Initial commit

exchange/aevo.go

@@ -0,0 +1,129 @@
+package exchange
+
+import (
+	"encoding/json"
+	"log"
+	"time"
+)
+
+// AevoWS connects to Aevo WebSocket for ticker data.
+type AevoWS struct {
+	Conn    *PriceConnector
+	Tracked []TrackedSymbol // coin + instrument name pairs
+}
+
+type TrackedSymbol struct {
+	Coin         string // "BTC"
+	InstrumentID string // "BTC-PERP"
+}
+
+type aevoTickerMsg struct {
+	Op   string          `json:"op"`
+	Data json.RawMessage `json:"data"`
+}
+
+type aevoTickerData struct {
+	Timestamp string           `json:"timestamp"`
+	Tickers   []aevoInstrument `json:"tickers"`
+}
+
+type aevoInstrument struct {
+	InstrumentName string  `json:"instrument_name"`
+	Mark           *aevoPriceObj `json:"mark,omitempty"`
+	LastPrice      string  `json:"last_price,omitempty"`
+}
+
+type aevoPriceObj struct {
+	Price string `json:"price"`
+}
+
+func NewAevoWS(tracked []TrackedSymbol) *AevoWS {
+	ae := &AevoWS{
+		Tracked: tracked,
+		Conn:    NewPriceConnector("wss://ws.aevo.xyz", "Aevo", 120*time.Second, 30*time.Second),
+	}
+	ae.Conn.PingInterval = 45 * time.Second
+	return ae
+}
+
+// Run connects to Aevo WS and streams ticker data.
+func (a *AevoWS) Run(updateFn func(coin string, price float64)) error {
+	a.Conn.OnConnect = func() {
+		log.Printf("[Aevo WS] Connected, subscribing to %d tickers", len(a.Tracked))
+
+		for _, t := range a.Tracked {
+			sub := map[string]interface{}{
+				"op":   "subscribe",
+				"data": []string{"ticker:" + t.Coin},
+			}
+			if err := a.Conn.SendJSON(sub); err != nil {
+				log.Printf("[Aevo WS] Subscribe %s error: %v", t.InstrumentID, err)
+			}
+		}
+	}
+
+	a.Conn.OnMessage = func(msg []byte) {
+		var raw map[string]json.RawMessage
+		if err := json.Unmarshal(msg, &raw); err != nil {
+			return
+		}
+
+		// Check for error
+		if errMsg, hasErr := raw["error"]; hasErr {
+			var errStr string
+			json.Unmarshal(errMsg, &errStr)
+			if errStr != "" {
+				// Log once, skip errors
+				return
+			}
+		}
+
+		// Parse ticker data
+		op, hasOp := raw["op"]
+		if !hasOp {
+			return
+		}
+		var opStr string
+		if err := json.Unmarshal(op, &opStr); err != nil || opStr != "ticker" {
+			return
+		}
+
+		dataRaw, hasData := raw["data"]
+		if !hasData {
+			return
+		}
+
+		var data aevoTickerData
+		if err := json.Unmarshal(dataRaw, &data); err != nil {
+			return
+		}
+
+		for _, ticker := range data.Tickers {
+			// Find the coin for this instrument
+			coin := ""
+			for _, t := range a.Tracked {
+				if t.InstrumentID == ticker.InstrumentName {
+					coin = t.Coin
+					break
+				}
+			}
+			if coin == "" {
+				continue
+			}
+
+			// Try mark price first, then last_price
+			var price float64
+			if ticker.Mark != nil && ticker.Mark.Price != "" {
+				price = parseFloat(ticker.Mark.Price)
+			} else if ticker.LastPrice != "" {
+				price = parseFloat(ticker.LastPrice)
+			}
+
+			if price > 0 {
+				updateFn(coin, price)
+			}
+		}
+	}
+
+	return a.Conn.Run()
+}