https://github.com/arturogonzalezm/hftcryptodashboard
https://github.com/arturogonzalezm/hftcryptodashboard
binance-api docker docker-compose go golang hft hft-data hft-trading time-series timescaledb websocket
Last synced: 2 months ago
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- Host: GitHub
- URL: https://github.com/arturogonzalezm/hftcryptodashboard
- Owner: arturogonzalezm
- License: mit
- Created: 2024-08-01T03:39:31.000Z (9 months ago)
- Default Branch: main
- Last Pushed: 2024-08-02T01:25:03.000Z (9 months ago)
- Last Synced: 2025-01-02T08:14:36.185Z (4 months ago)
- Topics: binance-api, docker, docker-compose, go, golang, hft, hft-data, hft-trading, time-series, timescaledb, websocket
- Language: Go
- Homepage:
- Size: 25.4 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# HFTCryptoDashboard
HFTCryptoDashboard is a Go-based application for real-time cryptocurrency data streaming and analysis, focusing on high-frequency trading (HFT) scenarios.
## Project Structure
The project is organised into several key components:
1. `main.go`: The entry point of the application.
2. `config.yaml`: Configuration file for specifying cryptocurrency symbols.
3. `config.go`: Handles loading and parsing of the configuration.
4. `signal.go`: Manages graceful shutdown of the application.
5. `client.go`: Implements the WebSocket client for connecting to the Binance API.
6. `util.go`: Provides utility functions for logging, error handling, and other common tasks.
## Application Flow
### Flowchart
```mermaid
graph TD
A[Start] --> B[Load Config]
B --> C{Config Loaded?}
C -->|Yes| D[Initialise WebSocket Client]
C -->|No| E[Exit with Error]
D --> F{Client Initialised?}
F -->|Yes| G[Start Message Reading]
F -->|No| E
G --> H[Wait for Interrupt]
H --> I[Graceful Shutdown]
I --> J[End]
```
### Sequence Diagram
```mermaid
sequenceDiagram
participant Main
participant Config
participant WebSocketClient
participant BinanceAPI
participant Util
Main->>Config: LoadConfig()
Config-->>Main: Return Config
Main->>WebSocketClient: GetWebSocketClient(config)
WebSocketClient->>BinanceAPI: Connect and Subscribe
BinanceAPI-->>WebSocketClient: Connection Established
WebSocketClient-->>Main: Return Client
Main->>WebSocketClient: ReadMessages(done)
loop Message Reading
BinanceAPI->>WebSocketClient: Send Message
WebSocketClient->>WebSocketClient: Process Message
WebSocketClient->>Util: Log Message (LogInfo)
end
Main->>WebSocketClient: CloseConnection()
WebSocketClient->>BinanceAPI: Close WebSocket
Main->>Util: Log Shutdown (LogInfo)
```
## Key Components
1. **Config**: Loads and parses the `config.yaml` file, which contains the list of cryptocurrency symbols to monitor.
2. **WebSocketClient**: Manages the WebSocket connection to the Binance API. It's implemented as a singleton to ensure only one connection is maintained throughout the application's lifecycle.
3. **Main**: Orchestrates the application flow, including config loading, client initialisation, and graceful shutdown handling.
4. **Handlers**: Contains utility functions for managing application signals and interrupts.
5. **Util**: Provides a set of utility functions for common tasks such as logging, error handling, HTTP requests, and more. These functions are used throughout the application to maintain consistency and reduce code duplication.
## Utility Functions (util.go)
The `util.go` file contains a variety of helper functions that are used throughout the application:
- **Logging**: `LogInfo`, `LogError`, and `LogAndExit` for different levels of logging.
- **Error Handling**: `CheckError` for standardised error checking.
- **Configuration**: `FileExists` and `ValidateConfig` for config-related operations.
- **String Manipulation**: `ToUpperCase`, `ToLowerCase`, and `Contains` for string operations.
- **HTTP Requests**: `MakeGetRequest` for making HTTP GET requests.
- **Time Utilities**: `CurrentTimestamp` and `ParseTimestamp` for working with timestamps.
- **Retry Mechanism**: `Retry` for implementing retry logic on operations that may fail.
These utilities enhance the robustness and maintainability of the application by providing consistent ways to handle common operations.
## Getting Started
1. Ensure you have Go installed on your system.
2. Clone the repository.
3. Modify `configs/config.yaml` to include the cryptocurrency symbols you want to monitor.
4. Run the application:
```
go run main.go
```
5. The application will connect to the Binance WebSocket API and start streaming real-time data for the specified symbols.
## Note
This application is designed for educational purposes and should be thoroughly tested and potentially optimised before use in any production or real trading scenarios.