Merge branch 'master' into engine

This commit is contained in:
Adrian Gallagher
2019-08-09 15:46:24 +10:00
353 changed files with 4966 additions and 4196 deletions

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@@ -1,13 +1,13 @@
# GoCryptoTrader package Bitfinex
<img src="https://github.com/thrasher-/gocryptotrader/blob/master/web/src/assets/page-logo.png?raw=true" width="350px" height="350px" hspace="70">
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/page-logo.png?raw=true" width="350px" height="350px" hspace="70">
[![Build Status](https://travis-ci.org/thrasher-/gocryptotrader.svg?branch=master)](https://travis-ci.org/thrasher-/gocryptotrader)
[![Software License](https://img.shields.io/badge/License-MIT-orange.svg?style=flat-square)](https://github.com/thrasher-/gocryptotrader/blob/master/LICENSE)
[![GoDoc](https://godoc.org/github.com/thrasher-/gocryptotrader?status.svg)](https://godoc.org/github.com/thrasher-/gocryptotrader/exchanges/bitfinex)
[![Coverage Status](http://codecov.io/github/thrasher-/gocryptotrader/coverage.svg?branch=master)](http://codecov.io/github/thrasher-/gocryptotrader?branch=master)
[![Go Report Card](https://goreportcard.com/badge/github.com/thrasher-/gocryptotrader)](https://goreportcard.com/report/github.com/thrasher-/gocryptotrader)
[![Build Status](https://travis-ci.org/thrasher-corp/gocryptotrader.svg?branch=master)](https://travis-ci.org/thrasher-corp/gocryptotrader)
[![Software License](https://img.shields.io/badge/License-MIT-orange.svg?style=flat-square)](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
[![GoDoc](https://godoc.org/github.com/thrasher-corp/gocryptotrader?status.svg)](https://godoc.org/github.com/thrasher-corp/gocryptotrader/exchanges/bitfinex)
[![Coverage Status](http://codecov.io/github/thrasher-corp/gocryptotrader/coverage.svg?branch=master)](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
[![Go Report Card](https://goreportcard.com/badge/github.com/thrasher-corp/gocryptotrader)](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
This bitfinex package is part of the GoCryptoTrader codebase.
@@ -27,7 +27,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
### How to enable
+ [Enable via configuration](https://github.com/thrasher-/gocryptotrader/tree/master/config#enable-exchange-via-config-example)
+ [Enable via configuration](https://github.com/thrasher-corp/gocryptotrader/tree/master/config#enable-exchange-via-config-example)
+ Individual package example below:
@@ -128,12 +128,12 @@ When submitting a PR, please abide by our coding guidelines:
+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
+ Code must adhere to our [coding style](https://github.com/thrasher-/gocryptotrader/blob/master/doc/coding_style.md).
+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/doc/coding_style.md).
+ Pull requests need to be based on and opened against the `master` branch.
## Donations
<img src="https://github.com/thrasher-/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

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@@ -6,15 +6,14 @@ import (
"net/http"
"net/url"
"strconv"
"sync"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/common/crypto"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
log "github.com/thrasher-/gocryptotrader/logger"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
@@ -84,9 +83,8 @@ const (
// depending on some factors (e.g. servers load, endpoint, etc.).
type Bitfinex struct {
exchange.Base
WebsocketConn *websocket.Conn
WebsocketConn *wshandler.WebsocketConnection
WebsocketSubdChannels map[int]WebsocketChanInfo
wsRequestMtx sync.Mutex
}
// GetPlatformStatus returns the Bifinex platform status

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@@ -8,11 +8,12 @@ import (
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-corp/gocryptotrader/exchanges/wshandler"
)
// Please supply your own keys here to do better tests
@@ -972,19 +973,23 @@ func TestWsAuth(t *testing.T) {
b.SetDefaults()
TestSetup(t)
if !b.Websocket.IsEnabled() && !b.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
t.Skip(exchange.WebsocketNotEnabled)
t.Skip(wshandler.WebsocketNotEnabled)
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
Verbose: b.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var err error
var dialer websocket.Dialer
b.WebsocketConn, _, err = dialer.Dial(b.Websocket.GetWebsocketURL(),
http.Header{})
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
t.Fatal(err)
}
b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
b.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
go b.WsDataHandler()
defer b.WebsocketConn.Close()
err = b.WsSendAuth()
if err != nil {
t.Error(err)

View File

@@ -4,19 +4,19 @@ import (
"errors"
"fmt"
"net/http"
"net/url"
"reflect"
"strconv"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/common/crypto"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/asset"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
log "github.com/thrasher-/gocryptotrader/logger"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
@@ -60,22 +60,7 @@ var pongReceive chan struct{}
func (b *Bitfinex) WsPingHandler() error {
req := make(map[string]string)
req["event"] = "ping"
return b.wsSend(req)
}
// WsSend sends data to the websocket server
func (b *Bitfinex) wsSend(data interface{}) error {
b.wsRequestMtx.Lock()
defer b.wsRequestMtx.Unlock()
json, err := common.JSONEncode(data)
if err != nil {
return err
}
if b.Verbose {
log.Debugf(log.ExchangeSys, "%v sending message to websocket %v", b.Name, data)
}
return b.WebsocketConn.WriteMessage(websocket.TextMessage, json)
return b.WebsocketConn.SendMessage(req)
}
// WsSendAuth sends a autheticated event payload
@@ -96,7 +81,7 @@ func (b *Bitfinex) WsSendAuth() error {
req["authPayload"] = payload
err := b.wsSend(req)
err := b.WebsocketConn.SendMessage(req)
if err != nil {
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
@@ -109,7 +94,7 @@ func (b *Bitfinex) WsSendUnauth() error {
req := make(map[string]string)
req["event"] = "unauth"
return b.wsSend(req)
return b.WebsocketConn.SendMessage(req)
}
// WsAddSubscriptionChannel adds a new subscription channel to the
@@ -130,33 +115,28 @@ func (b *Bitfinex) WsAddSubscriptionChannel(chanID int, channel, pair string) {
// WsConnect starts a new websocket connection
func (b *Bitfinex) WsConnect() error {
if !b.Websocket.IsEnabled() || !b.IsEnabled() {
return errors.New(exchange.WebsocketNotEnabled)
return errors.New(wshandler.WebsocketNotEnabled)
}
var Dialer websocket.Dialer
var err error
if b.Websocket.GetProxyAddress() != "" {
var proxy *url.URL
proxy, err = url.Parse(b.Websocket.GetProxyAddress())
if err != nil {
return err
}
Dialer.Proxy = http.ProxyURL(proxy)
var dialer websocket.Dialer
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
}
b.WebsocketConn, _, err = Dialer.Dial(b.Websocket.GetWebsocketURL(), http.Header{})
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v unable to connect to Websocket. Error: %s", b.Name, err)
}
_, resp, err := b.WebsocketConn.ReadMessage()
resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
return fmt.Errorf("%v unable to read from Websocket. Error: %s", b.Name, err)
}
b.Websocket.TrafficAlert <- struct{}{}
var hs WebsocketHandshake
err = common.JSONDecode(resp, &hs)
err = common.JSONDecode(resp.Raw, &hs)
if err != nil {
return err
}
@@ -180,22 +160,6 @@ func (b *Bitfinex) WsConnect() error {
return nil
}
// WsReadData reads and handles websocket stream data
func (b *Bitfinex) WsReadData() (exchange.WebsocketResponse, error) {
msgType, resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
return exchange.WebsocketResponse{}, err
}
b.Websocket.TrafficAlert <- struct{}{}
return exchange.WebsocketResponse{
Type: msgType,
Raw: resp,
}, nil
}
// WsDataHandler handles data from WsReadData
func (b *Bitfinex) WsDataHandler() {
b.Websocket.Wg.Add(1)
@@ -210,11 +174,12 @@ func (b *Bitfinex) WsDataHandler() {
return
default:
stream, err := b.WsReadData()
stream, err := b.WebsocketConn.ReadMessage()
if err != nil {
b.Websocket.DataHandler <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
if stream.Type == websocket.TextMessage {
var result interface{}
@@ -223,9 +188,6 @@ func (b *Bitfinex) WsDataHandler() {
case "map[string]interface {}":
eventData := result.(map[string]interface{})
event := eventData["event"]
if b.Verbose {
log.Debugf(log.ExchangeSys, "%v Received message. Type '%v' Message: %v", b.Name, event, eventData)
}
switch event {
case "subscribed":
b.WsAddSubscriptionChannel(int(eventData["chanId"].(float64)),
@@ -308,7 +270,7 @@ func (b *Bitfinex) WsDataHandler() {
}
case "ticker":
b.Websocket.DataHandler <- exchange.TickerData{
b.Websocket.DataHandler <- wshandler.TickerData{
Quantity: chanData[8].(float64),
ClosePrice: chanData[7].(float64),
HighPrice: chanData[9].(float64),
@@ -478,7 +440,7 @@ func (b *Bitfinex) WsDataHandler() {
newAmount *= -1
}
b.Websocket.DataHandler <- exchange.TradeData{
b.Websocket.DataHandler <- wshandler.TradeData{
CurrencyPair: currency.NewPairFromString(chanInfo.Pair),
Timestamp: time.Unix(trades[0].Timestamp, 0),
Price: trades[0].Price,
@@ -526,7 +488,7 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
return fmt.Errorf("bitfinex.go error - %s", err)
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: p,
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.GetName()}
return nil
@@ -551,7 +513,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: p,
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.GetName()}
@@ -571,7 +533,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: p,
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.GetName()}
@@ -592,7 +554,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: p,
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.GetName()}
@@ -612,7 +574,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: p,
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.GetName()}
@@ -622,7 +584,7 @@ func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (b *Bitfinex) GenerateDefaultSubscriptions() {
var channels = []string{"book", "trades", "ticker"}
var subscriptions []exchange.WebsocketChannelSubscription
var subscriptions []wshandler.WebsocketChannelSubscription
for i := range channels {
enabledPairs := b.GetEnabledPairs(asset.Spot)
for j := range enabledPairs {
@@ -630,7 +592,7 @@ func (b *Bitfinex) GenerateDefaultSubscriptions() {
if channels[i] == "book" {
params["prec"] = "P0"
}
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledPairs[j],
Params: params,
@@ -641,7 +603,7 @@ func (b *Bitfinex) GenerateDefaultSubscriptions() {
}
// Subscribe sends a websocket message to receive data from the channel
func (b *Bitfinex) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (b *Bitfinex) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
req := make(map[string]interface{})
req["event"] = "subscribe"
req["channel"] = channelToSubscribe.Channel
@@ -653,11 +615,11 @@ func (b *Bitfinex) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscri
req[k] = v
}
}
return b.wsSend(req)
return b.WebsocketConn.SendMessage(req)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *Bitfinex) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (b *Bitfinex) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
req := make(map[string]interface{})
req["event"] = "unsubscribe"
req["channel"] = channelToSubscribe.Channel
@@ -667,5 +629,5 @@ func (b *Bitfinex) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubsc
req[k] = v
}
}
return b.wsSend(req)
return b.WebsocketConn.SendMessage(req)
}

View File

@@ -9,15 +9,16 @@ import (
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/asset"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
@@ -89,12 +90,15 @@ func (b *Bitfinex) SetDefaults() {
b.API.Endpoints.URLDefault = bitfinexAPIURLBase
b.API.Endpoints.URL = b.API.Endpoints.URLDefault
b.API.Endpoints.WebsocketURL = bitfinexWebsocket
b.WebsocketInit()
b.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketTradeDataSupported |
exchange.WebsocketOrderbookSupported |
exchange.WebsocketSubscribeSupported |
exchange.WebsocketUnsubscribeSupported
b.Websocket = wshandler.New()
b.Websocket.Functionality = wshandler.WebsocketTickerSupported |
wshandler.WebsocketTradeDataSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup takes in the supplied exchange configuration details and sets params
@@ -109,14 +113,28 @@ func (b *Bitfinex) Setup(exch *config.ExchangeConfig) error {
return err
}
return b.WebsocketSetup(b.WsConnect,
err = b.Websocket.Setup(b.WsConnect,
b.Subscribe,
b.Unsubscribe,
exch.Name,
exch.Features.Enabled.Websocket,
exch.Verbose,
bitfinexWebsocket,
exch.API.Endpoints.WebsocketURL)
exch.API.Endpoints.WebsocketURL,
exch.API.AuthenticatedWebsocketSupport)
if err != nil {
return err
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
ProxyURL: b.Websocket.GetProxyAddress(),
Verbose: b.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
return nil
}
// Start starts the Bitfinex go routine
@@ -439,7 +457,7 @@ func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchang
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitfinex) GetWebsocket() (*exchange.Websocket, error) {
func (b *Bitfinex) GetWebsocket() (*wshandler.Websocket, error) {
return b.Websocket, nil
}
@@ -571,20 +589,20 @@ func (b *Bitfinex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest)
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitfinex) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
func (b *Bitfinex) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
b.Websocket.UnsubscribeToChannels(channels)
func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
b.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (b *Bitfinex) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
func (b *Bitfinex) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return b.Websocket.GetSubscriptions(), nil
}