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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
Download Patch File Download Diff File Expand all files Collapse all files

39
exchanges/hitbtc/hitbtc.go
View File

@@ -7,16 +7,15 @@ import (
"net/http"
"net/url"
"strconv"
"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"
)
@@ -54,8 +53,7 @@ const (
// HitBTC is the overarching type across the hitbtc package
type HitBTC struct {
exchange.Base
WebsocketConn *websocket.Conn
wsRequestMtx sync.Mutex
WebsocketConn *wshandler.WebsocketConnection
}
// SetDefaults sets default settings for hitbtc
@@ -80,14 +78,17 @@ func (h *HitBTC) SetDefaults() {
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
h.APIUrlDefault = apiURL
h.APIUrl = h.APIUrlDefault
h.WebsocketInit()
h.Websocket.Functionality = exchange.WebsocketTickerSupported |
exchange.WebsocketOrderbookSupported |
exchange.WebsocketSubscribeSupported |
exchange.WebsocketUnsubscribeSupported |
exchange.WebsocketAuthenticatedEndpointsSupported |
exchange.WebsocketSubmitOrderSupported |
exchange.WebsocketCancelOrderSupported
h.Websocket = wshandler.New()
h.Websocket.Functionality = wshandler.WebsocketTickerSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported |
wshandler.WebsocketSubmitOrderSupported |
wshandler.WebsocketCancelOrderSupported |
wshandler.WebsocketMessageCorrelationSupported
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user exchange configuration settings
@@ -128,17 +129,27 @@ func (h *HitBTC) Setup(exch *config.ExchangeConfig) {
if err != nil {
log.Fatal(err)
}
err = h.WebsocketSetup(h.WsConnect,
err = h.Websocket.Setup(h.WsConnect,
h.Subscribe,
h.Unsubscribe,
exch.Name,
exch.Websocket,
exch.Verbose,
hitbtcWebsocketAddress,
exch.WebsocketURL)
exch.WebsocketURL,
exch.AuthenticatedWebsocketAPISupport)
if err != nil {
log.Fatal(err)
}
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: h.Websocket.GetWebsocketURL(),
ProxyURL: h.Websocket.GetProxyAddress(),
Verbose: h.Verbose,
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
}
}

111
exchanges/hitbtc/hitbtc_test.go
View File

@@ -11,9 +11,11 @@ import (
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
)
var h HitBTC
var wsSetupRan bool
// Please supply your own APIKEYS here for due diligence testing
const (
@@ -102,7 +104,7 @@ func TestGetFee(t *testing.T) {
var feeBuilder = setFeeBuilder()
if areTestAPIKeysSet() {
// CryptocurrencyTradeFee Basic
if resp, err := h.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
if resp, err := h.GetFee(feeBuilder); resp != float64(0.002) || err != nil {
t.Error(err)
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.002), resp)
}
@@ -111,7 +113,7 @@ func TestGetFee(t *testing.T) {
feeBuilder = setFeeBuilder()
feeBuilder.Amount = 1000
feeBuilder.PurchasePrice = 1000
if resp, err := h.GetFee(feeBuilder); resp != float64(1000) || err != nil {
if resp, err := h.GetFee(feeBuilder); resp != float64(2000) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(2000), resp)
t.Error(err)
}
@@ -119,7 +121,7 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyTradeFee IsMaker
feeBuilder = setFeeBuilder()
feeBuilder.IsMaker = true
if resp, err := h.GetFee(feeBuilder); resp != float64(-0.0001) || err != nil {
if resp, err := h.GetFee(feeBuilder); resp != float64(0.001) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.001), resp)
t.Error(err)
}
@@ -127,7 +129,7 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyTradeFee Negative purchase price
feeBuilder = setFeeBuilder()
feeBuilder.PurchasePrice = -1000
if resp, err := h.GetFee(feeBuilder); resp != float64(-1) || err != nil {
if resp, err := h.GetFee(feeBuilder); resp != float64(0) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0), resp)
t.Error(err)
}
@@ -135,7 +137,7 @@ func TestGetFee(t *testing.T) {
// CryptocurrencyWithdrawalFee Basic
feeBuilder = setFeeBuilder()
feeBuilder.FeeType = exchange.CryptocurrencyWithdrawalFee
if resp, err := h.GetFee(feeBuilder); resp != float64(0.009580) || err != nil {
if resp, err := h.GetFee(feeBuilder); resp != float64(0.042800) || err != nil {
t.Errorf("Test Failed - GetFee() error. Expected: %f, Received: %f", float64(0.042800), resp)
t.Error(err)
}
@@ -387,16 +389,25 @@ func TestGetDepositAddress(t *testing.T) {
}
}
func setupWsAuth(t *testing.T) {
if wsSetupRan {
return
}
TestSetDefaults(t)
TestSetup(t)
if !h.Websocket.IsEnabled() && !h.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
t.Skip(exchange.WebsocketNotEnabled)
t.Skip(wshandler.WebsocketNotEnabled)
}
var err error
var dialer websocket.Dialer
h.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
h.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
h.WebsocketConn, _, err = dialer.Dial(hitbtcWebsocketAddress, http.Header{})
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: hitbtcWebsocketAddress,
Verbose: h.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var dialer websocket.Dialer
err := h.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
t.Fatal(err)
}
@@ -409,84 +420,86 @@ func setupWsAuth(t *testing.T) {
case <-timer.C:
}
timer.Stop()
wsSetupRan = true
}
// TestWsCancelOrder dials websocket, sends cancel request.
func TestWsCancelOrder(t *testing.T) {
setupWsAuth(t)
err := h.wsCancelOrder("ImNotARealOrderID")
if !canManipulateRealOrders {
t.Skip("canManipulateRealOrders false, skipping test")
}
_, err := h.wsCancelOrder("ImNotARealOrderID")
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Expecting response")
}
timer.Stop()
}
// TestWsPlaceOrder dials websocket, sends order submission.
func TestWsPlaceOrder(t *testing.T) {
setupWsAuth(t)
err := h.wsPlaceOrder(currency.NewPair(currency.LTC, currency.BTC), exchange.BuyOrderSide.ToString(), 1, 1)
if !canManipulateRealOrders {
t.Skip("canManipulateRealOrders false, skipping test")
}
_, err := h.wsPlaceOrder(currency.NewPair(currency.LTC, currency.BTC), exchange.BuyOrderSide.ToString(), 1, 1)
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Expecting response")
}
timer.Stop()
}
// TestWsReplaceOrder dials websocket, sends replace order request.
func TestWsReplaceOrder(t *testing.T) {
setupWsAuth(t)
err := h.wsReplaceOrder("ImNotARealOrderID", 1, 1)
if !canManipulateRealOrders {
t.Skip("canManipulateRealOrders false, skipping test")
}
_, err := h.wsReplaceOrder("ImNotARealOrderID", 1, 1)
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Expecting response")
}
timer.Stop()
}
// TestWsGetActiveOrders dials websocket, sends get active orders request.
func TestWsGetActiveOrders(t *testing.T) {
setupWsAuth(t)
err := h.wsGetActiveOrders()
_, err := h.wsGetActiveOrders()
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Expecting response")
}
timer.Stop()
}
// TestWsGetTradingBalance dials websocket, sends get trading balance request.
func TestWsGetTradingBalance(t *testing.T) {
setupWsAuth(t)
err := h.wsGetTradingBalance()
_, err := h.wsGetTradingBalance()
if err != nil {
t.Fatal(err)
}
}
// TestWsGetTradingBalance dials websocket, sends get trading balance request.
func TestWsGetTrades(t *testing.T) {
setupWsAuth(t)
_, err := h.wsGetTrades(currency.NewPair(currency.ETH, currency.BTC), 1000, "ASC", "id")
if err != nil {
t.Fatal(err)
}
}
// TestWsGetTradingBalance dials websocket, sends get trading balance request.
func TestWsGetSymbols(t *testing.T) {
setupWsAuth(t)
_, err := h.wsGetSymbols(currency.NewPair(currency.ETH, currency.BTC))
if err != nil {
t.Fatal(err)
}
}
// TestWsGetTradingBalance dials websocket, sends get trading balance request.
func TestSsGetCurrencies(t *testing.T) {
setupWsAuth(t)
_, err := h.wsGetCurrencies(currency.BTC)
if err != nil {
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Expecting response")
}
timer.Stop()
}

141
exchanges/hitbtc/hitbtc_types.go
View File

@@ -299,13 +299,16 @@ type LendingHistory struct {
}
type capture struct {
Method string `json:"method,omitempty"`
Result interface{} `json:"result"`
Error struct {
Code int `json:"code"`
Message string `json:"message"`
} `json:"error"`
ID int64 `json:"id,omitempty"`
Method string `json:"method,omitempty"`
Result interface{} `json:"result"`
Error ResponseError `json:"error,omitempty"`
ID int64 `json:"id,omitempty"`
}
// ResponseError contains error codes from JSON responses
type ResponseError struct {
Code int `json:"code"`
Message string `json:"message"`
}
// WsRequest defines a request obj for the JSON-RPC and gets a websocket
@@ -393,12 +396,13 @@ type WsLoginData struct {
// WsActiveOrdersResponse Active order response for auth subscription to reports
type WsActiveOrdersResponse struct {
Params []WsActiveOrdersResponseData `json:"params"`
Error ResponseError `json:"error,omitempty"`
}
// WsActiveOrdersResponseData Active order data for WsActiveOrdersResponse
type WsActiveOrdersResponseData struct {
ID string `json:"id"`
ClientOrderID string `json:"clientOrderId"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Status string `json:"status"`
@@ -416,12 +420,13 @@ type WsActiveOrdersResponseData struct {
// WsReportResponse report response for auth subscription to reports
type WsReportResponse struct {
Params WsReportResponseData `json:"params"`
Error ResponseError `json:"error,omitempty"`
}
// WsReportResponseData Report data for WsReportResponse
type WsReportResponseData struct {
ID string `json:"id"`
ClientOrderID string `json:"clientOrderId"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Status string `json:"status"`
@@ -449,7 +454,7 @@ type WsSubmitOrderRequest struct {
// WsSubmitOrderRequestData WS request data
type WsSubmitOrderRequestData struct {
ClientOrderID string `json:"clientOrderId"`
ClientOrderID int64 `json:"clientOrderId,string,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Price float64 `json:"price,string"`
@@ -460,6 +465,7 @@ type WsSubmitOrderRequestData struct {
type WsSubmitOrderSuccessResponse struct {
Result WsSubmitOrderSuccessResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsSubmitOrderSuccessResponseData WS response data
@@ -482,7 +488,7 @@ type WsSubmitOrderSuccessResponseData struct {
// WsSubmitOrderErrorResponse WS error response
type WsSubmitOrderErrorResponse struct {
Error WsSubmitOrderErrorResponseData `json:"error"`
Error WsSubmitOrderErrorResponseData `json:"error,omitempty"`
ID int64 `json:"id"`
}
@@ -497,12 +503,13 @@ type WsSubmitOrderErrorResponseData struct {
type WsCancelOrderResponse struct {
Result WsCancelOrderResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsCancelOrderResponseData WS response data
type WsCancelOrderResponseData struct {
ID string `json:"id"`
ClientOrderID string `json:"clientOrderId"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Status string `json:"status"`
@@ -521,12 +528,13 @@ type WsCancelOrderResponseData struct {
type WsReplaceOrderResponse struct {
Result WsReplaceOrderResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsReplaceOrderResponseData WS response data
type WsReplaceOrderResponseData struct {
ID string `json:"id"`
ClientOrderID string `json:"clientOrderId"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Status string `json:"status"`
@@ -546,12 +554,13 @@ type WsReplaceOrderResponseData struct {
type WsGetActiveOrdersResponse struct {
Result []WsGetActiveOrdersResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsGetActiveOrdersResponseData WS response data
type WsGetActiveOrdersResponseData struct {
ID string `json:"id"`
ClientOrderID string `json:"clientOrderId"`
ClientOrderID string `json:"clientOrderId,omitempty"`
Symbol currency.Pair `json:"symbol"`
Side string `json:"side"`
Status string `json:"status"`
@@ -571,6 +580,7 @@ type WsGetActiveOrdersResponseData struct {
type WsGetTradingBalanceResponse struct {
Result []WsGetTradingBalanceResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsGetTradingBalanceResponseData WS response data
@@ -606,3 +616,106 @@ type WsReplaceOrderRequestData struct {
Quantity float64 `json:"quantity,string,omitempty"`
Price float64 `json:"price,string,omitempty"`
}
// WsGetCurrenciesRequest gets currencies
type WsGetCurrenciesRequest struct {
Method string `json:"method"`
Params WsGetCurrenciesRequestParameters `json:"params"`
ID int64 `json:"id"`
}
// WsGetCurrenciesRequestParameters parameters
type WsGetCurrenciesRequestParameters struct {
Currency currency.Code `json:"currency"`
}
// WsGetCurrenciesResponse currency response
type WsGetCurrenciesResponse struct {
Result WsGetCurrenciesResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsGetCurrenciesResponseData currency response data
type WsGetCurrenciesResponseData struct {
ID currency.Code `json:"id"`
FullName string `json:"fullName"`
Crypto bool `json:"crypto"`
PayinEnabled bool `json:"payinEnabled"`
PayinPaymentID bool `json:"payinPaymentId"`
PayinConfirmations int64 `json:"payinConfirmations"`
PayoutEnabled bool `json:"payoutEnabled"`
PayoutIsPaymentID bool `json:"payoutIsPaymentId"`
TransferEnabled bool `json:"transferEnabled"`
Delisted bool `json:"delisted"`
PayoutFee string `json:"payoutFee"`
}
// WsGetSymbolsRequest request data
type WsGetSymbolsRequest struct {
Method string `json:"method"`
Params WsGetSymbolsRequestParameters `json:"params"`
ID int64 `json:"id"`
}
// WsGetSymbolsRequestParameters request parameters
type WsGetSymbolsRequestParameters struct {
Symbol currency.Pair `json:"symbol"`
}
// WsGetSymbolsResponse symbol response
type WsGetSymbolsResponse struct {
Result WsGetSymbolsResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsGetSymbolsResponseData symbol response data
type WsGetSymbolsResponseData struct {
ID currency.Pair `json:"id"`
BaseCurrency currency.Code `json:"baseCurrency"`
QuoteCurrency currency.Code `json:"quoteCurrency"`
QuantityIncrement float64 `json:"quantityIncrement,string"`
TickSize float64 `json:"tickSize,string"`
TakeLiquidityRate float64 `json:"takeLiquidityRate,string"`
ProvideLiquidityRate float64 `json:"provideLiquidityRate,string"`
FeeCurrency currency.Code `json:"feeCurrency"`
}
// WsGetTradesRequest trade request
type WsGetTradesRequest struct {
Method string `json:"method"`
Params WsGetTradesRequestParameters `json:"params"`
ID int64 `json:"id"`
}
// WsGetTradesRequestParameters trade request params
type WsGetTradesRequestParameters struct {
Symbol currency.Pair `json:"symbol"`
Limit int64 `json:"limit"`
Sort string `json:"sort"`
By string `json:"by"`
}
// WsGetTradesResponse response
type WsGetTradesResponse struct {
Jsonrpc string `json:"jsonrpc"`
Result WsGetTradesResponseData `json:"result"`
ID int64 `json:"id"`
Error ResponseError `json:"error,omitempty"`
}
// WsGetTradesResponseData trade response data
type WsGetTradesResponseData struct {
Data []WsGetTradesResponseTrades `json:"data"`
Symbol string `json:"symbol"`
}
// WsGetTradesResponseTrades trade response
type WsGetTradesResponseTrades struct {
ID int64 `json:"id"`
Price float64 `json:"price,string"`
Quantity float64 `json:"quantity,string"`
Side string `json:"side"`
Timestamp time.Time `json:"timestamp"`
}

263
exchanges/hitbtc/hitbtc_websocket.go
View File

@@ -4,7 +4,6 @@ import (
"errors"
"fmt"
"net/http"
"net/url"
"strings"
"time"
@@ -14,12 +13,14 @@ import (
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/nonce"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
hitbtcWebsocketAddress = "wss://api.hitbtc.com/api/2/ws"
rpcVersion = "2.0"
rateLimit = 20
)
var requestID nonce.Nonce
@@ -27,26 +28,13 @@ var requestID nonce.Nonce
// WsConnect starts a new connection with the websocket API
func (h *HitBTC) WsConnect() error {
if !h.Websocket.IsEnabled() || !h.IsEnabled() {
return errors.New(exchange.WebsocketNotEnabled)
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
if h.Websocket.GetProxyAddress() != "" {
proxy, err := url.Parse(h.Websocket.GetProxyAddress())
if err != nil {
return err
}
dialer.Proxy = http.ProxyURL(proxy)
}
var err error
h.WebsocketConn, _, err = dialer.Dial(hitbtcWebsocketAddress, http.Header{})
err := h.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go h.WsHandleData()
err = h.wsLogin()
if err != nil {
@@ -58,17 +46,6 @@ func (h *HitBTC) WsConnect() error {
return nil
}
// WsReadData reads from the websocket connection
func (h *HitBTC) WsReadData() (exchange.WebsocketResponse, error) {
_, resp, err := h.WebsocketConn.ReadMessage()
if err != nil {
return exchange.WebsocketResponse{}, err
}
h.Websocket.TrafficAlert <- struct{}{}
return exchange.WebsocketResponse{Raw: resp}, nil
}
// WsHandleData handles websocket data
func (h *HitBTC) WsHandleData() {
h.Websocket.Wg.Add(1)
@@ -83,11 +60,12 @@ func (h *HitBTC) WsHandleData() {
return
default:
resp, err := h.WsReadData()
resp, err := h.WebsocketConn.ReadMessage()
if err != nil {
h.Websocket.DataHandler <- err
return
}
h.Websocket.TrafficAlert <- struct{}{}
var init capture
err = common.JSONDecode(resp.Raw, &init)
@@ -95,11 +73,14 @@ func (h *HitBTC) WsHandleData() {
h.Websocket.DataHandler <- err
continue
}
if init.Error.Code == 1002 {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
if init.ID > 0 {
h.WebsocketConn.AddResponseWithID(init.ID, resp.Raw)
continue
}
if init.Error.Message != "" || init.Error.Code != 0 {
if init.Error.Code == 1002 {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
h.Websocket.DataHandler <- fmt.Errorf("hitbtc.go error - Code: %d, Message: %s",
init.Error.Code,
init.Error.Message)
@@ -117,7 +98,7 @@ func (h *HitBTC) WsHandleData() {
}
}
func (h *HitBTC) handleSubscriptionUpdates(resp exchange.WebsocketResponse, init capture) {
func (h *HitBTC) handleSubscriptionUpdates(resp wshandler.WebsocketResponse, init capture) {
switch init.Method {
case "ticker":
var ticker WsTicker
@@ -131,7 +112,7 @@ func (h *HitBTC) handleSubscriptionUpdates(resp exchange.WebsocketResponse, init
h.Websocket.DataHandler <- err
return
}
h.Websocket.DataHandler <- exchange.TickerData{
h.Websocket.DataHandler <- wshandler.TickerData{
Exchange: h.GetName(),
AssetType: "SPOT",
Pair: currency.NewPairFromString(ticker.Params.Symbol),
@@ -187,7 +168,7 @@ func (h *HitBTC) handleSubscriptionUpdates(resp exchange.WebsocketResponse, init
}
}
func (h *HitBTC) handleCommandResponses(resp exchange.WebsocketResponse, init capture) {
func (h *HitBTC) handleCommandResponses(resp wshandler.WebsocketResponse, init capture) {
switch resultType := init.Result.(type) {
case map[string]interface{}:
switch resultType["reportType"].(string) {
@@ -266,7 +247,7 @@ func (h *HitBTC) WsProcessOrderbookSnapshot(ob WsOrderbook) error {
return err
}
h.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
h.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: h.GetName(),
Asset: "SPOT",
Pair: p,
@@ -297,7 +278,7 @@ func (h *HitBTC) WsProcessOrderbookUpdate(ob WsOrderbook) error {
return err
}
h.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
h.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: h.GetName(),
Asset: "SPOT",
Pair: p,
@@ -308,9 +289,9 @@ func (h *HitBTC) WsProcessOrderbookUpdate(ob WsOrderbook) error {
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (h *HitBTC) GenerateDefaultSubscriptions() {
var channels = []string{"subscribeTicker", "subscribeOrderbook", "subscribeTrades", "subscribeCandles"}
var subscriptions []exchange.WebsocketChannelSubscription
var subscriptions []wshandler.WebsocketChannelSubscription
if h.Websocket.CanUseAuthenticatedEndpoints() {
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: "subscribeReports",
})
}
@@ -318,7 +299,7 @@ func (h *HitBTC) GenerateDefaultSubscriptions() {
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
})
@@ -328,7 +309,7 @@ func (h *HitBTC) GenerateDefaultSubscriptions() {
}
// Subscribe sends a websocket message to receive data from the channel
func (h *HitBTC) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (h *HitBTC) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscribe := WsNotification{
Method: channelToSubscribe.Channel,
}
@@ -350,11 +331,11 @@ func (h *HitBTC) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscript
}
}
return h.wsSend(subscribe)
return h.WebsocketConn.SendMessage(subscribe)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (h *HitBTC) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (h *HitBTC) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
unsubscribeChannel := strings.Replace(channelToSubscribe.Channel, "subscribe", "unsubscribe", 1)
subscribe := WsNotification{
JSONRPCVersion: rpcVersion,
@@ -376,21 +357,7 @@ func (h *HitBTC) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscri
}
}
return h.wsSend(subscribe)
}
// WsSend sends data to the websocket server
func (h *HitBTC) wsSend(data interface{}) error {
h.wsRequestMtx.Lock()
defer h.wsRequestMtx.Unlock()
json, err := common.JSONEncode(data)
if err != nil {
return err
}
if h.Verbose {
log.Debugf("%v sending message to websocket %v", h.Name, string(json))
}
return h.WebsocketConn.WriteMessage(websocket.TextMessage, json)
return h.WebsocketConn.SendMessage(subscribe)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
@@ -411,7 +378,7 @@ func (h *HitBTC) wsLogin() error {
},
}
err := h.wsSend(request)
err := h.WebsocketConn.SendMessage(request)
if err != nil {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
@@ -420,43 +387,68 @@ func (h *HitBTC) wsLogin() error {
}
// wsPlaceOrder sends a websocket message to submit an order
func (h *HitBTC) wsPlaceOrder(pair currency.Pair, side string, price, quantity float64) error {
func (h *HitBTC) wsPlaceOrder(pair currency.Pair, side string, price, quantity float64) (*WsSubmitOrderSuccessResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated, cannot place order", h.Name)
return nil, fmt.Errorf("%v not authenticated, cannot place order", h.Name)
}
id := h.WebsocketConn.GenerateMessageID(false)
request := WsSubmitOrderRequest{
Method: "newOrder",
Params: WsSubmitOrderRequestData{
ClientOrderID: fmt.Sprintf("%v", time.Now().Unix()),
ClientOrderID: id,
Symbol: pair,
Side: common.StringToLower(side),
Price: price,
Quantity: quantity,
},
ID: int64(requestID.GetInc()),
ID: id,
}
return h.wsSend(request)
resp, err := h.WebsocketConn.SendMessageReturnResponse(id, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsSubmitOrderSuccessResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsCancelOrder sends a websocket message to cancel an order
func (h *HitBTC) wsCancelOrder(clientOrderID string) error {
func (h *HitBTC) wsCancelOrder(clientOrderID string) (*WsCancelOrderResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated, cannot place order", h.Name)
return nil, fmt.Errorf("%v not authenticated, cannot place order", h.Name)
}
request := WsCancelOrderRequest{
Method: "cancelOrder",
Params: WsCancelOrderRequestData{
ClientOrderID: clientOrderID,
},
ID: int64(requestID.GetInc()),
ID: h.WebsocketConn.GenerateMessageID(false),
}
return h.wsSend(request)
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsCancelOrderResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsReplaceOrder sends a websocket message to replace an order
func (h *HitBTC) wsReplaceOrder(clientOrderID string, quantity, price float64) error {
func (h *HitBTC) wsReplaceOrder(clientOrderID string, quantity, price float64) (*WsReplaceOrderResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated, cannot place order", h.Name)
return nil, fmt.Errorf("%v not authenticated, cannot place order", h.Name)
}
request := WsReplaceOrderRequest{
Method: "cancelReplaceOrder",
@@ -466,33 +458,144 @@ func (h *HitBTC) wsReplaceOrder(clientOrderID string, quantity, price float64) e
Quantity: quantity,
Price: price,
},
ID: int64(requestID.GetInc()),
ID: h.WebsocketConn.GenerateMessageID(false),
}
return h.wsSend(request)
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsReplaceOrderResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsGetActiveOrders sends a websocket message to get all active orders
func (h *HitBTC) wsGetActiveOrders() error {
func (h *HitBTC) wsGetActiveOrders() (*WsActiveOrdersResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated, cannot place order", h.Name)
return nil, fmt.Errorf("%v not authenticated, cannot place order", h.Name)
}
request := WsReplaceOrderRequest{
Method: "getOrders",
Params: WsReplaceOrderRequestData{},
ID: int64(requestID.GetInc()),
ID: h.WebsocketConn.GenerateMessageID(false),
}
return h.wsSend(request)
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsActiveOrdersResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsGetTradingBalance sends a websocket message to get trading balance
func (h *HitBTC) wsGetTradingBalance() error {
func (h *HitBTC) wsGetTradingBalance() (*WsGetTradingBalanceResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated, cannot place order", h.Name)
return nil, fmt.Errorf("%v not authenticated, cannot place order", h.Name)
}
request := WsReplaceOrderRequest{
Method: "getTradingBalance",
Params: WsReplaceOrderRequestData{},
ID: int64(requestID.GetInc()),
ID: h.WebsocketConn.GenerateMessageID(false),
}
return h.wsSend(request)
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsGetTradingBalanceResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsGetCurrencies sends a websocket message to get trading balance
func (h *HitBTC) wsGetCurrencies(currencyItem currency.Code) (*WsGetCurrenciesResponse, error) {
request := WsGetCurrenciesRequest{
Method: "getCurrency",
Params: WsGetCurrenciesRequestParameters{
Currency: currencyItem,
},
ID: h.WebsocketConn.GenerateMessageID(false),
}
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsGetCurrenciesResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsGetSymbols sends a websocket message to get trading balance
func (h *HitBTC) wsGetSymbols(currencyItem currency.Pair) (*WsGetSymbolsResponse, error) {
request := WsGetSymbolsRequest{
Method: "getSymbol",
Params: WsGetSymbolsRequestParameters{
Symbol: currencyItem,
},
ID: h.WebsocketConn.GenerateMessageID(false),
}
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsGetSymbolsResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}
// wsGetSymbols sends a websocket message to get trading balance
func (h *HitBTC) wsGetTrades(currencyItem currency.Pair, limit int64, sort, by string) (*WsGetTradesResponse, error) {
request := WsGetTradesRequest{
Method: "getTrades",
Params: WsGetTradesRequestParameters{
Symbol: currencyItem,
Limit: limit,
Sort: sort,
By: by,
},
ID: h.WebsocketConn.GenerateMessageID(false),
}
resp, err := h.WebsocketConn.SendMessageReturnResponse(request.ID, request)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
var response WsGetTradesResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, fmt.Errorf("%v %v", h.Name, err)
}
if response.Error.Code > 0 || response.Error.Message != "" {
return &response, fmt.Errorf("%v Error:%v Message:%v", h.Name, response.Error.Code, response.Error.Message)
}
return &response, nil
}

12
exchanges/hitbtc/hitbtc_wrapper.go
View File

@@ -12,7 +12,7 @@ import (
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-/gocryptotrader/logger"
)
@@ -285,7 +285,7 @@ func (h *HitBTC) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.
}
// GetWebsocket returns a pointer to the exchange websocket
func (h *HitBTC) GetWebsocket() (*exchange.Websocket, error) {
func (h *HitBTC) GetWebsocket() (*wshandler.Websocket, error) {
return h.Websocket, nil
}
@@ -376,20 +376,20 @@ func (h *HitBTC) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (h *HitBTC) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
func (h *HitBTC) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (h *HitBTC) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
h.Websocket.UnsubscribeToChannels(channels)
func (h *HitBTC) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (h *HitBTC) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
func (h *HitBTC) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return h.Websocket.GetSubscriptions(), nil
}