bitFlyer lightning Realtime API から約定を取得するGoのサンプルコード

bf-realtime-api-sample.go

package main

import (
	"encoding/json"
	"fmt"
	"net/url"
	"time"

	"github.com/gorilla/websocket"
)

const TIME_LAYOUT = "2006-01-02T15:04:05.999999999Z"

func main() {
	// https://bf-lightning-api.readme.io/docs/realtime-executions
	u := url.URL{
		Scheme: "wss",
		Host:   "ws.lightstream.bitflyer.com",
		Path:   "/json-rpc",
	}

	c, _, err := websocket.DefaultDialer.Dial(u.String(), nil)
	if err != nil {
		fmt.Println(err)
		return
	}
	err = c.SetWriteDeadline(time.Now().Add(10 * time.Second))
	if err != nil {
		fmt.Println(err)
		return
	}

	req := SubscribeRequestObject{
		JSONRPC: "2.0",
		Method:  "subscribe",
		Params:  SubscribeParams{Channel: "lightning_executions_FX_BTC_JPY"},
	}
	err = c.WriteJSON(req)
	if err != nil {
		fmt.Println(err)
		return
	}
	res := new(ResponseObject)
	err = c.ReadJSON(&res)
	if err != nil {
		fmt.Println(err)
		return
	}
	if res.Error != nil {
		fmt.Printf("error while subscribe. error: %v", res.Error)
		return
	}

	for {
		msg := new(ExecutionsChannelMessageRequestObject)
		err := c.ReadJSON(msg)
		if err != nil {
			fmt.Println(err)
			return
		}
		if msg.Method == "channelMessage" {
			executions := msg.Params.Message
			for _, e := range executions {
				t, err := time.Parse(TIME_LAYOUT, e.ExecDate)
				if err != nil {
					fmt.Println(err)
					continue
				}
				id, err := e.ID.Int64()
				if err != nil {
					fmt.Println(err)
					continue
				}
				fmt.Printf("id: %d, side: %s, price: %f, size: %f, exec_date: %s\n", id, e.Side, e.Price, e.Size, t)
			}
		}
	}
}

type SubscribeRequestObject struct {
	JSONRPC string          `json:"jsonrpc"`
	Method  string          `json:"method"`
	Params  SubscribeParams `json:"params"`
	ID      *int64          `json:"id"`
}

type SubscribeParams struct {
	Channel string `json:"channel"`
}

type ExecutionsChannelMessageRequestObject struct {
	JSONRPC string                         `json:"jsonrpc"`
	Method  string                         `json:"method"`
	Params  ExecutionsChannelMessageParams `json:"params"`
	ID      *int64                         `json:"id"`
}

type ResponseObject struct {
	JSONRPC string `json:"jsonrpc"`
	Result  any    `json:"result"`
	Error   any    `json:"error"`
	ID      *int64 `json:"id"`
}

type ExecutionsChannelMessageParams struct {
	Channel string `json:"channel"`
	Message []struct {
		ID                         json.Number `json:"id"`
		Side                       string      `json:"side"`
		Price                      float64     `json:"price"`
		Size                       float64     `json:"size"`
		ExecDate                   string      `json:"exec_date"`
		BuyChildOrderAcceptanceID  string      `json:"buy_child_order_acceptance_id"`
		SellChildOrderAcceptanceID string      `json:"sell_child_order_acceptance_id"`
	}
}