Commit Graph

12 Commits

Author SHA1 Message Date
Scott
e209d85d0d 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
2019-08-07 15:15:01 +10:00
DirectX
4222b327c6 Fixes to OKEX and Binance WS trades data mapping (#326)
* Fixes to OKEX and Binance WS trades data mapping

* Small improvement using semantic time.Milliscond unit

* gofmt -s file
2019-07-15 13:36:18 +10:00
Scott
6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00
Andrew
eeda97bbaf Binance websocket fixes for #271 & #270 (#272)
* Fixes bug reported in #271 switch statement

* Time conversion fix for timestamp

* remove debug statement

* reverted back to CurrDayClose
2019-04-07 05:41:47 +10:00
Andrew
dc236c251e Optimisation: large structs/huge param fixes (part 2) (#262)
* updated golangci config to enable hugeparam linter

* ModifyOrder struct usage converted to a pointer

* OrderBook conversion to struct

* More conversion of large structs to pointers

* updated golangci config to enable hugeparam linter

* ModifyOrder struct usage converted to a pointer

* OrderBook conversion to struct

* More conversion of large structs to pointers

* disabled hugeParam check for golang again

* changed based on suggested feedback and fix for no default provider

* fixed typing
2019-03-26 15:40:46 +11:00
Ryan O'Hara-Reid
0990f9d118 Currency package update (#247)
* Initial currency overhaul before service system implementation

* Remove redundant currency string in orderbook.Base
Unexport lastupdated field in orderbook.Base as it was being instantiated multiple times
Add error handling for process orderbook

*  Remove redundant currency string in ticker.Price
 Unexport lastupdated field in ticker.Price
 Add error handling for process ticker function and fix tests

* Phase Two Update

* Update translations to use map type - thankyou to kempeng for spotting this

* Change pair method name from Display -> Format for better readability

* Fixes misspelling and tests

* Implement requested changes from GloriousCode

* Remove reduntant function and streamlined return in currency_translation.go

* Revert pair method naming conventions

* Change currency naming conventions

* Changed code type to exported Item type with underlying string to reduce complexity

* Added interim orderbook process method to orderbook.Base type

* Changed feebuilder struct field to currency.Pair

* Adds fall over system for backup fx providers

* deprecate function and children and fix linter issue with btcmarkets

* Fixed requested changes

* Fix bug and move mtx for rates

* Fixed after rebase oopsies

* Fix linter issues

* Fixes race conditions in testing functions

* Final phase coinmarketcap update

* fix linter issues

* Implement requested changes

* Adds configuration variables to increase/decrease time durations between updating currency file and fetching new currency rates

* Add a collection of tests to improve codecov

* After rebase oopsy fixes for btse

* Fix requested changes

* fix after rebase oopsies and add more efficient comparison checks within currency pair

* Fix linter issues
2019-03-19 11:49:05 +11:00
Adrian Gallagher
7dcb1ab553 Migrate from gometalinter.v2 to golangci-lint (#249)
* Migrate from gometalinter.v2 to golangci-lint
2019-03-01 16:10:29 +11:00
Adrian Gallagher
291e404a4a Makefile: add new recipes and linter features (#244)
* Makefile: add new recipes and linter features

* expand linter coverage and fix issues

* Update makefile

* address PR nitterinos
2019-01-31 14:53:24 +11:00
Ryan O'Hara-Reid
41415ca3b9 Websocket update increasing exchange coverage and bug fixes (#233)
Websocket update increasing exchange coverage and bug fixes
2019-01-23 14:23:11 +11:00
Ryan O'Hara-Reid
d3c2800fe0 Initial overhaul of websocket connection and feeds (#189)
* Initial overhaul of websocket connection and feeds
* Added proxy support
* Piped to routines.go

* Added new websocket file in exchanges
Refactored orderbook handling into exchange_websocket.go
Added better error responses for binance_websocket.go
General clean for binance_websocket.go

* General fixes - bitfinex_websocket.go
Refactored orderbook cache code - bitfinex_websocket.go
Removed fatal error with unhandled type - routines.go

* Added general improvements to bitmex_websocket.go
Refactored orderbook handling to exchange_websocket.go
Added variable in Item struct in orderbook.go for looking up orders by ID

* Fix issue when routines are blocked due to Data Handler not started
Updated traffic handler
General fixes for bitstamp_websocket.go

* General fixes for coinbasepro_websocket.go

* General fixes for coinut_websocket.go
Fixed error return in exchange_websocket.go

* Removed comments in coinut_wrapper.go
Refactor orderbook logic from hitbtc_websocket.go to exchange_websocket.go

* General fixes

* Removed comments
General fixes

* Updated routines.go

* After rebase fix

* Fixed update config pairs in okcoin.go

* fixed config currency issue in okcoin.go for okcoin China

* exchange_websocket.go
*Removed unused const dec
*Removed state change routine
*Improved trafficMonitor routine
*Increased verbosity for error returns
*Removed uneeded mutex locks

exchange_websocket_test.go
*Added new tests for websocket and orderbook updating

routines.go
*Removed string cased

* Fixed race conditions on sync.waitgroup in exchanges_websocket.go

* Changes variable name in config.go

* Removes unnecessary comment

* Removes indefinite lock on error return

* Removes unnecessary comment

* Adds support for BTCC websocket
Drops support for BTCC REST

* Rewords comment in exchange_websocket.go
Moves types to poloniex_types.go

* Moves types to coinut_types.go

* Removes uneeded range for accessing array variables for coinbase_websocket.go
Removes comments in coinut_types.go

* Adds verbosity flag to GCT
Suppresses verbose output from routines.go

* Fixes setting proxy for REST and Websocket per exchange
Upgrades error handling
Drops unused *url.Url variable in exchange type

* Adds test for setting proxy

* Fixes bug that closes connection due to incorrect timeout time through a proxy connection

* Clarify verbose flag message
2018-10-24 14:22:40 +11:00
Adrian Gallagher
c63f1b0ff6 Port from idoall's codebase (#161)
* 修复火币Post REST API方法不正确的问题,同时增加火币海带丝交易所

* add vendor folder

* 修改命名空间依赖

* 第一次提交分支

* 增加取消订单功能

* 修复binance.GetAccount方法

* 更新readme.md

* 增加 Gateio 交易所的支持,支持获取K线、支持的交易对、交易市场参数

* 替换HuobiHadax的参数

* 买/卖订单、取消订单

* OKEX 币币交易:增加获取用户信息,下订单,取消订单

* 测试ok kline

* 修复 Bitfinex 的 GetAccountInfo 方法

* 做一些不必要的删减

* 修复binfinex不返回错误的bug

* 统一我修改交易所的Kline获取方式

* Bitfinex 增加获取最新价格

* update main.go

* 更新GetSymbol方法

* 修改火币和海带丝的Kline编号ID类型

* 修改海带丝的默认配置大小写

* okex增加获取最新价格

*   调整okex的参数判断

* 调整比特儿的参数名称

* 修改火币、火币Hadax的参数全名

* 更新海带丝的配置名称

* 修改bintfinex的GetAccountInfo方法

* 去掉一行注释

* 支持zb交易所的部分功能

* 修复获取K线时没有设置参数的错误

* 增加 Binance 取消订单的方法,获取订单状态,获取所有打开的状态以及所有订单

* 修改获取深度和历史订单的数据

* 修改币安获取深度的参数

* 修改火币获取市场深度的参数

* 修改okex获取市场深度的参数

* 修改币安、OKex获取历史订单的参数

* 修复币安提交参数错误的问题

* merge upstrem

* merge后,调整一部分命名空间

* 修改ZB时间参数的命名方式

* 继续替换命名空间

* 命名空间的替换

* 继续命名空间的替换

* 测试

* Port code from idoall's PR

* Drop errors dep

* Start amending PR

* Fix commented code
* Translate text from Chinese to English (except for ZB). The reasning behind this is that it's a Chinese exchange and the structs are self explanatory in English, but would for other developers in China

* Translate Chinese text, basic formatting changes

* Remove commented lines and address feedback on PR
2018-08-04 08:30:20 +10:00
Ermal Guni
42ea6ba598 Binance websocket (#143)
* optimize dockerfile to not invalidate layers

* added binance websocket

* added binance websocket types

* loading exchanges from the codebase

* Setting Binance websocket to Yes

* revert import naming

* binance websocket was missing

* added gorilla websocket
2018-07-16 10:03:11 +10:00