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Huobi: Add V2 websocket support
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@gbjk
gbjk committed Nov 11, 2024
1 parent 38bc454 commit 06c750a
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Showing 14 changed files with 955 additions and 1,249 deletions.
577 changes: 282 additions & 295 deletions exchanges/huobi/huobi_test.go
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306 changes: 99 additions & 207 deletions exchanges/huobi/huobi_types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -807,30 +807,11 @@ type KlinesRequestParams struct {
Size int // Size; [1-2000]
}

// WsRequest defines a request data structure
type WsRequest struct {
Topic string `json:"req,omitempty"`
Subscribe string `json:"sub,omitempty"`
Unsubscribe string `json:"unsub,omitempty"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsResponse defines a response from the websocket connection when there
// is an error
type WsResponse struct {
Op string `json:"op"`
TS int64 `json:"ts"`
Status string `json:"status"`
// ErrorCode returns either an integer or a string
ErrorCode interface{} `json:"err-code"`
ErrorMessage string `json:"err-msg"`
Ping int64 `json:"ping"`
Channel string `json:"ch"`
Rep string `json:"rep"`
Topic string `json:"topic"`
Subscribed string `json:"subbed"`
UnSubscribed string `json:"unsubbed"`
ClientID int64 `json:"cid,string"`
// wsSubReq is a request to subscribe to or unubscribe from a topic for public channels (private channels use generic wsReq)
type wsSubReq struct {
ID string `json:"id,omitempty"`
Sub string `json:"sub,omitempty"`
Unsub string `json:"unsub,omitempty"`
}

// WsHeartBeat defines a heartbeat request
Expand Down Expand Up @@ -901,189 +882,100 @@ type WsTrade struct {
}
}

// WsAuthenticationRequest data for login
type WsAuthenticationRequest struct {
Op string `json:"op"`
AccessKeyID string `json:"AccessKeyId"`
SignatureMethod string `json:"SignatureMethod"`
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsMessage defines read data from the websocket connection
type WsMessage struct {
Raw []byte
URL string
}

// WsAuthenticatedSubscriptionRequest request for subscription on authenticated connection
type WsAuthenticatedSubscriptionRequest struct {
Op string `json:"op"`
AccessKeyID string `json:"AccessKeyId"`
SignatureMethod string `json:"SignatureMethod"`
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
Topic string `json:"topic"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsAuthenticatedAccountsListRequest request for account list authenticated connection
type WsAuthenticatedAccountsListRequest struct {
Op string `json:"op"`
AccessKeyID string `json:"AccessKeyId"`
SignatureMethod string `json:"SignatureMethod"`
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
Topic string `json:"topic"`
Symbol string `json:"symbol"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsAuthenticatedOrderDetailsRequest request for order details authenticated connection
type WsAuthenticatedOrderDetailsRequest struct {
Op string `json:"op"`
AccessKeyID string `json:"AccessKeyId"`
SignatureMethod string `json:"SignatureMethod"`
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
Topic string `json:"topic"`
OrderID string `json:"order-id"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsAuthenticatedOrdersListRequest request for orderslist authenticated connection
type WsAuthenticatedOrdersListRequest struct {
Op string `json:"op"`
AccessKeyID string `json:"AccessKeyId"`
SignatureMethod string `json:"SignatureMethod"`
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
Topic string `json:"topic"`
States string `json:"states"`
AccountID int64 `json:"account-id"`
Symbol string `json:"symbol"`
ClientID int64 `json:"cid,string,omitempty"`
}

// WsAuthenticatedAccountsResponse response from Accounts authenticated subscription
type WsAuthenticatedAccountsResponse struct {
WsResponse
Data WsAuthenticatedAccountsResponseData `json:"data"`
}

// WsAuthenticatedAccountsResponseData account data
type WsAuthenticatedAccountsResponseData struct {
Event string `json:"event"`
List []WsAuthenticatedAccountsResponseDataList `json:"list"`
}

// WsAuthenticatedAccountsResponseDataList detailed account data
type WsAuthenticatedAccountsResponseDataList struct {
AccountID int64 `json:"account-id"`
Currency string `json:"currency"`
Type string `json:"type"`
Balance float64 `json:"balance,string"`
}

// WsAuthenticatedOrdersUpdateResponse response from OrdersUpdate authenticated subscription
type WsAuthenticatedOrdersUpdateResponse struct {
WsResponse
Data WsAuthenticatedOrdersUpdateResponseData `json:"data"`
}

// WsAuthenticatedOrdersUpdateResponseData order update data
type WsAuthenticatedOrdersUpdateResponseData struct {
UnfilledAmount float64 `json:"unfilled-amount,string"`
FilledAmount float64 `json:"filled-amount,string"`
Price float64 `json:"price,string"`
OrderID int64 `json:"order-id"`
Symbol string `json:"symbol"`
MatchID int64 `json:"match-id"`
FilledCashAmount float64 `json:"filled-cash-amount,string"`
Role string `json:"role"`
OrderState string `json:"order-state"`
OrderType string `json:"order-type"`
}

// WsAuthenticatedOrdersResponse response from Orders authenticated subscription
type WsAuthenticatedOrdersResponse struct {
WsResponse
Data []WsAuthenticatedOrdersResponseData `json:"data"`
}

// WsOldOrderUpdate response from Orders authenticated subscription
type WsOldOrderUpdate struct {
WsResponse
Data WsAuthenticatedOrdersResponseData `json:"data"`
}

// WsAuthenticatedOrdersResponseData order data
type WsAuthenticatedOrdersResponseData struct {
SeqID int64 `json:"seq-id"`
OrderID int64 `json:"order-id"`
Symbol string `json:"symbol"`
AccountID int64 `json:"account-id"`
OrderAmount float64 `json:"order-amount,string"`
OrderPrice float64 `json:"order-price,string"`
CreatedAt int64 `json:"created-at"`
OrderType string `json:"order-type"`
OrderSource string `json:"order-source"`
OrderState string `json:"order-state"`
Role string `json:"role"`
Price float64 `json:"price,string"`
FilledAmount float64 `json:"filled-amount,string"`
UnfilledAmount float64 `json:"unfilled-amount,string"`
FilledCashAmount float64 `json:"filled-cash-amount,string"`
FilledFees float64 `json:"filled-fees,string"`
}

// WsAuthenticatedAccountsListResponse response from AccountsList authenticated endpoint
type WsAuthenticatedAccountsListResponse struct {
WsResponse
Data []WsAuthenticatedAccountsListResponseData `json:"data"`
}

// WsAuthenticatedAccountsListResponseData account data
type WsAuthenticatedAccountsListResponseData struct {
ID int64 `json:"id"`
Type string `json:"type"`
State string `json:"state"`
List []WsAuthenticatedAccountsListResponseDataList `json:"list"`
}

// WsAuthenticatedAccountsListResponseDataList detailed account data
type WsAuthenticatedAccountsListResponseDataList struct {
Currency string `json:"currency"`
Type string `json:"type"`
Balance float64 `json:"balance,string"`
}

// WsAuthenticatedOrdersListResponse response from OrdersList authenticated endpoint
type WsAuthenticatedOrdersListResponse struct {
WsResponse
Data []OrderInfo `json:"data"`
}

// WsAuthenticatedOrderDetailResponse response from OrderDetail authenticated endpoint
type WsAuthenticatedOrderDetailResponse struct {
WsResponse
Data OrderInfo `json:"data"`
}

// WsPong sent for pong messages
type WsPong struct {
Pong int64 `json:"pong"`
}

type authenticationPing struct {
OP string `json:"op"`
TS int64 `json:"ts"`
// wsReq contains authentication login fields
type wsReq struct {
Action string `json:"action"`
Channel string `json:"ch"`
Params any `json:"params"`
}

// wsAuthReq contains authentication login fields
type wsAuthReq struct {
AuthType string `json:"authType"`
AccessKey string `json:"accessKey"`
SignatureMethod string `json:"signatureMethod"`
SignatureVersion string `json:"signatureVersion"`
Timestamp string `json:"timestamp"`
Signature string `json:"signature"`
}

type wsAccountUpdateMsg struct {
Data WsAccountUpdate `json:"data"`
}

// WsAccountUpdate contains account updates to balances
type WsAccountUpdate struct {
Currency string `json:"currency"`
AccountID int64 `json:"accountId"`
Balance float64 `json:"balance,string"`
Available float64 `json:"available,string"`
ChangeType string `json:"changeType"`
AccountType string `json:"accountType"`
ChangeTime int64 `json:"changeTime"`
SeqNum int64 `json:"seqNum"`
}

type wsOrderUpdateMsg struct {
Data WsOrderUpdate `json:"data"`
}

// WsOrderUpdate contains updates to orders
type WsOrderUpdate struct {
EventType string `json:"eventType"`
Symbol string `json:"symbol"`
AccountID int64 `json:"accountId"`
OrderID int64 `json:"orderId"`
TradeID int64 `json:"tradeId"`
ClientOrderID string `json:"clientOrderId"`
Source string `json:"orderSource"`
Price float64 `json:"orderPrice,string"`
Size float64 `json:"orderSize,string"`
Value float64 `json:"orderValue,string"`
OrderType string `json:"type"`
TradePrice float64 `json:"tradePrice,string"`
TradeVolume float64 `json:"tradeVolume,string"`
RemainingAmount float64 `json:"remainAmt,string"`
ExecutedAmount float64 `json:"execAmt,string"`
IsTaker bool `json:"aggressor"`
Side order.Side `json:"orderSide"`
OrderStatus string `json:"orderStatus"`
LastActTime int64 `json:"lastActTime"`
CreateTime int64 `json:"orderCreateTime"`
TradeTime int64 `json:"tradeTime"`
ErrCode int64 `json:"errCode"`
ErrMessage string `json:"errMessage"`
}

type wsTradeUpdateMsg struct {
Data WsTradeUpdate `json:"data"`
}

// WsTradeUpdate contains trade updates to orders
type WsTradeUpdate struct {
EventType string `json:"eventType"`
Symbol string `json:"symbol"`
OrderID int64 `json:"orderId"`
TradePrice float64 `json:"tradePrice,string"`
TradeVolume float64 `json:"tradeVolume,string"`
Side order.Side `json:"orderSide"`
OrderType string `json:"orderType"`
IsTaker bool `json:"aggressor"`
TradeID int64 `json:"tradeId"`
TradeTime int64 `json:"tradeTime"`
TransactFee float64 `json:"transactFee,string"`
FeeCurrency string `json:"feeCurrency"`
FeeDeduct string `json:"feeDeduct"`
FeeDeductType string `json:"feeDeductType"`
AccountID int64 `json:"accountId"`
Source string `json:"orderSource"`
OrderPrice float64 `json:"orderPrice,string"`
OrderSize float64 `json:"orderSize,string"`
Value float64 `json:"orderValue,string"`
ClientOrderID string `json:"clientOrderId"`
StopPrice string `json:"stopPrice"`
Operator string `json:"operator"`
OrderCreateTime int64 `json:"orderCreateTime"`
OrderStatus string `json:"orderStatus"`
}

// OrderVars stores side, status and type for any order/trade
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