package gateio import ( "context" "encoding/json" "errors" "fmt" "net/http" "strconv" "strings" "time" "github.com/gorilla/websocket" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" ) const ( gateioWebsocketEndpoint = "wss://ws.gateio.ws/v3/" gateioWebsocketRateLimit = 120 ) // WsConnect initiates a websocket connection func (g *Gateio) WsConnect() error { if !g.Websocket.IsEnabled() || !g.IsEnabled() { return errors.New(stream.WebsocketNotEnabled) } var dialer websocket.Dialer err := g.Websocket.Conn.Dial(&dialer, http.Header{}) if err != nil { return err } g.Websocket.Wg.Add(1) go g.wsReadData() if g.IsWebsocketAuthenticationSupported() { err = g.wsServerSignIn(context.TODO()) if err != nil { g.Websocket.DataHandler <- err g.Websocket.SetCanUseAuthenticatedEndpoints(false) } else { var authsubs []stream.ChannelSubscription authsubs, err = g.GenerateAuthenticatedSubscriptions() if err != nil { g.Websocket.DataHandler <- err g.Websocket.SetCanUseAuthenticatedEndpoints(false) } else { err = g.Websocket.SubscribeToChannels(authsubs) if err != nil { g.Websocket.DataHandler <- err g.Websocket.SetCanUseAuthenticatedEndpoints(false) } } } } return nil } func (g *Gateio) wsServerSignIn(ctx context.Context) error { creds, err := g.GetCredentials(ctx) if err != nil { return err } nonce := int(time.Now().Unix() * 1000) sigTemp, err := g.GenerateSignature(creds.Secret, strconv.Itoa(nonce)) if err != nil { return err } signature := crypto.Base64Encode(sigTemp) signinWsRequest := WebsocketRequest{ ID: g.Websocket.Conn.GenerateMessageID(false), Method: "server.sign", Params: []interface{}{creds.Key, signature, nonce}, } resp, err := g.Websocket.Conn.SendMessageReturnResponse(signinWsRequest.ID, signinWsRequest) if err != nil { g.Websocket.SetCanUseAuthenticatedEndpoints(false) return err } var response WebsocketAuthenticationResponse err = json.Unmarshal(resp, &response) if err != nil { g.Websocket.SetCanUseAuthenticatedEndpoints(false) return err } if response.Result.Status == "success" { g.Websocket.SetCanUseAuthenticatedEndpoints(true) return nil } return fmt.Errorf("%s cannot authenticate websocket connection: %s", g.Name, response.Result.Status) } // wsReadData receives and passes on websocket messages for processing func (g *Gateio) wsReadData() { defer g.Websocket.Wg.Done() for { resp := g.Websocket.Conn.ReadMessage() if resp.Raw == nil { return } err := g.wsHandleData(resp.Raw) if err != nil { g.Websocket.DataHandler <- err } } } func (g *Gateio) wsHandleData(respRaw []byte) error { var result WebsocketResponse err := json.Unmarshal(respRaw, &result) if err != nil { return err } if result.ID > 0 { if g.Websocket.Match.IncomingWithData(result.ID, respRaw) { return nil } } if result.Error.Code != 0 { if strings.Contains(result.Error.Message, "authentication") { g.Websocket.SetCanUseAuthenticatedEndpoints(false) return fmt.Errorf("%v - authentication failed: %v", g.Name, err) } return fmt.Errorf("%v error %s", g.Name, result.Error.Message) } switch { case strings.Contains(result.Method, "ticker"): var wsTicker WebsocketTicker var c string err = json.Unmarshal(result.Params[1], &wsTicker) if err != nil { return err } err = json.Unmarshal(result.Params[0], &c) if err != nil { return err } var p currency.Pair p, err = currency.NewPairFromString(c) if err != nil { return err } g.Websocket.DataHandler <- &ticker.Price{ ExchangeName: g.Name, Open: wsTicker.Open, Close: wsTicker.Close, Volume: wsTicker.BaseVolume, QuoteVolume: wsTicker.QuoteVolume, High: wsTicker.High, Low: wsTicker.Low, Last: wsTicker.Last, AssetType: asset.Spot, Pair: p, } case strings.Contains(result.Method, "trades"): if !g.IsSaveTradeDataEnabled() { return nil } var tradeData []WebsocketTrade var c string err = json.Unmarshal(result.Params[1], &tradeData) if err != nil { return err } err = json.Unmarshal(result.Params[0], &c) if err != nil { return err } var p currency.Pair p, err = currency.NewPairFromString(c) if err != nil { return err } var trades []trade.Data for i := range tradeData { var tSide order.Side tSide, err = order.StringToOrderSide(tradeData[i].Type) if err != nil { g.Websocket.DataHandler <- order.ClassificationError{ Exchange: g.Name, Err: err, } } trades = append(trades, trade.Data{ Timestamp: convert.TimeFromUnixTimestampDecimal(tradeData[i].Time), CurrencyPair: p, AssetType: asset.Spot, Exchange: g.Name, Price: tradeData[i].Price, Amount: tradeData[i].Amount, Side: tSide, TID: strconv.FormatInt(tradeData[i].ID, 10), }) } return trade.AddTradesToBuffer(g.Name, trades...) case strings.Contains(result.Method, "balance.update"): var balance wsBalanceSubscription err = json.Unmarshal(respRaw, &balance) if err != nil { return err } g.Websocket.DataHandler <- balance case strings.Contains(result.Method, "order.update"): var orderUpdate wsOrderUpdate err = json.Unmarshal(respRaw, &orderUpdate) if err != nil { return err } if len(orderUpdate.Params) < 2 { return errors.New("unexpected orderUpdate.Params data length") } invalidJSON, ok := orderUpdate.Params[1].(map[string]interface{}) if !ok { return errors.New("unable to type assert invalidJSON") } oStatus := order.UnknownStatus oType := order.UnknownType oSide := order.UnknownSide orderStatus, ok := orderUpdate.Params[0].(float64) if !ok { return errors.New("unable to type assert orderStatus") } switch orderStatus { case 1: oStatus = order.New case 2: oStatus = order.PartiallyFilled case 3: oStatus = order.Filled } orderType, ok := invalidJSON["orderType"].(float64) if !ok { return errors.New("unable to type assert orderType") } switch orderType { case 1: oType = order.Limit case 2: oType = order.Market } orderSide, ok := invalidJSON["type"].(float64) if !ok { return errors.New("unable to type assert orderSide") } switch orderSide { case 1: oSide = order.Sell case 2: oSide = order.Buy } var price, amount, filledTotal, left, fee float64 price, err = convert.FloatFromString(invalidJSON["price"]) if err != nil { return err } amount, err = convert.FloatFromString(invalidJSON["amount"]) if err != nil { return err } filledTotal, err = convert.FloatFromString(invalidJSON["filledTotal"]) if err != nil { return err } left, err = convert.FloatFromString(invalidJSON["left"]) if err != nil { return err } fee, err = convert.FloatFromString(invalidJSON["dealFee"]) if err != nil { return err } var p currency.Pair pairStr, ok := invalidJSON["market"].(string) if !ok { return errors.New("unable to type assert market") } p, err = currency.NewPairFromString(pairStr) if err != nil { return err } var a asset.Item a, err = g.GetPairAssetType(p) if err != nil { return err } orderID, ok := invalidJSON["id"].(float64) if !ok { return errors.New("unable to type assert order id") } ctime, ok := invalidJSON["ctime"].(float64) if !ok { return errors.New("unable to type assert ctime") } mtime, ok := invalidJSON["mtime"].(float64) if !ok { return errors.New("unable to type assert mtime") } g.Websocket.DataHandler <- &order.Detail{ Price: price, Amount: amount, ExecutedAmount: filledTotal, RemainingAmount: left, Fee: fee, Exchange: g.Name, OrderID: strconv.FormatFloat(orderID, 'f', -1, 64), Type: oType, Side: oSide, Status: oStatus, AssetType: a, Date: convert.TimeFromUnixTimestampDecimal(ctime), LastUpdated: convert.TimeFromUnixTimestampDecimal(mtime), Pair: p, } case strings.Contains(result.Method, "depth"): var IsSnapshot bool var c string var data wsOrderbook err = json.Unmarshal(result.Params[0], &IsSnapshot) if err != nil { return err } err = json.Unmarshal(result.Params[2], &c) if err != nil { return err } err = json.Unmarshal(result.Params[1], &data) if err != nil { return err } asks := make([]orderbook.Item, len(data.Asks)) var amount, price float64 for i := range data.Asks { amount, err = strconv.ParseFloat(data.Asks[i][1], 64) if err != nil { return err } price, err = strconv.ParseFloat(data.Asks[i][0], 64) if err != nil { return err } asks[i] = orderbook.Item{Amount: amount, Price: price} } bids := make([]orderbook.Item, len(data.Bids)) for i := range data.Bids { amount, err = strconv.ParseFloat(data.Bids[i][1], 64) if err != nil { return err } price, err = strconv.ParseFloat(data.Bids[i][0], 64) if err != nil { return err } bids[i] = orderbook.Item{Amount: amount, Price: price} } var p currency.Pair p, err = currency.NewPairFromString(c) if err != nil { return err } if IsSnapshot { var newOrderBook orderbook.Base newOrderBook.Asks = asks newOrderBook.Bids = bids newOrderBook.Asset = asset.Spot newOrderBook.Pair = p newOrderBook.Exchange = g.Name newOrderBook.VerifyOrderbook = g.CanVerifyOrderbook err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook) if err != nil { return err } } else { err = g.Websocket.Orderbook.Update(&orderbook.Update{ Asks: asks, Bids: bids, Pair: p, UpdateTime: time.Now(), Asset: asset.Spot, }) if err != nil { return err } } case strings.Contains(result.Method, "kline"): var data []interface{} err = json.Unmarshal(result.Params[0], &data) if err != nil { return err } open, err := strconv.ParseFloat(data[1].(string), 64) if err != nil { return err } closePrice, err := strconv.ParseFloat(data[2].(string), 64) if err != nil { return err } high, err := strconv.ParseFloat(data[3].(string), 64) if err != nil { return err } low, err := strconv.ParseFloat(data[4].(string), 64) if err != nil { return err } volume, err := strconv.ParseFloat(data[5].(string), 64) if err != nil { return err } p, err := currency.NewPairFromString(data[7].(string)) if err != nil { return err } g.Websocket.DataHandler <- stream.KlineData{ Timestamp: time.Now(), Pair: p, AssetType: asset.Spot, Exchange: g.Name, OpenPrice: open, ClosePrice: closePrice, HighPrice: high, LowPrice: low, Volume: volume, } default: g.Websocket.DataHandler <- stream.UnhandledMessageWarning{ Message: g.Name + stream.UnhandledMessage + string(respRaw), } return nil } return nil } // GenerateAuthenticatedSubscriptions returns authenticated subscriptions func (g *Gateio) GenerateAuthenticatedSubscriptions() ([]stream.ChannelSubscription, error) { if !g.Websocket.CanUseAuthenticatedEndpoints() { return nil, nil } var channels = []string{"balance.subscribe", "order.subscribe"} var subscriptions []stream.ChannelSubscription enabledCurrencies, err := g.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } for i := range channels { for j := range enabledCurrencies { subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: channels[i], Currency: enabledCurrencies[j], Asset: asset.Spot, }) } } return subscriptions, nil } // GenerateDefaultSubscriptions returns default subscriptions func (g *Gateio) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) { var channels = []string{"ticker.subscribe", "trades.subscribe", "depth.subscribe", "kline.subscribe"} var subscriptions []stream.ChannelSubscription enabledCurrencies, err := g.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } for i := range channels { for j := range enabledCurrencies { params := make(map[string]interface{}) if strings.EqualFold(channels[i], "depth.subscribe") { params["limit"] = 30 params["interval"] = "0.1" } else if strings.EqualFold(channels[i], "kline.subscribe") { params["interval"] = 1800 } fpair, err := g.FormatExchangeCurrency(enabledCurrencies[j], asset.Spot) if err != nil { return nil, err } subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: channels[i], Currency: fpair.Upper(), Params: params, Asset: asset.Spot, }) } } return subscriptions, nil } // Subscribe sends a websocket message to receive data from the channel func (g *Gateio) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error { payloads, err := g.generatePayload(channelsToSubscribe) if err != nil { return err } var errs error for k := range payloads { resp, err := g.Websocket.Conn.SendMessageReturnResponse(payloads[k].ID, payloads[k]) if err != nil { errs = common.AppendError(errs, err) continue } var response WebsocketAuthenticationResponse err = json.Unmarshal(resp, &response) if err != nil { errs = common.AppendError(errs, err) continue } if response.Result.Status != "success" { errs = common.AppendError(errs, fmt.Errorf("%v could not subscribe to %v", g.Name, payloads[k].Method)) continue } g.Websocket.AddSuccessfulSubscriptions(payloads[k].Channels...) } return errs } func (g *Gateio) generatePayload(channelsToSubscribe []stream.ChannelSubscription) ([]WebsocketRequest, error) { if len(channelsToSubscribe) == 0 { return nil, errors.New("cannot generate payload, no channels supplied") } var payloads []WebsocketRequest channels: for i := range channelsToSubscribe { // Ensures params are in order params := []interface{}{channelsToSubscribe[i].Currency} if strings.EqualFold(channelsToSubscribe[i].Channel, "depth.subscribe") { params = append(params, channelsToSubscribe[i].Params["limit"], channelsToSubscribe[i].Params["interval"]) } else if strings.EqualFold(channelsToSubscribe[i].Channel, "kline.subscribe") { params = append(params, channelsToSubscribe[i].Params["interval"]) } for j := range payloads { if payloads[j].Method == channelsToSubscribe[i].Channel { switch { case strings.EqualFold(channelsToSubscribe[i].Channel, "depth.subscribe"): if len(payloads[j].Params) == 3 { // If more than one currency pair we need to send as // matrix _, ok := payloads[j].Params[0].(currency.Pair) if ok { var bucket = payloads[j].Params payloads[j].Params = nil payloads[j].Params = append(payloads[j].Params, bucket) } } payloads[j].Params = append(payloads[j].Params, params) case strings.EqualFold(channelsToSubscribe[i].Channel, "kline.subscribe"): // Can only subscribe one market at the same time, market // list is not supported currently. For multiple // subscriptions, only the last one takes effect. default: payloads[j].Params = append(payloads[j].Params, params...) } payloads[j].Channels = append(payloads[j].Channels, channelsToSubscribe[i]) continue channels } } payloads = append(payloads, WebsocketRequest{ ID: g.Websocket.Conn.GenerateMessageID(false), Method: channelsToSubscribe[i].Channel, Params: params, Channels: []stream.ChannelSubscription{channelsToSubscribe[i]}, }) } return payloads, nil } // Unsubscribe sends a websocket message to stop receiving data from the channel func (g *Gateio) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error { // NOTE: This function does not take in parameters, it cannot unsubscribe a // single item but a full channel. i.e. if you subscribe to ticker BTC_USDT // & LTC_USDT this function will unsubscribe both. This function will be // kept unlinked to the websocket subsystem and a full connection flush will // occur when currency items are disabled. channelsThusFar := make([]string, 0, len(channelsToUnsubscribe)) for i := range channelsToUnsubscribe { if common.StringDataCompare(channelsThusFar, channelsToUnsubscribe[i].Channel) { continue } channelsThusFar = append(channelsThusFar, channelsToUnsubscribe[i].Channel) unsubscribeText := strings.Replace(channelsToUnsubscribe[i].Channel, "subscribe", "unsubscribe", 1) unsubscribe := WebsocketRequest{ ID: g.Websocket.Conn.GenerateMessageID(false), Method: unsubscribeText, Params: []interface{}{channelsToUnsubscribe[i].Currency.String()}, } resp, err := g.Websocket.Conn.SendMessageReturnResponse(unsubscribe.ID, unsubscribe) if err != nil { return err } var response WebsocketAuthenticationResponse err = json.Unmarshal(resp, &response) if err != nil { return err } if response.Result.Status != "success" { return fmt.Errorf("%v could not subscribe to %v", g.Name, channelsToUnsubscribe[i].Channel) } } return nil } func (g *Gateio) wsGetBalance(currencies []string) (*WsGetBalanceResponse, error) { if !g.Websocket.CanUseAuthenticatedEndpoints() { return nil, fmt.Errorf("%v not authorised to get balance", g.Name) } balanceWsRequest := wsGetBalanceRequest{ ID: g.Websocket.Conn.GenerateMessageID(false), Method: "balance.query", Params: currencies, } resp, err := g.Websocket.Conn.SendMessageReturnResponse(balanceWsRequest.ID, balanceWsRequest) if err != nil { return nil, err } var balance WsGetBalanceResponse err = json.Unmarshal(resp, &balance) if err != nil { return &balance, err } if balance.Error.Message != "" { return nil, fmt.Errorf("%s websocket error: %s", g.Name, balance.Error.Message) } return &balance, nil } func (g *Gateio) wsGetOrderInfo(market string, offset, limit int) (*WebSocketOrderQueryResult, error) { if !g.Websocket.CanUseAuthenticatedEndpoints() { return nil, fmt.Errorf("%v not authorised to get order info", g.Name) } ord := WebsocketRequest{ ID: g.Websocket.Conn.GenerateMessageID(false), Method: "order.query", Params: []interface{}{ market, offset, limit, }, } resp, err := g.Websocket.Conn.SendMessageReturnResponse(ord.ID, ord) if err != nil { return nil, err } var orderQuery WebSocketOrderQueryResult err = json.Unmarshal(resp, &orderQuery) if err != nil { return &orderQuery, err } if orderQuery.Error.Message != "" { return nil, fmt.Errorf("%s websocket error: %s", g.Name, orderQuery.Error.Message) } return &orderQuery, nil }