hs-wss-binance

IMPORTANT NOTE: This is by no means production-grade or official library, it was built just for fun :)

It is a client for Binance web socket streaming API, described here. However, only listening to stream messages is implemented, not the sending of messages to server.

Client uses wuss library under the hood, which in turn uses websockets package.

Binance servers send PING messages from time to time, and if client does not respond in appropriate time, connection is closed. That part is being handled by websockets library automatically. But Binance will still close any connections that are open for more than 24h, that part needs to be handled by the user explicitly.

Common Usage

listenFor is kinda the entrypoint, as it gets the stream and returns Chan that can be used to listen for messages.

There are some predefined streams in appropriate modules, like tradeOf, allMarketBookTickerOf, etc.

Streams can also be combined, so a single connection can be used to listen for multiple messages, using world-peace open sum implementation. For example, one can do

main :: IO ()
main = do
  (priceInChan, priceOutChan) <- newChan 10
  concurrently_
    ( listenFor
        ( partialBookDepthOf (TradingPair @"adausdt") Five OneSecond
            `combineWith` differentialDepthOf (TradingPair @"bnbbtc") HundredMilliseconds
            `combineWith` tradeOf (TradingPair @"bnbbtc")
        )
        priceInChan
    )
    (readPrice priceOutChan)

readPrice :: Show a => OutChan a -> IO ()
readPrice channel = forever $ do
  msg <- readChan channel
  print msg

Resulting type that would be used in Chan-s would then look like

(RecievePayload (OpenUnion '[PartialBookDepthStreamResponse, TradeResponse, DifferentialDepthStreamResponse]))

Customizing responses

There is a little room for customization, if one does want to customize messages in any way - maybe we are not interested in all response fields, or there is some other reason.

If thats the case, one cam implement custom data type and define FromJSON and ToJSON instances, and create stream like so:

data Blabla = Blabla {
    blablaQuantity :: Float,
    blablaBuyerOrderId :: Integer
} deriving stock (Eq, Show, Generic)
  deriving anyclass (ToJSON)

instance FromJSON Blabla where
  parseJSON = withObject "Blabla" $ \v ->
    Blabla <$> fmap (read @Float) (v .: "q")
      <*> v .: "b"    

blablaTrade :: TradingPair cName -> StreamOf
     '[StreamType (AppendSymbol cName "@trade") Blabla] '[Blabla]
blablaTrade pair = streamOf @Blabla (TradingOf pair)

Listening to that stream would yield responses of type Blabla (again, wrapped in PayloadResponse and single element open sum)