Merge branch 'master' into engine

2026-06-04 15:10:54 +00:00 · 2019-08-09 15:46:24 +10:00
parent e8c9a9a2a4 2078ba907f
commit 8ecd8a0c16
353 changed files with 4966 additions and 4196 deletions
--- a/exchanges/coinbasepro/README.md
+++ b/exchanges/coinbasepro/README.md
@@ -1,13 +1,13 @@
 # GoCryptoTrader package Coinbasepro

-<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/coinbasepro)
-[![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/coinbasepro)
+[![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 coinbasepro 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:

--- a/exchanges/coinbasepro/coinbasepro.go
+++ b/exchanges/coinbasepro/coinbasepro.go
@@ -8,14 +8,13 @@ import (
 	"net/url"
 	"strconv"
 	"strings"
-	"sync"

-	"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 (
@@ -58,8 +57,7 @@ const (
 // CoinbasePro is the overarching type across the coinbasepro package
 type CoinbasePro struct {
 	exchange.Base
-	WebsocketConn *websocket.Conn
-	wsRequestMtx  sync.Mutex
+	WebsocketConn *wshandler.WebsocketConnection
 }

 // GetProducts returns supported currency pairs on the exchange with specific
--- a/exchanges/coinbasepro/coinbasepro_test.go
+++ b/exchanges/coinbasepro/coinbasepro_test.go
@@ -6,10 +6,11 @@ import (
 	"time"

 	"github.com/gorilla/websocket"
-	"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/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"
 )

 var c CoinbasePro
@@ -594,20 +595,24 @@ func TestWsAuth(t *testing.T) {
 	c.SetDefaults()
 	TestSetup(t)
 	if !c.Websocket.IsEnabled() && !c.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
-		t.Skip(exchange.WebsocketNotEnabled)
+		t.Skip(wshandler.WebsocketNotEnabled)
+	}
+	c.WebsocketConn = &wshandler.WebsocketConnection{
+		ExchangeName:         c.Name,
+		URL:                  c.Websocket.GetWebsocketURL(),
+		Verbose:              c.Verbose,
+		ResponseMaxLimit:     exchange.DefaultWebsocketResponseMaxLimit,
+		ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
 	}
-	var err error
 	var dialer websocket.Dialer
-	c.WebsocketConn, _, err = dialer.Dial(c.Websocket.GetWebsocketURL(),
-		http.Header{})
+	err := c.WebsocketConn.Dial(&dialer, http.Header{})
 	if err != nil {
 		t.Fatal(err)
 	}
 	c.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
 	c.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
 	go c.WsHandleData()
-	defer c.WebsocketConn.Close()
-	err = c.Subscribe(exchange.WebsocketChannelSubscription{
+	err = c.Subscribe(wshandler.WebsocketChannelSubscription{
 		Channel:  "user",
 		Currency: currency.NewPairFromString("BTC-USD"),
 	})
--- a/exchanges/coinbasepro/coinbasepro_websocket.go
+++ b/exchanges/coinbasepro/coinbasepro_websocket.go
@@ -4,18 +4,17 @@ import (
 	"errors"
 	"fmt"
 	"net/http"
-	"net/url"
 	"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"
 )

 const (
@@ -25,27 +24,12 @@ const (
 // WsConnect initiates a websocket connection
 func (c *CoinbasePro) WsConnect() error {
 	if !c.Websocket.IsEnabled() || !c.IsEnabled() {
-		return errors.New(exchange.WebsocketNotEnabled)
+		return errors.New(wshandler.WebsocketNotEnabled)
 	}
-
 	var dialer websocket.Dialer
-
-	if c.Websocket.GetProxyAddress() != "" {
-		proxy, err := url.Parse(c.Websocket.GetProxyAddress())
-		if err != nil {
-			return fmt.Errorf("coinbasepro_websocket.go error - proxy address %s",
-				err)
-		}
-
-		dialer.Proxy = http.ProxyURL(proxy)
-	}
-
-	var err error
-	c.WebsocketConn, _, err = dialer.Dial(c.Websocket.GetWebsocketURL(),
-		http.Header{})
+	err := c.WebsocketConn.Dial(&dialer, http.Header{})
 	if err != nil {
-		return fmt.Errorf("coinbasepro_websocket.go error - unable to connect to websocket %s",
-			err)
+		return err
 	}

 	c.GenerateDefaultSubscriptions()
@@ -54,16 +38,6 @@ func (c *CoinbasePro) WsConnect() error {
 	return nil
 }

-// WsReadData reads data from the websocket connection
-func (c *CoinbasePro) WsReadData() (exchange.WebsocketResponse, error) {
-	_, resp, err := c.WebsocketConn.ReadMessage()
-	if err != nil {
-		return exchange.WebsocketResponse{}, err
-	}
-	c.Websocket.TrafficAlert <- struct{}{}
-	return exchange.WebsocketResponse{Raw: resp}, nil
-}
-
 // WsHandleData handles read data from websocket connection
 func (c *CoinbasePro) WsHandleData() {
 	c.Websocket.Wg.Add(1)
@@ -77,11 +51,13 @@ func (c *CoinbasePro) WsHandleData() {
 		case <-c.Websocket.ShutdownC:
 			return
 		default:
-			resp, err := c.WsReadData()
+			resp, err := c.WebsocketConn.ReadMessage()
 			if err != nil {
 				c.Websocket.DataHandler <- err
 				return
 			}
+			c.Websocket.TrafficAlert <- struct{}{}
+
 			type MsgType struct {
 				Type      string `json:"type"`
 				Sequence  int64  `json:"sequence"`
@@ -111,7 +87,7 @@ func (c *CoinbasePro) WsHandleData() {
 					continue
 				}

-				c.Websocket.DataHandler <- exchange.TickerData{
+				c.Websocket.DataHandler <- wshandler.TickerData{
 					Timestamp:  ticker.Time,
 					Pair:       currency.NewPairFromString(ticker.ProductID),
 					AssetType:  asset.Spot,
@@ -243,7 +219,7 @@ func (c *CoinbasePro) ProcessSnapshot(snapshot *WebsocketOrderbookSnapshot) erro
 		return err
 	}

-	c.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
+	c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
 		Pair:     p,
 		Asset:    asset.Spot,
 		Exchange: c.GetName(),
@@ -278,7 +254,7 @@ func (c *CoinbasePro) ProcessUpdate(update WebsocketL2Update) error {
 		return err
 	}

-	c.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
+	c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
 		Pair:     p,
 		Asset:    asset.Spot,
 		Exchange: c.GetName(),
@@ -291,14 +267,14 @@ func (c *CoinbasePro) ProcessUpdate(update WebsocketL2Update) error {
 func (c *CoinbasePro) GenerateDefaultSubscriptions() {
 	var channels = []string{"heartbeat", "level2", "ticker", "user"}
 	enabledCurrencies := c.GetEnabledPairs(asset.Spot)
-	var subscriptions []exchange.WebsocketChannelSubscription
+	var subscriptions []wshandler.WebsocketChannelSubscription
 	for i := range channels {
 		if (channels[i] == "user" || channels[i] == "full") && !c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
 			continue
 		}
 		for j := range enabledCurrencies {
 			enabledCurrencies[j].Delimiter = "-"
-			subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
+			subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
 				Channel:  channels[i],
 				Currency: enabledCurrencies[j],
 			})
@@ -308,7 +284,7 @@ func (c *CoinbasePro) GenerateDefaultSubscriptions() {
 }

 // Subscribe sends a websocket message to receive data from the channel
-func (c *CoinbasePro) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
+func (c *CoinbasePro) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
 	subscribe := WebsocketSubscribe{
 		Type: "subscribe",
 		Channels: []WsChannels{
@@ -330,11 +306,11 @@ func (c *CoinbasePro) Subscribe(channelToSubscribe exchange.WebsocketChannelSubs
 		subscribe.Passphrase = c.API.Credentials.ClientID
 		subscribe.Timestamp = n
 	}
-	return c.wsSend(subscribe)
+	return c.WebsocketConn.SendMessage(subscribe)
 }

 // Unsubscribe sends a websocket message to stop receiving data from the channel
-func (c *CoinbasePro) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
+func (c *CoinbasePro) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
 	subscribe := WebsocketSubscribe{
 		Type: "unsubscribe",
 		Channels: []WsChannels{
@@ -346,19 +322,5 @@ func (c *CoinbasePro) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSu
 			},
 		},
 	}
-	return c.wsSend(subscribe)
-}
-
-// WsSend sends data to the websocket server
-func (c *CoinbasePro) wsSend(data interface{}) error {
-	c.wsRequestMtx.Lock()
-	defer c.wsRequestMtx.Unlock()
-	if c.Verbose {
-		log.Debugf(log.ExchangeSys, "%v sending message to websocket %v", c.Name, data)
-	}
-	json, err := common.JSONEncode(data)
-	if err != nil {
-		return err
-	}
-	return c.WebsocketConn.WriteMessage(websocket.TextMessage, json)
+	return c.WebsocketConn.SendMessage(subscribe)
 }
--- a/exchanges/coinbasepro/coinbasepro_wrapper.go
+++ b/exchanges/coinbasepro/coinbasepro_wrapper.go
@@ -7,15 +7,16 @@ 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
@@ -89,11 +90,15 @@ func (c *CoinbasePro) SetDefaults() {
 	c.API.Endpoints.URLDefault = coinbaseproAPIURL
 	c.API.Endpoints.URL = c.API.Endpoints.URLDefault
 	c.API.Endpoints.WebsocketURL = coinbaseproWebsocketURL
-	c.WebsocketInit()
-	c.Websocket.Functionality = exchange.WebsocketTickerSupported |
-		exchange.WebsocketOrderbookSupported |
-		exchange.WebsocketSubscribeSupported |
-		exchange.WebsocketUnsubscribeSupported
+	c.Websocket = wshandler.New()
+	c.Websocket.Functionality = wshandler.WebsocketTickerSupported |
+		wshandler.WebsocketOrderbookSupported |
+		wshandler.WebsocketSubscribeSupported |
+		wshandler.WebsocketUnsubscribeSupported |
+		wshandler.WebsocketAuthenticatedEndpointsSupported |
+		wshandler.WebsocketSequenceNumberSupported
+	c.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
+	c.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
 }

 // Setup initialises the exchange parameters with the current configuration
@@ -108,14 +113,28 @@ func (c *CoinbasePro) Setup(exch *config.ExchangeConfig) error {
 		return err
 	}

-	return c.WebsocketSetup(c.WsConnect,
+	err = c.Websocket.Setup(c.WsConnect,
 		c.Subscribe,
 		c.Unsubscribe,
 		exch.Name,
 		exch.Features.Enabled.Websocket,
 		exch.Verbose,
 		coinbaseproWebsocketURL,
-		exch.API.Endpoints.WebsocketURL)
+		exch.API.Endpoints.WebsocketURL,
+		exch.API.AuthenticatedWebsocketSupport)
+	if err != nil {
+		return err
+	}
+
+	c.WebsocketConn = &wshandler.WebsocketConnection{
+		ExchangeName:         c.Name,
+		URL:                  c.Websocket.GetWebsocketURL(),
+		ProxyURL:             c.Websocket.GetProxyAddress(),
+		Verbose:              c.Verbose,
+		ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
+		ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
+	}
+	return nil
 }

 // Start starts the coinbasepro go routine
@@ -401,7 +420,7 @@ func (c *CoinbasePro) WithdrawFiatFundsToInternationalBank(withdrawRequest *exch
 }

 // GetWebsocket returns a pointer to the exchange websocket
-func (c *CoinbasePro) GetWebsocket() (*exchange.Websocket, error) {
+func (c *CoinbasePro) GetWebsocket() (*wshandler.Websocket, error) {
 	return c.Websocket, nil
 }

@@ -502,20 +521,20 @@ func (c *CoinbasePro) GetOrderHistory(getOrdersRequest *exchange.GetOrdersReques

 // SubscribeToWebsocketChannels appends to ChannelsToSubscribe
 // which lets websocket.manageSubscriptions handle subscribing
-func (c *CoinbasePro) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
+func (c *CoinbasePro) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
 	c.Websocket.SubscribeToChannels(channels)
 	return nil
 }

 // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
 // which lets websocket.manageSubscriptions handle unsubscribing
-func (c *CoinbasePro) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
-	c.Websocket.UnsubscribeToChannels(channels)
+func (c *CoinbasePro) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
+	c.Websocket.RemoveSubscribedChannels(channels)
 	return nil
 }

 // GetSubscriptions returns a copied list of subscriptions
-func (c *CoinbasePro) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
+func (c *CoinbasePro) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
 	return c.Websocket.GetSubscriptions(), nil
 }