Merge branch 'dev'

binance/Binance.go

@@ -651,15 +651,22 @@ func (bn *Binance) adaptOrder(currencyPair CurrencyPair, orderMap map[string]int
 		orderSide = BUY
 	}
 
+	quoteQty := ToFloat64(orderMap["cummulativeQuoteQty"])
+	qty := ToFloat64(orderMap["executedQty"])
+	avgPrice := 0.0
+	if qty > 0 {
+		avgPrice = FloatToFixed(quoteQty/qty, 8)
+	}
+
 	return Order{
 		OrderID:      ToInt(orderMap["orderId"]),
-		OrderID2:     fmt.Sprintf("%.0f",orderMap["orderId"]),
+		OrderID2:     fmt.Sprintf("%.0f", orderMap["orderId"]),
 		Cid:          orderMap["clientOrderId"].(string),
 		Currency:     currencyPair,
 		Price:        ToFloat64(orderMap["price"]),
 		Amount:       ToFloat64(orderMap["origQty"]),
 		DealAmount:   ToFloat64(orderMap["executedQty"]),
-		AvgPrice:     FloatToFixed(ToFloat64(orderMap["cummulativeQuoteQty"])/ToFloat64(orderMap["executedQty"]), 8),
+		AvgPrice:     avgPrice,
 		Side:         TradeSide(orderSide),
 		Status:       adaptOrderStatus(orderMap["status"].(string)),
 		OrderTime:    ToInt(orderMap["time"]),

binance/FuturesWs.go

@@ -10,13 +10,18 @@ import (
 	"os"
 	"sort"
 	"strings"
+	"sync"
 	"time"
 )
 
 type FuturesWs struct {
-	base *BinanceFutures
-	f    *goex.WsConn
-	d    *goex.WsConn
+	base  *BinanceFutures
+	fOnce sync.Once
+	dOnce sync.Once
+
+	wsBuilder *goex.WsBuilder
+	f         *goex.WsConn
+	d         *goex.WsConn
 
 	depthCallFn  func(depth *goex.Depth)
 	tickerCallFn func(ticker *goex.FutureTicker)
@@ -26,25 +31,44 @@ type FuturesWs struct {
 func NewFuturesWs() *FuturesWs {
 	futuresWs := new(FuturesWs)
 
-	wsBuilder := goex.NewWsBuilder().
+	futuresWs.wsBuilder = goex.NewWsBuilder().
 		ProxyUrl(os.Getenv("HTTPS_PROXY")).
 		ProtoHandleFunc(futuresWs.handle).AutoReconnect()
-	futuresWs.f = wsBuilder.WsUrl("wss://fstream.binance.com/ws").Build()
-	futuresWs.d = wsBuilder.WsUrl("wss://dstream.binance.com/ws").Build()
-	futuresWs.base = NewBinanceFutures(&goex.APIConfig{
-		HttpClient: &http.Client{
+
+	httpCli := &http.Client{
+		Timeout: 10 * time.Second,
+	}
+
+	if os.Getenv("HTTPS_PROXY") != "" {
+		httpCli = &http.Client{
 			Transport: &http.Transport{
 				Proxy: func(r *http.Request) (*url.URL, error) {
 					return url.Parse(os.Getenv("HTTPS_PROXY"))
 				},
 			},
 			Timeout: 10 * time.Second,
-		},
+		}
+	}
+
+	futuresWs.base = NewBinanceFutures(&goex.APIConfig{
+		HttpClient: httpCli,
 	})
 
 	return futuresWs
 }
 
+func (s *FuturesWs) connectUsdtFutures() {
+	s.fOnce.Do(func() {
+		s.f = s.wsBuilder.WsUrl("wss://fstream.binance.com/ws").Build()
+	})
+}
+
+func (s *FuturesWs) connectFutures() {
+	s.dOnce.Do(func() {
+		s.d = s.wsBuilder.WsUrl("wss://dstream.binance.com/ws").Build()
+	})
+}
+
 func (s *FuturesWs) DepthCallback(f func(depth *goex.Depth)) {
 	s.depthCallFn = f
 }
@@ -79,12 +103,14 @@ func (s *FuturesWs) SubscribeDepth(pair goex.CurrencyPair, contractType string)
 func (s *FuturesWs) SubscribeTicker(pair goex.CurrencyPair, contractType string) error {
 	switch contractType {
 	case goex.SWAP_USDT_CONTRACT:
+		s.connectUsdtFutures()
 		return s.f.Subscribe(req{
 			Method: "SUBSCRIBE",
 			Params: []string{pair.AdaptUsdToUsdt().ToLower().ToSymbol("") + "@ticker"},
 			Id:     1,
 		})
 	default:
+		s.connectFutures()
 		sym, _ := s.base.adaptToSymbol(pair.AdaptUsdtToUsd(), contractType)
 		return s.d.Subscribe(req{
 			Method: "SUBSCRIBE",

binance/SpotWs.go

@@ -8,6 +8,7 @@ import (
 	"os"
 	"sort"
 	"strings"
+	"sync"
 	"time"
 )
 
@@ -29,7 +30,9 @@ type depthResp struct {
 }
 
 type SpotWs struct {
-	c *goex.WsConn
+	c         *goex.WsConn
+	once      sync.Once
+	wsBuilder *goex.WsBuilder
 
 	reqId int
 
@@ -42,17 +45,22 @@ func NewSpotWs() *SpotWs {
 	spotWs := &SpotWs{}
 	logger.Debugf("proxy url: %s", os.Getenv("HTTPS_PROXY"))
 
-	wsBuilder := goex.NewWsBuilder().
+	spotWs.wsBuilder = goex.NewWsBuilder().
 		WsUrl("wss://stream.binance.com:9443/stream?streams=depth/miniTicker/ticker/trade").
 		ProxyUrl(os.Getenv("HTTPS_PROXY")).
 		ProtoHandleFunc(spotWs.handle).AutoReconnect()
 
-	spotWs.c = wsBuilder.Build()
 	spotWs.reqId = 1
 
 	return spotWs
 }
 
+func (s *SpotWs) connect() {
+	s.once.Do(func() {
+		s.c = s.wsBuilder.Build()
+	})
+}
+
 func (s *SpotWs) DepthCallback(f func(depth *goex.Depth)) {
 	s.depthCallFn = f
 }
@@ -70,6 +78,8 @@ func (s *SpotWs) SubscribeDepth(pair goex.CurrencyPair) error {
 		s.reqId++
 	}()
 
+	s.connect()
+
 	return s.c.Subscribe(req{
 		Method: "SUBSCRIBE",
 		Params: []string{
@@ -84,6 +94,8 @@ func (s *SpotWs) SubscribeTicker(pair goex.CurrencyPair) error {
 		s.reqId++
 	}()
 
+	s.connect()
+
 	return s.c.Subscribe(req{
 		Method: "SUBSCRIBE",
 		Params: []string{pair.ToLower().ToSymbol("") + "@ticker"},

bitmex/SwapWs.go

@@ -6,6 +6,7 @@ import (
 	. "github.com/nntaoli-project/goex"
 	"github.com/nntaoli-project/goex/internal/logger"
 	"sort"
+	"sync"
 	"time"
 )
 
@@ -42,7 +43,9 @@ type depthData struct {
 }
 
 type SwapWs struct {
-	c *WsConn
+	c         *WsConn
+	once      sync.Once
+	wsBuilder *WsBuilder
 
 	depthCall  func(depth *Depth)
 	tickerCall func(ticker *FutureTicker)
@@ -52,14 +55,20 @@ type SwapWs struct {
 
 func NewSwapWs() *SwapWs {
 	s := new(SwapWs)
-	wsBuilder := NewWsBuilder().DisableEnableCompression().WsUrl("wss://www.bitmex.com/realtime")
-	wsBuilder = wsBuilder.Heartbeat(func() []byte { return []byte("ping") }, 5*time.Second)
-	wsBuilder = wsBuilder.ProtoHandleFunc(s.handle).AutoReconnect()
-	s.c = wsBuilder.Build()
+	s.wsBuilder = NewWsBuilder().DisableEnableCompression().WsUrl("wss://www.bitmex.com/realtime")
+	s.wsBuilder = s.wsBuilder.Heartbeat(func() []byte { return []byte("ping") }, 5*time.Second)
+	s.wsBuilder = s.wsBuilder.ProtoHandleFunc(s.handle).AutoReconnect()
+	//s.c = wsBuilder.Build()
 	s.tickerCacheMap = make(map[string]FutureTicker, 10)
 	return s
 }
 
+func (s *SwapWs) connect() {
+	s.once.Do(func() {
+		s.c = s.wsBuilder.Build()
+	})
+}
+
 func (s *SwapWs) DepthCallback(f func(depth *Depth)) {
 	s.depthCall = f
 }
@@ -74,6 +83,8 @@ func (s *SwapWs) TradeCallback(f func(trade *Trade, contract string)) {
 
 func (s *SwapWs) SubscribeDepth(pair CurrencyPair, contractType string) error {
 	//{"op": "subscribe", "args": ["orderBook10:XBTUSD"]}
+	s.connect()
+
 	op := SubscribeOp{
 		Op: "subscribe",
 		Args: []string{
@@ -84,6 +95,8 @@ func (s *SwapWs) SubscribeDepth(pair CurrencyPair, contractType string) error {
 }
 
 func (s *SwapWs) SubscribeTicker(pair CurrencyPair, contractType string) error {
+	s.connect()
+
 	return s.c.Subscribe(SubscribeOp{
 		Op: "subscribe",
 		Args: []string{

huobi/HuobiPro.go

@@ -593,8 +593,6 @@ func (hbpro *HuoBiPro) GetKlineRecords(currency CurrencyPair, period KlinePeriod
 	return klines, nil
 }
 
-//非个人，整个交易所的交易记录
-//https://github.com/huobiapi/API_Docs/wiki/REST_api_reference#get-markettrade-获取-trade-detail-数据
 func (hbpro *HuoBiPro) GetTrades(currencyPair CurrencyPair, since int64) ([]Trade, error) {
 	var (
 		trades []Trade