Files
gocryptotrader/exchanges/coinbene/coinbene_websocket.go
Ryan O'Hara-Reid 0c5d75b22c (Engine) Variety of engine updates (#390)
* drop common uuid v4 func and imported package as needed

* removed common functions regarding json marshal and unmarshal and used the json package directly. WRT unmarshal it was calling reflect and converted to string which is also checked in the JSON package so it was doing a double up, this will be a tiny gain as it was directly used in the requester package for all our outbound requests.

* add in string

* explicitly throw away return error value

* atleast return the error that websocket initialise returns

* return error when not connected

* fix comment

* Adds comments

* move package declarations

* drop append whenever we call supported

* remove unused import

* Change incorrect spelling

* fix tests

* fix go import issue
2019-12-03 10:06:08 +11:00

354 lines
11 KiB
Go

package coinbene
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"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/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
)
const (
coinbeneWsURL = "wss://ws-contract.coinbene.vip/openapi/ws"
event = "event"
topic = "topic"
)
// WsConnect connects to websocket
func (c *Coinbene) WsConnect() error {
if !c.Websocket.IsEnabled() || !c.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := c.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go c.WsDataHandler()
if c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
err = c.Login()
if err != nil {
c.Websocket.DataHandler <- err
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
c.GenerateDefaultSubscriptions()
return nil
}
// GenerateDefaultSubscriptions generates stuff
func (c *Coinbene) GenerateDefaultSubscriptions() {
var channels = []string{"orderBook.%s.100", "tradeList.%s", "ticker.%s", "kline.%s"}
var subscriptions []wshandler.WebsocketChannelSubscription
pairs := c.GetEnabledPairs(asset.PerpetualSwap)
for x := range channels {
for y := range pairs {
pairs[y].Delimiter = ""
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[x], pairs[y]),
Currency: pairs[y],
})
}
}
c.Websocket.SubscribeToChannels(subscriptions)
}
// GenerateAuthSubs generates auth subs
func (c *Coinbene) GenerateAuthSubs() {
var subscriptions []wshandler.WebsocketChannelSubscription
var sub wshandler.WebsocketChannelSubscription
var userChannels = []string{"user.account", "user.position", "user.order"}
for z := range userChannels {
sub.Channel = userChannels[z]
subscriptions = append(subscriptions, sub)
}
c.Websocket.SubscribeToChannels(subscriptions)
}
// WsDataHandler handles websocket data
func (c *Coinbene) WsDataHandler() {
c.Websocket.Wg.Add(1)
defer c.Websocket.Wg.Done()
for {
select {
case <-c.Websocket.ShutdownC:
return
default:
stream, err := c.WebsocketConn.ReadMessage()
if err != nil {
c.Websocket.DataHandler <- err
return
}
c.Websocket.TrafficAlert <- struct{}{}
if string(stream.Raw) == "ping" {
c.WebsocketConn.Lock()
c.WebsocketConn.Connection.WriteMessage(websocket.TextMessage, []byte("pong"))
c.WebsocketConn.Unlock()
continue
}
var result map[string]interface{}
err = json.Unmarshal(stream.Raw, &result)
if err != nil {
c.Websocket.DataHandler <- err
}
_, ok := result[event]
switch {
case ok && (result[event].(string) == "subscribe" || result[event].(string) == "unsubscribe"):
continue
case ok && result[event].(string) == "error":
c.Websocket.DataHandler <- fmt.Errorf("message: %s. code: %v", result["message"], result["code"])
continue
}
if ok && strings.Contains(result[event].(string), "login") {
if result["success"].(bool) {
c.Websocket.SetCanUseAuthenticatedEndpoints(true)
c.GenerateAuthSubs()
continue
}
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
c.Websocket.DataHandler <- fmt.Errorf("message: %s. code: %v", result["message"], result["code"])
continue
}
switch {
case strings.Contains(result[topic].(string), "ticker"):
var ticker WsTicker
err = json.Unmarshal(stream.Raw, &ticker)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for x := range ticker.Data {
c.Websocket.DataHandler <- wshandler.TickerData{
Volume: ticker.Data[x].Volume24h,
Last: ticker.Data[x].LastPrice,
High: ticker.Data[x].High24h,
Low: ticker.Data[x].Low24h,
Pair: currency.NewPairFromFormattedPairs(ticker.Data[x].Symbol,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true)),
Exchange: c.Name,
AssetType: asset.PerpetualSwap,
}
}
case strings.Contains(result[topic].(string), "tradeList"):
var tradeList WsTradeList
err = json.Unmarshal(stream.Raw, &tradeList)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
var t time.Time
var price, amount float64
t, err = time.Parse(time.RFC3339, tradeList.Data[0][3])
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(tradeList.Data[0][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
amount, err = strconv.ParseFloat(tradeList.Data[0][2], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
p := strings.Replace(tradeList.Topic, "tradeList.", "", 1)
c.Websocket.DataHandler <- wshandler.TradeData{
CurrencyPair: currency.NewPairFromFormattedPairs(p,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true)),
Timestamp: t,
Price: price,
Amount: amount,
Exchange: c.Name,
AssetType: asset.PerpetualSwap,
Side: tradeList.Data[0][1],
}
case strings.Contains(result[topic].(string), "orderBook"):
var orderBook WsOrderbook
err = json.Unmarshal(stream.Raw, &orderBook)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
p := strings.Replace(orderBook.Topic, "tradeList.", "", 1)
cp := currency.NewPairFromFormattedPairs(p,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true))
var amount, price float64
var asks, bids []orderbook.Item
for i := range orderBook.Data[0].Asks {
amount, err = strconv.ParseFloat(orderBook.Data[0].Asks[i][1], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(orderBook.Data[0].Asks[i][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
asks = append(asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
for j := range orderBook.Data[0].Bids {
amount, err = strconv.ParseFloat(orderBook.Data[0].Bids[j][1], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(orderBook.Data[0].Bids[j][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
bids = append(bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
if orderBook.Action == "insert" {
var newOB orderbook.Base
newOB.Asks = asks
newOB.Bids = bids
newOB.AssetType = asset.PerpetualSwap
newOB.Pair = cp
newOB.ExchangeName = c.Name
err = c.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.PerpetualSwap,
Exchange: c.Name,
}
} else if orderBook.Action == "update" {
newOB := wsorderbook.WebsocketOrderbookUpdate{
Asks: asks,
Bids: bids,
Asset: asset.PerpetualSwap,
Pair: cp,
UpdateID: orderBook.Version,
}
err = c.Websocket.Orderbook.Update(&newOB)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.PerpetualSwap,
Exchange: c.Name,
}
}
case strings.Contains(result[topic].(string), "kline"):
var kline WsKline
var tempFloat float64
var tempKline []float64
err = json.Unmarshal(stream.Raw, &kline)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for x := 2; x < len(kline.Data[0]); x++ {
tempFloat, err = strconv.ParseFloat(kline.Data[0][x].(string), 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
tempKline = append(tempKline, tempFloat)
}
p := currency.NewPairFromFormattedPairs(kline.Data[0][0].(string),
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true))
c.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Unix(int64(kline.Data[0][1].(float64)), 0),
Pair: p,
AssetType: asset.PerpetualSwap,
Exchange: c.Name,
OpenPrice: tempKline[0],
ClosePrice: tempKline[1],
HighPrice: tempKline[2],
LowPrice: tempKline[3],
Volume: tempKline[4],
}
case strings.Contains(result[topic].(string), "user.account"):
var userinfo WsUserInfo
err = json.Unmarshal(stream.Raw, &userinfo)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- userinfo
case strings.Contains(result[topic].(string), "user.position"):
var position WsPosition
err = json.Unmarshal(stream.Raw, &position)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- position
case strings.Contains(result[topic].(string), "user.order"):
var orders WsUserOrders
err = json.Unmarshal(stream.Raw, &orders)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- orders
default:
c.Websocket.DataHandler <- fmt.Errorf("%s - unhandled response '%s'", c.Name, stream.Raw)
}
}
}
}
// Subscribe sends a websocket message to receive data from the channel
func (c *Coinbene) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var sub WsSub
sub.Operation = "subscribe"
sub.Arguments = []string{channelToSubscribe.Channel}
return c.WebsocketConn.SendMessage(sub)
}
// Unsubscribe sends a websocket message to receive data from the channel
func (c *Coinbene) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var sub WsSub
sub.Operation = "unsubscribe"
sub.Arguments = []string{channelToSubscribe.Channel}
return c.WebsocketConn.SendMessage(sub)
}
// Login logs in
func (c *Coinbene) Login() error {
var sub WsSub
expTime := time.Now().Add(time.Minute * 10).Format("2006-01-02T15:04:05Z")
signMsg := expTime + http.MethodGet + "/login"
tempSign := crypto.GetHMAC(crypto.HashSHA256,
[]byte(signMsg),
[]byte(c.API.Credentials.Secret))
sign := crypto.HexEncodeToString(tempSign)
sub.Operation = "login"
sub.Arguments = []string{c.API.Credentials.Key, expTime, sign}
return c.WebsocketConn.SendMessage(sub)
}