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Non blocking subscription channels & unsubscribe functionality #6

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4543892
send messages to subscription channels in an non-blocking way
dpsarrou May 11, 2021
d524672
add unsubscribe methods
dpsarrou May 11, 2021
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219 changes: 142 additions & 77 deletions bitvavo.go
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Original file line number Diff line number Diff line change
Expand Up @@ -1195,83 +1195,7 @@ func (bitvavo Bitvavo) handleMessage(ws *Websocket) {
}
ws.errChannel <- MyError{CustomError: t}
}
if x["event"] == "authenticate" {
ws.authenticated = true
} else if x["event"] == "book" {
var t SubscriptionBookUpdate
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
market, _ := x["market"].(string)
if ws.subscriptionBookUpdateChannelMap[market] != nil {
ws.subscriptionBookUpdateChannelMap[market] <- t
}
if ws.keepLocalBook {
addToBook(t, ws)
}
} else if x["event"] == "trade" {
var t SubscriptionTrades
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
market, _ := x["market"].(string)
if ws.subscriptionTradesChannelMap[market] != nil {
ws.subscriptionTradesChannelMap[market] <- t
}
} else if x["event"] == "fill" {
var t SubscriptionAccountFill
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
market, _ := x["market"].(string)
if ws.subscriptionAccountFillChannelMap[market] != nil {
ws.subscriptionAccountFillChannelMap[market] <- t
}
} else if x["event"] == "order" {
var t SubscriptionAccountOrder
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
market, _ := x["market"].(string)
if ws.subscriptionAccountOrderChannelMap[market] != nil {
ws.subscriptionAccountOrderChannelMap[market] <- t
}
} else if x["event"] == "ticker" {
var t SubscriptionTicker
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
market, _ := x["market"].(string)
ws.subscriptionTickerChannelMap[market] <- t
} else if x["event"] == "ticker24h" {
var t SubscriptionTicker24h
err = json.Unmarshal(message, &t)
if handleError(err) {
return
}
for i := 0; i < len(t.Data); i++ {
ws.subscriptionTicker24hChannelMap[t.Data[i].Market] <- t.Data[i]
}
} else if x["event"] == "candle" {
var t PreCandle
err := json.Unmarshal(message, &t)
if err != nil {
return
}
var candles []Candle
for i := 0; i < len(t.Candle); i++ {
entry := reflect.ValueOf(t.Candle[i])
candles = append(candles, Candle{Timestamp: int(entry.Index(0).Interface().(float64)), Open: entry.Index(1).Interface().(string), High: entry.Index(2).Interface().(string), Low: entry.Index(3).Interface().(string), Close: entry.Index(4).Interface().(string), Volume: entry.Index(5).Interface().(string)})
}
market, _ := x["market"].(string)
interval, _ := x["interval"].(string)
ws.subscriptionCandlesChannelMap[market][interval] <- SubscriptionCandles{Event: t.Event, Market: t.Market, Interval: t.Interval, Candle: candles}
}
bitvavo.handleEvent(ws, x, message)
if x["action"] == "getTime" {
var t TimeResponse
err = json.Unmarshal(message, &t)
Expand Down Expand Up @@ -1452,6 +1376,98 @@ func (bitvavo Bitvavo) handleMessage(ws *Websocket) {
errorToConsole("HandleMessage has ended, messages will no longer be received, please restart.")
}

func (bitvavo Bitvavo) handleEvent(ws *Websocket, x map[string]interface{}, message []byte) {
var market string
if m, ok := x["market"]; ok {
market = m.(string)
}
if x["event"] == "authenticate" {
ws.authenticated = true
} else if x["event"] == "book" && ws.subscriptionBookUpdateChannelMap[market] != nil {
var t SubscriptionBookUpdate
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
select {
case ws.subscriptionBookUpdateChannelMap[market] <- t:
default:
}
if ws.keepLocalBook {
addToBook(t, ws)
}
} else if x["event"] == "trade" && ws.subscriptionTradesChannelMap[market] != nil {
var t SubscriptionTrades
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
select {
case ws.subscriptionTradesChannelMap[market] <- t:
default:
}
} else if x["event"] == "fill" && ws.subscriptionAccountFillChannelMap[market] != nil {
var t SubscriptionAccountFill
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
select {
case ws.subscriptionAccountFillChannelMap[market] <- t:
default:
}
} else if x["event"] == "order" && ws.subscriptionAccountOrderChannelMap[market] != nil {
var t SubscriptionAccountOrder
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
select {
case ws.subscriptionAccountOrderChannelMap[market] <- t:
default:
}
} else if x["event"] == "ticker" && ws.subscriptionTickerChannelMap[market] != nil {
var t SubscriptionTicker
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
select {
case ws.subscriptionTickerChannelMap[market] <- t:
default:
}
} else if x["event"] == "ticker24h" {
var t SubscriptionTicker24h
err := json.Unmarshal(message, &t)
if handleError(err) {
return
}
for i := 0; i < len(t.Data); i++ {
select {
case ws.subscriptionTicker24hChannelMap[t.Data[i].Market] <- t.Data[i]:
default:
}
}
} else if x["event"] == "candle" {
var t PreCandle
err := json.Unmarshal(message, &t)
if err != nil {
return
}
var candles []Candle
for i := 0; i < len(t.Candle); i++ {
entry := reflect.ValueOf(t.Candle[i])
candles = append(candles, Candle{Timestamp: int(entry.Index(0).Interface().(float64)), Open: entry.Index(1).Interface().(string), High: entry.Index(2).Interface().(string), Low: entry.Index(3).Interface().(string), Close: entry.Index(4).Interface().(string), Volume: entry.Index(5).Interface().(string)})
}
market, _ := x["market"].(string)
interval, _ := x["interval"].(string)
select {
case ws.subscriptionCandlesChannelMap[market][interval] <- SubscriptionCandles{Event: t.Event, Market: t.Market, Interval: t.Interval, Candle: candles}:
default:
}
}
}

func (bitvavo Bitvavo) InitWS() *websocket.Conn {
bitvavo.reconnectTimer = 100
uri, _ := url.Parse(bitvavo.WsUrl)
Expand Down Expand Up @@ -1867,3 +1883,52 @@ func (ws *Websocket) SubscriptionBook(market string, options map[string]string)
ws.conn.WriteMessage(websocket.TextMessage, []byte(mySecondMessage))
return ws.subscriptionBookChannelMap[market]
}

func (ws *Websocket) UnsubscribeTicker(market string) {
delete(ws.subscriptionTickerOptionsMap, market)
options := SubscriptionTickerObject{Action: "unsubscribe", Channels: []SubscriptionTickAccSubObject{SubscriptionTickAccSubObject{Name: "ticker", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeTicker24h(market string) {
delete(ws.subscriptionTicker24hOptionsMap, market)
options := SubscriptionTickerObject{Action: "unsubscribe", Channels: []SubscriptionTickAccSubObject{SubscriptionTickAccSubObject{Name: "ticker24h", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeAccount(market string) {
delete(ws.subscriptionAccountOptionsMap, market)
options := SubscriptionTickerObject{Action: "unsubscribe", Channels: []SubscriptionTickAccSubObject{SubscriptionTickAccSubObject{Name: "account", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeCandles(market string, interval string) {
delete(ws.subscriptionCandlesOptionsMap, market)
options := SubscriptionCandlesObject{Action: "unsubscribe", Channels: []SubscriptionCandlesSubObject{SubscriptionCandlesSubObject{Name: "candles", Interval: []string{interval}, Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeTrades(market string) {
delete(ws.subscriptionTradesOptionsMap, market)
options := SubscriptionTradesBookObject{Action: "unsubscribe", Channels: []SubscriptionTradesBookSubObject{SubscriptionTradesBookSubObject{Name: "trades", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeBookUpdate(market string) {
delete(ws.subscriptionBookUpdateOptionsMap, market)
options := SubscriptionTradesBookObject{Action: "unsubscribe", Channels: []SubscriptionTradesBookSubObject{SubscriptionTradesBookSubObject{Name: "book", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}

func (ws *Websocket) UnsubscribeBook(market string) {
delete(ws.subscriptionBookOptionsSecondMap, market)
options := SubscriptionTradesBookObject{Action: "unsubscribe", Channels: []SubscriptionTradesBookSubObject{SubscriptionTradesBookSubObject{Name: "book", Markets: []string{market}}}}
myMessage, _ := json.Marshal(options)
ws.conn.WriteMessage(websocket.TextMessage, []byte(myMessage))
}