Initial commit

exchange/binance.go

@@ -0,0 +1,79 @@
+package exchange
+
+import (
+	"encoding/json"
+	"fmt"
+	"log"
+	"strconv"
+	"strings"
+	"time"
+)
+
+type BinanceWS struct {
+	Tracked []string
+}
+
+func NewBinanceWS(tracked []string) *BinanceWS {
+	return &BinanceWS{Tracked: tracked}
+}
+// Run connects to Binance WS and streams bookTicker data.
+func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
+	streams := ""
+	for i, sym := range b.Tracked {
+		if i > 0 {
+			streams += "/"
+		}
+		streams += fmt.Sprintf("%s@bookTicker", strings.ToLower(sym))
+	}
+	url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams)
+
+	conn := NewPriceConnector(url, "Binance", 120*time.Second, 30*time.Second)
+	conn.PingInterval = 45 * time.Second
+
+	conn.OnConnect = func() {
+		log.Printf("[Binance WS] Connected")
+	}
+
+	conn.OnMessage = func(msg []byte) {
+		// Combined stream: {"stream":"...","data":{...}}
+		// Navigate through "data" using map to avoid field name conflicts
+		var raw map[string]json.RawMessage
+		if err := json.Unmarshal(msg, &raw); err != nil {
+			return
+		}
+		dataRaw, ok := raw["data"]
+		if !ok {
+			return
+		}
+
+		// Parse data object as flat map to extract fields by exact name
+		var dataMap map[string]interface{}
+		if err := json.Unmarshal(dataRaw, &dataMap); err != nil {
+			return
+		}
+
+		symbol, _ := dataMap["s"].(string)
+		bidStr, _ := dataMap["b"].(string)
+		askStr, _ := dataMap["a"].(string)
+		if symbol == "" || bidStr == "" || askStr == "" {
+			return
+		}
+
+		bid, err1 := strconv.ParseFloat(bidStr, 64)
+		ask, err2 := strconv.ParseFloat(askStr, 64)
+		if err1 != nil || err2 != nil || bid <= 0 || ask <= 0 {
+			return
+		}
+
+		// Extract coin name (e.g., "BTCUSDT" -> "BTC")
+		coin := symbolToCoin(symbol, "USDT")
+		if coin == "" {
+			return
+		}
+
+		mid := (bid + ask) / 2.0
+		updateFn(coin, mid, bid, ask)
+	}
+
+	return conn.Run()
+}