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

exchanges/bitmex/bitmex.go

@@ -7,24 +7,22 @@ import (
 	"net/http"
 	"strconv"
 	"strings"
-	"sync"
 	"time"
 
-	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/currency"
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/request"
 	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
+	"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
 	log "github.com/thrasher-/gocryptotrader/logger"
 )
 
 // Bitmex is the overarching type across this package
 type Bitmex struct {
 	exchange.Base
-	WebsocketConn *websocket.Conn
-	wsRequestMtx  sync.Mutex
+	WebsocketConn *wshandler.WebsocketConnection
 }
 
 const (
@@ -135,13 +133,16 @@ func (b *Bitmex) SetDefaults() {
 	b.APIUrlDefault = bitmexAPIURL
 	b.APIUrl = b.APIUrlDefault
 	b.SupportsAutoPairUpdating = true
-	b.WebsocketInit()
-	b.Websocket.Functionality = exchange.WebsocketTradeDataSupported |
-		exchange.WebsocketOrderbookSupported |
-		exchange.WebsocketSubscribeSupported |
-		exchange.WebsocketUnsubscribeSupported |
-		exchange.WebsocketAuthenticatedEndpointsSupported |
-		exchange.WebsocketAccountDataSupported
+	b.Websocket = wshandler.New()
+	b.Websocket.Functionality = wshandler.WebsocketTradeDataSupported |
+		wshandler.WebsocketOrderbookSupported |
+		wshandler.WebsocketSubscribeSupported |
+		wshandler.WebsocketUnsubscribeSupported |
+		wshandler.WebsocketAuthenticatedEndpointsSupported |
+		wshandler.WebsocketAccountDataSupported |
+		wshandler.WebsocketDeadMansSwitchSupported
+	b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
+	b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
 }
 
 // Setup takes in the supplied exchange configuration details and sets params
@@ -180,17 +181,26 @@ func (b *Bitmex) Setup(exch *config.ExchangeConfig) {
 		if err != nil {
 			log.Fatal(err)
 		}
-		err = b.WebsocketSetup(b.WsConnector,
+		err = b.Websocket.Setup(b.WsConnector,
 			b.Subscribe,
 			b.Unsubscribe,
 			exch.Name,
 			exch.Websocket,
 			exch.Verbose,
 			bitmexWSURL,
-			exch.WebsocketURL)
+			exch.WebsocketURL,
+			exch.AuthenticatedWebsocketAPISupport)
 		if err != nil {
 			log.Fatal(err)
 		}
+		b.WebsocketConn = &wshandler.WebsocketConnection{
+			ExchangeName:         b.Name,
+			URL:                  b.Websocket.GetWebsocketURL(),
+			ProxyURL:             b.Websocket.GetProxyAddress(),
+			Verbose:              b.Verbose,
+			ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
+			ResponseMaxLimit:     exch.WebsocketResponseMaxLimit,
+		}
 	}
 }