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stream/match: allow a single connection to maintain its own match lookup for multi-connection (#1613)

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* 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

* glorious: nits

* glorious: nits

* glorious: nits

* start to decouple match from a global reference to a connection

* 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

* 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

* match naming with master changes

* stream: Add tests

* gk: nits on potential blockage in test

* gk; nits assert value

---------

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>
This commit is contained in:
Ryan O'Hara-Reid
2025-08-06 10:42:35 +10:00
committed by GitHub
parent f878d1f0e5
commit 90187a3a5a
9 changed files with 85 additions and 57 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
exchange/websocket/connection.go
View File

@@ -55,6 +55,8 @@ type Connection interface {
SetProxy(string) SetProxy(string)
GetURL() string GetURL() string
Shutdown() error Shutdown() error
// RequireMatchWithData routes incoming data using the connection specific match system to the correct handler
RequireMatchWithData(signature any, incoming []byte) error
} }
// ConnectionSetup defines variables for an individual stream connection // ConnectionSetup defines variables for an individual stream connection
@@ -85,7 +87,7 @@ type ConnectionSetup struct {
// Handler defines the function that will be called when a message is // Handler defines the function that will be called when a message is
// received from the exchange's websocket server. This function should // received from the exchange's websocket server. This function should
// handle the incoming message and pass it to the appropriate data handler. // handle the incoming message and pass it to the appropriate data handler.
Handler func(ctx context.Context, incoming []byte) error Handler func(ctx context.Context, conn Connection, incoming []byte) error
// BespokeGenerateMessageID is a function that returns a unique message ID. // BespokeGenerateMessageID is a function that returns a unique message ID.
// This is useful for when an exchange connection requires a unique or // This is useful for when an exchange connection requires a unique or
// structured message ID for each message sent. // structured message ID for each message sent.
@@ -473,3 +475,8 @@ func removeURLQueryString(url string) string {
} }
return url return url
} }
// RequireMatchWithData routes incoming data using the connection specific match system to the correct handler
func (c *connection) RequireMatchWithData(signature any, incoming []byte) error {
return c.Match.RequireMatchWithData(signature, incoming)
}

12
exchange/websocket/manager.go
View File

@@ -387,6 +387,12 @@ func (m *Manager) getConnectionFromSetup(c *ConnectionSetup) *connection {
if c.URL != "" { if c.URL != "" {
connectionURL = c.URL connectionURL = c.URL
} }
match := m.Match
if m.useMultiConnectionManagement {
// If we are using multi connection management, we can decouple
// the match from the global match and have a match per connection.
match = NewMatch()
}
return &connection{ return &connection{
ExchangeName: m.exchangeName, ExchangeName: m.exchangeName,
URL: connectionURL, URL: connectionURL,
@@ -397,7 +403,7 @@ func (m *Manager) getConnectionFromSetup(c *ConnectionSetup) *connection {
readMessageErrors: m.ReadMessageErrors, readMessageErrors: m.ReadMessageErrors,
shutdown: m.ShutdownC, shutdown: m.ShutdownC,
Wg: &m.Wg, Wg: &m.Wg,
Match: m.Match, Match: match,
RateLimit: c.RateLimit, RateLimit: c.RateLimit,
Reporter: c.ConnectionLevelReporter, Reporter: c.ConnectionLevelReporter,
bespokeGenerateMessageID: c.BespokeGenerateMessageID, bespokeGenerateMessageID: c.BespokeGenerateMessageID,
@@ -867,14 +873,14 @@ func checkWebsocketURL(s string) error {
} }
// Reader reads and handles data from a specific connection // Reader reads and handles data from a specific connection
func (m *Manager) Reader(ctx context.Context, conn Connection, handler func(ctx context.Context, message []byte) error) { func (m *Manager) Reader(ctx context.Context, conn Connection, handler func(ctx context.Context, conn Connection, message []byte) error) {
defer m.Wg.Done() defer m.Wg.Done()
for { for {
resp := conn.ReadMessage() resp := conn.ReadMessage()
if resp.Raw == nil { if resp.Raw == nil {
return // Connection has been closed return // Connection has been closed
} }
if err := handler(ctx, resp.Raw); err != nil { if err := handler(ctx, conn, resp.Raw); err != nil {
m.DataHandler <- fmt.Errorf("connection URL:[%v] error: %w", conn.GetURL(), err) m.DataHandler <- fmt.Errorf("connection URL:[%v] error: %w", conn.GetURL(), err)
} }
} }

23
exchange/websocket/manager_test.go
View File

@@ -262,7 +262,7 @@ func TestConnectionMessageErrors(t *testing.T) {
err = ws.Connect() err = ws.Connect()
require.ErrorIs(t, err, errWebsocketDataHandlerUnset) require.ErrorIs(t, err, errWebsocketDataHandlerUnset)
ws.connectionManager[0].setup.Handler = func(context.Context, []byte) error { ws.connectionManager[0].setup.Handler = func(context.Context, Connection, []byte) error {
return errDastardlyReason return errDastardlyReason
} }
err = ws.Connect() err = ws.Connect()
@@ -280,7 +280,7 @@ func TestConnectionMessageErrors(t *testing.T) {
err = ws.Connect() err = ws.Connect()
require.ErrorIs(t, err, errDastardlyReason) require.ErrorIs(t, err, errDastardlyReason)
ws.connectionManager[0].setup.Handler = func(context.Context, []byte) error { ws.connectionManager[0].setup.Handler = func(context.Context, Connection, []byte) error {
return errDastardlyReason return errDastardlyReason
} }
err = ws.Connect() err = ws.Connect()
@@ -958,7 +958,7 @@ func TestFlushChannels(t *testing.T) {
GenerateSubscriptions: newgen.generateSubs, GenerateSubscriptions: newgen.generateSubs,
Subscriber: func(context.Context, Connection, subscription.List) error { return nil }, Subscriber: func(context.Context, Connection, subscription.List) error { return nil },
Unsubscriber: func(context.Context, Connection, subscription.List) error { return nil }, Unsubscriber: func(context.Context, Connection, subscription.List) error { return nil },
Handler: func(context.Context, []byte) error { return nil }, Handler: func(context.Context, Connection, []byte) error { return nil },
} }
require.NoError(t, w.SetupNewConnection(amazingCandidate)) require.NoError(t, w.SetupNewConnection(amazingCandidate))
require.ErrorIs(t, w.FlushChannels(), ErrSubscriptionsNotAdded, "Must error when no subscriptions are added to the subscription store") require.ErrorIs(t, w.FlushChannels(), ErrSubscriptionsNotAdded, "Must error when no subscriptions are added to the subscription store")
@@ -1066,7 +1066,7 @@ func TestSetupNewConnection(t *testing.T) {
err = multi.SetupNewConnection(connSetup) err = multi.SetupNewConnection(connSetup)
require.ErrorIs(t, err, errWebsocketDataHandlerUnset) require.ErrorIs(t, err, errWebsocketDataHandlerUnset)
connSetup.Handler = func(context.Context, []byte) error { return nil } connSetup.Handler = func(context.Context, Connection, []byte) error { return nil }
connSetup.MessageFilter = []string{"slices are super naughty and not comparable"} connSetup.MessageFilter = []string{"slices are super naughty and not comparable"}
err = multi.SetupNewConnection(connSetup) err = multi.SetupNewConnection(connSetup)
require.ErrorIs(t, err, errMessageFilterNotComparable) require.ErrorIs(t, err, errMessageFilterNotComparable)
@@ -1336,3 +1336,18 @@ func TestGetConnection(t *testing.T) {
require.NoError(t, err) require.NoError(t, err)
assert.Same(t, expected, conn) assert.Same(t, expected, conn)
} }
func TestWebsocketConnectionRequireMatchWithData(t *testing.T) {
t.Parallel()
ws := connection{Match: NewMatch()}
err := ws.RequireMatchWithData(0, nil)
require.ErrorIs(t, err, ErrSignatureNotMatched)
ch, err := ws.Match.Set(0, 1)
require.NoError(t, err)
err = ws.RequireMatchWithData(0, []byte("test"))
require.NoError(t, err)
require.Len(t, ch, 1, "must have one item in channel")
assert.Equal(t, []byte("test"), <-ch)
}

2
exchange/websocket/subscriptions_test.go
View File

@@ -68,7 +68,7 @@ func TestSubscribeUnsubscribe(t *testing.T) {
Unsubscriber: func(ctx context.Context, c Connection, s subscription.List) error { Unsubscriber: func(ctx context.Context, c Connection, s subscription.List) error {
return currySimpleUnsubConn(multi)(ctx, c, s) return currySimpleUnsubConn(multi)(ctx, c, s)
}, },
Handler: func(context.Context, []byte) error { return nil }, Handler: func(context.Context, Connection, []byte) error { return nil },
} }
require.NoError(t, multi.SetupNewConnection(amazingCandidate)) require.NoError(t, multi.SetupNewConnection(amazingCandidate))

68
exchanges/gateio/gateio_test.go
View File

@@ -1981,7 +1981,7 @@ const wsTickerPushDataJSON = `{"time": 1606291803, "channel": "spot.tickers", "e
func TestWsTickerPushData(t *testing.T) { func TestWsTickerPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsTickerPushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsTickerPushDataJSON)); err != nil {
t.Errorf("%s websocket ticker push data error: %v", e.Name, err) t.Errorf("%s websocket ticker push data error: %v", e.Name, err)
} }
} }
@@ -1990,7 +1990,7 @@ const wsTradePushDataJSON = `{ "time": 1606292218, "channel": "spot.trades", "ev
func TestWsTradePushData(t *testing.T) { func TestWsTradePushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsTradePushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsTradePushDataJSON)); err != nil {
t.Errorf("%s websocket trade push data error: %v", e.Name, err) t.Errorf("%s websocket trade push data error: %v", e.Name, err)
} }
} }
@@ -1999,7 +1999,7 @@ const wsCandlestickPushDataJSON = `{"time": 1606292600, "channel": "spot.candles
func TestWsCandlestickPushData(t *testing.T) { func TestWsCandlestickPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsCandlestickPushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsCandlestickPushDataJSON)); err != nil {
t.Errorf("%s websocket candlestick push data error: %v", e.Name, err) t.Errorf("%s websocket candlestick push data error: %v", e.Name, err)
} }
} }
@@ -2008,7 +2008,7 @@ const wsOrderbookTickerJSON = `{"time": 1606293275, "channel": "spot.book_ticker
func TestWsOrderbookTickerPushData(t *testing.T) { func TestWsOrderbookTickerPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsOrderbookTickerJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsOrderbookTickerJSON)); err != nil {
t.Errorf("%s websocket orderbook push data error: %v", e.Name, err) t.Errorf("%s websocket orderbook push data error: %v", e.Name, err)
} }
} }
@@ -2020,11 +2020,11 @@ const (
func TestWsOrderbookSnapshotPushData(t *testing.T) { func TestWsOrderbookSnapshotPushData(t *testing.T) {
t.Parallel() t.Parallel()
err := e.WsHandleSpotData(t.Context(), []byte(wsOrderbookSnapshotPushDataJSON)) err := e.WsHandleSpotData(t.Context(), nil, []byte(wsOrderbookSnapshotPushDataJSON))
if err != nil { if err != nil {
t.Errorf("%s websocket orderbook snapshot push data error: %v", e.Name, err) t.Errorf("%s websocket orderbook snapshot push data error: %v", e.Name, err)
} }
if err = e.WsHandleSpotData(t.Context(), []byte(wsOrderbookUpdatePushDataJSON)); err != nil { if err = e.WsHandleSpotData(t.Context(), nil, []byte(wsOrderbookUpdatePushDataJSON)); err != nil {
t.Errorf("%s websocket orderbook update push data error: %v", e.Name, err) t.Errorf("%s websocket orderbook update push data error: %v", e.Name, err)
} }
} }
@@ -2033,7 +2033,7 @@ const wsSpotOrderPushDataJSON = `{"time": 1605175506, "channel": "spot.orders",
func TestWsPushOrders(t *testing.T) { func TestWsPushOrders(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsSpotOrderPushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsSpotOrderPushDataJSON)); err != nil {
t.Errorf("%s websocket orders push data error: %v", e.Name, err) t.Errorf("%s websocket orders push data error: %v", e.Name, err)
} }
} }
@@ -2042,7 +2042,7 @@ const wsUserTradePushDataJSON = `{"time": 1605176741, "channel": "spot.usertrade
func TestWsUserTradesPushDataJSON(t *testing.T) { func TestWsUserTradesPushDataJSON(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsUserTradePushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsUserTradePushDataJSON)); err != nil {
t.Errorf("%s websocket users trade push data error: %v", e.Name, err) t.Errorf("%s websocket users trade push data error: %v", e.Name, err)
} }
} }
@@ -2052,7 +2052,7 @@ const wsBalancesPushDataJSON = `{"time": 1605248616, "channel": "spot.balances",
func TestBalancesPushData(t *testing.T) { func TestBalancesPushData(t *testing.T) {
t.Parallel() t.Parallel()
ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"}) ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"})
if err := e.WsHandleSpotData(ctx, []byte(wsBalancesPushDataJSON)); err != nil { if err := e.WsHandleSpotData(ctx, nil, []byte(wsBalancesPushDataJSON)); err != nil {
t.Errorf("%s websocket balances push data error: %v", e.Name, err) t.Errorf("%s websocket balances push data error: %v", e.Name, err)
} }
} }
@@ -2061,7 +2061,7 @@ const wsMarginBalancePushDataJSON = `{"time": 1605248616, "channel": "spot.fundi
func TestMarginBalancePushData(t *testing.T) { func TestMarginBalancePushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsMarginBalancePushDataJSON)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsMarginBalancePushDataJSON)); err != nil {
t.Errorf("%s websocket margin balance push data error: %v", e.Name, err) t.Errorf("%s websocket margin balance push data error: %v", e.Name, err)
} }
} }
@@ -2071,7 +2071,7 @@ const wsCrossMarginBalancePushDataJSON = `{"time": 1605248616,"channel": "spot.c
func TestCrossMarginBalancePushData(t *testing.T) { func TestCrossMarginBalancePushData(t *testing.T) {
t.Parallel() t.Parallel()
ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"}) ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"})
if err := e.WsHandleSpotData(ctx, []byte(wsCrossMarginBalancePushDataJSON)); err != nil { if err := e.WsHandleSpotData(ctx, nil, []byte(wsCrossMarginBalancePushDataJSON)); err != nil {
t.Errorf("%s websocket cross margin balance push data error: %v", e.Name, err) t.Errorf("%s websocket cross margin balance push data error: %v", e.Name, err)
} }
} }
@@ -2080,7 +2080,7 @@ const wsCrossMarginBalanceLoan = `{ "time":1658289372, "channel":"spot.cross_loa
func TestCrossMarginBalanceLoan(t *testing.T) { func TestCrossMarginBalanceLoan(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleSpotData(t.Context(), []byte(wsCrossMarginBalanceLoan)); err != nil { if err := e.WsHandleSpotData(t.Context(), nil, []byte(wsCrossMarginBalanceLoan)); err != nil {
t.Errorf("%s websocket cross margin loan push data error: %v", e.Name, err) t.Errorf("%s websocket cross margin loan push data error: %v", e.Name, err)
} }
} }
@@ -2094,7 +2094,7 @@ func TestFuturesDataHandler(t *testing.T) {
if strings.Contains(string(m), "futures.balances") { if strings.Contains(string(m), "futures.balances") {
ctx = account.DeployCredentialsToContext(ctx, &account.Credentials{Key: "test", Secret: "test"}) ctx = account.DeployCredentialsToContext(ctx, &account.Credentials{Key: "test", Secret: "test"})
} }
return e.WsHandleFuturesData(ctx, m, asset.CoinMarginedFutures) return e.WsHandleFuturesData(ctx, nil, m, asset.CoinMarginedFutures)
}) })
close(e.Websocket.DataHandler) close(e.Websocket.DataHandler)
assert.Len(t, e.Websocket.DataHandler, 14, "Should see the correct number of messages") assert.Len(t, e.Websocket.DataHandler, 14, "Should see the correct number of messages")
@@ -2111,7 +2111,7 @@ const optionsContractTickerPushDataJSON = `{"time": 1630576352, "channel": "opti
func TestOptionsContractTickerPushData(t *testing.T) { func TestOptionsContractTickerPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsContractTickerPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsContractTickerPushDataJSON)); err != nil {
t.Errorf("%s websocket options contract ticker push data failed with error %v", e.Name, err) t.Errorf("%s websocket options contract ticker push data failed with error %v", e.Name, err)
} }
} }
@@ -2120,7 +2120,7 @@ const optionsUnderlyingTickerPushDataJSON = `{"time": 1630576352, "channel": "op
func TestOptionsUnderlyingTickerPushData(t *testing.T) { func TestOptionsUnderlyingTickerPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsUnderlyingTickerPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsUnderlyingTickerPushDataJSON)); err != nil {
t.Errorf("%s websocket options underlying ticker push data error: %v", e.Name, err) t.Errorf("%s websocket options underlying ticker push data error: %v", e.Name, err)
} }
} }
@@ -2129,7 +2129,7 @@ const optionsContractTradesPushDataJSON = `{"time": 1630576356, "channel": "opti
func TestOptionsContractTradesPushData(t *testing.T) { func TestOptionsContractTradesPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsContractTradesPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsContractTradesPushDataJSON)); err != nil {
t.Errorf("%s websocket contract trades push data error: %v", e.Name, err) t.Errorf("%s websocket contract trades push data error: %v", e.Name, err)
} }
} }
@@ -2138,7 +2138,7 @@ const optionsUnderlyingTradesPushDataJSON = `{"time": 1630576356, "channel": "op
func TestOptionsUnderlyingTradesPushData(t *testing.T) { func TestOptionsUnderlyingTradesPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsUnderlyingTradesPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsUnderlyingTradesPushDataJSON)); err != nil {
t.Errorf("%s websocket underlying trades push data error: %v", e.Name, err) t.Errorf("%s websocket underlying trades push data error: %v", e.Name, err)
} }
} }
@@ -2147,7 +2147,7 @@ const optionsUnderlyingPricePushDataJSON = `{ "time": 1630576356, "channel": "op
func TestOptionsUnderlyingPricePushData(t *testing.T) { func TestOptionsUnderlyingPricePushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsUnderlyingPricePushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsUnderlyingPricePushDataJSON)); err != nil {
t.Errorf("%s websocket underlying price push data error: %v", e.Name, err) t.Errorf("%s websocket underlying price push data error: %v", e.Name, err)
} }
} }
@@ -2156,7 +2156,7 @@ const optionsMarkPricePushDataJSON = `{ "time": 1630576356, "channel": "options.
func TestOptionsMarkPricePushData(t *testing.T) { func TestOptionsMarkPricePushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsMarkPricePushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsMarkPricePushDataJSON)); err != nil {
t.Errorf("%s websocket mark price push data error: %v", e.Name, err) t.Errorf("%s websocket mark price push data error: %v", e.Name, err)
} }
} }
@@ -2165,7 +2165,7 @@ const optionsSettlementsPushDataJSON = `{ "time": 1630576356, "channel": "option
func TestSettlementsPushData(t *testing.T) { func TestSettlementsPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsSettlementsPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsSettlementsPushDataJSON)); err != nil {
t.Errorf("%s websocket options settlements push data error: %v", e.Name, err) t.Errorf("%s websocket options settlements push data error: %v", e.Name, err)
} }
} }
@@ -2174,7 +2174,7 @@ const optionsContractPushDataJSON = `{"time": 1630576356, "channel": "options.co
func TestOptionsContractPushData(t *testing.T) { func TestOptionsContractPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsContractPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsContractPushDataJSON)); err != nil {
t.Errorf("%s websocket options contracts push data error: %v", e.Name, err) t.Errorf("%s websocket options contracts push data error: %v", e.Name, err)
} }
} }
@@ -2186,10 +2186,10 @@ const (
func TestOptionsCandlesticksPushData(t *testing.T) { func TestOptionsCandlesticksPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsContractCandlesticksPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsContractCandlesticksPushDataJSON)); err != nil {
t.Errorf("%s websocket options contracts candlestick push data error: %v", e.Name, err) t.Errorf("%s websocket options contracts candlestick push data error: %v", e.Name, err)
} }
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsUnderlyingCandlesticksPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsUnderlyingCandlesticksPushDataJSON)); err != nil {
t.Errorf("%s websocket options underlying candlestick push data error: %v", e.Name, err) t.Errorf("%s websocket options underlying candlestick push data error: %v", e.Name, err)
} }
} }
@@ -2204,17 +2204,17 @@ const (
func TestOptionsOrderbookPushData(t *testing.T) { func TestOptionsOrderbookPushData(t *testing.T) {
t.Parallel() t.Parallel()
p := getPair(t, asset.Options) p := getPair(t, asset.Options)
assert.NoError(t, e.WsHandleOptionsData(t.Context(), []byte(optionsOrderbookTickerPushDataJSON))) assert.NoError(t, e.WsHandleOptionsData(t.Context(), nil, []byte(optionsOrderbookTickerPushDataJSON)))
assert.NoError(t, e.WsHandleOptionsData(t.Context(), fmt.Appendf(nil, optionsOrderbookUpdatePushDataJSON, p.Upper().String()))) assert.NoError(t, e.WsHandleOptionsData(t.Context(), nil, fmt.Appendf(nil, optionsOrderbookUpdatePushDataJSON, p.Upper().String())))
assert.NoError(t, e.WsHandleOptionsData(t.Context(), []byte(optionsOrderbookSnapshotPushDataJSON))) assert.NoError(t, e.WsHandleOptionsData(t.Context(), nil, []byte(optionsOrderbookSnapshotPushDataJSON)))
assert.NoError(t, e.WsHandleOptionsData(t.Context(), []byte(optionsOrderbookSnapshotUpdateEventPushDataJSON))) assert.NoError(t, e.WsHandleOptionsData(t.Context(), nil, []byte(optionsOrderbookSnapshotUpdateEventPushDataJSON)))
} }
const optionsOrderPushDataJSON = `{"time": 1630654851,"channel": "options.orders", "event": "update", "result": [ { "contract": "BTC_USDT-20211130-65000-C", "create_time": 1637897000, "fill_price": 0, "finish_as": "cancelled", "iceberg": 0, "id": 106, "is_close": false, "is_liq": false, "is_reduce_only": false, "left": -10, "mkfr": 0.0004, "price": 15000, "refr": 0, "refu": 0, "size": -10, "status": "finished", "text": "web", "tif": "gtc", "tkfr": 0.0004, "underlying": "BTC_USDT", "user": "9xxx", "time": 1639051907,"time_ms": 1639051907000}]}` const optionsOrderPushDataJSON = `{"time": 1630654851,"channel": "options.orders", "event": "update", "result": [ { "contract": "BTC_USDT-20211130-65000-C", "create_time": 1637897000, "fill_price": 0, "finish_as": "cancelled", "iceberg": 0, "id": 106, "is_close": false, "is_liq": false, "is_reduce_only": false, "left": -10, "mkfr": 0.0004, "price": 15000, "refr": 0, "refu": 0, "size": -10, "status": "finished", "text": "web", "tif": "gtc", "tkfr": 0.0004, "underlying": "BTC_USDT", "user": "9xxx", "time": 1639051907,"time_ms": 1639051907000}]}`
func TestOptionsOrderPushData(t *testing.T) { func TestOptionsOrderPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsOrderPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsOrderPushDataJSON)); err != nil {
t.Errorf("%s websocket options orders push data error: %v", e.Name, err) t.Errorf("%s websocket options orders push data error: %v", e.Name, err)
} }
} }
@@ -2223,7 +2223,7 @@ const optionsUsersTradesPushDataJSON = `{ "time": 1639144214, "channel": "option
func TestOptionUserTradesPushData(t *testing.T) { func TestOptionUserTradesPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsUsersTradesPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsUsersTradesPushDataJSON)); err != nil {
t.Errorf("%s websocket options orders push data error: %v", e.Name, err) t.Errorf("%s websocket options orders push data error: %v", e.Name, err)
} }
} }
@@ -2232,7 +2232,7 @@ const optionsLiquidatesPushDataJSON = `{ "channel": "options.liquidates", "event
func TestOptionsLiquidatesPushData(t *testing.T) { func TestOptionsLiquidatesPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsLiquidatesPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsLiquidatesPushDataJSON)); err != nil {
t.Errorf("%s websocket options liquidates push data error: %v", e.Name, err) t.Errorf("%s websocket options liquidates push data error: %v", e.Name, err)
} }
} }
@@ -2241,7 +2241,7 @@ const optionsSettlementPushDataJSON = `{ "channel": "options.user_settlements",
func TestOptionsSettlementPushData(t *testing.T) { func TestOptionsSettlementPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsSettlementPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsSettlementPushDataJSON)); err != nil {
t.Errorf("%s websocket options settlement push data error: %v", e.Name, err) t.Errorf("%s websocket options settlement push data error: %v", e.Name, err)
} }
} }
@@ -2250,7 +2250,7 @@ const optionsPositionClosePushDataJSON = `{"channel": "options.position_closes",
func TestOptionsPositionClosePushData(t *testing.T) { func TestOptionsPositionClosePushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsPositionClosePushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsPositionClosePushDataJSON)); err != nil {
t.Errorf("%s websocket options position close push data error: %v", e.Name, err) t.Errorf("%s websocket options position close push data error: %v", e.Name, err)
} }
} }
@@ -2260,7 +2260,7 @@ const optionsBalancePushDataJSON = `{ "channel": "options.balances", "event": "u
func TestOptionsBalancePushData(t *testing.T) { func TestOptionsBalancePushData(t *testing.T) {
t.Parallel() t.Parallel()
ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"}) ctx := account.DeployCredentialsToContext(t.Context(), &account.Credentials{Key: "test", Secret: "test"})
if err := e.WsHandleOptionsData(ctx, []byte(optionsBalancePushDataJSON)); err != nil { if err := e.WsHandleOptionsData(ctx, nil, []byte(optionsBalancePushDataJSON)); err != nil {
t.Errorf("%s websocket options balance push data error: %v", e.Name, err) t.Errorf("%s websocket options balance push data error: %v", e.Name, err)
} }
} }
@@ -2269,7 +2269,7 @@ const optionsPositionPushDataJSON = `{"time": 1630654851, "channel": "options.po
func TestOptionsPositionPushData(t *testing.T) { func TestOptionsPositionPushData(t *testing.T) {
t.Parallel() t.Parallel()
if err := e.WsHandleOptionsData(t.Context(), []byte(optionsPositionPushDataJSON)); err != nil { if err := e.WsHandleOptionsData(t.Context(), nil, []byte(optionsPositionPushDataJSON)); err != nil {
t.Errorf("%s websocket options position push data error: %v", e.Name, err) t.Errorf("%s websocket options position push data error: %v", e.Name, err)
} }
} }

6
exchanges/gateio/gateio_websocket.go
View File

@@ -166,18 +166,18 @@ func (e *Exchange) generateWsSignature(secret, event, channel string, t int64) (
} }
// WsHandleSpotData handles spot data // WsHandleSpotData handles spot data
func (e *Exchange) WsHandleSpotData(ctx context.Context, respRaw []byte) error { func (e *Exchange) WsHandleSpotData(ctx context.Context, conn websocket.Connection, respRaw []byte) error {
push, err := parseWSHeader(respRaw) push, err := parseWSHeader(respRaw)
if err != nil { if err != nil {
return err return err
} }
if push.RequestID != "" { if push.RequestID != "" {
return e.Websocket.Match.RequireMatchWithData(push.RequestID, respRaw) return conn.RequireMatchWithData(push.RequestID, respRaw)
} }
if push.Event == subscribeEvent || push.Event == unsubscribeEvent { if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
return e.Websocket.Match.RequireMatchWithData(push.ID, respRaw) return conn.RequireMatchWithData(push.ID, respRaw)
} }
switch push.Channel { // TODO: Convert function params below to only use push.Result switch push.Channel { // TODO: Convert function params below to only use push.Result

6
exchanges/gateio/gateio_websocket_futures.go
View File

@@ -143,18 +143,18 @@ func (e *Exchange) FuturesUnsubscribe(ctx context.Context, conn websocket.Connec
} }
// WsHandleFuturesData handles futures websocket data // WsHandleFuturesData handles futures websocket data
func (e *Exchange) WsHandleFuturesData(ctx context.Context, respRaw []byte, a asset.Item) error { func (e *Exchange) WsHandleFuturesData(ctx context.Context, conn websocket.Connection, respRaw []byte, a asset.Item) error {
push, err := parseWSHeader(respRaw) push, err := parseWSHeader(respRaw)
if err != nil { if err != nil {
return err return err
} }
if push.RequestID != "" { if push.RequestID != "" {
return e.Websocket.Match.RequireMatchWithData(push.RequestID, respRaw) return conn.RequireMatchWithData(push.RequestID, respRaw)
} }
if push.Event == subscribeEvent || push.Event == unsubscribeEvent { if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
return e.Websocket.Match.RequireMatchWithData(push.ID, respRaw) return conn.RequireMatchWithData(push.ID, respRaw)
} }
switch push.Channel { switch push.Channel {

4
exchanges/gateio/gateio_websocket_option.go
View File

@@ -295,14 +295,14 @@ func (e *Exchange) OptionsUnsubscribe(ctx context.Context, conn websocket.Connec
} }
// WsHandleOptionsData handles options websocket data // WsHandleOptionsData handles options websocket data
func (e *Exchange) WsHandleOptionsData(ctx context.Context, respRaw []byte) error { func (e *Exchange) WsHandleOptionsData(ctx context.Context, conn websocket.Connection, respRaw []byte) error {
push, err := parseWSHeader(respRaw) push, err := parseWSHeader(respRaw)
if err != nil { if err != nil {
return err return err
} }
if push.Event == subscribeEvent || push.Event == unsubscribeEvent { if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
return e.Websocket.Match.RequireMatchWithData(push.ID, respRaw) return conn.RequireMatchWithData(push.ID, respRaw)
} }
switch push.Channel { switch push.Channel {

12
exchanges/gateio/gateio_wrapper.go
View File

@@ -228,8 +228,8 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
URL: usdtFuturesWebsocketURL, URL: usdtFuturesWebsocketURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit, ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: func(ctx context.Context, incoming []byte) error { Handler: func(ctx context.Context, conn websocket.Connection, incoming []byte) error {
return e.WsHandleFuturesData(ctx, incoming, asset.USDTMarginedFutures) return e.WsHandleFuturesData(ctx, conn, incoming, asset.USDTMarginedFutures)
}, },
Subscriber: e.FuturesSubscribe, Subscriber: e.FuturesSubscribe,
Unsubscriber: e.FuturesUnsubscribe, Unsubscriber: e.FuturesUnsubscribe,
@@ -250,8 +250,8 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
URL: btcFuturesWebsocketURL, URL: btcFuturesWebsocketURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit, ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: func(ctx context.Context, incoming []byte) error { Handler: func(ctx context.Context, conn websocket.Connection, incoming []byte) error {
return e.WsHandleFuturesData(ctx, incoming, asset.CoinMarginedFutures) return e.WsHandleFuturesData(ctx, conn, incoming, asset.CoinMarginedFutures)
}, },
Subscriber: e.FuturesSubscribe, Subscriber: e.FuturesSubscribe,
Unsubscriber: e.FuturesUnsubscribe, Unsubscriber: e.FuturesUnsubscribe,
@@ -272,8 +272,8 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
URL: deliveryRealUSDTTradingURL, URL: deliveryRealUSDTTradingURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout, ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit, ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: func(ctx context.Context, incoming []byte) error { Handler: func(ctx context.Context, conn websocket.Connection, incoming []byte) error {
return e.WsHandleFuturesData(ctx, incoming, asset.DeliveryFutures) return e.WsHandleFuturesData(ctx, conn, incoming, asset.DeliveryFutures)
}, },
Subscriber: e.DeliveryFuturesSubscribe, Subscriber: e.DeliveryFuturesSubscribe,
Unsubscriber: e.DeliveryFuturesUnsubscribe, Unsubscriber: e.DeliveryFuturesUnsubscribe,