websocket/gateio: Add request functions for websocket multi-connection [SPOT] (#1598)

* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stream match update

* update tests

* linter: fix

* glorious: nits + handle context cancellations

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* glorious: whooops

* gk: nits

* Leak issue and edge case

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* gk: nits

* gk: drain brain

* started

* more changes before merge match pr

* gateio: still building out

* gateio: finish spot

* fix up tests in gateio

* Add tests for stream package

* rm unused field

* glorious: nits

* rn files, specifically set function names to asset and offload routing to websocket type.

* linter: fix

* glorious: nits

* add counter and update gateio

* fix collision issue

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* upgrade to upstream merge

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* rm json parser and handle in json package instead

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bitstamp: fix issue

* glorious: nits

* ch name and commentary

* fix bug add test

* rm a thing

* fix test

* Update engine/engine.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: nits

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* GK: nits rn websocket functions

* explicit function names for single to multi outbound orders

* linter: fix

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2024-12-20 13:50:31 +11:00
committed by GitHub
parent 143e336c03
commit 50448ec6a0
23 changed files with 951 additions and 103 deletions

View File

@@ -791,17 +791,11 @@ func (bot *Engine) LoadExchange(name string) error {
localWG.Wait()
if !bot.Settings.EnableExchangeHTTPRateLimiter {
gctlog.Warnf(gctlog.ExchangeSys,
"Loaded exchange %s rate limiting has been turned off.\n",
exch.GetName(),
)
err = exch.DisableRateLimiter()
if err != nil {
gctlog.Errorf(gctlog.ExchangeSys,
"Loaded exchange %s rate limiting cannot be turned off: %s.\n",
exch.GetName(),
err,
)
gctlog.Errorf(gctlog.ExchangeSys, "%s error disabling rate limiter: %v", exch.GetName(), err)
} else {
gctlog.Warnf(gctlog.ExchangeSys, "%s rate limiting has been turned off", exch.GetName())
}
}
@@ -820,29 +814,18 @@ func (bot *Engine) LoadExchange(name string) error {
return err
}
base := exch.GetBase()
if base.API.AuthenticatedSupport ||
base.API.AuthenticatedWebsocketSupport {
assetTypes := base.GetAssetTypes(false)
var useAsset asset.Item
for a := range assetTypes {
err = base.CurrencyPairs.IsAssetEnabled(assetTypes[a])
if err != nil {
continue
}
useAsset = assetTypes[a]
break
}
err = exch.ValidateAPICredentials(context.TODO(), useAsset)
b := exch.GetBase()
if b.API.AuthenticatedSupport || b.API.AuthenticatedWebsocketSupport {
err = exch.ValidateAPICredentials(context.TODO(), asset.Spot)
if err != nil {
gctlog.Warnf(gctlog.ExchangeSys,
"%s: Cannot validate credentials, authenticated support has been disabled, Error: %s\n",
base.Name,
err)
base.API.AuthenticatedSupport = false
base.API.AuthenticatedWebsocketSupport = false
gctlog.Warnf(gctlog.ExchangeSys, "%s: Error validating credentials: %v", b.Name, err)
b.API.AuthenticatedSupport = false
b.API.AuthenticatedWebsocketSupport = false
exchCfg.API.AuthenticatedSupport = false
exchCfg.API.AuthenticatedWebsocketSupport = false
if b.Websocket != nil {
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
}
@@ -854,10 +837,7 @@ func (bot *Engine) dryRunParamInteraction(param string) {
return
}
gctlog.Warnf(gctlog.Global,
"Command line argument '-%s' induces dry run mode."+
" Set -dryrun=false if you wish to override this.",
param)
gctlog.Warnf(gctlog.Global, "Command line argument '-%s' induces dry run mode. Set -dryrun=false if you wish to override this.", param)
if !bot.Settings.EnableDryRun {
bot.Settings.EnableDryRun = true

View File

@@ -456,17 +456,20 @@ func (b *Bitfinex) handleWSEvent(respRaw []byte) error {
if err != nil {
return fmt.Errorf("%w 'chanId': %w from message: %s", errParsingWSField, err, respRaw)
}
if !b.Websocket.Match.IncomingWithData("unsubscribe:"+chanID, respRaw) {
return fmt.Errorf("%w: unsubscribe:%v", stream.ErrNoMessageListener, chanID)
err = b.Websocket.Match.RequireMatchWithData("unsubscribe:"+chanID, respRaw)
if err != nil {
return fmt.Errorf("%w: unsubscribe:%v", err, chanID)
}
case wsEventError:
if subID, err := jsonparser.GetUnsafeString(respRaw, "subId"); err == nil {
if !b.Websocket.Match.IncomingWithData("subscribe:"+subID, respRaw) {
return fmt.Errorf("%w: subscribe:%v", stream.ErrNoMessageListener, subID)
err = b.Websocket.Match.RequireMatchWithData("subscribe:"+subID, respRaw)
if err != nil {
return fmt.Errorf("%w: subscribe:%v", err, subID)
}
} else if chanID, err := jsonparser.GetUnsafeString(respRaw, "chanId"); err == nil {
if !b.Websocket.Match.IncomingWithData("unsubscribe:"+chanID, respRaw) {
return fmt.Errorf("%w: unsubscribe:%v", stream.ErrNoMessageListener, chanID)
err = b.Websocket.Match.RequireMatchWithData("unsubscribe:"+chanID, respRaw)
if err != nil {
return fmt.Errorf("%w: unsubscribe:%v", err, chanID)
}
} else {
return fmt.Errorf("unknown channel error; Message: %s", respRaw)
@@ -531,17 +534,16 @@ func (b *Bitfinex) handleWSSubscribed(respRaw []byte) error {
c.Key = int(chanID)
// subscribeToChan removes the old subID keyed Subscription
if err := b.Websocket.AddSuccessfulSubscriptions(b.Websocket.Conn, c); err != nil {
err = b.Websocket.AddSuccessfulSubscriptions(b.Websocket.Conn, c)
if err != nil {
return fmt.Errorf("%w: %w subID: %s", stream.ErrSubscriptionFailure, err, subID)
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.Name, c.Channel, c.Pairs, chanID)
}
if !b.Websocket.Match.IncomingWithData("subscribe:"+subID, respRaw) {
return fmt.Errorf("%w: subscribe:%v", stream.ErrNoMessageListener, subID)
}
return nil
return b.Websocket.Match.RequireMatchWithData("subscribe:"+subID, respRaw)
}
func (b *Bitfinex) handleWSChannelUpdate(s *subscription.Subscription, eventType string, d []interface{}) error {

View File

@@ -170,8 +170,9 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
if e2 != nil {
return fmt.Errorf("%w parsing stream", e2)
}
if !b.Websocket.Match.IncomingWithData(op+":"+streamID, msg) {
return fmt.Errorf("%w: %s:%s", stream.ErrNoMessageListener, op, streamID)
err = b.Websocket.Match.RequireMatchWithData(op+":"+streamID, msg)
if err != nil {
return fmt.Errorf("%w: %s:%s", err, op, streamID)
}
return nil
}

View File

@@ -135,10 +135,7 @@ func (b *Bitstamp) handleWSSubscription(event string, respRaw []byte) error {
return fmt.Errorf("%w `channel`: %w", errParsingWSField, err)
}
event = strings.TrimSuffix(event, "scription_succeeded")
if !b.Websocket.Match.IncomingWithData(event+":"+channel, respRaw) {
return fmt.Errorf("%w: %s", stream.ErrNoMessageListener, event+":"+channel)
}
return nil
return b.Websocket.Match.RequireMatchWithData(event+":"+channel, respRaw)
}
func (b *Bitstamp) handleWSTrade(msg []byte) error {

View File

@@ -975,8 +975,7 @@ func (b *Base) SupportsAsset(a asset.Item) bool {
// PrintEnabledPairs prints the exchanges enabled asset pairs
func (b *Base) PrintEnabledPairs() {
for k, v := range b.CurrencyPairs.Pairs {
log.Infof(log.ExchangeSys, "%s Asset type %v:\n\t Enabled pairs: %v",
b.Name, strings.ToUpper(k.String()), v.Enabled)
log.Infof(log.ExchangeSys, "%s Asset type %v:\n\t Enabled pairs: %v", b.Name, strings.ToUpper(k.String()), v.Enabled)
}
}
@@ -987,10 +986,7 @@ func (b *Base) GetBase() *Base { return b }
// for validation of API credentials
func (b *Base) CheckTransientError(err error) error {
if _, ok := err.(net.Error); ok {
log.Warnf(log.ExchangeSys,
"%s net error captured, will not disable authentication %s",
b.Name,
err)
log.Warnf(log.ExchangeSys, "%s net error captured, will not disable authentication %s", b.Name, err)
return nil
}
return err

View File

@@ -2008,12 +2008,13 @@ type WsEventResponse struct {
// WsResponse represents generalized websocket push data from the server.
type WsResponse struct {
ID int64 `json:"id"`
Time types.Time `json:"time"`
TimeMs types.Time `json:"time_ms"`
Channel string `json:"channel"`
Event string `json:"event"`
Result json.RawMessage `json:"result"`
ID int64 `json:"id"`
Time types.Time `json:"time"`
TimeMs types.Time `json:"time_ms"`
Channel string `json:"channel"`
Event string `json:"event"`
Result json.RawMessage `json:"result"`
RequestID string `json:"request_id"`
}
// WsTicker websocket ticker information.

View File

@@ -97,6 +97,64 @@ func (g *Gateio) WsConnectSpot(ctx context.Context, conn stream.Connection) erro
return nil
}
// authenticateSpot sends an authentication message to the websocket connection
func (g *Gateio) authenticateSpot(ctx context.Context, conn stream.Connection) error {
return g.websocketLogin(ctx, conn, "spot.login")
}
// websocketLogin authenticates the websocket connection
func (g *Gateio) websocketLogin(ctx context.Context, conn stream.Connection, channel string) error {
if conn == nil {
return fmt.Errorf("%w: %T", common.ErrNilPointer, conn)
}
if channel == "" {
return errChannelEmpty
}
creds, err := g.GetCredentials(ctx)
if err != nil {
return err
}
tn := time.Now().Unix()
msg := "api\n" + channel + "\n" + "\n" + strconv.FormatInt(tn, 10)
mac := hmac.New(sha512.New, []byte(creds.Secret))
if _, err = mac.Write([]byte(msg)); err != nil {
return err
}
signature := hex.EncodeToString(mac.Sum(nil))
payload := WebsocketPayload{
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
APIKey: creds.Key,
Signature: signature,
Timestamp: strconv.FormatInt(tn, 10),
}
req := WebsocketRequest{Time: tn, Channel: channel, Event: "api", Payload: payload}
resp, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, req.Payload.RequestID, req)
if err != nil {
return err
}
var inbound WebsocketAPIResponse
if err := json.Unmarshal(resp, &inbound); err != nil {
return err
}
if inbound.Header.Status != "200" {
var wsErr WebsocketErrors
if err := json.Unmarshal(inbound.Data, &wsErr.Errors); err != nil {
return err
}
return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
}
return nil
}
func (g *Gateio) generateWsSignature(secret, event, channel string, t int64) (string, error) {
msg := "channel=" + channel + "&event=" + event + "&time=" + strconv.FormatInt(t, 10)
mac := hmac.New(sha512.New, []byte(secret))
@@ -109,21 +167,21 @@ func (g *Gateio) generateWsSignature(secret, event, channel string, t int64) (st
// WsHandleSpotData handles spot data
func (g *Gateio) WsHandleSpotData(_ context.Context, respRaw []byte) error {
var push WsResponse
err := json.Unmarshal(respRaw, &push)
if err != nil {
if err := json.Unmarshal(respRaw, &push); err != nil {
return err
}
if push.RequestID != "" {
return g.Websocket.Match.RequireMatchWithData(push.RequestID, respRaw)
}
if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
if !g.Websocket.Match.IncomingWithData(push.ID, respRaw) {
return fmt.Errorf("couldn't match subscription message with ID: %d", push.ID)
}
return nil
return g.Websocket.Match.RequireMatchWithData(push.ID, respRaw)
}
switch push.Channel { // TODO: Convert function params below to only use push.Result
case spotTickerChannel:
return g.processTicker(push.Result, push.Time.Time())
return g.processTicker(push.Result, push.TimeMs.Time())
case spotTradesChannel:
return g.processTrades(push.Result)
case spotCandlesticksChannel:

View File

@@ -13,7 +13,6 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
)
@@ -55,7 +54,7 @@ func (g *Gateio) WsDeliveryFuturesConnect(ctx context.Context, conn stream.Conne
if err != nil {
return err
}
conn.SetupPingHandler(request.Unset, stream.PingHandler{
conn.SetupPingHandler(websocketRateLimitNotNeededEPL, stream.PingHandler{
Websocket: true,
Delay: time.Second * 5,
MessageType: websocket.PingMessage,

View File

@@ -19,7 +19,6 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
@@ -76,7 +75,7 @@ func (g *Gateio) WsFuturesConnect(ctx context.Context, conn stream.Connection) e
if err != nil {
return err
}
conn.SetupPingHandler(request.Unset, stream.PingHandler{
conn.SetupPingHandler(websocketRateLimitNotNeededEPL, stream.PingHandler{
Websocket: true,
MessageType: websocket.PingMessage,
Delay: time.Second * 15,

View File

@@ -18,7 +18,6 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
@@ -85,7 +84,7 @@ func (g *Gateio) WsOptionsConnect(ctx context.Context, conn stream.Connection) e
if err != nil {
return err
}
conn.SetupPingHandler(request.Unset, stream.PingHandler{
conn.SetupPingHandler(websocketRateLimitNotNeededEPL, stream.PingHandler{
Websocket: true,
Delay: time.Second * 5,
MessageType: websocket.PingMessage,

View File

@@ -0,0 +1,224 @@
package gateio
import (
"context"
"encoding/json"
"errors"
"fmt"
"strconv"
"strings"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
var (
errOrdersEmpty = errors.New("orders cannot be empty")
errNoOrdersToCancel = errors.New("no orders to cancel")
errChannelEmpty = errors.New("channel cannot be empty")
)
// WebsocketSpotSubmitOrder submits an order via the websocket connection
func (g *Gateio) WebsocketSpotSubmitOrder(ctx context.Context, order *WebsocketOrder) ([]WebsocketOrderResponse, error) {
return g.WebsocketSpotSubmitOrders(ctx, []WebsocketOrder{*order})
}
// WebsocketSpotSubmitOrders submits orders via the websocket connection. You can
// send multiple orders in a single request. But only for one asset route.
func (g *Gateio) WebsocketSpotSubmitOrders(ctx context.Context, orders []WebsocketOrder) ([]WebsocketOrderResponse, error) {
if len(orders) == 0 {
return nil, errOrdersEmpty
}
for i := range orders {
if orders[i].Text == "" {
// API requires Text field, or it will be rejected
orders[i].Text = "t-" + strconv.FormatInt(g.Counter.IncrementAndGet(), 10)
}
if orders[i].CurrencyPair == "" {
return nil, currency.ErrCurrencyPairEmpty
}
if orders[i].Side == "" {
return nil, order.ErrSideIsInvalid
}
if orders[i].Amount == "" {
return nil, errInvalidAmount
}
if orders[i].Type == "limit" && orders[i].Price == "" {
return nil, errInvalidPrice
}
}
if len(orders) == 1 {
var singleResponse WebsocketOrderResponse
return []WebsocketOrderResponse{singleResponse}, g.SendWebsocketRequest(ctx, spotPlaceOrderEPL, "spot.order_place", asset.Spot, orders[0], &singleResponse, 2)
}
var resp []WebsocketOrderResponse
return resp, g.SendWebsocketRequest(ctx, spotBatchOrdersEPL, "spot.order_place", asset.Spot, orders, &resp, 2)
}
// WebsocketSpotCancelOrder cancels an order via the websocket connection
func (g *Gateio) WebsocketSpotCancelOrder(ctx context.Context, orderID string, pair currency.Pair, account string) (*WebsocketOrderResponse, error) {
if orderID == "" {
return nil, order.ErrOrderIDNotSet
}
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
params := &WebsocketOrderRequest{OrderID: orderID, Pair: pair.String(), Account: account}
var resp WebsocketOrderResponse
return &resp, g.SendWebsocketRequest(ctx, spotCancelSingleOrderEPL, "spot.order_cancel", asset.Spot, params, &resp, 1)
}
// WebsocketSpotCancelAllOrdersByIDs cancels multiple orders via the websocket
func (g *Gateio) WebsocketSpotCancelAllOrdersByIDs(ctx context.Context, o []WebsocketOrderBatchRequest) ([]WebsocketCancellAllResponse, error) {
if len(o) == 0 {
return nil, errNoOrdersToCancel
}
for i := range o {
if o[i].OrderID == "" {
return nil, order.ErrOrderIDNotSet
}
if o[i].Pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
}
var resp []WebsocketCancellAllResponse
return resp, g.SendWebsocketRequest(ctx, spotCancelBatchOrdersEPL, "spot.order_cancel_ids", asset.Spot, o, &resp, 2)
}
// WebsocketSpotCancelAllOrdersByPair cancels all orders for a specific pair
func (g *Gateio) WebsocketSpotCancelAllOrdersByPair(ctx context.Context, pair currency.Pair, side order.Side, account string) ([]WebsocketOrderResponse, error) {
if !pair.IsEmpty() && side == order.UnknownSide {
// This case will cancel all orders for every pair, this can be introduced later
return nil, fmt.Errorf("'%v' %w while pair is set", side, order.ErrSideIsInvalid)
}
sideStr := ""
if side != order.UnknownSide {
sideStr = side.Lower()
}
params := &WebsocketCancelParam{
Pair: pair,
Side: sideStr,
Account: account,
}
var resp []WebsocketOrderResponse
return resp, g.SendWebsocketRequest(ctx, spotCancelAllOpenOrdersEPL, "spot.order_cancel_cp", asset.Spot, params, &resp, 1)
}
// WebsocketSpotAmendOrder amends an order via the websocket connection
func (g *Gateio) WebsocketSpotAmendOrder(ctx context.Context, amend *WebsocketAmendOrder) (*WebsocketOrderResponse, error) {
if amend == nil {
return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, amend)
}
if amend.OrderID == "" {
return nil, order.ErrOrderIDNotSet
}
if amend.Pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if amend.Amount == "" && amend.Price == "" {
return nil, fmt.Errorf("%w: amount or price must be set", errInvalidAmount)
}
var resp WebsocketOrderResponse
return &resp, g.SendWebsocketRequest(ctx, spotAmendOrderEPL, "spot.order_amend", asset.Spot, amend, &resp, 1)
}
// WebsocketSpotGetOrderStatus gets the status of an order via the websocket connection
func (g *Gateio) WebsocketSpotGetOrderStatus(ctx context.Context, orderID string, pair currency.Pair, account string) (*WebsocketOrderResponse, error) {
if orderID == "" {
return nil, order.ErrOrderIDNotSet
}
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
params := &WebsocketOrderRequest{OrderID: orderID, Pair: pair.String(), Account: account}
var resp WebsocketOrderResponse
return &resp, g.SendWebsocketRequest(ctx, spotGetOrdersEPL, "spot.order_status", asset.Spot, params, &resp, 1)
}
// funnelResult is used to unmarshal the result of a websocket request back to the required caller type
type funnelResult struct {
Result any `json:"result"`
}
// SendWebsocketRequest sends a websocket request to the exchange
func (g *Gateio) SendWebsocketRequest(ctx context.Context, epl request.EndpointLimit, channel string, connSignature, params, result any, expectedResponses int) error {
paramPayload, err := json.Marshal(params)
if err != nil {
return err
}
conn, err := g.Websocket.GetConnection(connSignature)
if err != nil {
return err
}
tn := time.Now().Unix()
req := &WebsocketRequest{
Time: tn,
Channel: channel,
Event: "api",
Payload: WebsocketPayload{
// This request ID associated with the payload is the match to the
// response.
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestParam: paramPayload,
Timestamp: strconv.FormatInt(tn, 10),
},
}
responses, err := conn.SendMessageReturnResponsesWithInspector(ctx, epl, req.Payload.RequestID, req, expectedResponses, wsRespAckInspector{})
if err != nil {
return err
}
if len(responses) == 0 {
return common.ErrNoResponse
}
var inbound WebsocketAPIResponse
// The last response is the one we want to unmarshal, the other is just
// an ack. If the request fails on the ACK then we can unmarshal the error
// from that as the next response won't come anyway.
endResponse := responses[len(responses)-1]
if err := json.Unmarshal(endResponse, &inbound); err != nil {
return err
}
if inbound.Header.Status != "200" {
var wsErr WebsocketErrors
if err := json.Unmarshal(inbound.Data, &wsErr); err != nil {
return err
}
return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
}
return json.Unmarshal(inbound.Data, &funnelResult{Result: result})
}
type wsRespAckInspector struct{}
// IsFinal checks the payload for an ack, it returns true if the payload does not contain an ack.
// This will force the cancellation of further waiting for responses.
func (wsRespAckInspector) IsFinal(data []byte) bool {
return !strings.Contains(string(data), "ack")
}

View File

@@ -0,0 +1,248 @@
package gateio
import (
"context"
"strings"
"testing"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
)
func TestWebsocketLogin(t *testing.T) {
t.Parallel()
err := g.websocketLogin(context.Background(), nil, "")
require.ErrorIs(t, err, common.ErrNilPointer)
err = g.websocketLogin(context.Background(), &stream.WebsocketConnection{}, "")
require.ErrorIs(t, err, errChannelEmpty)
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
demonstrationConn, err := g.Websocket.GetConnection(asset.Spot)
require.NoError(t, err)
err = g.websocketLogin(context.Background(), demonstrationConn, "spot.login")
require.NoError(t, err)
}
func TestWebsocketSpotSubmitOrder(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotSubmitOrder(context.Background(), &WebsocketOrder{})
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
out := &WebsocketOrder{CurrencyPair: "BTC_USDT"}
_, err = g.WebsocketSpotSubmitOrder(context.Background(), out)
require.ErrorIs(t, err, order.ErrSideIsInvalid)
out.Side = strings.ToLower(order.Buy.String())
_, err = g.WebsocketSpotSubmitOrder(context.Background(), out)
require.ErrorIs(t, err, errInvalidAmount)
out.Amount = "0.0003"
out.Type = "limit"
_, err = g.WebsocketSpotSubmitOrder(context.Background(), out)
require.ErrorIs(t, err, errInvalidPrice)
out.Price = "20000"
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
got, err := g.WebsocketSpotSubmitOrder(context.Background(), out)
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotSubmitOrders(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotSubmitOrders(context.Background(), nil)
require.ErrorIs(t, err, errOrdersEmpty)
_, err = g.WebsocketSpotSubmitOrders(context.Background(), make([]WebsocketOrder, 1))
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
out := WebsocketOrder{CurrencyPair: "BTC_USDT"}
_, err = g.WebsocketSpotSubmitOrders(context.Background(), []WebsocketOrder{out})
require.ErrorIs(t, err, order.ErrSideIsInvalid)
out.Side = strings.ToLower(order.Buy.String())
_, err = g.WebsocketSpotSubmitOrders(context.Background(), []WebsocketOrder{out})
require.ErrorIs(t, err, errInvalidAmount)
out.Amount = "0.0003"
out.Type = "limit"
_, err = g.WebsocketSpotSubmitOrders(context.Background(), []WebsocketOrder{out})
require.ErrorIs(t, err, errInvalidPrice)
out.Price = "20000"
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
// test single order
got, err := g.WebsocketSpotSubmitOrders(context.Background(), []WebsocketOrder{out})
require.NoError(t, err)
require.NotEmpty(t, got)
// test batch orders
got, err = g.WebsocketSpotSubmitOrders(context.Background(), []WebsocketOrder{out, out})
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotCancelOrder(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotCancelOrder(context.Background(), "", currency.EMPTYPAIR, "")
require.ErrorIs(t, err, order.ErrOrderIDNotSet)
_, err = g.WebsocketSpotCancelOrder(context.Background(), "1337", currency.EMPTYPAIR, "")
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
btcusdt, err := currency.NewPairFromString("BTC_USDT")
require.NoError(t, err)
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
got, err := g.WebsocketSpotCancelOrder(context.Background(), "644913098758", btcusdt, "")
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotCancelAllOrdersByIDs(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotCancelAllOrdersByIDs(context.Background(), []WebsocketOrderBatchRequest{})
require.ErrorIs(t, err, errNoOrdersToCancel)
out := WebsocketOrderBatchRequest{}
_, err = g.WebsocketSpotCancelAllOrdersByIDs(context.Background(), []WebsocketOrderBatchRequest{out})
require.ErrorIs(t, err, order.ErrOrderIDNotSet)
out.OrderID = "1337"
_, err = g.WebsocketSpotCancelAllOrdersByIDs(context.Background(), []WebsocketOrderBatchRequest{out})
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
out.Pair, err = currency.NewPairFromString("BTC_USDT")
require.NoError(t, err)
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
out.OrderID = "644913101755"
got, err := g.WebsocketSpotCancelAllOrdersByIDs(context.Background(), []WebsocketOrderBatchRequest{out})
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotCancelAllOrdersByPair(t *testing.T) {
t.Parallel()
pair, err := currency.NewPairFromString("LTC_USDT")
require.NoError(t, err)
_, err = g.WebsocketSpotCancelAllOrdersByPair(context.Background(), pair, 0, "")
require.ErrorIs(t, err, order.ErrSideIsInvalid)
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
got, err := g.WebsocketSpotCancelAllOrdersByPair(context.Background(), currency.EMPTYPAIR, order.Buy, "")
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotAmendOrder(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotAmendOrder(context.Background(), nil)
require.ErrorIs(t, err, common.ErrNilPointer)
amend := &WebsocketAmendOrder{}
_, err = g.WebsocketSpotAmendOrder(context.Background(), amend)
require.ErrorIs(t, err, order.ErrOrderIDNotSet)
amend.OrderID = "1337"
_, err = g.WebsocketSpotAmendOrder(context.Background(), amend)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
amend.Pair, err = currency.NewPairFromString("BTC_USDT")
require.NoError(t, err)
_, err = g.WebsocketSpotAmendOrder(context.Background(), amend)
require.ErrorIs(t, err, errInvalidAmount)
amend.Amount = "0.0004"
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
amend.OrderID = "645029162673"
got, err := g.WebsocketSpotAmendOrder(context.Background(), amend)
require.NoError(t, err)
require.NotEmpty(t, got)
}
func TestWebsocketSpotGetOrderStatus(t *testing.T) {
t.Parallel()
_, err := g.WebsocketSpotGetOrderStatus(context.Background(), "", currency.EMPTYPAIR, "")
require.ErrorIs(t, err, order.ErrOrderIDNotSet)
_, err = g.WebsocketSpotGetOrderStatus(context.Background(), "1337", currency.EMPTYPAIR, "")
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
sharedtestvalues.SkipTestIfCredentialsUnset(t, g, canManipulateRealOrders)
testexch.UpdatePairsOnce(t, g)
g := getWebsocketInstance(t, g) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
pair, err := currency.NewPairFromString("BTC_USDT")
require.NoError(t, err)
got, err := g.WebsocketSpotGetOrderStatus(context.Background(), "644999650452", pair, "")
require.NoError(t, err)
require.NotEmpty(t, got)
}
// getWebsocketInstance returns a websocket instance copy for testing.
// This restricts the pairs to a single pair per asset type to reduce test time.
func getWebsocketInstance(t *testing.T, g *Gateio) *Gateio {
t.Helper()
cpy := new(Gateio)
cpy.SetDefaults()
gConf, err := config.GetConfig().GetExchangeConfig("GateIO")
require.NoError(t, err)
gConf.API.AuthenticatedSupport = true
gConf.API.AuthenticatedWebsocketSupport = true
gConf.API.Credentials.Key = apiKey
gConf.API.Credentials.Secret = apiSecret
require.NoError(t, cpy.Setup(gConf), "Test instance Setup must not error")
cpy.CurrencyPairs.Load(&g.CurrencyPairs)
for _, a := range cpy.GetAssetTypes(true) {
if a != asset.Spot {
require.NoError(t, cpy.CurrencyPairs.SetAssetEnabled(a, false))
continue
}
avail, err := cpy.GetAvailablePairs(a)
require.NoError(t, err)
if len(avail) > 1 {
avail = avail[:1]
}
require.NoError(t, cpy.SetPairs(avail, a, true))
}
require.NoError(t, cpy.Websocket.Connect())
return cpy
}

View File

@@ -0,0 +1,143 @@
package gateio
import (
"encoding/json"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/types"
)
// WebsocketAPIResponse defines a general websocket response for api calls
type WebsocketAPIResponse struct {
Header Header `json:"header"`
Data json.RawMessage `json:"data"`
}
// Header defines a websocket header
type Header struct {
ResponseTime types.Time `json:"response_time"`
Status string `json:"status"`
Channel string `json:"channel"`
Event string `json:"event"`
ClientID string `json:"client_id"`
ConnectionID string `json:"conn_id"`
TraceID string `json:"trace_id"`
}
// WebsocketRequest defines a websocket request
type WebsocketRequest struct {
Time int64 `json:"time,omitempty"`
ID int64 `json:"id,omitempty"`
Channel string `json:"channel"`
Event string `json:"event"`
Payload WebsocketPayload `json:"payload"`
}
// WebsocketPayload defines an individualised websocket payload
type WebsocketPayload struct {
RequestID string `json:"req_id,omitempty"`
// APIKey and signature are only required in the initial login request
// which is done when the connection is established.
APIKey string `json:"api_key,omitempty"`
Timestamp string `json:"timestamp,omitempty"`
Signature string `json:"signature,omitempty"`
RequestParam json.RawMessage `json:"req_param,omitempty"`
}
// WebsocketErrors defines a websocket error
type WebsocketErrors struct {
Errors struct {
Label string `json:"label"`
Message string `json:"message"`
} `json:"errs"`
}
// WebsocketOrder defines a websocket order
type WebsocketOrder struct {
Text string `json:"text"`
CurrencyPair string `json:"currency_pair,omitempty"`
Type string `json:"type,omitempty"`
Account string `json:"account,omitempty"`
Side string `json:"side,omitempty"`
Amount string `json:"amount,omitempty"`
Price string `json:"price,omitempty"`
TimeInForce string `json:"time_in_force,omitempty"`
Iceberg string `json:"iceberg,omitempty"`
AutoBorrow bool `json:"auto_borrow,omitempty"`
AutoRepay bool `json:"auto_repay,omitempty"`
StpAct string `json:"stp_act,omitempty"`
}
// WebsocketOrderResponse defines a websocket order response
type WebsocketOrderResponse struct {
Left types.Number `json:"left"`
UpdateTime types.Time `json:"update_time"`
Amount types.Number `json:"amount"`
CreateTime types.Time `json:"create_time"`
Price types.Number `json:"price"`
FinishAs string `json:"finish_as"`
TimeInForce string `json:"time_in_force"`
CurrencyPair currency.Pair `json:"currency_pair"`
Type string `json:"type"`
Account string `json:"account"`
Side string `json:"side"`
AmendText string `json:"amend_text"`
Text string `json:"text"`
Status string `json:"status"`
Iceberg types.Number `json:"iceberg"`
FilledTotal types.Number `json:"filled_total"`
ID string `json:"id"`
FillPrice types.Number `json:"fill_price"`
UpdateTimeMs types.Time `json:"update_time_ms"`
CreateTimeMs types.Time `json:"create_time_ms"`
Fee types.Number `json:"fee"`
FeeCurrency currency.Code `json:"fee_currency"`
PointFee types.Number `json:"point_fee"`
GTFee types.Number `json:"gt_fee"`
GTMakerFee types.Number `json:"gt_maker_fee"`
GTTakerFee types.Number `json:"gt_taker_fee"`
GTDiscount bool `json:"gt_discount"`
RebatedFee types.Number `json:"rebated_fee"`
RebatedFeeCurrency currency.Code `json:"rebated_fee_currency"`
STPID int `json:"stp_id"`
STPAct string `json:"stp_act"`
}
// WebsocketOrderBatchRequest defines a websocket order batch request
type WebsocketOrderBatchRequest struct {
OrderID string `json:"id"` // This require id tag not order_id
Pair currency.Pair `json:"currency_pair"`
Account string `json:"account,omitempty"`
}
// WebsocketOrderRequest defines a websocket order request
type WebsocketOrderRequest struct {
OrderID string `json:"order_id"` // This requires order_id tag
Pair string `json:"pair"`
Account string `json:"account,omitempty"`
}
// WebsocketCancellAllResponse defines a websocket order cancel response
type WebsocketCancellAllResponse struct {
Pair currency.Pair `json:"currency_pair"`
Label string `json:"label"`
Message string `json:"message"`
Succeeded bool `json:"succeeded"`
}
// WebsocketCancelParam is a struct to hold the parameters for cancelling orders
type WebsocketCancelParam struct {
Pair currency.Pair `json:"pair"`
Side string `json:"side"`
Account string `json:"account,omitempty"`
}
// WebsocketAmendOrder defines a websocket amend order
type WebsocketAmendOrder struct {
OrderID string `json:"order_id"`
Pair currency.Pair `json:"currency_pair"`
Account string `json:"account,omitempty"`
AmendText string `json:"amend_text,omitempty"`
Price string `json:"price,omitempty"`
Amount string `json:"amount,omitempty"`
}

View File

@@ -218,6 +218,8 @@ func (g *Gateio) Setup(exch *config.Exchange) error {
Unsubscriber: g.Unsubscribe,
GenerateSubscriptions: g.generateSubscriptionsSpot,
Connector: g.WsConnectSpot,
Authenticate: g.authenticateSpot,
MessageFilter: asset.Spot,
BespokeGenerateMessageID: g.GenerateWebsocketMessageID,
})
if err != nil {
@@ -235,6 +237,7 @@ func (g *Gateio) Setup(exch *config.Exchange) error {
Unsubscriber: g.FuturesUnsubscribe,
GenerateSubscriptions: func() (subscription.List, error) { return g.GenerateFuturesDefaultSubscriptions(currency.USDT) },
Connector: g.WsFuturesConnect,
MessageFilter: asset.USDTMarginedFutures,
BespokeGenerateMessageID: g.GenerateWebsocketMessageID,
})
if err != nil {
@@ -253,6 +256,7 @@ func (g *Gateio) Setup(exch *config.Exchange) error {
Unsubscriber: g.FuturesUnsubscribe,
GenerateSubscriptions: func() (subscription.List, error) { return g.GenerateFuturesDefaultSubscriptions(currency.BTC) },
Connector: g.WsFuturesConnect,
MessageFilter: asset.CoinMarginedFutures,
BespokeGenerateMessageID: g.GenerateWebsocketMessageID,
})
if err != nil {
@@ -272,6 +276,7 @@ func (g *Gateio) Setup(exch *config.Exchange) error {
Unsubscriber: g.DeliveryFuturesUnsubscribe,
GenerateSubscriptions: g.GenerateDeliveryFuturesDefaultSubscriptions,
Connector: g.WsDeliveryFuturesConnect,
MessageFilter: asset.DeliveryFutures,
BespokeGenerateMessageID: g.GenerateWebsocketMessageID,
})
if err != nil {
@@ -288,6 +293,7 @@ func (g *Gateio) Setup(exch *config.Exchange) error {
Unsubscriber: g.OptionsUnsubscribe,
GenerateSubscriptions: g.GenerateOptionsDefaultSubscriptions,
Connector: g.WsOptionsConnect,
MessageFilter: asset.Options,
BespokeGenerateMessageID: g.GenerateWebsocketMessageID,
})
}

View File

@@ -231,7 +231,7 @@ func (k *Kraken) wsHandleData(respRaw []byte) error {
return nil
case krakenWsCancelOrderStatus, krakenWsCancelAllOrderStatus, krakenWsAddOrderStatus, krakenWsSubscriptionStatus:
// All of these should have found a listener already
return fmt.Errorf("%w: %s %v", stream.ErrNoMessageListener, event, reqID)
return fmt.Errorf("%w: %s %v", stream.ErrSignatureNotMatched, event, reqID)
case krakenWsSystemStatus:
return k.wsProcessSystemStatus(respRaw)
default:

View File

@@ -215,18 +215,14 @@ func (ku *Kucoin) wsReadData() {
// wsHandleData processes a websocket incoming data.
func (ku *Kucoin) wsHandleData(respData []byte) error {
resp := WsPushData{}
err := json.Unmarshal(respData, &resp)
if err != nil {
if err := json.Unmarshal(respData, &resp); err != nil {
return err
}
if resp.Type == "pong" || resp.Type == "welcome" {
return nil
}
if resp.ID != "" {
if !ku.Websocket.Match.IncomingWithData("msgID:"+resp.ID, respData) {
return fmt.Errorf("%w: %s", stream.ErrNoMessageListener, resp.ID)
}
return nil
return ku.Websocket.Match.RequireMatchWithData("msgID:"+resp.ID, respData)
}
topicInfo := strings.Split(resp.Topic, ":")
switch topicInfo[0] {

View File

@@ -2,9 +2,13 @@ package stream
import (
"errors"
"fmt"
"sync"
)
// ErrSignatureNotMatched is returned when a signature does not match a request
var ErrSignatureNotMatched = errors.New("websocket response to request signature not matched")
var (
errSignatureCollision = errors.New("signature collision")
errInvalidBufferSize = errors.New("buffer size must be positive")
@@ -47,6 +51,15 @@ func (m *Match) IncomingWithData(signature any, data []byte) bool {
return true
}
// RequireMatchWithData validates that incoming data matches a request's signature.
// If a match is found, the data is processed; otherwise, it returns an error.
func (m *Match) RequireMatchWithData(signature any, data []byte) error {
if m.IncomingWithData(signature, data) {
return nil
}
return fmt.Errorf("'%v' %w with data %v", signature, ErrSignatureNotMatched, string(data))
}
// Set the signature response channel for incoming data
func (m *Match) Set(signature any, bufSize int) (<-chan []byte, error) {
if bufSize <= 0 {

View File

@@ -51,3 +51,18 @@ func TestRemoveSignature(t *testing.T) {
t.Fatal("Should be able to read from a closed channel")
}
}
func TestRequireMatchWithData(t *testing.T) {
t.Parallel()
match := NewMatch()
err := match.RequireMatchWithData("hello", []byte("world"))
require.ErrorIs(t, err, ErrSignatureNotMatched, "Must error on unmatched signature")
assert.Contains(t, err.Error(), "world", "Should contain the data in the error message")
assert.Contains(t, err.Error(), "hello", "Should contain the signature in the error message")
ch, err := match.Set("hello", 1)
require.NoError(t, err, "Set must not error")
err = match.RequireMatchWithData("hello", []byte("world"))
require.NoError(t, err, "Must not error on matched signature")
assert.Equal(t, "world", string(<-ch))
}

View File

@@ -27,6 +27,8 @@ type Connection interface {
SendMessageReturnResponse(ctx context.Context, epl request.EndpointLimit, signature any, request any) ([]byte, error)
// SendMessageReturnResponses will send a WS message to the connection and wait for N responses
SendMessageReturnResponses(ctx context.Context, epl request.EndpointLimit, signature any, request any, expected int) ([][]byte, error)
// SendMessageReturnResponsesWithInspector will send a WS message to the connection and wait for N responses with message inspection
SendMessageReturnResponsesWithInspector(ctx context.Context, epl request.EndpointLimit, signature any, request any, expected int, messageInspector Inspector) ([][]byte, error)
// SendRawMessage sends a message over the connection without JSON encoding it
SendRawMessage(ctx context.Context, epl request.EndpointLimit, messageType int, message []byte) error
// SendJSONMessage sends a JSON encoded message over the connection
@@ -37,6 +39,12 @@ type Connection interface {
Shutdown() error
}
// Inspector is used to verify messages via SendMessageReturnResponsesWithInspection
// It inspects the []bytes websocket message and returns true if the message is the final message in a sequence of expected messages
type Inspector interface {
IsFinal([]byte) bool
}
// Response defines generalised data from the stream connection
type Response struct {
Type int
@@ -76,6 +84,11 @@ type ConnectionSetup struct {
// This is useful for when an exchange connection requires a unique or
// structured message ID for each message sent.
BespokeGenerateMessageID func(highPrecision bool) int64
// Authenticate will be called to authenticate the connection
Authenticate func(ctx context.Context, conn Connection) error
// MessageFilter defines the criteria used to match messages to a specific connection.
// The filter enables precise routing and handling of messages for distinct connection contexts.
MessageFilter any
}
// ConnectionWrapper contains the connection setup details to be used when

View File

@@ -5,6 +5,7 @@ import (
"errors"
"fmt"
"net/url"
"reflect"
"slices"
"sync"
"time"
@@ -27,8 +28,10 @@ var (
ErrUnsubscribeFailure = errors.New("unsubscribe failure")
ErrAlreadyDisabled = errors.New("websocket already disabled")
ErrNotConnected = errors.New("websocket is not connected")
ErrNoMessageListener = errors.New("websocket listener not found for message")
ErrSignatureTimeout = errors.New("websocket timeout waiting for response with signature")
ErrRequestRouteNotFound = errors.New("request route not found")
ErrSignatureNotSet = errors.New("signature not set")
ErrRequestPayloadNotSet = errors.New("request payload not set")
)
// Private websocket errors
@@ -64,6 +67,9 @@ var (
errConnectionWrapperDuplication = errors.New("connection wrapper duplication")
errCannotChangeConnectionURL = errors.New("cannot change connection URL when using multi connection management")
errExchangeConfigEmpty = errors.New("exchange config is empty")
errCannotObtainOutboundConnection = errors.New("cannot obtain outbound connection")
errMessageFilterNotSet = errors.New("message filter not set")
errMessageFilterNotComparable = errors.New("message filter is not comparable")
)
var globalReporter Reporter
@@ -259,13 +265,19 @@ func (w *Websocket) SetupNewConnection(c *ConnectionSetup) error {
return fmt.Errorf("%w: %w", errConnSetup, errWebsocketDataHandlerUnset)
}
if c.MessageFilter != nil && !reflect.TypeOf(c.MessageFilter).Comparable() {
return errMessageFilterNotComparable
}
for x := range w.connectionManager {
if w.connectionManager[x].Setup.URL == c.URL {
// Below allows for multiple connections to the same URL with different outbound request signatures. This
// allows for easier determination of inbound and outbound messages. e.g. Gateio cross_margin, margin on
// a spot connection.
if w.connectionManager[x].Setup.URL == c.URL && c.MessageFilter == w.connectionManager[x].Setup.MessageFilter {
return fmt.Errorf("%w: %w", errConnSetup, errConnectionWrapperDuplication)
}
}
w.connectionManager = append(w.connectionManager, ConnectionWrapper{
w.connectionManager = append(w.connectionManager, &ConnectionWrapper{
Setup: c,
Subscriptions: subscription.NewStore(),
})
@@ -422,12 +434,21 @@ func (w *Websocket) connect() error {
break
}
w.connections[conn] = &w.connectionManager[i]
w.connections[conn] = w.connectionManager[i]
w.connectionManager[i].Connection = conn
w.Wg.Add(1)
go w.Reader(context.TODO(), conn, w.connectionManager[i].Setup.Handler)
if w.connectionManager[i].Setup.Authenticate != nil && w.CanUseAuthenticatedEndpoints() {
err = w.connectionManager[i].Setup.Authenticate(context.TODO(), conn)
if err != nil {
// Opted to not fail entirely here for POC. This should be
// revisited and handled more gracefully.
log.Errorf(log.WebsocketMgr, "%s websocket: [conn:%d] [URL:%s] failed to authenticate %v", w.exchangeName, i+1, conn.URL, err)
}
}
err = w.connectionManager[i].Setup.Subscriber(context.TODO(), conn, subs)
if err != nil {
multiConnectFatalError = fmt.Errorf("%v Error subscribing %w", w.exchangeName, err)
@@ -633,7 +654,7 @@ func (w *Websocket) FlushChannels() error {
}
w.Wg.Add(1)
go w.Reader(context.TODO(), conn, w.connectionManager[x].Setup.Handler)
w.connections[conn] = &w.connectionManager[x]
w.connections[conn] = w.connectionManager[x]
w.connectionManager[x].Connection = conn
}
@@ -1064,7 +1085,7 @@ func (w *Websocket) checkSubscriptions(conn Connection, subs subscription.List)
if s.State() == subscription.ResubscribingState {
continue
}
if found := w.subscriptions.Get(s); found != nil {
if found := subscriptionStore.Get(s); found != nil {
return fmt.Errorf("%w: %s", subscription.ErrDuplicate, s)
}
}
@@ -1241,3 +1262,37 @@ func signalReceived(ch chan struct{}) bool {
return false
}
}
// GetConnection returns a connection by message filter (defined in exchange package _wrapper.go websocket connection)
// for request and response handling in a multi connection context.
func (w *Websocket) GetConnection(messageFilter any) (Connection, error) {
if w == nil {
return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, w)
}
if messageFilter == nil {
return nil, errMessageFilterNotSet
}
w.m.Lock()
defer w.m.Unlock()
if !w.useMultiConnectionManagement {
return nil, fmt.Errorf("%s: multi connection management not enabled %w please use exported Conn and AuthConn fields", w.exchangeName, errCannotObtainOutboundConnection)
}
if !w.IsConnected() {
return nil, ErrNotConnected
}
for _, wrapper := range w.connectionManager {
if wrapper.Setup.MessageFilter == messageFilter {
if wrapper.Connection == nil {
return nil, fmt.Errorf("%s: %s %w associated with message filter: '%v'", w.exchangeName, wrapper.Setup.URL, ErrNotConnected, messageFilter)
}
return wrapper.Connection, nil
}
}
return nil, fmt.Errorf("%s: %w associated with message filter: '%v'", w.exchangeName, ErrRequestRouteNotFound, messageFilter)
}

View File

@@ -304,6 +304,12 @@ func (w *WebsocketConnection) SendMessageReturnResponse(ctx context.Context, epl
// SendMessageReturnResponses will send a WS message to the connection and wait for N responses
// An error of ErrSignatureTimeout can be ignored if individual responses are being otherwise tracked
func (w *WebsocketConnection) SendMessageReturnResponses(ctx context.Context, epl request.EndpointLimit, signature, payload any, expected int) ([][]byte, error) {
return w.SendMessageReturnResponsesWithInspector(ctx, epl, signature, payload, expected, nil)
}
// SendMessageReturnResponsesWithInspector will send a WS message to the connection and wait for N responses
// An error of ErrSignatureTimeout can be ignored if individual responses are being otherwise tracked
func (w *WebsocketConnection) SendMessageReturnResponsesWithInspector(ctx context.Context, epl request.EndpointLimit, signature, payload any, expected int, messageInspector Inspector) ([][]byte, error) {
outbound, err := json.Marshal(payload)
if err != nil {
return nil, fmt.Errorf("error marshaling json for %s: %w", signature, err)
@@ -320,28 +326,43 @@ func (w *WebsocketConnection) SendMessageReturnResponses(ctx context.Context, ep
return nil, err
}
resps, err := w.waitForResponses(ctx, signature, ch, expected, messageInspector)
if err != nil {
return nil, err
}
if w.Reporter != nil {
w.Reporter.Latency(w.ExchangeName, outbound, time.Since(start))
}
return resps, err
}
// waitForResponses waits for N responses from a channel
func (w *WebsocketConnection) waitForResponses(ctx context.Context, signature any, ch <-chan []byte, expected int, messageInspector Inspector) ([][]byte, error) {
timeout := time.NewTimer(w.ResponseMaxLimit * time.Duration(expected))
defer timeout.Stop()
resps := make([][]byte, 0, expected)
for err == nil && len(resps) < expected {
inspection:
for range expected {
select {
case resp := <-ch:
resps = append(resps, resp)
// Checks recently received message to determine if this is in fact the final message in a sequence of messages.
if messageInspector != nil && messageInspector.IsFinal(resp) {
w.Match.RemoveSignature(signature)
break inspection
}
case <-timeout.C:
w.Match.RemoveSignature(signature)
err = fmt.Errorf("%s %w %v", w.ExchangeName, ErrSignatureTimeout, signature)
return nil, fmt.Errorf("%s %w %v", w.ExchangeName, ErrSignatureTimeout, signature)
case <-ctx.Done():
w.Match.RemoveSignature(signature)
err = ctx.Err()
return nil, ctx.Err()
}
}
timeout.Stop()
if err == nil && w.Reporter != nil {
w.Reporter.Latency(w.ExchangeName, outbound, time.Since(start))
}
// Only check context verbosity. If the exchange is verbose, it will log the responses in the ReadMessage() call.
if request.IsVerbose(ctx, false) {
for i := range resps {
@@ -349,7 +370,7 @@ func (w *WebsocketConnection) SendMessageReturnResponses(ctx context.Context, ep
}
}
return resps, err
return resps, nil
}
func removeURLQueryString(url string) string {

View File

@@ -223,13 +223,16 @@ func TestConnectionMessageErrors(t *testing.T) {
assert.ErrorIs(t, err, errNoPendingConnections, "Connect should error correctly")
ws.useMultiConnectionManagement = true
ws.SetCanUseAuthenticatedEndpoints(true)
mock := httptest.NewServer(http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) { mockws.WsMockUpgrader(t, w, r, mockws.EchoHandler) }))
defer mock.Close()
ws.connectionManager = []ConnectionWrapper{{Setup: &ConnectionSetup{URL: "ws" + mock.URL[len("http"):] + "/ws"}}}
ws.connectionManager = []*ConnectionWrapper{{Setup: &ConnectionSetup{URL: "ws" + mock.URL[len("http"):] + "/ws"}}}
err = ws.Connect()
require.ErrorIs(t, err, errWebsocketSubscriptionsGeneratorUnset)
ws.connectionManager[0].Setup.Authenticate = func(context.Context, Connection) error { return errDastardlyReason }
ws.connectionManager[0].Setup.GenerateSubscriptions = func() (subscription.List, error) {
return nil, errDastardlyReason
}
@@ -371,7 +374,7 @@ func TestWebsocket(t *testing.T) {
ws.useMultiConnectionManagement = true
ws.connectionManager = []ConnectionWrapper{{Setup: &ConnectionSetup{URL: "ws://demos.kaazing.com/echo"}, Connection: &WebsocketConnection{}}}
ws.connectionManager = []*ConnectionWrapper{{Setup: &ConnectionSetup{URL: "ws://demos.kaazing.com/echo"}, Connection: &WebsocketConnection{}}}
err = ws.SetProxyAddress("https://192.168.0.1:1337")
require.NoError(t, err)
}
@@ -464,7 +467,7 @@ func TestSubscribeUnsubscribe(t *testing.T) {
amazingConn := multi.getConnectionFromSetup(amazingCandidate)
multi.connections = map[Connection]*ConnectionWrapper{
amazingConn: &multi.connectionManager[0],
amazingConn: multi.connectionManager[0],
}
subs, err = amazingCandidate.GenerateSubscriptions()
@@ -761,8 +764,43 @@ func TestSendMessageReturnResponse(t *testing.T) {
wc.ResponseMaxLimit = 1
_, err = wc.SendMessageReturnResponse(context.Background(), request.Unset, "123", req)
assert.ErrorIs(t, err, ErrSignatureTimeout, "SendMessageReturnResponse should error when request ID not found")
_, err = wc.SendMessageReturnResponsesWithInspector(context.Background(), request.Unset, "123", req, 1, inspection{})
assert.ErrorIs(t, err, ErrSignatureTimeout, "SendMessageReturnResponse should error when request ID not found")
}
func TestWaitForResponses(t *testing.T) {
t.Parallel()
dummy := &WebsocketConnection{
ResponseMaxLimit: time.Nanosecond,
Match: NewMatch(),
}
_, err := dummy.waitForResponses(context.Background(), "silly", nil, 1, inspection{})
require.ErrorIs(t, err, ErrSignatureTimeout)
dummy.ResponseMaxLimit = time.Second
ctx, cancel := context.WithCancel(context.Background())
cancel()
_, err = dummy.waitForResponses(ctx, "silly", nil, 1, inspection{})
require.ErrorIs(t, err, context.Canceled)
// test break early and hit verbose path
ch := make(chan []byte, 1)
ch <- []byte("hello")
ctx = request.WithVerbose(context.Background())
got, err := dummy.waitForResponses(ctx, "silly", ch, 2, inspection{breakEarly: true})
require.NoError(t, err)
require.Len(t, got, 1)
assert.Equal(t, "hello", string(got[0]))
}
type inspection struct {
breakEarly bool
}
func (i inspection) IsFinal([]byte) bool { return i.breakEarly }
type reporter struct {
name string
msg []byte
@@ -1229,6 +1267,11 @@ func TestSetupNewConnection(t *testing.T) {
require.ErrorIs(t, err, errWebsocketDataHandlerUnset)
connSetup.Handler = func(context.Context, []byte) error { return nil }
connSetup.MessageFilter = []string{"slices are super naughty and not comparable"}
err = multi.SetupNewConnection(connSetup)
require.ErrorIs(t, err, errMessageFilterNotComparable)
connSetup.MessageFilter = "comparable string signature"
err = multi.SetupNewConnection(connSetup)
require.NoError(t, err)
@@ -1484,3 +1527,42 @@ func TestMonitorTraffic(t *testing.T) {
ws.TrafficAlert <- struct{}{}
require.False(t, innerShell())
}
func TestGetConnection(t *testing.T) {
t.Parallel()
var ws *Websocket
_, err := ws.GetConnection(nil)
require.ErrorIs(t, err, common.ErrNilPointer)
ws = &Websocket{}
_, err = ws.GetConnection(nil)
require.ErrorIs(t, err, errMessageFilterNotSet)
_, err = ws.GetConnection("testURL")
require.ErrorIs(t, err, errCannotObtainOutboundConnection)
ws.useMultiConnectionManagement = true
_, err = ws.GetConnection("testURL")
require.ErrorIs(t, err, ErrNotConnected)
ws.setState(connectedState)
_, err = ws.GetConnection("testURL")
require.ErrorIs(t, err, ErrRequestRouteNotFound)
ws.connectionManager = []*ConnectionWrapper{{
Setup: &ConnectionSetup{MessageFilter: "testURL", URL: "testURL"},
}}
_, err = ws.GetConnection("testURL")
require.ErrorIs(t, err, ErrNotConnected)
expected := &WebsocketConnection{}
ws.connectionManager[0].Connection = expected
conn, err := ws.GetConnection("testURL")
require.NoError(t, err)
assert.Same(t, expected, conn)
}

View File

@@ -54,7 +54,7 @@ type Websocket struct {
// For example, separate connections can be used for Spot, Margin, and Futures trading. This structure is especially useful
// for exchanges that differentiate between trading pairs by using different connection endpoints or protocols for various asset classes.
// If an exchange does not require such differentiation, all connections may be managed under a single ConnectionWrapper.
connectionManager []ConnectionWrapper
connectionManager []*ConnectionWrapper
// connections holds a look up table for all connections to their corresponding ConnectionWrapper and subscription holder
connections map[Connection]*ConnectionWrapper