GDAX Service

gdax/client.go

@@ -0,0 +1,9 @@
+package gdax
+
+type Client interface {
+	Open() error
+	Close()
+	Send(msg Request)
+	Stream() <-chan Message
+	Error() <-chan error
+}

gdax/listener_service.go

@@ -0,0 +1,124 @@
+package gdax
+
+import (
+	"github.com/kcotugno/tacitus"
+
+	"errors"
+	"sync"
+)
+
+type ListenerService struct {
+	Client Client
+	Logger tacitus.Logger
+
+	trades chan tacitus.Trade
+	err    chan error
+
+	subs []string
+
+	closed bool
+	shouldRestart bool
+	restMu sync.Mutex
+}
+
+func (s *ListenerService) Open() error {
+	if s.closed {
+		return errors.New("Already used")
+	}
+
+	err := s.Client.Open()
+	if err != nil {
+		s.Logger.Info("GDAX Listener Error: %v", err)
+	}
+	s.Logger.Info("GDAX listener started")
+
+	s.trades = make(chan tacitus.Trade, 1024)
+	s.err = make(chan error)
+	s.setRestart(true)
+
+	s.listen()
+
+	return err
+}
+
+func (s *ListenerService) Close() {
+	s.closed = true
+	s.setRestart(false)
+	s.Client.Close()
+	s.Logger.Info("GDAX listener stopped")
+}
+
+func (s *ListenerService) Subscribe(products ...string) {
+	req := Request{}
+	req.Type = Subscribe
+
+	req.Channels = make([]Channel, 1)
+	req.Channels[0].Name = "matches"
+	req.Channels[0].ProductIds = products
+
+	s.subs = products
+
+	s.Client.Send(req)
+}
+
+func (s *ListenerService) Stream() <-chan tacitus.Trade {
+	return s.trades
+}
+
+func (s *ListenerService) Error() <-chan error {
+	return s.err
+}
+
+func (s *ListenerService) listen() {
+	go func() {
+		for msg := range s.Client.Stream() {
+			if msg.Type == "match" {
+				t := tacitus.Trade{}
+				t.TradeId = msg.TradeId
+				t.Product = msg.ProductId
+				t.Price = msg.Price
+				t.Size = msg.Size
+				t.Timestamp = msg.Time
+
+				switch msg.Side {
+				case "buy":
+					t.Buy = true
+				case "sell":
+					t.Sell = true
+				}
+
+				s.trades <- t
+			}
+		}
+	}()
+
+	go func() {
+		for err := range s.Client.Error() {
+			s.err <- err
+		}
+
+		if s.restart() {
+			err := s.Open()
+			if err != nil {
+				s.Logger.Info("GDAX Unable to reastablish connection")
+				return
+			}
+			s.Subscribe(s.subs...)
+		}
+	}()
+
+}
+
+func (s *ListenerService) restart() bool {
+	s.restMu.Lock()
+	defer s.restMu.Unlock()
+
+	return s.shouldRestart
+}
+
+func (s *ListenerService) setRestart(restart bool) {
+	s.restMu.Lock()
+	defer s.restMu.Unlock()
+
+	s.shouldRestart = restart
+}

gdax/message.go

@@ -1,4 +1,4 @@
-package tacitus
+package gdax
 
 import (
 	"github.com/shopspring/decimal"

gdax/request.go

@@ -1,4 +1,4 @@
-package tacitus
+package gdax
 
 const Subscribe = RequestType("subscribe")
 const Unsubscribe = RequestType("unsubscribe")

gdax/websocket/client.go

@@ -1,8 +1,7 @@
 package websocket
 
 import (
-	"github.com/kcotugno/tacitus"
-
+	"github.com/kcotugno/tacitus/gdax"
 	"github.com/gorilla/websocket"
 
 	"sync"
@@ -12,9 +11,9 @@ import (
 const ENDPOINT = "wss://ws-feed.gdax.com"
 
 type Client struct {
-	msgs   chan tacitus.Message
+	msgs   chan gdax.Message
 	err    chan error
-	writer chan tacitus.Request
+	writer chan gdax.Request
 	conn   *websocket.Conn
 
 	conMux  sync.Mutex
@@ -24,9 +23,7 @@ type Client struct {
 
 func NewClient() *Client {
 	c := Client{}
-	c.msgs = make(chan tacitus.Message, 1024)
-	c.err = make(chan error)
-	c.writer = make(chan tacitus.Request)
+	c.writer = make(chan gdax.Request)
 	c.close = make(chan bool)
 
 	return &c
@@ -41,9 +38,11 @@ func (c *Client) Open() error {
 	}
 	c.setConnected(true)
 
+	c.msgs = make(chan gdax.Message, 1024)
+	c.err = make(chan error)
 	go func() {
 		for c.connected() {
-			var msg tacitus.Message
+			var msg gdax.Message
 
 			err := c.conn.ReadJSON(&msg)
 			if err != nil {
@@ -56,6 +55,9 @@ func (c *Client) Open() error {
 			}
 			c.msgs <- msg
 		}
+
+		close(c.msgs)
+		close(c.err)
 	}()
 
 	go func() {
@@ -92,13 +94,13 @@ func (c *Client) sendClose(send bool) {
 	}
 }
 
-func (c *Client) Send(msg tacitus.Request) {
+func (c *Client) Send(msg gdax.Request) {
 	if c.connected() {
 		c.writer <- msg
 	}
 }
 
-func (c *Client) MessageStream() <-chan tacitus.Message {
+func (c *Client) Stream() <-chan gdax.Message {
 	return c.msgs
 }
 

listener.go

@@ -0,0 +1,9 @@
+package tacitus
+
+type ListenerService interface {
+	Open() error
+	Close()
+	Subscribe(product string)
+	Stream() <-chan Trade
+	Error() <-chan error
+}