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v5_ws_public_orderbook.go
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v5_ws_public_orderbook.go
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package bybit
import (
"encoding/json"
"errors"
"fmt"
"strconv"
"strings"
"github.com/gorilla/websocket"
)
// SubscribeOrderBook :
func (s *V5WebsocketPublicService) SubscribeOrderBook(
key V5WebsocketPublicOrderBookParamKey,
f func(V5WebsocketPublicOrderBookResponse) error,
) (func() error, error) {
if err := s.addParamOrderBookFunc(key, f); err != nil {
return nil, err
}
param := struct {
Op string `json:"op"`
Args []interface{} `json:"args"`
}{
Op: "subscribe",
Args: []interface{}{key.Topic()},
}
buf, err := json.Marshal(param)
if err != nil {
return nil, err
}
if err := s.writeMessage(websocket.TextMessage, buf); err != nil {
return nil, err
}
return func() error {
param := struct {
Op string `json:"op"`
Args []interface{} `json:"args"`
}{
Op: "unsubscribe",
Args: []interface{}{key.Topic()},
}
buf, err := json.Marshal(param)
if err != nil {
return err
}
if err := s.writeMessage(websocket.TextMessage, []byte(buf)); err != nil {
return err
}
s.removeParamOrderBookFunc(key)
return nil
}, nil
}
// V5WebsocketPublicOrderBookParamKey :
type V5WebsocketPublicOrderBookParamKey struct {
Depth int
Symbol SymbolV5
}
// Topic :
func (k *V5WebsocketPublicOrderBookParamKey) Topic() string {
return fmt.Sprintf("%s.%d.%s", V5WebsocketPublicTopicOrderBook, k.Depth, k.Symbol)
}
// V5WebsocketPublicOrderBookResponse :
type V5WebsocketPublicOrderBookResponse struct {
Topic string `json:"topic"`
Type string `json:"type"`
TimeStamp int64 `json:"ts"`
Data V5WebsocketPublicOrderBookData `json:"data"`
}
// V5WebsocketPublicOrderBookData :
type V5WebsocketPublicOrderBookData struct {
Symbol SymbolV5 `json:"s"`
Bids V5WebsocketPublicOrderBookBids `json:"b"`
Asks V5WebsocketPublicOrderBookAsks `json:"a"`
UpdateID int `json:"u"`
Seq int `json:"seq"`
}
// V5WebsocketPublicOrderBookBids :
type V5WebsocketPublicOrderBookBids []struct {
Price string `json:"price"`
Size string `json:"size"`
}
// UnmarshalJSON :
func (b *V5WebsocketPublicOrderBookBids) UnmarshalJSON(data []byte) error {
parsedData := [][]string{}
if err := json.Unmarshal(data, &parsedData); err != nil {
return err
}
items := make(V5WebsocketPublicOrderBookBids, len(parsedData))
for i, item := range parsedData {
item := item
if len(item) != 2 {
return errors.New("so far len(item) must be 2, please check it on documents")
}
items[i].Price = item[0]
items[i].Size = item[1]
}
*b = items
return nil
}
// V5WebsocketPublicOrderBookAsks :
type V5WebsocketPublicOrderBookAsks []struct {
Price string `json:"price"`
Size string `json:"size"`
}
// UnmarshalJSON :
func (b *V5WebsocketPublicOrderBookAsks) UnmarshalJSON(data []byte) error {
parsedData := [][]string{}
if err := json.Unmarshal(data, &parsedData); err != nil {
return err
}
items := make(V5WebsocketPublicOrderBookAsks, len(parsedData))
for i, item := range parsedData {
item := item
if len(item) != 2 {
return errors.New("so far len(item) must be 2, please check it on documents")
}
items[i].Price = item[0]
items[i].Size = item[1]
}
*b = items
return nil
}
// Key :
func (r *V5WebsocketPublicOrderBookResponse) Key() V5WebsocketPublicOrderBookParamKey {
topic := r.Topic
arr := strings.Split(topic, ".")
if arr[0] != V5WebsocketPublicTopicOrderBook.String() || len(arr) != 3 {
return V5WebsocketPublicOrderBookParamKey{}
}
depth, err := strconv.Atoi(arr[1])
if err != nil {
return V5WebsocketPublicOrderBookParamKey{}
}
symbol := SymbolV5(arr[2])
return V5WebsocketPublicOrderBookParamKey{
Depth: depth,
Symbol: symbol,
}
}
// addParamOrderBookFunc :
func (s *V5WebsocketPublicService) addParamOrderBookFunc(key V5WebsocketPublicOrderBookParamKey, f func(V5WebsocketPublicOrderBookResponse) error) error {
if _, exist := s.paramOrderBookMap.Get(key); exist {
return errors.New("already registered for this param")
}
s.paramOrderBookMap.Add(key, f)
return nil
}
// removeParamTradeFunc :
func (s *V5WebsocketPublicService) removeParamOrderBookFunc(key V5WebsocketPublicOrderBookParamKey) {
s.paramOrderBookMap.Remove(key)
}
// retrievePositionFunc :
func (s *V5WebsocketPublicService) retrieveOrderBookFunc(key V5WebsocketPublicOrderBookParamKey) (func(V5WebsocketPublicOrderBookResponse) error, bool) {
f, exist := s.paramOrderBookMap.Get(key)
return f, exist
}