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Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)

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* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
This commit is contained in:
Ryan O'Hara-Reid
2019-12-19 13:40:30 +11:00
committed by Adrian Gallagher
parent 467d8d91a2
commit 98a277a4c3
30 changed files with 499 additions and 415 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
exchanges/binance/binance_types.go
View File

@@ -67,11 +67,11 @@ type OrderbookItem struct {
// OrderBookData is resp data from orderbook endpoint
type OrderBookData struct {
Code int `json:"code"`
Msg string `json:"msg"`
LastUpdateID int64 `json:"lastUpdateId"`
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
Code int `json:"code"`
Msg string `json:"msg"`
LastUpdateID int64 `json:"lastUpdateId"`
Bids [][2]string `json:"bids"`
Asks [][2]string `json:"asks"`
}
// OrderBook actual structured data that can be used for orderbook

40
exchanges/binance/binance_websocket.go
View File

@@ -13,6 +13,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
)
@@ -62,6 +63,8 @@ func (b *Binance) WsConnect() error {
}
b.WebsocketConn.URL = wsurl
b.WebsocketConn.Verbose = b.Verbose
err = b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v - Unable to connect to Websocket. Error: %s",
@@ -131,7 +134,7 @@ func (b *Binance) WsHandleData() {
b.Websocket.DataHandler <- wshandler.TradeData{
CurrencyPair: currency.NewPairFromFormattedPairs(trade.Symbol, b.GetEnabledPairs(asset.Spot),
b.GetPairFormat(asset.Spot, true)),
Timestamp: time.Unix(0, trade.TimeStamp),
Timestamp: time.Unix(0, trade.TimeStamp*int64(time.Millisecond)),
Price: price,
Amount: amount,
Exchange: b.Name,
@@ -149,25 +152,25 @@ func (b *Binance) WsHandleData() {
continue
}
b.Websocket.DataHandler <- wshandler.TickerData{
Exchange: b.Name,
Open: t.OpenPrice,
Close: t.ClosePrice,
Volume: t.TotalTradedVolume,
QuoteVolume: t.TotalTradedQuoteVolume,
High: t.HighPrice,
Low: t.LowPrice,
Bid: t.BestBidPrice,
Ask: t.BestAskPrice,
Last: t.LastPrice,
Timestamp: time.Unix(0, t.EventTime),
AssetType: asset.Spot,
b.Websocket.DataHandler <- &ticker.Price{
ExchangeName: b.Name,
Open: t.OpenPrice,
Close: t.ClosePrice,
Volume: t.TotalTradedVolume,
QuoteVolume: t.TotalTradedQuoteVolume,
High: t.HighPrice,
Low: t.LowPrice,
Bid: t.BestBidPrice,
Ask: t.BestAskPrice,
Last: t.LastPrice,
LastUpdated: time.Unix(0, t.EventTime*int64(time.Millisecond)),
AssetType: asset.Spot,
Pair: currency.NewPairFromFormattedPairs(t.Symbol, b.GetEnabledPairs(asset.Spot),
b.GetPairFormat(asset.Spot, true)),
}
continue
case "kline":
case "kline_1m":
kline := KlineStream{}
err := json.Unmarshal(multiStreamData.Data, &kline)
if err != nil {
@@ -178,13 +181,13 @@ func (b *Binance) WsHandleData() {
}
var wsKline wshandler.KlineData
wsKline.Timestamp = time.Unix(0, kline.EventTime)
wsKline.Timestamp = time.Unix(0, kline.EventTime*int64(time.Millisecond))
wsKline.Pair = currency.NewPairFromFormattedPairs(kline.Symbol, b.GetEnabledPairs(asset.Spot),
b.GetPairFormat(asset.Spot, true))
wsKline.AssetType = asset.Spot
wsKline.Exchange = b.Name
wsKline.StartTime = time.Unix(0, kline.Kline.StartTime)
wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime)
wsKline.StartTime = time.Unix(0, kline.Kline.StartTime*int64(time.Millisecond))
wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime*int64(time.Millisecond))
wsKline.Interval = kline.Kline.Interval
wsKline.OpenPrice, _ = strconv.ParseFloat(kline.Kline.OpenPrice, 64)
wsKline.ClosePrice, _ = strconv.ParseFloat(kline.Kline.ClosePrice, 64)
@@ -249,7 +252,6 @@ func (b *Binance) SeedLocalCache(p currency.Pair) error {
})
}
newOrderBook.LastUpdated = time.Unix(orderbookNew.LastUpdateID, 0)
newOrderBook.Pair = p
newOrderBook.AssetType = asset.Spot
newOrderBook.ExchangeName = b.Name