Files
gocryptotrader/exchanges/gateio/gateio_wrapper.go
Scott c2a33300f5 Feature+Bugfix: Engine websocket management (#360)
* Initial commit tearing down the websocket connection management. The purpose is to remove the traffic monitoring and dropping as syncer.go is a better manager

* Adds a readwrite mutex and helper functions to minimise inline lock/unlocks and prevent races

* Creates new WebsocketType struct to contain all parameters required. Deletes WebsocketReset. Utilises ReadMessageErrors channel for all websocket readmessages to analyse when an error returned is due to a disconnect

* Fixes issue with syncer trying to connect while connecting

* Simplifies initialisation function for websocket. Reconnects and resubscribes after disconnection

* Adds WebsocketTimeout config value to dictate when the websocket traffic monitor should die. Default to two minutes of no traffic activity. Increases test coverage and updates existing tests to work with new technologic. RE-ADDS TESTS I ACCIDENTALLY DELETED FROM PREVIOUS PR

* Removes snapshot override as its always necessary when considering reconnections. Increases test coverage. Re-adds tests that were ACCIDENTALLY DELETED. Removes unused websocket channels. Bug fix for traffic monitor to shutdown via goroutine instead of killing itself

* Fixes gateio bug for authentication errors when null. Adds little entry to syncer for when websocket is switched to rest and then back, you get a log notifying of the return. Fixes okgroup bug where ws message is sent on a disconnected ws, causing panic. Renames setConnectionStatus to setConnectedStatus. Puts connection monitor log behind verbose bool

* Fixes lingering races. Fixes bug where websocket was enabled whether you liked it or not. Removes demonstration test

* Fixes log message, renames unc, removes comments

* Fixes data race

* Removes verbosity, ensures shutdown sets connection status appropriately

* Removes go routine causing CPU spike. Stops timers properly and resets timers properly

* Renames `WsEnabled` to `Enabled`. Increases test coverage. Fixes typos. Handles unhandled errors

* The forgotten lint

* With using RWlocks, removes the channel nil check and relies on !w.IsConnected() to prevent a shutdown from recurring

* Removes extra closure step in the defer as it causes all the issues

* Prevents timer channel hangups. Minimises use of websocket Connect(). Expands disconnection error definition. Removes routine disconnection error handling. Ensures only one traffic monitor can ever be run. Renames subscriptionLock to subscriptionMutext for consistency

* Extends timeout to 30 seconds to cover for non-popular exchanges and non-popular currencies

* Updates test from rebase to use new websocket setup function

* Fixes test to ensure it tests what it says it does
2019-10-02 09:06:52 +10:00

628 lines
19 KiB
Go

package gateio
import (
"errors"
"fmt"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"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/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// GetDefaultConfig returns a default exchange config
func (g *Gateio) GetDefaultConfig() (*config.ExchangeConfig, error) {
g.SetDefaults()
exchCfg := new(config.ExchangeConfig)
exchCfg.Name = g.Name
exchCfg.HTTPTimeout = exchange.DefaultHTTPTimeout
exchCfg.BaseCurrencies = g.BaseCurrencies
err := g.SetupDefaults(exchCfg)
if err != nil {
return nil, err
}
if g.Features.Supports.RESTCapabilities.AutoPairUpdates {
err = g.UpdateTradablePairs(true)
if err != nil {
return nil, err
}
}
return exchCfg, nil
}
// SetDefaults sets default values for the exchange
func (g *Gateio) SetDefaults() {
g.Name = "GateIO"
g.Enabled = true
g.Verbose = true
g.API.CredentialsValidator.RequiresKey = true
g.API.CredentialsValidator.RequiresSecret = true
g.CurrencyPairs = currency.PairsManager{
AssetTypes: asset.Items{
asset.Spot,
},
UseGlobalFormat: true,
RequestFormat: &currency.PairFormat{
Delimiter: "_",
},
ConfigFormat: &currency.PairFormat{
Delimiter: "_",
Uppercase: true,
},
}
g.Features = exchange.Features{
Supports: exchange.FeaturesSupported{
REST: true,
Websocket: true,
RESTCapabilities: exchange.ProtocolFeatures{
AutoPairUpdates: true,
TickerBatching: true,
},
WithdrawPermissions: exchange.AutoWithdrawCrypto |
exchange.NoFiatWithdrawals,
},
Enabled: exchange.FeaturesEnabled{
AutoPairUpdates: true,
},
}
g.Requester = request.New(g.Name,
request.NewRateLimit(time.Second*10, gateioAuthRate),
request.NewRateLimit(time.Second*10, gateioUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
g.API.Endpoints.URLDefault = gateioTradeURL
g.API.Endpoints.URL = g.API.Endpoints.URLDefault
g.API.Endpoints.URLSecondaryDefault = gateioMarketURL
g.API.Endpoints.URLSecondary = g.API.Endpoints.URLSecondaryDefault
g.API.Endpoints.WebsocketURL = gateioWebsocketEndpoint
g.Websocket = wshandler.New()
g.Websocket.Functionality = wshandler.WebsocketTickerSupported |
wshandler.WebsocketTradeDataSupported |
wshandler.WebsocketOrderbookSupported |
wshandler.WebsocketKlineSupported |
wshandler.WebsocketSubscribeSupported |
wshandler.WebsocketUnsubscribeSupported |
wshandler.WebsocketAuthenticatedEndpointsSupported |
wshandler.WebsocketMessageCorrelationSupported
g.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
g.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
g.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
}
// Setup sets user configuration
func (g *Gateio) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
g.SetEnabled(false)
return nil
}
err := g.SetupDefaults(exch)
if err != nil {
return err
}
err = g.Websocket.Setup(
&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: gateioWebsocketEndpoint,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: g.WsConnect,
Subscriber: g.Subscribe,
UnSubscriber: g.Unsubscribe,
})
if err != nil {
return err
}
g.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: g.Name,
URL: g.Websocket.GetWebsocketURL(),
ProxyURL: g.Websocket.GetProxyAddress(),
Verbose: g.Verbose,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
RateLimit: gateioWebsocketRateLimit,
}
g.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
true,
false,
false,
false,
exch.Name)
return nil
}
// Start starts the GateIO go routine
func (g *Gateio) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the GateIO wrapper
func (g *Gateio) Run() {
if g.Verbose {
g.PrintEnabledPairs()
}
if !g.GetEnabledFeatures().AutoPairUpdates {
return
}
err := g.UpdateTradablePairs(false)
if err != nil {
log.Errorf(log.ExchangeSys, "%s failed to update tradable pairs. Err: %s", g.Name, err)
}
}
// FetchTradablePairs returns a list of the exchanges tradable pairs
func (g *Gateio) FetchTradablePairs(asset asset.Item) ([]string, error) {
return g.GetSymbols()
}
// UpdateTradablePairs updates the exchanges available pairs and stores
// them in the exchanges config
func (g *Gateio) UpdateTradablePairs(forceUpdate bool) error {
pairs, err := g.FetchTradablePairs(asset.Spot)
if err != nil {
return err
}
return g.UpdatePairs(currency.NewPairsFromStrings(pairs), asset.Spot, false, forceUpdate)
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gateio) UpdateTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
var tickerPrice ticker.Price
result, err := g.GetTickers()
if err != nil {
return tickerPrice, err
}
pairs := g.GetEnabledPairs(assetType)
for i := range pairs {
for k := range result {
if !strings.EqualFold(k, pairs[i].String()) {
continue
}
tickerPrice = ticker.Price{
Last: result[k].Last,
High: result[k].High,
Low: result[k].Low,
Volume: result[k].BaseVolume,
QuoteVolume: result[k].QuoteVolume,
Open: result[k].Open,
Close: result[k].Close,
Pair: pairs[i],
}
err = ticker.ProcessTicker(g.Name, &tickerPrice, assetType)
if err != nil {
log.Error(log.Ticker, err)
}
}
}
return ticker.GetTicker(g.Name, p, assetType)
}
// FetchTicker returns the ticker for a currency pair
func (g *Gateio) FetchTicker(p currency.Pair, assetType asset.Item) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (g *Gateio) FetchOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gateio) UpdateOrderbook(p currency.Pair, assetType asset.Item) (orderbook.Base, error) {
var orderBook orderbook.Base
currency := g.FormatExchangeCurrency(p, assetType).String()
orderbookNew, err := g.GetOrderbook(currency)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
data := orderbookNew.Bids[x]
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
for x := range orderbookNew.Asks {
data := orderbookNew.Asks[x]
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: data.Amount, Price: data.Price})
}
orderBook.Pair = p
orderBook.ExchangeName = g.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(g.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// ZB exchange
func (g *Gateio) GetAccountInfo() (exchange.AccountInfo, error) {
var info exchange.AccountInfo
balance, err := g.GetBalances()
if err != nil {
return info, err
}
var balances []exchange.AccountCurrencyInfo
switch l := balance.Locked.(type) {
case map[string]interface{}:
for x := range l {
lockedF, err := strconv.ParseFloat(l[x].(string), 64)
if err != nil {
return info, err
}
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
Hold: lockedF,
})
}
default:
break
}
switch v := balance.Available.(type) {
case map[string]interface{}:
for x := range v {
availAmount, err := strconv.ParseFloat(v[x].(string), 64)
if err != nil {
return info, err
}
var updated bool
for i := range balances {
if balances[i].CurrencyName == currency.NewCode(x) {
balances[i].TotalValue = balances[i].Hold + availAmount
updated = true
break
}
}
if !updated {
balances = append(balances, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(x),
TotalValue: availAmount,
})
}
}
default:
break
}
info.Accounts = append(info.Accounts, exchange.Account{
Currencies: balances,
})
info.Exchange = g.GetName()
return info, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gateio) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gateio) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
// TODO: support multiple order types (IOC)
func (g *Gateio) SubmitOrder(order *exchange.OrderSubmission) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
if order == nil {
return submitOrderResponse, exchange.ErrOrderSubmissionIsNil
}
if err := order.Validate(); err != nil {
return submitOrderResponse, err
}
var orderTypeFormat string
if order.OrderSide == exchange.BuyOrderSide {
orderTypeFormat = exchange.BuyOrderSide.ToLower().ToString()
} else {
orderTypeFormat = exchange.SellOrderSide.ToLower().ToString()
}
var spotNewOrderRequestParams = SpotNewOrderRequestParams{
Amount: order.Amount,
Price: order.Price,
Symbol: order.Pair.String(),
Type: orderTypeFormat,
}
response, err := g.SpotNewOrder(spotNewOrderRequestParams)
if response.OrderNumber > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderNumber)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (g *Gateio) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gateio) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt, g.FormatExchangeCurrency(order.CurrencyPair,
order.AssetType).String())
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gateio) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := g.GetOpenOrders("")
if err != nil {
return cancelAllOrdersResponse, err
}
uniqueSymbols := make(map[string]int)
for i := range openOrders.Orders {
uniqueSymbols[openOrders.Orders[i].CurrencyPair]++
}
for unique := range uniqueSymbols {
err = g.CancelAllExistingOrders(-1, unique)
if err != nil {
cancelAllOrdersResponse.OrderStatus[unique] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gateio) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
orders, err := g.GetOpenOrders("")
if err != nil {
return orderDetail, errors.New("failed to get open orders")
}
for x := range orders.Orders {
if orders.Orders[x].OrderNumber != orderID {
continue
}
orderDetail.Exchange = g.GetName()
orderDetail.ID = orders.Orders[x].OrderNumber
orderDetail.RemainingAmount = orders.Orders[x].InitialAmount - orders.Orders[x].FilledAmount
orderDetail.ExecutedAmount = orders.Orders[x].FilledAmount
orderDetail.Amount = orders.Orders[x].InitialAmount
orderDetail.OrderDate = time.Unix(orders.Orders[x].Timestamp, 0)
orderDetail.Status = orders.Orders[x].Status
orderDetail.Price = orders.Orders[x].Rate
orderDetail.CurrencyPair = currency.NewPairDelimiter(orders.Orders[x].CurrencyPair,
g.GetPairFormat(asset.Spot, false).Delimiter)
if strings.EqualFold(orders.Orders[x].Type, exchange.AskOrderSide.ToString()) {
orderDetail.OrderSide = exchange.AskOrderSide
} else if strings.EqualFold(orders.Orders[x].Type, exchange.BidOrderSide.ToString()) {
orderDetail.OrderSide = exchange.BuyOrderSide
}
return orderDetail, nil
}
return orderDetail, fmt.Errorf("no order found with id %v", orderID)
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gateio) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
// Waits for new generated address if not created yet, its variable per
// currency
if addr == gateioGenerateAddress {
time.Sleep(10 * time.Second)
addr, err = g.GetCryptoDepositAddress(cryptocurrency.String())
if err != nil {
return "", err
}
if addr == gateioGenerateAddress {
return "", errors.New("new deposit address is being generated, please retry again shortly")
}
return addr, nil
}
return addr, err
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gateio) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
return g.WithdrawCrypto(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.Amount)
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gateio) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gateio) GetWebsocket() (*wshandler.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gateio) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !g.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gateio) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var currPair string
if len(getOrdersRequest.Currencies) == 1 {
currPair = getOrdersRequest.Currencies[0].String()
}
resp, err := g.GetOpenOrders(currPair)
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp.Orders {
if resp.Orders[i].Status != "open" {
continue
}
symbol := currency.NewPairDelimiter(resp.Orders[i].CurrencyPair,
g.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(resp.Orders[i].Type))
orderDate := time.Unix(resp.Orders[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
ID: resp.Orders[i].OrderNumber,
Amount: resp.Orders[i].Amount,
Price: resp.Orders[i].Rate,
RemainingAmount: resp.Orders[i].FilledAmount,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
Status: resp.Orders[i].Status,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gateio) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var trades []TradesResponse
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(currency.String())
if err != nil {
return nil, err
}
trades = append(trades, resp.Trades...)
}
var orders []exchange.OrderDetail
for _, trade := range trades {
symbol := currency.NewPairDelimiter(trade.Pair,
g.GetPairFormat(asset.Spot, false).Delimiter)
side := exchange.OrderSide(strings.ToUpper(trade.Type))
orderDate := time.Unix(trade.TimeUnix, 0)
orders = append(orders, exchange.OrderDetail{
ID: strconv.FormatInt(trade.OrderID, 10),
Amount: trade.Amount,
Price: trade.Rate,
OrderDate: orderDate,
OrderSide: side,
Exchange: g.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (g *Gateio) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
g.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gateio) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
g.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (g *Gateio) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return g.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (g *Gateio) AuthenticateWebsocket() error {
_, err := g.wsServerSignIn()
return err
}