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

@@ -16,6 +16,7 @@ import (
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-/gocryptotrader/logger"
)
@@ -27,6 +28,10 @@ const (
ErrExchangeNotFound = "exchange not found in dataset"
// DefaultHTTPTimeout is the default HTTP/HTTPS Timeout for exchange requests
DefaultHTTPTimeout = time.Second * 15
// DefaultWebsocketResponseCheckTimeout is the default delay in checking for an expected websocket response
DefaultWebsocketResponseCheckTimeout = time.Millisecond * 30
// DefaultWebsocketResponseMaxLimit is the default max wait for an expected websocket response before a timeout
DefaultWebsocketResponseMaxLimit = time.Second * 7
)
// FeeType custom type for calculating fees based on method
@@ -260,6 +265,8 @@ type Base struct {
Enabled bool
Verbose bool
RESTPollingDelay time.Duration
WebsocketResponseCheckTimeout time.Duration
WebsocketResponseMaxLimit time.Duration
AuthenticatedAPISupport bool
AuthenticatedWebsocketAPISupport bool
APIWithdrawPermissions uint32
@@ -283,7 +290,7 @@ type Base struct {
APIUrlSecondaryDefault string
RequestCurrencyPairFormat config.CurrencyPairFormatConfig
ConfigCurrencyPairFormat config.CurrencyPairFormatConfig
Websocket *Websocket
Websocket *wshandler.Websocket
*request.Requester
}
@@ -326,11 +333,11 @@ type IBotExchange interface {
WithdrawCryptocurrencyFunds(withdrawRequest *WithdrawRequest) (string, error)
WithdrawFiatFunds(withdrawRequest *WithdrawRequest) (string, error)
WithdrawFiatFundsToInternationalBank(withdrawRequest *WithdrawRequest) (string, error)
GetWebsocket() (*Websocket, error)
SubscribeToWebsocketChannels(channels []WebsocketChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []WebsocketChannelSubscription) error
GetWebsocket() (*wshandler.Websocket, error)
SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error
AuthenticateWebsocket() error
GetSubscriptions() ([]WebsocketChannelSubscription, error)
GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error)
}
// SupportsRESTTickerBatchUpdates returns whether or not the