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

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]

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Sequence Diagram

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)

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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.