sig-pub/internal/exchange/okx/channel_kline.go

package okx

import (
	"fmt"
	"sig-pub/pkg/types"
	"strconv"

	"github.com/govalues/decimal"
)

// WS/K线频道
// 获取K线数据，推送频率最快是间隔1秒推送一次数据。

type CandleData [][]string

var (
	// k线类型
	// 如 [1s/1m/3m/5m/15m/30m/1H/2H/4H]
	// 香港时间开盘价k线：[6H/12H/1D/2D/3D/1W/1M/3M]
	// UTC时间开盘价k线：[6Hutc/12Hutc/1Dutc/2Dutc/3Dutc/1Wutc/1Mutc/3Mutc]
	// "candle1s" candle3Mutc candle1Mutc candle1Wutc candle1Dutc candle2Dutc candle3Dutc candle5Dutc candle12Hutc candle6Hutc
	// candles         = []string{"candle3M", "candle1M", "candle1W", "candle1D", "candle2D", "candle3D", "candle5D", "candle12H", "candle6H", "candle4H", "candle2H", "candle1H", "candle30m", "candle15m", "candle5m", "candle3m", "candle1m"}
	subCandles = []string{
		// "candle3M", "candle1M",
		"candle1W", "candle1D", "candle2D", "candle3D", "candle5D",
		"candle12H", "candle6H", "candle4H", "candle2H", "candle1H",
		"candle30m", "candle15m", "candle5m", "candle3m", "candle1m",
		"candle1s",
	}
)

// ChannelCandle k线订阅频道
type ChannelCandle struct {
	cfg       wsChannelConfig[*CandleData, *types.ChannelKline]
	wsChannel *wsChannel[*CandleData, *types.ChannelKline]
}

func NewChannelCandle(
	traceId string,
	httpProxy string,
) *ChannelCandle {
	cfg := wsChannelConfig[*CandleData, *types.ChannelKline]{
		channelId:         traceId,
		httpProxy:         httpProxy,
		wsUrl:             "/ws/v5/business",
		subscribeChannels: subCandles,
		dataInstanceFunc: func() *CandleData {
			var d CandleData
			return &d
		},
		dataMappingFunc: candleData2Klines,
	}
	return &ChannelCandle{cfg: cfg}
}

func (c *ChannelCandle) Init() (err error) {
	c.wsChannel = newWsChannel(c.cfg)
	return c.wsChannel.Init()
}

func (c *ChannelCandle) Consumer() <-chan *types.ChannelKline {
	return c.wsChannel.Consumer()
}

func (c *ChannelCandle) Subscribe(instIds ...string) (err error) {
	return c.wsChannel.Subscribe(instIds...)
}

func (c *ChannelCandle) Unsubscribe(instIds ...string) (err error) {
	return c.wsChannel.Unsubscribe(instIds...)
}

func (c *ChannelCandle) IsSubscribe(instId string) bool {
	return c.wsChannel.IsSubscribed(instId)
}

func (c *ChannelCandle) GetSubscribes() (instIds []string) {
	return c.wsChannel.GetSubscribes()
}

// func candleData2Klines() (klines []*types.Kline) {
func candleData2Klines(channelData *ChannelData[*CandleData]) (r *types.ChannelKline, err error) {
	r = &types.ChannelKline{
		InstId:   channelData.InstId,
		Exchange: types.ExchangeOKX,
	}
	for _, data := range *channelData.Data {
		ts, e := strconv.ParseInt(data[0], 10, 64)
		if e != nil {
			err = e
			return
		}

		kline := &types.Kline{
			Ts:      ts,
			Confirm: data[8] == "1",
		}

		switch channelData.Channel {
		default:
			err = fmt.Errorf("unsupport candle: %s", channelData.Channel)
			continue
		case "candle1s":
			kline.Interval = types.Interval1s
		// case "candle5s":
		// 	kline.Interval = types.Interval5s
		case "candle1m":
			kline.Interval = types.Interval1m
		case "candle3m":
			kline.Interval = types.Interval3m
		case "candle5m":
			kline.Interval = types.Interval5m
		case "candle15m":
			kline.Interval = types.Interval15m
		case "candle30m":
			kline.Interval = types.Interval30m
		case "candle1H":
			kline.Interval = types.Interval1h
		case "candle2H":
			kline.Interval = types.Interval2h
		case "candle4H":
			kline.Interval = types.Interval4h
		case "candle6H":
			kline.Interval = types.Interval6h
		case "candle12H":
			kline.Interval = types.Interval12h
		case "candle1D":
			kline.Interval = types.Interval1d
		case "candle2D":
			kline.Interval = types.Interval2d
		case "candle3D":
			kline.Interval = types.Interval3d
		case "candle5D":
			kline.Interval = types.Interval5d
		case "candle1W":
			kline.Interval = types.Interval1w
			// case "candle1M":
			// 	kline.Interval = types.Interval1mo
			// case "candle3M":
			// 	kline.Interval = types.Interval3mo
		}
		var kinds = []*decimal.Decimal{&kline.Open, &kline.High, &kline.Low, &kline.Close, &kline.Vol, nil, &kline.VolQuote}
		for i := 1; i <= 7; i++ {
			if kinds[i-1] == nil {
				continue
			}
			*kinds[i-1], err = decimal.Parse(data[i])
			if err != nil {
				return
			}
		}

		// ims, ok := kline.Interval.Milliseconds()
		// if !ok {
		// 	err = fmt.Errorf("unsupport interval: %v", kline.Interval)
		// 	continue
		// }
		// kline.Tid = ts / ims
		r.Klines = append(r.Klines, kline)
	}
	return
}