I'm following the instructions here:
https://testnet.bitmex.com/app/wsAPI
and I've confirmed that the following Python implementation works (ie no network issues etc from my end) because:
python wsdump.py \
wss://testnet.bitmex.com/realtime
> {"op":"subscribe","args":["orderBookL2_25:XBTUSD"]}
results in
{"success":true,"subscribe":"orderBookL2_25:XBTUSD","request":{"op":"subscribe","args":["orderBookL2_25:XBTUSD"]}}
I've tried to modify the gorilla sample code to put together a basic client:
package main
import (
"encoding/json"
"flag"
"fmt"
"log"
"net/url"
"os"
"os/signal"
"time"
"github.com/gorilla/websocket"
)
var addr = flag.String("addr", "testnet.bitmex.com", "http service address")
func main() {
flag.Parse()
log.SetFlags(0)
interrupt := make(chan os.Signal, 1)
signal.Notify(interrupt, os.Interrupt)
u := url.URL{Scheme: "wss", Host: *addr, Path: "/realtime"}
log.Printf("connecting to %s", u.String())
c, _, err := websocket.DefaultDialer.Dial(u.String(), nil)
if err != nil {
log.Fatal("dial:", err)
}
defer c.Close()
done := make(chan struct{})
go func() {
defer close(done)
for {
_, message, err := c.ReadMessage()
if err != nil {
log.Println("read:", err)
return
}
log.Printf("recv: %s", message)
}
}()
type commandStruct struct {
Op string `json:"op"`
Args []string `json:"args"`
}
command := &commandStruct{
Op: "subscribe",
Args: []string{"orderBookL2_25:XBTUSD"}}
json, _ := json.Marshal(command)
stringJSON := string(json)
fmt.Println("JSON:", stringJSON)
connectionErr := c.WriteJSON(stringJSON)
if connectionErr != nil {
log.Println("write:", connectionErr)
}
for {
select {
case <-done:
return
case <-interrupt:
log.Println("interrupt")
// Cleanly close the connection by sending a close message and then
// waiting (with timeout) for the server to close the connection.
err := c.WriteMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, ""))
if err != nil {
log.Println("write close:", err)
return
}
select {
case <-done:
case <-time.After(time.Second):
}
return
}
}
}
My program prints the following to the console:
{"op":"subscribe","args":["orderBookL2_25:XBTUSD"]}
which is identical to the JSON in the Python example above. But then I get an error message:
recv: {"status":400,"error":"Unrecognized request. See the docs or send 'help' for more details.","meta":{},"request":"{\"op\":\"subscribe\",\"args\":[\"orderBookL2_25:XBTUSD\"]}"}
Why do I get a different result?