d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-04 07:26:47 +00:00
Code Issues Packages Projects Releases Wiki Activity

Websocket request-response correlation (#328)

Browse Source 
* 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

50
exchanges/huobi/huobi.go
View File

@@ -14,16 +14,15 @@ import (
"net/url"
"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"
)
@@ -69,9 +68,8 @@ const (
type HUOBI struct {
exchange.Base
AccountID string
WebsocketConn *websocket.Conn
AuthenticatedWebsocketConn *websocket.Conn
wsRequestMtx sync.Mutex
WebsocketConn *wshandler.WebsocketConnection
AuthenticatedWebsocketConn *wshandler.WebsocketConnection
}
// SetDefaults sets default values for the exchange
@@ -96,14 +94,17 @@ func (h *HUOBI) SetDefaults() {
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
h.APIUrlDefault = huobiAPIURL
h.APIUrl = h.APIUrlDefault
h.WebsocketInit()
h.Websocket.Functionality = exchange.WebsocketKlineSupported |
exchange.WebsocketOrderbookSupported |
exchange.WebsocketTradeDataSupported |
exchange.WebsocketSubscribeSupported |
exchange.WebsocketUnsubscribeSupported |
exchange.WebsocketAuthenticatedEndpointsSupported |
exchange.WebsocketAccountDataSupported
h.Websocket = wshandler.New()
h.Websocket.Functionality = wshandler.WebsocketKlineSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketTradeDataSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported |
wshandler.WebsocketAccountDataSupported |
wshandler.WebsocketMessageCorrelationSupported
h.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
h.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup sets user configuration
@@ -146,17 +147,36 @@ func (h *HUOBI) 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,
wsMarketURL,
exch.WebsocketURL)
exch.WebsocketURL,
exch.AuthenticatedWebsocketAPISupport)
if err != nil {
log.Fatal(err)
}
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsMarketURL,
ProxyURL: h.Websocket.GetProxyAddress(),
Verbose: h.Verbose,
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
h.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsAccountsOrdersURL,
ProxyURL: h.Websocket.GetProxyAddress(),
Verbose: h.Verbose,
RateLimit: rateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
}
}

91
exchanges/huobi/huobi_test.go
View File

@@ -9,7 +9,6 @@ import (
"strconv"
"strings"
"testing"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
@@ -17,6 +16,7 @@ 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 you own test keys here for due diligence testing.
@@ -56,37 +56,36 @@ func setupWsTests(t *testing.T) {
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
comms = make(chan WsMessage, sharedtestvalues.WebsocketChannelOverrideCapacity)
h.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride()
h.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride()
go h.WsHandleData()
err = h.wsAuthenticatedDial(&dialer)
h.AuthenticatedWebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsAccountsOrdersURL,
Verbose: h.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
h.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: h.Name,
URL: wsMarketURL,
Verbose: h.Verbose,
ResponseMaxLimit: exchange.DefaultWebsocketResponseMaxLimit,
ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
}
var dialer websocket.Dialer
err := h.wsAuthenticatedDial(&dialer)
if err != nil {
t.Error(err)
t.Fatal(err)
}
err = h.wsLogin()
if err != nil {
t.Error(err)
t.Fatal(err)
}
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case response := <-h.Websocket.DataHandler:
switch respType := response.(type) {
case WsAuthenticatedDataResponse:
if respType.ErrorCode > 0 {
t.Error(respType)
}
case error:
t.Error(respType)
}
case <-timer.C:
t.Error("Websocket did not receive a response")
}
timer.Stop()
wsSetupRan = true
}
@@ -656,46 +655,36 @@ func TestGetDepositAddress(t *testing.T) {
// TestWsGetAccountsList connects to WS, logs in, gets account list
func TestWsGetAccountsList(t *testing.T) {
setupWsTests(t)
h.wsGetAccountsList(currency.NewPairFromString("ethbtc"))
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case response := <-h.Websocket.DataHandler:
switch respType := response.(type) {
case WsAuthenticatedAccountsListResponse:
if respType.ErrorCode > 0 {
t.Error(respType)
}
case error:
t.Error(respType)
}
case <-timer.C:
t.Error("Websocket did not receive a response")
resp, err := h.wsGetAccountsList(currency.NewPairFromString("ethbtc"))
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 {
t.Error(resp.ErrorMessage)
}
timer.Stop()
}
// TestWsGetOrderList connects to WS, logs in, gets order list
func TestWsGetOrderList(t *testing.T) {
setupWsTests(t)
h.wsGetOrdersList(1, currency.NewPairFromString("ethbtc"))
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Websocket did not receive a response")
resp, err := h.wsGetOrdersList(1, currency.NewPairFromString("ethbtc"))
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 {
t.Error(resp.ErrorMessage)
}
timer.Stop()
}
// TestWsGetOrderDetails connects to WS, logs in, gets order details
func TestWsGetOrderDetails(t *testing.T) {
setupWsTests(t)
h.wsGetOrderDetails("123")
timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout)
select {
case <-h.Websocket.DataHandler:
case <-timer.C:
t.Error("Websocket did not receive a response")
orderID := "123"
resp, err := h.wsGetOrderDetails(orderID)
if err != nil {
t.Fatal(err)
}
if resp.ErrorCode > 0 && (orderID == "123" && resp.ErrorCode != 10022) {
t.Error(resp.ErrorMessage)
}
timer.Stop()
}

21
exchanges/huobi/huobi_types.go
View File

@@ -270,10 +270,10 @@ var (
// WsRequest defines a request data structure
type WsRequest struct {
Topic string `json:"req,omitempty"`
Subscribe string `json:"sub,omitempty"`
Unsubscribe string `json:"unsub,omitempty"`
ClientGeneratedID string `json:"id,omitempty"`
Topic string `json:"req,omitempty"`
Subscribe string `json:"sub,omitempty"`
Unsubscribe string `json:"unsub,omitempty"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsResponse defines a response from the websocket connection when there
@@ -286,6 +286,7 @@ type WsResponse struct {
Ping int64 `json:"ping"`
Channel string `json:"ch"`
Subscribed string `json:"subbed"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsHeartBeat defines a heartbeat request
@@ -346,6 +347,7 @@ type WsAuthenticationRequest struct {
SignatureVersion string `json:"SignatureVersion"`
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsMessage defines read data from the websocket connection
@@ -363,6 +365,7 @@ type WsAuthenticatedSubscriptionRequest struct {
Timestamp string `json:"Timestamp"`
Signature string `json:"Signature"`
Topic string `json:"topic"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsAuthenticatedAccountsListRequest request for account list authenticated connection
@@ -375,6 +378,7 @@ type WsAuthenticatedAccountsListRequest struct {
Signature string `json:"Signature"`
Topic string `json:"topic"`
Symbol currency.Pair `json:"symbol"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsAuthenticatedOrderDetailsRequest request for order details authenticated connection
@@ -387,6 +391,7 @@ type WsAuthenticatedOrderDetailsRequest struct {
Signature string `json:"Signature"`
Topic string `json:"topic"`
OrderID string `json:"order-id"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsAuthenticatedOrdersListRequest request for orderslist authenticated connection
@@ -401,6 +406,7 @@ type WsAuthenticatedOrdersListRequest struct {
States string `json:"states"`
AccountID int64 `json:"account-id"`
Symbol currency.Pair `json:"symbol"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsAuthenticatedDataResponse response from authenticated connection
@@ -411,7 +417,7 @@ type WsAuthenticatedDataResponse struct {
ErrorCode int64 `json:"err-code,omitempty"`
ErrorMessage string `json:"err-msg,omitempty"`
Ping int64 `json:"ping,omitempty"`
CID string `json:"cid,omitempty"`
ClientID int64 `json:"cid,string,omitempty"`
}
// WsAuthenticatedAccountsResponse response from Accounts authenticated subscription
@@ -529,3 +535,8 @@ type WsAuthenticatedOrderDetailResponse struct {
WsAuthenticatedDataResponse
Data WsAuthenticatedOrdersListResponseData `json:"data"`
}
// WsPong sent for pong messages
type WsPong struct {
Pong int64 `json:"pong"`
}

217
exchanges/huobi/huobi_websocket.go
View File

@@ -1,11 +1,8 @@
package huobi
import (
"bytes"
"compress/gzip"
"errors"
"fmt"
"io/ioutil"
"net/http"
"net/url"
"strings"
@@ -16,6 +13,7 @@ import (
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
log "github.com/thrasher-/gocryptotrader/logger"
)
@@ -42,6 +40,9 @@ const (
signatureVersion = "2"
requestOp = "req"
authOp = "auth"
loginDelay = 50 * time.Millisecond
rateLimit = 20
)
// Instantiates a communications channel between websocket connections
@@ -50,20 +51,9 @@ var comms = make(chan WsMessage, 1)
// WsConnect initiates a new websocket connection
func (h *HUOBI) 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)
}
err := h.wsDial(&dialer)
if err != nil {
return err
@@ -84,11 +74,9 @@ func (h *HUOBI) WsConnect() error {
}
func (h *HUOBI) wsDial(dialer *websocket.Dialer) error {
var err error
var conStatus *http.Response
h.WebsocketConn, conStatus, err = dialer.Dial(wsMarketURL, http.Header{})
err := h.WebsocketConn.Dial(dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v %v %v Error: %v", wsMarketURL, conStatus, conStatus.StatusCode, err)
return err
}
go h.wsMultiConnectionFunnel(h.WebsocketConn, wsMarketURL)
return nil
@@ -98,18 +86,16 @@ func (h *HUOBI) wsAuthenticatedDial(dialer *websocket.Dialer) error {
if !h.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", h.Name)
}
var err error
var conStatus *http.Response
h.AuthenticatedWebsocketConn, conStatus, err = dialer.Dial(wsAccountsOrdersURL, http.Header{})
err := h.AuthenticatedWebsocketConn.Dial(dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v %v %v Error: %v", wsAccountsOrdersURL, conStatus, conStatus.StatusCode, err)
return err
}
go h.wsMultiConnectionFunnel(h.AuthenticatedWebsocketConn, wsAccountsOrdersURL)
return nil
}
// wsMultiConnectionFunnel manages data from multiple endpoints and passes it to a channel
func (h *HUOBI) wsMultiConnectionFunnel(ws *websocket.Conn, url string) {
func (h *HUOBI) wsMultiConnectionFunnel(ws *wshandler.WebsocketConnection, url string) {
h.Websocket.Wg.Add(1)
defer h.Websocket.Wg.Done()
for {
@@ -117,29 +103,13 @@ func (h *HUOBI) wsMultiConnectionFunnel(ws *websocket.Conn, url string) {
case <-h.Websocket.ShutdownC:
return
default:
_, resp, err := ws.ReadMessage()
resp, err := ws.ReadMessage()
if err != nil {
h.Websocket.DataHandler <- err
return
}
h.Websocket.TrafficAlert <- struct{}{}
b := bytes.NewReader(resp)
gReader, err := gzip.NewReader(b)
if err != nil {
h.Websocket.DataHandler <- err
return
}
unzipped, err := ioutil.ReadAll(gReader)
if err != nil {
h.Websocket.DataHandler <- err
return
}
err = gReader.Close()
if err != nil {
h.Websocket.DataHandler <- err
return
}
comms <- WsMessage{Raw: unzipped, URL: url}
comms <- WsMessage{Raw: resp.Raw, URL: url}
}
}
}
@@ -153,9 +123,6 @@ func (h *HUOBI) WsHandleData() {
case <-h.Websocket.ShutdownC:
return
case resp := <-comms:
if h.Verbose {
log.Debugf("%v: %v: %v", h.Name, resp.URL, string(resp.Raw))
}
switch resp.URL {
case wsMarketURL:
h.wsHandleMarketData(resp)
@@ -173,31 +140,26 @@ func (h *HUOBI) wsHandleAuthenticatedData(resp WsMessage) {
h.Websocket.DataHandler <- err
return
}
if init.ErrorCode > 0 {
if init.ErrorMessage == "api-signature-not-valid" {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
h.Websocket.DataHandler <- fmt.Errorf("%v %v Websocket error %v %s",
h.Name,
resp.URL,
init.ErrorCode,
init.ErrorMessage)
return
}
if init.Ping != 0 {
err = h.WebsocketConn.WriteJSON(`{"pong":1337}`)
err = h.WebsocketConn.SendMessage(WsPong{Pong: init.Ping})
if err != nil {
log.Error(err)
}
return
}
if init.ErrorMessage == "api-signature-not-valid" {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
if init.Op == "sub" {
if h.Verbose {
log.Debugf("%v: %v: Successfully subscribed to %v", h.Name, resp.URL, init.Topic)
}
return
}
if init.ClientID > 0 {
h.AuthenticatedWebsocketConn.AddResponseWithID(init.ClientID, resp.Raw)
return
}
switch {
case strings.EqualFold(init.Op, authOp):
@@ -230,27 +192,6 @@ func (h *HUOBI) wsHandleAuthenticatedData(resp WsMessage) {
h.Websocket.DataHandler <- err
}
h.Websocket.DataHandler <- response
case strings.EqualFold(init.Topic, wsAccountsList):
var response WsAuthenticatedAccountsListResponse
err := common.JSONDecode(resp.Raw, &response)
if err != nil {
h.Websocket.DataHandler <- err
}
h.Websocket.DataHandler <- response
case strings.EqualFold(init.Topic, wsOrdersList):
var response WsAuthenticatedOrdersListResponse
err := common.JSONDecode(resp.Raw, &response)
if err != nil {
h.Websocket.DataHandler <- err
}
h.Websocket.DataHandler <- response
case strings.EqualFold(init.Topic, wsOrdersDetail):
var response WsAuthenticatedOrderDetailResponse
err := common.JSONDecode(resp.Raw, &response)
if err != nil {
h.Websocket.DataHandler <- err
}
h.Websocket.DataHandler <- response
}
}
@@ -273,7 +214,7 @@ func (h *HUOBI) wsHandleMarketData(resp WsMessage) {
return
}
if init.Ping != 0 {
err = h.WebsocketConn.WriteJSON(`{"pong":1337}`)
err = h.WebsocketConn.SendMessage(WsPong{Pong: init.Ping})
if err != nil {
log.Error(err)
}
@@ -298,7 +239,7 @@ func (h *HUOBI) wsHandleMarketData(resp WsMessage) {
return
}
data := common.SplitStrings(kline.Channel, ".")
h.Websocket.DataHandler <- exchange.KlineData{
h.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Unix(0, kline.Timestamp),
Exchange: h.GetName(),
AssetType: "SPOT",
@@ -317,7 +258,7 @@ func (h *HUOBI) wsHandleMarketData(resp WsMessage) {
return
}
data := common.SplitStrings(trade.Channel, ".")
h.Websocket.DataHandler <- exchange.TradeData{
h.Websocket.DataHandler <- wshandler.TradeData{
Exchange: h.GetName(),
AssetType: "SPOT",
CurrencyPair: currency.NewPairFromString(data[1]),
@@ -354,7 +295,7 @@ func (h *HUOBI) WsProcessOrderbook(ob *WsDepth, symbol string) error {
return err
}
h.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
h.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: p,
Exchange: h.GetName(),
Asset: "SPOT",
@@ -366,10 +307,10 @@ func (h *HUOBI) WsProcessOrderbook(ob *WsDepth, symbol string) error {
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (h *HUOBI) GenerateDefaultSubscriptions() {
var channels = []string{wsMarketKline, wsMarketDepth, wsMarketTrade}
var subscriptions []exchange.WebsocketChannelSubscription
var subscriptions []wshandler.WebsocketChannelSubscription
if h.Websocket.CanUseAuthenticatedEndpoints() {
channels = append(channels, "orders.%v", "orders.%v.update")
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: "accounts",
})
}
@@ -378,7 +319,7 @@ func (h *HUOBI) GenerateDefaultSubscriptions() {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
channel := fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String())
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channel,
Currency: enabledCurrencies[j],
})
@@ -388,39 +329,33 @@ func (h *HUOBI) GenerateDefaultSubscriptions() {
}
// Subscribe sends a websocket message to receive data from the channel
func (h *HUOBI) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (h *HUOBI) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
if common.StringContains(channelToSubscribe.Channel, "orders.") ||
common.StringContains(channelToSubscribe.Channel, "accounts") {
return h.wsAuthenticatedSubscribe("sub", wsAccountsOrdersEndPoint+channelToSubscribe.Channel, channelToSubscribe.Channel)
}
subscription, err := common.JSONEncode(WsRequest{Subscribe: channelToSubscribe.Channel})
if err != nil {
return err
}
return h.wsSend(subscription)
return h.WebsocketConn.SendMessage(WsRequest{Subscribe: channelToSubscribe.Channel})
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (h *HUOBI) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
func (h *HUOBI) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
if common.StringContains(channelToSubscribe.Channel, "orders.") ||
common.StringContains(channelToSubscribe.Channel, "accounts") {
return h.wsAuthenticatedSubscribe("unsub", wsAccountsOrdersEndPoint+channelToSubscribe.Channel, channelToSubscribe.Channel)
}
subscription, err := common.JSONEncode(WsRequest{Unsubscribe: channelToSubscribe.Channel})
if err != nil {
return err
}
return h.wsSend(subscription)
return h.WebsocketConn.SendMessage(WsRequest{Unsubscribe: channelToSubscribe.Channel})
}
// WsSend sends data to the websocket server
func (h *HUOBI) wsSend(data []byte) error {
h.wsRequestMtx.Lock()
defer h.wsRequestMtx.Unlock()
if h.Verbose {
log.Debugf("%v sending message to websocket %s", h.Name, string(data))
}
return h.WebsocketConn.WriteMessage(websocket.TextMessage, data)
func (h *HUOBI) wsGenerateSignature(timestamp, endpoint string) []byte {
values := url.Values{}
values.Set("AccessKeyId", h.APIKey)
values.Set("SignatureMethod", signatureMethod)
values.Set("SignatureVersion", signatureVersion)
values.Set("Timestamp", timestamp)
host := "api.huobi.pro"
payload := fmt.Sprintf("%s\n%s\n%s\n%s",
"GET", host, endpoint, values.Encode())
return common.GetHMAC(common.HashSHA256, []byte(payload), []byte(h.APISecret))
}
func (h *HUOBI) wsLogin() error {
@@ -438,39 +373,16 @@ func (h *HUOBI) wsLogin() error {
}
hmac := h.wsGenerateSignature(timestamp, wsAccountsOrdersEndPoint)
request.Signature = common.Base64Encode(hmac)
err := h.wsAuthenticatedSend(request)
err := h.AuthenticatedWebsocketConn.SendMessage(request)
if err != nil {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
time.Sleep(loginDelay)
return nil
}
func (h *HUOBI) wsAuthenticatedSend(request interface{}) error {
h.wsRequestMtx.Lock()
defer h.wsRequestMtx.Unlock()
encodedRequest, err := common.JSONEncode(request)
if err != nil {
return err
}
if h.Verbose {
log.Debugf("%v sending Authenticated message to websocket %s", h.Name, string(encodedRequest))
}
return h.AuthenticatedWebsocketConn.WriteMessage(websocket.TextMessage, encodedRequest)
}
func (h *HUOBI) wsGenerateSignature(timestamp, endpoint string) []byte {
values := url.Values{}
values.Set("AccessKeyId", h.APIKey)
values.Set("SignatureMethod", signatureMethod)
values.Set("SignatureVersion", signatureVersion)
values.Set("Timestamp", timestamp)
host := "api.huobi.pro"
payload := fmt.Sprintf("%s\n%s\n%s\n%s",
"GET", host, endpoint, values.Encode())
return common.GetHMAC(common.HashSHA256, []byte(payload), []byte(h.APISecret))
}
func (h *HUOBI) wsAuthenticatedSubscribe(operation, endpoint, topic string) error {
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedSubscriptionRequest{
@@ -483,12 +395,12 @@ func (h *HUOBI) wsAuthenticatedSubscribe(operation, endpoint, topic string) erro
}
hmac := h.wsGenerateSignature(timestamp, endpoint)
request.Signature = common.Base64Encode(hmac)
return h.wsAuthenticatedSend(request)
return h.AuthenticatedWebsocketConn.SendMessage(request)
}
func (h *HUOBI) wsGetAccountsList(pair currency.Pair) error {
func (h *HUOBI) wsGetAccountsList(pair currency.Pair) (*WsAuthenticatedAccountsListResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated cannot get accounts list", h.Name)
return nil, fmt.Errorf("%v not authenticated cannot get accounts list", h.Name)
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedAccountsListRequest{
@@ -502,12 +414,19 @@ func (h *HUOBI) wsGetAccountsList(pair currency.Pair) error {
}
hmac := h.wsGenerateSignature(timestamp, wsAccountListEndpoint)
request.Signature = common.Base64Encode(hmac)
return h.wsAuthenticatedSend(request)
request.ClientID = h.AuthenticatedWebsocketConn.GenerateMessageID(true)
resp, err := h.AuthenticatedWebsocketConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedAccountsListResponse
err = common.JSONDecode(resp, &response)
return &response, err
}
func (h *HUOBI) wsGetOrdersList(accountID int64, pair currency.Pair) error {
func (h *HUOBI) wsGetOrdersList(accountID int64, pair currency.Pair) (*WsAuthenticatedOrdersResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated cannot get orders list", h.Name)
return nil, fmt.Errorf("%v not authenticated cannot get orders list", h.Name)
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedOrdersListRequest{
@@ -523,12 +442,19 @@ func (h *HUOBI) wsGetOrdersList(accountID int64, pair currency.Pair) error {
}
hmac := h.wsGenerateSignature(timestamp, wsOrdersListEndpoint)
request.Signature = common.Base64Encode(hmac)
return h.wsAuthenticatedSend(request)
request.ClientID = h.AuthenticatedWebsocketConn.GenerateMessageID(true)
resp, err := h.AuthenticatedWebsocketConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedOrdersResponse
err = common.JSONDecode(resp, &response)
return &response, err
}
func (h *HUOBI) wsGetOrderDetails(orderID string) error {
func (h *HUOBI) wsGetOrderDetails(orderID string) (*WsAuthenticatedOrderDetailResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authenticated cannot get order details", h.Name)
return nil, fmt.Errorf("%v not authenticated cannot get order details", h.Name)
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedOrderDetailsRequest{
@@ -542,5 +468,12 @@ func (h *HUOBI) wsGetOrderDetails(orderID string) error {
}
hmac := h.wsGenerateSignature(timestamp, wsOrdersDetailEndpoint)
request.Signature = common.Base64Encode(hmac)
return h.wsAuthenticatedSend(request)
request.ClientID = h.AuthenticatedWebsocketConn.GenerateMessageID(true)
resp, err := h.AuthenticatedWebsocketConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedOrderDetailResponse
err = common.JSONDecode(resp, &response)
return &response, err
}

11
exchanges/huobi/huobi_wrapper.go
View File

@@ -14,6 +14,7 @@ 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"
)
@@ -385,7 +386,7 @@ func (h *HUOBI) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.W
}
// GetWebsocket returns a pointer to the exchange websocket
func (h *HUOBI) GetWebsocket() (*exchange.Websocket, error) {
func (h *HUOBI) GetWebsocket() (*wshandler.Websocket, error) {
return h.Websocket, nil
}
@@ -512,20 +513,20 @@ func setOrderSideAndType(requestType string, orderDetail *exchange.OrderDetail)
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (h *HUOBI) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
func (h *HUOBI) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
h.Websocket.UnsubscribeToChannels(channels)
func (h *HUOBI) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
h.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (h *HUOBI) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
func (h *HUOBI) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return h.Websocket.GetSubscriptions(), nil
}