: 最新的 ask1/bids1 的索引
|
||||
*/
|
||||
func mergeDepth(oldDepths [][]string, newDepths [][]string, method string) (res [][]string, err error) {
|
||||
|
||||
oldIdx, newIdx := 0, 0
|
||||
|
||||
for oldIdx < len(oldDepths) && newIdx < len(newDepths) {
|
||||
|
||||
oldItem := oldDepths[oldIdx]
|
||||
newItem := newDepths[newIdx]
|
||||
var oldPrice, newPrice float64
|
||||
oldPrice, err = strconv.ParseFloat(oldItem[0], 10)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
newPrice, err = strconv.ParseFloat(newItem[0], 10)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
if oldPrice == newPrice {
|
||||
if newItem[1] != "0" {
|
||||
res = append(res, newItem)
|
||||
}
|
||||
|
||||
oldIdx++
|
||||
newIdx++
|
||||
} else {
|
||||
switch method {
|
||||
// 降序
|
||||
case "bids":
|
||||
if oldPrice < newPrice {
|
||||
res = append(res, newItem)
|
||||
newIdx++
|
||||
} else {
|
||||
|
||||
res = append(res, oldItem)
|
||||
oldIdx++
|
||||
}
|
||||
// 升序
|
||||
case "asks":
|
||||
if oldPrice > newPrice {
|
||||
res = append(res, newItem)
|
||||
newIdx++
|
||||
} else {
|
||||
|
||||
res = append(res, oldItem)
|
||||
oldIdx++
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
if oldIdx < len(oldDepths) {
|
||||
res = append(res, oldDepths[oldIdx:]...)
|
||||
}
|
||||
|
||||
if newIdx < len(newDepths) {
|
||||
res = append(res, newDepths[newIdx:]...)
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
深度合并,并校验
|
||||
*/
|
||||
func MergDepthData(snap DepthDetail, update DepthDetail, expChecksum int32) (res *DepthDetail, err error) {
|
||||
|
||||
newAskDepths, err1 := mergeDepth(snap.Asks, update.Asks, "asks")
|
||||
if err1 != nil {
|
||||
return
|
||||
}
|
||||
|
||||
// log.Println("old Ask - ", snap.Asks)
|
||||
// log.Println("update Ask - ", update.Asks)
|
||||
// log.Println("new Ask - ", newAskDepths)
|
||||
newBidDepths, err2 := mergeDepth(snap.Bids, update.Bids, "bids")
|
||||
if err2 != nil {
|
||||
return
|
||||
}
|
||||
// log.Println("old Bids - ", snap.Bids)
|
||||
// log.Println("update Bids - ", update.Bids)
|
||||
// log.Println("new Bids - ", newBidDepths)
|
||||
|
||||
cBuf, checksum := CalCrc32(newAskDepths, newBidDepths)
|
||||
if checksum != expChecksum {
|
||||
err = errors.New("校验失败!")
|
||||
log.Println("buffer:", cBuf.String())
|
||||
log.Fatal(checksum, expChecksum)
|
||||
return
|
||||
}
|
||||
|
||||
res = &DepthDetail{
|
||||
Asks: newAskDepths,
|
||||
Bids: newBidDepths,
|
||||
Ts: update.Ts,
|
||||
Checksum: update.Checksum,
|
||||
}
|
||||
|
||||
return
|
||||
}
|
13
ws/wImpl/ErrData.go
Normal file
13
ws/wImpl/ErrData.go
Normal file
@ -0,0 +1,13 @@
|
||||
/*
|
||||
错误数据
|
||||
*/
|
||||
package wImpl
|
||||
|
||||
// 服务端请求错误返回消息格式
|
||||
type ErrData struct {
|
||||
Event string `json:"event"`
|
||||
Code string `json:"code"`
|
||||
Msg string `json:"msg"`
|
||||
}
|
||||
|
||||
|
50
ws/wImpl/JRPCData.go
Normal file
50
ws/wImpl/JRPCData.go
Normal file
@ -0,0 +1,50 @@
|
||||
/*
|
||||
JRPC请求/响应数据
|
||||
*/
|
||||
package wImpl
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
. "v5sdk_go/utils"
|
||||
)
|
||||
|
||||
// jrpc请求结构体
|
||||
type JRPCReq struct {
|
||||
Id string `json:"id"`
|
||||
Op string `json:"op"`
|
||||
Args []map[string]interface{} `json:"args"`
|
||||
}
|
||||
|
||||
func (r JRPCReq) GetType() int {
|
||||
return MSG_JRPC
|
||||
}
|
||||
|
||||
func (r JRPCReq) ToString() string {
|
||||
data, err := Struct2JsonString(r)
|
||||
if err != nil {
|
||||
return ""
|
||||
}
|
||||
return data
|
||||
}
|
||||
|
||||
func (r JRPCReq) Len() int {
|
||||
return 1
|
||||
}
|
||||
|
||||
// jrpc响应结构体
|
||||
type JRPCRsp struct {
|
||||
Id string `json:"id"`
|
||||
Op string `json:"op"`
|
||||
Data []map[string]interface{} `json:"data"`
|
||||
Code string `json:"code"`
|
||||
Msg string `json:"msg"`
|
||||
}
|
||||
|
||||
func (r JRPCRsp) MsgType() int {
|
||||
return MSG_JRPC
|
||||
}
|
||||
|
||||
func (r JRPCRsp) String() string {
|
||||
raw, _ := json.Marshal(r)
|
||||
return string(raw)
|
||||
}
|
47
ws/wImpl/ReqData.go
Normal file
47
ws/wImpl/ReqData.go
Normal file
@ -0,0 +1,47 @@
|
||||
/*
|
||||
普通订阅请求和响应的数据格式
|
||||
*/
|
||||
|
||||
package wImpl
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
. "v5sdk_go/utils"
|
||||
)
|
||||
|
||||
// 客户端请求消息格式
|
||||
type ReqData struct {
|
||||
Op string `json:"op"`
|
||||
Args []map[string]string `json:"args"`
|
||||
}
|
||||
|
||||
func (r ReqData) GetType() int {
|
||||
return MSG_NORMAL
|
||||
}
|
||||
|
||||
func (r ReqData) ToString() string {
|
||||
data, err := Struct2JsonString(r)
|
||||
if err != nil {
|
||||
return ""
|
||||
}
|
||||
return data
|
||||
}
|
||||
|
||||
func (r ReqData) Len() int {
|
||||
return len(r.Args)
|
||||
}
|
||||
|
||||
// 服务端请求响应消息格式
|
||||
type RspData struct {
|
||||
Event string `json:"event"`
|
||||
Arg map[string]string `json:"arg"`
|
||||
}
|
||||
|
||||
func (r RspData) MsgType() int {
|
||||
return MSG_NORMAL
|
||||
}
|
||||
|
||||
func (r RspData) String() string {
|
||||
raw, _ := json.Marshal(r)
|
||||
return string(raw)
|
||||
}
|
241
ws/wImpl/contants.go
Normal file
241
ws/wImpl/contants.go
Normal file
@ -0,0 +1,241 @@
|
||||
package wImpl
|
||||
|
||||
import (
|
||||
"regexp"
|
||||
)
|
||||
|
||||
/*
|
||||
|
||||
*/
|
||||
|
||||
const (
|
||||
MSG_NORMAL = iota
|
||||
MSG_JRPC
|
||||
)
|
||||
|
||||
//事件
|
||||
type Event int
|
||||
|
||||
/*
|
||||
EventID
|
||||
*/
|
||||
const (
|
||||
EVENT_UNKNOWN Event = iota
|
||||
EVENT_ERROR
|
||||
EVENT_PING
|
||||
EVENT_LOGIN
|
||||
|
||||
//订阅公共频道
|
||||
EVENT_BOOK_INSTRUMENTS
|
||||
EVENT_STATUS
|
||||
EVENT_BOOK_TICKERS
|
||||
EVENT_BOOK_OPEN_INTEREST
|
||||
EVENT_BOOK_KLINE
|
||||
EVENT_BOOK_TRADE
|
||||
EVENT_BOOK_ESTIMATE_PRICE
|
||||
EVENT_BOOK_MARK_PRICE
|
||||
EVENT_BOOK_MARK_PRICE_CANDLE_CHART
|
||||
EVENT_BOOK_LIMIT_PRICE
|
||||
EVENT_BOOK_ORDER_BOOK
|
||||
EVENT_BOOK_ORDER_BOOK5
|
||||
EVENT_BOOK_ORDER_BOOK_TBT
|
||||
EVENT_BOOK_ORDER_BOOK50_TBT
|
||||
EVENT_BOOK_OPTION_SUMMARY
|
||||
EVENT_BOOK_FUND_RATE
|
||||
EVENT_BOOK_KLINE_INDEX
|
||||
EVENT_BOOK_INDEX_TICKERS
|
||||
|
||||
//订阅私有频道
|
||||
EVENT_BOOK_ACCOUNT
|
||||
EVENT_BOOK_POSTION
|
||||
EVENT_BOOK_ORDER
|
||||
EVENT_BOOK_ALG_ORDER
|
||||
EVENT_BOOK_B_AND_P
|
||||
|
||||
// JRPC
|
||||
EVENT_PLACE_ORDER
|
||||
EVENT_PLACE_BATCH_ORDERS
|
||||
EVENT_CANCEL_ORDER
|
||||
EVENT_CANCEL_BATCH_ORDERS
|
||||
EVENT_AMEND_ORDER
|
||||
EVENT_AMEND_BATCH_ORDERS
|
||||
|
||||
//订阅返回数据
|
||||
EVENT_BOOKED_DATA
|
||||
EVENT_DEPTH_DATA
|
||||
)
|
||||
|
||||
/*
|
||||
EventID,事件名称,channel
|
||||
注: 带有周期参数的频道 如 行情频道 ,需要将channel写为 正则表达模式方便 类型匹配,如 "^candle*"
|
||||
*/
|
||||
var EVENT_TABLE = [][]interface{}{
|
||||
// 未知的消息
|
||||
{EVENT_UNKNOWN, "未知", ""},
|
||||
// 错误的消息
|
||||
{EVENT_ERROR, "错误", ""},
|
||||
// Ping
|
||||
{EVENT_PING, "ping", ""},
|
||||
// 登陆
|
||||
{EVENT_LOGIN, "登录", ""},
|
||||
|
||||
/*
|
||||
订阅公共频道
|
||||
*/
|
||||
|
||||
{EVENT_BOOK_INSTRUMENTS, "产品", "instruments"},
|
||||
{EVENT_STATUS, "status", "status"},
|
||||
{EVENT_BOOK_TICKERS, "行情", "tickers"},
|
||||
{EVENT_BOOK_OPEN_INTEREST, "持仓总量", "open-interest"},
|
||||
{EVENT_BOOK_KLINE, "K线", "candle"},
|
||||
{EVENT_BOOK_TRADE, "交易", "trades"},
|
||||
{EVENT_BOOK_ESTIMATE_PRICE, "预估交割/行权价格", "estimated-price"},
|
||||
{EVENT_BOOK_MARK_PRICE, "标记价格", "mark-price"},
|
||||
{EVENT_BOOK_MARK_PRICE_CANDLE_CHART, "标记价格K线", "mark-price-candle"},
|
||||
{EVENT_BOOK_LIMIT_PRICE, "限价", "price-limit"},
|
||||
{EVENT_BOOK_ORDER_BOOK, "400档深度", "books"},
|
||||
{EVENT_BOOK_ORDER_BOOK5, "5档深度", "books5"},
|
||||
{EVENT_BOOK_ORDER_BOOK_TBT, "tbt深度", "books-l2-tbt"},
|
||||
{EVENT_BOOK_ORDER_BOOK50_TBT, "tbt50深度", "books50-l2-tbt"},
|
||||
{EVENT_BOOK_OPTION_SUMMARY, "期权定价", "opt-summary"},
|
||||
{EVENT_BOOK_FUND_RATE, "资金费率", "funding-rate"},
|
||||
{EVENT_BOOK_KLINE_INDEX, "指数K线", "index-candle"},
|
||||
{EVENT_BOOK_INDEX_TICKERS, "指数行情", "index-tickers"},
|
||||
|
||||
/*
|
||||
订阅私有频道
|
||||
*/
|
||||
{EVENT_BOOK_ACCOUNT, "账户", "account"},
|
||||
{EVENT_BOOK_POSTION, "持仓", "positions"},
|
||||
{EVENT_BOOK_ORDER, "订单", "orders"},
|
||||
{EVENT_BOOK_ALG_ORDER, "策略委托订单", "orders-algo"},
|
||||
{EVENT_BOOK_B_AND_P, "账户余额和持仓", "balance_and_position"},
|
||||
|
||||
/*
|
||||
JRPC
|
||||
*/
|
||||
{EVENT_PLACE_ORDER, "下单", "order"},
|
||||
{EVENT_PLACE_BATCH_ORDERS, "批量下单", "batch-orders"},
|
||||
{EVENT_CANCEL_ORDER, "撤单", "cancel-order"},
|
||||
{EVENT_CANCEL_BATCH_ORDERS, "批量撤单", "batch-cancel-orders"},
|
||||
{EVENT_AMEND_ORDER, "改单", "amend-order"},
|
||||
{EVENT_AMEND_BATCH_ORDERS, "批量改单", "batch-amend-orders"},
|
||||
|
||||
/*
|
||||
订阅返回数据
|
||||
注意:推送数据channle统一为""
|
||||
*/
|
||||
{EVENT_BOOKED_DATA, "普通推送", ""},
|
||||
{EVENT_DEPTH_DATA, "深度推送", ""},
|
||||
}
|
||||
|
||||
/*
|
||||
获取事件名称
|
||||
*/
|
||||
func (e Event) String() string {
|
||||
for _, v := range EVENT_TABLE {
|
||||
eventId := v[0].(Event)
|
||||
if e == eventId {
|
||||
return v[1].(string)
|
||||
}
|
||||
}
|
||||
|
||||
return ""
|
||||
}
|
||||
|
||||
/*
|
||||
通过事件获取对应的channel信息
|
||||
对于频道名称有时间周期的 通过参数 pd 传入,拼接后返回完整channel信息
|
||||
*/
|
||||
func (e Event) GetChannel(pd Period) string {
|
||||
|
||||
channel := ""
|
||||
|
||||
for _, v := range EVENT_TABLE {
|
||||
eventId := v[0].(Event)
|
||||
if e == eventId {
|
||||
channel = v[2].(string)
|
||||
break
|
||||
}
|
||||
}
|
||||
|
||||
if channel == "" {
|
||||
return ""
|
||||
}
|
||||
|
||||
return channel + string(pd)
|
||||
}
|
||||
|
||||
/*
|
||||
通过channel信息匹配获取事件类型
|
||||
*/
|
||||
func GetEventId(raw string) Event {
|
||||
evt := EVENT_UNKNOWN
|
||||
|
||||
for _, v := range EVENT_TABLE {
|
||||
channel := v[2].(string)
|
||||
if raw == channel {
|
||||
evt = v[0].(Event)
|
||||
break
|
||||
}
|
||||
|
||||
regexp := regexp.MustCompile(`^(.*)([1-9][0-9]?[\w])$`)
|
||||
//regexp := regexp.MustCompile(`^http://www.flysnow.org/([\d]{4})/([\d]{2})/([\d]{2})/([\w-]+).html$`)
|
||||
|
||||
substr := regexp.FindStringSubmatch(raw)
|
||||
//fmt.Println(substr)
|
||||
if len(substr) >= 2 {
|
||||
if substr[1] == channel {
|
||||
evt = v[0].(Event)
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return evt
|
||||
}
|
||||
|
||||
// 时间维度
|
||||
type Period string
|
||||
|
||||
const (
|
||||
// 年
|
||||
PERIOD_1YEAR Period = "1Y"
|
||||
|
||||
// 月
|
||||
PERIOD_6Mon Period = "6M"
|
||||
PERIOD_3Mon Period = "3M"
|
||||
PERIOD_1Mon Period = "1M"
|
||||
|
||||
// 周
|
||||
PERIOD_1WEEK Period = "1W"
|
||||
|
||||
// 天
|
||||
PERIOD_5DAY Period = "5D"
|
||||
PERIOD_3DAY Period = "3D"
|
||||
PERIOD_2DAY Period = "2D"
|
||||
PERIOD_1DAY Period = "1D"
|
||||
|
||||
// 小时
|
||||
PERIOD_12HOUR Period = "12H"
|
||||
PERIOD_6HOUR Period = "6H"
|
||||
PERIOD_4HOUR Period = "4H"
|
||||
PERIOD_2HOUR Period = "2H"
|
||||
PERIOD_1HOUR Period = "1H"
|
||||
|
||||
// 分钟
|
||||
PERIOD_30MIN Period = "30m"
|
||||
PERIOD_15MIN Period = "15m"
|
||||
PERIOD_5MIN Period = "5m"
|
||||
PERIOD_3MIN Period = "3m"
|
||||
PERIOD_1MIN Period = "1m"
|
||||
|
||||
// 缺省
|
||||
PERIOD_NONE Period = ""
|
||||
)
|
||||
|
||||
// 深度枚举
|
||||
const (
|
||||
DEPTH_SNAPSHOT = "snapshot"
|
||||
DEPTH_UPDATE = "update"
|
||||
)
|
28
ws/wImpl/contants_test.go
Normal file
28
ws/wImpl/contants_test.go
Normal file
@ -0,0 +1,28 @@
|
||||
package wImpl
|
||||
|
||||
import (
|
||||
"testing"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
)
|
||||
|
||||
func TestGetEventId(t *testing.T) {
|
||||
|
||||
id1 := GetEventId("index-candle30m")
|
||||
|
||||
assert.True(t, id1 == EVENT_BOOK_KLINE_INDEX)
|
||||
|
||||
id2 := GetEventId("candle1Y")
|
||||
|
||||
assert.True(t, id2 == EVENT_BOOK_KLINE)
|
||||
|
||||
id3 := GetEventId("orders-algo")
|
||||
assert.True(t, id3 == EVENT_BOOK_ALG_ORDER)
|
||||
|
||||
id4 := GetEventId("balance_and_position")
|
||||
assert.True(t, id4 == EVENT_BOOK_B_AND_P)
|
||||
|
||||
id5 := GetEventId("index-candle1m")
|
||||
assert.True(t, id5 == EVENT_BOOK_KLINE_INDEX)
|
||||
|
||||
}
|
9
ws/wInterface/IParam.go
Normal file
9
ws/wInterface/IParam.go
Normal file
@ -0,0 +1,9 @@
|
||||
package wInterface
|
||||
|
||||
import . "v5sdk_go/ws/wImpl"
|
||||
|
||||
// 请求数据
|
||||
type WSParam interface {
|
||||
EventType() Event
|
||||
ToMap() *map[string]string
|
||||
}
|
8
ws/wInterface/IReqData.go
Normal file
8
ws/wInterface/IReqData.go
Normal file
@ -0,0 +1,8 @@
|
||||
package wInterface
|
||||
|
||||
// 请求数据
|
||||
type WSReqData interface {
|
||||
GetType() int
|
||||
Len() int
|
||||
ToString() string
|
||||
}
|
6
ws/wInterface/IRspData.go
Normal file
6
ws/wInterface/IRspData.go
Normal file
@ -0,0 +1,6 @@
|
||||
package wInterface
|
||||
|
||||
// 返回数据
|
||||
type WSRspData interface {
|
||||
MsgType() int
|
||||
}
|
147
ws/ws_AddBookedDataHook_test.go
Normal file
147
ws/ws_AddBookedDataHook_test.go
Normal file
@ -0,0 +1,147 @@
|
||||
package ws
|
||||
|
||||
// HOW TO RUN
|
||||
// go test ws_cli.go ws_op.go ws_contants.go utils.go ws_pub_channel.go ws_pub_channel_test.go ws_priv_channel.go ws_priv_channel_test.go ws_jrpc.go ws_jrpc_test.go ws_test_AddBookedDataHook.go -v
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"testing"
|
||||
"time"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
const (
|
||||
TRADE_ACCOUNT = iota
|
||||
ISOLATE_ACCOUNT
|
||||
CROSS_ACCOUNT
|
||||
CROSS_ACCOUNT_B
|
||||
)
|
||||
|
||||
func init() {
|
||||
log.SetFlags(log.LstdFlags | log.Llongfile)
|
||||
|
||||
}
|
||||
|
||||
func prework() *WsClient {
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/private"
|
||||
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Fatal(err, ep)
|
||||
}
|
||||
return r
|
||||
}
|
||||
func prework_pri(t int) *WsClient {
|
||||
// 模拟环境
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/private"
|
||||
var apikey, passphrase, secretKey string
|
||||
// 把账号密码写这里
|
||||
switch t {
|
||||
case TRADE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case ISOLATE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT_B:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
}
|
||||
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
var res bool
|
||||
start := time.Now()
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("登录成功!", usedTime.String())
|
||||
} else {
|
||||
log.Fatal("登录失败!", err)
|
||||
}
|
||||
fmt.Println(apikey, secretKey, passphrase)
|
||||
return r
|
||||
}
|
||||
|
||||
func TestAddBookedDataHook(t *testing.T) {
|
||||
var r *WsClient
|
||||
|
||||
/*订阅私有频道*/
|
||||
{
|
||||
r = prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
r.AddBookMsgHook(func(ts time.Time, data MsgData) error {
|
||||
// 添加你的方法
|
||||
fmt.Println("这是自定义AddBookMsgHook")
|
||||
fmt.Println("当前数据是", data)
|
||||
return nil
|
||||
})
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "account"
|
||||
param["ccy"] = "BTC"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
}
|
||||
|
||||
//订阅公共频道
|
||||
{
|
||||
r = prework()
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
// r.AddBookMsgHook(func(ts time.Time, data MsgData) error {
|
||||
// 添加你的方法
|
||||
// fmt.Println("这是公共自定义AddBookMsgHook")
|
||||
// fmt.Println("当前数据是", data)
|
||||
// return nil
|
||||
// })
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "instruments"
|
||||
param["instType"] = "FUTURES"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
select {}
|
||||
}
|
||||
|
||||
}
|
725
ws/ws_cli.go
Normal file
725
ws/ws_cli.go
Normal file
@ -0,0 +1,725 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"context"
|
||||
"encoding/json"
|
||||
"errors"
|
||||
"fmt"
|
||||
"log"
|
||||
"regexp"
|
||||
"runtime/debug"
|
||||
"sync"
|
||||
"time"
|
||||
. "v5sdk_go/config"
|
||||
. "v5sdk_go/utils"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
|
||||
"github.com/gorilla/websocket"
|
||||
)
|
||||
|
||||
// 全局回调函数
|
||||
type ReceivedDataCallback func(*Msg) error
|
||||
|
||||
// 普通订阅推送数据回调函数
|
||||
type ReceivedMsgDataCallback func(time.Time, MsgData) error
|
||||
|
||||
// 深度订阅推送数据回调函数
|
||||
type ReceivedDepthDataCallback func(time.Time, DepthData) error
|
||||
|
||||
// websocket
|
||||
type WsClient struct {
|
||||
WsEndPoint string
|
||||
WsApi *ApiInfo
|
||||
conn *websocket.Conn
|
||||
sendCh chan string //发消息队列
|
||||
resCh chan *Msg //收消息队列
|
||||
|
||||
errCh chan *Msg
|
||||
regCh map[Event]chan *Msg //请求响应队列
|
||||
|
||||
quitCh chan struct{}
|
||||
lock sync.RWMutex
|
||||
|
||||
onMessageHook ReceivedDataCallback //全局消息回调函数
|
||||
onBookMsgHook ReceivedMsgDataCallback //普通订阅消息回调函数
|
||||
onDepthHook ReceivedDepthDataCallback //深度订阅消息回调函数
|
||||
OnErrorHook ReceivedDataCallback //错误处理回调函数
|
||||
|
||||
// 记录深度信息
|
||||
DepthDataList map[string]DepthDetail
|
||||
autoDepthMgr bool // 深度数据管理(checksum等)
|
||||
DepthDataLock sync.RWMutex
|
||||
|
||||
isStarted bool //防止重复启动和关闭
|
||||
dailTimeout time.Duration
|
||||
}
|
||||
|
||||
/*
|
||||
服务端响应详细信息
|
||||
Timestamp: 接受到消息的时间
|
||||
Info: 接受到的消息字符串
|
||||
*/
|
||||
type Msg struct {
|
||||
Timestamp time.Time `json:"timestamp"`
|
||||
Info interface{} `json:"info"`
|
||||
}
|
||||
|
||||
func (this *Msg) Print() {
|
||||
fmt.Println("【消息时间】", this.Timestamp.Format("2006-01-02 15:04:05.000"))
|
||||
str, _ := json.Marshal(this.Info)
|
||||
fmt.Println("【消息内容】", string(str))
|
||||
}
|
||||
|
||||
/*
|
||||
订阅结果封装后的消息结构体
|
||||
*/
|
||||
type ProcessDetail struct {
|
||||
EndPoint string `json:"endPoint"`
|
||||
ReqInfo string `json:"ReqInfo"` //订阅请求
|
||||
SendTime time.Time `json:"sendTime"` //发送订阅请求的时间
|
||||
RecvTime time.Time `json:"recvTime"` //接受到订阅结果的时间
|
||||
UsedTime time.Duration `json:"UsedTime"` //耗时
|
||||
Data []*Msg `json:"data"` //订阅结果数据
|
||||
}
|
||||
|
||||
func (p *ProcessDetail) String() string {
|
||||
data, _ := json.Marshal(p)
|
||||
return string(data)
|
||||
}
|
||||
|
||||
// 创建ws对象
|
||||
func NewWsClient(ep string) (r *WsClient, err error) {
|
||||
if ep == "" {
|
||||
err = errors.New("websocket endpoint cannot be null")
|
||||
return
|
||||
}
|
||||
|
||||
r = &WsClient{
|
||||
WsEndPoint: ep,
|
||||
sendCh: make(chan string),
|
||||
resCh: make(chan *Msg),
|
||||
errCh: make(chan *Msg),
|
||||
regCh: make(map[Event]chan *Msg),
|
||||
//cbs: make(map[Event]ReceivedDataCallback),
|
||||
quitCh: make(chan struct{}),
|
||||
DepthDataList: make(map[string]DepthDetail),
|
||||
dailTimeout: time.Second * 10,
|
||||
// 自动深度校验默认开启
|
||||
autoDepthMgr: true,
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
新增记录深度信息
|
||||
*/
|
||||
func (a *WsClient) addDepthDataList(key string, dd DepthDetail) error {
|
||||
a.DepthDataLock.Lock()
|
||||
defer a.DepthDataLock.Unlock()
|
||||
a.DepthDataList[key] = dd
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
更新记录深度信息(如果没有记录不会更新成功)
|
||||
*/
|
||||
func (a *WsClient) updateDepthDataList(key string, dd DepthDetail) error {
|
||||
a.DepthDataLock.Lock()
|
||||
defer a.DepthDataLock.Unlock()
|
||||
if _, ok := a.DepthDataList[key]; !ok {
|
||||
return errors.New("更新失败!未发现记录" + key)
|
||||
}
|
||||
|
||||
a.DepthDataList[key] = dd
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
删除记录深度信息
|
||||
*/
|
||||
func (a *WsClient) deleteDepthDataList(key string) error {
|
||||
a.DepthDataLock.Lock()
|
||||
defer a.DepthDataLock.Unlock()
|
||||
delete(a.DepthDataList, key)
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
设置是否自动深度管理,开启 true,关闭 false
|
||||
*/
|
||||
func (a *WsClient) EnableAutoDepthMgr(b bool) error {
|
||||
a.DepthDataLock.Lock()
|
||||
defer a.DepthDataLock.Unlock()
|
||||
|
||||
if len(a.DepthDataList) != 0 {
|
||||
err := errors.New("当前有深度数据处于订阅中")
|
||||
return err
|
||||
}
|
||||
|
||||
a.autoDepthMgr = b
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
获取当前的深度快照信息(合并后的)
|
||||
*/
|
||||
func (a *WsClient) GetSnapshotByChannel(data DepthData) (snapshot *DepthDetail, err error) {
|
||||
key, err := json.Marshal(data.Arg)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
a.DepthDataLock.Lock()
|
||||
defer a.DepthDataLock.Unlock()
|
||||
val, ok := a.DepthDataList[string(key)]
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
snapshot = new(DepthDetail)
|
||||
raw, err := json.Marshal(val)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
err = json.Unmarshal(raw, &snapshot)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
// 设置dial超时时间
|
||||
func (a *WsClient) SetDailTimeout(tm time.Duration) {
|
||||
a.dailTimeout = tm
|
||||
}
|
||||
|
||||
// 非阻塞启动
|
||||
func (a *WsClient) Start() error {
|
||||
a.lock.RLock()
|
||||
if a.isStarted {
|
||||
a.lock.RUnlock()
|
||||
fmt.Println("ws已经启动")
|
||||
return nil
|
||||
} else {
|
||||
a.lock.RUnlock()
|
||||
a.lock.Lock()
|
||||
defer a.lock.Unlock()
|
||||
// 增加超时处理
|
||||
done := make(chan struct{})
|
||||
ctx, cancel := context.WithTimeout(context.Background(), a.dailTimeout)
|
||||
defer cancel()
|
||||
go func() {
|
||||
defer func() {
|
||||
close(done)
|
||||
}()
|
||||
var c *websocket.Conn
|
||||
fmt.Println("a.WsEndPoint: ", a.WsEndPoint)
|
||||
c, _, err := websocket.DefaultDialer.Dial(a.WsEndPoint, nil)
|
||||
if err != nil {
|
||||
err = errors.New("dial error:" + err.Error())
|
||||
return
|
||||
}
|
||||
a.conn = c
|
||||
|
||||
}()
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
err := errors.New("连接超时退出!")
|
||||
return err
|
||||
case <-done:
|
||||
|
||||
}
|
||||
//TODO 自定义的推送消息回调回来试试放在这里
|
||||
go a.receive()
|
||||
go a.work()
|
||||
a.isStarted = true
|
||||
log.Println("客户端已启动!", a.WsEndPoint)
|
||||
return nil
|
||||
}
|
||||
}
|
||||
|
||||
// 客户端退出消息channel
|
||||
func (a *WsClient) IsQuit() <-chan struct{} {
|
||||
return a.quitCh
|
||||
}
|
||||
|
||||
func (a *WsClient) work() {
|
||||
defer func() {
|
||||
a.Stop()
|
||||
err := recover()
|
||||
if err != nil {
|
||||
log.Printf("work End. Recover msg: %+v", a)
|
||||
debug.PrintStack()
|
||||
}
|
||||
|
||||
}()
|
||||
|
||||
ticker := time.NewTicker(10 * time.Second)
|
||||
defer ticker.Stop()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-ticker.C: // 保持心跳
|
||||
// go a.Ping(1000)
|
||||
go func() {
|
||||
_, _, err := a.Ping(1000)
|
||||
if err != nil {
|
||||
fmt.Println("心跳检测失败!", err)
|
||||
a.Stop()
|
||||
return
|
||||
}
|
||||
|
||||
}()
|
||||
|
||||
case <-a.quitCh: // 保持心跳
|
||||
return
|
||||
case data, ok := <-a.resCh: //接收到服务端发来的消息
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
//log.Println("接收到来自resCh的消息:", data)
|
||||
if a.onMessageHook != nil {
|
||||
err := a.onMessageHook(data)
|
||||
if err != nil {
|
||||
log.Println("执行onMessageHook函数错误!", err)
|
||||
}
|
||||
}
|
||||
case errMsg, ok := <-a.errCh: //错误处理
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
if a.OnErrorHook != nil {
|
||||
err := a.OnErrorHook(errMsg)
|
||||
if err != nil {
|
||||
log.Println("执行OnErrorHook函数错误!", err)
|
||||
}
|
||||
}
|
||||
case req, ok := <-a.sendCh: //从发送队列中取出数据发送到服务端
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
//log.Println("接收到来自req的消息:", req)
|
||||
err := a.conn.WriteMessage(websocket.TextMessage, []byte(req))
|
||||
if err != nil {
|
||||
log.Printf("发送请求失败: %s\n", err)
|
||||
return
|
||||
}
|
||||
log.Printf("[发送请求] %v\n", req)
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
处理接受到的消息
|
||||
*/
|
||||
func (a *WsClient) receive() {
|
||||
defer func() {
|
||||
a.Stop()
|
||||
err := recover()
|
||||
if err != nil {
|
||||
log.Printf("Receive End. Recover msg: %+v", a)
|
||||
debug.PrintStack()
|
||||
}
|
||||
|
||||
}()
|
||||
|
||||
for {
|
||||
messageType, message, err := a.conn.ReadMessage()
|
||||
if err != nil {
|
||||
if a.isStarted {
|
||||
log.Println("receive message error!" + err.Error())
|
||||
}
|
||||
|
||||
break
|
||||
}
|
||||
|
||||
txtMsg := message
|
||||
switch messageType {
|
||||
case websocket.TextMessage:
|
||||
case websocket.BinaryMessage:
|
||||
txtMsg, err = GzipDecode(message)
|
||||
if err != nil {
|
||||
log.Println("解压失败!")
|
||||
continue
|
||||
}
|
||||
}
|
||||
|
||||
log.Println("[收到消息]", string(txtMsg))
|
||||
|
||||
//发送结果到默认消息处理通道
|
||||
|
||||
timestamp := time.Now()
|
||||
msg := &Msg{Timestamp: timestamp, Info: string(txtMsg)}
|
||||
|
||||
a.resCh <- msg
|
||||
|
||||
evt, data, err := a.parseMessage(txtMsg)
|
||||
if err != nil {
|
||||
log.Println("解析消息失败!", err)
|
||||
continue
|
||||
}
|
||||
|
||||
//log.Println("解析消息成功!消息类型 =", evt)
|
||||
|
||||
a.lock.RLock()
|
||||
ch, ok := a.regCh[evt]
|
||||
a.lock.RUnlock()
|
||||
if !ok {
|
||||
//只有推送消息才会主动创建通道和消费队列
|
||||
if evt == EVENT_BOOKED_DATA || evt == EVENT_DEPTH_DATA {
|
||||
//log.Println("channel不存在!event:", evt)
|
||||
//a.lock.RUnlock()
|
||||
a.lock.Lock()
|
||||
a.regCh[evt] = make(chan *Msg)
|
||||
ch = a.regCh[evt]
|
||||
a.lock.Unlock()
|
||||
|
||||
//log.Println("创建", evt, "通道")
|
||||
|
||||
// 创建消费队列
|
||||
go func(evt Event) {
|
||||
//log.Println("创建goroutine evt:", evt)
|
||||
|
||||
for msg := range a.regCh[evt] {
|
||||
//log.Println(msg)
|
||||
// msg.Print()
|
||||
switch evt {
|
||||
// 处理普通推送数据
|
||||
case EVENT_BOOKED_DATA:
|
||||
fn := a.onBookMsgHook
|
||||
if fn != nil {
|
||||
err = fn(msg.Timestamp, msg.Info.(MsgData))
|
||||
if err != nil {
|
||||
log.Println("订阅数据回调函数执行失败!", err)
|
||||
}
|
||||
//log.Println("函数执行成功!", err)
|
||||
}
|
||||
// 处理深度推送数据
|
||||
case EVENT_DEPTH_DATA:
|
||||
fn := a.onDepthHook
|
||||
|
||||
depData := msg.Info.(DepthData)
|
||||
|
||||
// 开启深度数据管理功能的,会合并深度数据
|
||||
if a.autoDepthMgr {
|
||||
a.MergeDepth(depData)
|
||||
}
|
||||
|
||||
// 运行用户定义回调函数
|
||||
if fn != nil {
|
||||
err = fn(msg.Timestamp, msg.Info.(DepthData))
|
||||
if err != nil {
|
||||
log.Println("深度回调函数执行失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
//log.Println("退出goroutine evt:", evt)
|
||||
}(evt)
|
||||
|
||||
//continue
|
||||
} else {
|
||||
//log.Println("程序异常!通道已关闭", evt)
|
||||
continue
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
//log.Println(evt,"事件已注册",ch)
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, cancel := context.WithTimeout(ctx, time.Millisecond*1000)
|
||||
select {
|
||||
/*
|
||||
丢弃消息容易引发数据处理处理错误
|
||||
*/
|
||||
// case <-ctx.Done():
|
||||
// log.Println("等待超时,消息丢弃 - ", data)
|
||||
case ch <- &Msg{Timestamp: timestamp, Info: data}:
|
||||
}
|
||||
cancel()
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
开启了深度数据管理功能后,系统会自动合并深度信息
|
||||
*/
|
||||
func (a *WsClient) MergeDepth(depData DepthData) (err error) {
|
||||
if !a.autoDepthMgr {
|
||||
return
|
||||
}
|
||||
|
||||
key, err := json.Marshal(depData.Arg)
|
||||
if err != nil {
|
||||
err = errors.New("数据错误")
|
||||
return
|
||||
}
|
||||
|
||||
// books5 不需要做checksum
|
||||
if depData.Arg["channel"] == "books5" {
|
||||
a.addDepthDataList(string(key), depData.Data[0])
|
||||
return
|
||||
}
|
||||
|
||||
if depData.Action == "snapshot" {
|
||||
|
||||
_, err = depData.CheckSum(nil)
|
||||
if err != nil {
|
||||
log.Println("校验失败", err)
|
||||
return
|
||||
}
|
||||
|
||||
a.addDepthDataList(string(key), depData.Data[0])
|
||||
|
||||
} else {
|
||||
|
||||
var newSnapshot *DepthDetail
|
||||
a.DepthDataLock.RLock()
|
||||
oldSnapshot, ok := a.DepthDataList[string(key)]
|
||||
if !ok {
|
||||
log.Println("深度数据错误,全量数据未发现!")
|
||||
err = errors.New("数据错误")
|
||||
return
|
||||
}
|
||||
a.DepthDataLock.RUnlock()
|
||||
newSnapshot, err = depData.CheckSum(&oldSnapshot)
|
||||
if err != nil {
|
||||
log.Println("深度校验失败", err)
|
||||
err = errors.New("校验失败")
|
||||
return
|
||||
}
|
||||
|
||||
a.updateDepthDataList(string(key), *newSnapshot)
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
通过ErrorCode判断事件类型
|
||||
*/
|
||||
func GetInfoFromErrCode(data ErrData) Event {
|
||||
switch data.Code {
|
||||
case "60001":
|
||||
return EVENT_LOGIN
|
||||
case "60002":
|
||||
return EVENT_LOGIN
|
||||
case "60003":
|
||||
return EVENT_LOGIN
|
||||
case "60004":
|
||||
return EVENT_LOGIN
|
||||
case "60005":
|
||||
return EVENT_LOGIN
|
||||
case "60006":
|
||||
return EVENT_LOGIN
|
||||
case "60007":
|
||||
return EVENT_LOGIN
|
||||
case "60008":
|
||||
return EVENT_LOGIN
|
||||
case "60009":
|
||||
return EVENT_LOGIN
|
||||
case "60010":
|
||||
return EVENT_LOGIN
|
||||
case "60011":
|
||||
return EVENT_LOGIN
|
||||
}
|
||||
|
||||
return EVENT_UNKNOWN
|
||||
}
|
||||
|
||||
/*
|
||||
从error返回中解析出对应的channel
|
||||
error信息样例
|
||||
{"event":"error","msg":"channel:index-tickers,instId:BTC-USDT1 doesn't exist","code":"60018"}
|
||||
*/
|
||||
func GetInfoFromErrMsg(raw string) (channel string) {
|
||||
reg := regexp.MustCompile(`channel:(.*?),`)
|
||||
if reg == nil {
|
||||
fmt.Println("MustCompile err")
|
||||
return
|
||||
}
|
||||
//提取关键信息
|
||||
result := reg.FindAllStringSubmatch(raw, -1)
|
||||
for _, text := range result {
|
||||
channel = text[1]
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
解析消息类型
|
||||
*/
|
||||
func (a *WsClient) parseMessage(raw []byte) (evt Event, data interface{}, err error) {
|
||||
evt = EVENT_UNKNOWN
|
||||
//log.Println("解析消息")
|
||||
//log.Println("消息内容:", string(raw))
|
||||
if string(raw) == "pong" {
|
||||
evt = EVENT_PING
|
||||
data = raw
|
||||
return
|
||||
}
|
||||
//log.Println(0, evt)
|
||||
var rspData = RspData{}
|
||||
err = json.Unmarshal(raw, &rspData)
|
||||
if err == nil {
|
||||
op := rspData.Event
|
||||
if op == OP_SUBSCRIBE || op == OP_UNSUBSCRIBE {
|
||||
channel := rspData.Arg["channel"]
|
||||
evt = GetEventId(channel)
|
||||
data = rspData
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
//log.Println("ErrData")
|
||||
var errData = ErrData{}
|
||||
err = json.Unmarshal(raw, &errData)
|
||||
if err == nil {
|
||||
op := errData.Event
|
||||
switch op {
|
||||
case OP_LOGIN:
|
||||
evt = EVENT_LOGIN
|
||||
data = errData
|
||||
//log.Println(3, evt)
|
||||
return
|
||||
case OP_ERROR:
|
||||
data = errData
|
||||
// TODO:细化报错对应的事件判断
|
||||
|
||||
//尝试从msg字段中解析对应的事件类型
|
||||
evt = GetInfoFromErrCode(errData)
|
||||
if evt != EVENT_UNKNOWN {
|
||||
return
|
||||
}
|
||||
evt = GetEventId(GetInfoFromErrMsg(errData.Msg))
|
||||
if evt == EVENT_UNKNOWN {
|
||||
evt = EVENT_ERROR
|
||||
return
|
||||
}
|
||||
return
|
||||
}
|
||||
//log.Println(5, evt)
|
||||
}
|
||||
|
||||
//log.Println("JRPCRsp")
|
||||
var jRPCRsp = JRPCRsp{}
|
||||
err = json.Unmarshal(raw, &jRPCRsp)
|
||||
if err == nil {
|
||||
data = jRPCRsp
|
||||
evt = GetEventId(jRPCRsp.Op)
|
||||
if evt != EVENT_UNKNOWN {
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
var depthData = DepthData{}
|
||||
err = json.Unmarshal(raw, &depthData)
|
||||
if err == nil {
|
||||
evt = EVENT_DEPTH_DATA
|
||||
data = depthData
|
||||
//log.Println("-->>EVENT_DEPTH_DATA", evt)
|
||||
//log.Println(evt, data)
|
||||
//log.Println(6)
|
||||
switch depthData.Arg["channel"] {
|
||||
case "books":
|
||||
return
|
||||
case "books-l2-tbt":
|
||||
return
|
||||
case "books50-l2-tbt":
|
||||
return
|
||||
case "books5":
|
||||
return
|
||||
default:
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
//log.Println("MsgData")
|
||||
var msgData = MsgData{}
|
||||
err = json.Unmarshal(raw, &msgData)
|
||||
if err == nil {
|
||||
evt = EVENT_BOOKED_DATA
|
||||
data = msgData
|
||||
//log.Println("-->>EVENT_BOOK_DATA", evt)
|
||||
//log.Println(evt, data)
|
||||
//log.Println(6)
|
||||
return
|
||||
}
|
||||
|
||||
evt = EVENT_UNKNOWN
|
||||
err = errors.New("message unknown")
|
||||
return
|
||||
}
|
||||
|
||||
func (a *WsClient) Stop() error {
|
||||
|
||||
a.lock.Lock()
|
||||
defer a.lock.Unlock()
|
||||
if !a.isStarted {
|
||||
return nil
|
||||
}
|
||||
|
||||
a.isStarted = false
|
||||
|
||||
if a.conn != nil {
|
||||
a.conn.Close()
|
||||
}
|
||||
close(a.errCh)
|
||||
close(a.sendCh)
|
||||
close(a.resCh)
|
||||
close(a.quitCh)
|
||||
|
||||
for _, ch := range a.regCh {
|
||||
close(ch)
|
||||
}
|
||||
|
||||
log.Println("ws客户端退出!")
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
添加全局消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddMessageHook(fn ReceivedDataCallback) error {
|
||||
a.onMessageHook = fn
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
添加订阅消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddBookMsgHook(fn ReceivedMsgDataCallback) error {
|
||||
a.onBookMsgHook = fn
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
添加深度消息处理的回调函数
|
||||
例如:
|
||||
cli.AddDepthHook(func(ts time.Time, data DepthData) error { return nil })
|
||||
*/
|
||||
func (a *WsClient) AddDepthHook(fn ReceivedDepthDataCallback) error {
|
||||
a.onDepthHook = fn
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
添加错误类型消息处理的回调函数
|
||||
*/
|
||||
func (a *WsClient) AddErrMsgHook(fn ReceivedDataCallback) error {
|
||||
a.OnErrorHook = fn
|
||||
return nil
|
||||
}
|
||||
|
||||
/*
|
||||
判断连接是否存活
|
||||
*/
|
||||
func (a *WsClient) IsAlive() bool {
|
||||
res := false
|
||||
if a.conn == nil {
|
||||
return res
|
||||
}
|
||||
res, _, _ = a.Ping(500)
|
||||
return res
|
||||
}
|
18
ws/ws_contants.go
Normal file
18
ws/ws_contants.go
Normal file
@ -0,0 +1,18 @@
|
||||
package ws
|
||||
|
||||
//操作符
|
||||
const (
|
||||
OP_LOGIN = "login"
|
||||
OP_ERROR = "error"
|
||||
OP_SUBSCRIBE = "subscribe"
|
||||
OP_UNSUBSCRIBE = "unsubscribe"
|
||||
)
|
||||
|
||||
// instrument Type
|
||||
const (
|
||||
SPOT = "SPOT"
|
||||
SWAP = "SWAP"
|
||||
FUTURES = "FUTURES"
|
||||
OPTION = "OPTION"
|
||||
ANY = "ANY"
|
||||
)
|
157
ws/ws_jrpc.go
Normal file
157
ws/ws_jrpc.go
Normal file
@ -0,0 +1,157 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"context"
|
||||
"log"
|
||||
"time"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
/*
|
||||
websocket交易 通用请求
|
||||
参数说明:
|
||||
evtId:封装的事件类型
|
||||
id: 请求ID
|
||||
op: 请求参数op
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) jrpcReq(evtId Event, op string, id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
res = true
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
|
||||
req := &JRPCReq{
|
||||
Id: id,
|
||||
Op: op,
|
||||
Args: params,
|
||||
}
|
||||
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, cancel := context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
defer cancel()
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
|
||||
msg, err := a.process(ctx, evtId, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
|
||||
res, err = checkResult(req, msg)
|
||||
if err != nil {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
单个下单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) PlaceOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
op := "order"
|
||||
evtId := EVENT_PLACE_ORDER
|
||||
|
||||
var args []map[string]interface{}
|
||||
args = append(args, param)
|
||||
|
||||
return a.jrpcReq(evtId, op, id, args, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
批量下单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) BatchPlaceOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
op := "batch-orders"
|
||||
evtId := EVENT_PLACE_BATCH_ORDERS
|
||||
return a.jrpcReq(evtId, op, id, params, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
单个撤单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) CancelOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
op := "cancel-order"
|
||||
evtId := EVENT_CANCEL_ORDER
|
||||
|
||||
var args []map[string]interface{}
|
||||
args = append(args, param)
|
||||
|
||||
return a.jrpcReq(evtId, op, id, args, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
批量撤单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) BatchCancelOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
op := "batch-cancel-orders"
|
||||
evtId := EVENT_CANCEL_BATCH_ORDERS
|
||||
return a.jrpcReq(evtId, op, id, params, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
单个改单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) AmendOrder(id string, param map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
op := "amend-order"
|
||||
evtId := EVENT_AMEND_ORDER
|
||||
|
||||
var args []map[string]interface{}
|
||||
args = append(args, param)
|
||||
|
||||
return a.jrpcReq(evtId, op, id, args, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
批量改单
|
||||
参数说明:
|
||||
id: 请求ID
|
||||
params: 请求参数
|
||||
timeOut: 超时时间
|
||||
*/
|
||||
func (a *WsClient) BatchAmendOrders(id string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
op := "batch-amend-orders"
|
||||
evtId := EVENT_AMEND_BATCH_ORDERS
|
||||
return a.jrpcReq(evtId, op, id, params, timeOut...)
|
||||
|
||||
}
|
186
ws/ws_jrpc_test.go
Normal file
186
ws/ws_jrpc_test.go
Normal file
@ -0,0 +1,186 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"testing"
|
||||
"time"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
func PrintDetail(d *ProcessDetail) {
|
||||
fmt.Println("[详细信息]")
|
||||
fmt.Println("请求地址:", d.EndPoint)
|
||||
fmt.Println("请求内容:", d.ReqInfo)
|
||||
fmt.Println("发送时间:", d.SendTime.Format("2006-01-02 15:04:05.000"))
|
||||
fmt.Println("响应时间:", d.RecvTime.Format("2006-01-02 15:04:05.000"))
|
||||
fmt.Println("耗时:", d.UsedTime.String())
|
||||
fmt.Printf("接受到 %v 条消息:\n", len(d.Data))
|
||||
for _, v := range d.Data {
|
||||
fmt.Printf("[%v] %v\n", v.Timestamp.Format("2006-01-02 15:04:05.000"), v.Info)
|
||||
}
|
||||
}
|
||||
|
||||
func (r *WsClient) makeOrder(instId string, tdMode string, side string, ordType string, px string, sz string) (orderId string, err error) {
|
||||
|
||||
var res bool
|
||||
var data *ProcessDetail
|
||||
|
||||
param := map[string]interface{}{}
|
||||
param["instId"] = instId
|
||||
param["tdMode"] = tdMode
|
||||
param["side"] = side
|
||||
param["ordType"] = ordType
|
||||
if px != "" {
|
||||
param["px"] = px
|
||||
}
|
||||
param["sz"] = sz
|
||||
|
||||
res, data, err = r.PlaceOrder("0011", param)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
if res && len(data.Data) == 1 {
|
||||
rsp := data.Data[0].Info.(JRPCRsp)
|
||||
if len(rsp.Data) == 1 {
|
||||
val, ok := rsp.Data[0]["ordId"]
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
orderId = val.(string)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
单个下单
|
||||
*/
|
||||
// func TestPlaceOrder(t *testing.T) {
|
||||
// r := prework_pri(CROSS_ACCOUNT)
|
||||
// r := prework_pri(TRADE_ACCOUNT)
|
||||
// var res bool
|
||||
// var err error
|
||||
// var data *ProcessDetail
|
||||
//
|
||||
// start := time.Now()
|
||||
// param := map[string]interface{}{}
|
||||
// param["instId"] = "BTC-USDT"
|
||||
// param["tdMode"] = "cash"
|
||||
// param["side"] = "buy"
|
||||
// param["ordType"] = "market"
|
||||
// param["px"] = "1"
|
||||
// param["sz"] = "200"
|
||||
//
|
||||
// res, data, err = r.PlaceOrder("0011", param)
|
||||
// if res {
|
||||
// usedTime := time.Since(start)
|
||||
// fmt.Println("下单成功!", usedTime.String())
|
||||
// PrintDetail(data)
|
||||
// } else {
|
||||
// usedTime := time.Since(start)
|
||||
// fmt.Println("下单失败!", usedTime.String(), err)
|
||||
// }
|
||||
//
|
||||
// }
|
||||
|
||||
/*
|
||||
批量下单
|
||||
*/
|
||||
// func TestPlaceBatchOrder(t *testing.T) {
|
||||
// r := prework_pri(CROSS_ACCOUNT)
|
||||
// var res bool
|
||||
// var err error
|
||||
// var data *ProcessDetail
|
||||
//
|
||||
// start := time.Now()
|
||||
// var params []map[string]interface{}
|
||||
// param := map[string]interface{}{}
|
||||
// param["instId"] = "BTC-USDT"
|
||||
// param["tdMode"] = "cash"
|
||||
// param["side"] = "sell"
|
||||
// param["ordType"] = "market"
|
||||
// param["sz"] = "0.001"
|
||||
// params = append(params, param)
|
||||
// param = map[string]interface{}{}
|
||||
// param["instId"] = "BTC-USDT"
|
||||
// param["tdMode"] = "cash"
|
||||
// param["side"] = "buy"
|
||||
// param["ordType"] = "market"
|
||||
// param["sz"] = "100"
|
||||
// params = append(params, param)
|
||||
// res, data, err = r.BatchPlaceOrders("001", params)
|
||||
// usedTime := time.Since(start)
|
||||
// if err != nil {
|
||||
// fmt.Println("下单失败!", err, usedTime.String())
|
||||
// t.Fail()
|
||||
// }
|
||||
// if res {
|
||||
// fmt.Println("下单成功!", usedTime.String())
|
||||
// PrintDetail(data)
|
||||
// } else {
|
||||
//
|
||||
// fmt.Println("下单失败!", usedTime.String())
|
||||
// t.Fail()
|
||||
// }
|
||||
//
|
||||
// }
|
||||
|
||||
/*
|
||||
撤销订单
|
||||
*/
|
||||
// func TestCancelOrder(t *testing.T) {
|
||||
// r := prework_pri(CROSS_ACCOUNT)
|
||||
//
|
||||
// 用户自定义limit限价价格
|
||||
// ordId, _ := r.makeOrder("BTC-USDT", "cash", "sell", "limit", "57000", "0.01")
|
||||
// if ordId == "" {
|
||||
// t.Fatal()
|
||||
// }
|
||||
//
|
||||
// t.Log("生成挂单:orderId=", ordId)
|
||||
//
|
||||
// param := map[string]interface{}{}
|
||||
// param["instId"] = "BTC-USDT"
|
||||
// param["ordId"] = ordId
|
||||
// start := time.Now()
|
||||
// res, _, _ := r.CancelOrder("1", param)
|
||||
// if res {
|
||||
// usedTime := time.Since(start)
|
||||
// fmt.Println("撤单成功!", usedTime.String())
|
||||
// } else {
|
||||
// t.Fatal("撤单失败!")
|
||||
// }
|
||||
// }
|
||||
|
||||
/*
|
||||
修改订单
|
||||
*/
|
||||
func TestAmendlOrder(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
|
||||
// 用户自定义limit限价价格
|
||||
ordId, _ := r.makeOrder("BTC-USDT", "cash", "sell", "limit", "57000", "0.01")
|
||||
if ordId == "" {
|
||||
t.Fatal()
|
||||
}
|
||||
|
||||
t.Log("生成挂单:orderId=", ordId)
|
||||
|
||||
param := map[string]interface{}{}
|
||||
param["instId"] = "BTC-USDT"
|
||||
param["ordId"] = ordId
|
||||
// 调整修改订单的参数
|
||||
//param["newSz"] = "0.02"
|
||||
param["newPx"] = "57001"
|
||||
|
||||
start := time.Now()
|
||||
res, _, _ := r.AmendOrder("1", param)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("修改订单成功!", usedTime.String())
|
||||
} else {
|
||||
t.Fatal("修改订单失败!")
|
||||
}
|
||||
}
|
19
ws/ws_middleware.go
Normal file
19
ws/ws_middleware.go
Normal file
@ -0,0 +1,19 @@
|
||||
package ws
|
||||
|
||||
import "fmt"
|
||||
|
||||
type ReqFunc func(...interface{}) (res bool, msg *Msg, err error)
|
||||
type Decorator func(ReqFunc) ReqFunc
|
||||
|
||||
func handler(h ReqFunc, decors ...Decorator) ReqFunc {
|
||||
for i := range decors {
|
||||
d := decors[len(decors)-1-i]
|
||||
h = d(h)
|
||||
}
|
||||
return h
|
||||
}
|
||||
|
||||
func preprocess() (res bool, msg *Msg, err error) {
|
||||
fmt.Println("preprocess")
|
||||
return
|
||||
}
|
532
ws/ws_op.go
Normal file
532
ws/ws_op.go
Normal file
@ -0,0 +1,532 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"context"
|
||||
"errors"
|
||||
"log"
|
||||
"sync"
|
||||
"time"
|
||||
. "v5sdk_go/config"
|
||||
"v5sdk_go/rest"
|
||||
. "v5sdk_go/utils"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
. "v5sdk_go/ws/wInterface"
|
||||
)
|
||||
|
||||
/*
|
||||
Ping服务端保持心跳。
|
||||
timeOut:超时时间(毫秒),如果不填默认为5000ms
|
||||
*/
|
||||
func (a *WsClient) Ping(timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
res = true
|
||||
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
msg, err := a.process(ctx, EVENT_PING, nil)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
|
||||
if len(msg) == 0 {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
str := string(msg[0].Info.([]byte))
|
||||
if str != "pong" {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
登录私有频道
|
||||
*/
|
||||
func (a *WsClient) Login(apiKey, secKey, passPhrase string, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
|
||||
if apiKey == "" {
|
||||
err = errors.New("ApiKey cannot be null")
|
||||
return
|
||||
}
|
||||
|
||||
if secKey == "" {
|
||||
err = errors.New("SecretKey cannot be null")
|
||||
return
|
||||
}
|
||||
|
||||
if passPhrase == "" {
|
||||
err = errors.New("Passphrase cannot be null")
|
||||
return
|
||||
}
|
||||
|
||||
a.WsApi = &ApiInfo{
|
||||
ApiKey: apiKey,
|
||||
SecretKey: secKey,
|
||||
Passphrase: passPhrase,
|
||||
}
|
||||
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
res = true
|
||||
|
||||
timestamp := EpochTime()
|
||||
|
||||
preHash := PreHashString(timestamp, rest.GET, "/users/self/verify", "")
|
||||
//fmt.Println("preHash:", preHash)
|
||||
var sign string
|
||||
if sign, err = HmacSha256Base64Signer(preHash, secKey); err != nil {
|
||||
log.Println("处理签名失败!", err)
|
||||
return
|
||||
}
|
||||
|
||||
args := map[string]string{}
|
||||
args["apiKey"] = apiKey
|
||||
args["passphrase"] = passPhrase
|
||||
args["timestamp"] = timestamp
|
||||
args["sign"] = sign
|
||||
req := &ReqData{
|
||||
Op: OP_LOGIN,
|
||||
Args: []map[string]string{args},
|
||||
}
|
||||
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
|
||||
msg, err := a.process(ctx, EVENT_LOGIN, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
|
||||
if len(msg) == 0 {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
info, _ := msg[0].Info.(ErrData)
|
||||
|
||||
if info.Code == "0" && info.Event == OP_LOGIN {
|
||||
log.Println("登录成功!")
|
||||
} else {
|
||||
log.Println("登录失败!")
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
等待结果响应
|
||||
*/
|
||||
func (a *WsClient) waitForResult(e Event, timeOut int) (data interface{}, err error) {
|
||||
|
||||
if _, ok := a.regCh[e]; !ok {
|
||||
a.lock.Lock()
|
||||
a.regCh[e] = make(chan *Msg)
|
||||
a.lock.Unlock()
|
||||
//log.Println("注册", e, "事件成功")
|
||||
}
|
||||
|
||||
a.lock.RLock()
|
||||
defer a.lock.RUnlock()
|
||||
ch := a.regCh[e]
|
||||
//log.Println(e, "等待响应!")
|
||||
select {
|
||||
case <-time.After(time.Duration(timeOut) * time.Millisecond):
|
||||
log.Println(e, "超时未响应!")
|
||||
err = errors.New(e.String() + "超时未响应!")
|
||||
return
|
||||
case data = <-ch:
|
||||
//log.Println(data)
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
发送消息到服务端
|
||||
*/
|
||||
func (a *WsClient) Send(ctx context.Context, op WSReqData) (err error) {
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
log.Println("发生失败退出!")
|
||||
err = errors.New("发送超时退出!")
|
||||
case a.sendCh <- op.ToString():
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
func (a *WsClient) process(ctx context.Context, e Event, op WSReqData) (data []*Msg, err error) {
|
||||
defer func() {
|
||||
_ = recover()
|
||||
}()
|
||||
|
||||
var detail *ProcessDetail
|
||||
if val := ctx.Value("detail"); val != nil {
|
||||
detail = val.(*ProcessDetail)
|
||||
} else {
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
}
|
||||
defer func() {
|
||||
//fmt.Println("处理完成,", e.String())
|
||||
detail.UsedTime = detail.RecvTime.Sub(detail.SendTime)
|
||||
}()
|
||||
|
||||
//查看事件是否被注册
|
||||
if _, ok := a.regCh[e]; !ok {
|
||||
a.lock.Lock()
|
||||
a.regCh[e] = make(chan *Msg)
|
||||
a.lock.Unlock()
|
||||
//log.Println("注册", e, "事件成功")
|
||||
} else {
|
||||
//log.Println("事件", e, "已注册!")
|
||||
err = errors.New("事件" + e.String() + "尚未处理完毕")
|
||||
return
|
||||
}
|
||||
|
||||
//预期请求响应的条数
|
||||
expectCnt := 1
|
||||
if op != nil {
|
||||
expectCnt = op.Len()
|
||||
}
|
||||
recvCnt := 0
|
||||
|
||||
//等待完成通知
|
||||
wg := sync.WaitGroup{}
|
||||
wg.Add(1)
|
||||
// 这里要先定义go routine func(){} 是为了在里面订阅channel的内容, 我们知道一个队列要想往里塞东西,必先给他安排一个订阅它的协程
|
||||
go func(ctx context.Context) {
|
||||
defer func() {
|
||||
a.lock.Lock()
|
||||
delete(a.regCh, e)
|
||||
//log.Println("事件已注销!",e)
|
||||
a.lock.Unlock()
|
||||
wg.Done()
|
||||
}()
|
||||
|
||||
a.lock.RLock()
|
||||
ch := a.regCh[e] //请求响应队列
|
||||
a.lock.RUnlock()
|
||||
|
||||
//log.Println(e, "等待响应!")
|
||||
done := false
|
||||
ok := true
|
||||
for {
|
||||
var item *Msg
|
||||
select {
|
||||
case <-ctx.Done():
|
||||
log.Println(e, "超时未响应!")
|
||||
err = errors.New(e.String() + "超时未响应!")
|
||||
return
|
||||
case item, ok = <-ch:
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
detail.RecvTime = time.Now()
|
||||
//log.Println(e, "接受到数据", item)
|
||||
// 这里只是把推送的数据显示出来,并没有做更近一步的处理,后续可以二次开发,在这个位置上进行处理
|
||||
data = append(data, item)
|
||||
recvCnt++
|
||||
//log.Println(data)
|
||||
if recvCnt == expectCnt {
|
||||
done = true
|
||||
break
|
||||
}
|
||||
}
|
||||
if done {
|
||||
break
|
||||
}
|
||||
}
|
||||
if ok {
|
||||
close(ch)
|
||||
}
|
||||
|
||||
}(ctx)
|
||||
|
||||
//
|
||||
switch e {
|
||||
case EVENT_PING:
|
||||
msg := "ping"
|
||||
detail.ReqInfo = msg
|
||||
a.sendCh <- msg
|
||||
detail.SendTime = time.Now()
|
||||
default:
|
||||
detail.ReqInfo = op.ToString()
|
||||
//这个时候ctx中已经提供了meta信息,用于发送ws请求
|
||||
err = a.Send(ctx, op)
|
||||
if err != nil {
|
||||
log.Println("发送[", e, "]消息失败!", err)
|
||||
return
|
||||
}
|
||||
detail.SendTime = time.Now()
|
||||
}
|
||||
|
||||
wg.Wait()
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
根据args请求参数判断请求类型
|
||||
如:{"channel": "account","ccy": "BTC"} 类型为 EVENT_BOOK_ACCOUNT
|
||||
*/
|
||||
func GetEventByParam(param map[string]string) (evtId Event) {
|
||||
evtId = EVENT_UNKNOWN
|
||||
channel, ok := param["channel"]
|
||||
if !ok {
|
||||
return
|
||||
}
|
||||
|
||||
evtId = GetEventId(channel)
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
订阅频道。
|
||||
req:请求json字符串
|
||||
*/
|
||||
func (a *WsClient) Subscribe(param map[string]string, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
res = true
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
|
||||
evtid := GetEventByParam(param)
|
||||
if evtid == EVENT_UNKNOWN {
|
||||
err = errors.New("非法的请求参数!")
|
||||
return
|
||||
}
|
||||
|
||||
var args []map[string]string
|
||||
args = append(args, param)
|
||||
|
||||
req := ReqData{
|
||||
Op: OP_SUBSCRIBE,
|
||||
Args: args,
|
||||
}
|
||||
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
|
||||
msg, err := a.process(ctx, evtid, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
|
||||
//检查所有频道是否都更新成功
|
||||
res, err = checkResult(req, msg)
|
||||
if err != nil {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
取消订阅频道。
|
||||
req:请求json字符串
|
||||
*/
|
||||
func (a *WsClient) UnSubscribe(param map[string]string, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
res = true
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
|
||||
evtid := GetEventByParam(param)
|
||||
if evtid == EVENT_UNKNOWN {
|
||||
err = errors.New("非法的请求参数!")
|
||||
return
|
||||
}
|
||||
|
||||
var args []map[string]string
|
||||
args = append(args, param)
|
||||
|
||||
req := ReqData{
|
||||
Op: OP_UNSUBSCRIBE,
|
||||
Args: args,
|
||||
}
|
||||
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
msg, err := a.process(ctx, evtid, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
//检查所有频道是否都更新成功
|
||||
res, err = checkResult(req, msg)
|
||||
if err != nil {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
/*
|
||||
jrpc请求
|
||||
*/
|
||||
func (a *WsClient) Jrpc(id, op string, params []map[string]interface{}, timeOut ...int) (res bool, detail *ProcessDetail, err error) {
|
||||
res = true
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
|
||||
evtid := GetEventId(op)
|
||||
if evtid == EVENT_UNKNOWN {
|
||||
err = errors.New("非法的请求参数!")
|
||||
return
|
||||
}
|
||||
|
||||
req := JRPCReq{
|
||||
Id: id,
|
||||
Op: op,
|
||||
Args: params,
|
||||
}
|
||||
detail = &ProcessDetail{
|
||||
EndPoint: a.WsEndPoint,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
ctx = context.WithValue(ctx, "detail", detail)
|
||||
msg, err := a.process(ctx, evtid, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
detail.Data = msg
|
||||
|
||||
//检查所有频道是否都更新成功
|
||||
res, err = checkResult(req, msg)
|
||||
if err != nil {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
func (a *WsClient) PubChannel(evtId Event, op string, params []map[string]string, pd Period, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
// 参数校验
|
||||
pa, err := checkParams(evtId, params, pd)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
res = true
|
||||
tm := 5000
|
||||
if len(timeOut) != 0 {
|
||||
tm = timeOut[0]
|
||||
}
|
||||
|
||||
req := ReqData{
|
||||
Op: op,
|
||||
Args: pa,
|
||||
}
|
||||
|
||||
ctx := context.Background()
|
||||
ctx, _ = context.WithTimeout(ctx, time.Duration(tm)*time.Millisecond)
|
||||
msg, err = a.process(ctx, evtId, req)
|
||||
if err != nil {
|
||||
res = false
|
||||
log.Println("处理请求失败!", req, err)
|
||||
return
|
||||
}
|
||||
|
||||
//检查所有频道是否都更新成功
|
||||
|
||||
res, err = checkResult(req, msg)
|
||||
if err != nil {
|
||||
res = false
|
||||
return
|
||||
}
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
// 参数校验
|
||||
func checkParams(evtId Event, params []map[string]string, pd Period) (res []map[string]string, err error) {
|
||||
|
||||
channel := evtId.GetChannel(pd)
|
||||
if channel == "" {
|
||||
err = errors.New("参数校验失败!未知的类型:" + evtId.String())
|
||||
return
|
||||
}
|
||||
log.Println(channel)
|
||||
if params == nil {
|
||||
tmp := make(map[string]string)
|
||||
tmp["channel"] = channel
|
||||
res = append(res, tmp)
|
||||
} else {
|
||||
//log.Println(params)
|
||||
for _, param := range params {
|
||||
|
||||
tmp := make(map[string]string)
|
||||
for k, v := range param {
|
||||
tmp[k] = v
|
||||
}
|
||||
|
||||
val, ok := tmp["channel"]
|
||||
if !ok {
|
||||
tmp["channel"] = channel
|
||||
} else {
|
||||
if val != channel {
|
||||
err = errors.New("参数校验失败!channel应为" + channel + val)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
res = append(res, tmp)
|
||||
}
|
||||
}
|
||||
|
||||
return
|
||||
}
|
40
ws/ws_priv_channel.go
Normal file
40
ws/ws_priv_channel.go
Normal file
@ -0,0 +1,40 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
/*
|
||||
订阅账户频道
|
||||
*/
|
||||
func (a *WsClient) PrivAccout(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_ACCOUNT, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
订阅持仓频道
|
||||
*/
|
||||
func (a *WsClient) PrivPostion(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_POSTION, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
订阅订单频道
|
||||
*/
|
||||
func (a *WsClient) PrivBookOrder(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_ORDER, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
订阅策略委托订单频道
|
||||
*/
|
||||
func (a *WsClient) PrivBookAlgoOrder(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_ALG_ORDER, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
订阅账户余额和持仓频道
|
||||
*/
|
||||
func (a *WsClient) PrivBalAndPos(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_B_AND_P, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
99
ws/ws_priv_channel_Accout_test.go
Normal file
99
ws/ws_priv_channel_Accout_test.go
Normal file
@ -0,0 +1,99 @@
|
||||
package ws
|
||||
|
||||
// HOW TO RUN
|
||||
// go test ws_cli.go ws_op.go ws_contants.go utils.go ws_priv_channel.go ws_priv_channel_Accout_test.go -v
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"testing"
|
||||
"time"
|
||||
)
|
||||
|
||||
const (
|
||||
TRADE_ACCOUNT = iota
|
||||
ISOLATE_ACCOUNT
|
||||
CROSS_ACCOUNT
|
||||
CROSS_ACCOUNT_B
|
||||
)
|
||||
|
||||
func prework_pri(t int) *WsClient {
|
||||
// 模拟环境
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/private"
|
||||
var apikey, passphrase, secretKey string
|
||||
// 把账号密码写这里
|
||||
switch t {
|
||||
case TRADE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case ISOLATE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT_B:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
}
|
||||
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
var res bool
|
||||
start := time.Now()
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("登录成功!", usedTime.String())
|
||||
} else {
|
||||
log.Fatal("登录失败!", err)
|
||||
}
|
||||
fmt.Println(apikey, secretKey, passphrase)
|
||||
return r
|
||||
}
|
||||
|
||||
// 账户频道 测试
|
||||
func TestAccout(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["ccy"] = "BTC"
|
||||
args = append(args, arg)
|
||||
fmt.Println("args: ", args)
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivAccout(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅所有成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅所有成功!", err)
|
||||
t.Fatal("订阅所有成功!", err)
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
start = time.Now()
|
||||
// res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args)
|
||||
// if res {
|
||||
// usedTime := time.Since(start)
|
||||
// fmt.Println("取消订阅所有成功!", usedTime.String())
|
||||
// } else {
|
||||
// fmt.Println("取消订阅所有失败!", err)
|
||||
// t.Fatal("取消订阅所有失败!", err)
|
||||
// }
|
||||
|
||||
}
|
247
ws/ws_priv_channel_test.go
Normal file
247
ws/ws_priv_channel_test.go
Normal file
@ -0,0 +1,247 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"testing"
|
||||
"time"
|
||||
)
|
||||
|
||||
const (
|
||||
TRADE_ACCOUNT = iota
|
||||
ISOLATE_ACCOUNT
|
||||
CROSS_ACCOUNT
|
||||
CROSS_ACCOUNT_B
|
||||
)
|
||||
|
||||
func prework_pri(t int) *WsClient {
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/private"
|
||||
var apikey, passphrase, secretKey string
|
||||
// 把账号密码写这里
|
||||
switch t {
|
||||
case TRADE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case ISOLATE_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
case CROSS_ACCOUNT_B:
|
||||
apikey = "fe468418-5e40-433f-8d04-04951286d417"
|
||||
passphrase = "M4pw71Id"
|
||||
secretKey = "D6D74DF9DD60A25BE2B27CA71D8F814D"
|
||||
}
|
||||
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
var res bool
|
||||
//start := time.Now()
|
||||
res, _, err = r.Login(apikey, secretKey, passphrase)
|
||||
if res {
|
||||
//usedTime := time.Since(start)
|
||||
//fmt.Println("登录成功!",usedTime.String())
|
||||
} else {
|
||||
log.Fatal("登录失败!", err)
|
||||
}
|
||||
fmt.Println(apikey, secretKey, passphrase)
|
||||
return r
|
||||
}
|
||||
|
||||
// 账户频道 测试
|
||||
func TestAccout(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
//arg["ccy"] = "BTC"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivAccout(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅所有成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅所有成功!", err)
|
||||
t.Fatal("订阅所有成功!", err)
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅所有成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅所有失败!", err)
|
||||
t.Fatal("取消订阅所有失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 持仓频道 测试
|
||||
func TestPositon(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = FUTURES
|
||||
arg["uly"] = "BTC-USD"
|
||||
//arg["instId"] = "BTC-USD-210319"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivPostion(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60000 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivPostion(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 订单频道 测试
|
||||
func TestBookOrder(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
arg["instType"] = "ANY"
|
||||
//arg["instType"] = "SWAP"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivBookOrder(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(6000 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivBookOrder(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 策略委托订单频道 测试
|
||||
func TestAlgoOrder(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = "SPOT"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivBookAlgoOrder(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivBookAlgoOrder(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 账户余额和持仓频道 测试
|
||||
func TestPrivBalAndPos(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PrivBalAndPos(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(600 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PrivBalAndPos(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
141
ws/ws_pub_channel.go
Normal file
141
ws/ws_pub_channel.go
Normal file
@ -0,0 +1,141 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"errors"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
/*
|
||||
产品频道
|
||||
*/
|
||||
func (a *WsClient) PubInstruemnts(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_INSTRUMENTS, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
// 获取系统维护的状态,当系统维护状态改变时推送
|
||||
func (a *WsClient) PubStatus(op string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_STATUS, op, nil, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
行情频道
|
||||
*/
|
||||
func (a *WsClient) PubTickers(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_TICKERS, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
持仓总量频道
|
||||
*/
|
||||
func (a *WsClient) PubOpenInsterest(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
return a.PubChannel(EVENT_BOOK_OPEN_INTEREST, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
K线频道
|
||||
*/
|
||||
func (a *WsClient) PubKLine(op string, period Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_KLINE, op, params, period, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
交易频道
|
||||
*/
|
||||
func (a *WsClient) PubTrade(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_TRADE, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
预估交割/行权价格频道
|
||||
*/
|
||||
func (a *WsClient) PubEstDePrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_ESTIMATE_PRICE, op, params, PERIOD_NONE, timeOut...)
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
标记价格频道
|
||||
*/
|
||||
func (a *WsClient) PubMarkPrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_MARK_PRICE, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
标记价格K线频道
|
||||
*/
|
||||
func (a *WsClient) PubMarkPriceCandle(op string, pd Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_MARK_PRICE_CANDLE_CHART, op, params, pd, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
限价频道
|
||||
*/
|
||||
func (a *WsClient) PubLimitPrice(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_LIMIT_PRICE, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
深度频道
|
||||
*/
|
||||
func (a *WsClient) PubOrderBooks(op string, channel string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
switch channel {
|
||||
// 400档快照
|
||||
case "books":
|
||||
return a.PubChannel(EVENT_BOOK_ORDER_BOOK, op, params, PERIOD_NONE, timeOut...)
|
||||
// 5档快照
|
||||
case "books5":
|
||||
return a.PubChannel(EVENT_BOOK_ORDER_BOOK5, op, params, PERIOD_NONE, timeOut...)
|
||||
// 400 tbt
|
||||
case "books-l2-tbt":
|
||||
return a.PubChannel(EVENT_BOOK_ORDER_BOOK_TBT, op, params, PERIOD_NONE, timeOut...)
|
||||
// 50 tbt
|
||||
case "books50-l2-tbt":
|
||||
return a.PubChannel(EVENT_BOOK_ORDER_BOOK50_TBT, op, params, PERIOD_NONE, timeOut...)
|
||||
|
||||
default:
|
||||
err = errors.New("未知的channel")
|
||||
return
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
期权定价频道
|
||||
*/
|
||||
func (a *WsClient) PubOptionSummary(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_OPTION_SUMMARY, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
资金费率频道
|
||||
*/
|
||||
func (a *WsClient) PubFundRate(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_FUND_RATE, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
指数K线频道
|
||||
*/
|
||||
func (a *WsClient) PubKLineIndex(op string, pd Period, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_KLINE_INDEX, op, params, pd, timeOut...)
|
||||
}
|
||||
|
||||
/*
|
||||
指数行情频道
|
||||
*/
|
||||
func (a *WsClient) PubIndexTickers(op string, params []map[string]string, timeOut ...int) (res bool, msg []*Msg, err error) {
|
||||
|
||||
return a.PubChannel(EVENT_BOOK_INDEX_TICKERS, op, params, PERIOD_NONE, timeOut...)
|
||||
}
|
669
ws/ws_pub_channel_test.go
Normal file
669
ws/ws_pub_channel_test.go
Normal file
@ -0,0 +1,669 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"log"
|
||||
"strings"
|
||||
"testing"
|
||||
"time"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
)
|
||||
|
||||
func prework() *WsClient {
|
||||
ep := "wss://wsaws.okex.com:8443/ws/v5/private"
|
||||
|
||||
r, err := NewWsClient(ep)
|
||||
if err != nil {
|
||||
log.Fatal(err)
|
||||
}
|
||||
|
||||
err = r.Start()
|
||||
if err != nil {
|
||||
log.Fatal(err, ep)
|
||||
}
|
||||
return r
|
||||
}
|
||||
|
||||
// 产品频道测试
|
||||
func TestInstruemnts(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = SPOT
|
||||
//arg["instType"] = OPTION
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubInstruemnts(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(3 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// status频道测试
|
||||
func TestStatus(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubStatus(OP_SUBSCRIBE)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(10000 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubStatus(OP_UNSUBSCRIBE)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 行情频道测试
|
||||
func TestTickers(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubTickers(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(600 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubTickers(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 持仓总量频道 测试
|
||||
func TestOpenInsterest(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "LTC-USD-SWAP"
|
||||
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubOpenInsterest(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubOpenInsterest(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// K线频道测试
|
||||
func TestKLine(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
|
||||
// 1分钟K
|
||||
period := PERIOD_1MIN
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubKLine(OP_SUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubKLine(OP_UNSUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 交易频道测试
|
||||
func TestTrade(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubTrade(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubTrade(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 预估交割/行权价格频道 测试
|
||||
func TestEstDePrice(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instType"] = FUTURES
|
||||
arg["uly"] = "BTC-USD"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubEstDePrice(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubEstDePrice(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 标记价格频道 测试
|
||||
func TestMarkPrice(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubMarkPrice(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubMarkPrice(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 标记价格K线频道 测试s
|
||||
func TestMarkPriceCandle(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
|
||||
period := PERIOD_1MIN
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubMarkPriceCandle(OP_SUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubMarkPriceCandle(OP_UNSUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 限价频道 测试
|
||||
func TestLimitPrice(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubLimitPrice(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubLimitPrice(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 深度频道 测试
|
||||
func TestOrderBooks(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
/*
|
||||
设置关闭深度数据管理
|
||||
*/
|
||||
// err = r.EnableAutoDepthMgr(false)
|
||||
// if err != nil {
|
||||
// fmt.Println("关闭自动校验失败!")
|
||||
// }
|
||||
|
||||
end := make(chan struct{})
|
||||
|
||||
r.AddDepthHook(func(ts time.Time, data DepthData) error {
|
||||
// 对于深度类型数据处理的用户可以自定义
|
||||
|
||||
// 检测深度数据是否正常
|
||||
key, _ := json.Marshal(data.Arg)
|
||||
fmt.Println("个数:", len(data.Data[0].Asks))
|
||||
checksum := data.Data[0].Checksum
|
||||
fmt.Println("[自定义方法] ", string(key), ", checksum = ", checksum)
|
||||
|
||||
for _, ask := range data.Data[0].Asks {
|
||||
|
||||
arr := strings.Split(ask[0], ".")
|
||||
//fmt.Println(arr)
|
||||
if len(arr) > 1 && len(arr[1]) > 2 {
|
||||
fmt.Println("ask数据异常,", checksum, "ask:", ask)
|
||||
t.Fatal()
|
||||
end <- struct{}{}
|
||||
return nil
|
||||
} else {
|
||||
fmt.Println("bid数据正常,", checksum, "ask:", ask)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
for _, bid := range data.Data[0].Bids {
|
||||
|
||||
arr := strings.Split(bid[0], ".")
|
||||
//fmt.Println(arr)
|
||||
if len(arr) > 1 && len(arr[1]) > 2 {
|
||||
fmt.Println("bid数据异常,", checksum, "bid:", bid)
|
||||
t.Fatal()
|
||||
end <- struct{}{}
|
||||
return nil
|
||||
} else {
|
||||
fmt.Println("ask数据正常,", checksum, "bid:", bid)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// // 查看当前合并后的全量深度数据
|
||||
// snapshot, err := r.GetSnapshotByChannel(data)
|
||||
// if err != nil {
|
||||
// t.Fatal("深度数据不存在!")
|
||||
// }
|
||||
// // 展示ask/bid 前5档数据
|
||||
// fmt.Println(" Ask 5 档数据 >> ")
|
||||
// for _, v := range snapshot.Asks[:5] {
|
||||
// fmt.Println(" price:", v[0], " amount:", v[1])
|
||||
// }
|
||||
// fmt.Println(" Bid 5 档数据 >> ")
|
||||
// for _, v := range snapshot.Bids[:5] {
|
||||
// fmt.Println(" price:", v[0], " amount:", v[1])
|
||||
// }
|
||||
return nil
|
||||
})
|
||||
|
||||
// 可选类型:books books5 books-l2-tbt
|
||||
channel := "books50-l2-tbt"
|
||||
|
||||
instIds := []string{"BTC-USDT"}
|
||||
for _, instId := range instIds {
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = instId
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubOrderBooks(OP_SUBSCRIBE, channel, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
}
|
||||
}
|
||||
|
||||
select {
|
||||
case <-end:
|
||||
|
||||
}
|
||||
//等待推送
|
||||
for _, instId := range instIds {
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = instId
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubOrderBooks(OP_UNSUBSCRIBE, channel, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 期权定价频道 测试
|
||||
func TestOptionSummary(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["uly"] = "BTC-USD"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubOptionSummary(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubOptionSummary(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 资金费率 测试
|
||||
func TestFundRate(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USD-SWAP"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubFundRate(OP_SUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(600 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubFundRate(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 指数K线频道 测试
|
||||
func TestKLineIndex(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
period := PERIOD_1MIN
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubKLineIndex(OP_SUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubKLineIndex(OP_UNSUBSCRIBE, period, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// 指数行情频道 测试
|
||||
func TestIndexMarket(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var args []map[string]string
|
||||
arg := make(map[string]string)
|
||||
arg["instId"] = "BTC-USDT"
|
||||
args = append(args, arg)
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.PubIndexTickers(OP_SUBSCRIBE, args)
|
||||
if err != nil {
|
||||
fmt.Println("订阅失败!", err)
|
||||
}
|
||||
usedTime := time.Since(start)
|
||||
if res {
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", usedTime.String())
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(600 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.PubIndexTickers(OP_UNSUBSCRIBE, args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
386
ws/ws_test.go
Normal file
386
ws/ws_test.go
Normal file
@ -0,0 +1,386 @@
|
||||
package ws
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"log"
|
||||
"testing"
|
||||
"time"
|
||||
. "v5sdk_go/ws/wImpl"
|
||||
|
||||
"github.com/stretchr/testify/assert"
|
||||
)
|
||||
|
||||
func init() {
|
||||
log.SetFlags(log.LstdFlags | log.Llongfile)
|
||||
|
||||
}
|
||||
|
||||
func TestPing(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
|
||||
res, _, _ := r.Ping()
|
||||
assert.True(t, res, true)
|
||||
}
|
||||
|
||||
func TestWsClient_SubscribeAndUnSubscribe(t *testing.T) {
|
||||
r := prework()
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "opt-summary"
|
||||
param["uly"] = "BTC-USD"
|
||||
|
||||
start := time.Now()
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.UnSubscribe(param)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
t.Fatal("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
func TestWsClient_SubscribeAndUnSubscribe_priv(t *testing.T) {
|
||||
r := prework_pri(ISOLATE_ACCOUNT)
|
||||
var err error
|
||||
var res bool
|
||||
|
||||
var params []map[string]string
|
||||
params = append(params, map[string]string{"channel": "orders", "instType": SPOT, "instId": "BTC-USDT"})
|
||||
//一个失败的订阅用例
|
||||
params = append(params, map[string]string{"channel": "positions", "instType": "any"})
|
||||
|
||||
for _, v := range params {
|
||||
start := time.Now()
|
||||
var data *ProcessDetail
|
||||
res, data, err = r.Subscribe(v)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("订阅成功!", usedTime.String())
|
||||
PrintDetail(data)
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
time.Sleep(60 * time.Second)
|
||||
//等待推送
|
||||
|
||||
start = time.Now()
|
||||
res, _, err = r.UnSubscribe(v)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("取消订阅成功!", usedTime.String())
|
||||
} else {
|
||||
fmt.Println("取消订阅失败!", err)
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
func TestWsClient_Jrpc(t *testing.T) {
|
||||
//r := prework_pri(ISOLATE_ACCOUNT)
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
var data *ProcessDetail
|
||||
|
||||
start := time.Now()
|
||||
var args []map[string]interface{}
|
||||
|
||||
param := map[string]interface{}{}
|
||||
param["instId"] = "BTC-USDT"
|
||||
param["clOrdId"] = "SIM0dcopy16069997808063455"
|
||||
param["tdMode"] = "cross"
|
||||
param["side"] = "sell"
|
||||
param["ordType"] = "limit"
|
||||
param["px"] = "19333.3"
|
||||
param["sz"] = "0.18605445"
|
||||
|
||||
param1 := map[string]interface{}{}
|
||||
param1["instId"] = "BTC-USDT"
|
||||
param1["clOrdId"] = "SIM0dcopy16069997808063456"
|
||||
param1["tdMode"] = "cross"
|
||||
param1["side"] = "sell"
|
||||
param1["ordType"] = "limit"
|
||||
param1["px"] = "19334.2"
|
||||
param1["sz"] = "0.03508913"
|
||||
|
||||
param2 := map[string]interface{}{}
|
||||
param2["instId"] = "BTC-USDT"
|
||||
param2["clOrdId"] = "SIM0dcopy16069997808063457"
|
||||
param2["tdMode"] = "cross"
|
||||
param2["side"] = "sell"
|
||||
param2["ordType"] = "limit"
|
||||
param2["px"] = "19334.8"
|
||||
param2["sz"] = "0.03658186"
|
||||
|
||||
param3 := map[string]interface{}{}
|
||||
param3["instId"] = "BTC-USDT"
|
||||
param3["clOrdId"] = "SIM0dcopy16069997808063458"
|
||||
param3["tdMode"] = "cross"
|
||||
param3["side"] = "sell"
|
||||
param3["ordType"] = "limit"
|
||||
param3["px"] = "19334.9"
|
||||
param3["sz"] = "0.5"
|
||||
|
||||
param4 := map[string]interface{}{}
|
||||
param4["instId"] = "BTC-USDT"
|
||||
param4["clOrdId"] = "SIM0dcopy16069997808063459"
|
||||
param4["tdMode"] = "cross"
|
||||
param4["side"] = "sell"
|
||||
param4["ordType"] = "limit"
|
||||
param4["px"] = "19335.2"
|
||||
param4["sz"] = "0.3"
|
||||
|
||||
param5 := map[string]interface{}{}
|
||||
param5["instId"] = "BTC-USDT"
|
||||
param5["clOrdId"] = "SIM0dcopy16069997808063460"
|
||||
param5["tdMode"] = "cross"
|
||||
param5["side"] = "sell"
|
||||
param5["ordType"] = "limit"
|
||||
param5["px"] = "19335.9"
|
||||
param5["sz"] = "0.051"
|
||||
|
||||
param6 := map[string]interface{}{}
|
||||
param6["instId"] = "BTC-USDT"
|
||||
param6["clOrdId"] = "SIM0dcopy16069997808063461"
|
||||
param6["tdMode"] = "cross"
|
||||
param6["side"] = "sell"
|
||||
param6["ordType"] = "limit"
|
||||
param6["px"] = "19336.4"
|
||||
param6["sz"] = "1"
|
||||
|
||||
param7 := map[string]interface{}{}
|
||||
param7["instId"] = "BTC-USDT"
|
||||
param7["clOrdId"] = "SIM0dcopy16069997808063462"
|
||||
param7["tdMode"] = "cross"
|
||||
param7["side"] = "sell"
|
||||
param7["ordType"] = "limit"
|
||||
param7["px"] = "19336.8"
|
||||
param7["sz"] = "0.475"
|
||||
|
||||
param8 := map[string]interface{}{}
|
||||
param8["instId"] = "BTC-USDT"
|
||||
param8["clOrdId"] = "SIM0dcopy16069997808063463"
|
||||
param8["tdMode"] = "cross"
|
||||
param8["side"] = "sell"
|
||||
param8["ordType"] = "limit"
|
||||
param8["px"] = "19337.3"
|
||||
param8["sz"] = "0.21299357"
|
||||
|
||||
param9 := map[string]interface{}{}
|
||||
param9["instId"] = "BTC-USDT"
|
||||
param9["clOrdId"] = "SIM0dcopy16069997808063464"
|
||||
param9["tdMode"] = "cross"
|
||||
param9["side"] = "sell"
|
||||
param9["ordType"] = "limit"
|
||||
param9["px"] = "19337.5"
|
||||
param9["sz"] = "0.5"
|
||||
|
||||
args = append(args, param)
|
||||
args = append(args, param1)
|
||||
args = append(args, param2)
|
||||
args = append(args, param3)
|
||||
args = append(args, param4)
|
||||
args = append(args, param5)
|
||||
args = append(args, param6)
|
||||
args = append(args, param7)
|
||||
args = append(args, param8)
|
||||
args = append(args, param9)
|
||||
|
||||
res, data, err = r.Jrpc("okexv5wsapi001", "order", args)
|
||||
if res {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单成功!", usedTime.String())
|
||||
PrintDetail(data)
|
||||
} else {
|
||||
usedTime := time.Since(start)
|
||||
fmt.Println("下单失败!", usedTime.String(), err)
|
||||
}
|
||||
}
|
||||
|
||||
/*
|
||||
测试 添加全局消息回调函数
|
||||
*/
|
||||
func TestAddMessageHook(t *testing.T) {
|
||||
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
|
||||
r.AddMessageHook(func(msg *Msg) error {
|
||||
// 添加你的方法
|
||||
fmt.Println("这是全局消息自定义MessageHook")
|
||||
fmt.Println("当前数据是", msg)
|
||||
return nil
|
||||
})
|
||||
|
||||
select {}
|
||||
}
|
||||
|
||||
/*
|
||||
普通推送数据回调函数
|
||||
*/
|
||||
func TestAddBookedDataHook(t *testing.T) {
|
||||
var r *WsClient
|
||||
|
||||
/*订阅私有频道*/
|
||||
{
|
||||
r = prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
r.AddBookMsgHook(func(ts time.Time, data MsgData) error {
|
||||
// 添加你的方法
|
||||
fmt.Println("这是私有自定义AddBookMsgHook")
|
||||
fmt.Println("当前数据是", data)
|
||||
return nil
|
||||
})
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "account"
|
||||
param["ccy"] = "BTC"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(100 * time.Second)
|
||||
}
|
||||
|
||||
//订阅公共频道
|
||||
{
|
||||
r = prework()
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
r.AddBookMsgHook(func(ts time.Time, data MsgData) error {
|
||||
// 添加你的方法
|
||||
fmt.Println("这是公共自定义AddBookMsgHook")
|
||||
fmt.Println("当前数据是", data)
|
||||
return nil
|
||||
})
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "instruments"
|
||||
param["instType"] = "FUTURES"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
select {}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
func TestGetInfoFromErrMsg(t *testing.T) {
|
||||
a := assert.New(t)
|
||||
buf := `
|
||||
"channel:index-tickers,instId:BTC-USDT1 doesn't exist"
|
||||
`
|
||||
ch := GetInfoFromErrMsg(buf)
|
||||
//t.Log(ch)
|
||||
a.Equal("index-tickers", ch)
|
||||
|
||||
//assert.True(t,ch == "index-tickers")
|
||||
}
|
||||
|
||||
/*
|
||||
|
||||
*/
|
||||
func TestParseMessage(t *testing.T) {
|
||||
r := prework()
|
||||
var evt Event
|
||||
msg := `{"event":"error","msg":"Contract does not exist.","code":"51001"}`
|
||||
|
||||
evt, _, _ = r.parseMessage([]byte(msg))
|
||||
assert.True(t, EVENT_ERROR == evt)
|
||||
|
||||
msg = `{"event":"error","msg":"channel:positions,ccy:BTC doesn't exist","code":"60018"}`
|
||||
evt, _, _ = r.parseMessage([]byte(msg))
|
||||
assert.True(t, EVENT_BOOK_POSTION == evt)
|
||||
}
|
||||
|
||||
/*
|
||||
原始方式 深度订阅 测试
|
||||
*/
|
||||
func TestSubscribeTBT(t *testing.T) {
|
||||
r := prework()
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
// 添加你的方法
|
||||
r.AddDepthHook(func(ts time.Time, data DepthData) error {
|
||||
//fmt.Println("这是自定义AddBookMsgHook")
|
||||
fmt.Println("当前数据是:", data)
|
||||
return nil
|
||||
})
|
||||
|
||||
param := map[string]string{}
|
||||
param["channel"] = "books-l2-tbt"
|
||||
//param["channel"] = "books"
|
||||
param["instId"] = "BTC-USD-SWAP"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
}
|
||||
|
||||
/*
|
||||
|
||||
*/
|
||||
func TestSubscribeBalAndPos(t *testing.T) {
|
||||
r := prework_pri(CROSS_ACCOUNT)
|
||||
var res bool
|
||||
var err error
|
||||
|
||||
param := map[string]string{}
|
||||
|
||||
// 产品信息
|
||||
param["channel"] = "balance_and_position"
|
||||
|
||||
res, _, err = r.Subscribe(param)
|
||||
if res {
|
||||
fmt.Println("订阅成功!")
|
||||
} else {
|
||||
fmt.Println("订阅失败!", err)
|
||||
t.Fatal("订阅失败!", err)
|
||||
//return
|
||||
}
|
||||
|
||||
time.Sleep(60 * time.Second)
|
||||
}
|
Loading…
x
Reference in New Issue
Block a user