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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
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60
testdata/configtest.json vendored
View File

@@ -170,6 +170,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -212,6 +214,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -254,6 +258,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -304,6 +310,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -348,6 +356,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -391,6 +401,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -433,6 +445,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -476,6 +490,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -519,6 +535,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -561,6 +579,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -603,6 +623,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -647,6 +669,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -690,6 +714,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -733,6 +759,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -774,6 +802,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -816,6 +846,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -859,6 +891,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -902,6 +936,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -945,6 +981,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -988,6 +1026,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1029,6 +1069,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1070,6 +1112,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1113,6 +1157,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1156,6 +1202,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1199,6 +1247,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1244,6 +1294,8 @@
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1286,7 +1338,9 @@
"websocket": false,
"useSandbox": false,
"restPollingDelay": 10,
"httpTimeout": 10,
"httpTimeout": 15000000000,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpUserAgent": "",
"httpDebugging": false,
"authenticatedApiSupport": false,
@@ -1297,8 +1351,8 @@
"apiUrlSecondary": "NON_DEFAULT_HTTP_LINK_TO_EXCHANGE_API",
"proxyAddress": "",
"websocketUrl": "NON_DEFAULT_HTTP_LINK_TO_WEBSOCKET_EXCHANGE_API",
"availablePairs": "XRPM19,BCHM19,ADAM19,EOSM19,TRXM19,XBTUSD,XBT7D_U105,XBT7D_D95,XBTM19,XBTU19,ETHUSD,ETHM19,LTCM19",
"enabledPairs": "LTCM19",
"availablePairs": "XRPU19,BCHU19,ADAU19,ADAU19,TRXU19,XBTUSD,XBT7D_U105,XBT7D_D95,XBTU19,XBTZ19,ETHUSD,ETHU19,LTCU19",
"enabledPairs": "XBTUSD",
"baseCurrencies": "USD",
"assetTypes": "SPOT",
"supportsAutoPairUpdates": true,