Files
tessera/services/data_service/internal/provider/binance/futures_websocket.go

411 lines
8.7 KiB
Go

package binance
import (
"context"
"encoding/json"
"errors"
"log/slog"
"sync"
"sync/atomic"
"time"
"github.com/coder/websocket"
"gitlab.michelsen.id/phillmichelsen/tessera/services/data_service/internal/domain"
)
const (
endpoint = "wss://stream.binance.com:9443/stream"
cmpName = "binance_futures_websocket"
// I/O limits
readLimitBytes = 8 << 20
writeTimeout = 5 * time.Second
dialTimeout = 10 * time.Second
reconnectMaxBackoff = 30 * time.Second
)
type wsReq struct {
Method string `json:"method"`
Params []string `json:"params,omitempty"`
ID uint64 `json:"id"`
}
type wsAck struct {
Result any `json:"result"`
ID uint64 `json:"id"`
}
type combinedEvent struct {
Stream string `json:"stream"`
Data json.RawMessage `json:"data"`
}
type FuturesWebsocket struct {
out chan<- domain.Message
mu sync.RWMutex
active map[string]bool
connMu sync.Mutex
conn *websocket.Conn
cancel context.CancelFunc
reqID atomic.Uint64
pending map[uint64]chan error
pmu sync.Mutex
// pumps
writer chan []byte
once sync.Once
stopCh chan struct{}
}
func NewFuturesWebsocket(out chan<- domain.Message) *FuturesWebsocket {
return &FuturesWebsocket{
out: out,
active: make(map[string]bool),
pending: make(map[uint64]chan error),
writer: make(chan []byte, 256),
stopCh: make(chan struct{}),
}
}
func (p *FuturesWebsocket) Start() error {
var startErr error
p.once.Do(func() {
go p.run()
})
return startErr
}
func (p *FuturesWebsocket) Stop() {
close(p.stopCh)
p.connMu.Lock()
if p.cancel != nil {
p.cancel()
}
if p.conn != nil {
_ = p.conn.Close(websocket.StatusNormalClosure, "shutdown")
p.conn = nil
}
p.connMu.Unlock()
// fail pending waiters
p.pmu.Lock()
for id, ch := range p.pending {
ch <- errors.New("provider stopped")
close(ch)
delete(p.pending, id)
}
p.pmu.Unlock()
slog.Default().Info("stopped", "cmp", cmpName)
}
func (p *FuturesWebsocket) StartStreams(keys []string) <-chan error {
ch := make(chan error, 1)
go func() {
defer close(ch)
if len(keys) == 0 {
ch <- nil
return
}
id, ack := p.sendReq("SUBSCRIBE", keys)
if ack == nil {
ch <- errors.New("not connected")
slog.Default().Error("subscribe failed; not connected", "cmp", cmpName, "keys", keys)
return
}
if err := <-ack; err != nil {
ch <- err
slog.Default().Error("subscribe NACK", "cmp", cmpName, "id", id, "keys", keys, "err", err)
return
}
p.mu.Lock()
for _, k := range keys {
p.active[k] = true
}
p.mu.Unlock()
slog.Default().Info("subscribed", "cmp", cmpName, "id", id, "keys", keys)
ch <- nil
}()
return ch
}
func (p *FuturesWebsocket) StopStreams(keys []string) <-chan error {
ch := make(chan error, 1)
go func() {
defer close(ch)
if len(keys) == 0 {
ch <- nil
return
}
id, ack := p.sendReq("UNSUBSCRIBE", keys)
if ack == nil {
ch <- errors.New("not connected")
slog.Default().Error("unsubscribe failed; not connected", "cmp", cmpName, "keys", keys)
return
}
if err := <-ack; err != nil {
ch <- err
slog.Default().Error("unsubscribe NACK", "cmp", cmpName, "id", id, "keys", keys, "err", err)
return
}
p.mu.Lock()
for _, k := range keys {
delete(p.active, k)
}
p.mu.Unlock()
slog.Default().Info("unsubscribed", "cmp", cmpName, "id", id, "keys", keys)
ch <- nil
}()
return ch
}
func (p *FuturesWebsocket) Fetch(key string) (domain.Message, error) {
return domain.Message{}, errors.New("not implemented")
}
func (p *FuturesWebsocket) IsStreamActive(key string) bool {
p.mu.RLock()
defer p.mu.RUnlock()
return p.active[key]
}
func (p *FuturesWebsocket) IsValidSubject(key string, _ bool) bool {
return len(key) > 0
}
// internal
func (p *FuturesWebsocket) run() {
backoff := time.Second
for {
// stop?
select {
case <-p.stopCh:
return
default:
}
if err := p.connect(); err != nil {
slog.Default().Error("dial failed", "cmp", cmpName, "err", err)
time.Sleep(backoff)
if backoff < reconnectMaxBackoff {
backoff *= 2
}
continue
}
backoff = time.Second
// resubscribe existing keys
func() {
p.mu.RLock()
if len(p.active) > 0 {
keys := make([]string, 0, len(p.active))
for k := range p.active {
keys = append(keys, k)
}
_, ack := p.sendReq("SUBSCRIBE", keys)
if ack != nil {
if err := <-ack; err != nil {
slog.Default().Warn("resubscribe error", "cmp", cmpName, "err", err)
} else {
slog.Default().Info("resubscribed", "cmp", cmpName, "count", len(keys))
}
}
}
p.mu.RUnlock()
}()
// run read and write pumps
ctx, cancel := context.WithCancel(context.Background())
errc := make(chan error, 2)
go func() { errc <- p.readLoop(ctx) }()
go func() { errc <- p.writeLoop(ctx) }()
// wait for failure or stop
var err error
select {
case <-p.stopCh:
cancel()
p.cleanupConn()
return
case err = <-errc:
cancel()
}
// fail pendings on error
p.pmu.Lock()
for id, ch := range p.pending {
ch <- err
close(ch)
delete(p.pending, id)
}
p.pmu.Unlock()
slog.Default().Error("ws loop error; reconnecting", "cmp", cmpName, "err", err)
p.cleanupConn()
}
}
func (p *FuturesWebsocket) connect() error {
p.connMu.Lock()
defer p.connMu.Unlock()
if p.conn != nil {
return nil
}
ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
c, _, err := websocket.Dial(ctx, endpoint, &websocket.DialOptions{
CompressionMode: websocket.CompressionDisabled,
OnPingReceived: func(ctx context.Context, _ []byte) bool {
slog.Default().Info("ping received", "cmp", cmpName)
return true
},
})
if err != nil {
cancel()
return err
}
c.SetReadLimit(8 << 20)
p.conn = c
p.cancel = cancel
slog.Default().Info("connected", "cmp", cmpName, "endpoint", endpoint)
return nil
}
func (p *FuturesWebsocket) cleanupConn() {
p.connMu.Lock()
defer p.connMu.Unlock()
if p.cancel != nil {
p.cancel()
p.cancel = nil
}
if p.conn != nil {
_ = p.conn.Close(websocket.StatusAbnormalClosure, "reconnect")
p.conn = nil
}
}
func (p *FuturesWebsocket) writeLoop(ctx context.Context) error {
for {
select {
case <-ctx.Done():
return ctx.Err()
case b := <-p.writer:
p.connMu.Lock()
c := p.conn
p.connMu.Unlock()
if c == nil {
return errors.New("conn nil")
}
wctx, cancel := context.WithTimeout(ctx, writeTimeout)
err := c.Write(wctx, websocket.MessageText, b)
cancel()
if err != nil {
return err
}
}
}
}
func (p *FuturesWebsocket) readLoop(ctx context.Context) error {
slog.Default().Info("read loop started", "cmp", cmpName)
defer slog.Default().Info("read loop exited", "cmp", cmpName)
for {
p.connMu.Lock()
c := p.conn
p.connMu.Unlock()
if c == nil {
return errors.New("conn nil")
}
_, data, err := c.Read(ctx)
if err != nil {
return err
}
// ACK
var ack wsAck
if json.Unmarshal(data, &ack) == nil && ack.ID != 0 {
p.pmu.Lock()
if ch, ok := p.pending[ack.ID]; ok {
if ack.Result == nil {
ch <- nil
slog.Default().Debug("ack ok", "cmp", cmpName, "id", ack.ID)
} else {
resb, _ := json.Marshal(ack.Result)
ch <- errors.New(string(resb))
slog.Default().Warn("ack error", "cmp", cmpName, "id", ack.ID, "result", string(resb))
}
close(ch)
delete(p.pending, ack.ID)
} else {
slog.Default().Warn("ack with unknown id", "cmp", cmpName, "id", ack.ID)
}
p.pmu.Unlock()
continue
}
// Combined stream payload
var evt combinedEvent
if json.Unmarshal(data, &evt) == nil && evt.Stream != "" {
ident, _ := domain.RawID(cmpName, evt.Stream)
msg := domain.Message{
Identifier: ident,
Payload: evt.Data,
}
select {
case p.out <- msg:
default:
slog.Default().Warn("dropping message since router buffer full", "cmp", cmpName, "stream", evt.Stream)
}
continue
}
// Unknown frame
const maxSample = 512
if len(data) > maxSample {
slog.Default().Debug("unparsed frame", "cmp", cmpName, "size", len(data))
} else {
slog.Default().Debug("unparsed frame", "cmp", cmpName, "size", len(data), "body", string(data))
}
}
}
func (p *FuturesWebsocket) sendReq(method string, params []string) (uint64, <-chan error) {
p.connMu.Lock()
c := p.conn
p.connMu.Unlock()
if c == nil {
return 0, nil
}
id := p.reqID.Add(1)
req := wsReq{Method: method, Params: params, ID: id}
b, _ := json.Marshal(req)
ack := make(chan error, 1)
p.pmu.Lock()
p.pending[id] = ack
p.pmu.Unlock()
// enqueue to single writer to avoid concurrent writes
select {
case p.writer <- b:
default:
// avoid blocking the caller; offload
go func() { p.writer <- b }()
}
slog.Default().Debug("request enqueued", "cmp", cmpName, "id", id, "method", method, "params", params)
return id, ack
}