Files
gocryptotrader/engine/routines.go
Scott 74d5bca03b engine: Ticker REST/Websocket improvements (#345)
* Adds extra properties to Websocket ticker. Adds new properties to binance and bitfinex, but doesn't test anything yet. Changes names and properties of ticker package to make more streamlined

* Adds support for coinbasepro, coinut, gateio, gitbtc, huobi, hadax, kraken, okex, okcoin. Adds quoteVolume

* Adds poloniex and ZB ticker datas

* Updates ANX, Binance, Bitfinex, Bistamp, Bittrex, BTCMarkets, BTSE, CoinbasePRo, Coinut, Exmo tickers. It looks like a whole bunch of stuff is wrong in how tickers are done though :/

* Updates tickers everywhere. Will revert batch ones

* Re-Preseves ticker batching

* Minor fixes to ticks and removal of comment

* Logging errors instead of returning mid loop. Adds bitfinex batch ticker processing. Fixes unrelated okgroup wallet bug

* Removes bad code I wrote preventing function from running if feature not enabled

* Fixes issue with bitmex and rebase issues

* Fixes bitmex iterator error, splits hitbtc ticker requests

* Fixes okgroup currency pair formatting. Updates okgroup to use ticker batching. Fixes okgroup ticker issues due to assetTypes. Fixes okgroup ws pinging. Fixes Kraken's currency pairs formatting. Reverts ANXs auto parsing back to strings because ANX json makes me cry. Minor property improvements for coinut, coinbasepro, btse, exmo. Protects wshandler manageSubscriptions() from running and returning an error when feature not supported

* Updates config example to reflect the underscore dash situation

* Fixes a config delimiter oopsie. Simplifies ANX wrapper ticker parsing. Fixes bittrex date parsing. Simplifies okcoin switch to if.

* Fixes super fun issue where kraken has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okex has updated their currency pair format and must add new delimiter support. Fixes super fun issue where okcoin has updated their currency pair format and must add new delimiter support.

* Updates config example for kraken

* Adds lbank batch ticker support. Adds details to errors

* Updates FetchTradablePairs to use the config delimiter to prevent issues if the delimiter ever changes

* Fixes nil reference bug. Uses NAme not GetNAme

* Fixes hardcoded delimiter in Binance.  Expands bitfinex websocket ticker fields. Updates Bitstamp rate limits. Expands BTSE ticker data fields. Fixes typo in coibasepro. Expands Coinut ticker data. Renames currency to curr as it conflicts with package name. Expands GateIO websocket ticker data. Fixes ticker data implementation for huobi and huobi hadax. Reverts ticker map to string instead of assetType. Fixes real stupid bug I introduced which preveted subscriptions from running :glitch_crab: Adds Price ATH to ws ticker type. Adds quotevolume to yobit ticker. Uses delimiter in ZB rather than hardcoded field.

* Fixes bug in syncer where if the websocket is already connected, then UsingWebsocket is not set

* Updates broken tests

* Simplifies poloniex frozen check

* Updates configtest.json with new delimiters

* Renames shorthand properties of structs. Fixes delimiter referencing

* Fixes some bugs and nits around variable declaration, currency pairs and config upscaling

* Adds config upgrade path for okcoin and okex. Reverts configtest.json.

* Fixes okex futures currency formatting by no longer using global currency format. updates Run code to adapt. Removes BTSE value

* Adds ":" as a delimiter for when a delimiter only shows up SOMETIMES

* Adds support for optional delimiter
2019-09-02 18:05:09 +10:00

478 lines
14 KiB
Go

package engine
import (
"errors"
"fmt"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"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/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stats"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
func printCurrencyFormat(price float64) string {
displaySymbol, err := currency.GetSymbolByCurrencyName(Bot.Config.Currency.FiatDisplayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get display symbol: %s\n", err)
}
return fmt.Sprintf("%s%.8f", displaySymbol, price)
}
func printConvertCurrencyFormat(origCurrency currency.Code, origPrice float64) string {
displayCurrency := Bot.Config.Currency.FiatDisplayCurrency
conv, err := currency.ConvertCurrency(origPrice,
origCurrency,
displayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to convert currency: %s\n", err)
}
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get display symbol: %s\n", err)
}
origSymbol, err := currency.GetSymbolByCurrencyName(origCurrency)
if err != nil {
log.Errorf(log.Global, "Failed to get original currency symbol for %s: %s\n",
origCurrency,
err)
}
return fmt.Sprintf("%s%.2f %s (%s%.2f %s)",
displaySymbol,
conv,
displayCurrency,
origSymbol,
origPrice,
origCurrency,
)
}
func printTickerSummary(result *ticker.Price, p currency.Pair, assetType asset.Item, exchangeName string, err error) {
if err != nil {
log.Errorf(log.Ticker, "Failed to get %s %s ticker. Error: %s\n",
p.String(),
exchangeName,
err)
return
}
stats.Add(exchangeName, p, assetType, result.Last, result.Volume)
if p.Quote.IsFiatCurrency() &&
p.Quote != Bot.Config.Currency.FiatDisplayCurrency {
origCurrency := p.Quote.Upper()
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
printConvertCurrencyFormat(origCurrency, result.Last),
printConvertCurrencyFormat(origCurrency, result.Ask),
printConvertCurrencyFormat(origCurrency, result.Bid),
printConvertCurrencyFormat(origCurrency, result.High),
printConvertCurrencyFormat(origCurrency, result.Low),
result.Volume)
} else {
if p.Quote.IsFiatCurrency() &&
p.Quote == Bot.Config.Currency.FiatDisplayCurrency {
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
printCurrencyFormat(result.Last),
printCurrencyFormat(result.Ask),
printCurrencyFormat(result.Bid),
printCurrencyFormat(result.High),
printCurrencyFormat(result.Low),
result.Volume)
} else {
log.Infof(log.Ticker, "%s %s %s: TICKER: Last %.8f Ask %.8f Bid %.8f High %.8f Low %.8f Volume %.8f\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
result.Last,
result.Ask,
result.Bid,
result.High,
result.Low,
result.Volume)
}
}
}
func printOrderbookSummary(result *orderbook.Base, p currency.Pair, assetType asset.Item, exchangeName string, err error) {
if err != nil {
log.Errorf(log.OrderBook, "Failed to get %s %s orderbook of type %s. Error: %s\n",
p,
exchangeName,
assetType,
err)
return
}
bidsAmount, bidsValue := result.TotalBidsAmount()
asksAmount, asksValue := result.TotalAsksAmount()
if p.Quote.IsFiatCurrency() &&
p.Quote != Bot.Config.Currency.FiatDisplayCurrency {
origCurrency := p.Quote.Upper()
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
len(result.Bids),
bidsAmount,
p.Base.String(),
printConvertCurrencyFormat(origCurrency, bidsValue),
len(result.Asks),
asksAmount,
p.Base.String(),
printConvertCurrencyFormat(origCurrency, asksValue),
)
} else {
if p.Quote.IsFiatCurrency() &&
p.Quote == Bot.Config.Currency.FiatDisplayCurrency {
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
len(result.Bids),
bidsAmount,
p.Base.String(),
printCurrencyFormat(bidsValue),
len(result.Asks),
asksAmount,
p.Base.String(),
printCurrencyFormat(asksValue),
)
} else {
log.Infof(log.OrderBook, "%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %f Asks len: %d Amount: %f %s. Total value: %f\n",
exchangeName,
FormatCurrency(p).String(),
assetType,
len(result.Bids),
bidsAmount,
p.Base.String(),
bidsValue,
len(result.Asks),
asksAmount,
p.Base.String(),
asksValue,
)
}
}
}
func relayWebsocketEvent(result interface{}, event, assetType, exchangeName string) {
evt := WebsocketEvent{
Data: result,
Event: event,
AssetType: assetType,
Exchange: exchangeName,
}
err := BroadcastWebsocketMessage(evt)
if err != nil {
log.Errorf(log.WebsocketMgr, "Failed to broadcast websocket event %v. Error: %s\n",
event, err)
}
}
// TickerUpdaterRoutine fetches and updates the ticker for all enabled
// currency pairs and exchanges
func TickerUpdaterRoutine() {
log.Debugln(log.Ticker, "Starting ticker updater routine.")
var wg sync.WaitGroup
for {
wg.Add(len(Bot.Exchanges))
for x := range Bot.Exchanges {
go func(x int, wg *sync.WaitGroup) {
defer wg.Done()
if Bot.Exchanges[x] == nil || !Bot.Exchanges[x].SupportsREST() {
return
}
exchangeName := Bot.Exchanges[x].GetName()
supportsBatching := Bot.Exchanges[x].SupportsRESTTickerBatchUpdates()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
processTicker := func(exch exchange.IBotExchange, update bool, c currency.Pair, assetType asset.Item) {
var result ticker.Price
var err error
if update {
result, err = exch.UpdateTicker(c, assetType)
} else {
result, err = exch.FetchTicker(c, assetType)
}
printTickerSummary(&result, c, assetType, exchangeName, err)
if err == nil {
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "ticker_update", assetType.String(), exchangeName)
}
}
}
for y := range assetTypes {
enabledCurrencies := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for z := range enabledCurrencies {
if supportsBatching && z > 0 {
processTicker(Bot.Exchanges[x], false, enabledCurrencies[z], assetTypes[y])
continue
}
processTicker(Bot.Exchanges[x], true, enabledCurrencies[z], assetTypes[y])
}
}
}(x, &wg)
}
wg.Wait()
log.Debugln(log.Ticker, "All enabled currency tickers fetched.")
time.Sleep(time.Second * 10)
}
}
// OrderbookUpdaterRoutine fetches and updates the orderbooks for all enabled
// currency pairs and exchanges
func OrderbookUpdaterRoutine() {
log.Debugln(log.OrderBook, "Starting orderbook updater routine.")
var wg sync.WaitGroup
for {
wg.Add(len(Bot.Exchanges))
for x := range Bot.Exchanges {
go func(x int, wg *sync.WaitGroup) {
defer wg.Done()
if Bot.Exchanges[x] == nil || !Bot.Exchanges[x].SupportsREST() {
return
}
exchangeName := Bot.Exchanges[x].GetName()
assetTypes := Bot.Exchanges[x].GetAssetTypes()
processOrderbook := func(exch exchange.IBotExchange, c currency.Pair, assetType asset.Item) {
result, err := exch.UpdateOrderbook(c, assetType)
printOrderbookSummary(&result, c, assetType, exchangeName, err)
if err == nil {
if Bot.Config.RemoteControl.WebsocketRPC.Enabled {
relayWebsocketEvent(result, "orderbook_update", assetType.String(), exchangeName)
}
}
}
for y := range assetTypes {
enabledCurrencies := Bot.Exchanges[x].GetEnabledPairs(assetTypes[y])
for z := range enabledCurrencies {
processOrderbook(Bot.Exchanges[x], enabledCurrencies[z], assetTypes[y])
}
}
}(x, &wg)
}
wg.Wait()
log.Debugln(log.OrderBook, "All enabled currency orderbooks fetched.")
time.Sleep(time.Second * 10)
}
}
// WebsocketRoutine Initial routine management system for websocket
func WebsocketRoutine() {
if Bot.Settings.Verbose {
log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
}
for i := range Bot.Exchanges {
go func(i int) {
if Bot.Exchanges[i].SupportsWebsocket() {
if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: Yes Enabled: %v\n", Bot.Exchanges[i].GetName(),
common.IsEnabled(Bot.Exchanges[i].IsWebsocketEnabled()))
}
// TO-DO: expose IsConnected() and IsConnecting so this can be simplified
if Bot.Exchanges[i].IsWebsocketEnabled() {
ws, err := Bot.Exchanges[i].GetWebsocket()
if err != nil {
log.Errorf(log.WebsocketMgr, "Exchange %s GetWebsocket error: %s\n",
Bot.Exchanges[i].GetName(), err)
return
}
// Exchange sync manager might have already started ws
// service or is in the process of connecting, so check
if ws.IsConnected() || ws.IsConnecting() {
return
}
// Data handler routine
go WebsocketDataHandler(ws)
err = ws.Connect()
if err != nil {
log.Errorf(log.WebsocketMgr, "%v\n", err)
}
}
} else if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: No\n", Bot.Exchanges[i].GetName())
}
}(i)
}
}
var shutdowner = make(chan struct{}, 1)
var wg sync.WaitGroup
// Websocketshutdown shuts down the exchange routines and then shuts down
// governing routines
func Websocketshutdown(ws *wshandler.Websocket) error {
err := ws.Shutdown() // shutdown routines on the exchange
if err != nil {
log.Errorf(log.WebsocketMgr, "routines.go error - failed to shutdown %s\n", err)
}
timer := time.NewTimer(5 * time.Second)
c := make(chan struct{}, 1)
go func(c chan struct{}) {
close(shutdowner)
wg.Wait()
c <- struct{}{}
}(c)
select {
case <-timer.C:
return errors.New("routines.go error - failed to shutdown routines")
case <-c:
return nil
}
}
// streamDiversion is a diversion switch from websocket to REST or other
// alternative feed
func streamDiversion(ws *wshandler.Websocket) {
wg.Add(1)
defer wg.Done()
for {
select {
case <-shutdowner:
return
case <-ws.Connected:
if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "exchange %s websocket feed connected\n", ws.GetName())
}
case <-ws.Disconnected:
if Bot.Settings.Verbose {
log.Debugf(log.WebsocketMgr, "exchange %s websocket feed disconnected, switching to REST functionality\n",
ws.GetName())
}
}
}
}
// WebsocketDataHandler handles websocket data coming from a websocket feed
// associated with an exchange
func WebsocketDataHandler(ws *wshandler.Websocket) {
wg.Add(1)
defer wg.Done()
go streamDiversion(ws)
for {
select {
case <-shutdowner:
return
case data := <-ws.DataHandler:
switch d := data.(type) {
case string:
switch d {
case wshandler.WebsocketNotEnabled:
if Bot.Settings.Verbose {
log.Warnf(log.WebsocketMgr, "routines.go warning - exchange %s websocket not enabled\n",
ws.GetName())
}
default:
log.Info(log.WebsocketMgr, d)
}
case error:
switch {
case strings.Contains(d.Error(), "close 1006"):
go ws.WebsocketReset()
continue
default:
log.Errorf(log.WebsocketMgr, "routines.go exchange %s websocket error - %s", ws.GetName(), data)
}
case wshandler.TradeData:
// Trade Data
// if Bot.Settings.Verbose {
// log.Println("Websocket trades Updated: ", data.(exchange.TradeData))
// }
case wshandler.TickerData:
// Ticker data
// if Bot.Settings.Verbose {
// log.Println("Websocket Ticker Updated: ", data.(exchange.TickerData))
// }
tickerNew := ticker.Price{
Last: d.Last,
High: d.High,
Low: d.Low,
Bid: d.Bid,
Ask: d.Ask,
Volume: d.Volume,
QuoteVolume: d.QuoteVolume,
PriceATH: d.PriceATH,
Open: d.Open,
Close: d.Close,
Pair: d.Pair,
LastUpdated: d.Timestamp,
}
if Bot.Settings.EnableExchangeSyncManager && Bot.ExchangeCurrencyPairManager != nil {
Bot.ExchangeCurrencyPairManager.update(ws.GetName(),
d.Pair, d.AssetType, SyncItemTicker, nil)
}
err := ticker.ProcessTicker(ws.GetName(), &tickerNew, d.AssetType)
if err != nil {
log.Errorf(log.WebsocketMgr, "routines.go exchange %s websocket error - %s", ws.GetName(), err)
}
printTickerSummary(&tickerNew, tickerNew.Pair, d.AssetType, ws.GetName(), nil)
case wshandler.KlineData:
// Kline data
if Bot.Settings.Verbose {
log.Infof(log.WebsocketMgr, "Websocket Kline Updated: %v\n", d)
}
case wshandler.WebsocketOrderbookUpdate:
// Orderbook data
result := data.(wshandler.WebsocketOrderbookUpdate)
if Bot.Settings.EnableExchangeSyncManager && Bot.ExchangeCurrencyPairManager != nil {
Bot.ExchangeCurrencyPairManager.update(ws.GetName(),
result.Pair, result.Asset, SyncItemOrderbook, nil)
}
// TO-DO: printOrderbookSummary
//nolint:gocritic
if Bot.Settings.Verbose {
log.Infof(log.WebsocketMgr, "Websocket %s %s orderbook updated\n", ws.GetName(), result.Pair.String())
}
default:
if Bot.Settings.Verbose {
log.Warnf(log.WebsocketMgr, "Websocket Unknown type: %s\n", d)
}
}
}
}
}