package btse import ( "context" "errors" "net/http" "strconv" "strings" "text/template" "time" "github.com/gorilla/websocket" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/encoding/json" "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/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" ) const ( btseWebsocket = "wss://ws.btse.com/ws/spot" btseWebsocketTimer = time.Second * 57 ) var subscriptionNames = map[string]string{ subscription.MyTradesChannel: "notificationApi", subscription.AllTradesChannel: "tradeHistory", } var defaultSubscriptions = subscription.List{ {Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel}, {Enabled: true, Channel: subscription.MyTradesChannel, Authenticated: true}, } // WsConnect connects the websocket client func (b *BTSE) WsConnect() error { if !b.Websocket.IsEnabled() || !b.IsEnabled() { return stream.ErrWebsocketNotEnabled } var dialer websocket.Dialer err := b.Websocket.Conn.Dial(&dialer, http.Header{}) if err != nil { return err } b.Websocket.Conn.SetupPingHandler(request.Unset, stream.PingHandler{ MessageType: websocket.PingMessage, Delay: btseWebsocketTimer, }) b.Websocket.Wg.Add(1) go b.wsReadData() if b.IsWebsocketAuthenticationSupported() { err = b.WsAuthenticate(context.TODO()) if err != nil { b.Websocket.DataHandler <- err b.Websocket.SetCanUseAuthenticatedEndpoints(false) } } return nil } // WsAuthenticate Send an authentication message to receive auth data func (b *BTSE) WsAuthenticate(ctx context.Context) error { creds, err := b.GetCredentials(ctx) if err != nil { return err } nonce := strconv.FormatInt(time.Now().UnixMilli(), 10) path := "/ws/spot" + nonce hmac, err := crypto.GetHMAC(crypto.HashSHA512_384, []byte((path)), []byte(creds.Secret), ) if err != nil { return err } sign := crypto.HexEncodeToString(hmac) req := wsSub{ Operation: "authKeyExpires", Arguments: []string{creds.Key, nonce, sign}, } return b.Websocket.Conn.SendJSONMessage(ctx, request.Unset, req) } func stringToOrderStatus(status string) (order.Status, error) { switch status { case "ORDER_INSERTED", "TRIGGER_INSERTED": return order.New, nil case "ORDER_CANCELLED": return order.Cancelled, nil case "ORDER_FULL_TRANSACTED": return order.Filled, nil case "ORDER_PARTIALLY_TRANSACTED": return order.PartiallyFilled, nil case "TRIGGER_ACTIVATED": return order.Active, nil case "INSUFFICIENT_BALANCE": return order.InsufficientBalance, nil case "MARKET_UNAVAILABLE": return order.MarketUnavailable, nil default: return order.UnknownStatus, errors.New(status + " not recognised as order status") } } // wsReadData receives and passes on websocket messages for processing func (b *BTSE) wsReadData() { defer b.Websocket.Wg.Done() for { resp := b.Websocket.Conn.ReadMessage() if resp.Raw == nil { return } err := b.wsHandleData(resp.Raw) if err != nil { b.Websocket.DataHandler <- err } } } func (b *BTSE) wsHandleData(respRaw []byte) error { type Result map[string]interface{} var result Result err := json.Unmarshal(respRaw, &result) if err != nil { if strings.Contains(string(respRaw), "connect success") { return nil } return err } if result == nil { return nil } if result["event"] != nil { event, ok := result["event"].(string) if !ok { return errors.New(b.Name + stream.UnhandledMessage + string(respRaw)) } switch event { case "subscribe": var subscribe WsSubscriptionAcknowledgement err = json.Unmarshal(respRaw, &subscribe) if err != nil { return err } if b.Verbose { log.Infof(log.WebsocketMgr, "%v subscribed to %v", b.Name, strings.Join(subscribe.Channel, ", ")) } case "login": var login WsLoginAcknowledgement err = json.Unmarshal(respRaw, &login) if err != nil { return err } b.Websocket.SetCanUseAuthenticatedEndpoints(login.Success) if b.Verbose { log.Infof(log.WebsocketMgr, "%v websocket authenticated: %v", b.Name, login.Success) } default: return errors.New(b.Name + stream.UnhandledMessage + string(respRaw)) } return nil } topic, ok := result["topic"].(string) if !ok { return errors.New(b.Name + stream.UnhandledMessage + string(respRaw)) } switch { case topic == "notificationApi": var notification wsNotification err = json.Unmarshal(respRaw, ¬ification) if err != nil { return err } for i := range notification.Data { var oType order.Type var oSide order.Side var oStatus order.Status oType, err = order.StringToOrderType(notification.Data[i].Type) if err != nil { b.Websocket.DataHandler <- order.ClassificationError{ Exchange: b.Name, OrderID: notification.Data[i].OrderID, Err: err, } } oSide, err = order.StringToOrderSide(notification.Data[i].OrderMode) if err != nil { b.Websocket.DataHandler <- order.ClassificationError{ Exchange: b.Name, OrderID: notification.Data[i].OrderID, Err: err, } } oStatus, err = stringToOrderStatus(notification.Data[i].Status) if err != nil { b.Websocket.DataHandler <- order.ClassificationError{ Exchange: b.Name, OrderID: notification.Data[i].OrderID, Err: err, } } var p currency.Pair p, err = currency.NewPairFromString(notification.Data[i].Symbol) if err != nil { return err } var a asset.Item a, err = b.GetPairAssetType(p) if err != nil { return err } b.Websocket.DataHandler <- &order.Detail{ Price: notification.Data[i].Price, Amount: notification.Data[i].Size, TriggerPrice: notification.Data[i].TriggerPrice, Exchange: b.Name, OrderID: notification.Data[i].OrderID, Type: oType, Side: oSide, Status: oStatus, AssetType: a, Date: time.UnixMilli(notification.Data[i].Timestamp), Pair: p, } } case strings.Contains(topic, "tradeHistory"): if !b.IsSaveTradeDataEnabled() { return nil } var tradeHistory wsTradeHistory err = json.Unmarshal(respRaw, &tradeHistory) if err != nil { return err } var trades []trade.Data for x := range tradeHistory.Data { side := order.Buy if tradeHistory.Data[x].Gain == -1 { side = order.Sell } var p currency.Pair p, err = currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory:", "", 1)) if err != nil { return err } var a asset.Item a, err = b.GetPairAssetType(p) if err != nil { return err } trades = append(trades, trade.Data{ Timestamp: time.UnixMilli(tradeHistory.Data[x].TransactionTime), CurrencyPair: p, AssetType: a, Exchange: b.Name, Price: tradeHistory.Data[x].Price, Amount: tradeHistory.Data[x].Amount, Side: side, TID: strconv.FormatInt(tradeHistory.Data[x].ID, 10), }) } return trade.AddTradesToBuffer(b.Name, trades...) case strings.Contains(topic, "orderBookL2Api"): // TODO: Fix orderbook updates. var t wsOrderBook err = json.Unmarshal(respRaw, &t) if err != nil { return err } newOB := orderbook.Base{ Bids: make(orderbook.Tranches, 0, len(t.Data.BuyQuote)), Asks: make(orderbook.Tranches, 0, len(t.Data.SellQuote)), } var price, amount float64 for i := range t.Data.SellQuote { p := strings.Replace(t.Data.SellQuote[i].Price, ",", "", -1) price, err = strconv.ParseFloat(p, 64) if err != nil { return err } a := strings.Replace(t.Data.SellQuote[i].Size, ",", "", -1) amount, err = strconv.ParseFloat(a, 64) if err != nil { return err } if b.orderbookFilter(price, amount) { continue } newOB.Asks = append(newOB.Asks, orderbook.Tranche{ Price: price, Amount: amount, }) } for j := range t.Data.BuyQuote { p := strings.Replace(t.Data.BuyQuote[j].Price, ",", "", -1) price, err = strconv.ParseFloat(p, 64) if err != nil { return err } a := strings.Replace(t.Data.BuyQuote[j].Size, ",", "", -1) amount, err = strconv.ParseFloat(a, 64) if err != nil { return err } if b.orderbookFilter(price, amount) { continue } newOB.Bids = append(newOB.Bids, orderbook.Tranche{ Price: price, Amount: amount, }) } p, err := currency.NewPairFromString(t.Topic[strings.Index(t.Topic, ":")+1 : strings.Index(t.Topic, currency.UnderscoreDelimiter)]) if err != nil { return err } var a asset.Item a, err = b.GetPairAssetType(p) if err != nil { return err } newOB.Pair = p newOB.Asset = a newOB.Exchange = b.Name newOB.Asks.Reverse() // Reverse asks for correct alignment newOB.VerifyOrderbook = b.CanVerifyOrderbook newOB.LastUpdated = time.Now() // NOTE: Temp to fix test. err = b.Websocket.Orderbook.LoadSnapshot(&newOB) if err != nil { return err } default: return errors.New(b.Name + stream.UnhandledMessage + string(respRaw)) } return nil } // orderbookFilter is needed on book levels from this exchange as their data // is incorrect func (b *BTSE) orderbookFilter(price, amount float64) bool { // Amount filtering occurs when the amount exceeds the decimal returned. // e.g. {"price":"1.37","size":"0.00"} currency: SFI-ETH // Opted to not round up to 0.01 as this might skew calculations // more than removing from the books completely. // Price filtering occurs when we are deep in the bid book and there are // prices that are less than 4 decimal places // e.g. {"price":"0.0000","size":"14219"} currency: TRX-PAX // We cannot load a zero price and this will ruin calculations return price == 0 || amount == 0 } // generateSubscriptions returns a list of subscriptions from the configured subscriptions feature func (b *BTSE) generateSubscriptions() (subscription.List, error) { return b.Features.Subscriptions.ExpandTemplates(b) } // GetSubscriptionTemplate returns a subscription channel template func (b *BTSE) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) { return template.New("master.tmpl").Funcs(template.FuncMap{ "channelName": channelName, "isSymbolChannel": isSymbolChannel, }).Parse(subTplText) } // Subscribe sends a websocket message to receive data from a list of channels func (b *BTSE) Subscribe(subs subscription.List) error { req := wsSub{Operation: "subscribe"} for _, s := range subs { req.Arguments = append(req.Arguments, s.QualifiedChannel) } err := b.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, req) if err == nil { err = b.Websocket.AddSuccessfulSubscriptions(b.Websocket.Conn, subs...) } return err } // Unsubscribe sends a websocket message to stop receiving data from a list of channels func (b *BTSE) Unsubscribe(subs subscription.List) error { req := wsSub{Operation: "unsubscribe"} for _, s := range subs { req.Arguments = append(req.Arguments, s.QualifiedChannel) } err := b.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, req) if err == nil { err = b.Websocket.RemoveSubscriptions(b.Websocket.Conn, subs...) } return err } // channelName returns the correct channel name for the asset func channelName(s *subscription.Subscription) string { if name, ok := subscriptionNames[s.Channel]; ok { return name } panic("Channel not supported: " + s.Channel) } // isSymbolChannel returns if the channel expects receive a symbol func isSymbolChannel(s *subscription.Subscription) bool { return s.Channel != subscription.MyTradesChannel } const subTplText = ` {{- with $name := channelName $.S }} {{ range $asset, $pairs := $.AssetPairs }} {{- if isSymbolChannel $.S }} {{- range $p := $pairs -}} {{- $name -}} : {{- $p -}} {{- $.PairSeparator }} {{- end }} {{- else -}} {{ $name }} {{- end }} {{- $.AssetSeparator }} {{- end }} {{- end }} `