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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

5
tools/documentation/config_templates/config_readme.tmpl
View File

@@ -64,8 +64,9 @@ have multiple deposit accounts for different FIAT deposit currencies.
"Websocket": false,
"UseSandbox": false,
"RESTPollingDelay": 10,
"HTTPTimeout": 15000000000,
"AuthenticatedAPISupport": false,
"websocketResponseCheckTimeout": 30000000,
"websocketResponseMaxLimit": 7000000000,
"httpTimeout": 15000000000,
"APIKey": "Key",
"APISecret": "Secret",
"AvailablePairs": "ATENC_GBP,ATENC_NZD,BTC_AUD,BTC_SGD,LTC_BTC,START_GBP,...",

17
tools/exchange_template/main_file.tmpl
View File

@@ -2,14 +2,15 @@
package {{.Name}}
import (
"log"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/exchanges"
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"
)
// {{.CapitalName}} is the overarching type across this package
@@ -46,7 +47,9 @@ func ({{.Variable}} *{{.CapitalName}}) SetDefaults() {
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
{{.Variable}}.APIUrlDefault = {{.Name}}APIURL
{{.Variable}}.APIUrl = {{.Variable}}.APIUrlDefault
{{.Variable}}.WebsocketInit()
{{.Variable}}.Websocket = wshandler.New()
{{.Variable}}.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
{{.Variable}}.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
}
// Setup takes in the supplied exchange configuration details and sets params
@@ -96,6 +99,14 @@ func ({{.Variable}} *{{.CapitalName}}) Setup(exch *config.ExchangeConfig) {
// if err != nil {
// log.Fatal(err)
// }
// {{.Variable}}.WebsocketConn = &wshandler.WebsocketConnection{
// ExchangeName: {{.Variable}}.Name,
// URL: {{.Variable}}.Websocket.GetWebsocketURL(),
// ProxyURL: {{.Variable}}.Websocket.GetProxyAddress(),
// Verbose: {{.Variable}}.Verbose,
// ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
// ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
// }
}
}
{{end}}

6
tools/exchange_template/wrapper_file.tmpl
View File

@@ -187,20 +187,20 @@ func ({{.Variable}} *{{.CapitalName}}) GetFeeByType(feeBuilder *exchange.FeeBuil
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func ({{.Variable}} *{{.CapitalName}}) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
func ({{.Variable}} *{{.CapitalName}}) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
{{.Variable}}.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func ({{.Variable}} *{{.CapitalName}}) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
func ({{.Variable}} *{{.CapitalName}}) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
{{.Variable}}.Websocket.UnubscribeToChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func ({{.Variable}} *{{.CapitalName}}) GetSubscriptions() ([]exchange.WebsocketChannelSubscription, error) {
func ({{.Variable}} *{{.CapitalName}}) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return nil, common.ErrNotYetImplemented
}

4
tools/websocket_client/main.go
View File

@@ -84,8 +84,8 @@ func main() {
common.ExtractPort(listenAddr))
log.Printf("Connecting to websocket host: %s", wsHost)
var Dialer websocket.Dialer
WSConn, _, err = Dialer.Dial(wsHost, http.Header{})
var dialer websocket.Dialer
WSConn, _, err = dialer.Dial(wsHost, http.Header{})
if err != nil {
log.Println("Unable to connect to websocket server")
return