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Websocket request-response correlation (#328)

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* 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
2019-08-07 15:15:01 +10:00
committed by Adrian Gallagher
parent 6e70f0642a
commit e209d85d0d
113 changed files with 3269 additions and 2594 deletions
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17
exchanges/bitmex/bitmex_test.go
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@@ -12,6 +12,7 @@ import (
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
)
// Please supply your own keys here for due diligence testing
@@ -689,22 +690,26 @@ func TestWsAuth(t *testing.T) {
b.SetDefaults()
TestSetup(t)
if !b.Websocket.IsEnabled() && !b.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
t.Skip(exchange.WebsocketNotEnabled)
t.Skip(wshandler.WebsocketNotEnabled)
}
b.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: b.Name,
URL: b.Websocket.GetWebsocketURL(),
Verbose: b.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var err error
var dialer websocket.Dialer
b.WebsocketConn, _, err = dialer.Dial(b.Websocket.GetWebsocketURL(),
http.Header{})
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
t.Fatal(err)
}
b.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
b.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
go b.wsHandleIncomingData()
defer b.WebsocketConn.Close()
err = b.websocketSendAuth()
if err != nil {
t.Error(err)
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {