FEATURE: [okx] add conn info event

pkg/exchange/okex/parse.go

@@ -99,10 +99,12 @@ func parseWebSocketEvent(in []byte) (interface{}, error) {
 type WsEventType string
 
 const (
-	WsEventTypeLogin       = "login"
-	WsEventTypeError       = "error"
-	WsEventTypeSubscribe   = "subscribe"
-	WsEventTypeUnsubscribe = "unsubscribe"
+	WsEventTypeLogin           WsEventType = "login"
+	WsEventTypeError           WsEventType = "error"
+	WsEventTypeSubscribe       WsEventType = "subscribe"
+	WsEventTypeUnsubscribe     WsEventType = "unsubscribe"
+	WsEventTypeConnectionInfo  WsEventType = "channel-conn-count"
+	WsEventTypeConnectionError WsEventType = "channel-conn-count-error"
 )
 
 type WebSocketEvent struct {
@@ -115,6 +117,8 @@ type WebSocketEvent struct {
 	} `json:"arg,omitempty"`
 	Data       json.RawMessage `json:"data"`
 	ActionType ActionType      `json:"action"`
+	Channel    Channel         `json:"channel"`
+	ConnCount  string          `json:"connCount"`
 }
 
 func (w *WebSocketEvent) IsValid() error {
@@ -133,6 +137,12 @@ func (w *WebSocketEvent) IsValid() error {
 		}
 		return nil
 
+	case WsEventTypeConnectionInfo:
+		return nil
+
+	case WsEventTypeConnectionError:
+		return fmt.Errorf("connection rate limit exceeded, channel: %s, connCount: %s", w.Channel, w.ConnCount)
+
 	default:
 		return fmt.Errorf("unexpected event type: %+v", w)
 	}
@@ -401,3 +411,10 @@ func (m *MarketTradeEvent) toGlobalTrade() (types.Trade, error) {
 		FeeCurrency:   "",              // not supported
 	}, nil
 }
+
+type ConnectionInfoEvent struct {
+	Event     string  `json:"event"`
+	Channel   Channel `json:"channel"`
+	ConnCount string  `json:"connCount"`
+	ConnId    string  `json:"connId"`
+}

pkg/exchange/okex/parse_test.go

@@ -849,6 +849,46 @@ func TestWebSocketEvent_IsValid(t *testing.T) {
 
 		assert.ErrorContains(t, opEvent.IsValid(), "unexpected event type")
 	})
+
+	t.Run("conn count info", func(t *testing.T) {
+		input := `{
+    "event":"channel-conn-count",
+    "channel":"orders",
+    "connCount": "2",
+    "connId":"abcd1234"
+}`
+		res, err := parseWebSocketEvent([]byte(input))
+		assert.NoError(t, err)
+		opEvent, ok := res.(*WebSocketEvent)
+		assert.True(t, ok)
+		assert.Equal(t, WebSocketEvent{
+			Event:     "channel-conn-count",
+			Channel:   "orders",
+			ConnCount: "2",
+		}, *opEvent)
+
+		assert.NoError(t, opEvent.IsValid())
+	})
+
+	t.Run("conn count error", func(t *testing.T) {
+		input := `{
+    "event": "channel-conn-count-error",
+    "channel": "orders",
+    "connCount": "20",
+    "connId":"a4d3ae55"
+}`
+		res, err := parseWebSocketEvent([]byte(input))
+		assert.NoError(t, err)
+		opEvent, ok := res.(*WebSocketEvent)
+		assert.True(t, ok)
+		assert.Equal(t, WebSocketEvent{
+			Event:     "channel-conn-count-error",
+			Channel:   "orders",
+			ConnCount: "20",
+		}, *opEvent)
+
+		assert.ErrorContains(t, opEvent.IsValid(), "rate limit")
+	})
 }
 
 func TestOrderTradeEvent(t *testing.T) {

pkg/exchange/okex/stream.go

@@ -196,6 +196,9 @@ func (s *Stream) subscribePrivateChannels(next func()) func() {
 			{Channel: "orders", InstrumentType: string(okexapi.InstrumentTypeSpot)},
 		}
 
+		// https://www.okx.com/docs-v5/zh/#overview-websocket-connect
+		// **NOTICE** 2024/06/03 Since the number of channels we are currently subscribed to is far less
+		// than the rate limit of 20, rate limiting is not supported for now.
 		log.Infof("subscribing private channels: %+v", subs)
 		err := s.Conn.WriteJSON(WebsocketOp{
 			Op:   "subscribe",