bybit: enable multiconnection handling across websocket endpoints (#1670)

* glorious: whooops

* gk: nits

* Leak issue and edge case

* Websocket: Add SendMessageReturnResponses

* whooooooopsie

* gk: nitssssss

* Update exchanges/stream/stream_match.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/stream/stream_match_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* linter: appease the linter gods

* gk: nits

* gk: drain brain

* started

* more changes before merge match pr

* gateio: still building out

* gateio: finish spot

* fix up tests in gateio

* Add tests for stream package

* rm unused field

* glorious: nits

* rn files, specifically set function names to asset and offload routing to websocket type.

* linter: fix

* Add futures websocket request support

* gateio: integrate with IBOTExchange (cherry pick my nose)

* linter: fix

* glorious: nits

* add counter and update gateio

* fix collision issue

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* upgrade to upstream merge

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* Set correct price

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* glorious: nits and stuff

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* cranktakular: nits

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update common/common.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update common/common_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* gk: nit with test

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Ryan O'Hara-Reid
2025-08-08 14:22:29 +10:00
committed by GitHub
parent ba92ba3254
commit dcf596c72b
32 changed files with 1475 additions and 939 deletions

View File

@@ -188,8 +188,9 @@ func timeInForceFromString(tif string) (order.TimeInForce, error) {
// Exchange implements exchange.IBotExchange and contains additional specific api methods for interacting with GateIO
type Exchange struct {
Counter common.Counter // Must be first due to alignment requirements
exchange.Base
messageIDSeq common.Counter
wsOBUpdateMgr *wsOBUpdateManager
}

View File

@@ -2324,7 +2324,7 @@ func TestSubscribe(t *testing.T) {
subs, err := e.Features.Subscriptions.ExpandTemplates(e)
require.NoError(t, err, "ExpandTemplates must not error")
e.Features.Subscriptions = subscription.List{}
err = e.Subscribe(t.Context(), &DummyConnection{}, subs)
err = e.Subscribe(t.Context(), &FixtureConnection{}, subs)
require.NoError(t, err, "Subscribe must not error")
}
@@ -2866,15 +2866,10 @@ func TestGetSettlementCurrency(t *testing.T) {
}
}
func TestGenerateWebsocketMessageID(t *testing.T) {
t.Parallel()
require.NotEmpty(t, e.GenerateWebsocketMessageID(false))
}
type FixtureConnection struct{ websocket.Connection }
type DummyConnection struct{ websocket.Connection }
func (d *DummyConnection) GenerateMessageID(bool) int64 { return 1337 }
func (d *DummyConnection) SendMessageReturnResponse(context.Context, request.EndpointLimit, any, any) ([]byte, error) {
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
}
@@ -2883,12 +2878,12 @@ func TestHandleSubscriptions(t *testing.T) {
subs := subscription.List{{Channel: subscription.OrderbookChannel}}
err := e.handleSubscription(t.Context(), &DummyConnection{}, subscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
err := e.handleSubscription(t.Context(), &FixtureConnection{}, subscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
return []WsInput{{}}, nil
})
require.NoError(t, err)
err = e.handleSubscription(t.Context(), &DummyConnection{}, unsubscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
err = e.handleSubscription(t.Context(), &FixtureConnection{}, unsubscribeEvent, subs, func(context.Context, websocket.Connection, string, subscription.List) ([]WsInput, error) {
return []WsInput{{}}, nil
})
require.NoError(t, err)

View File

@@ -729,11 +729,6 @@ func (e *Exchange) Unsubscribe(ctx context.Context, conn websocket.Connection, s
return e.manageSubs(ctx, unsubscribeEvent, conn, subs)
}
// GenerateWebsocketMessageID generates a message ID for the individual connection
func (e *Exchange) GenerateWebsocketMessageID(bool) int64 {
return e.Counter.IncrementAndGet()
}
// channelName converts global channel names to gateio specific channel names
func channelName(s *subscription.Subscription) string {
if name, ok := subscriptionNames[s.Channel]; ok {

View File

@@ -46,7 +46,7 @@ func (e *Exchange) WebsocketSpotSubmitOrders(ctx context.Context, orders ...*Cre
for i := range orders {
if orders[i].Text == "" {
// API requires Text field, or it will be rejected
orders[i].Text = "t-" + strconv.FormatInt(e.Counter.IncrementAndGet(), 10)
orders[i].Text = "t-" + strconv.FormatInt(e.messageIDSeq.IncrementAndGet(), 10)
}
if orders[i].CurrencyPair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty

View File

@@ -208,17 +208,17 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
}
// Spot connection
err = e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: gateioWebsocketEndpoint,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: e.WsHandleSpotData,
Subscriber: e.Subscribe,
Unsubscriber: e.Unsubscribe,
GenerateSubscriptions: e.generateSubscriptionsSpot,
Connector: e.WsConnectSpot,
Authenticate: e.authenticateSpot,
MessageFilter: asset.Spot,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
URL: gateioWebsocketEndpoint,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: e.WsHandleSpotData,
Subscriber: e.Subscribe,
Unsubscriber: e.Unsubscribe,
GenerateSubscriptions: e.generateSubscriptionsSpot,
Connector: e.WsConnectSpot,
Authenticate: e.authenticateSpot,
MessageFilter: asset.Spot,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -236,10 +236,10 @@ 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,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
Connector: e.WsFuturesConnect,
Authenticate: e.authenticateFutures,
MessageFilter: asset.USDTMarginedFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -258,9 +258,9 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
GenerateSubscriptions: func() (subscription.List, error) {
return e.GenerateFuturesDefaultSubscriptions(asset.CoinMarginedFutures)
},
Connector: e.WsFuturesConnect,
MessageFilter: asset.CoinMarginedFutures,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
Connector: e.WsFuturesConnect,
MessageFilter: asset.CoinMarginedFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -275,12 +275,12 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
Handler: func(ctx context.Context, conn websocket.Connection, incoming []byte) error {
return e.WsHandleFuturesData(ctx, conn, incoming, asset.DeliveryFutures)
},
Subscriber: e.DeliveryFuturesSubscribe,
Unsubscriber: e.DeliveryFuturesUnsubscribe,
GenerateSubscriptions: e.GenerateDeliveryFuturesDefaultSubscriptions,
Connector: e.WsDeliveryFuturesConnect,
MessageFilter: asset.DeliveryFutures,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
Subscriber: e.DeliveryFuturesSubscribe,
Unsubscriber: e.DeliveryFuturesUnsubscribe,
GenerateSubscriptions: e.GenerateDeliveryFuturesDefaultSubscriptions,
Connector: e.WsDeliveryFuturesConnect,
MessageFilter: asset.DeliveryFutures,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
if err != nil {
return err
@@ -288,16 +288,16 @@ func (e *Exchange) Setup(exch *config.Exchange) error {
// Futures connection - Options
return e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
URL: optionsWebsocketURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: e.WsHandleOptionsData,
Subscriber: e.OptionsSubscribe,
Unsubscriber: e.OptionsUnsubscribe,
GenerateSubscriptions: e.GenerateOptionsDefaultSubscriptions,
Connector: e.WsOptionsConnect,
MessageFilter: asset.Options,
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
URL: optionsWebsocketURL,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
Handler: e.WsHandleOptionsData,
Subscriber: e.OptionsSubscribe,
Unsubscriber: e.OptionsUnsubscribe,
GenerateSubscriptions: e.GenerateOptionsDefaultSubscriptions,
Connector: e.WsOptionsConnect,
MessageFilter: asset.Options,
RequestIDGenerator: e.messageIDSeq.IncrementAndGet,
})
}