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
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

View File

@@ -9,16 +9,15 @@ import (
"reflect"
"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"
)
@@ -64,8 +63,7 @@ const (
type Bitstamp struct {
exchange.Base
Balance Balances
WebsocketConn *websocket.Conn
wsRequestMtx sync.Mutex
WebsocketConn *wshandler.WebsocketConnection
}
// SetDefaults sets default for Bitstamp
@@ -89,11 +87,13 @@ func (b *Bitstamp) SetDefaults() {
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.APIUrlDefault = bitstampAPIURL
b.APIUrl = b.APIUrlDefault
b.WebsocketInit()
b.Websocket.Functionality = exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported |
exchange.WebsocketSubscribeSupported |
exchange.WebsocketUnsubscribeSupported
b.Websocket = wshandler.New()
b.Websocket.Functionality = wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketTradeDataSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported
b.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
b.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets configuration values to bitstamp
@@ -138,17 +138,26 @@ func (b *Bitstamp) Setup(exch *config.ExchangeConfig) {
if err != nil {
log.Fatal(err)
}
err = b.WebsocketSetup(b.WsConnect,
err = b.Websocket.Setup(b.WsConnect,
b.Subscribe,
b.Unsubscribe,
exch.Name,
exch.Websocket,
exch.Verbose,
bitstampWSURL,
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,
}
}
}