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Websocket update increasing exchange coverage and bug fixes (#233)

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Websocket update increasing exchange coverage and bug fixes
This commit is contained in:
Ryan O'Hara-Reid
2019-01-23 14:23:11 +11:00
committed by Adrian Gallagher
parent b62a9c76b1
commit 41415ca3b9
72 changed files with 1982 additions and 439 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
exchanges/bitmex/bitmex.go
View File

@@ -116,7 +116,10 @@ func (b *Bitmex) SetDefaults() {
b.Enabled = false
b.Verbose = false
b.RESTPollingDelay = 10
b.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission | exchange.WithdrawCryptoWithEmail | exchange.WithdrawCryptoWith2FA | exchange.NoFiatWithdrawals
b.APIWithdrawPermissions = exchange.AutoWithdrawCryptoWithAPIPermission |
exchange.WithdrawCryptoWithEmail |
exchange.WithdrawCryptoWith2FA |
exchange.NoFiatWithdrawals
b.RequestCurrencyPairFormat.Delimiter = ""
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = ""
@@ -130,6 +133,8 @@ func (b *Bitmex) SetDefaults() {
b.APIUrl = b.APIUrlDefault
b.SupportsAutoPairUpdating = true
b.WebsocketInit()
b.Websocket.Functionality = exchange.WebsocketTradeDataSupported |
exchange.WebsocketOrderbookSupported
}
// Setup takes in the supplied exchange configuration details and sets params

77
exchanges/bitmex/bitmex_websocket.go
View File

@@ -104,7 +104,6 @@ func (b *Bitmex) WsConnector() error {
}
go b.wsHandleIncomingData()
go b.wsReadData()
err = b.websocketSubscribe()
if err != nil {
@@ -125,7 +124,21 @@ func (b *Bitmex) WsConnector() error {
return nil
}
func (b *Bitmex) wsReadData() {
func (b *Bitmex) wsReadData() (exchange.WebsocketResponse, error) {
_, resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
return exchange.WebsocketResponse{}, err
}
b.Websocket.TrafficAlert <- struct{}{}
return exchange.WebsocketResponse{
Raw: resp,
}, nil
}
// wsHandleIncomingData services incoming data from the websocket connection
func (b *Bitmex) wsHandleIncomingData() {
b.Websocket.Wg.Add(1)
defer func() {
@@ -143,33 +156,12 @@ func (b *Bitmex) wsReadData() {
return
default:
_, resp, err := b.WebsocketConn.ReadMessage()
resp, err := b.wsReadData()
if err != nil {
b.Websocket.DataHandler <- fmt.Errorf("bitmex_websocket.go - websocket connection Error: %s",
err)
b.Websocket.DataHandler <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
b.Websocket.Intercomm <- exchange.WebsocketResponse{
Raw: resp,
}
}
}
}
// wsHandleIncomingData services incoming data from the websocket connection
func (b *Bitmex) wsHandleIncomingData() {
b.Websocket.Wg.Add(1)
defer b.Websocket.Wg.Done()
for {
select {
case <-b.Websocket.ShutdownC:
return
case resp := <-b.Websocket.Intercomm:
message := string(resp.Raw)
if common.StringContains(message, "pong") {
pongChan <- 1
@@ -180,20 +172,23 @@ func (b *Bitmex) wsHandleIncomingData() {
err := b.WebsocketConn.WriteJSON("pong")
if err != nil {
b.Websocket.DataHandler <- err
continue
}
}
quickCapture := make(map[string]interface{})
err := common.JSONDecode(resp.Raw, &quickCapture)
err = common.JSONDecode(resp.Raw, &quickCapture)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
var respError WebsocketErrorResponse
if _, ok := quickCapture["status"]; ok {
err = common.JSONDecode(resp.Raw, &respError)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
b.Websocket.DataHandler <- errors.New(respError.Error)
continue
@@ -203,7 +198,8 @@ func (b *Bitmex) wsHandleIncomingData() {
var decodedResp WebsocketSubscribeResp
err := common.JSONDecode(resp.Raw, &decodedResp)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
if decodedResp.Success {
@@ -225,7 +221,8 @@ func (b *Bitmex) wsHandleIncomingData() {
var decodedResp WebsocketMainResponse
err := common.JSONDecode(resp.Raw, &decodedResp)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
switch decodedResp.Table {
@@ -233,20 +230,23 @@ func (b *Bitmex) wsHandleIncomingData() {
var orderbooks OrderBookData
err = common.JSONDecode(resp.Raw, &orderbooks)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
p := pair.NewCurrencyPairFromString(orderbooks.Data[0].Symbol)
err = b.processOrderbook(orderbooks.Data, orderbooks.Action, p, "CONTRACT")
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
case bitmexWSTrade:
var trades TradeData
err = common.JSONDecode(resp.Raw, &trades)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
if trades.Action == bitmexActionInitialData {
@@ -256,7 +256,8 @@ func (b *Bitmex) wsHandleIncomingData() {
for _, trade := range trades.Data {
timestamp, err := time.Parse(time.RFC3339, trade.Timestamp)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
b.Websocket.DataHandler <- exchange.TradeData{
@@ -275,7 +276,8 @@ func (b *Bitmex) wsHandleIncomingData() {
err = common.JSONDecode(resp.Raw, &announcement)
if err != nil {
log.Error(err)
b.Websocket.DataHandler <- err
continue
}
if announcement.Action == bitmexActionInitialData {
@@ -285,7 +287,8 @@ func (b *Bitmex) wsHandleIncomingData() {
b.Websocket.DataHandler <- announcement.Data
default:
log.Errorf("Bitmex websocket error: Table unknown - %s", decodedResp.Table)
b.Websocket.DataHandler <- fmt.Errorf("Bitmex websocket error: Table unknown - %s",
decodedResp.Table)
}
}
}
@@ -341,7 +344,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
newOrderbook.LastUpdated = time.Now()
newOrderbook.Pair = currencyPair
err := b.Websocket.Orderbook.LoadSnapshot(newOrderbook, b.GetName())
err := b.Websocket.Orderbook.LoadSnapshot(newOrderbook, b.GetName(), false)
if err != nil {
return fmt.Errorf("bitmex_websocket.go process orderbook error - %s",
err)