tickserver/server/tick/ds_huobi.go

// Copyright 2013-2014 Fuzamei tech Ltd. All rights reserved.

package tick

// 本文件实现bityuan数据源接口, 实时数据和历史数据的获取和保存

import (
	"log"
	"time"
	"tickserver/markinfo"
	"tickserver/server/market"

	_ "github.com/go-sql-driver/mysql"
	socketio "github.com/googollee/go-socket.io"
)

type HBMarketOverview HBLastTimeLine
type HBTradeDetail HBLastTimeLine
type HBMarketDetail HBLastTimeLine
type HBMarketDepthTopDiff HBLastTimeLine

type HBMarketDepthDiff struct {
	SymbolId string `json:"symbolId"`
	PushType string `json:"pushType"`
	Percent  string `json:"percent"`
}

type HBLastKLine struct {
	SymbolId string `json:"symbolId"`
	PushType string `json:"pushType"`
	Period   string `json:"period"`
}

type HBLastTimeLine struct {
	SymbolId string `json:"symbolId"`
	PushType string `json:"pushType"`
}

type HBSymbolList struct {
	//LastTimeLine []HBLastTimeLine `json:"lastTimeLine"`
	//LastKLine          []HBLastKLine          `json:"lastKLine"`
	//MarketDepthDiff    []HBMarketDepthDiff    `json:"marketDepthDiff"`
	//MarketDepthTopDiff []HBMarketDepthTopDiff `json:"marketDepthTopDiff"`
	//MarketDetail       []HBMarketDetail       `json:"marketDetail"`
	//TradeDetail        []HBTradeDetail        `json:"tradeDetail"`
	MarketOverview []HBMarketOverview `json:"marketOverview"`
}

type HBCmd struct {
	SymbolList   HBSymbolList `json:"symbolList"`
	Version      int          `json:"version"`
	MsgType      string       `json:"msgType"`
	RequestIndex int          `json:"requestIndex"`
}

type MarketOverviewPL struct {
	SymbolId    string  `json:"symbolId"`
	PriceNew    float64 `json:"priceNew"`
	PriceHigh   float64 `json:"priceHigh"`
	TotalVolume float64 `json:"totalVolume"`
	TotalAmount float64 `json:"totalAmount"`
	PriceOpen   float64 `json:"priceOpen"`
	PriceLow    float64 `json:"priceLow"`
	PriceAsk    float64 `json:"priceAsk"`
	PriceBid    float64 `json:"priceBid"`
}

type HBResp struct {
	Version  int              `json:"version"`
	MsgType  string           `json:"msgType"`
	SymbolId string           `json:"symbolId"`
	PayLoad  MarketOverviewPL `json:"payload"`
}

// HuobiDS实现了dataSource接口, 并对bityuan的历史数据和实时数据保存
type HuobiDS struct {
	*DSBase
	conf *DsConf
	//client *socketio.Client
}

var lastVolume float64
var huobiInss = []int{
	markinfo.BTCCNY,
	markinfo.LTCCNY,
}

func init() {
	drivers[Huobi] = newHuobiDS
}

func (hds *HuobiDS) connectHuobi(count int) (*socketio.Client, error) {
	var err error
	var client *socketio.Client
	for i := 0; i < count; i++ {
		client, err = socketio.Dial("http://hq.huobi.com:80")
		if err != nil {
			log.Println("newHuobiDS", err)
			time.Sleep(time.Second * 5)
		} else {
			log.Println("success")
			break
		}
	}

	return client, err
}

func subscribeHuobi(ns *socketio.NameSpace) error {
	var err error
	var hbcmd HBCmd
	hbcmd.MsgType = "reqMsgSubscribe"
	hbcmd.RequestIndex = 1404103038520
	hbcmd.Version = 1
	hbcmd.SymbolList = HBSymbolList{
		/*LastTimeLine: []HBLastTimeLine{{SymbolId: "btccny", PushType: "pushLong"}},
		LastKLine: []HBLastKLine{
			{SymbolId: "btccny", PushType: "pushLong", Period: "1min"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "5min"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "15min"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "30min"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "60min"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "1day"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "1week"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "1mon"},
			{SymbolId: "btccny", PushType: "pushLong", Period: "1year"},
		},
		MarketDepthDiff: []HBMarketDepthDiff{
			{SymbolId: "btccny", PushType: "pushLong", Percent: "10"},
			{SymbolId: "btccny", PushType: "pushLong", Percent: "20"},
			{SymbolId: "btccny", PushType: "pushLong", Percent: "50"},
			{SymbolId: "btccny", PushType: "pushLong", Percent: "80"},
			{SymbolId: "btccny", PushType: "pushLong", Percent: "100"},
		},
		MarketDepthTopDiff: []HBMarketDepthTopDiff{{SymbolId: "btccny", PushType: "pushLong"}},
		MarketDetail:       []HBMarketDetail{{SymbolId: "btccny", PushType: "pushLong"}},
		TradeDetail:        []HBTradeDetail{{SymbolId: "btccny", PushType: "pushLong"}},*/
		MarketOverview: []HBMarketOverview{{SymbolId: "btccny", PushType: "pushLong"}},
	}
	err = ns.Emit("request", &hbcmd)
	if err != nil {
		return err
	}
	/*hbcmd.RequestIndex = 1414103038520
	hbcmd.SymbolList = HBSymbolList{
		MarketOverview: []HBMarketOverview{{SymbolId: "ltccny", PushType: "pushLong"}},
	}
	err = ns.Emit("request", &hbcmd)
	if err != nil {
		return err
	}*/
	return nil
}

func newHuobiDS(conf *DsConf) (DataSource, error) {
	hds := &HuobiDS{
		DSBase: NewDsBase(conf),
		conf:   conf,
	}
	hds.insMap = huobiInsMap()

	return hds, nil
}

func (hds *HuobiDS) getData() {
	client, err := hds.connectHuobi(120)
	if err != nil {
		return
	}

	client.On("connect", func(ns *socketio.NameSpace) {
		log.Println("connected")
		err = subscribeHuobi(ns)
		if err != nil {
			log.Println("connect failed:", err)
		}
	})
	client.On("disconnect", func(ns *socketio.NameSpace) {
		log.Println("disconnect")
	})
	client.On("reconnect", func(ns *socketio.NameSpace) {
		log.Println("reconnect")
	})
	client.On("message", func(ns *socketio.NameSpace, message interface{}) {
		//log.Println("message")
		//log.Println(message)
		m1, ok1 := message.(map[string]interface{})
		if ok1 {
			m2, ok2 := m1["payload"]
			if ok2 {
				m3, ok3 := m2.(map[string]interface{})
				if ok3 {
					symbolId, ok4 := m3["symbolId"]
					if ok4 {
						symbol := symbolId.(string)
						priceNew := m3["priceNew"].(float64)
						priceHigh := m3["priceHigh"].(float64)
						totalVolume := m3["totalVolume"].(float64)
						totalAmount := m3["totalAmount"].(float64)
						priceOpen := m3["priceOpen"].(float64)
						priceLow := m3["priceLow"].(float64)
						priceAsk := m3["priceAsk"].(float64)
						priceBid := m3["priceBid"].(float64)

						mk := &Market{}
						mk.Type = IntHuobi
						if symbol == "btccny" {
							mk.InsId = markinfo.BTCCNY
						}
						if symbol == "ltccny" {
							mk.InsId = markinfo.LTCCNY
						}
						mk.Open = priceOpen
						mk.Low = priceLow
						mk.High = priceHigh
						mk.LastPrice = priceNew
						if totalVolume > lastVolume {
							mk.LastVolume = totalVolume - lastVolume
						} else {
							mk.LastVolume = totalVolume
						}
						mk.AllAmount = totalAmount
						mk.AllVolume = totalVolume
						var ask, bid PP
						ask[0] = priceAsk
						ask[1] = mk.LastVolume
						bid[0] = priceBid
						bid[1] = mk.LastVolume
						mk.Asks = append(mk.Asks, ask)
						mk.Bids = append(mk.Bids, bid)
						mk.Timestamp = time.Now().UnixNano() / (1000 * 1000)
						hds.Save(mk)
					}
				}
			}
		}
	})
	client.On("request", func(ns *socketio.NameSpace, request interface{}) {
		log.Println("request", request)
	})
	client.Run()
}

func (hds *HuobiDS) Name() string {
	return Huobi
}

func (hds *HuobiDS) Run() {
	for {
		log.Println("HuobiDS.Run")
		hds.getData()
		time.Sleep(5 * time.Second)
		log.Println("HuobiDS.End Run")
	}
}

func huobiInsMap() map[int64]*Instrument {
	insMap := make(map[int64]*Instrument)
	for _, id := range huobiInss {
		x, _ := markinfo.SymbolName(id)
		u, _ := markinfo.SymbolUint(x)
		ins := &Instrument{
			Id:        int64(id),
			Name:      x,
			ExId:      Huobi,
			Type:      market.Btcs,
			PriceInc:  u,
			StartTime: time.Now().Unix() * 1000,
		}
		insMap[int64(id)] = ins
	}
	return insMap
}