Building a Real-Time Trading App with Go and WebSockets

Table of Contents

  1. Introduction
  2. Prerequisites
  3. Setting Up the Project
  4. Implementing WebSocket Server
  5. Creating the Trading App
  6. Connecting the App to the WebSocket Server
  7. Conclusion

Introduction

In this tutorial, we will build a real-time trading application using Go and WebSockets. WebSockets allow bi-directional communication between a client and a server, making it perfect for real-time applications where data needs to be updated instantly.

By the end of this tutorial, you will have a working trading app that can receive real-time trade updates from a WebSocket server. You will learn how to set up a WebSocket server, create a Go application, and connect the application to the server.

Prerequisites

To follow along with this tutorial, you should have a basic understanding of Go programming language and networking concepts. You will need the following software installed on your machine:

  • Go (version 1.13 or above)
  • WebSocket library (github.com/gorilla/websocket)

Setting Up the Project

Before we start coding, let’s set up the project structure.

  1. Create a new directory for your project.

  2. Inside the project directory, create a new file called main.go.

  3. Create another directory called websockets to store WebSocket related code.

    Your project structure should look like this:

     project/
 ├── main.go
 └── websockets/

Implementing WebSocket Server

To implement the WebSocket server, we will use the gorilla/websocket library. This library provides robust WebSocket support for Go.

  1. Open the websockets directory.

  2. Create a new file called server.go inside the websockets directory.

  3. Copy and paste the following code into server.go:

     package websockets
    
 import (
 	"log"
 	"net/http"
    
 	"github.com/gorilla/websocket"
 )
    
 // handleSocket is the WebSocket handler function.
 func handleSocket(w http.ResponseWriter, r *http.Request) {
 	// Upgrade the HTTP connection to WebSocket.
 	conn, err := upgrader.Upgrade(w, r, nil)
 	if err != nil {
 		log.Println("Upgrade failed:", err)
 		return
 	}
    
 	// Handle WebSocket messages.
 	for {
 		// Read a message from the connection.
 		_, msg, err := conn.ReadMessage()
 		if err != nil {
 			log.Println("Read error:", err)
 			break
 		}
    
 		// Process the message.
 		// TODO: Implement your trading app logic here.
    
 		// Write a message back to the connection.
 		err = conn.WriteMessage(websocket.TextMessage, []byte("Message received"))
 		if err != nil {
 			log.Println("Write error:", err)
 			break
 		}
 	}
    
 	// Close the WebSocket connection.
 	conn.Close()
 }
    
 // StartWebSocketServer starts the WebSocket server.
 func StartWebSocketServer() {
 	// Define the WebSocket upgrade configuration.
 	upgrader := websocket.Upgrader{
 		CheckOrigin: func(r *http.Request) bool {
 			// Allow all connections by default.
 			return true
 		},
 	}
    
 	// Register the WebSocket handler.
 	http.HandleFunc("/socket", handleSocket)
    
 	// Start the WebSocket server.
 	err := http.ListenAndServe(":8080", nil)
 	if err != nil {
 		log.Fatal("Server error:", err)
 	}
 }

    The handleSocket function handles WebSocket connections. It reads incoming messages, processes them (you can implement your own trading app logic here), and sends a response back to the connection.

    The StartWebSocketServer function sets up the WebSocket server and starts it on port 8080.

Creating the Trading App

Now, let’s create the trading app that will connect to the WebSocket server.

  1. Open the main.go file.

  2. Copy and paste the following code into main.go:

     package main
    
 import (
 	"project/websockets"
 )
    
 func main() {
 	// Start the WebSocket server.
 	go websockets.StartWebSocketServer()
    
 	// TODO: Implement your trading app logic here.
    
 	// Keep the main Goroutine running.
 	select {}
 }

    The main function starts the WebSocket server in a separate Goroutine using the StartWebSocketServer function from the websockets package.

Connecting the App to the WebSocket Server

To connect the app to the WebSocket server and receive real-time trade updates, we will use the gorilla/websocket library again.

  1. Open the main.go file.

  2. Add the following code to the main function:

     package main
    
 import (
 	"fmt"
 	"log"
 	"net/url"
 	"project/websockets"
    
 	"github.com/gorilla/websocket"
 )
    
 func main() {
 	// Start the WebSocket server.
 	go websockets.StartWebSocketServer()
    
 	// Connect to the WebSocket server.
 	u := url.URL{Scheme: "ws", Host: "localhost:8080", Path: "/socket"}
 	conn, _, err := websocket.DefaultDialer.Dial(u.String(), nil)
 	if err != nil {
 		log.Fatal("Dial error:", err)
 	}
 	defer conn.Close()
    
 	// Start a Goroutine to read messages from the connection.
 	go func() {
 		for {
 			_, msg, err := conn.ReadMessage()
 			if err != nil {
 				log.Println("Read error:", err)
 				break
 			}
 			// Process the received message.
 			// TODO: Implement your trade update logic here.
 			fmt.Println("Received message:", string(msg))
 		}
 	}()
    
 	// TODO: Implement your trading app logic here.
    
 	// Keep the main Goroutine running.
 	select {}
 }

    The new code connects to the WebSocket server using the DefaultDialer from the gorilla/websocket library. It sets the server URL to ws://localhost:8080/socket. Make sure to replace the URL with your WebSocket server URL if it’s different.

    It also starts a Goroutine to read messages from the connection and processes them (you can implement your own trade update logic here).

Conclusion

In this tutorial, we built a real-time trading app with Go and WebSockets. We learned how to set up a WebSocket server, create a Go application, and connect the application to the server.

You can now extend the trading app by implementing your own trading logic and handling trade updates received from the WebSocket server.

By exploring the categories of Networking and Web Programming and Concurrency, you have gained valuable knowledge in building real-time applications and handling multiple concurrent connections efficiently. Happy coding!

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