Authenticated Websocket support (#315)

* Improves subscribing by not allowing duplicates. Adds bitmex auth support

* Adds coinbase pro support. Partial BTCC support. Adds WebsocketAuthenticatedEndpointsSupported websocket feature. Adds GateIO support

* Adds Coinut support

* Moves Coinut WS types to file. Implements Gemini's secure WS endpoint

* Adds HitBTC ws authenticated support. Fixes var names

* Adds huobi and hadax authenticated websocket support

* Adds auth to okgroup (okex, okcoin). Fixes some linting

* Adds Poloniex support

* Adds ZB support

* Adds proper bitmex support

* Improves bitfinex support, improves websocket functionality definitions

* Fixes coinbasepro auth

* Tests all endpoints

* go formatting, importing, linting run

* Adds wrapper supports

* General clean up. Data race destruction

* Improves testing on all exchanges except ZB

* Fixes ZB hashing, parsing and tests

* minor nits before someone else sees them <_<

* Fixes some nits pertaining to variable usage, comments, typos and rate limiting

* Addresses nits regarding types and test responses where applicable

* fmt import

* Fixes linting issues

* No longer returns an error on failure to authenticate, just logs. Adds new AuthenticatedWebsocketAPISupport config value to allow a user to seperate auth from REST and WS. Prevents WS auth if AuthenticatedWebsocketAPISupport is false, adds additional login check 'CanUseAuthenticatedEndpoints' for when login only occurs once (not per request). Removes unnecessary time.Sleeps from code. Moves WS auth error logic to auth function so that wrappers can get involved in all the auth fun. New-fandangled shared test package, used exclusively in testing, will be the store of all the constant boilerplate things like timeout values. Moves WS test setup function to only run once when there are multiple WS endpoint tests. Cleans up some struct types

* Increases test coverage with tests for config.areAuthenticatedCredentialsValid config.CheckExchangeConfigValues, exchange.SetAPIKeys, exchange.GetAuthenticatedAPISupport, exchange_websocket.CanUseAuthenticatedEndpoitns and exchange_websocket.SetCanUseAuthenticatedEndpoints. Adds b.Websocket.SetCanUseAuthenticatedEndpoints(false) when bitfinex fails to authenticate
Fixes a typo. gofmt and goimport

* Trim Test Typos

* Reformats various websocket types. Adds more specific error messaging to config.areAuthenticatedCredentialsValid

exchanges/bitfinex/bitfinex.go

@@ -118,7 +118,8 @@ func (b *Bitfinex) SetDefaults() {
 		exchange.WebsocketTradeDataSupported |
 		exchange.WebsocketOrderbookSupported |
 		exchange.WebsocketSubscribeSupported |
-		exchange.WebsocketUnsubscribeSupported
+		exchange.WebsocketUnsubscribeSupported |
+		exchange.WebsocketAuthenticatedEndpointsSupported
 }
 
 // Setup takes in the supplied exchange configuration details and sets params
@@ -128,6 +129,7 @@ func (b *Bitfinex) Setup(exch *config.ExchangeConfig) {
 	} else {
 		b.Enabled = true
 		b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
+		b.AuthenticatedWebsocketAPISupport = exch.AuthenticatedWebsocketAPISupport
 		b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
 		b.SetHTTPClientTimeout(exch.HTTPTimeout)
 		b.SetHTTPClientUserAgent(exch.HTTPUserAgent)

exchanges/bitfinex/bitfinex_test.go

@@ -1,15 +1,18 @@
 package bitfinex
 
 import (
+	"net/http"
 	"net/url"
 	"reflect"
 	"testing"
 	"time"
 
+	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/currency"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
+	"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
 )
 
 // Please supply your own keys here to do better tests
@@ -37,6 +40,7 @@ func TestSetup(t *testing.T) {
 		len(b.AvailablePairs) < 1 || len(b.EnabledPairs) < 1 {
 		t.Error("Test Failed - Bitfinex Setup values not set correctly")
 	}
+	b.AuthenticatedWebsocketAPISupport = true
 	b.AuthenticatedAPISupport = true
 	// custom rate limit for testing
 	b.Requester.SetRateLimit(true, time.Millisecond*300, 1)
@@ -951,3 +955,37 @@ func TestGetDepositAddress(t *testing.T) {
 		}
 	}
 }
+
+// TestWsAuth dials websocket, sends login request.
+func TestWsAuth(t *testing.T) {
+	b.SetDefaults()
+	TestSetup(t)
+	if !b.Websocket.IsEnabled() && !b.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
+		t.Skip(exchange.WebsocketNotEnabled)
+	}
+	var err error
+	var dialer websocket.Dialer
+	b.WebsocketConn, _, err = dialer.Dial(b.Websocket.GetWebsocketURL(),
+		http.Header{})
+	if err != nil {
+		t.Fatal(err)
+	}
+	b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
+	b.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
+	go b.WsDataHandler()
+	defer b.WebsocketConn.Close()
+	err = b.WsSendAuth()
+	if err != nil {
+		t.Error(err)
+	}
+	timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
+	select {
+	case resp := <-b.Websocket.DataHandler:
+		if resp.(map[string]interface{})["event"] != "auth" && resp.(map[string]interface{})["status"] != "OK" {
+			t.Error("expected successful login")
+		}
+	case <-timer.C:
+		t.Error("Have not received a response")
+	}
+	timer.Stop()
+}

exchanges/bitfinex/bitfinex_types.go

@@ -448,6 +448,18 @@ type WebsocketTradeExecuted struct {
 	PriceExecuted  float64
 }
 
+// WebsocketTradeData holds executed trade data
+type WebsocketTradeData struct {
+	TradeID        int64
+	Pair           string
+	Timestamp      int64
+	OrderID        int64
+	AmountExecuted float64
+	PriceExecuted  float64
+	Fee            float64
+	FeeCurrency    string
+}
+
 // ErrorCapture is a simple type for returned errors from Bitfinex
 type ErrorCapture struct {
 	Message string `json:"message"`

exchanges/bitfinex/bitfinex_websocket.go

@@ -18,28 +18,30 @@ import (
 )
 
 const (
-	bitfinexWebsocket                   = "wss://api.bitfinex.com/ws"
-	bitfinexWebsocketVersion            = "1.1"
-	bitfinexWebsocketPositionSnapshot   = "ps"
-	bitfinexWebsocketPositionNew        = "pn"
-	bitfinexWebsocketPositionUpdate     = "pu"
-	bitfinexWebsocketPositionClose      = "pc"
-	bitfinexWebsocketWalletSnapshot     = "ws"
-	bitfinexWebsocketWalletUpdate       = "wu"
-	bitfinexWebsocketOrderSnapshot      = "os"
-	bitfinexWebsocketOrderNew           = "on"
-	bitfinexWebsocketOrderUpdate        = "ou"
-	bitfinexWebsocketOrderCancel        = "oc"
-	bitfinexWebsocketTradeExecuted      = "te"
-	bitfinexWebsocketHeartbeat          = "hb"
-	bitfinexWebsocketAlertRestarting    = "20051"
-	bitfinexWebsocketAlertRefreshing    = "20060"
-	bitfinexWebsocketAlertResume        = "20061"
-	bitfinexWebsocketUnknownEvent       = "10000"
-	bitfinexWebsocketUnknownPair        = "10001"
-	bitfinexWebsocketSubscriptionFailed = "10300"
-	bitfinexWebsocketAlreadySubscribed  = "10301"
-	bitfinexWebsocketUnknownChannel     = "10302"
+	bitfinexWebsocket                     = "wss://api.bitfinex.com/ws"
+	bitfinexWebsocketVersion              = "1.1"
+	bitfinexWebsocketPositionSnapshot     = "ps"
+	bitfinexWebsocketPositionNew          = "pn"
+	bitfinexWebsocketPositionUpdate       = "pu"
+	bitfinexWebsocketPositionClose        = "pc"
+	bitfinexWebsocketWalletSnapshot       = "ws"
+	bitfinexWebsocketWalletUpdate         = "wu"
+	bitfinexWebsocketOrderSnapshot        = "os"
+	bitfinexWebsocketOrderNew             = "on"
+	bitfinexWebsocketOrderUpdate          = "ou"
+	bitfinexWebsocketOrderCancel          = "oc"
+	bitfinexWebsocketTradeExecuted        = "te"
+	bitfinexWebsocketTradeExecutionUpdate = "tu"
+	bitfinexWebsocketTradeSnapshots       = "ts"
+	bitfinexWebsocketHeartbeat            = "hb"
+	bitfinexWebsocketAlertRestarting      = "20051"
+	bitfinexWebsocketAlertRefreshing      = "20060"
+	bitfinexWebsocketAlertResume          = "20061"
+	bitfinexWebsocketUnknownEvent         = "10000"
+	bitfinexWebsocketUnknownPair          = "10001"
+	bitfinexWebsocketSubscriptionFailed   = "10300"
+	bitfinexWebsocketAlreadySubscribed    = "10301"
+	bitfinexWebsocketUnknownChannel       = "10302"
 )
 
 // WebsocketHandshake defines the communication between the websocket API for
@@ -76,6 +78,9 @@ func (b *Bitfinex) wsSend(data interface{}) error {
 
 // WsSendAuth sends a autheticated event payload
 func (b *Bitfinex) WsSendAuth() error {
+	if !b.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
+		return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", b.Name)
+	}
 	req := make(map[string]interface{})
 	payload := "AUTH" + strconv.FormatInt(time.Now().UnixNano(), 10)[:13]
 	req["event"] = "auth"
@@ -89,7 +94,12 @@ func (b *Bitfinex) WsSendAuth() error {
 
 	req["authPayload"] = payload
 
-	return b.wsSend(req)
+	err := b.wsSend(req)
+	if err != nil {
+		b.Websocket.SetCanUseAuthenticatedEndpoints(false)
+		return err
+	}
+	return nil
 }
 
 // WsSendUnauth sends an unauthenticated payload
@@ -149,6 +159,11 @@ func (b *Bitfinex) WsConnect() error {
 		return err
 	}
 
+	err = b.WsSendAuth()
+	if err != nil {
+		log.Errorf("%v - authentication failed: %v", b.Name, err)
+	}
+
 	b.GenerateDefaultSubscriptions()
 	if hs.Event == "info" {
 		if b.Verbose {
@@ -156,13 +171,6 @@ func (b *Bitfinex) WsConnect() error {
 		}
 	}
 
-	if b.AuthenticatedAPISupport {
-		err = b.WsSendAuth()
-		if err != nil {
-			return err
-		}
-	}
-
 	pongReceive = make(chan struct{}, 1)
 
 	go b.WsDataHandler()
@@ -224,15 +232,13 @@ func (b *Bitfinex) WsDataHandler() {
 
 					case "auth":
 						status := eventData["status"].(string)
-
 						if status == "OK" {
+							b.Websocket.DataHandler <- eventData
 							b.WsAddSubscriptionChannel(0, "account", "N/A")
 
 						} else if status == "fail" {
 							b.Websocket.DataHandler <- fmt.Errorf("bitfinex.go error - Websocket unable to AUTH. Error code: %s",
 								eventData["code"].(string))
-
-							b.AuthenticatedAPISupport = false
 						}
 					}
 
@@ -416,6 +422,19 @@ func (b *Bitfinex) WsDataHandler() {
 								AmountExecuted: data[4].(float64),
 								PriceExecuted:  data[5].(float64)}
 
+							b.Websocket.DataHandler <- trade
+						case bitfinexWebsocketTradeSnapshots, bitfinexWebsocketTradeExecutionUpdate:
+							data := chanData[2].([]interface{})
+							trade := WebsocketTradeData{
+								TradeID:        int64(data[0].(float64)),
+								Pair:           data[1].(string),
+								Timestamp:      int64(data[2].(float64)),
+								OrderID:        int64(data[3].(float64)),
+								AmountExecuted: data[4].(float64),
+								PriceExecuted:  data[5].(float64),
+								Fee:            data[6].(float64),
+								FeeCurrency:    data[7].(string)}
+
 							b.Websocket.DataHandler <- trade
 						}
 
@@ -601,7 +620,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType string, book Web
 // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
 func (b *Bitfinex) GenerateDefaultSubscriptions() {
 	var channels = []string{"book", "trades", "ticker"}
-	subscriptions := []exchange.WebsocketChannelSubscription{}
+	var subscriptions []exchange.WebsocketChannelSubscription
 	for i := range channels {
 		for j := range b.EnabledPairs {
 			params := make(map[string]interface{})
@@ -623,7 +642,9 @@ func (b *Bitfinex) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscri
 	req := make(map[string]interface{})
 	req["event"] = "subscribe"
 	req["channel"] = channelToSubscribe.Channel
-	req["pair"] = channelToSubscribe.Currency.String()
+	if channelToSubscribe.Currency.String() != "" {
+		req["pair"] = channelToSubscribe.Currency.String()
+	}
 	if len(channelToSubscribe.Params) > 0 {
 		for k, v := range channelToSubscribe.Params {
 			req[k] = v

exchanges/bitfinex/bitfinex_wrapper.go

@@ -468,3 +468,13 @@ func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketC
 	b.Websocket.UnsubscribeToChannels(channels)
 	return nil
 }
+
+// GetSubscriptions returns a copied list of subscriptions
+func (b *Bitfinex) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
+	return b.Websocket.GetSubscriptions(), nil
+}
+
+// AuthenticateWebsocket sends an authentication message to the websocket
+func (b *Bitfinex) AuthenticateWebsocket() error {
+	return b.WsSendAuth()
+}