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Initial overhaul of websocket connection and feeds (#189)

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* 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
This commit is contained in:
Ryan O'Hara-Reid
2018-10-24 14:22:41 +11:00
committed by Adrian Gallagher
parent 7315e6604c
commit d3c2800fe0
99 changed files with 6515 additions and 3031 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
exchanges/request/request.go
View File

@@ -7,6 +7,7 @@ import (
"io/ioutil"
"log"
"net/http"
"net/url"
"sync"
"time"
@@ -16,7 +17,8 @@ import (
var supportedMethods = []string{"GET", "POST", "HEAD", "PUT", "DELETE", "OPTIONS", "CONNECT"}
const (
maxRequestJobs = 50
maxRequestJobs = 50
proxyTLSTimeout = 15 * time.Second
)
// Requester struct for the request client
@@ -191,6 +193,7 @@ func (r *Requester) GetRateLimit(auth bool) *RateLimit {
// New returns a new Requester
func New(name string, authLimit, unauthLimit *RateLimit, httpRequester *http.Client) *Requester {
return &Requester{
HTTPClient: httpRequester,
UnauthLimit: unauthLimit,
@@ -380,3 +383,16 @@ func (r *Requester) SendPayload(method, path string, headers map[string]string,
}
return resp.Error
}
// SetProxy sets a proxy address to the client transport
func (r *Requester) SetProxy(p *url.URL) error {
if p.String() == "" {
return errors.New("No proxy URL supplied")
}
r.HTTPClient.Transport = &http.Transport{
Proxy: http.ProxyURL(p),
TLSHandshakeTimeout: proxyTLSTimeout,
}
return nil
}