Files
gocryptotrader/exchanges/zb/zb_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

573 lines
18 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"regexp"
"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"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
zbWebsocketAPI = "wss://api.zb.cn:9999/websocket"
zWebsocketAddChannel = "addChannel"
zbWebsocketRateLimit = 20
)
// WsConnect initiates a websocket connection
func (z *ZB) WsConnect() error {
if !z.Websocket.IsEnabled() || !z.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := z.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go z.WsHandleData()
z.GenerateDefaultSubscriptions()
return nil
}
// WsHandleData handles all the websocket data coming from the websocket
// connection
func (z *ZB) WsHandleData() {
z.Websocket.Wg.Add(1)
defer func() {
z.Websocket.Wg.Done()
}()
for {
select {
case <-z.Websocket.ShutdownC:
return
default:
resp, err := z.WebsocketConn.ReadMessage()
if err != nil {
z.Websocket.ReadMessageErrors <- err
return
}
z.Websocket.TrafficAlert <- struct{}{}
fixedJSON := z.wsFixInvalidJSON(resp.Raw)
var result Generic
err = json.Unmarshal(fixedJSON, &result)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
if result.No > 0 {
z.WebsocketConn.AddResponseWithID(result.No, fixedJSON)
continue
}
if result.Code > 0 && result.Code != 1000 {
z.Websocket.DataHandler <- fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, result.Message, wsErrCodes[result.Code])
continue
}
switch {
case strings.Contains(result.Channel, "markets"):
var markets Markets
err := json.Unmarshal(result.Data, &markets)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
case strings.Contains(result.Channel, "ticker"):
cPair := strings.Split(result.Channel, "_")
var ticker WsTicker
err := json.Unmarshal(fixedJSON, &ticker)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- wshandler.TickerData{
Exchange: z.Name,
Close: ticker.Data.Last,
Volume: ticker.Data.Volume24Hr,
High: ticker.Data.High,
Low: ticker.Data.Low,
Last: ticker.Data.Last,
Bid: ticker.Data.Buy,
Ask: ticker.Data.Sell,
Timestamp: time.Unix(0, ticker.Date*int64(time.Millisecond)),
AssetType: asset.Spot,
Pair: currency.NewPairFromString(cPair[0]),
}
case strings.Contains(result.Channel, "depth"):
var depth WsDepth
err := json.Unmarshal(fixedJSON, &depth)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
var asks []orderbook.Item
for i := range depth.Asks {
asks = append(asks, orderbook.Item{
Amount: depth.Asks[i][1].(float64),
Price: depth.Asks[i][0].(float64),
})
}
var bids []orderbook.Item
for i := range depth.Bids {
bids = append(bids, orderbook.Item{
Amount: depth.Bids[i][1].(float64),
Price: depth.Bids[i][0].(float64),
})
}
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = cPair
newOrderBook.ExchangeName = z.Name
err = z.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: cPair,
Asset: asset.Spot,
Exchange: z.Name,
}
case strings.Contains(result.Channel, "trades"):
var trades WsTrades
err := json.Unmarshal(fixedJSON, &trades)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
// Most up to date trade
if len(trades.Data) == 0 {
continue
}
t := trades.Data[len(trades.Data)-1]
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
z.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(0, t.Date*int64(time.Millisecond)),
CurrencyPair: cPair,
AssetType: asset.Spot,
Exchange: z.Name,
EventTime: t.Date,
Price: t.Price,
Amount: t.Amount,
Side: t.TradeType,
}
default:
z.Websocket.DataHandler <- errors.New("zb_websocket.go error - unhandled websocket response")
continue
}
}
}
}
var wsErrCodes = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1007: "Channel is empty",
1008: "Event is empty",
1009: "This interface is being maintained",
1011: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2008: "Insufficient balance in EOS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (z *ZB) GenerateDefaultSubscriptions() {
var subscriptions []wshandler.WebsocketChannelSubscription
// Tickerdata is its own channel
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: "markets",
})
channels := []string{"%s_ticker", "%s_depth", "%s_trades"}
enabledCurrencies := z.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()),
Currency: enabledCurrencies[j].Lower(),
})
}
}
z.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (z *ZB) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscriptionRequest := Subscription{
Event: zWebsocketAddChannel,
Channel: channelToSubscribe.Channel,
}
return z.WebsocketConn.SendMessage(subscriptionRequest)
}
func (z *ZB) wsGenerateSignature(request interface{}) string {
jsonResponse, err := json.Marshal(request)
if err != nil {
log.Error(log.ExchangeSys, err)
return ""
}
hmac := crypto.GetHMAC(crypto.HashMD5,
jsonResponse,
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
return fmt.Sprintf("%x", hmac)
}
func (z *ZB) wsFixInvalidJSON(json []byte) []byte {
invalidZbJSONRegex := `(\"\[|\"\{)(.*)(\]\"|\}\")`
regexChecker := regexp.MustCompile(invalidZbJSONRegex)
matchingResults := regexChecker.Find(json)
if matchingResults == nil {
return json
}
// Remove first quote character
capturedInvalidZBJSON := strings.Replace(string(matchingResults), "\"", "", 1)
// Remove last quote character
fixedJSON := capturedInvalidZBJSON[:len(capturedInvalidZBJSON)-1]
return []byte(strings.Replace(string(json), string(matchingResults), fixedJSON, 1))
}
func (z *ZB) wsAddSubUser(username, password string) (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAddSubUserRequest{
Memo: "memo",
Password: password,
SubUserName: username,
}
request.Channel = "addSubUser"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var genericResponse Generic
err = json.Unmarshal(resp, &genericResponse)
if err != nil {
return nil, err
}
if genericResponse.Code > 0 && genericResponse.Code != 1000 {
return nil, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, genericResponse.Message, wsErrCodes[genericResponse.Code])
}
var response WsGetSubUserListResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
return &response, nil
}
func (z *ZB) wsGetSubUserList() (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{}
request.Channel = "getSubUserList"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetSubUserListResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsDoTransferFunds(pair currency.Code, amount float64, fromUserName, toUserName string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsDoTransferFundsRequest{
Amount: amount,
Currency: pair,
FromUserName: fromUserName,
ToUserName: toUserName,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = "doTransferFunds"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCreateSubUserKey(assetPerm, entrustPerm, leverPerm, moneyPerm bool, keyName, toUserID string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCreateSubUserKeyRequest{
AssetPerm: assetPerm,
EntrustPerm: entrustPerm,
KeyName: keyName,
LeverPerm: leverPerm,
MoneyPerm: moneyPerm,
No: z.WebsocketConn.GenerateMessageID(true),
ToUserID: toUserID,
}
request.Channel = "createSubUserKey"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsSubmitOrder(pair currency.Pair, amount, price float64, tradeType int64) (*WsSubmitOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsSubmitOrderRequest{
Amount: amount,
Price: price,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_order", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsSubmitOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCancelOrder(pair currency.Pair, orderID int64) (*WsCancelOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCancelOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_cancelorder", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsCancelOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrder(pair currency.Pair, orderID int64) (*WsGetOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getorder", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrders(pair currency.Pair, pageIndex, tradeType int64) (*WsGetOrdersResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersRequest{
PageIndex: pageIndex,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getorders", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrdersIgnoreTradeType(pair currency.Pair, pageIndex, pageSize int64) (*WsGetOrdersIgnoreTradeTypeResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersIgnoreTradeTypeRequest{
PageIndex: pageIndex,
PageSize: pageSize,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getordersignoretradetype", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersIgnoreTradeTypeResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetAccountInfoRequest() (*WsGetAccountInfoResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{
Channel: "getaccountinfo",
Event: zWebsocketAddChannel,
Accesskey: z.API.Credentials.Key,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetAccountInfoResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}