sig-pub/internal/trading/trading_service.go

package trading

import (
	"context"
	"io"
	"sig-pub/api/pb"
	"sig-pub/pkg/client"
	"sig-pub/pkg/types"
	"sig-pub/pkg/zlog"
	"sync"
	"time"

	"google.golang.org/grpc"
)

type TradingService struct {
	marketClientAside *client.TradeInstanceAside
	exchangeClient    pb.ExchangeServiceClient

	klineStore *KlineStore

	subKlineLock   sync.Mutex
	subKlineInsts  [3][]string
	subKlineStream grpc.BidiStreamingClient[pb.ReqStreamSubscribeKline, pb.RspStreamSubscribeKline]
}

func NewTradingService(
	marketClientAside *client.TradeInstanceAside,
	exchangeClient pb.ExchangeServiceClient,
) *TradingService {
	return &TradingService{
		marketClientAside: marketClientAside,
		exchangeClient:    exchangeClient,
	}
}

// 初始化历史k线, 订阅实时k线
func (svr *TradingService) Init() (err error) {
	// get instance
	exchangeTradeInsts, err := svr.marketClientAside.ListExchangeTradeInstance(context.Background(), pb.ExchangeType_OKX)
	if err != nil {
		return
	}
	for _, exInst := range exchangeTradeInsts {
		svr.subKlineInsts[exInst.Exchange] = append(svr.subKlineInsts[exInst.Exchange], exInst.InstId)
	}

	// 订阅k线
	go svr.subscribeKlines(false)
	return
}

func (svr *TradingService) subscribeKlines(reconnect bool) {
	defer func() {
		svr.subKlineStream = nil
		go svr.subscribeKlines(true)
	}()

	if reconnect {
		zlog.Infof("subscribeKlines will reconnect after 5s")
		time.Sleep(5 * time.Second)
	}

	// svr.subKlineLock.Lock()
	// defer svr.subKlineLock.Unlock()

	stream, err := svr.exchangeClient.SubscribeKline(context.Background())
	if err != nil {
		zlog.Error("subscribeKlines reqeust error: ", err)
		return
	}

	if svr.subKlineStream != nil {
		svr.subKlineStream.CloseSend()
	}

	// 发送订阅消息
	exchanges := []pb.ExchangeType{pb.ExchangeType_OKX}
	for _, exchange := range exchanges {
		instIds := svr.subKlineInsts[exchange]

		msg := &pb.ReqStreamSubscribeKline{
			SubType:     pb.SubscribeType_Subscribe,
			Exchanges:   []pb.ExchangeType{exchange},
			InstIds:     instIds,
			Intervals:   SubscribeKlineIntervals,
			OnlyConfirm: true,
		}
		zlog.Debugf("send stream subscribe kline msg: %#v", msg)
		if err = stream.Send(msg); err != nil {
			zlog.Errorf("send stream subscribe kline msg error: %v", msg, err)
			return
		}
	}

	// 接收消息的goroutine
	for {
		msg, err := stream.Recv()
		if err == io.EOF {
			zlog.Debugf("subscribeKlines connection server closeed")
			return
		}
		if err != nil {
			zlog.Error("subscribeKlines recv error: ", err)
			return
		}

		for _, k := range msg.Kline.Klines {
			kline := new(types.Kline)
			kline.ParsePBKline(msg.Kline.Exchange, k)
			zlog.Debugf("recv: streamId=%d, %v, %s, %#v", msg.Kline.StreamId, msg.Kline.Exchange, msg.Kline.InstId, kline)

			svr.klineStore.Update(msg.Kline.Exchange, msg.Kline.InstId, kline)
		}
	}
}

var SubscribeKlineIntervals = []string{
	string(types.Interval1s),
	string(types.Interval1m),
	string(types.Interval3m),
	string(types.Interval5m),
	string(types.Interval15m),
	string(types.Interval30m),
	string(types.Interval1h),
	string(types.Interval2h),
	string(types.Interval4h),
	string(types.Interval6h),
	string(types.Interval12h),
	string(types.Interval1d),
	string(types.Interval1d),
	string(types.Interval2d),
	string(types.Interval3d),
	string(types.Interval5d),
	string(types.Interval1w),
}