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huobi.go
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huobi.go
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package market
import (
"context"
"encoding/json"
"errors"
"github.com/gorilla/websocket"
"log"
"strings"
"time"
)
var huoBiUrl = "wss://api.huobi.pro/ws"
const huobiPingCheck int64 = 5
const huobiWsPingTimeout int64 = 10
type huoBiHandler struct {
pingLastTime int64
}
func newHuoBi(ctx context.Context) *Worker {
return &Worker{
ctx: ctx,
wsUrl: huoBiUrl,
handler: &huoBiHandler{
pingLastTime: time.Now().Unix(),
},
Organize: HuoBi,
Status: runIng,
Subscribes: make(map[string][]byte),
Subscribing: make(map[string][]byte),
LastRunTimestamp: time.Duration(time.Now().UnixNano() / 1e6),
WsConn: nil,
List: newList(),
}
}
func (h *huoBiHandler) formatSubscribeHandle(s *Subscriber) (b []byte) {
switch s.MarketType {
case SpotMarket:
b = []byte(`{"id":"id1","sub":"market.` + s.Symbol + `.depth.step1"}`)
case FuturesMarket:
case OptionMarket:
case WapMarket:
}
return
}
type huobiSubscriber struct {
Status string `json:"status"`
Subbed string `json:"subbed"`
}
func (h *huoBiHandler) subscribed(msg []byte, w *Worker) {
subscribe := &huobiSubscriber{}
json.Unmarshal(msg, subscribe)
if subscribe.Status == "ok" {
w.subscribed(strings.Split(subscribe.Subbed, ".")[1])
}
}
func (h *huoBiHandler) pingPongHandle(w *Worker) {
for {
select {
case <-time.NewTimer(time.Second * time.Duration(huobiPingCheck)).C:
if (time.Now().Unix() - h.pingLastTime) > huobiWsPingTimeout {
log.Printf("%s pingpong断线", HuoBi)
w.closeRedialSub()
} else {
pong, _ := json.Marshal(struct {
Pong time.Duration `json:"pong"`
}{
Pong: time.Duration(time.Now().UnixNano() / 1e6),
})
w.writeMessage(websocket.TextMessage, pong)
}
}
}
}
func (h *huobiProvider) setSymbol() {
h.Symbol = strings.Split(h.Ch, ".")[1]
}
func (h *huoBiHandler) formatMsgHandle(msgType int, msg []byte, w *Worker) (*Marketer, error) {
switch msgType {
case websocket.BinaryMessage:
msg, err := gzipDecode(msg)
if err != nil {
return nil, err
}
market, err := h.marketerMsg(msg)
if err == nil {
return market, err
}
h.pongMsg(msg)
h.subscribed(msg, w)
return nil, nil
default:
return nil, nil
}
}
type huobiProvider struct {
Ch string `json:"ch"`
Symbol string
Tick struct {
Bids [][2]float64 `json:"bids"`
Asks [][2]float64 `json:"asks"`
bidsDepth Depth
asksDepth Depth
} `json:"tick"`
Timestamp time.Duration `json:"ts"`
}
func (h *huoBiHandler) marketerMsg(msg []byte) (*Marketer, error) {
huobiData := &huobiProvider{}
err := json.Unmarshal(msg, huobiData)
if err != nil {
return nil, err
}
if len(huobiData.Tick.Bids) == 0 || len(huobiData.Tick.Asks) == 0 {
return nil, errors.New("序列化市场深度错误")
}
huobiData.Tick.bidsDepth = make(Depth, len(huobiData.Tick.Bids))
huobiData.Tick.asksDepth = make(Depth, len(huobiData.Tick.Asks))
huobiData.Tick.bidsDepth = huobiData.Tick.bidsDepth.formatFloat(huobiData.Tick.Bids)
huobiData.Tick.asksDepth = huobiData.Tick.asksDepth.formatFloat(huobiData.Tick.Asks)
huobiData.setSymbol()
return h.newMarketer(huobiData)
}
func (h *huoBiHandler) newMarketer(p *huobiProvider) (*Marketer, error) {
return &Marketer{
Organize: HuoBi,
Symbol: p.Symbol,
BuyFirst: p.Tick.bidsDepth[0][0],
SellFirst: p.Tick.asksDepth[0][0],
BuyDepth: p.Tick.bidsDepth,
SellDepth: p.Tick.asksDepth,
Timestamp: p.Timestamp,
Temporize: time.Duration(time.Now().UnixNano()/1e6) - p.Timestamp,
}, nil
}
type huobiPing struct {
Ping int64 `json:"ping"`
}
func (h *huoBiHandler) pongMsg(msg []byte) {
huobiPing := &huobiPing{}
json.Unmarshal(msg, huobiPing)
if huobiPing.Ping != 0 {
h.pingLastTime = time.Now().Unix()
}
}