support v5 ws trade (#183)

* support v5 ws trade
Simple implementation, does not care whether the ws request is submitted successfully, the actual situation is based on the message received by order ws.

* change module name

go.mod

@@ -1,4 +1,4 @@
-module github.com/hirokisan/bybit/v2
+module github.com/drinkthere/bybit
 
 go 1.21
 

v5_account_service.go

@@ -16,6 +16,7 @@ type V5AccountServiceI interface {
 	GetCollateralInfo(V5GetCollateralInfoParam) (*V5GetCollateralInfoResponse, error)
 	GetAccountInfo() (*V5GetAccountInfoResponse, error)
 	GetTransactionLog(V5GetTransactionLogParam) (*V5GetTransactionLogResponse, error)
+	GetFeeRate(V5GetFeeRateParam) (*V5GetFeeRateResponse, error)
 }
 
 // V5AccountService :
@@ -277,3 +278,49 @@ func (s *V5AccountService) GetTransactionLog(param V5GetTransactionLogParam) (*V
 
 	return &res, nil
 }
+
+// V5GetFeeRateParam :
+type V5GetFeeRateParam struct {
+	Category CategoryV5 `json:"category"`
+	Symbol   SymbolV5   `json:"symbol"`
+	BaseCoin *Coin      `url:"baseCoin,omitempty"`
+}
+
+// V5GetFeeRateResponse :
+type V5GetFeeRateResponse struct {
+	CommonV5Response `json:",inline"`
+	Result           V5GetFeeRateResult `json:"result"`
+}
+
+// V5GetFeeRateResult :
+type V5GetFeeRateResult struct {
+	Category CategoryV5       `json:"category,omitempty"`
+	List     V5GetFeeRateList `json:"list"`
+}
+
+// V5GetFeeRateList :
+type V5GetFeeRateList []V5GetFeeRateItem
+
+// V5GetFeeRateItem :
+type V5GetFeeRateItem struct {
+	Symbol       SymbolV5 `json:"symbol"`
+	BaseCoin     *Coin    `url:"baseCoin,omitempty"`
+	TakerFeeRate string   `json:"takerFeeRate"`
+	MakerFeeRate string   `json:"makerFeeRate"`
+}
+
+// GetFeeRate :
+func (s *V5AccountService) GetFeeRate(param V5GetFeeRateParam) (*V5GetFeeRateResponse, error) {
+	var res V5GetFeeRateResponse
+
+	queryString, err := query.Values(param)
+	if err != nil {
+		return nil, err
+	}
+
+	if err := s.client.getV5Privately("/v5/account/fee-rate", queryString, &res); err != nil {
+		return nil, err
+	}
+
+	return &res, nil
+}

v5_client_web_socket_service.go

@@ -8,6 +8,7 @@ import (
 type V5WebsocketServiceI interface {
 	Public(CategoryV5) (V5WebsocketPublicService, error)
 	Private() (V5WebsocketPrivateService, error)
+	Trade() (V5WebsocketTradeService, error)
 }
 
 // V5WebsocketService :
@@ -51,6 +52,19 @@ func (s *V5WebsocketService) Private() (V5WebsocketPrivateServiceI, error) {
 	}, nil
 }
 
+// Trade :
+func (s *V5WebsocketService) Trade() (V5WebsocketTradeServiceI, error) {
+	url := s.client.baseURL + V5WebsocketTradePath
+	c, _, err := websocket.DefaultDialer.Dial(url, nil)
+	if err != nil {
+		return nil, err
+	}
+	return &V5WebsocketTradeService{
+		client:     s.client,
+		connection: c,
+	}, nil
+}
+
 // V5 :
 func (c *WebSocketClient) V5() *V5WebsocketService {
 	return &V5WebsocketService{c}

v5_ws_trade.go

@@ -0,0 +1,189 @@
+package bybit
+
+import (
+	"context"
+	"encoding/json"
+	"errors"
+	"fmt"
+	"os"
+	"os/signal"
+	"sync"
+	"time"
+
+	"github.com/gorilla/websocket"
+)
+
+// V5WebsocketTradeServiceI :
+type V5WebsocketTradeServiceI interface {
+	Start(context.Context, ErrHandler) error
+	Login() error
+	Run() error
+	Ping() error
+	Close() error
+
+	CreateOrder(orders []*V5CreateOrderParam) error
+	CancelOrder(orders []*V5CancelOrderParam) error
+}
+
+// V5WebsocketTradeService :
+type V5WebsocketTradeService struct {
+	client     *WebSocketClient
+	connection *websocket.Conn
+
+	mu sync.Mutex
+}
+
+const (
+	// V5WebsocketTradePath :
+	V5WebsocketTradePath = "/v5/trade"
+)
+
+// V5WebsocketTradeTopic :
+type V5WebsocketTradeTopic string
+
+const (
+	// V5WebsocketTradeTopicPong :
+	V5WebsocketTradeTopicPong V5WebsocketTradeTopic = "pong"
+)
+
+// judgeTopic :
+func (s *V5WebsocketTradeService) judgeTopic(respBody []byte) (V5WebsocketTradeTopic, error) {
+	parsedData := map[string]interface{}{}
+	if err := json.Unmarshal(respBody, &parsedData); err != nil {
+		return "", err
+	}
+	if retMsg, ok := parsedData["op"].(string); ok && retMsg == "pong" {
+		return V5WebsocketTradeTopicPong, nil
+	}
+
+	if authStatus, ok := parsedData["success"].(bool); ok {
+		if !authStatus {
+			return "", errors.New("auth failed: " + parsedData["ret_msg"].(string))
+		}
+	}
+	return "", nil
+}
+
+// parseResponse :
+func (s *V5WebsocketTradeService) parseResponse(respBody []byte, response interface{}) error {
+	if err := json.Unmarshal(respBody, &response); err != nil {
+		return err
+	}
+	return nil
+}
+
+// Login : Apply for authentication when establishing a connection.
+func (s *V5WebsocketTradeService) Login() error {
+	param, err := s.client.buildAuthParam()
+	if err != nil {
+		return err
+	}
+	if err := s.writeMessage(websocket.TextMessage, param); err != nil {
+		return err
+	}
+	return nil
+}
+
+// Start :
+func (s *V5WebsocketTradeService) Start(ctx context.Context, errHandler ErrHandler) error {
+	done := make(chan struct{})
+
+	go func() {
+		defer close(done)
+		defer s.connection.Close()
+		_ = s.connection.SetReadDeadline(time.Now().Add(60 * time.Second))
+		s.connection.SetPongHandler(func(string) error {
+			_ = s.connection.SetReadDeadline(time.Now().Add(60 * time.Second))
+			return nil
+		})
+
+		for {
+			if err := s.Run(); err != nil {
+				if errHandler == nil {
+					return
+				}
+				errHandler(IsErrWebsocketClosed(err), err)
+				return
+			}
+		}
+	}()
+
+	ticker := time.NewTicker(20 * time.Second)
+	defer ticker.Stop()
+
+	ctx, stop := signal.NotifyContext(ctx, os.Interrupt)
+	defer stop()
+
+	for {
+		select {
+		case <-done:
+			return nil
+		case <-ticker.C:
+			if err := s.Ping(); err != nil {
+				return err
+			}
+		case <-ctx.Done():
+			s.client.debugf("caught websocket trade service interrupt signal")
+
+			if err := s.Close(); err != nil {
+				return err
+			}
+			select {
+			case <-done:
+			case <-time.After(time.Second):
+			}
+			return nil
+		}
+	}
+}
+
+// Run :
+func (s *V5WebsocketTradeService) Run() error {
+	_, message, err := s.connection.ReadMessage()
+	if err != nil {
+		return err
+	}
+
+	topic, err := s.judgeTopic(message)
+	if err != nil {
+		return err
+	}
+	switch topic {
+	case V5WebsocketTradeTopicPong:
+		if err := s.connection.PongHandler()("pong"); err != nil {
+			return fmt.Errorf("pong: %w", err)
+		}
+	}
+	return nil
+}
+
+// Ping :
+func (s *V5WebsocketTradeService) Ping() error {
+	// NOTE: It appears that two messages need to be sent.
+	// REF: https://github.com/hirokisan/bybit/pull/127#issuecomment-1537479346
+	if err := s.writeMessage(websocket.PingMessage, nil); err != nil {
+		return err
+	}
+	if err := s.writeMessage(websocket.TextMessage, []byte(`{"op":"ping"}`)); err != nil {
+		return err
+	}
+	return nil
+}
+
+// Close :
+func (s *V5WebsocketTradeService) Close() error {
+	if err := s.writeMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, "")); err != nil && !errors.Is(err, websocket.ErrCloseSent) {
+		return err
+	}
+	return nil
+}
+
+func (s *V5WebsocketTradeService) writeMessage(messageType int, body []byte) error {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+
+	if err := s.connection.WriteMessage(messageType, body); err != nil {
+		return err
+	}
+	return nil
+}

v5_ws_trade_order.go

@@ -0,0 +1,69 @@
+package bybit
+
+import (
+	"encoding/json"
+	"fmt"
+	"github.com/google/uuid"
+	"github.com/gorilla/websocket"
+	"strconv"
+	"time"
+)
+
+// CreateOrder :
+func (s *V5WebsocketTradeService) CreateOrder(orders []*V5CreateOrderParam) error {
+	timestamp := strconv.FormatInt(time.Now().UnixMilli(), 10)
+	headers := make(map[string]string)
+	headers["X-BAPI-TIMESTAMP"] = timestamp
+	headers["X-BAPI-RECV-WINDOW"] = "8000"
+
+	param := struct {
+		ReqId   string                `json:"reqId"`
+		Headers map[string]string     `json:"header"`
+		Op      string                `json:"op"`
+		Args    []*V5CreateOrderParam `json:"args"`
+	}{
+		ReqId:   uuid.New().String(),
+		Headers: headers,
+		Op:      "order.create",
+		Args:    orders,
+	}
+	buf, err := json.Marshal(param)
+	if err != nil {
+		fmt.Printf("error is %+v", err)
+		return err
+	}
+
+	if err := s.writeMessage(websocket.TextMessage, buf); err != nil {
+		return err
+	}
+	return nil
+}
+
+func (s *V5WebsocketTradeService) CancelOrder(orders []*V5CancelOrderParam) error {
+	timestamp := strconv.FormatInt(time.Now().UnixMilli(), 10)
+	headers := make(map[string]string)
+	headers["X-BAPI-TIMESTAMP"] = timestamp
+	headers["X-BAPI-RECV-WINDOW"] = "8000"
+
+	param := struct {
+		ReqId   string                `json:"reqId"`
+		Headers map[string]string     `json:"header"`
+		Op      string                `json:"op"`
+		Args    []*V5CancelOrderParam `json:"args"`
+	}{
+		ReqId:   uuid.New().String(),
+		Headers: headers,
+		Op:      "order.cancel",
+		Args:    orders,
+	}
+	buf, err := json.Marshal(param)
+	if err != nil {
+		fmt.Printf("error is %+v", err)
+		return err
+	}
+
+	if err := s.writeMessage(websocket.TextMessage, buf); err != nil {
+		return err
+	}
+	return nil
+}