mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-30 23:16:52 +00:00
Merge branch 'master' into engine
This commit is contained in:
Adrian Gallagher
@@ -3,11 +3,14 @@ package gemini
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import (
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"net/url"
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"testing"
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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/config"
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"github.com/thrasher-/gocryptotrader/currency"
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
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)
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// Please enter sandbox API keys & assigned roles for better testing procedures
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@@ -62,6 +65,7 @@ func TestSetup(t *testing.T) {
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}
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geminiConfig.API.AuthenticatedSupport = true
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geminiConfig.API.AuthenticatedWebsocketSupport = true
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Session[1].Setup(geminiConfig)
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Session[2].Setup(geminiConfig)
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@@ -559,3 +563,32 @@ func TestGetDepositAddress(t *testing.T) {
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t.Error("Test Failed - GetDepositAddress error cannot be nil")
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}
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}
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// TestWsAuth dials websocket, sends login request.
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func TestWsAuth(t *testing.T) {
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TestAddSession(t)
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TestSetDefaults(t)
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TestSetup(t)
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g := Session[1]
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g.API.Endpoints.WebsocketURL = geminiWebsocketSandboxEndpoint
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if !g.Websocket.IsEnabled() && !g.API.AuthenticatedWebsocketSupport || !areTestAPIKeysSet() {
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t.Skip(exchange.WebsocketNotEnabled)
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}
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var dialer websocket.Dialer
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go g.WsHandleData()
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err := g.WsSecureSubscribe(&dialer, geminiWsOrderEvents)
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if err != nil {
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t.Error(err)
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}
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timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
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select {
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case resp := <-g.Websocket.DataHandler:
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if resp.(WsSubscriptionAcknowledgementResponse).Type != "subscription_ack" {
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t.Error("Login failed")
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}
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case <-timer.C:
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t.Error("Expected response")
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}
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timer.Stop()
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}
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@@ -195,8 +195,13 @@ type ErrorCapture struct {
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Message string `json:"message"`
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}
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// Response defines the main response type
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type Response struct {
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// WsResponse generic response
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type WsResponse struct {
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Type string `json:"type"`
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}
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// WsMarketUpdateResponse defines the main response type
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type WsMarketUpdateResponse struct {
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Type string `json:"type"`
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EventID int64 `json:"eventId"`
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Timestamp int64 `json:"timestamp"`
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@@ -221,5 +226,192 @@ type Event struct {
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type ReadData struct {
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Raw []byte
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Currency currency.Pair
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FeedType string
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}
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// WsRequestPayload Request info to subscribe to a WS enpoint
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type WsRequestPayload struct {
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Request string `json:"request"`
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Nonce int64 `json:"nonce"`
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}
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// WsSubscriptionAcknowledgementResponse The first message you receive acknowledges your subscription
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type WsSubscriptionAcknowledgementResponse struct {
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Type string `json:"type"`
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AccountID int64 `json:"accountId"`
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SubscriptionID string `json:"subscriptionId"`
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SymbolFilter []string `json:"symbolFilter"`
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APISessionFilter []string `json:"apiSessionFilter"`
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EventTypeFilter []string `json:"eventTypeFilter"`
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}
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// WsHeartbeatResponse Gemini will send a heartbeat every five seconds so you'll know your WebSocket connection is active.
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type WsHeartbeatResponse struct {
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Type string `json:"type"`
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Timestampms int64 `json:"timestampms"`
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Sequence int64 `json:"sequence"`
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TraceID string `json:"trace_id"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsActiveOrdersResponse contains active orders
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type WsActiveOrdersResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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APISession string `json:"api_session"`
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Symbol currency.Pair `json:"symbol"`
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Side string `json:"side"`
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OrderType string `json:"order_type"`
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Timestamp string `json:"timestamp"`
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Timestampms int64 `json:"timestampms"`
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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IsHidden bool `json:"is_hidden"`
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
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ExecutedAmount float64 `json:"executed_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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OriginalAmount float64 `json:"original_amount,string"`
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Price float64 `json:"price,string"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsOrderRejectedResponse ws response
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type WsOrderRejectedResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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EventID string `json:"event_id"`
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Reason string `json:"reason"`
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APISession string `json:"api_session"`
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Symbol currency.Pair `json:"symbol"`
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Side string `json:"side"`
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OrderType string `json:"order_type"`
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Timestamp string `json:"timestamp"`
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Timestampms int64 `json:"timestampms"`
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IsLive bool `json:"is_live"`
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OriginalAmount float64 `json:"original_amount,string"`
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Price float64 `json:"price,string"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsOrderBookedResponse ws response
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type WsOrderBookedResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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EventID string `json:"event_id"`
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APISession string `json:"api_session"`
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Symbol currency.Pair `json:"symbol"`
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Side string `json:"side"`
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OrderType string `json:"order_type"`
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Timestamp string `json:"timestamp"`
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Timestampms int64 `json:"timestampms"`
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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IsHidden bool `json:"is_hidden"`
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
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ExecutedAmount float64 `json:"executed_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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OriginalAmount float64 `json:"original_amount,string"`
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Price float64 `json:"price,string"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsOrderFilledResponse ws response
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type WsOrderFilledResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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APISession string `json:"api_session"`
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Symbol currency.Pair `json:"symbol"`
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Side string `json:"side"`
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OrderType string `json:"order_type"`
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Timestamp string `json:"timestamp"`
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Timestampms int64 `json:"timestampms"`
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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IsHidden bool `json:"is_hidden"`
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
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ExecutedAmount float64 `json:"executed_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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OriginalAmount float64 `json:"original_amount,string"`
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Price float64 `json:"price,string"`
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Fill WsOrderFilledData `json:"fill"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsOrderFilledData ws response data
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type WsOrderFilledData struct {
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TradeID string `json:"trade_id"`
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Liquidity string `json:"liquidity"`
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Price float64 `json:"price,string"`
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Amount float64 `json:"amount,string"`
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Fee float64 `json:"fee,string"`
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FeeCurrency string `json:"fee_currency"`
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}
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// WsOrderCancelledResponse ws response
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type WsOrderCancelledResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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EventID string `json:"event_id"`
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CancelCommandID string `json:"cancel_command_id,omitempty"`
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Reason string `json:"reason"`
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APISession string `json:"api_session"`
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Symbol currency.Pair `json:"symbol"`
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Side string `json:"side"`
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OrderType string `json:"order_type"`
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Timestamp string `json:"timestamp"`
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Timestampms int64 `json:"timestampms"`
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IsLive bool `json:"is_live"`
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IsCancelled bool `json:"is_cancelled"`
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IsHidden bool `json:"is_hidden"`
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
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ExecutedAmount float64 `json:"executed_amount,string"`
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RemainingAmount float64 `json:"remaining_amount,string"`
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OriginalAmount float64 `json:"original_amount,string"`
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Price float64 `json:"price,string"`
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SocketSequence int64 `json:"socket_sequence"`
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}
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// WsOrderCancellationRejectedResponse ws response
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type WsOrderCancellationRejectedResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
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EventID string `json:"event_id"`
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CancelCommandID string `json:"cancel_command_id"`
|
||||
Reason string `json:"reason"`
|
||||
APISession string `json:"api_session"`
|
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Symbol currency.Pair `json:"symbol"`
|
||||
Side string `json:"side"`
|
||||
OrderType string `json:"order_type"`
|
||||
Timestamp string `json:"timestamp"`
|
||||
Timestampms int64 `json:"timestampms"`
|
||||
IsLive bool `json:"is_live"`
|
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IsCancelled bool `json:"is_cancelled"`
|
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IsHidden bool `json:"is_hidden"`
|
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
|
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ExecutedAmount float64 `json:"executed_amount,string"`
|
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RemainingAmount float64 `json:"remaining_amount,string"`
|
||||
OriginalAmount float64 `json:"original_amount,string"`
|
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Price float64 `json:"price,string"`
|
||||
SocketSequence int64 `json:"socket_sequence"`
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}
|
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|
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// WsOrderClosedResponse ws response
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type WsOrderClosedResponse struct {
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Type string `json:"type"`
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OrderID string `json:"order_id"`
|
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EventID string `json:"event_id"`
|
||||
APISession string `json:"api_session"`
|
||||
Symbol currency.Pair `json:"symbol"`
|
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Side string `json:"side"`
|
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OrderType string `json:"order_type"`
|
||||
Timestamp string `json:"timestamp"`
|
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Timestampms int64 `json:"timestampms"`
|
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IsLive bool `json:"is_live"`
|
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IsCancelled bool `json:"is_cancelled"`
|
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IsHidden bool `json:"is_hidden"`
|
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AvgExecutionPrice float64 `json:"avg_execution_price,string"`
|
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ExecutedAmount float64 `json:"executed_amount,string"`
|
||||
RemainingAmount float64 `json:"remaining_amount,string"`
|
||||
OriginalAmount float64 `json:"original_amount,string"`
|
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Price float64 `json:"price,string"`
|
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SocketSequence int64 `json:"socket_sequence"`
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}
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@@ -11,16 +11,20 @@ import (
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|
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"github.com/gorilla/websocket"
|
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"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"
|
||||
)
|
||||
|
||||
const (
|
||||
geminiWebsocketEndpoint = "wss://api.gemini.com/v1/marketdata/%s?%s"
|
||||
geminiWsEvent = "event"
|
||||
geminiWsMarketData = "marketdata"
|
||||
geminiWebsocketEndpoint = "wss://api.gemini.com/v1/"
|
||||
geminiWebsocketSandboxEndpoint = "wss://api.sandbox.gemini.com/v1/"
|
||||
geminiWsEvent = "event"
|
||||
geminiWsMarketData = "marketdata"
|
||||
geminiWsOrderEvents = "order/events"
|
||||
)
|
||||
|
||||
// Instantiates a communications channel between websocket connections
|
||||
@@ -38,12 +42,14 @@ func (g *Gemini) WsConnect() error {
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
dialer.Proxy = http.ProxyURL(proxy)
|
||||
}
|
||||
|
||||
go g.WsHandleData()
|
||||
|
||||
err := g.WsSecureSubscribe(&dialer, geminiWsOrderEvents)
|
||||
if err != nil {
|
||||
log.Errorf("%v - authentication failed: %v", g.Name, err)
|
||||
}
|
||||
return g.WsSubscribe(&dialer)
|
||||
}
|
||||
|
||||
@@ -53,59 +59,76 @@ func (g *Gemini) WsSubscribe(dialer *websocket.Dialer) error {
|
||||
for i, c := range enabledCurrencies {
|
||||
val := url.Values{}
|
||||
val.Set("heartbeat", "true")
|
||||
|
||||
endpoint := fmt.Sprintf(g.Websocket.GetWebsocketURL(),
|
||||
endpoint := fmt.Sprintf("%s%s/%s?%s",
|
||||
g.API.Endpoints.WebsocketURL,
|
||||
geminiWsMarketData,
|
||||
c.String(),
|
||||
val.Encode())
|
||||
|
||||
conn, _, err := dialer.Dial(endpoint, http.Header{})
|
||||
conn, conStatus, err := dialer.Dial(endpoint, http.Header{})
|
||||
if err != nil {
|
||||
return err
|
||||
return fmt.Errorf("%s websocket endpoint: %v Status: %v Error: %v", g.Name,
|
||||
endpoint, conStatus, err)
|
||||
}
|
||||
|
||||
go g.WsReadData(conn, c, geminiWsMarketData)
|
||||
|
||||
go g.WsReadData(conn, c)
|
||||
if len(enabledCurrencies)-1 == i {
|
||||
return nil
|
||||
}
|
||||
|
||||
time.Sleep(5 * time.Second) // rate limiter, limit of 12 requests per
|
||||
// minute
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// WsSecureSubscribe will connect to Gemini's secure endpoint
|
||||
func (g *Gemini) WsSecureSubscribe(dialer *websocket.Dialer, url string) error {
|
||||
if !g.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
|
||||
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", g.Name)
|
||||
}
|
||||
payload := WsRequestPayload{
|
||||
Request: fmt.Sprintf("/v1/%v", url),
|
||||
Nonce: time.Now().UnixNano(),
|
||||
}
|
||||
PayloadJSON, err := common.JSONEncode(payload)
|
||||
if err != nil {
|
||||
return fmt.Errorf("%v sendAuthenticatedHTTPRequest: Unable to JSON request", g.Name)
|
||||
}
|
||||
|
||||
endpoint := fmt.Sprintf("%v%v", g.API.Endpoints.WebsocketURL, url)
|
||||
PayloadBase64 := crypto.Base64Encode(PayloadJSON)
|
||||
hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64), []byte(g.API.Credentials.Secret))
|
||||
headers := http.Header{}
|
||||
headers.Add("Content-Length", "0")
|
||||
headers.Add("Content-Type", "text/plain")
|
||||
headers.Add("X-GEMINI-PAYLOAD", PayloadBase64)
|
||||
headers.Add("X-GEMINI-APIKEY", g.API.Credentials.Key)
|
||||
headers.Add("X-GEMINI-SIGNATURE", crypto.HexEncodeToString(hmac))
|
||||
headers.Add("Cache-Control", "no-cache")
|
||||
|
||||
conn, conStatus, err := dialer.Dial(endpoint, headers)
|
||||
if err != nil {
|
||||
return fmt.Errorf("%v %v %v Error: %v", endpoint, conStatus, conStatus.StatusCode, err)
|
||||
}
|
||||
go g.WsReadData(conn, currency.Pair{})
|
||||
return nil
|
||||
}
|
||||
|
||||
// WsReadData reads from the websocket connection and returns the websocket
|
||||
// response
|
||||
func (g *Gemini) WsReadData(ws *websocket.Conn, c currency.Pair, feedType string) {
|
||||
func (g *Gemini) WsReadData(ws *websocket.Conn, c currency.Pair) {
|
||||
g.Websocket.Wg.Add(1)
|
||||
|
||||
defer func() {
|
||||
err := ws.Close()
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- fmt.Errorf("gemini_websocket.go - Unable to to close Websocket connection. Error: %s",
|
||||
err)
|
||||
}
|
||||
g.Websocket.Wg.Done()
|
||||
}()
|
||||
|
||||
defer g.Websocket.Wg.Done()
|
||||
for {
|
||||
select {
|
||||
case <-g.Websocket.ShutdownC:
|
||||
return
|
||||
|
||||
default:
|
||||
_, resp, err := ws.ReadMessage()
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
return
|
||||
}
|
||||
|
||||
g.Websocket.TrafficAlert <- struct{}{}
|
||||
comms <- ReadData{Raw: resp, Currency: c, FeedType: feedType}
|
||||
comms <- ReadData{Raw: resp, Currency: c}
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
// WsHandleData handles all the websocket data coming from the websocket
|
||||
@@ -113,120 +136,191 @@ func (g *Gemini) WsReadData(ws *websocket.Conn, c currency.Pair, feedType string
|
||||
func (g *Gemini) WsHandleData() {
|
||||
g.Websocket.Wg.Add(1)
|
||||
defer g.Websocket.Wg.Done()
|
||||
|
||||
for {
|
||||
select {
|
||||
case <-g.Websocket.ShutdownC:
|
||||
return
|
||||
|
||||
case resp := <-comms:
|
||||
switch resp.FeedType {
|
||||
case geminiWsEvent:
|
||||
|
||||
case geminiWsMarketData:
|
||||
var result Response
|
||||
// Gemini likes to send empty arrays
|
||||
if string(resp.Raw) == "[]" {
|
||||
continue
|
||||
}
|
||||
var result map[string]interface{}
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- fmt.Errorf("%v Error: %v, Raw: %v", g.Name, err, string(resp.Raw))
|
||||
continue
|
||||
}
|
||||
switch result["type"] {
|
||||
case "subscription_ack":
|
||||
var result WsSubscriptionAcknowledgementResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
|
||||
switch result.Type {
|
||||
case "update":
|
||||
if result.Timestamp == 0 && result.TimestampMS == 0 {
|
||||
var bids, asks []orderbook.Item
|
||||
for _, event := range result.Events {
|
||||
if event.Reason != "initial" {
|
||||
g.Websocket.DataHandler <- errors.New("gemini_websocket.go orderbook should be snapshot only")
|
||||
continue
|
||||
}
|
||||
|
||||
if event.Side == "ask" {
|
||||
asks = append(asks, orderbook.Item{
|
||||
Amount: event.Remaining,
|
||||
Price: event.Price,
|
||||
})
|
||||
} else {
|
||||
bids = append(bids, orderbook.Item{
|
||||
Amount: event.Remaining,
|
||||
Price: event.Price,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
var newOrderBook orderbook.Base
|
||||
newOrderBook.Asks = asks
|
||||
newOrderBook.Bids = bids
|
||||
newOrderBook.AssetType = asset.Spot
|
||||
newOrderBook.LastUpdated = time.Now()
|
||||
newOrderBook.Pair = resp.Currency
|
||||
|
||||
err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook,
|
||||
g.GetName(),
|
||||
false)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
break
|
||||
}
|
||||
|
||||
g.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: resp.Currency,
|
||||
Asset: asset.Spot,
|
||||
Exchange: g.GetName()}
|
||||
|
||||
} else {
|
||||
for _, event := range result.Events {
|
||||
if event.Type == "trade" {
|
||||
g.Websocket.DataHandler <- exchange.TradeData{
|
||||
Timestamp: time.Now(),
|
||||
CurrencyPair: resp.Currency,
|
||||
AssetType: asset.Spot,
|
||||
Exchange: g.GetName(),
|
||||
EventTime: result.Timestamp,
|
||||
Price: event.Price,
|
||||
Amount: event.Amount,
|
||||
Side: event.MakerSide,
|
||||
}
|
||||
|
||||
} else {
|
||||
var i orderbook.Item
|
||||
i.Amount = event.Remaining
|
||||
i.Price = event.Price
|
||||
if event.Side == "ask" {
|
||||
err := g.Websocket.Orderbook.Update(nil,
|
||||
[]orderbook.Item{i},
|
||||
resp.Currency,
|
||||
time.Now(),
|
||||
g.GetName(),
|
||||
asset.Spot)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
}
|
||||
} else {
|
||||
err := g.Websocket.Orderbook.Update([]orderbook.Item{i},
|
||||
nil,
|
||||
resp.Currency,
|
||||
time.Now(),
|
||||
g.GetName(),
|
||||
asset.Spot)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
g.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: resp.Currency,
|
||||
Asset: asset.Spot,
|
||||
Exchange: g.GetName()}
|
||||
}
|
||||
|
||||
case "heartbeat":
|
||||
|
||||
default:
|
||||
g.Websocket.DataHandler <- fmt.Errorf("gemini_websocket.go - unhandled data %s",
|
||||
resp.Raw)
|
||||
g.Websocket.DataHandler <- result
|
||||
case "initial":
|
||||
var result WsSubscriptionAcknowledgementResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "accepted":
|
||||
var result WsActiveOrdersResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "booked":
|
||||
var result WsOrderBookedResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "fill":
|
||||
var result WsOrderFilledResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "cancelled":
|
||||
var result WsOrderCancelledResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "closed":
|
||||
var result WsOrderClosedResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "heartbeat":
|
||||
var result WsHeartbeatResponse
|
||||
err := common.JSONDecode(resp.Raw, &result)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.Websocket.DataHandler <- result
|
||||
case "update":
|
||||
if resp.Currency.IsEmpty() {
|
||||
g.Websocket.DataHandler <- fmt.Errorf("%v - unhandled data %s",
|
||||
g.Name, resp.Raw)
|
||||
continue
|
||||
}
|
||||
var marketUpdate WsMarketUpdateResponse
|
||||
err := common.JSONDecode(resp.Raw, &marketUpdate)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
continue
|
||||
}
|
||||
g.wsProcessUpdate(marketUpdate, resp.Currency)
|
||||
default:
|
||||
g.Websocket.DataHandler <- fmt.Errorf("%v - unhandled data %s",
|
||||
g.Name, resp.Raw)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// wsProcessUpdate handles order book data
|
||||
func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pair) {
|
||||
if result.Timestamp == 0 && result.TimestampMS == 0 {
|
||||
var bids, asks []orderbook.Item
|
||||
for _, event := range result.Events {
|
||||
if event.Reason != "initial" {
|
||||
g.Websocket.DataHandler <- errors.New("gemini_websocket.go orderbook should be snapshot only")
|
||||
continue
|
||||
}
|
||||
|
||||
if event.Side == "ask" {
|
||||
asks = append(asks, orderbook.Item{
|
||||
Amount: event.Remaining,
|
||||
Price: event.Price,
|
||||
})
|
||||
} else {
|
||||
bids = append(bids, orderbook.Item{
|
||||
Amount: event.Remaining,
|
||||
Price: event.Price,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
var newOrderBook orderbook.Base
|
||||
newOrderBook.Asks = asks
|
||||
newOrderBook.Bids = bids
|
||||
newOrderBook.AssetType = asset.Spot
|
||||
newOrderBook.Pair = pair
|
||||
|
||||
err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook,
|
||||
g.GetName(),
|
||||
false)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
return
|
||||
}
|
||||
|
||||
g.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: pair,
|
||||
Asset: asset.Spot,
|
||||
Exchange: g.GetName()}
|
||||
} else {
|
||||
for _, event := range result.Events {
|
||||
if event.Type == "trade" {
|
||||
g.Websocket.DataHandler <- exchange.TradeData{
|
||||
Timestamp: time.Now(),
|
||||
CurrencyPair: pair,
|
||||
AssetType: asset.Spot,
|
||||
Exchange: g.Name,
|
||||
EventTime: result.Timestamp,
|
||||
Price: event.Price,
|
||||
Amount: event.Amount,
|
||||
Side: event.MakerSide,
|
||||
}
|
||||
|
||||
} else {
|
||||
var i orderbook.Item
|
||||
i.Amount = event.Remaining
|
||||
i.Price = event.Price
|
||||
if event.Side == "ask" {
|
||||
err := g.Websocket.Orderbook.Update(nil,
|
||||
[]orderbook.Item{i},
|
||||
pair,
|
||||
time.Now(),
|
||||
g.GetName(),
|
||||
asset.Spot)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
}
|
||||
} else {
|
||||
err := g.Websocket.Orderbook.Update([]orderbook.Item{i},
|
||||
nil,
|
||||
pair,
|
||||
time.Now(),
|
||||
g.GetName(),
|
||||
asset.Spot)
|
||||
if err != nil {
|
||||
g.Websocket.DataHandler <- err
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
g.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{Pair: pair,
|
||||
Asset: asset.Spot,
|
||||
Exchange: g.GetName()}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -480,3 +480,13 @@ func (g *Gemini) SubscribeToWebsocketChannels(channels []exchange.WebsocketChann
|
||||
func (g *Gemini) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
|
||||
return common.ErrFunctionNotSupported
|
||||
}
|
||||
|
||||
// GetSubscriptions returns a copied list of subscriptions
|
||||
func (g *Gemini) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
|
||||
return nil, common.ErrFunctionNotSupported
|
||||
}
|
||||
|
||||
// AuthenticateWebsocket sends an authentication message to the websocket
|
||||
func (g *Gemini) AuthenticateWebsocket() error {
|
||||
return common.ErrFunctionNotSupported
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user