mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-06 07:26:47 +00:00
Websocket request-response correlation (#328)
* Establishes new websocket functionality. Begins the creation of the websocket request * Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work * Successfully moved exchange_websocket into its own wshandler namespace. oof * Sets up ZB to use a round trip WS request system * Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation * Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions * Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages * Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano * Adds GateIO id support * Adds Coinut support. Prevents nil reference error in constatus when there isnt one * Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see. * Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages * Starts testing. Renames files * Adds tests for websocket connection * Reverts request.go change * Linting everything * Fixes rebase issue * Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type * Final final commit, fixing ZB issues. * Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines * Fixed string conversion * Fixes issue with ZB not sending success codes * Fixes issue with coinut processing due to nonce handling with subscriptions * Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests * Removes unused interface * Renames wshandler.Init() to wshandler.Run() * Updates template file * Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking * Fixes two inconsistent websocket delay times * Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests * Updates exchange template to set and use default websocket response limits
This commit is contained in:
Scott
Adrian Gallagher
@@ -4,7 +4,6 @@ import (
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"errors"
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"fmt"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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"sync"
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@@ -16,6 +15,7 @@ import (
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exchange "github.com/thrasher-/gocryptotrader/exchanges"
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"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
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)
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const (
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@@ -70,7 +70,7 @@ func (b *Binance) UpdateLocalCache(ob *WebsocketDepthStream) error {
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ID, ok := lastUpdateID[ob.Pair]
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if !ok {
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m.Unlock()
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return errors.New("binance_websocket.go - Unable to find lastUpdateID")
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return fmt.Errorf("%v - Unable to find lastUpdateID", b.Name)
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}
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if ob.LastUpdateID+1 <= ID || ID >= ob.LastUpdateID+1 {
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@@ -124,10 +124,10 @@ func (b *Binance) UpdateLocalCache(ob *WebsocketDepthStream) error {
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// WSConnect intiates a websocket connection
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func (b *Binance) WSConnect() error {
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if !b.Websocket.IsEnabled() || !b.IsEnabled() {
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return errors.New(exchange.WebsocketNotEnabled)
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return errors.New(wshandler.WebsocketNotEnabled)
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}
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var Dialer websocket.Dialer
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var dialer websocket.Dialer
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var err error
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tick := strings.ToLower(
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@@ -152,18 +152,6 @@ func (b *Binance) WSConnect() error {
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kline +
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"/" +
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depth
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if b.Websocket.GetProxyAddress() != "" {
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var u *url.URL
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u, err = url.Parse(b.Websocket.GetProxyAddress())
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if err != nil {
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return fmt.Errorf("binance_websocket.go - Unable to connect to parse proxy address. Error: %s",
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err)
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}
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Dialer.Proxy = http.ProxyURL(u)
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}
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for _, ePair := range b.GetEnabledCurrencies() {
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err = b.SeedLocalCache(ePair)
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if err != nil {
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@@ -171,9 +159,11 @@ func (b *Binance) WSConnect() error {
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}
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}
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b.WebsocketConn, _, err = Dialer.Dial(wsurl, http.Header{})
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b.WebsocketConn.URL = wsurl
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err = b.WebsocketConn.Dial(&dialer, http.Header{})
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if err != nil {
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return fmt.Errorf("binance_websocket.go - Unable to connect to Websocket. Error: %s",
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return fmt.Errorf("%v - Unable to connect to Websocket. Error: %s",
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b.Name,
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err)
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}
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@@ -182,18 +172,6 @@ func (b *Binance) WSConnect() error {
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return nil
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}
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// WSReadData reads from the websocket connection and returns the response
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func (b *Binance) WSReadData() (exchange.WebsocketResponse, error) {
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msgType, resp, err := b.WebsocketConn.ReadMessage()
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if err != nil {
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return exchange.WebsocketResponse{}, err
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}
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b.Websocket.TrafficAlert <- struct{}{}
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return exchange.WebsocketResponse{Type: msgType, Raw: resp}, nil
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}
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// WsHandleData handles websocket data from WsReadData
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func (b *Binance) WsHandleData() {
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b.Websocket.Wg.Add(1)
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@@ -208,134 +186,133 @@ func (b *Binance) WsHandleData() {
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return
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default:
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read, err := b.WSReadData()
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read, err := b.WebsocketConn.ReadMessage()
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if err != nil {
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b.Websocket.DataHandler <- err
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return
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}
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if read.Type == websocket.TextMessage {
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multiStreamData := MultiStreamData{}
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err = common.JSONDecode(read.Raw, &multiStreamData)
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b.Websocket.TrafficAlert <- struct{}{}
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var multiStreamData MultiStreamData
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err = common.JSONDecode(read.Raw, &multiStreamData)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - Could not load multi stream data: %s",
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b.Name,
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read.Raw)
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continue
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}
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streamType := strings.Split(multiStreamData.Stream, "@")
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switch streamType[1] {
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case "trade":
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trade := TradeStream{}
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err := common.JSONDecode(multiStreamData.Data, &trade)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - Could not load multi stream data: %s",
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string(read.Raw))
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b.Websocket.DataHandler <- fmt.Errorf("%v - Could not unmarshal trade data: %s",
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b.Name,
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err)
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continue
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}
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streamType := strings.Split(multiStreamData.Stream, "@")
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switch streamType[1] {
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case "trade":
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trade := TradeStream{}
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err := common.JSONDecode(multiStreamData.Data, &trade)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - Could not unmarshal trade data: %s",
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err)
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continue
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}
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price, err := strconv.ParseFloat(trade.Price, 64)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - price conversion error: %s",
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err)
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continue
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}
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amount, err := strconv.ParseFloat(trade.Quantity, 64)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - amount conversion error: %s",
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err)
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continue
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}
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b.Websocket.DataHandler <- exchange.TradeData{
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CurrencyPair: currency.NewPairFromString(trade.Symbol),
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Timestamp: time.Unix(0, trade.TimeStamp*int64(time.Millisecond)),
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Price: price,
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Amount: amount,
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Exchange: b.GetName(),
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AssetType: "SPOT",
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Side: trade.EventType,
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}
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continue
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case "ticker":
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t := TickerStream{}
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err := common.JSONDecode(multiStreamData.Data, &t)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - Could not convert to a TickerStream structure %s",
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err.Error())
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continue
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}
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var wsTicker exchange.TickerData
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wsTicker.Timestamp = time.Unix(t.EventTime/1000, 0)
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wsTicker.Pair = currency.NewPairFromString(t.Symbol)
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wsTicker.AssetType = ticker.Spot
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wsTicker.Exchange = b.GetName()
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wsTicker.ClosePrice, _ = strconv.ParseFloat(t.CurrDayClose, 64)
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wsTicker.Quantity, _ = strconv.ParseFloat(t.TotalTradedVolume, 64)
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wsTicker.OpenPrice, _ = strconv.ParseFloat(t.OpenPrice, 64)
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wsTicker.HighPrice, _ = strconv.ParseFloat(t.HighPrice, 64)
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wsTicker.LowPrice, _ = strconv.ParseFloat(t.LowPrice, 64)
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b.Websocket.DataHandler <- wsTicker
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continue
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case "kline":
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kline := KlineStream{}
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err := common.JSONDecode(multiStreamData.Data, &kline)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - Could not convert to a KlineStream structure %s",
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err)
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continue
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}
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var wsKline exchange.KlineData
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wsKline.Timestamp = time.Unix(0, kline.EventTime)
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wsKline.Pair = currency.NewPairFromString(kline.Symbol)
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wsKline.AssetType = ticker.Spot
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wsKline.Exchange = b.GetName()
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wsKline.StartTime = time.Unix(0, kline.Kline.StartTime)
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wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime)
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wsKline.Interval = kline.Kline.Interval
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wsKline.OpenPrice, _ = strconv.ParseFloat(kline.Kline.OpenPrice, 64)
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wsKline.ClosePrice, _ = strconv.ParseFloat(kline.Kline.ClosePrice, 64)
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wsKline.HighPrice, _ = strconv.ParseFloat(kline.Kline.HighPrice, 64)
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wsKline.LowPrice, _ = strconv.ParseFloat(kline.Kline.LowPrice, 64)
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wsKline.Volume, _ = strconv.ParseFloat(kline.Kline.Volume, 64)
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b.Websocket.DataHandler <- wsKline
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continue
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case "depth":
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depth := WebsocketDepthStream{}
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err := common.JSONDecode(multiStreamData.Data, &depth)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - Could not convert to depthStream structure %s",
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err)
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continue
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}
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err = b.UpdateLocalCache(&depth)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("binance_websocket.go - UpdateLocalCache error: %s",
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err)
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continue
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}
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currencyPair := currency.NewPairFromString(depth.Pair)
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b.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
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Pair: currencyPair,
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Asset: "SPOT",
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Exchange: b.GetName(),
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}
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price, err := strconv.ParseFloat(trade.Price, 64)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - price conversion error: %s",
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b.Name,
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err)
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continue
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}
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amount, err := strconv.ParseFloat(trade.Quantity, 64)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - amount conversion error: %s",
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b.Name,
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err)
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continue
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}
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b.Websocket.DataHandler <- wshandler.TradeData{
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CurrencyPair: currency.NewPairFromString(trade.Symbol),
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Timestamp: time.Unix(0, trade.TimeStamp),
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Price: price,
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Amount: amount,
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Exchange: b.GetName(),
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AssetType: "SPOT",
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Side: trade.EventType,
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}
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continue
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case "ticker":
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t := TickerStream{}
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err := common.JSONDecode(multiStreamData.Data, &t)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - Could not convert to a TickerStream structure %s",
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b.Name,
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err.Error())
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continue
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}
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var wsTicker wshandler.TickerData
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wsTicker.Timestamp = time.Unix(t.EventTime/1000, 0)
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wsTicker.Pair = currency.NewPairFromString(t.Symbol)
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wsTicker.AssetType = ticker.Spot
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wsTicker.Exchange = b.GetName()
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wsTicker.ClosePrice, _ = strconv.ParseFloat(t.CurrDayClose, 64)
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wsTicker.Quantity, _ = strconv.ParseFloat(t.TotalTradedVolume, 64)
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wsTicker.OpenPrice, _ = strconv.ParseFloat(t.OpenPrice, 64)
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wsTicker.HighPrice, _ = strconv.ParseFloat(t.HighPrice, 64)
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wsTicker.LowPrice, _ = strconv.ParseFloat(t.LowPrice, 64)
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b.Websocket.DataHandler <- wsTicker
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continue
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case "kline":
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kline := KlineStream{}
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err := common.JSONDecode(multiStreamData.Data, &kline)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - Could not convert to a KlineStream structure %s",
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b.Name,
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err)
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continue
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}
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var wsKline wshandler.KlineData
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wsKline.Timestamp = time.Unix(0, kline.EventTime)
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wsKline.Pair = currency.NewPairFromString(kline.Symbol)
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wsKline.AssetType = ticker.Spot
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wsKline.Exchange = b.GetName()
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wsKline.StartTime = time.Unix(0, kline.Kline.StartTime)
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wsKline.CloseTime = time.Unix(0, kline.Kline.CloseTime)
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wsKline.Interval = kline.Kline.Interval
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wsKline.OpenPrice, _ = strconv.ParseFloat(kline.Kline.OpenPrice, 64)
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wsKline.ClosePrice, _ = strconv.ParseFloat(kline.Kline.ClosePrice, 64)
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wsKline.HighPrice, _ = strconv.ParseFloat(kline.Kline.HighPrice, 64)
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wsKline.LowPrice, _ = strconv.ParseFloat(kline.Kline.LowPrice, 64)
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wsKline.Volume, _ = strconv.ParseFloat(kline.Kline.Volume, 64)
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b.Websocket.DataHandler <- wsKline
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continue
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case "depth":
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depth := WebsocketDepthStream{}
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err := common.JSONDecode(multiStreamData.Data, &depth)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - Could not convert to depthStream structure %s",
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b.Name,
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err)
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continue
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}
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err = b.UpdateLocalCache(&depth)
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if err != nil {
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b.Websocket.DataHandler <- fmt.Errorf("%v - UpdateLocalCache error: %s",
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b.Name,
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err)
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continue
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}
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currencyPair := currency.NewPairFromString(depth.Pair)
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b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
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Pair: currencyPair,
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Asset: "SPOT",
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Exchange: b.GetName(),
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}
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continue
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}
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}
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}
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Block a user