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/gateio/gateio.go

@@ -82,7 +82,8 @@ func (g *Gateio) SetDefaults() {
 		exchange.WebsocketOrderbookSupported |
 		exchange.WebsocketKlineSupported |
 		exchange.WebsocketSubscribeSupported |
-		exchange.WebsocketUnsubscribeSupported
+		exchange.WebsocketUnsubscribeSupported |
+		exchange.WebsocketAuthenticatedEndpointsSupported
 }
 
 // Setup sets user configuration
@@ -92,6 +93,7 @@ func (g *Gateio) Setup(exch *config.ExchangeConfig) {
 	} else {
 		g.Enabled = true
 		g.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
+		g.AuthenticatedWebsocketAPISupport = exch.AuthenticatedWebsocketAPISupport
 		g.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
 		g.APIAuthPEMKey = exch.APIAuthPEMKey
 		g.SetHTTPClientTimeout(exch.HTTPTimeout)

exchanges/gateio/gateio_test.go

@@ -1,12 +1,16 @@
 package gateio
 
 import (
+	"net/http"
 	"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 APIKEYS here for due diligence testing
@@ -30,6 +34,7 @@ func TestSetup(t *testing.T) {
 	if err != nil {
 		t.Error("Test Failed - GateIO Setup() init error")
 	}
+	gateioConfig.AuthenticatedWebsocketAPISupport = true
 	gateioConfig.AuthenticatedAPISupport = true
 	gateioConfig.APIKey = apiKey
 	gateioConfig.APISecret = apiSecret
@@ -490,3 +495,48 @@ func TestGetOrderInfo(t *testing.T) {
 		}
 	}
 }
+
+// TestWsAuth dials websocket, sends login request.
+func TestWsAuth(t *testing.T) {
+	g.SetDefaults()
+	TestSetup(t)
+	if !g.Websocket.IsEnabled() && !g.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
+		t.Skip(exchange.WebsocketNotEnabled)
+	}
+	var err error
+	var dialer websocket.Dialer
+	g.WebsocketConn, _, err = dialer.Dial(g.Websocket.GetWebsocketURL(),
+		http.Header{})
+	if err != nil {
+		t.Fatal(err)
+	}
+	g.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
+	g.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
+	go g.WsHandleData()
+	defer g.WebsocketConn.Close()
+	err = g.wsServerSignIn()
+	if err != nil {
+		t.Error(err)
+	}
+	timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
+	select {
+	case resultString := <-g.Websocket.DataHandler:
+		if !common.StringContains(resultString.(string), "success") {
+			t.Error("Authentication failed")
+		}
+	case <-timer.C:
+		t.Error("Expected response")
+	}
+	timer.Stop()
+	err = g.wsGetBalance()
+	if err != nil {
+		t.Error(err)
+	}
+	timer = time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
+	select {
+	case <-g.Websocket.DataHandler:
+	case <-timer.C:
+		t.Error("Expected response")
+	}
+	timer.Stop()
+}

exchanges/gateio/gateio_websocket.go

@@ -46,22 +46,21 @@ func (g *Gateio) WsConnect() error {
 	if err != nil {
 		return err
 	}
-
-	if g.AuthenticatedAPISupport {
-		err = g.wsServerSignIn()
-		if err != nil {
-			log.Errorf("%v - wsServerSignin() failed: %v", g.GetName(), err)
-		}
-		time.Sleep(time.Second * 2) // sleep to allow server to complete sign-on if further authenticated requests are sent piror to this they will fail
-	}
-
 	go g.WsHandleData()
-	g.GenerateDefaultSubscriptions()
 
+	err = g.wsServerSignIn()
+	if err != nil {
+		log.Errorf("%v - authentication failed: %v", g.Name, err)
+	}
+	g.GenerateAuthenticatedSubscriptions()
+	g.GenerateDefaultSubscriptions()
 	return nil
 }
 
 func (g *Gateio) wsServerSignIn() error {
+	if !g.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
+		return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", g.Name)
+	}
 	nonce := int(time.Now().Unix() * 1000)
 	sigTemp := g.GenerateSignature(strconv.Itoa(nonce))
 	signature := common.Base64Encode(sigTemp)
@@ -70,7 +69,13 @@ func (g *Gateio) wsServerSignIn() error {
 		Method: "server.sign",
 		Params: []interface{}{g.APIKey, signature, nonce},
 	}
-	return g.wsSend(signinWsRequest)
+	err := g.wsSend(signinWsRequest)
+	if err != nil {
+		g.Websocket.SetCanUseAuthenticatedEndpoints(false)
+		return err
+	}
+	time.Sleep(time.Second * 2) // sleep to allow server to complete sign-on if further authenticated requests are sent prior to this they will fail
+	return nil
 }
 
 // WsReadData reads from the websocket connection and returns the websocket
@@ -114,20 +119,22 @@ func (g *Gateio) WsHandleData() {
 				g.Websocket.DataHandler <- err
 				continue
 			}
-
 			if result.Error.Code != 0 {
 				if common.StringContains(result.Error.Message, "authentication") {
-					g.Websocket.DataHandler <- fmt.Errorf("%v - WebSocket authentication failed ",
-						g.GetName())
-					g.AuthenticatedAPISupport = false
+					g.Websocket.DataHandler <- fmt.Errorf("%v - authentication failed: %v", g.Name, err)
+					g.Websocket.SetCanUseAuthenticatedEndpoints(false)
+
 					continue
 				}
-				g.Websocket.DataHandler <- fmt.Errorf("gateio_websocket.go error %s",
-					result.Error.Message)
+				g.Websocket.DataHandler <- fmt.Errorf("%v error %s",
+					g.Name, result.Error.Message)
 				continue
 			}
 
 			switch result.ID {
+			case IDSignIn:
+				g.Websocket.SetCanUseAuthenticatedEndpoints(true)
+				g.Websocket.DataHandler <- string(result.Result)
 			case IDBalance:
 				var balance WebsocketBalance
 				var balanceInterface interface{}
@@ -339,14 +346,29 @@ func (g *Gateio) WsHandleData() {
 	}
 }
 
+// GenerateAuthenticatedSubscriptions Adds authenticated subscriptions to websocket to be handled by ManageSubscriptions()
+func (g *Gateio) GenerateAuthenticatedSubscriptions() {
+	if !g.Websocket.CanUseAuthenticatedEndpoints() {
+		return
+	}
+	var channels = []string{"balance.subscribe", "order.subscribe"}
+	var subscriptions []exchange.WebsocketChannelSubscription
+	enabledCurrencies := g.GetEnabledCurrencies()
+	for i := range channels {
+		for j := range enabledCurrencies {
+			subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
+				Channel:  channels[i],
+				Currency: enabledCurrencies[j],
+			})
+		}
+	}
+	g.Websocket.SubscribeToChannels(subscriptions)
+}
+
 // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
 func (g *Gateio) GenerateDefaultSubscriptions() {
 	var channels = []string{"ticker.subscribe", "trades.subscribe", "depth.subscribe", "kline.subscribe"}
-	if g.AuthenticatedAPISupport {
-		channels = append(channels, "balance.subscribe", "order.subscribe")
-	}
-
-	subscriptions := []exchange.WebsocketChannelSubscription{}
+	var subscriptions []exchange.WebsocketChannelSubscription
 	enabledCurrencies := g.GetEnabledCurrencies()
 	for i := range channels {
 		for j := range enabledCurrencies {
@@ -399,6 +421,9 @@ func (g *Gateio) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscri
 }
 
 func (g *Gateio) wsGetBalance() error {
+	if !g.Websocket.CanUseAuthenticatedEndpoints() {
+		return fmt.Errorf("%v not authorised to get balance", g.Name)
+	}
 	balanceWsRequest := WebsocketRequest{
 		ID:     IDBalance,
 		Method: "balance.query",
@@ -408,6 +433,9 @@ func (g *Gateio) wsGetBalance() error {
 }
 
 func (g *Gateio) wsGetOrderInfo(market string, offset, limit int) error {
+	if !g.Websocket.CanUseAuthenticatedEndpoints() {
+		return fmt.Errorf("%v not authorised to get order info", g.Name)
+	}
 	order := WebsocketRequest{
 		ID:     IDOrderQuery,
 		Method: "order.query",

exchanges/gateio/gateio_wrapper.go

@@ -459,3 +459,13 @@ func (g *Gateio) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketCha
 	g.Websocket.UnsubscribeToChannels(channels)
 	return nil
 }
+
+// GetSubscriptions returns a copied list of subscriptions
+func (g *Gateio) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
+	return g.Websocket.GetSubscriptions(), nil
+}
+
+// AuthenticateWebsocket sends an authentication message to the websocket
+func (g *Gateio) AuthenticateWebsocket() error {
+	return g.wsServerSignIn()
+}