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Websocket: Restructure files and types (#1859)

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* Websocket: Rename stream package

* Websocket: Rename Websocket to Manager

* Websocket: Replace explicit errs with common.NilGuard

* Websocket: Move websocket_types.go to types.go

* Websocket: Minor field comment and alignment in types

* Webosocket: Rename WebsocketConnection to Connection

* Alphapoint: Make gorilla ws import explicit

Just to avoid confusion with our own packages.

* Websocket: Move stream_match to match

* Websocket: Move websocket_connection to connection

* Websocket: Move websocket.go to manager.go

* Websocket: Break out all subscription methods into subscriptions.go

* Websocket: Move connection type into its file

* Websocket: Remove PositionUpdated

Type is not used anywhere

* Kraken: Use local constant for pong

Was the only use of websocket.Pong and doesn't really feel right to
represent kraken's api resp in one of our packages

* Websocket: Move connection sub-types to connection package

* Websocket: Move manager types into manager

* Websocket: Move ConnectionWrapper into manager

* Websocket: Move websocket_test to manager_test

* Websocket: Privatise connectionWrapper

* Websocket: Remaining types into types.go

These really belong somewhere else mostly, but this will do for now

* Websocket: Tidy up connection method vars

* Gofumpt: Moving package imports around

* Websocket: Rename errDuplicateConnectionSetup

* Websocket: Fix duplicate import of gws

* Websocket: Fix gofumpt -extra

* Websocket: Standardise import of gws across other pkgs

* Kraken: Remove unused sub conf consts

These were replaced by the generic Levels and Depth fields on all subs

* Websocket: Privitise ConnectioWrapper fields

* Websocket: inline single use var WebsocketNotAuthenticatedUsingRest

* Websocket: Move documentation to template

* Bithumb: Assertify TestWsHandleData
This commit is contained in:
Gareth Kirwan
2025-04-10 08:25:02 +02:00
committed by GitHub
parent 676b2e0367
commit b4e45e9a1b
119 changed files with 3169 additions and 3056 deletions
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140
cmd/documentation/internal_templates/internal_exchange_websocket_readme.tmpl Normal file
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{{define "internal exchange websocket" -}}
{{template "header" .}}
## Overview
The `websocket` package provides methods to manage connections and subscriptions for exchange websockets.
## Features
- Handle real-time market data streams
- Unified interface for managing data streams
- Multi-connection management - a system that can be used to manage multiple connections to the same exchange
- Connection monitoring - a system that can be used to monitor the health of the websocket connections. This can be used to check if the connection is still alive and if it is not, it will attempt to reconnect
- Traffic monitoring - will reconnect if no message is sent for a period of time defined in your config
- Subscription management - a system that can be used to manage subscriptions to various data streams
- Rate limiting - a system that can be used to rate limit the number of requests sent to the exchange
- Message ID generation - a system that can be used to generate message IDs for websocket requests
- Websocket message response matching - can be used to match websocket responses to the requests that were sent
## Usage
### Default single websocket connection
Example setup for the `websocket` package connection:
```go
package main
import (
"github.com/thrasher-corp/gocryptotrader/internal/exchange/websocket"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
)
type Exchange struct {
exchange.Base
}
// In the exchange wrapper this will set up the initial pointer field provided by exchange.Base
func (e *Exchange) SetDefault() {
e.Websocket = websocket.NewManager()
e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// In the exchange wrapper this is the original setup pattern for the websocket services
func (e *Exchange) Setup(exch *config.Exchange) error {
// This sets up global connection, sub, unsub and generate subscriptions for each connection defined below.
if err := e.Websocket.Setup(&websocket.ManagerSetup{
ExchangeConfig: exch,
DefaultURL: connectionURLString,
RunningURL: connectionURLString,
Connector: e.WsConnect,
Subscriber: e.Subscribe,
Unsubscriber: e.Unsubscribe,
GenerateSubscriptions: e.GenerateDefaultSubscriptions,
Features: &e.Features.Supports.WebsocketCapabilities,
MaxWebsocketSubscriptionsPerConnection: 240,
OrderbookBufferConfig: buffer.Config{ Checksum: e.CalculateUpdateOrderbookChecksum },
}); err != nil {
return err
}
// This is a public websocket connection
if err := ok.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: connectionURLString,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exchangeWebsocketResponseMaxLimit,
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
}); err != nil {
return err
}
// This is a private websocket connection
return ok.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: privateConnectionURLString,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exchangeWebsocketResponseMaxLimit,
Authenticated: true,
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
})
}
```
### Multiple websocket connections
The example below provides the now optional multi connection management system which allows for more connections
to be maintained and established based off URL, connections types, asset types etc.
```go
func (e *Exchange) Setup(exch *config.Exchange) error {
// This sets up global connection, sub, unsub and generate subscriptions for each connection defined below.
if err := e.Websocket.Setup(&websocket.ManagerSetup{
ExchangeConfig: exch,
Features: &e.Features.Supports.WebsocketCapabilities,
FillsFeed: e.Features.Enabled.FillsFeed,
TradeFeed: e.Features.Enabled.TradeFeed,
UseMultiConnectionManagement: true,
})
if err != nil {
return err
}
// Spot connection
err = g.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: connectionURLStringForSpot,
RateLimit: request.NewWeightedRateLimitByDuration(gateioWebsocketRateLimit),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
// Custom handlers for the specific connection:
Handler: e.WsHandleSpotData,
Subscriber: e.SpotSubscribe,
Unsubscriber: e.SpotUnsubscribe,
GenerateSubscriptions: e.GenerateDefaultSubscriptionsSpot,
Connector: e.WsConnectSpot,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
})
if err != nil {
return err
}
// Futures connection - USDT margined
err = g.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: connectionURLStringForSpotForFutures,
RateLimit: request.NewWeightedRateLimitByDuration(gateioWebsocketRateLimit),
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
// Custom handlers for the specific connection:
Handler: func(ctx context.Context, incoming []byte) error { return e.WsHandleFuturesData(ctx, incoming, asset.Futures) },
Subscriber: e.FuturesSubscribe,
Unsubscriber: e.FuturesUnsubscribe,
GenerateSubscriptions: func() (subscription.List, error) { return e.GenerateFuturesDefaultSubscriptions(currency.USDT) },
Connector: e.WsFuturesConnect,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
})
if err != nil {
return err
}
}
```
{{template "contributions"}}
{{template "donations" .}}
{{end}}