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https://github.com/d0zingcat/gocryptotrader.git
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* Expose trade feed websocket exchange data through data channel Most relevant to applications that import GCT as a lib, this allows them to (through configuration, disabled by default) receive trade data through the data channel similarly to the orderbook feed. * exchanges: allow exposure of trade websocket feed through data channel * Expose fill feed websocket abstracted exchange data through data channel * exchanges: allow exposure of fill websocket feed through data channel
338 lines
8.6 KiB
Go
338 lines
8.6 KiB
Go
package engine
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import (
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"fmt"
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"sync/atomic"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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// setupWebsocketRoutineManager creates a new websocket routine manager
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func setupWebsocketRoutineManager(exchangeManager iExchangeManager, orderManager iOrderManager, syncer iCurrencyPairSyncer, cfg *config.CurrencyConfig, verbose bool) (*websocketRoutineManager, error) {
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if exchangeManager == nil {
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return nil, errNilExchangeManager
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}
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if orderManager == nil {
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return nil, errNilOrderManager
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}
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if syncer == nil {
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return nil, errNilCurrencyPairSyncer
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}
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if cfg == nil {
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return nil, errNilCurrencyConfig
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}
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if cfg.CurrencyPairFormat == nil && verbose {
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return nil, errNilCurrencyPairFormat
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}
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return &websocketRoutineManager{
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verbose: verbose,
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exchangeManager: exchangeManager,
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orderManager: orderManager,
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syncer: syncer,
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currencyConfig: cfg,
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shutdown: make(chan struct{}),
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}, nil
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}
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// Start runs the subsystem
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func (m *websocketRoutineManager) Start() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if !atomic.CompareAndSwapInt32(&m.started, 0, 1) {
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return ErrSubSystemAlreadyStarted
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}
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m.shutdown = make(chan struct{})
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m.websocketRoutine()
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return nil
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}
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// IsRunning safely checks whether the subsystem is running
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func (m *websocketRoutineManager) IsRunning() bool {
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if m == nil {
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return false
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}
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return atomic.LoadInt32(&m.started) == 1
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}
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// Stop attempts to shutdown the subsystem
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func (m *websocketRoutineManager) Stop() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if !atomic.CompareAndSwapInt32(&m.started, 1, 0) {
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return fmt.Errorf("websocket routine manager %w", ErrSubSystemNotStarted)
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}
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close(m.shutdown)
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m.wg.Wait()
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return nil
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}
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// websocketRoutine Initial routine management system for websocket
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func (m *websocketRoutineManager) websocketRoutine() {
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if m.verbose {
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log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
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}
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exchanges, err := m.exchangeManager.GetExchanges()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "websocket routine manager cannot get exchanges: %v", err)
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}
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for i := range exchanges {
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go func(i int) {
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if exchanges[i].SupportsWebsocket() {
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if m.verbose {
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log.Debugf(log.WebsocketMgr,
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"Exchange %s websocket support: Yes Enabled: %v",
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exchanges[i].GetName(),
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common.IsEnabled(exchanges[i].IsWebsocketEnabled()),
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)
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}
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ws, err := exchanges[i].GetWebsocket()
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if err != nil {
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log.Errorf(
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log.WebsocketMgr,
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"Exchange %s GetWebsocket error: %s",
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exchanges[i].GetName(),
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err,
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)
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return
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}
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if ws.IsEnabled() {
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err = ws.Connect()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "%v", err)
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}
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go m.WebsocketDataReceiver(ws)
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err = ws.FlushChannels()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "Failed to subscribe: %v", err)
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}
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}
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} else if m.verbose {
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log.Debugf(log.WebsocketMgr,
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"Exchange %s websocket support: No",
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exchanges[i].GetName(),
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)
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}
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}(i)
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}
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}
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// WebsocketDataReceiver handles websocket data coming from a websocket feed
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// associated with an exchange
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func (m *websocketRoutineManager) WebsocketDataReceiver(ws *stream.Websocket) {
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if m == nil || atomic.LoadInt32(&m.started) == 0 {
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return
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}
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m.wg.Add(1)
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defer m.wg.Done()
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for {
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select {
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case <-m.shutdown:
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return
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case data := <-ws.ToRoutine:
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err := m.WebsocketDataHandler(ws.GetName(), data)
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if err != nil {
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log.Error(log.WebsocketMgr, err)
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}
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}
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}
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}
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// WebsocketDataHandler is a central point for exchange websocket implementations to send
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// processed data. WebsocketDataHandler will then pass that to an appropriate handler
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func (m *websocketRoutineManager) WebsocketDataHandler(exchName string, data interface{}) error {
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if data == nil {
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return fmt.Errorf("exchange %s nil data sent to websocket",
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exchName)
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}
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switch d := data.(type) {
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case string:
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log.Info(log.WebsocketMgr, d)
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case error:
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return fmt.Errorf("exchange %s websocket error - %s", exchName, data)
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case stream.FundingData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s funding updated %+v",
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exchName,
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m.FormatCurrency(d.CurrencyPair),
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d.AssetType,
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d)
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}
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case *ticker.Price:
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if m.syncer.IsRunning() {
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err := m.syncer.Update(exchName,
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d.Pair,
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d.AssetType,
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SyncItemTicker,
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nil)
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if err != nil {
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return err
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}
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}
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err := ticker.ProcessTicker(d)
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if err != nil {
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return err
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}
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m.syncer.PrintTickerSummary(d, "websocket", err)
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case stream.KlineData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
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exchName,
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m.FormatCurrency(d.Pair),
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d.AssetType,
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d)
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}
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case *orderbook.Base:
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if m.syncer.IsRunning() {
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err := m.syncer.Update(exchName,
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d.Pair,
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d.Asset,
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SyncItemOrderbook,
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nil)
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if err != nil {
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return err
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}
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}
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m.syncer.PrintOrderbookSummary(d, "websocket", nil)
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case *order.Detail:
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m.printOrderSummary(d)
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if !m.orderManager.Exists(d) {
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err := m.orderManager.Add(d)
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if err != nil {
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return err
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}
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} else {
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od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.ID)
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if err != nil {
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return err
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}
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od.UpdateOrderFromDetail(d)
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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}
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case *order.Modify:
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m.printOrderChangeSummary(d)
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od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.ID)
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if err != nil {
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return err
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}
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od.UpdateOrderFromModify(d)
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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case order.ClassificationError:
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return fmt.Errorf("%w %s", d.Err, d.Error())
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case stream.UnhandledMessageWarning:
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log.Warn(log.WebsocketMgr, d.Message)
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case account.Change:
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if m.verbose {
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m.printAccountHoldingsChangeSummary(d)
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}
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case []trade.Data:
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if m.verbose {
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log.Infof(log.Trade, "%+v", d)
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}
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case []fill.Data:
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if m.verbose {
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log.Infof(log.Fill, "%+v", d)
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}
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default:
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if m.verbose {
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log.Warnf(log.WebsocketMgr,
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"%s websocket Unknown type: %+v",
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exchName,
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d)
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}
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}
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return nil
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}
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// FormatCurrency is a method that formats and returns a currency pair
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// based on the user currency display preferences
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func (m *websocketRoutineManager) FormatCurrency(p currency.Pair) currency.Pair {
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if m == nil || atomic.LoadInt32(&m.started) == 0 {
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return p
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}
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return p.Format(m.currencyConfig.CurrencyPairFormat.Delimiter,
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m.currencyConfig.CurrencyPairFormat.Uppercase)
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}
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// printOrderChangeSummary this function will be deprecated when a order manager
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// update is done.
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func (m *websocketRoutineManager) printOrderChangeSummary(o *order.Modify) {
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if m == nil || atomic.LoadInt32(&m.started) == 0 || o == nil {
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return
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}
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log.Debugf(log.WebsocketMgr,
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"Order Change: %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
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o.Exchange,
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o.AssetType,
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o.Pair,
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o.Status,
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o.Type,
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o.Side,
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o.ID,
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o.ClientOrderID,
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o.Price,
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o.Amount,
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o.ExecutedAmount,
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o.RemainingAmount)
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}
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// printOrderSummary this function will be deprecated when a order manager
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// update is done.
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func (m *websocketRoutineManager) printOrderSummary(o *order.Detail) {
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if m == nil || atomic.LoadInt32(&m.started) == 0 || o == nil {
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return
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}
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log.Debugf(log.WebsocketMgr,
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"New Order: %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
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o.Exchange,
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o.AssetType,
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o.Pair,
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o.Status,
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o.Type,
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o.Side,
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o.ID,
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o.ClientOrderID,
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o.Price,
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o.Amount,
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o.ExecutedAmount,
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o.RemainingAmount)
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}
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// printAccountHoldingsChangeSummary this function will be deprecated when a
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// account holdings update is done.
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func (m *websocketRoutineManager) printAccountHoldingsChangeSummary(o account.Change) {
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if m == nil || atomic.LoadInt32(&m.started) == 0 {
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return
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}
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log.Debugf(log.WebsocketMgr,
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"Account Holdings Balance Changed: %s %s %s has changed balance by %f for account: %s",
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o.Exchange,
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o.Asset,
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o.Currency,
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o.Amount,
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o.Account)
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}
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