* okx: books 5 (cherry-pick)
* okx: shift types to types file, remove commented code and updated field name to better reflect pushed type
* linter: fix
* remove slowness
* * Introduce function checksubscriptions and shift check of subscriptions to internal websocket package
* Shift Max websocket connection int to Websocket setup (temp) for this use case only.
* glorious: nits
* linter: fix
* websocket: don't try and subscribed with nothing to subscribe to.
* Update exchanges/stream/websocket_test.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* glorious: nits
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* Okx: Fix WS order fields
* Fixes float64 with string annotation erroring on empty strings:
Okx Order Push Data error json: invalid use of ,string struct tag, trying to unmarshal "" into float64
Specifically this came from px field from a market order
* Switch to convert.StringToFloat64 instead of okxNumericalValue
* Fix typo in Notional* field names; Ironically prevented them from erroring
* Okx: Add tests for first order fields
* Okx: CID and maybe set WS order Filled time
* Tests: Set TestFixtureToDataHandler to t.Helper
* Orders: Add UnmarshalJSON to order.Side
* Okx: Fix FillTime not parsed for PendingOrder
* Okx: Switch to order.Side Unmarshal throughout
* Okx: Add Fee and FeeAsset to order processing
* Okx: Fix WS order.Detail amounts and Test
This fixes Amount vs QuoteAmount for market sells where tgtCcy is
quote_ccy
* Add comment to order.Side.UnmarshalJSON
* Okx: Replace PendingOrderItem Unmarshal with local types
* Okx: string type for WS order reduceOnly
Note: Not yet in unit tests, since it's not part of the spot tests I was
originally fixing. I'll circle back to adding full test support for
Reduce only and deleveraging positions.
* Okx: Fix TestOrderPushData Amount
We were expecting 0 when we're given a quoteAmount
In reality, we'll calculate the size from the price
* Okx: Fix order and remAmount in wsOrders
Improved handling for Float64 issues and boundaries when the order is
fully executed but not yet marked as Filled
* Fix ErrSideIsInvalid in tests
* Okx: Remove redundant asset types from conversion
* Okx: Fix list of private channels for subscription
* Okx: Fix ws order update Acc and Rem amounts
The amounts aren't treated as deltas by anything receiving them
upstream, e.g. orderManager or wsRoutineManager.
So we should treat them the same as the REST implementation
* Okx: Add context to stream unmarshall errors
I encountered a series of errors with unmarshalling from okx and have no
idea what the messages which weren't valid json actually were.
This fix adds the raw message for context to the error
* Okx: Reduce ping interval
Seeing occassional disconnects and suspect dropping the ping interval
down might help
* Fix ClientSupplier and ClientSupplied inconsist
This simply removes the Supplie. part in favour of the simpler name used
in binance. Seems safe since its already inconsistent and not populated
in at least ws order handlin
* Okx: Fix ClientOrderID ignored in ws orders
* Okx: Standardise Rfq abbrev; Fix RfqIDs
* Okx: Fix RfqIds outside of ClientRfqIds
* Okx: Simplify TestUpdateOrderExecutionLimits
* Okx: Fix panic on no avgPrice and QuoteAmount
* Okx: Fix panic during shutdown due to race
Error:
```
panic: runtime error: slice bounds out of range [:13340] with capacity 8192
bufio.(*Reader).Read(0x14000038540, {0x1400059cffc?, 0x4?, 0x0?})
/usr/local/go/src/bufio/bufio.go:250 +0x33c
github.com/gorilla/websocket.(*messageReader).Read(0x1400098bb78, {0x1400059cffc, 0x4, 0x4})
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1050 +0x208
io.ReadAll({0x12f36c618, 0x1400098bb78})
/usr/local/go/src/io/io.go:701 +0xe4
io/ioutil.ReadAll(...)
/usr/local/go/src/io/ioutil/ioutil.go:27
github.com/gorilla/websocket.(*Conn).ReadMessage(0x3?)
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1097 +0x54
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage(0x140006622d0)
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x30
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData(0x140019321e0?, {0x106909450, 0x140006622d0})
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:346 +0x94
created by github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).WsConnect
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/okx/okx_websocket.go:234 +0x134
exit status 2
```
This happens when there's a race in calls to bufio because it over-reads. See [this comment](https://github.com/golang/go/issues/42289#issuecomment-723393783)
Detected using go -race:
```
WARNING: DATA RACE
Read at 0x00c000818bc0 by goroutine 2156:
github.com/gorilla/websocket.(*Conn).NextReader()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1000 +0x38
github.com/gorilla/websocket.(*Conn).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gorilla/websocket@v1.5.0/conn.go:1093 +0x28
github.com/thrasher-corp/gocryptotrader/exchanges/stream.(*WebsocketConnection).ReadMessage()
/Users/gbjk/go/pkg/mod/github.com/gbjk/gocryptotrader@v0.0.0-20230619070715-ae6f283f6be6/exchanges/stream/websocket_connection.go:217 +0x44
github.com/thrasher-corp/gocryptotrader/exchanges/okx.(*Okx).wsFunnelConnectionData()
```
Because we started a new wsFunnelConnectionData for each re-connect.
This bug might apply to other exchanges.
* Okx: Fix websocket waitgroup going negative
Move the waitgroup additions to the actual places that use them
* Okx: Add nolint for revive
* Okx: Move wg Adds to outside goros
There is a risk of a race condition if we let the goros Add themselves.
* Okx: Simplify websocket reading
This fixes the issue that the WsRead and Multiplexer were intrinsically
linked to the websocket, even though they need to survive both
disconnects and Disable/Enables.
Messages are now handled in a goro, which means they might not be
sequential, but there's a very high chance that messages of the same
codepath will be handled sequentially. So orderbook, ticked and order
messages should be sequential
* Okx: Switch to blocking processing of ws msgs
* Okx: Remove nolint from Setup
Actioning a review comment: @gloriousCode prefers to avoid having to nolint this in favour of
a func call return.
* Okx: Remove redundant Wg use inside WsReadData
* Okx: Fix WsMultiplexer Re-Run() shutdown
* initial concept of a nice validation tester for exchanges
* adds some datahandler design
* expand testing
* more tests and fixes
* minor end of day fix for bithumb
* fixes implementation issues
* more test coverage and improvements, but not sure if i should continue
* fix more wrapper implementations
* adds error type, more fixes
* changes signature, fixes implementations
* fixes more wrapper implementations
* one more bit
* more cleanup
* WOW things work?
* lintle 1/1337
* mini bump
* fixes all linting
* neaten
* GetOrderInfo+ asset pair fixes+improvements
* adds new websocket test
* expand ws testing
* fix bug, expand tests, improve implementation
* code coverage of a lot of new codes
* fixes everything
* reverts accidental changes
* minor fixes from reviewing code
* removes Bitfinex cancelBatchOrder implementation
* fixes dumb baby typo for babies
* mini nit fixes
* so many nits to address
* addresses all the nits
* Titlecase
* switcheroo
* removes websocket testing for now
* fix appveyor, minor test fix
* fixes typo, re-kindles killed kode
* skip binance wrapper tests when running CI
* expired context, huobi okx fixes
* kodespull
* fix ordering
* time fix because why not
* fix exmo, others
* hopefully this fixes all of my life's problems
* last thing today
* huobi, more like hypotrophy
* golangci-lint, more like mypooroldknee-splint
* fix huobi times by removing them
* should fix okx currency issues
* blocks the application
* adds last little contingency for pairs
* addresses most nits and new problems
* lovely fixed before seeing why okx sucks
* fixes issues with okx websocket
* the classic receieieivaier
* lintle
* adds test and fixes existing tests
* expands error handling messages during setup
* fixes dumb okx bugs introduced
* quick fix for lint and exmo
* fixes nixes
* fix exmo deposit issue
* lint
* fixes issue with extra asset runs missing
* fix surprise race
* all the lint and merge fixes
* fixes surprise bugs in OKx
* fixes issues with times and chains
* fixing all the merge stuff
* merge fix
* rm logs and a panic potential
* lovely lint lament
* an easy demonstration of scenario, but not of initial purpose
* put it in the bin
* Revert "put it in the bin"
This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.
* re-add after immediate error popup
* fix mini poor test design
* okx okay
* merge fixes
* fixes issues discovered in lovely test
* I FORGOT TO COMMIT THIS
* nit fixaroonaboo
* forgoetten test fix
* revert old okx asset intrument work
* fixes
* revert problems I didnt understand. update bybit
* fix merge bugs
* test cleanup
* further improvements
* reshuffle and lint
* rm redundant CI_TEST by rm the CI_TEST field that is redundant
* path fix
* move to its own section, dont run on 32 bit + appveyor
* lint
* fix lbank
* address nits
* let it rip
* fix failing test time range
* niteroo boogaloo
* mod tidy, use common.SimpleTimeFormat
Ping handler for okx is not the RFC compat version gorilla would
support. Even if it was, I think the UseGorillaHandler is
broken/misconceived because it does not send keepalive pings, it responds to them.
This also increases the delay to 27, in keeping with the 30 second
timeout documented.
I think this issue was hidden by the noisy default subs.
When just using funding-rates, it showed straight away.
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better
* zb: forgot to save?
* linties: fixies
* linties: word change as well.
* nitters: glorious
* buts
* nitters: fix glorious bug
* Update common/common.go
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* nitters: shifty
---------
Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
* public endpoints methods added
* Completing mapping REST endpoints
* Binanceus Wrapper methods -Partially
* Binanceus Wrapper methods -Partially
* BinaWra functions with test funs; Not Completed
* Finalizing wrapper methods & test
* Fix & Complete wrapper functions
* Finalizing wrapper methods & test
* Adding Stream Datas
* WS Test functions
* CI: Fix golangci-lint linter issues
* CI: Fix reverting unnessesary changes and type conversion issues
* CI: Fix reverting unnessesary changes and type conversion issues
* Adding Public endpoints and tests
* Adding Market and Public Endpoints
* Adding Public endoints
* Public Trading Endpoints & Authenticated Trade order methods
* Adding Authenticated Methods and Tests
* Adding algo and Funding Authenticated endpoints
* Adding funding trading endpoints and correspondint tests
* adding authenticated endpoints
* Completing Block Trading endpoints and added subaccount endpoints
* Completing sub account and grid Trading endpoints
* Adding Rate Limit and missing endpoints
* Wrapper and Websocket handlers
* Fixing Websocket Test and Push Data Handler Issues
* Fixing Websocket Test and Push Data Handler Issues
* Fixing linter issues, package dependency, and other slight tempos
* Fixing linter and slight tempos
* Update on test functions, and Rest and Websocket Endpoint handlers
* Remove okex, adding comments, and slight fixes on endpoints.
* Fixing linter issues and adding comments
* Slight code changes, updating documentation, and n and linter issues
* Fix context and configuration endpoint issues
* slight fixes on config and test files
* adding some missing test and fix linter issues
* fix linter issue
* Slight fixes on code structure, shorthand exp,and ot and other
* Fix slight linter issue
* Slight code fixes and fixing linter issues
* fixing linter iissues
* fixing linter iissues
* slight linter issue fix
* slight linter issue fix
* Fix on models, type convert funcs and endpoints
* Adding Error messages map and update of models
* Fix on error message string and linter issues
* Fix slight linter issue
* Fix slight linter issue
* Fixing type converts, models, and linter issues
* Adding Ws fixes
* Slight fix on websocket and other issues
* Adding slight websocket fixes
* Remove 'books5' channel default subscription
* Small changes on default subscription and checksum
* Fix slight websocket tempos
* Fix Wrapper function tempost and linter issues
* Resolving slight naming and other issues
* Resolve slight pointer issues
* resolve slight linter issues
* Resolve config files issue
* Update websocket and wrapper funcs with test and docs
* fixs on websocket multiplexer, types, and other slight issues
* fix slight linter issues
* slight update on web-socket orderbook and tickers
* fix slight issues and websocket runtime errors
* Slight unit test fix and assing simple semaphore
* FIx race issue
* Update on authenticated endpoints
* Fix wsSetupRun check in websocket 'setupWsAuth' func
* Update wsSetupRun check in websocket 'setupWsAuth' func
* Slight update on websocket handling
* Fix some race conditions
* fix slight tempos
* fix authenticated test issues
* Update on conditional statements
* slight update on unit test
* fix unit test tempos
* Fix slight tempos
* Change check map from struct valued to bool valued
* slight fix trial
* Slight unit test update
* Fix websocket timeout error
* Updating websocket subscription endpoints, and unit tests
* update unit tests
* Slight issue on wrapper method 'GetActiveOrders'
* Overall code update
* Addressing missing review comments
* Fix unit test tempo and linter issue
* Monor fix
* Slight update
* Slight unit test fix
* Slight fixes
* Slight fixes
* Fixing on missing review comments
* Adding WS Fixes
* slight fix
* Monor fix on unit test
* Minor convert issue
* Minor change on WS
* Monor logic fix
* Fix code structure and logic issues
* Fixing small typos
* fix slight data format issue
* Update on trade and order wrapper methods
* Adding slight update
* fix on order detail
* Slight update on FetchTradablePairs wrapper method
* Slight update on wrapper
* Update on deserialization and other slight issues
* Final update
* Resolve missing review comments
* Slight update on config and unit test
* minor fix on GetDepositAddress param
* Minor fix
