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websocket: Remove GenerateMessageID (#2008)

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* Exchanges: Remove example BespokeGenerateMessageID

* Okx: Replace conn.RequestIDGenerator with MesssageID

Continued overall direction to remove the closed-loop of e => conn => e
roundtrip for message ids

* Exchanges: Add MessageSequence

This method removes the either/or nature of message id generation.
We don't tie the message ids to connections, or to anything.
Consumers just call whichever they want, or even combine them as they
want.
Anything more complicated will need a separate installation anyway

* GateIO: Split usage of MessageID and MessageSequence

* Binance: Switch to UUID message IDs

* Kraken: Switch to e.MessageSequence

* Kucoin: Switch to MessageID

* HitBTC: Switch to UUIDv7 for ws message ID

* Bybit: Switch to UUIDv7 for ws message ID

* Bitfinex: Switch to UUIDv7 and MessageSequence

Tested CID - It accepts 53 bits only for an int, so MessageSequence
makes sense. Can't use MessageID

* Websocket: Remove now unused MessageID function

Moved all MessageID usage into funcs and onto base methods, to remove
the closed loop of message IDs

* Docs: Update guidance for message signatures
This commit is contained in:
Gareth Kirwan
2025-10-24 07:14:24 +07:00
committed by GitHub
parent 0f70cfd8b6
commit bda9bbec66
33 changed files with 137 additions and 224 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
cmd/documentation/exchange_templates/exchange_websocket_readme.tmpl
View File

@@ -109,7 +109,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Unsubscriber: e.SpotUnsubscribe,
GenerateSubscriptions: e.GenerateDefaultSubscriptionsSpot,
Connector: e.WsConnectSpot,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
}); err != nil {
return err
}
@@ -125,7 +124,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Unsubscriber: e.FuturesUnsubscribe,
GenerateSubscriptions: func() (subscription.List, error) { return e.GenerateFuturesDefaultSubscriptions(currency.USDT) },
Connector: e.WsFuturesConnect,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
}); err != nil {
return err
}

5
docs/ADD_NEW_EXCHANGE.md
View File

@@ -361,8 +361,9 @@ Ensure each endpoint is implemented and has an associated test to improve test c
#### Message IDs
Use e.MessageID() to get a UUIDv7 if the exchange supports unique string IDs. Otherwise override MessageID with a suitable alternative.
For example: Consider common.Counter for simple integer IDs if uniqueness isn't critical.
* e.MessageID() to get a UUIDv7 if the exchange supports unique string IDs
* e.MessageSequence() to get a simple integer ID if uniqueness is not critical
* Otherwise override MessageID with a suitable alternative
#### Authenticated functions

2
exchange/websocket/README.md
View File

@@ -127,7 +127,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Unsubscriber: e.SpotUnsubscribe,
GenerateSubscriptions: e.GenerateDefaultSubscriptionsSpot,
Connector: e.WsConnectSpot,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
}); err != nil {
return err
}
@@ -143,7 +142,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Unsubscriber: e.FuturesUnsubscribe,
GenerateSubscriptions: func() (subscription.List, error) { return e.GenerateFuturesDefaultSubscriptions(currency.USDT) },
Connector: e.WsFuturesConnect,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
}); err != nil {
return err
}

38
exchange/websocket/connection.go
View File

@@ -5,11 +5,9 @@ import (
"compress/flate"
"compress/gzip"
"context"
"crypto/rand"
"errors"
"fmt"
"io"
"math/big"
"net"
"net/http"
"net/url"
@@ -38,10 +36,6 @@ type Connection interface {
Dial(context.Context, *gws.Dialer, http.Header) error
ReadMessage() Response
SetupPingHandler(request.EndpointLimit, PingHandler)
// GenerateMessageID generates a message ID for the individual connection. If a bespoke function is set
// (by using SetupNewConnection) it will use that, otherwise it will use the defaultGenerateMessageID function
// defined in websocket_connection.go.
GenerateMessageID(highPrecision bool) int64
// SendMessageReturnResponse will send a WS message to the connection and wait for response
SendMessageReturnResponse(ctx context.Context, epl request.EndpointLimit, signature, request any) ([]byte, error)
// SendMessageReturnResponses will send a WS message to the connection and wait for N responses
@@ -94,10 +88,6 @@ type ConnectionSetup struct {
// received from the exchange's websocket server. This function should
// handle the incoming message and pass it to the appropriate data handler.
Handler func(ctx context.Context, conn Connection, incoming []byte) error
// RequestIDGenerator is a function that returns a unique message ID.
// This is useful for when an exchange connection requires a unique or
// structured message ID for each message sent.
RequestIDGenerator func() int64
// Authenticate will be called to authenticate the connection
Authenticate func(ctx context.Context, conn Connection) error
// MessageFilter defines the criteria used to match messages to a specific connection.
@@ -135,7 +125,6 @@ type connection struct {
ResponseMaxLimit time.Duration
Traffic chan struct{}
readMessageErrors chan error
requestIDGenerator func() int64
}
// Dial sets proxy urls and then connects to the websocket
@@ -337,33 +326,6 @@ func (c *connection) parseBinaryResponse(resp []byte) ([]byte, error) {
return standardMessage, reader.Close()
}
// GenerateMessageID generates a message ID for the individual connection.
// If a bespoke function is set (by using SetupNewConnection) it will use that,
// otherwise it will use the defaultGenerateMessageID function.
func (c *connection) GenerateMessageID(highPrec bool) int64 {
if c.requestIDGenerator != nil {
return c.requestIDGenerator()
}
return c.defaultGenerateMessageID(highPrec)
}
// defaultGenerateMessageID generates the default message ID
func (c *connection) defaultGenerateMessageID(highPrec bool) int64 {
var minValue int64 = 1e8
var maxValue int64 = 2e8
if highPrec {
maxValue = 2e12
minValue = 1e12
}
// utilization of hard coded positive numbers and default crypto/rand
// io.reader will panic on error instead of returning
randomNumber, err := rand.Int(rand.Reader, big.NewInt(maxValue-minValue+1))
if err != nil {
panic(err)
}
return randomNumber.Int64() + minValue
}
// Shutdown shuts down and closes specific connection
func (c *connection) Shutdown() error {
if err := common.NilGuard(c, c.Connection); err != nil {

3
exchange/websocket/manager.go
View File

@@ -305,7 +305,7 @@ func (m *Manager) SetupNewConnection(c *ConnectionSetup) error {
return err
}
if c.ResponseCheckTimeout == 0 && c.ResponseMaxLimit == 0 && c.RateLimit == nil && c.URL == "" && c.ConnectionLevelReporter == nil && c.RequestIDGenerator == nil {
if c.ResponseCheckTimeout == 0 && c.ResponseMaxLimit == 0 && c.RateLimit == nil && c.URL == "" && c.ConnectionLevelReporter == nil {
return fmt.Errorf("%w: %w", errConnSetup, errExchangeConfigEmpty)
}
@@ -401,7 +401,6 @@ func (m *Manager) getConnectionFromSetup(c *ConnectionSetup) *connection {
Match: match,
RateLimit: c.RateLimit,
Reporter: c.ConnectionLevelReporter,
requestIDGenerator: c.RequestIDGenerator,
RateLimitDefinitions: m.rateLimitDefinitions,
}
}

35
exchange/websocket/manager_test.go
View File

@@ -564,7 +564,7 @@ func TestSendMessageReturnResponse(t *testing.T) {
Subscription: testRequestData{
Name: "ticker",
},
RequestID: wc.GenerateMessageID(false),
RequestID: 12345,
}
_, err = wc.SendMessageReturnResponse(t.Context(), request.Unset, req.RequestID, req)
@@ -758,37 +758,6 @@ func TestCanUseAuthenticatedWebsocketForWrapper(t *testing.T) {
assert.True(t, ws.CanUseAuthenticatedWebsocketForWrapper(), "CanUseAuthenticatedWebsocketForWrapper should return true")
}
func TestGenerateMessageID(t *testing.T) {
t.Parallel()
wc := connection{}
const spins = 1000
ids := make([]int64, spins)
for i := range spins {
id := wc.GenerateMessageID(true)
assert.NotContains(t, ids, id, "GenerateMessageID should not generate the same ID twice")
ids[i] = id
}
wc.requestIDGenerator = func() int64 { return 42 }
assert.EqualValues(t, 42, wc.GenerateMessageID(true), "GenerateMessageID should use bespokeGenerateMessageID")
}
// 7002502 166.7 ns/op 48 B/op 3 allocs/op
func BenchmarkGenerateMessageID_High(b *testing.B) {
wc := connection{}
for b.Loop() {
_ = wc.GenerateMessageID(true)
}
}
// 6536250 186.1 ns/op 48 B/op 3 allocs/op
func BenchmarkGenerateMessageID_Low(b *testing.B) {
wc := connection{}
for b.Loop() {
_ = wc.GenerateMessageID(false)
}
}
func TestCheckWebsocketURL(t *testing.T) {
err := checkWebsocketURL("")
assert.ErrorIs(t, err, errInvalidWebsocketURL, "checkWebsocketURL should error correctly on empty string")
@@ -1135,7 +1104,7 @@ func TestLatency(t *testing.T) {
Event: "subscribe",
Pairs: []string{currency.NewPairWithDelimiter("XBT", "USD", "/").String()},
Subscription: testRequestData{Name: "ticker"},
RequestID: wc.GenerateMessageID(false),
RequestID: 12346,
}
_, err = wc.SendMessageReturnResponse(t.Context(), request.Unset, req.RequestID, req)

4
exchanges/binance/binance_test.go
View File

@@ -1998,7 +1998,7 @@ func TestSubscribe(t *testing.T) {
var req WsPayload
require.NoError(tb, json.Unmarshal(msg, &req), "Unmarshal must not error")
require.ElementsMatch(tb, req.Params, exp, "Params must have correct channels")
return w.WriteMessage(gws.TextMessage, fmt.Appendf(nil, `{"result":null,"id":%d}`, req.ID))
return w.WriteMessage(gws.TextMessage, fmt.Appendf(nil, `{"result":null,"id":"%s"}`, req.ID))
}
e = testexch.MockWsInstance[Exchange](t, mockws.CurryWsMockUpgrader(t, mock))
} else {
@@ -2020,7 +2020,7 @@ func TestSubscribeBadResp(t *testing.T) {
var req WsPayload
err := json.Unmarshal(msg, &req)
require.NoError(tb, err, "Unmarshal must not error")
return w.WriteMessage(gws.TextMessage, fmt.Appendf(nil, `{"result":{"error":"carrots"},"id":%d}`, req.ID))
return w.WriteMessage(gws.TextMessage, fmt.Appendf(nil, `{"result":{"error":"carrots"},"id":"%s"}`, req.ID))
}
b := testexch.MockWsInstance[Exchange](t, mockws.CurryWsMockUpgrader(t, mock))
err := b.Subscribe(channels)

2
exchanges/binance/binance_types.go
View File

@@ -837,7 +837,7 @@ type WsListStatusData struct {
type WsPayload struct {
Method string `json:"method"`
Params []string `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// CrossMarginInterestData stores cross margin data for borrowing

4
exchanges/binance/binance_websocket.go
View File

@@ -166,7 +166,7 @@ func (e *Exchange) wsReadData() {
}
func (e *Exchange) wsHandleData(respRaw []byte) error {
if id, err := jsonparser.GetInt(respRaw, "id"); err == nil {
if id, err := jsonparser.GetString(respRaw, "id"); err == nil {
if e.Websocket.Match.IncomingWithData(id, respRaw) {
return nil
}
@@ -570,7 +570,7 @@ func (e *Exchange) manageSubs(ctx context.Context, op string, subs subscription.
}
req := WsPayload{
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
Method: op,
Params: subs.QualifiedChannels(),
}

4
exchanges/bitfinex/bitfinex_websocket.go
View File

@@ -1716,7 +1716,7 @@ func (e *Exchange) subscribeToChan(ctx context.Context, subs subscription.List)
// subId is a single round-trip identifier that provides linking sub requests to chanIDs
// Although docs only mention subId for wsBookChannel, it works for all chans
subID := strconv.FormatInt(e.Websocket.Conn.GenerateMessageID(false), 10)
subID := e.MessageID()
req["subId"] = subID
// Add a temporary Key so we can find this Sub when we get the resp without delay or context switch
@@ -1829,7 +1829,7 @@ func (e *Exchange) WsSendAuth(ctx context.Context) error {
// WsNewOrder authenticated new order request
func (e *Exchange) WsNewOrder(ctx context.Context, data *WsNewOrderRequest) (string, error) {
data.CustomID = e.Websocket.AuthConn.GenerateMessageID(false)
data.CustomID = e.MessageSequence()
req := makeRequestInterface(wsOrderNew, data)
resp, err := e.Websocket.AuthConn.SendMessageReturnResponse(ctx, request.Unset, data.CustomID, req)
if err != nil {

3
exchanges/bybit/bybit.go
View File

@@ -29,8 +29,7 @@ import (
type Exchange struct {
exchange.Base
messageIDSeq common.Counter
account accountTypeHolder
account accountTypeHolder
}
const (

1
exchanges/bybit/bybit_test.go
View File

@@ -2936,7 +2936,6 @@ type FixtureConnection struct {
websocket.Connection
}
func (d *FixtureConnection) GenerateMessageID(bool) int64 { return 1337 }
func (d *FixtureConnection) SetupPingHandler(request.EndpointLimit, websocket.PingHandler) {}
func (d *FixtureConnection) Dial(context.Context, *gws.Dialer, http.Header) error { return d.dialError }

16
exchanges/bybit/bybit_websocket.go
View File

@@ -102,7 +102,7 @@ func (e *Exchange) WsConnect(ctx context.Context, conn websocket.Connection) err
// WebsocketAuthenticatePrivateConnection sends an authentication message to the private websocket for inbound account
// data
func (e *Exchange) WebsocketAuthenticatePrivateConnection(ctx context.Context, conn websocket.Connection) error {
req, err := e.GetAuthenticationPayload(ctx, strconv.FormatInt(conn.GenerateMessageID(false), 10))
req, err := e.GetAuthenticationPayload(ctx, e.MessageID())
if err != nil {
return err
}
@@ -170,7 +170,7 @@ func (e *Exchange) GetAuthenticationPayload(ctx context.Context, requestID strin
}, nil
}
func (e *Exchange) handleSubscriptions(conn websocket.Connection, operation string, subs subscription.List) (args []SubscriptionArgument, err error) {
func (e *Exchange) handleSubscriptions(_ websocket.Connection, operation string, subs subscription.List) (args []SubscriptionArgument, err error) {
subs, err = subs.ExpandTemplates(e)
if err != nil {
return
@@ -181,7 +181,7 @@ func (e *Exchange) handleSubscriptions(conn websocket.Connection, operation stri
args = append(args, SubscriptionArgument{
auth: b[0].Authenticated,
Operation: operation,
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
Arguments: b.QualifiedChannels(),
associatedSubs: b,
})
@@ -719,7 +719,7 @@ func hasPotentialDelimiter(a asset.Item) bool {
// TODO: Remove this function when template expansion is across all assets
func (e *Exchange) submitDirectSubscription(ctx context.Context, conn websocket.Connection, a asset.Item, operation string, channelsToSubscribe subscription.List) error {
payloads, err := e.directSubscriptionPayload(conn, a, operation, channelsToSubscribe)
payloads, err := e.directSubscriptionPayload(a, operation, channelsToSubscribe)
if err != nil {
return err
}
@@ -757,17 +757,17 @@ func (e *Exchange) submitDirectSubscription(ctx context.Context, conn websocket.
}
// TODO: Remove this function when template expansion is across all assets
func (e *Exchange) directSubscriptionPayload(conn websocket.Connection, assetType asset.Item, operation string, channelsToSubscribe subscription.List) ([]SubscriptionArgument, error) {
func (e *Exchange) directSubscriptionPayload(assetType asset.Item, operation string, channelsToSubscribe subscription.List) ([]SubscriptionArgument, error) {
var args []SubscriptionArgument
arg := SubscriptionArgument{
Operation: operation,
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
Arguments: []string{},
}
authArg := SubscriptionArgument{
auth: true,
Operation: operation,
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
Arguments: []string{},
}
@@ -812,7 +812,7 @@ func (e *Exchange) directSubscriptionPayload(conn websocket.Connection, assetTyp
args = append(args, arg)
arg = SubscriptionArgument{
Operation: operation,
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
Arguments: []string{},
}
}

6
exchanges/bybit/bybit_websocket_requests.go
View File

@@ -75,9 +75,6 @@ func (e *Exchange) sendWebsocketTradeRequest(ctx context.Context, op, orderLinkI
return nil, err
}
tn := time.Now()
requestID := strconv.FormatInt(outbound.GenerateMessageID(false), 10)
// Set up a listener to wait for the response to come back from the inbound connection. The request is sent through
// the outbound trade connection, the response can come back through the inbound private connection before the
// outbound connection sends its acknowledgement.
@@ -86,9 +83,10 @@ func (e *Exchange) sendWebsocketTradeRequest(ctx context.Context, op, orderLinkI
return nil, err
}
requestID := e.MessageID()
outResp, err := outbound.SendMessageReturnResponse(ctx, limit, requestID, WebsocketGeneralPayload{
RequestID: requestID,
Header: map[string]string{"X-BAPI-TIMESTAMP": strconv.FormatInt(tn.UnixMilli(), 10)},
Header: map[string]string{"X-BAPI-TIMESTAMP": strconv.FormatInt(time.Now().UnixMilli(), 10)},
Operation: op,
Arguments: []any{payload},
})

11
exchanges/bybit/bybit_wrapper.go
View File

@@ -255,7 +255,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleData(conn, asset.Spot, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
}); err != nil {
return err
}
@@ -277,7 +276,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleData(conn, asset.Options, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
}); err != nil {
return err
}
@@ -305,8 +303,7 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleData(conn, asset.USDTMarginedFutures, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
MessageFilter: asset.USDTMarginedFutures, // Unused but it allows us to differentiate between the two linear futures types.
MessageFilter: asset.USDTMarginedFutures, // Unused but it allows us to differentiate between the two linear futures types.
}); err != nil {
return err
}
@@ -334,8 +331,7 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleData(conn, asset.USDCMarginedFutures, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
MessageFilter: asset.USDCMarginedFutures, // Unused but it allows us to differentiate between the two linear futures types.
MessageFilter: asset.USDCMarginedFutures, // Unused but it allows us to differentiate between the two linear futures types.
}); err != nil {
return err
}
@@ -357,7 +353,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleData(conn, asset.CoinMarginedFutures, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
}); err != nil {
return err
}
@@ -376,7 +371,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(_ context.Context, conn websocket.Connection, resp []byte) error {
return e.wsHandleTradeData(conn, resp)
},
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
Authenticate: e.WebsocketAuthenticateTradeConnection,
MessageFilter: OutboundTradeConnection,
SubscriptionsNotRequired: true,
@@ -400,7 +394,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Subscriber: e.authSubscribe,
Unsubscriber: e.authUnsubscribe,
Handler: e.wsHandleAuthenticatedData,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
Authenticate: e.WebsocketAuthenticatePrivateConnection,
MessageFilter: InboundPrivateConnection,
})

6
exchanges/exchange.go
View File

@@ -1960,3 +1960,9 @@ func (*Base) WebsocketCancelOrder(context.Context, *order.Cancel) error {
func (b *Base) MessageID() string {
return uuid.Must(uuid.NewV7()).String()
}
// MessageSequence returns a sequential message sequence number from common.Counter
// It is not universally unique but should be unique and sequential within each *Base instance
func (b *Base) MessageSequence() int64 {
return b.messageSequence.IncrementAndGet()
}

2
exchanges/exchange_types.go
View File

@@ -4,6 +4,7 @@ import (
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
@@ -257,6 +258,7 @@ type Base struct {
AssetWebsocketSupport
*currencystate.States
messageSequence common.Counter
}
// url lookup consts

5
exchanges/gateio/gateio_test.go
View File

@@ -2768,7 +2768,6 @@ func TestGetSettlementCurrency(t *testing.T) {
type FixtureConnection struct{ websocket.Connection }
func (d *FixtureConnection) GenerateMessageID(bool) int64 { return 1337 }
func (d *FixtureConnection) SendMessageReturnResponse(context.Context, request.EndpointLimit, any, any) ([]byte, error) {
return []byte(`{"time":1726121320,"time_ms":1726121320745,"id":1,"conn_id":"f903779a148987ca","trace_id":"d8ee37cd14347e4ed298d44e69aedaa7","channel":"spot.tickers","event":"subscribe","payload":["BRETT_USDT"],"result":{"status":"success"},"requestId":"d8ee37cd14347e4ed298d44e69aedaa7"}`), nil
}
@@ -2778,12 +2777,12 @@ func TestHandleSubscriptions(t *testing.T) {
subs := subscription.List{{Channel: subscription.OrderbookChannel}}
err := e.handleSubscription(t.Context(), &FixtureConnection{}, subscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
err := e.handleSubscription(t.Context(), &FixtureConnection{}, subscribeEvent, subs, func(context.Context, string, subscription.List) ([]WsInput, error) {
return []WsInput{{}}, nil
})
require.NoError(t, err)
err = e.handleSubscription(t.Context(), &FixtureConnection{}, unsubscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
err = e.handleSubscription(t.Context(), &FixtureConnection{}, unsubscribeEvent, subs, func(context.Context, string, subscription.List) ([]WsInput, error) {
return []WsInput{{}}, nil
})
require.NoError(t, err)

14
exchanges/gateio/gateio_websocket.go
View File

@@ -124,7 +124,7 @@ func (e *Exchange) websocketLogin(ctx context.Context, conn websocket.Connection
signature := hex.EncodeToString(mac.Sum(nil))
payload := WebsocketPayload{
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
APIKey: creds.Key,
Signature: signature,
Timestamp: strconv.FormatInt(tn, 10),
@@ -640,7 +640,7 @@ func (e *Exchange) manageSubs(ctx context.Context, event string, conn websocket.
for _, s := range subs {
if err := func() error {
msg, err := e.manageSubReq(ctx, event, conn, s)
msg, err := e.manageSubReq(ctx, event, s)
if err != nil {
return err
}
@@ -667,9 +667,9 @@ func (e *Exchange) manageSubs(ctx context.Context, event string, conn websocket.
}
// manageSubReq constructs the subscription management message for a subscription
func (e *Exchange) manageSubReq(ctx context.Context, event string, conn websocket.Connection, s *subscription.Subscription) (*WsInput, error) {
func (e *Exchange) manageSubReq(ctx context.Context, event string, s *subscription.Subscription) (*WsInput, error) {
req := &WsInput{
ID: conn.GenerateMessageID(false),
ID: e.MessageSequence(),
Event: event,
Channel: channelName(s),
Time: time.Now().Unix(),
@@ -886,11 +886,11 @@ const subTplText = `
`
// GeneratePayload returns the payload for a websocket message
type GeneratePayload func(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error)
type GeneratePayload func(ctx context.Context, event string, channelsToSubscribe subscription.List) ([]WsInput, error)
// handleSubscription sends a websocket message to receive data from the channel
func (e *Exchange) handleSubscription(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List, generatePayload GeneratePayload) error {
payloads, err := generatePayload(ctx, conn, event, channelsToSubscribe)
payloads, err := generatePayload(ctx, event, channelsToSubscribe)
if err != nil {
return err
}
@@ -941,7 +941,7 @@ func (e *Exchange) SendWebsocketRequest(ctx context.Context, epl request.Endpoin
Channel: channel,
Event: "api",
Payload: WebsocketPayload{
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestID: e.MessageID(),
RequestParam: paramPayload,
Timestamp: strconv.FormatInt(tn, 10),
},

4
exchanges/gateio/gateio_websocket_delivery_futures.go
View File

@@ -111,7 +111,7 @@ func (e *Exchange) DeliveryFuturesUnsubscribe(ctx context.Context, conn websocke
return e.handleSubscription(ctx, conn, unsubscribeEvent, channelsToUnsubscribe, e.generateDeliveryFuturesPayload)
}
func (e *Exchange) generateDeliveryFuturesPayload(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
func (e *Exchange) generateDeliveryFuturesPayload(ctx context.Context, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
if len(channelsToSubscribe) == 0 {
return nil, errors.New("cannot generate payload, no channels supplied")
}
@@ -194,7 +194,7 @@ func (e *Exchange) generateDeliveryFuturesPayload(ctx context.Context, conn webs
}
}
outbound = append(outbound, WsInput{
ID: conn.GenerateMessageID(false),
ID: e.MessageSequence(),
Event: event,
Channel: channelsToSubscribe[i].Channel,
Payload: params,

4
exchanges/gateio/gateio_websocket_futures.go
View File

@@ -194,7 +194,7 @@ func (e *Exchange) WsHandleFuturesData(ctx context.Context, conn websocket.Conne
}
}
func (e *Exchange) generateFuturesPayload(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
func (e *Exchange) generateFuturesPayload(ctx context.Context, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
if len(channelsToSubscribe) == 0 {
return nil, errors.New("cannot generate payload, no channels supplied")
}
@@ -280,7 +280,7 @@ func (e *Exchange) generateFuturesPayload(ctx context.Context, conn websocket.Co
}
}
outbound = append(outbound, WsInput{
ID: conn.GenerateMessageID(false),
ID: e.MessageSequence(),
Event: event,
Channel: channelsToSubscribe[i].Channel,
Payload: params,

4
exchanges/gateio/gateio_websocket_option.go
View File

@@ -160,7 +160,7 @@ getEnabledPairs:
return subscriptions, nil
}
func (e *Exchange) generateOptionsPayload(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
func (e *Exchange) generateOptionsPayload(ctx context.Context, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
if len(channelsToSubscribe) == 0 {
return nil, errors.New("cannot generate payload, no channels supplied")
}
@@ -262,7 +262,7 @@ func (e *Exchange) generateOptionsPayload(ctx context.Context, conn websocket.Co
params...)
}
payloads[i] = WsInput{
ID: conn.GenerateMessageID(false),
ID: e.MessageSequence(),
Event: event,
Channel: channelsToSubscribe[i].Channel,
Payload: params,

15
exchanges/gateio/gateio_wrapper.go
View File

@@ -219,7 +219,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Connector: e.WsConnectSpot,
Authenticate: e.authenticateSpot,
MessageFilter: asset.Spot,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -237,10 +236,9 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
GenerateSubscriptions: func() (subscription.List, error) {
return e.GenerateFuturesDefaultSubscriptions(asset.USDTMarginedFutures)
},
Connector: e.WsFuturesConnect,
Authenticate: e.authenticateFutures,
MessageFilter: asset.USDTMarginedFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
Connector: e.WsFuturesConnect,
Authenticate: e.authenticateFutures,
MessageFilter: asset.USDTMarginedFutures,
})
if err != nil {
return err
@@ -259,9 +257,8 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
GenerateSubscriptions: func() (subscription.List, error) {
return e.GenerateFuturesDefaultSubscriptions(asset.CoinMarginedFutures)
},
Connector: e.WsFuturesConnect,
MessageFilter: asset.CoinMarginedFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
Connector: e.WsFuturesConnect,
MessageFilter: asset.CoinMarginedFutures,
})
if err != nil {
return err
@@ -281,7 +278,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
GenerateSubscriptions: e.GenerateDeliveryFuturesDefaultSubscriptions,
Connector: e.WsDeliveryFuturesConnect,
MessageFilter: asset.DeliveryFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -298,7 +294,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
GenerateSubscriptions: e.GenerateOptionsDefaultSubscriptions,
Connector: e.WsOptionsConnect,
MessageFilter: asset.Options,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
}

14
exchanges/hitbtc/hitbtc_test.go
View File

@@ -568,7 +568,7 @@ func TestWsGetCurrenciesJSON(t *testing.T) {
"delisted": false,
"payoutFee": "0.001"
},
"id": 123
"id": "c4ce77f5-1c50-435a-b623-4961191ca129"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -589,7 +589,7 @@ func TestWsGetSymbolsJSON(t *testing.T) {
"provideLiquidityRate": "-0.0001",
"feeCurrency": "BTC"
},
"id": 123
"id": "1c847290-b366-412b-b8f5-dc630ed5b147"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -744,7 +744,7 @@ func TestWsSubmitOrderJSON(t *testing.T) {
"updatedAt": "2017-10-20T12:29:43.166Z",
"reportType": "new"
},
"id": 123
"id": "99f55c70-1166-49a7-87e9-3b54a00ad893"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -771,7 +771,7 @@ func TestWsCancelOrderJSON(t *testing.T) {
"updatedAt": "2017-10-20T12:31:26.174Z",
"reportType": "canceled"
},
"id": 123
"id": "2ce46937-2770-4453-ac99-ee87939bf5bb"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -799,7 +799,7 @@ func TestWsCancelReplaceJSON(t *testing.T) {
"reportType": "replaced",
"originalRequestClientOrderId": "9cbe79cb6f864b71a811402a48d4b5b1"
},
"id": 123
"id": "91e925d3-3b95-4e29-8ae7-938fd5006709"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -827,7 +827,7 @@ func TestWsGetTradesRequestResponse(t *testing.T) {
"reserved": "0.00200000"
}
],
"id": 123
"id": "4b1f1391-215e-4d12-972c-5cea9d50edf4"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {
@@ -857,7 +857,7 @@ func TestWsGetActiveOrdersRequestJSON(t *testing.T) {
"originalRequestClientOrderId": "9cbe79cb6f864b71a811402a48d4b5b1"
}
],
"id": 123
"id": "9e67b440-2eec-445a-be3a-e81f962c8391"
}`)
err := e.wsHandleData(pressXToJSON)
if err != nil {

42
exchanges/hitbtc/hitbtc_types.go
View File

@@ -283,7 +283,7 @@ type capture struct {
Method string `json:"method,omitempty"`
Result any `json:"result"`
Error ResponseError `json:"error"`
ID int64 `json:"id,omitempty"`
ID string `json:"id,omitempty"`
}
// ResponseError contains error codes from JSON responses
@@ -297,7 +297,7 @@ type WsRequest struct {
JSONRPCVersion string `json:"jsonrpc,omitempty"`
Method string `json:"method"`
Params *WsParams `json:"params,omitempty"`
ID int64 `json:"id,omitempty"`
ID string `json:"id,omitempty"`
}
// WsParams are websocket params for a request
@@ -359,7 +359,7 @@ type WsTrade struct {
type WsLoginRequest struct {
Method string `json:"method"`
Params WsLoginData `json:"params"`
ID int64 `json:"id,omitempty"`
ID string `json:"id,omitempty"`
}
// WsLoginData sets credentials for WsLoginRequest
@@ -378,17 +378,17 @@ type wsActiveOrdersResponse struct {
type wsReportResponse struct {
OrderData wsOrderData `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
type wsOrderResponse struct {
OrderData wsOrderData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
}
type wsActiveOrderRequestResponse struct {
OrderData []wsOrderData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// wsOrderData Active order data for WsActiveOrdersResponse
@@ -446,12 +446,12 @@ type WsReportResponseData struct {
type WsSubmitOrderRequest struct {
Method string `json:"method"`
Params WsSubmitOrderRequestData `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// WsSubmitOrderRequestData WS request data
type WsSubmitOrderRequestData struct {
ClientOrderID int64 `json:"clientOrderId,string,omitempty"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol string `json:"symbol"`
Side string `json:"side"`
Price float64 `json:"price,string"`
@@ -461,7 +461,7 @@ type WsSubmitOrderRequestData struct {
// WsSubmitOrderSuccessResponse WS response
type WsSubmitOrderSuccessResponse struct {
Result WsSubmitOrderSuccessResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -499,7 +499,7 @@ type WsSubmitOrderErrorResponseData struct {
// WsCancelOrderResponse WS response
type WsCancelOrderResponse struct {
Result WsCancelOrderResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -524,7 +524,7 @@ type WsCancelOrderResponseData struct {
// WsReplaceOrderResponse WS response
type WsReplaceOrderResponse struct {
Result WsReplaceOrderResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -550,7 +550,7 @@ type WsReplaceOrderResponseData struct {
// WsGetActiveOrdersResponse WS response
type WsGetActiveOrdersResponse struct {
Result []WsGetActiveOrdersResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -576,7 +576,7 @@ type WsGetActiveOrdersResponseData struct {
// WsGetTradingBalanceResponse WS response
type WsGetTradingBalanceResponse struct {
Result []WsGetTradingBalanceResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -591,7 +591,7 @@ type WsGetTradingBalanceResponseData struct {
type WsCancelOrderRequest struct {
Method string `json:"method"`
Params WsCancelOrderRequestData `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// WsCancelOrderRequestData WS request data
@@ -603,7 +603,7 @@ type WsCancelOrderRequestData struct {
type WsReplaceOrderRequest struct {
Method string `json:"method"`
Params WsReplaceOrderRequestData `json:"params"`
ID int64 `json:"id,omitempty"`
ID string `json:"id,omitempty"`
}
// WsReplaceOrderRequestData WS request data
@@ -618,7 +618,7 @@ type WsReplaceOrderRequestData struct {
type WsGetCurrenciesRequest struct {
Method string `json:"method"`
Params WsGetCurrenciesRequestParameters `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// WsGetCurrenciesRequestParameters parameters
@@ -629,7 +629,7 @@ type WsGetCurrenciesRequestParameters struct {
// WsGetCurrenciesResponse currency response
type WsGetCurrenciesResponse struct {
Result WsGetCurrenciesResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -652,7 +652,7 @@ type WsGetCurrenciesResponseData struct {
type WsGetSymbolsRequest struct {
Method string `json:"method"`
Params WsGetSymbolsRequestParameters `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// WsGetSymbolsRequestParameters request parameters
@@ -663,7 +663,7 @@ type WsGetSymbolsRequestParameters struct {
// WsGetSymbolsResponse symbol response
type WsGetSymbolsResponse struct {
Result WsGetSymbolsResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}
@@ -683,7 +683,7 @@ type WsGetSymbolsResponseData struct {
type WsGetTradesRequest struct {
Method string `json:"method"`
Params WsGetTradesRequestParameters `json:"params"`
ID int64 `json:"id"`
ID string `json:"id"`
}
// WsGetTradesRequestParameters trade request params
@@ -698,7 +698,7 @@ type WsGetTradesRequestParameters struct {
type WsGetTradesResponse struct {
Jsonrpc string `json:"jsonrpc"`
Result WsGetTradesResponseData `json:"result"`
ID int64 `json:"id"`
ID string `json:"id"`
Error ResponseError `json:"error"`
}

22
exchanges/hitbtc/hitbtc_websocket.go
View File

@@ -102,7 +102,7 @@ func (e *Exchange) wsGetTableName(respRaw []byte) (string, error) {
if init.Error.Code == errAuthFailed {
e.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
if init.ID > 0 {
if init.ID != "" {
if e.Websocket.Match.IncomingWithData(init.ID, respRaw) {
return "", nil
}
@@ -519,7 +519,7 @@ func (e *Exchange) manageSubs(ctx context.Context, op string, subs subscription.
for _, s := range subs {
r := WsRequest{
JSONRPCVersion: rpcVersion,
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
if err := json.Unmarshal([]byte(s.QualifiedChannel), &r); err != nil {
errs = common.AppendError(errs, err)
@@ -565,7 +565,7 @@ func (e *Exchange) wsLogin(ctx context.Context) error {
Nonce: n,
Signature: hex.EncodeToString(hmac),
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
err = e.Websocket.Conn.SendJSONMessage(ctx, request.Unset, req)
@@ -583,7 +583,7 @@ func (e *Exchange) wsPlaceOrder(ctx context.Context, pair currency.Pair, side st
return nil, fmt.Errorf("%v not authenticated, cannot place order", e.Name)
}
id := e.Websocket.Conn.GenerateMessageID(false)
id := e.MessageID()
fPair, err := e.FormatExchangeCurrency(pair, asset.Spot)
if err != nil {
return nil, err
@@ -625,7 +625,7 @@ func (e *Exchange) wsCancelOrder(ctx context.Context, clientOrderID string) (*Ws
Params: WsCancelOrderRequestData{
ClientOrderID: clientOrderID,
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -655,7 +655,7 @@ func (e *Exchange) wsReplaceOrder(ctx context.Context, clientOrderID string, qua
Quantity: quantity,
Price: price,
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -680,7 +680,7 @@ func (e *Exchange) wsGetActiveOrders(ctx context.Context) (*wsActiveOrdersRespon
req := WsReplaceOrderRequest{
Method: "getOrders",
Params: WsReplaceOrderRequestData{},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -705,7 +705,7 @@ func (e *Exchange) wsGetTradingBalance(ctx context.Context) (*WsGetTradingBalanc
req := WsReplaceOrderRequest{
Method: "getTradingBalance",
Params: WsReplaceOrderRequestData{},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -729,7 +729,7 @@ func (e *Exchange) wsGetCurrencies(ctx context.Context, currencyItem currency.Co
Params: WsGetCurrenciesRequestParameters{
Currency: currencyItem,
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -758,7 +758,7 @@ func (e *Exchange) wsGetSymbols(ctx context.Context, c currency.Pair) (*WsGetSym
Params: WsGetSymbolsRequestParameters{
Symbol: fPair.String(),
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {
@@ -790,7 +790,7 @@ func (e *Exchange) wsGetTrades(ctx context.Context, c currency.Pair, limit int64
Sort: sort,
By: by,
},
ID: e.Websocket.Conn.GenerateMessageID(false),
ID: e.MessageID(),
}
resp, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req)
if err != nil {

2
exchanges/hitbtc/hitbtc_wrapper.go
View File

@@ -443,7 +443,7 @@ func (e *Exchange) SubmitOrder(ctx context.Context, o *order.Submit) (*order.Sub
if err != nil {
return nil, err
}
orderID = strconv.FormatInt(response.ID, 10)
orderID = response.ID
if response.Result.CumQuantity == o.Amount {
status = order.Filled
}

11
exchanges/kraken/kraken_websocket.go
View File

@@ -813,7 +813,7 @@ func (e *Exchange) manageSubs(ctx context.Context, op string, subs subscription.
reqFmt := currency.PairFormat{Uppercase: true, Delimiter: "/"}
r := &WebsocketSubRequest{
Event: op,
RequestID: e.Websocket.Conn.GenerateMessageID(false),
RequestID: e.MessageSequence(),
Subscription: WebsocketSubscriptionData{
Name: s.QualifiedChannel,
Depth: s.Levels,
@@ -1040,7 +1040,7 @@ func (e *Exchange) wsAddOrder(ctx context.Context, req *WsAddOrderRequest) (stri
if req == nil {
return "", common.ErrNilPointer
}
req.RequestID = e.Websocket.AuthConn.GenerateMessageID(false)
req.RequestID = e.MessageSequence()
req.Event = krakenWsAddOrder
req.Token = e.websocketAuthToken()
jsonResp, err := e.Websocket.AuthConn.SendMessageReturnResponse(ctx, request.Unset, req.RequestID, req)
@@ -1079,7 +1079,7 @@ func (e *Exchange) wsCancelOrders(ctx context.Context, orderIDs []string) error
// wsCancelOrder cancels an open order
func (e *Exchange) wsCancelOrder(ctx context.Context, orderID string) error {
id := e.Websocket.AuthConn.GenerateMessageID(false)
id := e.MessageSequence()
req := WsCancelOrderRequest{
Event: krakenWsCancelOrder,
Token: e.websocketAuthToken(),
@@ -1110,14 +1110,13 @@ func (e *Exchange) wsCancelOrder(ctx context.Context, orderID string) error {
// wsCancelAllOrders cancels all opened orders
// Returns number (count param) of affected orders or 0 if no open orders found
func (e *Exchange) wsCancelAllOrders(ctx context.Context) (*WsCancelOrderResponse, error) {
id := e.Websocket.AuthConn.GenerateMessageID(false)
req := WsCancelOrderRequest{
Event: krakenWsCancelAll,
Token: e.websocketAuthToken(),
RequestID: id,
RequestID: e.MessageSequence(),
}
jsonResp, err := e.Websocket.AuthConn.SendMessageReturnResponse(ctx, request.Unset, id, req)
jsonResp, err := e.Websocket.AuthConn.SendMessageReturnResponse(ctx, request.Unset, req.RequestID, req)
if err != nil {
return &WsCancelOrderResponse{}, err
}

8
exchanges/kucoin/kucoin_websocket.go
View File

@@ -6,7 +6,6 @@ import (
"fmt"
"net/http"
"slices"
"strconv"
"strings"
"sync"
"text/template"
@@ -227,7 +226,7 @@ func (e *Exchange) wsHandleData(ctx context.Context, respData []byte) error {
return nil
}
if resp.ID != "" {
return e.Websocket.Match.RequireMatchWithData("msgID:"+resp.ID, respData)
return e.Websocket.Match.RequireMatchWithData(resp.ID, respData)
}
topicInfo := strings.Split(resp.Topic, ":")
switch topicInfo[0] {
@@ -1023,15 +1022,14 @@ func (e *Exchange) Unsubscribe(subscriptions subscription.List) error {
func (e *Exchange) manageSubscriptions(ctx context.Context, subs subscription.List, operation string) error {
var errs error
for _, s := range subs {
msgID := strconv.FormatInt(e.Websocket.Conn.GenerateMessageID(false), 10)
req := WsSubscriptionInput{
ID: msgID,
ID: e.MessageID(),
Type: operation,
Topic: s.QualifiedChannel,
PrivateChannel: s.Authenticated,
Response: true,
}
if respRaw, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, "msgID:"+msgID, req); err != nil {
if respRaw, err := e.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.ID, req); err != nil {
errs = common.AppendError(errs, err)
} else {
rType, err := jsonparser.GetUnsafeString(respRaw, "type")

1
exchanges/okx/okx.go
View File

@@ -33,7 +33,6 @@ import (
type Exchange struct {
exchange.Base
messageIDSeq common.Counter
instrumentsInfoMapLock sync.Mutex
instrumentsInfoMap map[string][]Instrument
}

8
exchanges/okx/okx_wrapper.go
View File

@@ -10,6 +10,7 @@ import (
"strings"
"time"
"github.com/gofrs/uuid"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
@@ -224,7 +225,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: websocketResponseMaxLimit,
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
}); err != nil {
return err
}
@@ -235,7 +235,6 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
ResponseMaxLimit: websocketResponseMaxLimit,
Authenticated: true,
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
}
@@ -3038,3 +3037,8 @@ func (e *Exchange) GetCurrencyTradeURL(ctx context.Context, a asset.Item, cp cur
return "", fmt.Errorf("%w %q", asset.ErrNotSupported, a)
}
}
// MessageID returns a universally unique ID using UUID V7, with hyphens removed to fit the maximum 32-character field for okx
func (e *Exchange) MessageID() string {
return strings.Replace(uuid.Must(uuid.NewV7()).String(), "-", "", 4)
}

45
exchanges/okx/ws_requests.go
View File

@@ -5,7 +5,6 @@ import (
"errors"
"fmt"
"reflect"
"strconv"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
@@ -28,10 +27,8 @@ func (e *Exchange) WSPlaceOrder(ctx context.Context, arg *PlaceOrderRequestParam
return nil, err
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
if err := e.SendAuthenticatedWebsocketRequest(ctx, placeOrderEPL, id, "order", []PlaceOrderRequestParam{*arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, placeOrderEPL, e.MessageID(), "order", []PlaceOrderRequestParam{*arg}, &resp); err != nil {
return nil, err
}
return singleItem(resp)
@@ -49,10 +46,8 @@ func (e *Exchange) WSPlaceMultipleOrders(ctx context.Context, args []PlaceOrderR
}
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
return resp, e.SendAuthenticatedWebsocketRequest(ctx, placeMultipleOrdersEPL, id, "batch-orders", args, &resp)
return resp, e.SendAuthenticatedWebsocketRequest(ctx, placeMultipleOrdersEPL, e.MessageID(), "batch-orders", args, &resp)
}
// WSCancelOrder cancels an order
@@ -67,10 +62,8 @@ func (e *Exchange) WSCancelOrder(ctx context.Context, arg *CancelOrderRequestPar
return nil, order.ErrOrderIDNotSet
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelOrderEPL, id, "cancel-order", []CancelOrderRequestParam{*arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelOrderEPL, e.MessageID(), "cancel-order", []CancelOrderRequestParam{*arg}, &resp); err != nil {
return nil, err
}
@@ -92,10 +85,8 @@ func (e *Exchange) WSCancelMultipleOrders(ctx context.Context, args []CancelOrde
}
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
return resp, e.SendAuthenticatedWebsocketRequest(ctx, cancelMultipleOrdersEPL, id, "batch-cancel-orders", args, &resp)
return resp, e.SendAuthenticatedWebsocketRequest(ctx, cancelMultipleOrdersEPL, e.MessageID(), "batch-cancel-orders", args, &resp)
}
// WSAmendOrder amends an order
@@ -113,10 +104,8 @@ func (e *Exchange) WSAmendOrder(ctx context.Context, arg *AmendOrderRequestParam
return nil, errInvalidNewSizeOrPriceInformation
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, id, "amend-order", []AmendOrderRequestParams{*arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, e.MessageID(), "amend-order", []AmendOrderRequestParams{*arg}, &resp); err != nil {
return nil, err
}
return singleItem(resp)
@@ -140,10 +129,8 @@ func (e *Exchange) WSAmendMultipleOrders(ctx context.Context, args []AmendOrderR
}
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*OrderData
return resp, e.SendAuthenticatedWebsocketRequest(ctx, amendMultipleOrdersEPL, id, "batch-amend-orders", args, &resp)
return resp, e.SendAuthenticatedWebsocketRequest(ctx, amendMultipleOrdersEPL, e.MessageID(), "batch-amend-orders", args, &resp)
}
// WSMassCancelOrders cancels all MMP pending orders of an instrument family. Only applicable to Option in Portfolio Margin mode, and MMP privilege is required.
@@ -161,12 +148,10 @@ func (e *Exchange) WSMassCancelOrders(ctx context.Context, args []CancelMassReqP
}
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resps []*struct {
Result bool `json:"result"`
}
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, id, "mass-cancel", args, &resps); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendOrderEPL, e.MessageID(), "mass-cancel", args, &resps); err != nil {
return err
}
@@ -188,10 +173,8 @@ func (e *Exchange) WSPlaceSpreadOrder(ctx context.Context, arg *SpreadOrderParam
return nil, err
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*SpreadOrderResponse
if err := e.SendAuthenticatedWebsocketRequest(ctx, placeSpreadOrderEPL, id, "sprd-order", []SpreadOrderParam{*arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, placeSpreadOrderEPL, e.MessageID(), "sprd-order", []SpreadOrderParam{*arg}, &resp); err != nil {
return nil, err
}
@@ -210,10 +193,8 @@ func (e *Exchange) WSAmendSpreadOrder(ctx context.Context, arg *AmendSpreadOrder
return nil, errSizeOrPriceIsRequired
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*SpreadOrderResponse
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendSpreadOrderEPL, id, "sprd-amend-order", []AmendSpreadOrderParam{*arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, amendSpreadOrderEPL, e.MessageID(), "sprd-amend-order", []AmendSpreadOrderParam{*arg}, &resp); err != nil {
return nil, err
}
@@ -234,10 +215,8 @@ func (e *Exchange) WSCancelSpreadOrder(ctx context.Context, orderID, clientOrder
arg["clOrdId"] = clientOrderID
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resp []*SpreadOrderResponse
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelSpreadOrderEPL, id, "sprd-cancel-order", []map[string]string{arg}, &resp); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelSpreadOrderEPL, e.MessageID(), "sprd-cancel-order", []map[string]string{arg}, &resp); err != nil {
return nil, err
}
@@ -251,10 +230,8 @@ func (e *Exchange) WSCancelAllSpreadOrders(ctx context.Context, spreadID string)
arg["sprdId"] = spreadID
}
id := strconv.FormatInt(e.Websocket.AuthConn.GenerateMessageID(false), 10)
var resps []*ResponseResult
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelAllSpreadOrderEPL, id, "sprd-mass-cancel", []map[string]string{arg}, &resps); err != nil {
if err := e.SendAuthenticatedWebsocketRequest(ctx, cancelAllSpreadOrderEPL, e.MessageID(), "sprd-mass-cancel", []map[string]string{arg}, &resps); err != nil {
return err
}

18
exchanges/okx/ws_requests_test.go
View File

@@ -4,6 +4,7 @@ import (
"errors"
"testing"
"github.com/gofrs/uuid"
"github.com/stretchr/testify/assert"
"github.com/stretchr/testify/require"
"github.com/thrasher-corp/gocryptotrader/common"
@@ -281,3 +282,20 @@ func TestSingleItem(t *testing.T) {
require.NoError(t, err)
require.NotNil(t, got)
}
func TestMessageID(t *testing.T) {
t.Parallel()
id := new(Exchange).MessageID()
require.Len(t, id, 32, "Must return the correct length of message id")
u, err := uuid.FromString(id)
require.NoError(t, err, "MessageID must return a valid UUID")
assert.Equal(t, byte(0x7), u.Version(), "MessageID should return a V7 uuid")
}
// BenchmarkMessageID-8 4736883 259.9 ns/op 96 B/op 4 allocs/op
func BenchmarkMessageID(b *testing.B) {
e := new(Exchange)
for b.Loop() {
_ = e.MessageID()
}
}