alpaca_market_data_request.go

package wsclient

import (
	"fmt"

	"github.com/gorilla/websocket"
	pubsub "github.com/woodstock-tokyo/simple-pubsub"
	"github.com/woodstock-tokyo/woodstock-alpaca/server/util"
)

// Market market client
type Market struct {
	key    string
	secret string
}

// NewMarketClient new market client
func NewMarketClient() *Market {
	return &Market{
		key:    config.AlpacaAPI.Key,
		secret: config.AlpacaAPI.Secret,
	}
}

// GetMarketData get market data
func (c *Market) GetMarketData(ps *pubsub.PubSub) (err error) {
	fmt.Println(config.ResolveIEXEndpoint()) // wss://stream.data.sandbox.alpaca.markets/v2/iex
	conn, _, err := websocket.DefaultDialer.Dial(config.ResolveIEXEndpoint(), nil)
	if err != nil {
		return
	}
	defer conn.Close()

	// https://alpaca.markets/docs/broker/market-data/realtime/
	if err = conn.WriteMessage(websocket.TextMessage, []byte(fmt.Sprintf("{\"action\":\"auth\",\"key\":\"%s\", \"secret\":\"%s\"}", config.AlpacaAPI.Key, config.AlpacaAPI.Secret))); err != nil {
		return
	}

	// https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v2/real-time/
	if err = conn.WriteMessage(websocket.TextMessage, []byte(`{"action":"subscribe", "bars":["*"]}`)); err != nil {
		return
	}

	for {
		_, msg, err := conn.ReadMessage()
		if err != nil {
			return err
		}

		// todo: check changed or not
		// we need a cache server
		fmt.Println(string(msg))
		ps.Pub(msg, util.MARKET_CHANNEL)
	}
}