exchange-monitor-go/exchange/binance.go

package exchange

import (
	"encoding/json"
	"fmt"
	"log"
	"math"
	"strings"
	"time"
)

// BinanceWS connects to Binance WS for ticker data.
// Splits symbols across multiple combined-stream connections.
type BinanceWS struct {
	Tracked     []string
	connections int
}

func NewBinanceWS(tracked []string) *BinanceWS {
	conns := int(math.Ceil(float64(len(tracked)) / 60))
	if conns < 1 {
		conns = 1
	}
	if conns > 10 {
		conns = 10
	}
	return &BinanceWS{Tracked: tracked, connections: conns}
}

func (b *BinanceWS) runSingle(symbols []string, connIdx int, updateFn func(coin string, price, bid, ask float64)) error {
	streams := ""
	for i, sym := range symbols {
		if i > 0 {
			streams += "/"
		}
		streams += fmt.Sprintf("%s@bookTicker", strings.ToLower(sym))
	}

	url := fmt.Sprintf("wss://fstream.binance.com/stream?streams=%s", streams)
	name := fmt.Sprintf("Binance-%d", connIdx)

	conn := NewPriceConnector(url, name, 60*time.Second, 15*time.Second)
	// No client-side pings — let the proxy handle keepalive
	conn.PingInterval = 0

	conn.OnConnect = func() {
		log.Printf("[%s] Connected (%d symbols)", name, len(symbols))
	}

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

		// Parse data as a generic map to avoid field name conflicts
		// (bookTicker has both "b" bid price and "B" bid quantity)
		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 := parseFloat(bidStr)
		ask := parseFloat(askStr)
		if bid <= 0 || ask <= 0 {
			return
		}

		coin := symbolToCoin(symbol, "USDT")
		if coin == "" {
			return
		}

		mid := (bid + ask) / 2.0
		updateFn(coin, mid, bid, ask)
	}

	return conn.Run()
}

func (b *BinanceWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
	if len(b.Tracked) == 0 {
		return nil
	}

	n := b.connections
	perConn := (len(b.Tracked) + n - 1) / n

	errCh := make(chan error, n)
	for i := 0; i < n; i++ {
		start := i * perConn
		end := start + perConn
		if end > len(b.Tracked) {
			end = len(b.Tracked)
		}
		if start >= end {
			errCh <- nil
			continue
		}
		batch := b.Tracked[start:end]
		go func(idx int, syms []string) {
			errCh <- b.runSingle(syms, idx, updateFn)
		}(i+1, batch)
	}

	return <-errCh
}