mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
1cabba73b9
* add counter and update gateio * Update exchanges/gateio/gateio.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * thrasher: nits * add test case * linter: fix * revert change * thrasher nits --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
877 lines
26 KiB
Go
877 lines
26 KiB
Go
package gateio
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import (
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"context"
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"crypto/hmac"
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"crypto/sha512"
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"encoding/hex"
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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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"strconv"
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"strings"
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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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)
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const (
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gateioWebsocketEndpoint = "wss://api.gateio.ws/ws/v4/"
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gateioWebsocketRateLimit = 120
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spotPingChannel = "spot.ping"
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spotPongChannel = "spot.pong"
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spotTickerChannel = "spot.tickers"
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spotTradesChannel = "spot.trades"
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spotCandlesticksChannel = "spot.candlesticks"
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spotOrderbookTickerChannel = "spot.book_ticker" // Best bid or ask price
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spotOrderbookUpdateChannel = "spot.order_book_update" // Changed order book levels
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spotOrderbookChannel = "spot.order_book" // Limited-Level Full Order Book Snapshot
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spotOrdersChannel = "spot.orders"
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spotUserTradesChannel = "spot.usertrades"
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spotBalancesChannel = "spot.balances"
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marginBalancesChannel = "spot.margin_balances"
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spotFundingBalanceChannel = "spot.funding_balances"
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crossMarginBalanceChannel = "spot.cross_balances"
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crossMarginLoanChannel = "spot.cross_loan"
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)
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var defaultSubscriptions = []string{
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spotTickerChannel,
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spotCandlesticksChannel,
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spotOrderbookTickerChannel,
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}
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var fetchedCurrencyPairSnapshotOrderbook = make(map[string]bool)
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// WsConnect initiates a websocket connection
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func (g *Gateio) WsConnect() error {
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if !g.Websocket.IsEnabled() || !g.IsEnabled() {
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return stream.ErrWebsocketNotEnabled
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}
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err := g.CurrencyPairs.IsAssetEnabled(asset.Spot)
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if err != nil {
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return err
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}
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err = g.Websocket.Conn.Dial(&websocket.Dialer{}, http.Header{})
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if err != nil {
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return err
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}
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pingMessage, err := json.Marshal(WsInput{Channel: spotPingChannel})
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if err != nil {
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return err
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}
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g.Websocket.Conn.SetupPingHandler(stream.PingHandler{
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Websocket: true,
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Delay: time.Second * 15,
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Message: pingMessage,
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MessageType: websocket.TextMessage,
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})
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g.Websocket.Wg.Add(1)
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go g.wsReadConnData()
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return nil
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}
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func (g *Gateio) generateWsSignature(secret, event, channel string, dtime time.Time) (string, error) {
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msg := "channel=" + channel + "&event=" + event + "&time=" + strconv.FormatInt(dtime.Unix(), 10)
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mac := hmac.New(sha512.New, []byte(secret))
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if _, err := mac.Write([]byte(msg)); err != nil {
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return "", err
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}
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return hex.EncodeToString(mac.Sum(nil)), nil
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}
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// wsReadConnData receives and passes on websocket messages for processing
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func (g *Gateio) wsReadConnData() {
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defer g.Websocket.Wg.Done()
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for {
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resp := g.Websocket.Conn.ReadMessage()
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if resp.Raw == nil {
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return
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}
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err := g.wsHandleData(resp.Raw)
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if err != nil {
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g.Websocket.DataHandler <- err
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}
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}
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}
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func (g *Gateio) wsHandleData(respRaw []byte) error {
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var push WsResponse
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err := json.Unmarshal(respRaw, &push)
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if err != nil {
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return err
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}
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if push.Event == "subscribe" || push.Event == "unsubscribe" {
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if !g.Websocket.Match.IncomingWithData(push.ID, respRaw) {
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return fmt.Errorf("couldn't match subscription message with ID: %d", push.ID)
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}
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return nil
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}
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switch push.Channel { // TODO: Convert function params below to only use push.Result
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case spotTickerChannel:
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return g.processTicker(push.Result, push.Time.Time())
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case spotTradesChannel:
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return g.processTrades(push.Result)
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case spotCandlesticksChannel:
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return g.processCandlestick(push.Result)
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case spotOrderbookTickerChannel:
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return g.processOrderbookTicker(push.Result, push.TimeMs.Time())
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case spotOrderbookUpdateChannel:
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return g.processOrderbookUpdate(push.Result, push.TimeMs.Time())
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case spotOrderbookChannel:
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return g.processOrderbookSnapshot(push.Result, push.TimeMs.Time())
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case spotOrdersChannel:
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return g.processSpotOrders(respRaw)
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case spotUserTradesChannel:
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return g.processUserPersonalTrades(respRaw)
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case spotBalancesChannel:
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return g.processSpotBalances(respRaw)
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case marginBalancesChannel:
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return g.processMarginBalances(respRaw)
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case spotFundingBalanceChannel:
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return g.processFundingBalances(respRaw)
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case crossMarginBalanceChannel:
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return g.processCrossMarginBalance(respRaw)
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case crossMarginLoanChannel:
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return g.processCrossMarginLoans(respRaw)
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case spotPongChannel:
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default:
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g.Websocket.DataHandler <- stream.UnhandledMessageWarning{
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Message: g.Name + stream.UnhandledMessage + string(respRaw),
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}
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return errors.New(stream.UnhandledMessage)
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}
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return nil
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}
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func (g *Gateio) processTicker(incoming []byte, pushTime time.Time) error {
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var data WsTicker
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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tickerPrice := ticker.Price{
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ExchangeName: g.Name,
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Volume: data.BaseVolume.Float64(),
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QuoteVolume: data.QuoteVolume.Float64(),
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High: data.High24H.Float64(),
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Low: data.Low24H.Float64(),
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Last: data.Last.Float64(),
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Bid: data.HighestBid.Float64(),
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Ask: data.LowestAsk.Float64(),
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AssetType: asset.Spot,
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Pair: data.CurrencyPair,
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LastUpdated: pushTime,
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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if assetPairEnabled[asset.Spot] {
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g.Websocket.DataHandler <- &tickerPrice
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}
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if assetPairEnabled[asset.Margin] {
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marginTicker := tickerPrice
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marginTicker.AssetType = asset.Margin
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g.Websocket.DataHandler <- &marginTicker
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginTicker := tickerPrice
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crossMarginTicker.AssetType = asset.CrossMargin
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g.Websocket.DataHandler <- &crossMarginTicker
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}
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return nil
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}
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func (g *Gateio) processTrades(incoming []byte) error {
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saveTradeData := g.IsSaveTradeDataEnabled()
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if !saveTradeData && !g.IsTradeFeedEnabled() {
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return nil
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}
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var data WsTrade
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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side, err := order.StringToOrderSide(data.Side)
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if err != nil {
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return err
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}
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tData := trade.Data{
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Timestamp: data.CreateTimeMs.Time(),
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CurrencyPair: data.CurrencyPair,
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AssetType: asset.Spot,
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Exchange: g.Name,
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Price: data.Price.Float64(),
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Amount: data.Amount.Float64(),
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Side: side,
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TID: strconv.FormatInt(data.ID, 10),
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}
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for _, assetType := range []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin} {
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if g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)[assetType] {
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tData.AssetType = assetType
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if err := g.Websocket.Trade.Update(saveTradeData, tData); err != nil {
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return err
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}
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}
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}
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return nil
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}
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func (g *Gateio) processCandlestick(incoming []byte) error {
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var data WsCandlesticks
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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icp := strings.Split(data.NameOfSubscription, currency.UnderscoreDelimiter)
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if len(icp) < 3 {
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return errors.New("malformed candlestick websocket push data")
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}
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currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
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if err != nil {
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return err
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}
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spotCandlestick := stream.KlineData{
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Pair: currencyPair,
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AssetType: asset.Spot,
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Exchange: g.Name,
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StartTime: data.Timestamp.Time(),
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Interval: icp[0],
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OpenPrice: data.OpenPrice.Float64(),
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ClosePrice: data.ClosePrice.Float64(),
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HighPrice: data.HighestPrice.Float64(),
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LowPrice: data.LowestPrice.Float64(),
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Volume: data.TotalVolume.Float64(),
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(currencyPair)
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if assetPairEnabled[asset.Spot] {
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g.Websocket.DataHandler <- spotCandlestick
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}
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if assetPairEnabled[asset.Margin] {
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marginCandlestick := spotCandlestick
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marginCandlestick.AssetType = asset.Margin
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g.Websocket.DataHandler <- marginCandlestick
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginCandlestick := spotCandlestick
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crossMarginCandlestick.AssetType = asset.CrossMargin
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g.Websocket.DataHandler <- crossMarginCandlestick
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}
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return nil
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}
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func (g *Gateio) processOrderbookTicker(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookTickerData
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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return g.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
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Exchange: g.Name,
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Pair: data.CurrencyPair,
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Asset: asset.Spot,
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LastUpdated: data.UpdateTimeMS.Time(),
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UpdatePushedAt: updatePushedAt,
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Bids: []orderbook.Tranche{{Price: data.BestBidPrice.Float64(), Amount: data.BestBidAmount.Float64()}},
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Asks: []orderbook.Tranche{{Price: data.BestAskPrice.Float64(), Amount: data.BestAskAmount.Float64()}},
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})
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}
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func (g *Gateio) processOrderbookUpdate(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookUpdate
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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if !fetchedCurrencyPairSnapshotOrderbook[data.CurrencyPair.String()] {
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var orderbooks *orderbook.Base
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orderbooks, err = g.FetchOrderbook(context.Background(), data.CurrencyPair, asset.Spot) // currency pair orderbook data for Spot, Margin, and Cross Margin is same
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if err != nil {
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return err
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}
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// TODO: handle orderbook update synchronisation
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for _, assetType := range []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin} {
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if !assetPairEnabled[assetType] {
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continue
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}
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assetOrderbook := *orderbooks
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assetOrderbook.Asset = assetType
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err = g.Websocket.Orderbook.LoadSnapshot(&assetOrderbook)
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if err != nil {
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return err
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}
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}
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fetchedCurrencyPairSnapshotOrderbook[data.CurrencyPair.String()] = true
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}
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updates := orderbook.Update{
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UpdateTime: data.UpdateTimeMs.Time(),
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UpdatePushedAt: updatePushedAt,
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Pair: data.CurrencyPair,
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}
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updates.Asks = make([]orderbook.Tranche, len(data.Asks))
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for x := range data.Asks {
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updates.Asks[x].Price, err = strconv.ParseFloat(data.Asks[x][0], 64)
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if err != nil {
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return err
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}
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updates.Asks[x].Amount, err = strconv.ParseFloat(data.Asks[x][1], 64)
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if err != nil {
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return err
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}
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}
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updates.Bids = make([]orderbook.Tranche, len(data.Bids))
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for x := range data.Bids {
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updates.Bids[x].Price, err = strconv.ParseFloat(data.Bids[x][0], 64)
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if err != nil {
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return err
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}
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updates.Bids[x].Amount, err = strconv.ParseFloat(data.Bids[x][1], 64)
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if err != nil {
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return err
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}
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}
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if len(updates.Asks) == 0 && len(updates.Bids) == 0 {
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return nil
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}
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if assetPairEnabled[asset.Spot] {
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updates.Asset = asset.Spot
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err = g.Websocket.Orderbook.Update(&updates)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Margin] {
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marginUpdates := updates
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marginUpdates.Asset = asset.Margin
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err = g.Websocket.Orderbook.Update(&marginUpdates)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginUpdate := updates
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crossMarginUpdate.Asset = asset.CrossMargin
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err = g.Websocket.Orderbook.Update(&crossMarginUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func (g *Gateio) processOrderbookSnapshot(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookSnapshot
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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bases := orderbook.Base{
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Exchange: g.Name,
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Pair: data.CurrencyPair,
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Asset: asset.Spot,
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LastUpdated: data.UpdateTimeMs.Time(),
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UpdatePushedAt: updatePushedAt,
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LastUpdateID: data.LastUpdateID,
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VerifyOrderbook: g.CanVerifyOrderbook,
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}
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bases.Asks = make([]orderbook.Tranche, len(data.Asks))
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for x := range data.Asks {
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bases.Asks[x].Price, err = strconv.ParseFloat(data.Asks[x][0], 64)
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if err != nil {
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return err
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}
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bases.Asks[x].Amount, err = strconv.ParseFloat(data.Asks[x][1], 64)
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if err != nil {
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return err
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}
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}
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bases.Bids = make([]orderbook.Tranche, len(data.Bids))
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for x := range data.Bids {
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bases.Bids[x].Price, err = strconv.ParseFloat(data.Bids[x][0], 64)
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if err != nil {
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return err
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}
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bases.Bids[x].Amount, err = strconv.ParseFloat(data.Bids[x][1], 64)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Spot] {
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err = g.Websocket.Orderbook.LoadSnapshot(&bases)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Margin] {
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marginBases := bases
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marginBases.Asset = asset.Margin
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err = g.Websocket.Orderbook.LoadSnapshot(&marginBases)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginBases := bases
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crossMarginBases.Asset = asset.CrossMargin
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err = g.Websocket.Orderbook.LoadSnapshot(&crossMarginBases)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func (g *Gateio) processSpotOrders(data []byte) error {
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resp := struct {
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Time int64 `json:"time"`
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Channel string `json:"channel"`
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Event string `json:"event"`
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Result []WsSpotOrder `json:"result"`
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}{}
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err := json.Unmarshal(data, &resp)
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if err != nil {
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return err
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}
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details := make([]order.Detail, len(resp.Result))
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for x := range resp.Result {
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side, err := order.StringToOrderSide(resp.Result[x].Side)
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if err != nil {
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return err
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}
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orderType, err := order.StringToOrderType(resp.Result[x].Type)
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if err != nil {
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return err
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}
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a, err := asset.New(resp.Result[x].Account)
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if err != nil {
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return err
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}
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details[x] = order.Detail{
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Amount: resp.Result[x].Amount.Float64(),
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Exchange: g.Name,
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OrderID: resp.Result[x].ID,
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Side: side,
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Type: orderType,
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Pair: resp.Result[x].CurrencyPair,
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Cost: resp.Result[x].Fee.Float64(),
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AssetType: a,
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Price: resp.Result[x].Price.Float64(),
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ExecutedAmount: resp.Result[x].Amount.Float64() - resp.Result[x].Left.Float64(),
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Date: resp.Result[x].CreateTimeMs.Time(),
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LastUpdated: resp.Result[x].UpdateTimeMs.Time(),
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}
|
|
}
|
|
g.Websocket.DataHandler <- details
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processUserPersonalTrades(data []byte) error {
|
|
if !g.IsFillsFeedEnabled() {
|
|
return nil
|
|
}
|
|
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsUserPersonalTrade `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills := make([]fill.Data, len(resp.Result))
|
|
for x := range fills {
|
|
side, err := order.StringToOrderSide(resp.Result[x].Side)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills[x] = fill.Data{
|
|
Timestamp: resp.Result[x].CreateTimeMs.Time(),
|
|
Exchange: g.Name,
|
|
CurrencyPair: resp.Result[x].CurrencyPair,
|
|
Side: side,
|
|
OrderID: resp.Result[x].OrderID,
|
|
TradeID: strconv.FormatInt(resp.Result[x].ID, 10),
|
|
Price: resp.Result[x].Price.Float64(),
|
|
Amount: resp.Result[x].Amount.Float64(),
|
|
}
|
|
}
|
|
return g.Websocket.Fills.Update(fills...)
|
|
}
|
|
|
|
func (g *Gateio) processSpotBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsSpotBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChanges := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChanges[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Spot,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChanges
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processMarginBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChange := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChange[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Margin,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChange
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processFundingBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsFundingBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processCrossMarginBalance(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsCrossMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChanges := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChanges[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Margin,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
Account: resp.Result[x].User,
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChanges
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processCrossMarginLoans(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result WsCrossMarginLoan `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
// GenerateDefaultSubscriptions returns default subscriptions
|
|
func (g *Gateio) GenerateDefaultSubscriptions() (subscription.List, error) {
|
|
channelsToSubscribe := defaultSubscriptions
|
|
if g.Websocket.CanUseAuthenticatedEndpoints() {
|
|
channelsToSubscribe = append(channelsToSubscribe, []string{
|
|
crossMarginBalanceChannel,
|
|
marginBalancesChannel,
|
|
spotBalancesChannel}...)
|
|
}
|
|
|
|
if g.IsSaveTradeDataEnabled() || g.IsTradeFeedEnabled() {
|
|
channelsToSubscribe = append(channelsToSubscribe, spotTradesChannel)
|
|
}
|
|
|
|
var subscriptions subscription.List
|
|
var err error
|
|
for i := range channelsToSubscribe {
|
|
var pairs []currency.Pair
|
|
var assetType asset.Item
|
|
switch channelsToSubscribe[i] {
|
|
case marginBalancesChannel:
|
|
assetType = asset.Margin
|
|
pairs, err = g.GetEnabledPairs(asset.Margin)
|
|
case crossMarginBalanceChannel:
|
|
assetType = asset.CrossMargin
|
|
pairs, err = g.GetEnabledPairs(asset.CrossMargin)
|
|
default:
|
|
assetType = asset.Spot
|
|
pairs, err = g.GetEnabledPairs(asset.Spot)
|
|
}
|
|
if err != nil {
|
|
if errors.Is(err, asset.ErrNotEnabled) {
|
|
continue // Skip if asset is not enabled.
|
|
}
|
|
return nil, err
|
|
}
|
|
|
|
for j := range pairs {
|
|
params := make(map[string]interface{})
|
|
switch channelsToSubscribe[i] {
|
|
case spotOrderbookChannel:
|
|
params["level"] = 100
|
|
params["interval"] = kline.HundredMilliseconds
|
|
case spotCandlesticksChannel:
|
|
params["interval"] = kline.FiveMin
|
|
case spotOrderbookUpdateChannel:
|
|
params["interval"] = kline.HundredMilliseconds
|
|
}
|
|
|
|
fpair, err := g.FormatExchangeCurrency(pairs[j], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
subscriptions = append(subscriptions, &subscription.Subscription{
|
|
Channel: channelsToSubscribe[i],
|
|
Pairs: currency.Pairs{fpair.Upper()},
|
|
Asset: assetType,
|
|
Params: params,
|
|
})
|
|
}
|
|
}
|
|
return subscriptions, nil
|
|
}
|
|
|
|
// handleSubscription sends a websocket message to receive data from the channel
|
|
func (g *Gateio) handleSubscription(event string, channelsToSubscribe subscription.List) error {
|
|
payloads, err := g.generatePayload(event, channelsToSubscribe)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var errs error
|
|
for k := range payloads {
|
|
result, err := g.Websocket.Conn.SendMessageReturnResponse(context.TODO(), payloads[k].ID, payloads[k])
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
var resp WsEventResponse
|
|
if err = json.Unmarshal(result, &resp); err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
} else {
|
|
if resp.Error != nil && resp.Error.Code != 0 {
|
|
errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s error code: %d message: %s", payloads[k].Event, payloads[k].Channel, resp.Error.Code, resp.Error.Message))
|
|
continue
|
|
}
|
|
if payloads[k].Event == "subscribe" {
|
|
err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k])
|
|
} else {
|
|
err = g.Websocket.RemoveSubscriptions(channelsToSubscribe[k])
|
|
}
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
}
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
func (g *Gateio) generatePayload(event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
|
|
if len(channelsToSubscribe) == 0 {
|
|
return nil, errors.New("cannot generate payload, no channels supplied")
|
|
}
|
|
var creds *account.Credentials
|
|
var err error
|
|
if g.Websocket.CanUseAuthenticatedEndpoints() {
|
|
creds, err = g.GetCredentials(context.TODO())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
}
|
|
var batch *[]string
|
|
var intervalString string
|
|
payloads := make([]WsInput, 0, len(channelsToSubscribe))
|
|
for i := range channelsToSubscribe {
|
|
if len(channelsToSubscribe[i].Pairs) != 1 {
|
|
return nil, subscription.ErrNotSinglePair
|
|
}
|
|
var auth *WsAuthInput
|
|
timestamp := time.Now()
|
|
channelsToSubscribe[i].Pairs[0].Delimiter = currency.UnderscoreDelimiter
|
|
params := []string{channelsToSubscribe[i].Pairs[0].String()}
|
|
switch channelsToSubscribe[i].Channel {
|
|
case spotOrderbookChannel:
|
|
interval, okay := channelsToSubscribe[i].Params["interval"].(kline.Interval)
|
|
if !okay {
|
|
return nil, errors.New("invalid interval parameter")
|
|
}
|
|
level, okay := channelsToSubscribe[i].Params["level"].(int)
|
|
if !okay {
|
|
return nil, errors.New("invalid spot order level")
|
|
}
|
|
intervalString, err = g.GetIntervalString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(params,
|
|
strconv.Itoa(level),
|
|
intervalString,
|
|
)
|
|
case spotCandlesticksChannel:
|
|
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
|
|
if !ok {
|
|
return nil, errors.New("missing spot candlesticks interval")
|
|
}
|
|
intervalString, err = g.GetIntervalString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(
|
|
[]string{intervalString},
|
|
params...)
|
|
}
|
|
switch channelsToSubscribe[i].Channel {
|
|
case spotUserTradesChannel,
|
|
spotBalancesChannel,
|
|
marginBalancesChannel,
|
|
spotFundingBalanceChannel,
|
|
crossMarginBalanceChannel,
|
|
crossMarginLoanChannel:
|
|
if !g.Websocket.CanUseAuthenticatedEndpoints() {
|
|
continue
|
|
}
|
|
value, ok := channelsToSubscribe[i].Params["user"].(string)
|
|
if ok {
|
|
params = append(
|
|
[]string{value},
|
|
params...)
|
|
}
|
|
var sigTemp string
|
|
sigTemp, err = g.generateWsSignature(creds.Secret, event, channelsToSubscribe[i].Channel, timestamp)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
auth = &WsAuthInput{
|
|
Method: "api_key",
|
|
Key: creds.Key,
|
|
Sign: sigTemp,
|
|
}
|
|
case spotOrderbookUpdateChannel:
|
|
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
|
|
if !ok {
|
|
return nil, errors.New("missing spot orderbook interval")
|
|
}
|
|
intervalString, err = g.GetIntervalString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(params, intervalString)
|
|
}
|
|
|
|
payload := WsInput{
|
|
ID: g.Websocket.Conn.GenerateMessageID(false),
|
|
Event: event,
|
|
Channel: channelsToSubscribe[i].Channel,
|
|
Payload: params,
|
|
Auth: auth,
|
|
Time: timestamp.Unix(),
|
|
}
|
|
|
|
if channelsToSubscribe[i].Channel == "spot.book_ticker" {
|
|
// To get all orderbook assets subscribed it needs to be batched and
|
|
// only spot.book_ticker can be batched, if not it will take about
|
|
// half an hour for initial sync.
|
|
if batch != nil {
|
|
*batch = append(*batch, params...)
|
|
} else {
|
|
// Sets up pointer to the field for the outbound payload.
|
|
payloads = append(payloads, payload)
|
|
batch = &payloads[len(payloads)-1].Payload
|
|
}
|
|
continue
|
|
}
|
|
payloads = append(payloads, payload)
|
|
}
|
|
return payloads, nil
|
|
}
|
|
|
|
// Subscribe sends a websocket message to stop receiving data from the channel
|
|
func (g *Gateio) Subscribe(channelsToUnsubscribe subscription.List) error {
|
|
return g.handleSubscription("subscribe", channelsToUnsubscribe)
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
|
func (g *Gateio) Unsubscribe(channelsToUnsubscribe subscription.List) error {
|
|
return g.handleSubscription("unsubscribe", channelsToUnsubscribe)
|
|
}
|
|
|
|
func (g *Gateio) listOfAssetsCurrencyPairEnabledFor(cp currency.Pair) map[asset.Item]bool {
|
|
assetTypes := g.CurrencyPairs.GetAssetTypes(true)
|
|
// we need this all asset types on the map even if their value is false
|
|
assetPairEnabled := map[asset.Item]bool{asset.Spot: false, asset.Options: false, asset.Futures: false, asset.CrossMargin: false, asset.Margin: false, asset.DeliveryFutures: false}
|
|
for i := range assetTypes {
|
|
pairs, err := g.GetEnabledPairs(assetTypes[i])
|
|
if err != nil {
|
|
continue
|
|
}
|
|
assetPairEnabled[assetTypes[i]] = pairs.Contains(cp, true)
|
|
}
|
|
return assetPairEnabled
|
|
}
|
|
|
|
// GenerateWebsocketMessageID generates a message ID for the individual
|
|
// connection.
|
|
func (g *Gateio) GenerateWebsocketMessageID(bool) int64 {
|
|
return g.Counter.IncrementAndGet()
|
|
}
|