Merge pull request #795 from wanxsb/master

support place algo order via websocket api

Author: carlosmiei

v2/algo_order_cancel_service_ws.go

@@ -0,0 +1,187 @@
+package binance
+
+import (
+	"encoding/json"
+	"time"
+
+	"github.com/adshao/go-binance/v2/common"
+	"github.com/adshao/go-binance/v2/common/websocket"
+	"github.com/adshao/go-binance/v2/futures"
+)
+
+// AlgoOrderCancelWsService cancels algo order using WebSocket API
+type AlgoOrderCancelWsService struct {
+	c          websocket.Client
+	ApiKey     string
+	SecretKey  string
+	KeyType    string
+	TimeOffset int64
+}
+
+// NewAlgoOrderCancelWsService init AlgoOrderCancelWsService
+func NewAlgoOrderCancelWsService(apiKey, secretKey string) (*AlgoOrderCancelWsService, error) {
+	conn, err := websocket.NewConnection(futures.WsApiInitReadWriteConn, futures.WebsocketKeepalive, futures.WebsocketTimeoutReadWriteConnection)
+	if err != nil {
+		return nil, err
+	}
+
+	client, err := websocket.NewClient(conn)
+	if err != nil {
+		return nil, err
+	}
+
+	return &AlgoOrderCancelWsService{
+		c:         client,
+		ApiKey:    apiKey,
+		SecretKey: secretKey,
+		KeyType:   common.KeyTypeHmac,
+	}, nil
+}
+
+// AlgoOrderCancelWsRequest parameters for 'algoOrder.cancel' websocket API
+type AlgoOrderCancelWsRequest struct {
+	algoId        *int64
+	clientAlgoId  *string
+	recvWindow    *int64
+}
+
+// NewAlgoOrderCancelWsRequest init AlgoOrderCancelWsRequest
+func NewAlgoOrderCancelWsRequest() *AlgoOrderCancelWsRequest {
+	return &AlgoOrderCancelWsRequest{}
+}
+
+// AlgoID set algoID
+func (s *AlgoOrderCancelWsRequest) AlgoID(algoID int64) *AlgoOrderCancelWsRequest {
+	s.algoId = &algoID
+	return s
+}
+
+// ClientAlgoID set clientAlgoID
+func (s *AlgoOrderCancelWsRequest) ClientAlgoID(clientAlgoID string) *AlgoOrderCancelWsRequest {
+	s.clientAlgoId = &clientAlgoID
+	return s
+}
+
+// RecvWindow set recvWindow
+func (s *AlgoOrderCancelWsRequest) RecvWindow(recvWindow int64) *AlgoOrderCancelWsRequest {
+	s.recvWindow = &recvWindow
+	return s
+}
+
+// buildParams builds params
+func (s *AlgoOrderCancelWsRequest) buildParams() map[string]interface{} {
+	m := map[string]interface{}{}
+
+	if s.algoId != nil {
+		m["algoid"] = *s.algoId
+	}
+
+	if s.clientAlgoId != nil {
+		m["clientalgoid"] = *s.clientAlgoId
+	}
+
+	if s.recvWindow != nil {
+		m["recvWindow"] = *s.recvWindow
+	}
+
+	return m
+}
+
+// CancelAlgoOrderResult define algo order cancel result
+type CancelAlgoOrderResult struct {
+	AlgoId       int64  `json:"algoId"`
+	ClientAlgoId string `json:"clientAlgoId"`
+	Code         string `json:"code"`
+	Message      string `json:"msg"`
+}
+
+// CancelAlgoOrderWsResponse define 'algoOrder.cancel' websocket API response
+type CancelAlgoOrderWsResponse struct {
+	Id     string                `json:"id"`
+	Status int                   `json:"status"`
+	Result CancelAlgoOrderResult `json:"result"`
+
+	// error response
+	Error *common.APIError `json:"error,omitempty"`
+}
+
+// Do - sends 'algoOrder.cancel' request
+func (s *AlgoOrderCancelWsService) Do(requestID string, request *AlgoOrderCancelWsRequest) error {
+	// Use custom method "algoOrder.cancel"
+	method := websocket.WsApiMethodType("algoOrder.cancel")
+	
+	rawData, err := websocket.CreateRequest(
+		websocket.NewRequestData(
+			requestID,
+			s.ApiKey,
+			s.SecretKey,
+			s.TimeOffset,
+			s.KeyType,
+		),
+		method,
+		request.buildParams(),
+	)
+	if err != nil {
+		return err
+	}
+
+	if err := s.c.Write(requestID, rawData); err != nil {
+		return err
+	}
+
+	return nil
+}
+
+// SyncDo - sends 'algoOrder.cancel' request and receives response
+func (s *AlgoOrderCancelWsService) SyncDo(requestID string, request *AlgoOrderCancelWsRequest) (*CancelAlgoOrderWsResponse, error) {
+	// Use custom method "algoOrder.cancel"
+	method := websocket.WsApiMethodType("algoOrder.cancel")
+	
+	rawData, err := websocket.CreateRequest(
+		websocket.NewRequestData(
+			requestID,
+			s.ApiKey,
+			s.SecretKey,
+			s.TimeOffset,
+			s.KeyType,
+		),
+		method,
+		request.buildParams(),
+	)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := s.c.WriteSync(requestID, rawData, websocket.WriteSyncWsTimeout)
+	if err != nil {
+		return nil, err
+	}
+
+	cancelAlgoOrderWsResponse := &CancelAlgoOrderWsResponse{}
+	if err := json.Unmarshal(response, cancelAlgoOrderWsResponse); err != nil {
+		return nil, err
+	}
+
+	return cancelAlgoOrderWsResponse, nil
+}
+
+// ReceiveAllDataBeforeStop waits until all responses will be received from websocket until timeout expired
+func (s *AlgoOrderCancelWsService) ReceiveAllDataBeforeStop(timeout time.Duration) {
+	s.c.Wait(timeout)
+}
+
+// GetReadChannel returns channel with API response data (including API errors)
+func (s *AlgoOrderCancelWsService) GetReadChannel() <-chan []byte {
+	return s.c.GetReadChannel()
+}
+
+// GetReadErrorChannel returns channel with errors which are occurred while reading websocket connection
+func (s *AlgoOrderCancelWsService) GetReadErrorChannel() <-chan error {
+	return s.c.GetReadErrorChannel()
+}
+
+// GetReconnectCount returns count of reconnect attempts by client
+func (s *AlgoOrderCancelWsService) GetReconnectCount() int64 {
+	return s.c.GetReconnectCount()
+}
+