d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-07 15:11:03 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'master' into engine

Browse Source
This commit is contained in:
Adrian Gallagher
2019-08-09 15:46:24 +10:00
parent e8c9a9a2a4 2078ba907f
commit 8ecd8a0c16
353 changed files with 4966 additions and 4196 deletions
Download Patch File Download Diff File Expand all files Collapse all files

92
exchanges/bitmex/bitmex_websocket.go
View File

@@ -4,19 +4,19 @@ import (
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"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 (
@@ -68,34 +68,21 @@ var (
// WsConnector initiates a new websocket connection
func (b *Bitmex) WsConnector() 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)
}
b.WebsocketConn, _, err = dialer.Dial(b.Websocket.GetWebsocketURL(), nil)
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
_, p, err := b.WebsocketConn.ReadMessage()
p, err := b.WebsocketConn.ReadMessage()
if err != nil {
return err
}
b.Websocket.TrafficAlert <- struct{}{}
var welcomeResp WebsocketWelcome
err = common.JSONDecode(p, &welcomeResp)
err = common.JSONDecode(p.Raw, &welcomeResp)
if err != nil {
return err
}
@@ -118,19 +105,6 @@ func (b *Bitmex) WsConnector() error {
return nil
}
func (b *Bitmex) wsReadData() (exchange.WebsocketResponse, error) {
_, resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
return exchange.WebsocketResponse{}, err
}
b.Websocket.TrafficAlert <- struct{}{}
return exchange.WebsocketResponse{
Raw: resp,
}, nil
}
// wsHandleIncomingData services incoming data from the websocket connection
func (b *Bitmex) wsHandleIncomingData() {
b.Websocket.Wg.Add(1)
@@ -145,12 +119,12 @@ func (b *Bitmex) wsHandleIncomingData() {
return
default:
resp, err := b.wsReadData()
resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
b.Websocket.DataHandler <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
message := string(resp.Raw)
if strings.Contains(message, "pong") {
pongChan <- 1
@@ -158,7 +132,7 @@ func (b *Bitmex) wsHandleIncomingData() {
}
if strings.Contains(message, "ping") {
err = b.wsSend("pong")
err = b.WebsocketConn.SendMessage("pong")
if err != nil {
b.Websocket.DataHandler <- err
continue
@@ -257,7 +231,7 @@ func (b *Bitmex) wsHandleIncomingData() {
}
// TODO: update this to support multiple asset types
b.Websocket.DataHandler <- exchange.TradeData{
b.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: timestamp,
Price: trade.Price,
Amount: float64(trade.Size),
@@ -407,7 +381,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
err)
}
snapshotloaded[currencyPair][assetType] = true
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: currencyPair,
Asset: assetType,
Exchange: b.GetName(),
@@ -442,7 +416,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
return err
}
b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: currencyPair,
Asset: assetType,
Exchange: b.GetName(),
@@ -456,7 +430,7 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, currencyPai
func (b *Bitmex) GenerateDefaultSubscriptions() {
contracts := b.GetEnabledPairs(asset.PerpetualContract)
channels := []string{bitmexWSOrderbookL2, bitmexWSTrade}
subscriptions := []exchange.WebsocketChannelSubscription{
subscriptions := []wshandler.WebsocketChannelSubscription{
{
Channel: bitmexWSAnnouncement,
},
@@ -464,7 +438,7 @@ func (b *Bitmex) GenerateDefaultSubscriptions() {
for i := range channels {
for j := range contracts {
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf("%v:%v", channels[i], contracts[j].String()),
Currency: contracts[j],
})
@@ -482,7 +456,7 @@ func (b *Bitmex) GenerateAuthenticatedSubscriptions() {
channels := []string{bitmexWSExecution,
bitmexWSPosition,
}
subscriptions := []exchange.WebsocketChannelSubscription{
subscriptions := []wshandler.WebsocketChannelSubscription{
{
Channel: bitmexWSAffiliate,
},
@@ -504,7 +478,7 @@ func (b *Bitmex) GenerateAuthenticatedSubscriptions() {
}
for i := range channels {
for j := range contracts {
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf("%v:%v", channels[i], contracts[j].String()),
Currency: contracts[j],
})
@@ -514,21 +488,21 @@ func (b *Bitmex) GenerateAuthenticatedSubscriptions() {
}
// Subscribe subscribes to a websocket channel
func (b *Bitmex) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (b *Bitmex) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var subscriber WebsocketRequest
subscriber.Command = "subscribe"
subscriber.Arguments = append(subscriber.Arguments, channelToSubscribe.Channel)
return b.wsSend(subscriber)
return b.WebsocketConn.SendMessage(subscriber)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *Bitmex) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (b *Bitmex) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var subscriber WebsocketRequest
subscriber.Command = "unsubscribe"
subscriber.Arguments = append(subscriber.Arguments,
channelToSubscribe.Params["args"],
channelToSubscribe.Channel+":"+channelToSubscribe.Currency.String())
return b.wsSend(subscriber)
return b.WebsocketConn.SendMessage(subscriber)
}
// WebsocketSendAuth sends an authenticated subscription
@@ -548,20 +522,10 @@ func (b *Bitmex) websocketSendAuth() error {
sendAuth.Command = "authKeyExpires"
sendAuth.Arguments = append(sendAuth.Arguments, b.API.Credentials.Key, timestamp,
signature)
err := b.wsSend(sendAuth)
err := b.WebsocketConn.SendMessage(sendAuth)
if err != nil {
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
return nil
}
// WsSend sends data to the websocket server
func (b *Bitmex) wsSend(data interface{}) error {
b.wsRequestMtx.Lock()
defer b.wsRequestMtx.Unlock()
if b.Verbose {
log.Debugf(log.ExchangeSys, "%v sending message to websocket %v", b.Name, data)
}
return b.WebsocketConn.WriteJSON(data)
}