exchange-monitor-go/exchange/okx.go

package exchange

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

// OKXWS connects to OKX WebSocket for tickers channel (perpetual swaps).
type OKXWS struct {
	Tracked []string // OKX symbols like BTC-USDT-SWAP
}

type okxSubscribeMsg struct {
	Op   string        `json:"op"`
	Args []okxChannel `json:"args"`
}

type okxChannel struct {
	Channel string `json:"channel"`
	InstID  string `json:"instId"`
}

type okxTickerMsg struct {
	Arg  okxChannel     `json:"arg"`
	Data []okxTickerData `json:"data"`
}

type okxTickerData struct {
	Last  string `json:"last"`
	BidPx string `json:"bidPx"`
	AskPx string `json:"askPx"`
}

func NewOKXWS(tracked []string) *OKXWS {
	return &OKXWS{
		Tracked: tracked,
	}
}

// Run connects to OKX WS and streams ticker data.
func (o *OKXWS) Run(updateFn func(coin string, price, bid, ask float64)) error {
	url := "wss://ws.okx.com:8443/ws/v5/public"

	conn := NewPriceConnector(url, "OKX", 120*time.Second, 30*time.Second)
	conn.PingInterval = 20 * time.Second // OKX requires ping within 30s
	conn.TextPing = true                 // OKX expects text "ping" message

	conn.OnConnect = func() {
		log.Printf("[OKX WS] Connected, subscribing (%d symbols)", len(o.Tracked))

		// Batch subscriptions — OKX has rate limits (3 req/s, 480/hr)
		batchSize := 20
		for i := 0; i < len(o.Tracked); i += batchSize {
			end := i + batchSize
			if end > len(o.Tracked) {
				end = len(o.Tracked)
			}
			batch := o.Tracked[i:end]
			args := make([]okxChannel, len(batch))
			for j, sym := range batch {
				args[j] = okxChannel{
					Channel: "tickers",
					InstID:  sym,
				}
			}
			sub := okxSubscribeMsg{
				Op:   "subscribe",
				Args: args,
			}
			if err := conn.SendJSON(sub); err != nil {
				log.Printf("[OKX WS] Subscribe error (batch %d): %v", i/batchSize, err)
			}
		}
	}

	conn.OnMessage = func(msg []byte) {
		// Handle OKX text "pong" response
		if string(msg) == "pong" {
			return
		}

		// Check for subscription confirmation or error response
		var generic map[string]interface{}
		if err := json.Unmarshal(msg, &generic); err == nil {
			if evt, _ := generic["event"].(string); evt == "error" || evt == "subscribe" {
				return
			}
		}

		var ticker okxTickerMsg
		if err := json.Unmarshal(msg, &ticker); err != nil {
			return
		}
		if len(ticker.Data) == 0 || ticker.Data[0].Last == "" {
			return
		}

		// Convert BTC-USDT-SWAP -> BTC
		coin := okxSymbolToCoin(ticker.Arg.InstID)
		if coin == "" {
			return
		}

		price := parseFloat(ticker.Data[0].Last)
		if price > 0 {
			bid := parseFloat(ticker.Data[0].BidPx)
			ask := parseFloat(ticker.Data[0].AskPx)
			updateFn(coin, price, bid, ask)
		}
	}

	return conn.Run()
}

// okxSymbolToCoin converts "BTC-USDT-SWAP" to "BTC".
func okxSymbolToCoin(symbol string) string {
	// Strip "-USDT-SWAP" suffix
	const suffix = "-USDT-SWAP"
	if !strings.HasSuffix(symbol, suffix) {
		return ""
	}
	return symbol[:len(symbol)-len(suffix)]
}