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>

exchanges/stream/websocket_connection.go

@@ -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 {