exchange-monitor-go/exchange/dydx.go

package exchange

import (
	"encoding/json"
	"log"
	"time"
)

// DydxWS connects to dYdX v4 WebSocket for market data (oracle prices).
type DydxWS struct {
	Conn    *PriceConnector
	Tracked []string // coin names like ["BTC", "ETH", ...]
}

type dydxSubscribeMsg struct {
	Type    string `json:"type"`
	Channel string `json:"channel"`
	ID      string `json:"id,omitempty"`
}

type dydxMarketMsg struct {
	Type     string          `json:"type"`
	ID       string          `json:"id"`
	Contents json.RawMessage `json:"contents"`
}

type dydxMarketContents struct {
	OraclePrice     string `json:"oraclePrice"`
	MarkPrice       string `json:"markPrice"`
	NextFundingRate string `json:"nextFundingRate"`
}

func NewDydxWS(tracked []string) *DydxWS {
	return &DydxWS{Tracked: tracked}
}

// Run connects to dYdX v4 WS and streams oracle/market prices.
func (d *DydxWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
	url := "wss://indexer.dydx.trade/v4/ws"

	d.Conn = NewPriceConnector(url, "dYdX", 120*time.Second, 30*time.Second)
	// dYdX v4 requires JSON {"type":"ping"} heartbeat

	d.Conn.OnConnect = func() {
		log.Printf("[dYdX WS] Connected, subscribing")

		// Subscribe to all markets (gets all coins in one stream)
		sub := dydxSubscribeMsg{
			Type:    "subscribe",
			Channel: "v4_markets",
		}
		if err := d.Conn.SendJSON(sub); err != nil {
			log.Printf("[dYdX WS] Subscribe error: %v", err)
		}

		// dYdX requires JSON {"type":"ping"} every ~30s
		go func() {
			heartbeat := time.NewTicker(15 * time.Second)
			defer heartbeat.Stop()
			// Send first ping after 10s (let subscription settle)
			time.Sleep(10 * time.Second)
			for {
				select {
				case <-heartbeat.C:
					if err := d.Conn.SendJSON(map[string]string{"type": "ping"}); err != nil {
						log.Printf("[dYdX WS] Heartbeat send error: %v", err)
					}
				case <-d.Conn.Done():
					return
				}
			}
		}()
	}

	d.Conn.OnMessage = func(msg []byte) {
		var raw map[string]json.RawMessage
		if err := json.Unmarshal(msg, &raw); err != nil {
			return
		}

		// Check type
		var msgType string
		if err := json.Unmarshal(raw["type"], &msgType); err != nil {
			return
		}
		if msgType != "channel_data" {
			// Handle initial subscription response with all markets
			if msgType == "subscribed" {
				var contents struct {
					Markets map[string]struct {
						OraclePrice string `json:"oraclePrice"`
					} `json:"markets"`
				}
				contentsRaw, ok := raw["contents"]
				if !ok {
					return
				}
				if err := json.Unmarshal(contentsRaw, &contents); err != nil {
					return
				}
				for marketID, market := range contents.Markets {
					if market.OraclePrice == "" {
						continue
					}
					coin := dydxSymbolToCoin(marketID)
					if coin == "" {
						continue
					}
					if !isTracked(d.Tracked, coin) {
						continue
					}
					price := parseFloat(market.OraclePrice)
					if price > 0 {
						updateFn(coin, price, 0, 0)
					}
				}
			}
			return
		}

		// Live updates - type "channel_data" with oraclePrices
		contentsRaw, ok := raw["contents"]
		if !ok {
			return
		}
		var contents struct {
			OraclePrices map[string]struct {
				OraclePrice string `json:"oraclePrice"`
			} `json:"oraclePrices"`
		}
		if err := json.Unmarshal(contentsRaw, &contents); err != nil {
			return
		}
		for marketID, data := range contents.OraclePrices {
			if data.OraclePrice == "" {
				continue
			}
			coin := dydxSymbolToCoin(marketID)
			if coin == "" {
				continue
			}
			if !isTracked(d.Tracked, coin) {
				continue
			}
			price := parseFloat(data.OraclePrice)
			if price > 0 {
				updateFn(coin, price, 0, 0)
			}
		}
	}

	return d.Conn.Run()
}

// dydxSymbolToCoin converts "BTC-USD" -> "BTC", "ETH-USD" -> "ETH"
func dydxSymbolToCoin(symbol string) string {
	if len(symbol) < 4 {
		return ""
	}
	// Remove "-USD" suffix
	if len(symbol) > 4 && symbol[len(symbol)-4:] == "-USD" {
		return symbol[:len(symbol)-4]
	}
	return symbol
}

func isTracked(list []string, coin string) bool {
	for _, t := range list {
		if t == coin {
			return true
		}
	}
	return false
}