Merge branch 'dev'

binance/Binance.go

@@ -651,15 +651,22 @@ func (bn *Binance) adaptOrder(currencyPair CurrencyPair, orderMap map[string]int
  orderSide = BUY
  }
 
+ quoteQty := ToFloat64(orderMap["cummulativeQuoteQty"])
+ qty := ToFloat64(orderMap["executedQty"])
+ avgPrice := 0.0
+ if qty > 0 {
+ avgPrice = FloatToFixed(quoteQty/qty, 8)
+ }
+
  return Order{
  OrderID: ToInt(orderMap["orderId"]),
- OrderID2: fmt.Sprintf("%.0f",orderMap["orderId"]),
+ OrderID2: fmt.Sprintf("%.0f", orderMap["orderId"]),
  Cid: orderMap["clientOrderId"].(string),
  Currency: currencyPair,
  Price: ToFloat64(orderMap["price"]),
  Amount: ToFloat64(orderMap["origQty"]),
  DealAmount: ToFloat64(orderMap["executedQty"]),
- AvgPrice: FloatToFixed(ToFloat64(orderMap["cummulativeQuoteQty"])/ToFloat64(orderMap["executedQty"]), 8),
+ AvgPrice: avgPrice,
  Side: TradeSide(orderSide),
  Status: adaptOrderStatus(orderMap["status"].(string)),
  OrderTime: ToInt(orderMap["time"]),

binance/FuturesWs.go

@@ -10,13 +10,18 @@ import (
  "os"
  "sort"
  "strings"
+ "sync"
  "time"
 )
 
 type FuturesWs struct {
- base *BinanceFutures
- f *goex.WsConn
- d *goex.WsConn
+ base *BinanceFutures
+ fOnce sync.Once
+ dOnce sync.Once
+
+ wsBuilder *goex.WsBuilder
+ f *goex.WsConn
+ d *goex.WsConn
 
  depthCallFn func(depth *goex.Depth)
  tickerCallFn func(ticker *goex.FutureTicker)
@@ -26,25 +31,44 @@ type FuturesWs struct {
 func NewFuturesWs() *FuturesWs {
  futuresWs := new(FuturesWs)
 
- wsBuilder := goex.NewWsBuilder().
+ futuresWs.wsBuilder = goex.NewWsBuilder().
  ProxyUrl(os.Getenv("HTTPS_PROXY")).
  ProtoHandleFunc(futuresWs.handle).AutoReconnect()
- futuresWs.f = wsBuilder.WsUrl("wss://fstream.binance.com/ws").Build()
- futuresWs.d = wsBuilder.WsUrl("wss://dstream.binance.com/ws").Build()
- futuresWs.base = NewBinanceFutures(&goex.APIConfig{
- HttpClient: &http.Client{
+
+ httpCli := &http.Client{
+ Timeout: 10 * time.Second,
+ }
+
+ if os.Getenv("HTTPS_PROXY") != "" {
+ httpCli = &http.Client{
  Transport: &http.Transport{
  Proxy: func(r *http.Request) (*url.URL, error) {
  return url.Parse(os.Getenv("HTTPS_PROXY"))
  },
  },
  Timeout: 10 * time.Second,
- },
+ }
+ }
+
+ futuresWs.base = NewBinanceFutures(&goex.APIConfig{
+ HttpClient: httpCli,
  })
 
  return futuresWs
 }
 
+func (s *FuturesWs) connectUsdtFutures() {
+ s.fOnce.Do(func() {
+ s.f = s.wsBuilder.WsUrl("wss://fstream.binance.com/ws").Build()
+ })
+}
+
+func (s *FuturesWs) connectFutures() {
+ s.dOnce.Do(func() {
+ s.d = s.wsBuilder.WsUrl("wss://dstream.binance.com/ws").Build()
+ })
+}
+
 func (s *FuturesWs) DepthCallback(f func(depth *goex.Depth)) {
  s.depthCallFn = f
 }
@@ -79,12 +103,14 @@ func (s *FuturesWs) SubscribeDepth(pair goex.CurrencyPair, contractType string)
 func (s *FuturesWs) SubscribeTicker(pair goex.CurrencyPair, contractType string) error {
  switch contractType {
  case goex.SWAP_USDT_CONTRACT:
+ s.connectUsdtFutures()
  return s.f.Subscribe(req{
  Method: "SUBSCRIBE",
  Params: []string{pair.AdaptUsdToUsdt().ToLower().ToSymbol("") + "@ticker"},
  Id: 1,
  })
  default:
+ s.connectFutures()
  sym, _ := s.base.adaptToSymbol(pair.AdaptUsdtToUsd(), contractType)
  return s.d.Subscribe(req{
  Method: "SUBSCRIBE",

binance/SpotWs.go

@@ -8,6 +8,7 @@ import (
  "os"
  "sort"
  "strings"
+ "sync"
  "time"
 )
 
@@ -29,7 +30,9 @@ type depthResp struct {
 }
 
 type SpotWs struct {
- c *goex.WsConn
+ c *goex.WsConn
+ once sync.Once
+ wsBuilder *goex.WsBuilder
 
  reqId int
 
@@ -42,17 +45,22 @@ func NewSpotWs() *SpotWs {
  spotWs := &SpotWs{}
  logger.Debugf("proxy url: %s", os.Getenv("HTTPS_PROXY"))
 
- wsBuilder := goex.NewWsBuilder().
+ spotWs.wsBuilder = goex.NewWsBuilder().
  WsUrl("wss://stream.binance.com:9443/stream?streams=depth/miniTicker/ticker/trade").
  ProxyUrl(os.Getenv("HTTPS_PROXY")).
  ProtoHandleFunc(spotWs.handle).AutoReconnect()
 
- spotWs.c = wsBuilder.Build()
  spotWs.reqId = 1
 
  return spotWs
 }
 
+func (s *SpotWs) connect() {
+ s.once.Do(func() {
+ s.c = s.wsBuilder.Build()
+ })
+}
+
 func (s *SpotWs) DepthCallback(f func(depth *goex.Depth)) {
  s.depthCallFn = f
 }
@@ -70,6 +78,8 @@ func (s *SpotWs) SubscribeDepth(pair goex.CurrencyPair) error {
  s.reqId++
  }()
 
+ s.connect()
+
  return s.c.Subscribe(req{
  Method: "SUBSCRIBE",
  Params: []string{
@@ -84,6 +94,8 @@ func (s *SpotWs) SubscribeTicker(pair goex.CurrencyPair) error {
  s.reqId++
  }()
 
+ s.connect()
+
  return s.c.Subscribe(req{
  Method: "SUBSCRIBE",
  Params: []string{pair.ToLower().ToSymbol("") + "@ticker"},

bitmex/SwapWs.go

@@ -6,6 +6,7 @@ import (
  . "github.com/nntaoli-project/goex"
  "github.com/nntaoli-project/goex/internal/logger"
  "sort"
+ "sync"
  "time"
 )
 
@@ -42,7 +43,9 @@ type depthData struct {
 }
 
 type SwapWs struct {
- c *WsConn
+ c *WsConn
+ once sync.Once
+ wsBuilder *WsBuilder
 
  depthCall func(depth *Depth)
  tickerCall func(ticker *FutureTicker)
@@ -52,14 +55,20 @@ type SwapWs struct {
 
 func NewSwapWs() *SwapWs {
  s := new(SwapWs)
- wsBuilder := NewWsBuilder().DisableEnableCompression().WsUrl("wss://www.bitmex.com/realtime")
- wsBuilder = wsBuilder.Heartbeat(func() []byte { return []byte("ping") }, 5*time.Second)
- wsBuilder = wsBuilder.ProtoHandleFunc(s.handle).AutoReconnect()
- s.c = wsBuilder.Build()
+ s.wsBuilder = NewWsBuilder().DisableEnableCompression().WsUrl("wss://www.bitmex.com/realtime")
+ s.wsBuilder = s.wsBuilder.Heartbeat(func() []byte { return []byte("ping") }, 5*time.Second)
+ s.wsBuilder = s.wsBuilder.ProtoHandleFunc(s.handle).AutoReconnect()
+ //s.c = wsBuilder.Build()
  s.tickerCacheMap = make(map[string]FutureTicker, 10)
  return s
 }
 
+func (s *SwapWs) connect() {
+ s.once.Do(func() {
+ s.c = s.wsBuilder.Build()
+ })
+}
+
 func (s *SwapWs) DepthCallback(f func(depth *Depth)) {
  s.depthCall = f
 }
@@ -74,6 +83,8 @@ func (s *SwapWs) TradeCallback(f func(trade *Trade, contract string)) {
 
 func (s *SwapWs) SubscribeDepth(pair CurrencyPair, contractType string) error {
  //{"op": "subscribe", "args": ["orderBook10:XBTUSD"]}
+ s.connect()
+
  op := SubscribeOp{
  Op: "subscribe",
  Args: []string{
@@ -84,6 +95,8 @@ func (s *SwapWs) SubscribeDepth(pair CurrencyPair, contractType string) error {
 }
 
 func (s *SwapWs) SubscribeTicker(pair CurrencyPair, contractType string) error {
+ s.connect()
+
  return s.c.Subscribe(SubscribeOp{
  Op: "subscribe",
  Args: []string{

huobi/HuobiPro.go

@@ -593,8 +593,6 @@ func (hbpro *HuoBiPro) GetKlineRecords(currency CurrencyPair, period KlinePeriod
  return klines, nil
 }
 
-//非个人，整个交易所的交易记录
-//https://github.com/huobiapi/API_Docs/wiki/REST_api_reference#get-markettrade-获取-trade-detail-数据
 func (hbpro *HuoBiPro) GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error) {
  var (
  trades []Trade