mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
16c1ff3bdf
* Slack: Update shared invite link * fix: add rel="noopener noreferrer" to Slack invite links for security
172 lines
8.2 KiB
Markdown
172 lines
8.2 KiB
Markdown
# GoCryptoTrader package Websocket
|
|
|
|
<img src="/common/gctlogo.png?raw=true" width="350px" height="350px" hspace="70">
|
|
|
|
|
|
[](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
|
|
[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
|
|
[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/exchange/websocket)
|
|
[](https://codecov.io/gh/thrasher-corp/gocryptotrader)
|
|
[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
|
|
|
|
|
|
This websocket package is part of the GoCryptoTrader codebase.
|
|
|
|
## This is still in active development
|
|
|
|
You can track ideas, planned features and what's in progress on our [GoCryptoTrader Kanban board](https://github.com/orgs/thrasher-corp/projects/3).
|
|
|
|
Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/zt-38z8abs3l-gH8AAOk8XND6DP5NfCiG_g)
|
|
|
|
## Overview
|
|
|
|
The `websocket` package provides methods to manage connections and subscriptions for exchange websockets.
|
|
|
|
## Features
|
|
|
|
- Handle real-time market data streams
|
|
- Unified interface for managing data streams
|
|
- Multi-connection management - a system that can be used to manage multiple connections to the same exchange
|
|
- Connection monitoring - a system that can be used to monitor the health of the websocket connections. This can be used to check if the connection is still alive and if it is not, it will attempt to reconnect
|
|
- Traffic monitoring - will reconnect if no message is sent for a period of time defined in your config
|
|
- Subscription management - a system that can be used to manage subscriptions to various data streams
|
|
- Rate limiting - a system that can be used to rate limit the number of requests sent to the exchange
|
|
- Message ID generation - a system that can be used to generate message IDs for websocket requests
|
|
- Websocket message response matching - can be used to match websocket responses to the requests that were sent
|
|
|
|
## Usage
|
|
|
|
### Default single websocket connection
|
|
|
|
Example setup for the `websocket` package connection:
|
|
|
|
```go
|
|
package main
|
|
|
|
import (
|
|
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
|
|
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
|
|
)
|
|
|
|
type Exchange struct {
|
|
exchange.Base
|
|
}
|
|
|
|
// In the exchange wrapper this will set up the initial pointer field provided by exchange.Base
|
|
func (e *Exchange) SetDefault() {
|
|
e.Websocket = websocket.NewManager()
|
|
e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
|
|
e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
|
|
e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
|
|
}
|
|
|
|
// In the exchange wrapper this is the original setup pattern for the websocket services
|
|
func (e *Exchange) Setup(exch *config.Exchange) error {
|
|
// This sets up global connection, sub, unsub and generate subscriptions for each connection defined below.
|
|
if err := e.Websocket.Setup(&websocket.ManagerSetup{
|
|
ExchangeConfig: exch,
|
|
DefaultURL: connectionURLString,
|
|
RunningURL: connectionURLString,
|
|
Connector: e.WsConnect,
|
|
Subscriber: e.Subscribe,
|
|
Unsubscriber: e.Unsubscribe,
|
|
GenerateSubscriptions: e.GenerateDefaultSubscriptions,
|
|
Features: &e.Features.Supports.WebsocketCapabilities,
|
|
MaxWebsocketSubscriptionsPerConnection: 240,
|
|
OrderbookBufferConfig: buffer.Config{ Checksum: e.CalculateUpdateOrderbookChecksum },
|
|
}); err != nil {
|
|
return err
|
|
}
|
|
|
|
// This is a public websocket connection
|
|
if err := ok.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
|
|
URL: connectionURLString,
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exchangeWebsocketResponseMaxLimit,
|
|
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
|
|
}); err != nil {
|
|
return err
|
|
}
|
|
|
|
// This is a private websocket connection
|
|
return ok.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
|
|
URL: privateConnectionURLString,
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exchangeWebsocketResponseMaxLimit,
|
|
Authenticated: true,
|
|
RateLimit: request.NewRateLimitWithWeight(time.Second, 2, 1),
|
|
})
|
|
}
|
|
```
|
|
|
|
### Multiple websocket connections
|
|
The example below provides the now optional multi connection management system which allows for more connections
|
|
to be maintained and established based off URL, connections types, asset types etc.
|
|
```go
|
|
func (e *Exchange) Setup(exch *config.Exchange) error {
|
|
// This sets up global connection, sub, unsub and generate subscriptions for each connection defined below.
|
|
if err := e.Websocket.Setup(&websocket.ManagerSetup{
|
|
ExchangeConfig: exch,
|
|
Features: &e.Features.Supports.WebsocketCapabilities,
|
|
FillsFeed: e.Features.Enabled.FillsFeed,
|
|
TradeFeed: e.Features.Enabled.TradeFeed,
|
|
UseMultiConnectionManagement: true,
|
|
}); err != nil {
|
|
return err
|
|
}
|
|
// Spot connection
|
|
if err := g.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
|
|
URL: connectionURLStringForSpot,
|
|
RateLimit: request.NewWeightedRateLimitByDuration(gateioWebsocketRateLimit),
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
// Custom handlers for the specific connection:
|
|
Handler: e.WsHandleSpotData,
|
|
Subscriber: e.SpotSubscribe,
|
|
Unsubscriber: e.SpotUnsubscribe,
|
|
GenerateSubscriptions: e.GenerateDefaultSubscriptionsSpot,
|
|
Connector: e.WsConnectSpot,
|
|
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
|
|
}); err != nil {
|
|
return err
|
|
}
|
|
// Futures connection - USDT margined
|
|
if err := g.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
|
|
URL: connectionURLStringForSpotForFutures,
|
|
RateLimit: request.NewWeightedRateLimitByDuration(gateioWebsocketRateLimit),
|
|
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
|
|
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
|
|
// Custom handlers for the specific connection:
|
|
Handler: func(ctx context.Context, incoming []byte) error { return e.WsHandleFuturesData(ctx, incoming, asset.Futures) },
|
|
Subscriber: e.FuturesSubscribe,
|
|
Unsubscriber: e.FuturesUnsubscribe,
|
|
GenerateSubscriptions: func() (subscription.List, error) { return e.GenerateFuturesDefaultSubscriptions(currency.USDT) },
|
|
Connector: e.WsFuturesConnect,
|
|
BespokeGenerateMessageID: e.GenerateWebsocketMessageID,
|
|
}); err != nil {
|
|
return err
|
|
}
|
|
}
|
|
```
|
|
|
|
|
|
## Contribution
|
|
|
|
Please feel free to submit any pull requests or suggest any desired features to be added.
|
|
|
|
When submitting a PR, please abide by our coding guidelines:
|
|
|
|
+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
|
|
+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
|
|
+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/doc/coding_style.md).
|
|
+ Pull requests need to be based on and opened against the `master` branch.
|
|
|
|
## Donations
|
|
|
|
<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
|
|
|
|
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
|
|
|
|
***bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc***
|