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

exchanges/okex/okex.go

@@ -11,6 +11,7 @@ import (
 	"github.com/thrasher-/gocryptotrader/exchanges/okgroup"
 	"github.com/thrasher-/gocryptotrader/exchanges/request"
 	"github.com/thrasher-/gocryptotrader/exchanges/ticker"
+	"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
 )
 
 const (
@@ -73,16 +74,20 @@ func (o *OKEX) SetDefaults() {
 	o.APIUrlDefault = okExAPIURL
 	o.APIUrl = okExAPIURL
 	o.AssetTypes = []string{ticker.Spot}
-	o.WebsocketInit()
+	o.Websocket = wshandler.New()
 	o.APIVersion = okExAPIVersion
 	o.WebsocketURL = OkExWebsocketURL
-	o.Websocket.Functionality = exchange.WebsocketTickerSupported |
-		exchange.WebsocketTradeDataSupported |
-		exchange.WebsocketKlineSupported |
-		exchange.WebsocketOrderbookSupported |
-		exchange.WebsocketSubscribeSupported |
-		exchange.WebsocketUnsubscribeSupported |
-		exchange.WebsocketAuthenticatedEndpointsSupported
+	o.Websocket.Functionality = wshandler.WebsocketTickerSupported |
+		wshandler.WebsocketTradeDataSupported |
+		wshandler.WebsocketKlineSupported |
+		wshandler.WebsocketOrderbookSupported |
+		wshandler.WebsocketSubscribeSupported |
+		wshandler.WebsocketUnsubscribeSupported |
+		wshandler.WebsocketAuthenticatedEndpointsSupported |
+		wshandler.WebsocketMessageCorrelationSupported
+	o.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
+	o.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
+
 }
 
 // GetFuturesPostions Get the information of all holding positions in futures trading.

exchanges/okex/okex_test.go

@@ -15,6 +15,7 @@ import (
 	exchange "github.com/thrasher-/gocryptotrader/exchanges"
 	"github.com/thrasher-/gocryptotrader/exchanges/okgroup"
 	"github.com/thrasher-/gocryptotrader/exchanges/sharedtestvalues"
+	"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
 )
 
 // Please supply you own test keys here for due diligence testing.
@@ -1569,25 +1570,27 @@ func TestGetETTSettlementPriceHistory(t *testing.T) {
 func TestSendWsMessages(t *testing.T) {
 	TestSetDefaults(t)
 	if !o.Websocket.IsEnabled() && !o.AuthenticatedWebsocketAPISupport || !areTestAPIKeysSet() {
-		t.Skip(exchange.WebsocketNotEnabled)
+		t.Skip(wshandler.WebsocketNotEnabled)
+	}
+	var ok bool
+	o.WebsocketConn = &wshandler.WebsocketConnection{
+		ExchangeName:         o.Name,
+		URL:                  o.Websocket.GetWebsocketURL(),
+		Verbose:              o.Verbose,
+		ResponseMaxLimit:     exchange.DefaultWebsocketResponseMaxLimit,
+		ResponseCheckTimeout: exchange.DefaultWebsocketResponseCheckTimeout,
 	}
 	var dialer websocket.Dialer
-	var err error
-	var ok bool
-	o.WebsocketConn, _, err = dialer.Dial(o.Websocket.GetWebsocketURL(),
-		http.Header{})
+	err := o.WebsocketConn.Dial(&dialer, http.Header{})
 	if err != nil {
-		t.Fatalf("%s Unable to connect to Websocket. Error: %s",
-			o.Name,
-			err)
+		t.Fatal(err)
 	}
-	defer o.WebsocketConn.Close()
 	wg := sync.WaitGroup{}
 	wg.Add(1)
 	go o.WsHandleData(&wg)
 	wg.Wait()
 
-	subscription := exchange.WebsocketChannelSubscription{
+	subscription := wshandler.WebsocketChannelSubscription{
 		Channel: "badChannel",
 	}
 	o.Subscribe(subscription)