package market import ( "encoding/json" "fmt" "log" "strings" "sync" "time" ) type WSMonitor struct { wsClient *WSClient combinedClient *CombinedStreamsClient symbols []string featuresMap sync.Map alertsChan chan Alert klineDataMap3m sync.Map // Store K-line historical data for each trading pair klineDataMap4h sync.Map // Store K-line historical data for each trading pair tickerDataMap sync.Map // Store ticker data for each trading pair batchSize int filterSymbols sync.Map // Use sync.Map to store monitored coins and their status symbolStats sync.Map // Store symbol statistics FilterSymbol []string // Filtered symbols } type SymbolStats struct { LastActiveTime time.Time AlertCount int VolumeSpikeCount int LastAlertTime time.Time Score float64 // Composite score } var WSMonitorCli *WSMonitor var subKlineTime = []string{"3m", "4h"} // Manage K-line periods for subscription streams func NewWSMonitor(batchSize int) *WSMonitor { WSMonitorCli = &WSMonitor{ wsClient: NewWSClient(), combinedClient: NewCombinedStreamsClient(batchSize), alertsChan: make(chan Alert, 1000), batchSize: batchSize, } return WSMonitorCli } func (m *WSMonitor) Initialize(coins []string) error { log.Println("Initializing WebSocket monitor...") // Get trading pair information apiClient := NewAPIClient() // If trading pairs are not specified, use all trading pairs from the market if len(coins) == 0 { exchangeInfo, err := apiClient.GetExchangeInfo() if err != nil { return err } // Filter perpetual contract trading pairs -- only use for testing //exchangeInfo.Symbols = exchangeInfo.Symbols[0:2] for _, symbol := range exchangeInfo.Symbols { if symbol.Status == "TRADING" && symbol.ContractType == "PERPETUAL" && strings.ToUpper(symbol.Symbol[len(symbol.Symbol)-4:]) == "USDT" { m.symbols = append(m.symbols, symbol.Symbol) m.filterSymbols.Store(symbol.Symbol, true) } } } else { m.symbols = coins } log.Printf("Found %d trading pairs", len(m.symbols)) // Initialize historical data if err := m.initializeHistoricalData(); err != nil { log.Printf("Failed to initialize historical data: %v", err) } return nil } func (m *WSMonitor) initializeHistoricalData() error { apiClient := NewAPIClient() var wg sync.WaitGroup semaphore := make(chan struct{}, 5) // Limit concurrency for _, symbol := range m.symbols { wg.Add(1) semaphore <- struct{}{} go func(s string) { defer wg.Done() defer func() { <-semaphore }() // Get historical K-line data klines, err := apiClient.GetKlines(s, "3m", 100) if err != nil { log.Printf("Failed to get %s historical data: %v", s, err) return } if len(klines) > 0 { m.klineDataMap3m.Store(s, klines) log.Printf("Loaded %s historical K-line data-3m: %d entries", s, len(klines)) } // Get historical K-line data klines4h, err := apiClient.GetKlines(s, "4h", 100) if err != nil { log.Printf("Failed to get %s historical data: %v", s, err) return } if len(klines4h) > 0 { m.klineDataMap4h.Store(s, klines4h) log.Printf("Loaded %s historical K-line data-4h: %d entries", s, len(klines4h)) } }(symbol) } wg.Wait() return nil } func (m *WSMonitor) Start(coins []string) { log.Printf("Starting WebSocket real-time monitoring...") // Initialize trading pairs err := m.Initialize(coins) if err != nil { log.Printf("❌ Failed to initialize coins: %v", err) return } err = m.combinedClient.Connect() if err != nil { log.Printf("❌ Failed to batch subscribe to streams: %v", err) return } // Subscribe to all trading pairs err = m.subscribeAll() if err != nil { log.Printf("❌ Failed to subscribe to coin trading pairs: %v", err) return } } // subscribeSymbol registers listener func (m *WSMonitor) subscribeSymbol(symbol, st string) []string { var streams []string stream := fmt.Sprintf("%s@kline_%s", strings.ToLower(symbol), st) ch := m.combinedClient.AddSubscriber(stream, 100) streams = append(streams, stream) go m.handleKlineData(symbol, ch, st) return streams } func (m *WSMonitor) subscribeAll() error { // Execute batch subscription log.Println("Starting to subscribe to all trading pairs...") for _, symbol := range m.symbols { for _, st := range subKlineTime { m.subscribeSymbol(symbol, st) } } for _, st := range subKlineTime { err := m.combinedClient.BatchSubscribeKlines(m.symbols, st) if err != nil { log.Printf("❌ Failed to subscribe to %s K-line: %v", st, err) return err } } log.Println("All trading pair subscriptions completed") return nil } func (m *WSMonitor) handleKlineData(symbol string, ch <-chan []byte, _time string) { for data := range ch { var klineData KlineWSData if err := json.Unmarshal(data, &klineData); err != nil { log.Printf("Failed to parse Kline data: %v", err) continue } m.processKlineUpdate(symbol, klineData, _time) } } func (m *WSMonitor) getKlineDataMap(_time string) *sync.Map { var klineDataMap *sync.Map if _time == "3m" { klineDataMap = &m.klineDataMap3m } else if _time == "4h" { klineDataMap = &m.klineDataMap4h } else { klineDataMap = &sync.Map{} } return klineDataMap } func (m *WSMonitor) processKlineUpdate(symbol string, wsData KlineWSData, _time string) { // Convert WebSocket data to Kline structure kline := Kline{ OpenTime: wsData.Kline.StartTime, CloseTime: wsData.Kline.CloseTime, Trades: wsData.Kline.NumberOfTrades, } kline.Open, _ = parseFloat(wsData.Kline.OpenPrice) kline.High, _ = parseFloat(wsData.Kline.HighPrice) kline.Low, _ = parseFloat(wsData.Kline.LowPrice) kline.Close, _ = parseFloat(wsData.Kline.ClosePrice) kline.Volume, _ = parseFloat(wsData.Kline.Volume) kline.High, _ = parseFloat(wsData.Kline.HighPrice) kline.QuoteVolume, _ = parseFloat(wsData.Kline.QuoteVolume) kline.TakerBuyBaseVolume, _ = parseFloat(wsData.Kline.TakerBuyBaseVolume) kline.TakerBuyQuoteVolume, _ = parseFloat(wsData.Kline.TakerBuyQuoteVolume) // Update K-line data var klineDataMap = m.getKlineDataMap(_time) value, exists := klineDataMap.Load(symbol) var klines []Kline if exists { klines = value.([]Kline) // Check if it's a new K-line if len(klines) > 0 && klines[len(klines)-1].OpenTime == kline.OpenTime { // Update current K-line klines[len(klines)-1] = kline } else { // Add new K-line klines = append(klines, kline) // Maintain data length if len(klines) > 100 { klines = klines[1:] } } } else { klines = []Kline{kline} } klineDataMap.Store(symbol, klines) } func (m *WSMonitor) GetCurrentKlines(symbol string, duration string) ([]Kline, error) { // Check if each incoming symbol exists internally, if not subscribe to it value, exists := m.getKlineDataMap(duration).Load(symbol) if !exists { // If WS data is not initialized, use API separately - compatibility code (prevents trader from running when not initialized) apiClient := NewAPIClient() klines, err := apiClient.GetKlines(symbol, duration, 100) if err != nil { return nil, fmt.Errorf("Failed to get %v-minute K-line: %v", duration, err) } // Dynamically cache into cache m.getKlineDataMap(duration).Store(strings.ToUpper(symbol), klines) // Subscribe to WebSocket stream subStr := m.subscribeSymbol(symbol, duration) subErr := m.combinedClient.subscribeStreams(subStr) log.Printf("Dynamic subscription to stream: %v", subStr) if subErr != nil { log.Printf("Warning: Failed to dynamically subscribe to %v-minute K-line: %v (using API data)", duration, subErr) } // ✅ FIX: Return deep copy instead of reference result := make([]Kline, len(klines)) copy(result, klines) return result, nil } // ✅ FIX: Return deep copy instead of reference, avoid concurrent race conditions klines := value.([]Kline) result := make([]Kline, len(klines)) copy(result, klines) return result, nil } func (m *WSMonitor) Close() { m.wsClient.Close() close(m.alertsChan) }