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

@@ -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