Merge pull request bitfinexcom#119 from brobits/dms

DMS

v2/websocket/client.go

@@ -56,6 +56,9 @@ type authState byte
 // AuthState provides a typed authentication state.
 type AuthState authState // prevent user construction of authStates
 
+// DMSCancelOnDisconnect cancels session orders on disconnect.
+const DMSCancelOnDisconnect int = 4
+
 // Asynchronous interface decouples the underlying transport from API logic.
 type Asynchronous interface {
 	Connect() error
@@ -94,6 +97,7 @@ type Client struct {
 	timeout            int64 // read timeout
 	apiKey             string
 	apiSecret          string
+	cancelOnDisconnect bool
 	Authentication     AuthState
 	asynchronous       Asynchronous
 	nonce              utils.NonceGenerator
@@ -123,6 +127,12 @@ func (c *Client) Credentials(key string, secret string) *Client {
 	return c
 }
 
+// CancelOnDisconnect ensures all orders will be canceled if this API session is disconnected.
+func (c *Client) CancelOnDisconnect(cxl bool) *Client {
+	c.cancelOnDisconnect = cxl
+	return c
+}
+
 func (c *Client) sign(msg string) string {
 	sig := hmac.New(sha512.New384, []byte(c.apiSecret))
 	sig.Write([]byte(msg))
@@ -474,6 +484,9 @@ func (c *Client) authenticate(ctx context.Context, filter ...string) error {
 		Filter:      filter,
 		SubID:       nonce,
 	}
+	if c.cancelOnDisconnect {
+		s.DMS = DMSCancelOnDisconnect
+	}
 	c.subscriptions.add(s)
 
 	if err := c.asynchronous.Send(ctx, s); err != nil {

v2/websocket/subscriptions.go

@@ -19,6 +19,7 @@ type SubscriptionRequest struct {
 	AuthPayload string   `json:"authPayload,omitempty"`
 	AuthNonce   string   `json:"authNonce,omitempty"`
 	Filter      []string `json:"filter,omitempty"`
+	DMS         int      `json:"dms,omitempty"` // dead man switch
 
 	// unauthenticated
 	Channel   string `json:"channel,omitempty"`