Files
gocryptotrader/exchanges/btse/btse_websocket.go
Scott 0fbf8b172a Websocket orderbook buffering (#333)
* Initial commit setting up a map orderbook system with a buffer. It will write to the buffer, sort apply to main orderbook and then process.

* Moves namespaces again

* Updates orderbook to use a sweet new WebsocketOrderbookUpdate type to handle all updates whether its using ID or not. So good. Adds many tests

* Starting to implement orderbook update handling per exchange. Updates namespaces again. Hopefuylly will find a way to update via ID not timestamp, too many endpoints dont provide update timestamps

* Changes orderbookbuffer to use BufferUpdate type instead of orderbook.Base to achieve more functionality and no need for type conversion functions. Updates tests

* Updates all instances of ws.orderbook.Update. Simplifies some orderbook logic

* Introduces toggleable buffer. Renames orderbooks. Completes implementation for everywhere but OKGroup due to hash calculation

* Implements orderbook update for okgroup, but forgets about the orderbook hash checking

* Fixes okgroup checksum calculation. Fixes linting issue. Removes redundant Kraken tests.

* Introduces sorting toggle and separates from buffer toggle. Uses benchmarks to highlight performance gains

* Fixes Gemini rate limit and parsing. Removes comments and fixes typos

* Fixes bitfinex orderbook processing

* Inbuilt sorting, minor fixes for websocket implementations. Improves test coverage

* Adds surprise LakeBTC websocket support

* Fixes data race

* Fixes rebasing issues due to namespace movements

* Addresses PR nits: moves folder namespace from ws to websocket. Removes line spaces in imports. Fixes lakebtc websocket returns and defer fucntions. Fixes comments

* Adds poloniex orderook sorting support

* Enables bitstamp and hitbtc orderbook sorting. Fixes poloniex's sorting

* Renames namespaces and combines monitor and connection into wshandler. Removes unused SPOT const. Changes how orderbook stuff is loaded. It is done in startup with a setup. Removes exchange name from loadsnapshot as well

* Removes the connection.go from rebasing issues. Removes error response from functions used in goroutines

* Fixes test with exchange name output change

* Fixes issues where copy and paste and replace all were used poorly
2019-08-13 09:32:59 +10:00

219 lines
5.3 KiB
Go

package btse
import (
"errors"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
btseWebsocket = "wss://ws.btse.com/api/ws-feed"
)
// WsConnect connects the websocket client
func (b *BTSE) WsConnect() error {
if !b.Websocket.IsEnabled() || !b.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go b.WsHandleData()
b.GenerateDefaultSubscriptions()
return nil
}
// WsHandleData handles read data from websocket connection
func (b *BTSE) WsHandleData() {
b.Websocket.Wg.Add(1)
defer func() {
b.Websocket.Wg.Done()
}()
for {
select {
case <-b.Websocket.ShutdownC:
return
default:
resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
b.Websocket.DataHandler <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
type MsgType struct {
Type string `json:"type"`
ProductID string `json:"product_id"`
}
if strings.Contains(string(resp.Raw), "connect success") {
if b.Verbose {
log.Debugf("%s websocket client successfully connected to %s",
b.Name, b.Websocket.GetWebsocketURL())
}
continue
}
msgType := MsgType{}
err = common.JSONDecode(resp.Raw, &msgType)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
switch msgType.Type {
case "ticker":
var t wsTicker
err = common.JSONDecode(resp.Raw, &t)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
p := strings.Replace(t.Price.(string), ",", "", -1)
price, err := strconv.ParseFloat(p, 64)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
b.Websocket.DataHandler <- wshandler.TickerData{
Timestamp: time.Now(),
Pair: currency.NewPairDelimiter(t.ProductID, "-"),
AssetType: orderbook.Spot,
Exchange: b.GetName(),
OpenPrice: price,
}
case "snapshot":
snapshot := websocketOrderbookSnapshot{}
err := common.JSONDecode(resp.Raw, &snapshot)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
err = b.wsProcessSnapshot(&snapshot)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
}
}
}
}
// ProcessSnapshot processes the initial orderbook snap shot
func (b *BTSE) wsProcessSnapshot(snapshot *websocketOrderbookSnapshot) error {
var base orderbook.Base
for i := range snapshot.Bids {
p := strings.Replace(snapshot.Bids[i][0].(string), ",", "", -1)
price, err := strconv.ParseFloat(p, 64)
if err != nil {
return err
}
a := strings.Replace(snapshot.Bids[i][1].(string), ",", "", -1)
amount, err := strconv.ParseFloat(a, 64)
if err != nil {
return err
}
base.Bids = append(base.Bids,
orderbook.Item{Price: price, Amount: amount})
}
for i := range snapshot.Asks {
p := strings.Replace(snapshot.Asks[i][0].(string), ",", "", -1)
price, err := strconv.ParseFloat(p, 64)
if err != nil {
return err
}
a := strings.Replace(snapshot.Asks[i][1].(string), ",", "", -1)
amount, err := strconv.ParseFloat(a, 64)
if err != nil {
return err
}
base.Asks = append(base.Asks,
orderbook.Item{Price: price, Amount: amount})
}
p := currency.NewPairDelimiter(snapshot.ProductID, "-")
base.AssetType = orderbook.Spot
base.Pair = p
base.LastUpdated = time.Now()
base.ExchangeName = b.Name
err := b.Websocket.Orderbook.LoadSnapshot(&base, true)
if err != nil {
return err
}
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: p,
Asset: orderbook.Spot,
Exchange: b.GetName(),
}
return nil
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (b *BTSE) GenerateDefaultSubscriptions() {
var channels = []string{"snapshot", "ticker"}
enabledCurrencies := b.GetEnabledCurrencies()
var subscriptions []wshandler.WebsocketChannelSubscription
for i := range channels {
for j := range enabledCurrencies {
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
})
}
}
b.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (b *BTSE) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscribe := websocketSubscribe{
Type: "subscribe",
Channels: []websocketChannel{
{
Name: channelToSubscribe.Channel,
ProductIDs: []string{channelToSubscribe.Currency.String()},
},
},
}
return b.WebsocketConn.SendMessage(subscribe)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *BTSE) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscribe := websocketSubscribe{
Type: "unsubscribe",
Channels: []websocketChannel{
{
Name: channelToSubscribe.Channel,
ProductIDs: []string{channelToSubscribe.Currency.String()},
},
},
}
return b.WebsocketConn.SendMessage(subscribe)
}