Initial overhaul of websocket connection and feeds (#189)

* Initial overhaul of websocket connection and feeds
* Added proxy support
* Piped to routines.go

* Added new websocket file in exchanges
Refactored orderbook handling into exchange_websocket.go
Added better error responses for binance_websocket.go
General clean for binance_websocket.go

* General fixes - bitfinex_websocket.go
Refactored orderbook cache code - bitfinex_websocket.go
Removed fatal error with unhandled type - routines.go

* Added general improvements to bitmex_websocket.go
Refactored orderbook handling to exchange_websocket.go
Added variable in Item struct in orderbook.go for looking up orders by ID

* Fix issue when routines are blocked due to Data Handler not started
Updated traffic handler
General fixes for bitstamp_websocket.go

* General fixes for coinbasepro_websocket.go

* General fixes for coinut_websocket.go
Fixed error return in exchange_websocket.go

* Removed comments in coinut_wrapper.go
Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go

* General fixes

* Removed comments
General fixes

* Updated routines.go

* After rebase fix

* Fixed update config pairs in okcoin.go

* fixed config currency issue in okcoin.go for okcoin China

* exchange_websocket.go
*Removed unused const dec
*Removed state change routine
*Improved trafficMonitor routine
*Increased verbosity for error returns
*Removed uneeded mutex locks

exchange_websocket_test.go
*Added new tests for websocket and orderbook updating

routines.go
*Removed string cased

* Fixed race conditions on sync.waitgroup in exchanges_websocket.go

* Changes variable name in config.go

* Removes unnecessary comment

* Removes indefinite lock on error return

* Removes unnecessary comment

* Adds support for BTCC websocket
Drops support for BTCC REST

* Rewords comment in exchange_websocket.go
Moves types to poloniex_types.go

* Moves types to coinut_types.go

* Removes uneeded range for accessing array variables for coinbase_websocket.go
Removes comments in coinut_types.go

* Adds verbosity flag to GCT
Suppresses verbose output from routines.go

* Fixes setting proxy for REST and Websocket per exchange
Upgrades error handling
Drops unused *url.Url variable in exchange type

* Adds test for setting proxy

* Fixes bug that closes connection due to incorrect timeout time through a proxy connection

* Clarify verbose flag message

exchanges/exmo/exmo.go

@@ -55,7 +55,6 @@ func (e *EXMO) SetDefaults() {
 	e.Name = "EXMO"
 	e.Enabled = false
 	e.Verbose = false
-	e.Websocket = false
 	e.RESTPollingDelay = 10
 	e.RequestCurrencyPairFormat.Delimiter = "_"
 	e.RequestCurrencyPairFormat.Uppercase = true
@@ -71,6 +70,7 @@ func (e *EXMO) SetDefaults() {
 		common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
 	e.APIUrlDefault = exmoAPIURL
 	e.APIUrl = e.APIUrlDefault
+	e.WebsocketInit()
 }
 
 // Setup takes in the supplied exchange configuration details and sets params
@@ -85,7 +85,6 @@ func (e *EXMO) Setup(exch config.ExchangeConfig) {
 		e.SetHTTPClientUserAgent(exch.HTTPUserAgent)
 		e.RESTPollingDelay = exch.RESTPollingDelay
 		e.Verbose = exch.Verbose
-		e.Websocket = exch.Websocket
 		e.BaseCurrencies = common.SplitStrings(exch.BaseCurrencies, ",")
 		e.AvailablePairs = common.SplitStrings(exch.AvailablePairs, ",")
 		e.EnabledPairs = common.SplitStrings(exch.EnabledPairs, ",")
@@ -105,6 +104,10 @@ func (e *EXMO) Setup(exch config.ExchangeConfig) {
 		if err != nil {
 			log.Fatal(err)
 		}
+		err = e.SetClientProxyAddress(exch.ProxyAddress)
+		if err != nil {
+			log.Fatal(err)
+		}
 	}
 }
 

exchanges/exmo/exmo_wrapper.go

@@ -224,3 +224,8 @@ func (e *EXMO) WithdrawFiatExchangeFunds(currency pair.CurrencyItem, amount floa
 func (e *EXMO) WithdrawFiatExchangeFundsToInternationalBank(currency pair.CurrencyItem, amount float64) (string, error) {
 	return "", errors.New("not yet implemented")
 }
+
+// GetWebsocket returns a pointer to the exchange websocket
+func (e *EXMO) GetWebsocket() (*exchange.Websocket, error) {
+	return nil, errors.New("not yet implemented")
+}