package kraken import ( "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/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "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/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/log" ) // List of all websocket channels to subscribe to const ( krakenWSURL = "wss://ws.kraken.com" krakenAuthWSURL = "wss://ws-auth.kraken.com" krakenWSSandboxURL = "wss://sandbox.kraken.com" krakenWSSupportedVersion = "1.0.0" // WS endpoints krakenWsHeartbeat = "heartbeat" krakenWsSystemStatus = "systemStatus" krakenWsSubscribe = "subscribe" krakenWsSubscriptionStatus = "subscriptionStatus" krakenWsUnsubscribe = "unsubscribe" krakenWsTicker = "ticker" krakenWsOHLC = "ohlc" krakenWsTrade = "trade" krakenWsSpread = "spread" krakenWsOrderbook = "book" krakenWsOwnTrades = "ownTrades" krakenWsOpenOrders = "openOrders" krakenWsAddOrder = "addOrder" krakenWsCancelOrder = "cancelOrder" krakenWsAddOrderStatus = "addOrderStatus" krakenWsCancelOrderStatus = "cancelOrderStatus" krakenWsRateLimit = 50 krakenWsPingDelay = time.Second * 27 ) // orderbookMutex Ensures if two entries arrive at once, only one can be // processed at a time var subscriptionChannelPair []WebsocketChannelData var authToken string var pingRequest = WebsocketBaseEventRequest{Event: stream.Ping} // Channels require a topic and a currency // Format [[ticker,but-t4u],[orderbook,nce-btt]] var defaultSubscribedChannels = []string{krakenWsTicker, krakenWsTrade, krakenWsOrderbook, krakenWsOHLC, krakenWsSpread} var authenticatedChannels = []string{krakenWsOwnTrades, krakenWsOpenOrders} // WsConnect initiates a websocket connection func (k *Kraken) WsConnect() error { if !k.Websocket.IsEnabled() || !k.IsEnabled() { return errors.New(stream.WebsocketNotEnabled) } var dialer websocket.Dialer err := k.Websocket.Conn.Dial(&dialer, http.Header{}) if err != nil { return err } comms := make(chan stream.Response) go k.wsReadData(comms) go k.wsFunnelConnectionData(k.Websocket.Conn, comms) if k.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) { authToken, err = k.GetWebsocketToken() if err != nil { k.Websocket.SetCanUseAuthenticatedEndpoints(false) log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", k.Name, err) } else { err = k.Websocket.AuthConn.Dial(&dialer, http.Header{}) if err != nil { k.Websocket.SetCanUseAuthenticatedEndpoints(false) log.Errorf(log.ExchangeSys, "%v - failed to connect to authenticated endpoint: %v\n", k.Name, err) } else { go k.wsFunnelConnectionData(k.Websocket.AuthConn, comms) var authsubs []stream.ChannelSubscription authsubs, err = k.GenerateAuthenticatedSubscriptions() if err != nil { return err } err = k.Websocket.SubscribeToChannels(authsubs) if err != nil { return err } } } } err = k.wsPingHandler() if err != nil { log.Errorf(log.ExchangeSys, "%v - failed setup ping handler. Websocket may disconnect unexpectedly. %v\n", k.Name, err) } gensubs, err := k.GenerateDefaultSubscriptions() if err != nil { return err } return k.Websocket.SubscribeToChannels(gensubs) } // wsFunnelConnectionData funnels both auth and public ws data into one manageable place func (k *Kraken) wsFunnelConnectionData(ws stream.Connection, comms chan stream.Response) { k.Websocket.Wg.Add(1) defer k.Websocket.Wg.Done() for { resp := ws.ReadMessage() if resp.Raw == nil { return } comms <- resp } } // wsReadData receives and passes on websocket messages for processing func (k *Kraken) wsReadData(comms chan stream.Response) { k.Websocket.Wg.Add(1) defer k.Websocket.Wg.Done() for { select { case <-k.Websocket.ShutdownC: return case resp := <-comms: err := k.wsHandleData(resp.Raw) if err != nil { k.Websocket.DataHandler <- fmt.Errorf("%s - unhandled websocket data: %v", k.Name, err) } } } } func (k *Kraken) wsHandleData(respRaw []byte) error { if strings.HasPrefix(string(respRaw), "[") { var dataResponse WebsocketDataResponse err := json.Unmarshal(respRaw, &dataResponse) if err != nil { return err } if _, ok := dataResponse[0].(float64); ok { err = k.wsReadDataResponse(dataResponse) if err != nil { return err } } if _, ok := dataResponse[1].(string); ok { err = k.wsHandleAuthDataResponse(dataResponse) if err != nil { return err } } } else { var eventResponse map[string]interface{} err := json.Unmarshal(respRaw, &eventResponse) if err != nil { return fmt.Errorf("%s - err %s could not parse websocket data: %s", k.Name, err, respRaw) } if event, ok := eventResponse["event"]; ok { switch event { case stream.Pong, krakenWsHeartbeat, krakenWsCancelOrderStatus: return nil case krakenWsSystemStatus: var systemStatus wsSystemStatus err := json.Unmarshal(respRaw, &systemStatus) if err != nil { return fmt.Errorf("%s - err %s unable to parse system status response: %s", k.Name, err, respRaw) } if systemStatus.Status != "online" { k.Websocket.DataHandler <- fmt.Errorf("%v Websocket status '%v'", k.Name, systemStatus.Status) } if systemStatus.Version > krakenWSSupportedVersion { log.Warnf(log.ExchangeSys, "%v New version of Websocket API released. Was %v Now %v", k.Name, krakenWSSupportedVersion, systemStatus.Version) } case krakenWsAddOrderStatus: var status WsAddOrderResponse err := json.Unmarshal(respRaw, &status) if err != nil { return fmt.Errorf("%s - err %s unable to parse add order response: %s", k.Name, err, respRaw) } if status.ErrorMessage != "" { return fmt.Errorf("%s - err %s", k.Name, status.ErrorMessage) } k.Websocket.DataHandler <- &order.Detail{ Exchange: k.Name, ID: status.TransactionID, Status: order.New, } case krakenWsSubscriptionStatus: var sub wsSubscription err := json.Unmarshal(respRaw, &sub) if err != nil { return fmt.Errorf("%s - err %s unable to parse subscription response: %s", k.Name, err, respRaw) } if sub.Status != "subscribed" && sub.Status != "unsubscribed" { return fmt.Errorf("%v %v %v", k.Name, sub.RequestID, sub.ErrorMessage) } k.addNewSubscriptionChannelData(&sub) if sub.RequestID > 0 { if k.Websocket.Match.IncomingWithData(sub.RequestID, respRaw) { return nil } } default: k.Websocket.DataHandler <- stream.UnhandledMessageWarning{ Message: k.Name + stream.UnhandledMessage + string(respRaw), } } return nil } } return nil } // wsPingHandler sends a message "ping" every 27 to maintain the connection to the websocket func (k *Kraken) wsPingHandler() error { message, err := json.Marshal(pingRequest) if err != nil { return err } k.Websocket.Conn.SetupPingHandler(stream.PingHandler{ Message: message, Delay: krakenWsPingDelay, MessageType: websocket.TextMessage, }) return nil } // wsReadDataResponse classifies the WS response and sends to appropriate handler func (k *Kraken) wsReadDataResponse(response WebsocketDataResponse) error { if cID, ok := response[0].(float64); ok { channelID := int64(cID) channelData := getSubscriptionChannelData(channelID) switch channelData.Subscription { case krakenWsTicker: return k.wsProcessTickers(&channelData, response[1].(map[string]interface{})) case krakenWsOHLC: return k.wsProcessCandles(&channelData, response[1].([]interface{})) case krakenWsOrderbook: return k.wsProcessOrderBook(&channelData, response[1].(map[string]interface{})) case krakenWsSpread: k.wsProcessSpread(&channelData, response[1].([]interface{})) case krakenWsTrade: k.wsProcessTrades(&channelData, response[1].([]interface{})) default: return fmt.Errorf("%s Unidentified websocket data received: %+v", k.Name, response) } } return nil } func (k *Kraken) wsHandleAuthDataResponse(response WebsocketDataResponse) error { if chName, ok := response[1].(string); ok { switch chName { case krakenWsOwnTrades: return k.wsProcessOwnTrades(response[0]) case krakenWsOpenOrders: return k.wsProcessOpenOrders(response[0]) default: return fmt.Errorf("%v Unidentified websocket data received: %+v", k.Name, response) } } return nil } func (k *Kraken) wsProcessOwnTrades(ownOrders interface{}) error { if data, ok := ownOrders.([]interface{}); ok { for i := range data { trades, err := json.Marshal(data[i]) if err != nil { return err } var result map[string]*WsOwnTrade err = json.Unmarshal(trades, &result) if err != nil { return err } for key, val := range result { oSide, err := order.StringToOrderSide(val.Type) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } oType, err := order.StringToOrderType(val.OrderType) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } trade := order.TradeHistory{ Price: val.Price, Amount: val.Vol, Fee: val.Fee, Exchange: k.Name, TID: key, Type: oType, Side: oSide, Timestamp: convert.TimeFromUnixTimestampDecimal(val.Time), } k.Websocket.DataHandler <- &order.Modify{ Exchange: k.Name, ID: val.OrderTransactionID, Trades: []order.TradeHistory{trade}, } } } return nil } return errors.New(k.Name + " - Invalid own trades data") } func (k *Kraken) wsProcessOpenOrders(ownOrders interface{}) error { if data, ok := ownOrders.([]interface{}); ok { for i := range data { orders, err := json.Marshal(data[i]) if err != nil { return err } var result map[string]*WsOpenOrder err = json.Unmarshal(orders, &result) if err != nil { return err } for key, val := range result { var oStatus order.Status oStatus, err = order.StringToOrderStatus(val.Status) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } if val.Description.Price > 0 { oSide, err := order.StringToOrderSide(val.Description.Type) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } if strings.Contains(val.Description.Order, "sell") { oSide = order.Sell } oType, err := order.StringToOrderType(val.Description.Type) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } p, err := currency.NewPairFromString(val.Description.Pair) if err != nil { k.Websocket.DataHandler <- order.ClassificationError{ Exchange: k.Name, OrderID: key, Err: err, } } var a asset.Item a, err = k.GetPairAssetType(p) if err != nil { return err } k.Websocket.DataHandler <- &order.Modify{ Leverage: val.Description.Leverage, Price: val.Price, Amount: val.Volume, LimitPriceUpper: val.LimitPrice, ExecutedAmount: val.ExecutedVolume, RemainingAmount: val.Volume - val.ExecutedVolume, Fee: val.Fee, Exchange: k.Name, ID: key, Type: oType, Side: oSide, Status: oStatus, AssetType: a, Date: convert.TimeFromUnixTimestampDecimal(val.OpenTime), Pair: p, } } else { k.Websocket.DataHandler <- &order.Modify{ Exchange: k.Name, ID: key, Status: oStatus, } } } } return nil } return errors.New(k.Name + " - Invalid own trades data") } // addNewSubscriptionChannelData stores channel ids, pairs and subscription types to an array // allowing correlation between subscriptions and returned data func (k *Kraken) addNewSubscriptionChannelData(response *wsSubscription) { // We change the / to - to maintain compatibility with REST/config var pair currency.Pair if response.Pair != "" { var err error pair, err = currency.NewPairFromString(response.Pair) if err != nil { log.Errorf(log.ExchangeSys, "%s exchange error: %s", k.Name, err) return } pair.Delimiter = k.CurrencyPairs.RequestFormat.Delimiter } subscriptionChannelPair = append(subscriptionChannelPair, WebsocketChannelData{ Subscription: response.Subscription.Name, Pair: pair, ChannelID: response.ChannelID, }) } // getSubscriptionChannelData retrieves WebsocketChannelData based on response ID func getSubscriptionChannelData(id int64) WebsocketChannelData { for i := range subscriptionChannelPair { if id == subscriptionChannelPair[i].ChannelID { return subscriptionChannelPair[i] } } return WebsocketChannelData{} } // wsProcessTickers converts ticker data and sends it to the datahandler func (k *Kraken) wsProcessTickers(channelData *WebsocketChannelData, data map[string]interface{}) error { closePrice, err := strconv.ParseFloat(data["c"].([]interface{})[0].(string), 64) if err != nil { return err } openPrice, err := strconv.ParseFloat(data["o"].([]interface{})[0].(string), 64) if err != nil { return err } highPrice, err := strconv.ParseFloat(data["h"].([]interface{})[0].(string), 64) if err != nil { return err } lowPrice, err := strconv.ParseFloat(data["l"].([]interface{})[0].(string), 64) if err != nil { return err } quantity, err := strconv.ParseFloat(data["v"].([]interface{})[0].(string), 64) if err != nil { return err } ask, err := strconv.ParseFloat(data["a"].([]interface{})[0].(string), 64) if err != nil { return err } bid, err := strconv.ParseFloat(data["b"].([]interface{})[0].(string), 64) if err != nil { return err } k.Websocket.DataHandler <- &ticker.Price{ ExchangeName: k.Name, Open: openPrice, Close: closePrice, Volume: quantity, High: highPrice, Low: lowPrice, Bid: bid, Ask: ask, AssetType: asset.Spot, Pair: channelData.Pair, } return nil } // wsProcessSpread converts spread/orderbook data and sends it to the datahandler func (k *Kraken) wsProcessSpread(channelData *WebsocketChannelData, data []interface{}) { bestBid := data[0].(string) bestAsk := data[1].(string) timeData, err := strconv.ParseFloat(data[2].(string), 64) if err != nil { k.Websocket.DataHandler <- err return } bidVolume := data[3].(string) askVolume := data[4].(string) if k.Verbose { log.Debugf(log.ExchangeSys, "%v Spread data for '%v' received. Best bid: '%v' Best ask: '%v' Time: '%v', Bid volume '%v', Ask volume '%v'", k.Name, channelData.Pair, bestBid, bestAsk, convert.TimeFromUnixTimestampDecimal(timeData), bidVolume, askVolume) } } // wsProcessTrades converts trade data and sends it to the datahandler func (k *Kraken) wsProcessTrades(channelData *WebsocketChannelData, data []interface{}) { for i := range data { trade := data[i].([]interface{}) timeData, err := strconv.ParseFloat(trade[2].(string), 64) if err != nil { k.Websocket.DataHandler <- err return } price, err := strconv.ParseFloat(trade[0].(string), 64) if err != nil { k.Websocket.DataHandler <- err return } amount, err := strconv.ParseFloat(trade[1].(string), 64) if err != nil { k.Websocket.DataHandler <- err return } var tSide = order.Buy if trade[3].(string) == "s" { tSide = order.Sell } var tType = order.Market if trade[4].(string) == "l" { tType = order.Limit } k.Websocket.DataHandler <- stream.TradeData{ AssetType: asset.Spot, CurrencyPair: channelData.Pair, Exchange: k.Name, Price: price, Amount: amount, Timestamp: convert.TimeFromUnixTimestampDecimal(timeData), Side: tSide, EventType: tType, } } } // wsProcessOrderBook determines if the orderbook data is partial or update // Then sends to appropriate fun func (k *Kraken) wsProcessOrderBook(channelData *WebsocketChannelData, data map[string]interface{}) error { askSnapshot, askSnapshotExists := data["as"].([]interface{}) bidSnapshot, bidSnapshotExists := data["bs"].([]interface{}) if askSnapshotExists || bidSnapshotExists { err := k.wsProcessOrderBookPartial(channelData, askSnapshot, bidSnapshot) if err != nil { return err } } else { askData, asksExist := data["a"].([]interface{}) bidData, bidsExist := data["b"].([]interface{}) if asksExist || bidsExist { k.wsRequestMtx.Lock() defer k.wsRequestMtx.Unlock() err := k.wsProcessOrderBookUpdate(channelData, askData, bidData) if err != nil { subscriptionToRemove := &stream.ChannelSubscription{ Channel: krakenWsOrderbook, Currency: channelData.Pair, Asset: asset.Spot, } k.Websocket.ResubscribeToChannel(subscriptionToRemove) return err } } } return nil } // wsProcessOrderBookPartial creates a new orderbook entry for a given currency pair func (k *Kraken) wsProcessOrderBookPartial(channelData *WebsocketChannelData, askData, bidData []interface{}) error { base := orderbook.Base{ Pair: channelData.Pair, AssetType: asset.Spot, } // Kraken ob data is timestamped per price, GCT orderbook data is // timestamped per entry using the highest last update time, we can attempt // to respect both within a reasonable degree var highestLastUpdate time.Time for i := range askData { asks := askData[i].([]interface{}) price, err := strconv.ParseFloat(asks[0].(string), 64) if err != nil { return err } amount, err := strconv.ParseFloat(asks[1].(string), 64) if err != nil { return err } base.Asks = append(base.Asks, orderbook.Item{ Amount: amount, Price: price, }) timeData, err := strconv.ParseFloat(asks[2].(string), 64) if err != nil { return err } askUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData) if highestLastUpdate.Before(askUpdatedTime) { highestLastUpdate = askUpdatedTime } } for i := range bidData { bids := bidData[i].([]interface{}) price, err := strconv.ParseFloat(bids[0].(string), 64) if err != nil { return err } amount, err := strconv.ParseFloat(bids[1].(string), 64) if err != nil { return err } base.Bids = append(base.Bids, orderbook.Item{ Amount: amount, Price: price, }) timeData, err := strconv.ParseFloat(bids[2].(string), 64) if err != nil { return err } bidUpdateTime := convert.TimeFromUnixTimestampDecimal(timeData) if highestLastUpdate.Before(bidUpdateTime) { highestLastUpdate = bidUpdateTime } } base.LastUpdated = highestLastUpdate base.ExchangeName = k.Name return k.Websocket.Orderbook.LoadSnapshot(&base) } // wsProcessOrderBookUpdate updates an orderbook entry for a given currency pair func (k *Kraken) wsProcessOrderBookUpdate(channelData *WebsocketChannelData, askData, bidData []interface{}) error { update := buffer.Update{ Asset: asset.Spot, Pair: channelData.Pair, } var highestLastUpdate time.Time // Ask data is not always sent for i := range askData { asks := askData[i].([]interface{}) price, err := strconv.ParseFloat(asks[0].(string), 64) if err != nil { return err } amount, err := strconv.ParseFloat(asks[1].(string), 64) if err != nil { return err } update.Asks = append(update.Asks, orderbook.Item{ Amount: amount, Price: price, }) timeData, err := strconv.ParseFloat(asks[2].(string), 64) if err != nil { return err } askUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData) if highestLastUpdate.Before(askUpdatedTime) { highestLastUpdate = askUpdatedTime } } // Bid data is not always sent for i := range bidData { bids := bidData[i].([]interface{}) price, err := strconv.ParseFloat(bids[0].(string), 64) if err != nil { return err } amount, err := strconv.ParseFloat(bids[1].(string), 64) if err != nil { return err } update.Bids = append(update.Bids, orderbook.Item{ Amount: amount, Price: price, }) timeData, err := strconv.ParseFloat(bids[2].(string), 64) if err != nil { return err } bidUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData) if highestLastUpdate.Before(bidUpdatedTime) { highestLastUpdate = bidUpdatedTime } } update.UpdateTime = highestLastUpdate return k.Websocket.Orderbook.Update(&update) } // wsProcessCandles converts candle data and sends it to the data handler func (k *Kraken) wsProcessCandles(channelData *WebsocketChannelData, data []interface{}) error { startTime, err := strconv.ParseFloat(data[0].(string), 64) if err != nil { return err } endTime, err := strconv.ParseFloat(data[1].(string), 64) if err != nil { return err } openPrice, err := strconv.ParseFloat(data[2].(string), 64) if err != nil { return err } highPrice, err := strconv.ParseFloat(data[3].(string), 64) if err != nil { return err } lowPrice, err := strconv.ParseFloat(data[4].(string), 64) if err != nil { return err } closePrice, err := strconv.ParseFloat(data[5].(string), 64) if err != nil { return err } volume, err := strconv.ParseFloat(data[7].(string), 64) if err != nil { return err } k.Websocket.DataHandler <- stream.KlineData{ AssetType: asset.Spot, Pair: channelData.Pair, Timestamp: time.Now(), Exchange: k.Name, StartTime: convert.TimeFromUnixTimestampDecimal(startTime), CloseTime: convert.TimeFromUnixTimestampDecimal(endTime), // Candles are sent every 60 seconds Interval: "60", HighPrice: highPrice, LowPrice: lowPrice, OpenPrice: openPrice, ClosePrice: closePrice, Volume: volume, } return nil } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() func (k *Kraken) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) { enabledCurrencies, err := k.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } var subscriptions []stream.ChannelSubscription for i := range defaultSubscribedChannels { for j := range enabledCurrencies { enabledCurrencies[j].Delimiter = "/" subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: defaultSubscribedChannels[i], Currency: enabledCurrencies[j], Asset: asset.Spot, }) } } return subscriptions, nil } // GenerateAuthenticatedSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() func (k *Kraken) GenerateAuthenticatedSubscriptions() ([]stream.ChannelSubscription, error) { var subscriptions []stream.ChannelSubscription for i := range authenticatedChannels { params := make(map[string]interface{}) subscriptions = append(subscriptions, stream.ChannelSubscription{ Channel: authenticatedChannels[i], Params: params, }) } return subscriptions, nil } // Subscribe sends a websocket message to receive data from the channel func (k *Kraken) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error { var subs []WebsocketSubscriptionEventRequest channels: for x := range channelsToSubscribe { for y := range subs { if subs[y].Subscription.Name == channelsToSubscribe[x].Channel { subs[y].Pairs = append(subs[y].Pairs, channelsToSubscribe[x].Currency.String()) subs[y].Channels = append(subs[y].Channels, channelsToSubscribe[x]) continue channels } } var id int64 if common.StringDataContains(authenticatedChannels, channelsToSubscribe[x].Channel) { id = k.Websocket.AuthConn.GenerateMessageID(false) } else { id = k.Websocket.Conn.GenerateMessageID(false) } resp := WebsocketSubscriptionEventRequest{ Event: krakenWsSubscribe, Subscription: WebsocketSubscriptionData{ Name: channelsToSubscribe[x].Channel, }, RequestID: id, } if channelsToSubscribe[x].Channel == "book" { // TODO: Add ability to make depth customisable resp.Subscription.Depth = 1000 } if !channelsToSubscribe[x].Currency.IsEmpty() { resp.Pairs = []string{channelsToSubscribe[x].Currency.String()} } if channelsToSubscribe[x].Params != nil { resp.Subscription.Token = authToken } resp.Channels = append(resp.Channels, channelsToSubscribe[x]) subs = append(subs, resp) } var errs common.Errors for i := range subs { if common.StringDataContains(authenticatedChannels, subs[i].Subscription.Name) { _, err := k.Websocket.AuthConn.SendMessageReturnResponse(subs[i].RequestID, subs[i]) if err != nil { errs = append(errs, err) continue } k.Websocket.AddSuccessfulSubscriptions(subs[i].Channels...) continue } _, err := k.Websocket.Conn.SendMessageReturnResponse(subs[i].RequestID, subs[i]) if err != nil { errs = append(errs, err) continue } k.Websocket.AddSuccessfulSubscriptions(subs[i].Channels...) } if errs != nil { return errs } return nil } // Unsubscribe sends a websocket message to stop receiving data from the channel func (k *Kraken) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error { var unsubs []WebsocketSubscriptionEventRequest channels: for x := range channelsToUnsubscribe { for y := range unsubs { if unsubs[y].Subscription.Name == channelsToUnsubscribe[x].Channel { unsubs[y].Pairs = append(unsubs[y].Pairs, channelsToUnsubscribe[x].Currency.String()) unsubs[y].Channels = append(unsubs[y].Channels, channelsToUnsubscribe[x]) continue channels } } var depth int64 if channelsToUnsubscribe[x].Channel == "book" { // TODO: Add ability to make depth customisable depth = 1000 } var id int64 if common.StringDataContains(authenticatedChannels, channelsToUnsubscribe[x].Channel) { id = k.Websocket.AuthConn.GenerateMessageID(false) } else { id = k.Websocket.Conn.GenerateMessageID(false) } unsub := WebsocketSubscriptionEventRequest{ Event: krakenWsUnsubscribe, Pairs: []string{channelsToUnsubscribe[x].Currency.String()}, Subscription: WebsocketSubscriptionData{ Name: channelsToUnsubscribe[x].Channel, Depth: depth, }, RequestID: id, } unsub.Channels = append(unsub.Channels, channelsToUnsubscribe[x]) unsubs = append(unsubs, unsub) } var errs common.Errors for i := range unsubs { if common.StringDataContains(authenticatedChannels, unsubs[i].Subscription.Name) { _, err := k.Websocket.AuthConn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) if err != nil { errs = append(errs, err) continue } k.Websocket.RemoveSuccessfulUnsubscriptions(unsubs[i].Channels...) continue } _, err := k.Websocket.Conn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) if err != nil { errs = append(errs, err) continue } k.Websocket.RemoveSuccessfulUnsubscriptions(unsubs[i].Channels...) } if errs != nil { return errs } return nil } func (k *Kraken) wsAddOrder(request *WsAddOrderRequest) (string, error) { id := k.Websocket.AuthConn.GenerateMessageID(false) request.UserReferenceID = strconv.FormatInt(id, 10) request.Event = krakenWsAddOrder request.Token = authToken jsonResp, err := k.Websocket.AuthConn.SendMessageReturnResponse(id, request) if err != nil { return "", err } var resp WsAddOrderResponse err = json.Unmarshal(jsonResp, &resp) if err != nil { return "", err } if resp.ErrorMessage != "" { return "", fmt.Errorf(k.Name + " - " + resp.ErrorMessage) } return resp.TransactionID, nil } func (k *Kraken) wsCancelOrders(orderIDs []string) error { request := WsCancelOrderRequest{ Event: krakenWsCancelOrder, Token: authToken, TransactionIDs: orderIDs, } return k.Websocket.AuthConn.SendJSONMessage(request) }