mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
Bitmex: Fix deprecated API endpoints and add config migration support (#1901)
* Bitmex: Fix configured WS url ignored * Bitmex: Replace deprecated WS api endpoint * [Bitmex deprecated the old WS multiplexing endpoint](https://blog.bitmex.com/api_announcement/api-update-remove-support-realtimemd/) * [Bitmex deprecated the www WS endpoint in 2021](https://blog.bitmex.com/api_announcement/change-of-websocket-endpoint/). Apparently still in service though. Fixes #1894
This commit is contained in:
Gareth Kirwan
GitHub
@@ -9,6 +9,7 @@ import (
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v5 "github.com/thrasher-corp/gocryptotrader/config/versions/v5"
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v6 "github.com/thrasher-corp/gocryptotrader/config/versions/v6"
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v7 "github.com/thrasher-corp/gocryptotrader/config/versions/v7"
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v8 "github.com/thrasher-corp/gocryptotrader/config/versions/v8"
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)
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func init() {
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@@ -20,4 +21,5 @@ func init() {
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Manager.registerVersion(5, &v5.Version{})
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Manager.registerVersion(6, &v6.Version{})
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Manager.registerVersion(7, &v7.Version{})
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Manager.registerVersion(8, &v8.Version{})
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}
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43
config/versions/v8/v8.go
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43
config/versions/v8/v8.go
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@@ -0,0 +1,43 @@
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package v8
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import (
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"context"
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"errors"
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"github.com/buger/jsonparser"
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)
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// Version is an ExchangeVersion to remove deprecated WS endpoints from user config
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// Announcements:
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// * https://blog.bitmex.com/api_announcement/change-of-websocket-endpoint/
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// * https://blog.bitmex.com/api_announcement/api-update-remove-support-realtimemd/
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type Version struct{}
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// Exchanges returns just Bitmex
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func (v *Version) Exchanges() []string { return []string{"Bitmex"} }
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// UpgradeExchange replaces deprecated WS endpoints
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func (v *Version) UpgradeExchange(_ context.Context, e []byte) ([]byte, error) {
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url, err := jsonparser.GetString(e, "api", "urlEndpoints", "WebsocketSpotURL")
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switch {
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case errors.Is(err, jsonparser.KeyPathNotFoundError):
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return e, nil
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case err != nil:
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return e, err
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}
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switch url {
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case "wss://ws.bitmex.com/realtimemd", "wss://www.bitmex.com/realtimemd", "wss://www.bitmex.com/realtime":
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// Old defaults, just delete them
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return jsonparser.Delete(e, "api", "urlEndpoints", "WebsocketSpotURL"), nil
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case "wss://ws.testnet.bitmex.com/realtimemd", "wss://testnet.bitmex.com/realtimemd", "wss://testnet.bitmex.com/realtime":
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// User wants to use testnet
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return jsonparser.Set(e, []byte(`"wss://ws.testnet.bitmex.com/realtime"`), "api", "urlEndpoints", "WebsocketSpotURL")
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}
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return e, nil
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}
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// DowngradeExchange is a no-op for v8
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func (v *Version) DowngradeExchange(_ context.Context, e []byte) ([]byte, error) {
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return e, nil
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}
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56
config/versions/v8/v8_test.go
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56
config/versions/v8/v8_test.go
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@@ -0,0 +1,56 @@
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package v8_test
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import (
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/require"
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v8 "github.com/thrasher-corp/gocryptotrader/config/versions/v8"
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)
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func TestExchanges(t *testing.T) {
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t.Parallel()
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assert.Equal(t, []string{"Bitmex"}, new(v8.Version).Exchanges())
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}
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func TestUpgradeExchange(t *testing.T) {
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t.Parallel()
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for _, tt := range []struct {
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in string
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exp string
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}{
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{"wss://private.bitmex.com/realtimemd", `"WebsocketSpotURL": "wss://private.bitmex.com/realtimemd"`},
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{"wss://ws.bitmex.com/realtimemd", ""},
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{"wss://www.bitmex.com/realtimemd", ""},
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{"wss://www.bitmex.com/realtime", ""},
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{"wss://ws.testnet.bitmex.com/realtimemd", `"WebsocketSpotURL": "wss://ws.testnet.bitmex.com/realtime"`},
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{"wss://testnet.bitmex.com/realtimemd", `"WebsocketSpotURL": "wss://ws.testnet.bitmex.com/realtime"`},
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{"wss://testnet.bitmex.com/realtime", `"WebsocketSpotURL": "wss://ws.testnet.bitmex.com/realtime"`},
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} {
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t.Run(tt.in, func(t *testing.T) {
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t.Parallel()
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in := []byte(`{"name":"Bitmex","api":{"urlEndpoints":{"WebsocketSpotURL": "` + tt.in + `"}}}`)
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out, err := new(v8.Version).UpgradeExchange(t.Context(), in)
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require.NoError(t, err)
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exp := `{"name":"Bitmex","api":{"urlEndpoints":{` + tt.exp + `}}}`
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assert.Equal(t, exp, string(out))
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})
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}
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in := []byte(`{"name":"Bitmex","api":{}`)
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out, err := new(v8.Version).UpgradeExchange(t.Context(), in)
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require.NoError(t, err, "UpgradeExchange must not error when urlEndpoints is missing")
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assert.Equal(t, string(in), string(out), "UpgradeExchange should return same input not error when urlEndpoints is missing")
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_, err = new(v8.Version).UpgradeExchange(t.Context(), []byte(`{"name":"Bitmex","api":{"urlEndpoints":{"WebsocketSpotURL": 42}}}`))
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require.ErrorContains(t, err, "Value is not a string", "UpgradeExchange must error correctly on string value")
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}
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func TestDowngradeExchange(t *testing.T) {
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t.Parallel()
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in := []byte(`{"name":"Bitmex","api":{"urlEndpoints":{"WebsocketSpotURL": 42}}}`)
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out, err := new(v8.Version).DowngradeExchange(t.Context(), in)
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require.NoError(t, err)
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require.Equal(t, string(in), string(out), "DowngradeExchange must not change json")
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}
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@@ -692,7 +692,7 @@ func TestUpdateTradablePairs(t *testing.T) {
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func TestWsPositionUpdate(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {"table":"position",
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pressXToJSON := []byte(`{"table":"position",
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"action":"update",
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"data":[{
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"account":2,"symbol":"ETHUSD","currency":"XBt",
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@@ -700,14 +700,14 @@ func TestWsPositionUpdate(t *testing.T) {
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"riskValue":87960,"homeNotional":0.0008796,"posState":"Liquidation","maintMargin":263,
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"unrealisedGrossPnl":-677,"unrealisedPnl":-677,"unrealisedPnlPcnt":-0.0078,"unrealisedRoePcnt":-0.7756,
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"simpleQty":0.001,"liquidationPrice":1140.1, "timestamp":"2017-04-04T22:07:45.442Z"
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}]}]`)
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}]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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}
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func TestWsInsertExectuionUpdate(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {"table":"execution",
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pressXToJSON := []byte(`{"table":"execution",
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"action":"insert",
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"data":[{
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"execID":"0193e879-cb6f-2891-d099-2c4eb40fee21",
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@@ -722,23 +722,23 @@ func TestWsInsertExectuionUpdate(t *testing.T) {
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"text":"Liquidation","trdMatchID":"7f4ab7f6-0006-3234-76f4-ae1385aad00f","execCost":88155,"execComm":66,
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"homeNotional":-0.00088155,"foreignNotional":1,"transactTime":"2017-04-04T22:07:46.035Z",
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"timestamp":"2017-04-04T22:07:46.035Z"
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}]}]`)
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}]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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}
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func TestWSPositionUpdateHandling(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {"table":"position",
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pressXToJSON := []byte(`{"table":"position",
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"action":"update",
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"data":[{
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"account":2,"symbol":"ETHUSD","currency":"XBt","currentQty":1,
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"markPrice":1136.88,"posState":"Liquidated","simpleQty":0.001,"liquidationPrice":1140.1,"bankruptPrice":1134.37,
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"timestamp":"2017-04-04T22:07:46.019Z"
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}]}]`)
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}]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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pressXToJSON = []byte(`[0, "public", "public", {"table":"position",
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pressXToJSON = []byte(`{"table":"position",
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"action":"update",
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"data":[{
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"account":2,"symbol":"ETHUSD","currency":"XBt",
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@@ -751,14 +751,14 @@ func TestWSPositionUpdateHandling(t *testing.T) {
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"unrealisedPnlPcnt":0,"unrealisedRoePcnt":0,"simpleQty":0,"simpleCost":0,"simpleValue":0,"avgCostPrice":null,
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"avgEntryPrice":null,"breakEvenPrice":null,"marginCallPrice":null,"liquidationPrice":null,"bankruptPrice":null,
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"timestamp":"2017-04-04T22:07:46.140Z"
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}]}]`)
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}]}`)
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err = b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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}
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func TestWSOrderbookHandling(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {
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pressXToJSON := []byte(`{
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"table":"orderBookL2_25",
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"keys":["symbol","id","side"],
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"types":{"id":"long","price":"float","side":"symbol","size":"long","symbol":"symbol"},
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@@ -772,58 +772,58 @@ func TestWSOrderbookHandling(t *testing.T) {
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{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":10,"price":50},
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{"symbol":"ETHUSD","id":17999996000,"side":"Buy","size":20,"price":40},
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{"symbol":"ETHUSD","id":17999997000,"side":"Buy","size":100,"price":30}
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]}]`)
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]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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pressXToJSON = []byte(`[0, "public", "public", {
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pressXToJSON = []byte(`{
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"table":"orderBookL2_25",
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"action":"update",
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"data":[
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{"symbol":"ETHUSD","id":17999995000,"side":"Buy","size":5,"timestamp":"2017-04-04T22:16:38.461Z"}
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]}]`)
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]}`)
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err = b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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pressXToJSON = []byte(`[0, "public", "public", {
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pressXToJSON = []byte(`{
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"table":"orderBookL2_25",
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"action":"update",
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"data":[]}]`)
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"data":[]}`)
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err = b.wsHandleData(pressXToJSON)
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require.ErrorContains(t, err, "empty orderbook")
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pressXToJSON = []byte(`[0, "public", "public", {
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pressXToJSON = []byte(`{
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"table":"orderBookL2_25",
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"action":"delete",
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"data":[
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{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
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]}]`)
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]}`)
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err = b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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pressXToJSON = []byte(`[0, "public", "public", {
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pressXToJSON = []byte(`{
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"table":"orderBookL2_25",
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"action":"delete",
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"data":[
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{"symbol":"ETHUSD","id":17999995000,"side":"Buy","timestamp":"2017-04-04T22:16:38.461Z"}
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]}]`)
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]}`)
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err = b.wsHandleData(pressXToJSON)
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assert.ErrorIs(t, err, orderbook.ErrOrderbookInvalid)
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}
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func TestWSDeleveragePositionUpdateHandling(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {"table":"position",
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pressXToJSON := []byte(`{"table":"position",
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"action":"update",
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"data":[{
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"account":2,"symbol":"ETHUSD","currency":"XBt","currentQty":2000,
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"markPrice":1160.72,"posState":"Deleverage","simpleQty":1.746,"liquidationPrice":1140.1,
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"timestamp":"2017-04-04T22:16:38.460Z"
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}]}]`)
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}]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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pressXToJSON = []byte(`[0, "public", "public", {"table":"position",
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pressXToJSON = []byte(`{"table":"position",
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"action":"update",
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"data":[{
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"account":2,"symbol":"ETHUSD","currency":"XBt",
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@@ -837,14 +837,14 @@ func TestWSDeleveragePositionUpdateHandling(t *testing.T) {
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"simpleQty":0,"simpleCost":0,"simpleValue":0,"simplePnl":0,"simplePnlPcnt":0,"avgCostPrice":null,
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"avgEntryPrice":null,"breakEvenPrice":null,"marginCallPrice":null,"liquidationPrice":null,"bankruptPrice":null,
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"timestamp":"2017-04-04T22:16:38.547Z"
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}]}]`)
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}]}`)
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err = b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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}
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func TestWSDeleverageExecutionInsertHandling(t *testing.T) {
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t.Parallel()
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pressXToJSON := []byte(`[0, "public", "public", {"table":"execution",
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pressXToJSON := []byte(`{"table":"execution",
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"action":"insert",
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"data":[{
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"execID":"20ad1ff4-c110-a4f2-dd31-f94eaa0701fd",
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@@ -859,7 +859,7 @@ func TestWSDeleverageExecutionInsertHandling(t *testing.T) {
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"trdMatchID":"1e849b8a-7e88-3c67-a93f-cc654d40e8ba","execCost":172306000,"execComm":-43077,
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"homeNotional":-1.72306,"foreignNotional":2000,"transactTime":"2017-04-04T22:16:38.472Z",
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"timestamp":"2017-04-04T22:16:38.472Z"
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}]}]`)
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}]}`)
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err := b.wsHandleData(pressXToJSON)
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require.NoError(t, err)
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}
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@@ -869,13 +869,13 @@ func TestWsTrades(t *testing.T) {
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b := new(Bitmex) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes
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require.NoError(t, testexch.Setup(b), "Test instance Setup must not error")
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b.SetSaveTradeDataStatus(true)
|
||||
msg := []byte(`[0, "public", "public", {"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"MinusTick","trdMatchID":"c427f7a0-6b26-1e10-5c4e-1bd74daf2a73","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"95eb9155-b58c-70e9-44b7-34efe50302e0","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"e607c187-f25c-86bc-cb39-8afff7aaf2d9","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":17,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"0f076814-a57d-9a59-8063-ad6b823a80ac","grossValue":439110,"homeNotional":0.1683835182250396,"foreignNotional":43.49346275752773},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"MinusTick","trdMatchID":"f4ef3dfd-51c4-538f-37c1-e5071ba1c75d","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"81ef136b-8f4a-b1cf-78a8-fffbfa89bf40","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"65a87e8c-7563-34a4-d040-94e8513c5401","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":15,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"1d11a74e-a157-3f33-036d-35a101fba50b","grossValue":387375,"homeNotional":0.14857369255150554,"foreignNotional":38.369156101426306},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":1,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"40d49df1-f018-f66f-4ca5-31d4997641d7","grossValue":25825,"homeNotional":0.009904912836767036,"foreignNotional":2.5579437400950873},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"MinusTick","trdMatchID":"36135b51-73e5-c007-362b-a55be5830c6b","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"6ee19edb-99aa-3030-ba63-933ffb347ade","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"d44be603-cdb8-d676-e3e2-f91fb12b2a70","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":5,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"a14b43b3-50b4-c075-c54d-dfb0165de33d","grossValue":129100,"homeNotional":0.04952456418383518,"foreignNotional":12.787242472266245},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":8,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"3c30e175-5194-320c-8f8c-01636c2f4a32","grossValue":206560,"homeNotional":0.07923930269413629,"foreignNotional":20.45958795562599},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":50,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"5b803378-760b-4919-21fc-bfb275d39ace","grossValue":1291000,"homeNotional":0.49524564183835185,"foreignNotional":127.87242472266244},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":244,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"cf57fec1-c444-b9e5-5e2d-4fb643f4fdb7","grossValue":6300080,"homeNotional":2.416798732171157,"foreignNotional":624.0174326465927}]}]`)
|
||||
msg := []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"MinusTick","trdMatchID":"c427f7a0-6b26-1e10-5c4e-1bd74daf2a73","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"95eb9155-b58c-70e9-44b7-34efe50302e0","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"e607c187-f25c-86bc-cb39-8afff7aaf2d9","grossValue":2583000,"homeNotional":0.9904912836767037,"foreignNotional":255.84389857369254},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":17,"price":258.3,"tickDirection":"ZeroMinusTick","trdMatchID":"0f076814-a57d-9a59-8063-ad6b823a80ac","grossValue":439110,"homeNotional":0.1683835182250396,"foreignNotional":43.49346275752773},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"MinusTick","trdMatchID":"f4ef3dfd-51c4-538f-37c1-e5071ba1c75d","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"81ef136b-8f4a-b1cf-78a8-fffbfa89bf40","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"65a87e8c-7563-34a4-d040-94e8513c5401","grossValue":2582500,"homeNotional":0.9904912836767037,"foreignNotional":255.79437400950872},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":15,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"1d11a74e-a157-3f33-036d-35a101fba50b","grossValue":387375,"homeNotional":0.14857369255150554,"foreignNotional":38.369156101426306},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":1,"price":258.25,"tickDirection":"ZeroMinusTick","trdMatchID":"40d49df1-f018-f66f-4ca5-31d4997641d7","grossValue":25825,"homeNotional":0.009904912836767036,"foreignNotional":2.5579437400950873},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"MinusTick","trdMatchID":"36135b51-73e5-c007-362b-a55be5830c6b","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"6ee19edb-99aa-3030-ba63-933ffb347ade","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":100,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"d44be603-cdb8-d676-e3e2-f91fb12b2a70","grossValue":2582000,"homeNotional":0.9904912836767037,"foreignNotional":255.7448494453249},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":5,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"a14b43b3-50b4-c075-c54d-dfb0165de33d","grossValue":129100,"homeNotional":0.04952456418383518,"foreignNotional":12.787242472266245},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":8,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"3c30e175-5194-320c-8f8c-01636c2f4a32","grossValue":206560,"homeNotional":0.07923930269413629,"foreignNotional":20.45958795562599},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":50,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"5b803378-760b-4919-21fc-bfb275d39ace","grossValue":1291000,"homeNotional":0.49524564183835185,"foreignNotional":127.87242472266244},{"timestamp":"2020-02-17T01:35:36.442Z","symbol":"ETHUSD","side":"Sell","size":244,"price":258.2,"tickDirection":"ZeroMinusTick","trdMatchID":"cf57fec1-c444-b9e5-5e2d-4fb643f4fdb7","grossValue":6300080,"homeNotional":2.416798732171157,"foreignNotional":624.0174326465927}]}`)
|
||||
require.NoError(t, b.wsHandleData(msg), "Must not error handling a standard stream of trades")
|
||||
|
||||
msg = []byte(`[0, "public", "public", {"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":14,"price":258.2,"side":"sell"}]}]`)
|
||||
msg = []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":14,"price":258.2,"side":"sell"}]}`)
|
||||
require.ErrorIs(t, b.wsHandleData(msg), exchange.ErrSymbolCannotBeMatched, "Must error correctly with an unknown symbol")
|
||||
|
||||
msg = []byte(`[0, "public", "public", {"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":0,"price":258.2,"side":"sell"}]}]`)
|
||||
msg = []byte(`{"table":"trade","action":"insert","data":[{"timestamp":"2020-02-17T01:35:36.442Z","symbol":".BGCT","size":0,"price":258.2,"side":"sell"}]}`)
|
||||
require.NoError(t, b.wsHandleData(msg), "Must not error that symbol is unknown when index trade is ignored due to zero size")
|
||||
}
|
||||
|
||||
@@ -1152,4 +1152,7 @@ func TestSubscribe(t *testing.T) {
|
||||
for _, s := range subs {
|
||||
assert.Equalf(t, subscription.UnsubscribedState, s.State(), "%s state should be unsusbscribed", s.QualifiedChannel)
|
||||
}
|
||||
|
||||
err = b.Subscribe(subscription.List{{QualifiedChannel: "wibble", Channel: "wibble", Asset: asset.Spot}})
|
||||
require.ErrorContains(t, err, "Unknown table: wibble", "Subscribe must receive errors through websocket.Match on request json")
|
||||
}
|
||||
|
||||
@@ -27,7 +27,7 @@ import (
|
||||
)
|
||||
|
||||
const (
|
||||
bitmexWSURL = "wss://www.bitmex.com/realtimemd"
|
||||
bitmexWSURL = "wss://ws.bitmex.com/realtime"
|
||||
|
||||
// Public Subscription Channels
|
||||
bitmexWSAnnouncement = "announcement"
|
||||
@@ -86,6 +86,7 @@ func (b *Bitmex) WsConnect() error {
|
||||
if !b.Websocket.IsEnabled() || !b.IsEnabled() {
|
||||
return websocket.ErrWebsocketNotEnabled
|
||||
}
|
||||
|
||||
var dialer gws.Dialer
|
||||
if err := b.Websocket.Conn.Dial(&dialer, http.Header{}); err != nil {
|
||||
return err
|
||||
@@ -94,12 +95,8 @@ func (b *Bitmex) WsConnect() error {
|
||||
b.Websocket.Wg.Add(1)
|
||||
go b.wsReadData()
|
||||
|
||||
ctx := context.TODO()
|
||||
if err := b.wsOpenStream(ctx, b.Websocket.Conn, wsPublicStream); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
if b.Websocket.CanUseAuthenticatedEndpoints() {
|
||||
ctx := context.TODO()
|
||||
if err := b.websocketSendAuth(ctx); err != nil {
|
||||
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
||||
log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", b.Name, err)
|
||||
@@ -110,30 +107,10 @@ func (b *Bitmex) WsConnect() error {
|
||||
}
|
||||
|
||||
const (
|
||||
wsPublicStream = "public"
|
||||
wsPrivateStream = "private"
|
||||
wsSubscribeOp = "subscribe"
|
||||
wsUnsubscribeOp = "unsubscribe"
|
||||
wsMsgPacket = 0
|
||||
wsOpenPacket = 1
|
||||
wsClosePacket = 2
|
||||
)
|
||||
|
||||
func (b *Bitmex) wsOpenStream(ctx context.Context, c websocket.Connection, name string) error {
|
||||
resp, err := c.SendMessageReturnResponse(ctx, request.Unset, "open:"+name, []any{wsOpenPacket, name, name})
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
var welcomeResp WebsocketWelcome
|
||||
if err := json.Unmarshal(resp, &welcomeResp); err != nil {
|
||||
return err
|
||||
}
|
||||
if b.Verbose {
|
||||
log.Debugf(log.ExchangeSys, "Successfully connected to Bitmex %s websocket API at time: %s Limit: %d", name, welcomeResp.Timestamp, welcomeResp.Limit.Remaining)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// wsReadData receives and passes on websocket messages for processing
|
||||
func (b *Bitmex) wsReadData() {
|
||||
defer b.Websocket.Wg.Done()
|
||||
@@ -151,46 +128,53 @@ func (b *Bitmex) wsReadData() {
|
||||
}
|
||||
|
||||
func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
var err error
|
||||
msg, _, _, err := jsonparser.Get(respRaw, "[3]")
|
||||
if err != nil {
|
||||
return fmt.Errorf("unknown message format: %s", respRaw)
|
||||
}
|
||||
// We don't need to know about errors, since we're looking optimistically into the json
|
||||
op, _ := jsonparser.GetString(msg, "request", "op")
|
||||
errMsg, _ := jsonparser.GetString(msg, "error")
|
||||
success, _ := jsonparser.GetBoolean(msg, "success")
|
||||
version, _ := jsonparser.GetString(msg, "version")
|
||||
op, _ := jsonparser.GetString(respRaw, "request", "op")
|
||||
errMsg, _ := jsonparser.GetString(respRaw, "error")
|
||||
success, _ := jsonparser.GetBoolean(respRaw, "success")
|
||||
version, _ := jsonparser.GetString(respRaw, "version")
|
||||
switch {
|
||||
case version != "":
|
||||
op = "open"
|
||||
fallthrough
|
||||
case errMsg != "", success:
|
||||
streamID, e2 := jsonparser.GetString(respRaw, "[1]")
|
||||
if e2 != nil {
|
||||
return fmt.Errorf("%w parsing stream", e2)
|
||||
var welcomeResp WebsocketWelcome
|
||||
if err := json.Unmarshal(respRaw, &welcomeResp); err != nil {
|
||||
return err
|
||||
}
|
||||
err = b.Websocket.Match.RequireMatchWithData(op+":"+streamID, msg)
|
||||
if err != nil {
|
||||
return fmt.Errorf("%w: %s:%s", err, op, streamID)
|
||||
|
||||
if b.Verbose {
|
||||
log.Debugf(log.ExchangeSys, "%s successfully connected to websocket API at time: %s Limit: %d", b.Name, welcomeResp.Timestamp, welcomeResp.Limit.Remaining)
|
||||
}
|
||||
return nil
|
||||
case errMsg != "", success:
|
||||
var req any
|
||||
if op == "authKeyExpires" {
|
||||
req = op
|
||||
} else {
|
||||
reqBytes, _, _, err := jsonparser.Get(respRaw, "request")
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
req = string(reqBytes)
|
||||
}
|
||||
if err := b.Websocket.Match.RequireMatchWithData(req, respRaw); err != nil {
|
||||
return fmt.Errorf("%w: %s", err, op)
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
tableName, err := jsonparser.GetString(msg, "table")
|
||||
tableName, err := jsonparser.GetString(respRaw, "table")
|
||||
if err != nil {
|
||||
// Anything that's not a table isn't expected
|
||||
return fmt.Errorf("unknown message format: %s", msg)
|
||||
return fmt.Errorf("unknown message format: %s", respRaw)
|
||||
}
|
||||
|
||||
switch tableName {
|
||||
case bitmexWSOrderbookL2, bitmexWSOrderbookL225, bitmexWSOrderbookL10:
|
||||
var orderbooks OrderBookData
|
||||
if err := json.Unmarshal(msg, &orderbooks); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &orderbooks); err != nil {
|
||||
return err
|
||||
}
|
||||
if len(orderbooks.Data) == 0 {
|
||||
return fmt.Errorf("empty orderbook data received: %s", msg)
|
||||
return fmt.Errorf("empty orderbook data received: %s", respRaw)
|
||||
}
|
||||
|
||||
pair, a, err := b.GetPairAndAssetTypeRequestFormatted(orderbooks.Data[0].Symbol)
|
||||
@@ -203,10 +187,10 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
return err
|
||||
}
|
||||
case bitmexWSTrade:
|
||||
return b.handleWsTrades(msg)
|
||||
return b.handleWsTrades(respRaw)
|
||||
case bitmexWSAnnouncement:
|
||||
var announcement AnnouncementData
|
||||
if err := json.Unmarshal(msg, &announcement); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &announcement); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
@@ -217,7 +201,7 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
b.Websocket.DataHandler <- announcement.Data
|
||||
case bitmexWSAffiliate:
|
||||
var response WsAffiliateResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
b.Websocket.DataHandler <- response
|
||||
@@ -226,7 +210,7 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
case bitmexWSExecution:
|
||||
// trades of an order
|
||||
var response WsExecutionResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
@@ -273,7 +257,7 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
}
|
||||
case bitmexWSOrder:
|
||||
var response WsOrderResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
switch response.Action {
|
||||
@@ -373,35 +357,35 @@ func (b *Bitmex) wsHandleData(respRaw []byte) error {
|
||||
}
|
||||
case bitmexWSMargin:
|
||||
var response WsMarginResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
b.Websocket.DataHandler <- response
|
||||
case bitmexWSPosition:
|
||||
var response WsPositionResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
case bitmexWSPrivateNotifications:
|
||||
var response WsPrivateNotificationsResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
b.Websocket.DataHandler <- response
|
||||
case bitmexWSTransact:
|
||||
var response WsTransactResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
b.Websocket.DataHandler <- response
|
||||
case bitmexWSWallet:
|
||||
var response WsWalletResponse
|
||||
if err := json.Unmarshal(msg, &response); err != nil {
|
||||
if err := json.Unmarshal(respRaw, &response); err != nil {
|
||||
return err
|
||||
}
|
||||
b.Websocket.DataHandler <- response
|
||||
default:
|
||||
b.Websocket.DataHandler <- websocket.UnhandledMessageWarning{Message: b.Name + websocket.UnhandledMessage + string(msg)}
|
||||
b.Websocket.DataHandler <- websocket.UnhandledMessageWarning{Message: b.Name + websocket.UnhandledMessage + string(respRaw)}
|
||||
}
|
||||
|
||||
return nil
|
||||
@@ -537,20 +521,20 @@ func (b *Bitmex) GetSubscriptionTemplate(_ *subscription.Subscription) (*templat
|
||||
// Subscribe subscribes to a websocket channel
|
||||
func (b *Bitmex) Subscribe(subs subscription.List) error {
|
||||
return common.AppendError(
|
||||
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsSubscribeOp, l, wsPublicStream) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsSubscribeOp, l, wsPrivateStream) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsSubscribeOp, l) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsSubscribeOp, l) }, len(subs)),
|
||||
)
|
||||
}
|
||||
|
||||
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
||||
func (b *Bitmex) Unsubscribe(subs subscription.List) error {
|
||||
return common.AppendError(
|
||||
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsUnsubscribeOp, l, wsPublicStream) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsUnsubscribeOp, l, wsPrivateStream) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Public(), func(l subscription.List) error { return b.manageSubs(wsUnsubscribeOp, l) }, len(subs)),
|
||||
b.ParallelChanOp(subs.Private(), func(l subscription.List) error { return b.manageSubs(wsUnsubscribeOp, l) }, len(subs)),
|
||||
)
|
||||
}
|
||||
|
||||
func (b *Bitmex) manageSubs(op string, subs subscription.List, stream string) error {
|
||||
func (b *Bitmex) manageSubs(op string, subs subscription.List) error {
|
||||
req := WebsocketRequest{
|
||||
Command: op,
|
||||
}
|
||||
@@ -559,8 +543,11 @@ func (b *Bitmex) manageSubs(op string, subs subscription.List, stream string) er
|
||||
req.Arguments = append(req.Arguments, s.QualifiedChannel)
|
||||
exp[s.QualifiedChannel] = s
|
||||
}
|
||||
packet := []any{wsMsgPacket, stream, stream, req}
|
||||
resps, errs := b.Websocket.Conn.SendMessageReturnResponses(context.TODO(), request.Unset, op+":"+stream, packet, len(subs))
|
||||
reqJSON, err := json.Marshal(req)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
resps, errs := b.Websocket.Conn.SendMessageReturnResponses(context.TODO(), request.Unset, string(reqJSON), req, len(subs))
|
||||
for _, resp := range resps {
|
||||
if errMsg, _ := jsonparser.GetString(resp, "error"); errMsg != "" {
|
||||
errs = common.AppendError(errs, errors.New(errMsg))
|
||||
@@ -591,23 +578,19 @@ func (b *Bitmex) websocketSendAuth(ctx context.Context) error {
|
||||
return err
|
||||
}
|
||||
timestamp := time.Now().Add(time.Hour * 1).Unix()
|
||||
newTimestamp := strconv.FormatInt(timestamp, 10)
|
||||
hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte("GET/realtime"+newTimestamp), []byte(creds.Secret))
|
||||
timestampStr := strconv.FormatInt(timestamp, 10)
|
||||
hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte("GET/realtime"+timestampStr), []byte(creds.Secret))
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
signature := crypto.HexEncodeToString(hmac)
|
||||
|
||||
err = b.wsOpenStream(ctx, b.Websocket.Conn, wsPrivateStream)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
req := WebsocketRequest{
|
||||
Command: "authKeyExpires",
|
||||
Arguments: []any{creds.Key, timestamp, signature},
|
||||
}
|
||||
packet := []any{wsMsgPacket, wsPrivateStream, wsPrivateStream, req}
|
||||
resp, err := b.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.Command+":"+wsPrivateStream, packet)
|
||||
|
||||
resp, err := b.Websocket.Conn.SendMessageReturnResponse(ctx, request.Unset, req.Command, req)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
@@ -184,7 +184,7 @@ func (b *Bitmex) Setup(exch *config.Exchange) error {
|
||||
return b.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
|
||||
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
||||
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
||||
URL: bitmexWSURL,
|
||||
URL: wsEndpoint,
|
||||
})
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user