Files
gocryptotrader/exchanges/okgroup/okgroup_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

455 lines
15 KiB
Go

package okgroup
import (
"fmt"
"strconv"
"strings"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
// Note: GoCryptoTrader wrapper funcs currently only support SPOT trades.
// Therefore this OKGroup_Wrapper can be shared between OKEX and OKCoin.
// When circumstances change, wrapper funcs can be split appropriately
// Setup sets user exchange configuration settings
func (o *OKGroup) Setup(exch *config.ExchangeConfig) error {
if !exch.Enabled {
o.SetEnabled(false)
return nil
}
err := o.SetupDefaults(exch)
if err != nil {
return err
}
err = o.Websocket.Setup(&wshandler.WebsocketSetup{
Enabled: exch.Features.Enabled.Websocket,
Verbose: exch.Verbose,
AuthenticatedWebsocketAPISupport: exch.API.AuthenticatedWebsocketSupport,
WebsocketTimeout: exch.WebsocketTrafficTimeout,
DefaultURL: o.API.Endpoints.WebsocketURL,
ExchangeName: exch.Name,
RunningURL: exch.API.Endpoints.WebsocketURL,
Connector: o.WsConnect,
Subscriber: o.Subscribe,
UnSubscriber: o.Unsubscribe,
})
if err != nil {
return err
}
o.WebsocketConn = &wshandler.WebsocketConnection{
ExchangeName: o.Name,
URL: o.Websocket.GetWebsocketURL(),
ProxyURL: o.Websocket.GetProxyAddress(),
Verbose: o.Verbose,
RateLimit: okGroupWsRateLimit,
ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
}
o.Websocket.Orderbook.Setup(
exch.WebsocketOrderbookBufferLimit,
false,
false,
false,
false,
exch.Name)
return nil
}
// FetchOrderbook returns orderbook base on the currency pair
func (o *OKGroup) FetchOrderbook(p currency.Pair, assetType asset.Item) (resp orderbook.Base, err error) {
ob, err := orderbook.Get(o.GetName(), p, assetType)
if err != nil {
return o.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (o *OKGroup) UpdateOrderbook(p currency.Pair, assetType asset.Item) (resp orderbook.Base, err error) {
orderbookNew, err := o.GetSpotOrderBook(GetSpotOrderBookRequest{
InstrumentID: o.FormatExchangeCurrency(p, assetType).String(),
})
if err != nil {
return
}
for x := range orderbookNew.Bids {
amount, convErr := strconv.ParseFloat(orderbookNew.Bids[x][1], 64)
if convErr != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", orderbookNew.Bids[x][1])
}
price, convErr := strconv.ParseFloat(orderbookNew.Bids[x][0], 64)
if convErr != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", orderbookNew.Bids[x][0])
}
resp.Bids = append(resp.Bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
for x := range orderbookNew.Asks {
amount, convErr := strconv.ParseFloat(orderbookNew.Asks[x][1], 64)
if convErr != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", orderbookNew.Asks[x][1])
}
price, convErr := strconv.ParseFloat(orderbookNew.Asks[x][0], 64)
if convErr != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", orderbookNew.Asks[x][0])
}
resp.Asks = append(resp.Asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
resp.Pair = p
resp.AssetType = assetType
resp.ExchangeName = o.Name
err = resp.Process()
if err != nil {
return
}
return orderbook.Get(o.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies
func (o *OKGroup) GetAccountInfo() (resp exchange.AccountInfo, err error) {
resp.Exchange = o.Name
currencies, err := o.GetSpotTradingAccounts()
currencyAccount := exchange.Account{}
for _, curr := range currencies {
hold, err := strconv.ParseFloat(curr.Hold, 64)
if err != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", curr.Hold)
}
totalValue, err := strconv.ParseFloat(curr.Balance, 64)
if err != nil {
log.Errorf(log.ExchangeSys, "Could not convert %v to float64", curr.Balance)
}
currencyAccount.Currencies = append(currencyAccount.Currencies, exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(curr.Currency),
Hold: hold,
TotalValue: totalValue,
})
}
resp.Accounts = append(resp.Accounts, currencyAccount)
return
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (o *OKGroup) GetFundingHistory() (resp []exchange.FundHistory, err error) {
accountDepositHistory, err := o.GetAccountDepositHistory("")
if err != nil {
return
}
for _, deposit := range accountDepositHistory {
orderStatus := ""
switch deposit.Status {
case 0:
orderStatus = "waiting"
case 1:
orderStatus = "confirmation account"
case 2:
orderStatus = "recharge success"
}
resp = append(resp, exchange.FundHistory{
Amount: deposit.Amount,
Currency: deposit.Currency,
ExchangeName: o.Name,
Status: orderStatus,
Timestamp: deposit.Timestamp,
TransferID: deposit.TransactionID,
TransferType: "deposit",
})
}
accountWithdrawlHistory, err := o.GetAccountWithdrawalHistory("")
for i := range accountWithdrawlHistory {
resp = append(resp, exchange.FundHistory{
Amount: accountWithdrawlHistory[i].Amount,
Currency: accountWithdrawlHistory[i].Currency,
ExchangeName: o.Name,
Status: OrderStatus[accountWithdrawlHistory[i].Status],
Timestamp: accountWithdrawlHistory[i].Timestamp,
TransferID: accountWithdrawlHistory[i].Txid,
TransferType: "withdrawal",
})
}
return resp, err
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (o *OKGroup) GetExchangeHistory(p currency.Pair, assetType asset.Item) ([]exchange.TradeHistory, error) {
return nil, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (o *OKGroup) SubmitOrder(order *exchange.OrderSubmission) (resp exchange.SubmitOrderResponse, err error) {
if order == nil {
return resp, exchange.ErrOrderSubmissionIsNil
}
err = order.Validate()
if err != nil {
return resp, err
}
request := PlaceSpotOrderRequest{
ClientOID: order.ClientID,
InstrumentID: o.FormatExchangeCurrency(order.Pair, asset.Spot).String(),
Side: strings.ToLower(order.OrderSide.ToString()),
Type: strings.ToLower(order.OrderType.ToString()),
Size: strconv.FormatFloat(order.Amount, 'f', -1, 64),
}
if order.OrderType == exchange.LimitOrderType {
request.Price = strconv.FormatFloat(order.Price, 'f', -1, 64)
}
orderResponse, err := o.PlaceSpotOrder(&request)
if err != nil {
return
}
resp.IsOrderPlaced = orderResponse.Result
resp.OrderID = orderResponse.OrderID
return
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (o *OKGroup) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (o *OKGroup) CancelOrder(orderCancellation *exchange.OrderCancellation) (err error) {
orderID, err := strconv.ParseInt(orderCancellation.OrderID, 10, 64)
if err != nil {
return
}
orderCancellationResponse, err := o.CancelSpotOrder(CancelSpotOrderRequest{
InstrumentID: o.FormatExchangeCurrency(orderCancellation.CurrencyPair,
asset.Spot).String(),
OrderID: orderID,
})
if !orderCancellationResponse.Result {
err = fmt.Errorf("order %v failed to be cancelled", orderCancellationResponse.OrderID)
}
return
}
// CancelAllOrders cancels all orders associated with a currency pair
func (o *OKGroup) CancelAllOrders(orderCancellation *exchange.OrderCancellation) (resp exchange.CancelAllOrdersResponse, err error) {
orderIDs := strings.Split(orderCancellation.OrderID, ",")
resp.OrderStatus = make(map[string]string)
var orderIDNumbers []int64
for _, i := range orderIDs {
orderIDNumber, strConvErr := strconv.ParseInt(i, 10, 64)
if strConvErr != nil {
resp.OrderStatus[i] = strConvErr.Error()
continue
}
orderIDNumbers = append(orderIDNumbers, orderIDNumber)
}
cancelOrdersResponse, err := o.CancelMultipleSpotOrders(CancelMultipleSpotOrdersRequest{
InstrumentID: o.FormatExchangeCurrency(orderCancellation.CurrencyPair,
asset.Spot).String(),
OrderIDs: orderIDNumbers,
})
if err != nil {
return
}
for _, orderMap := range cancelOrdersResponse {
for _, cancelledOrder := range orderMap {
resp.OrderStatus[fmt.Sprintf("%v", cancelledOrder.OrderID)] = fmt.Sprintf("%v", cancelledOrder.Result)
}
}
return
}
// GetOrderInfo returns information on a current open order
func (o *OKGroup) GetOrderInfo(orderID string) (resp exchange.OrderDetail, err error) {
order, err := o.GetSpotOrder(GetSpotOrderRequest{OrderID: orderID})
if err != nil {
return
}
resp = exchange.OrderDetail{
Amount: order.Size,
CurrencyPair: currency.NewPairDelimiter(order.InstrumentID,
o.GetPairFormat(asset.Spot, false).Delimiter),
Exchange: o.Name,
OrderDate: order.Timestamp,
ExecutedAmount: order.FilledSize,
Status: order.Status,
OrderSide: exchange.OrderSide(order.Side),
}
return
}
// GetDepositAddress returns a deposit address for a specified currency
func (o *OKGroup) GetDepositAddress(p currency.Code, accountID string) (_ string, err error) {
wallet, err := o.GetAccountDepositAddressForCurrency(p.Lower().String())
if err != nil || len(wallet) == 0 {
return
}
return wallet[0].Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (o *OKGroup) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.CryptoWithdrawRequest) (string, error) {
withdrawal, err := o.AccountWithdraw(AccountWithdrawRequest{
Amount: withdrawRequest.Amount,
Currency: withdrawRequest.Currency.Lower().String(),
Destination: 4, // 1, 2, 3 are all internal
Fee: withdrawRequest.FeeAmount,
ToAddress: withdrawRequest.Address,
TradePwd: withdrawRequest.TradePassword,
})
if err != nil {
return "", err
}
if !withdrawal.Result {
return fmt.Sprintf("%v", withdrawal.WithdrawalID), fmt.Errorf("could not withdraw currency %v to %v, no error specified", withdrawRequest.Currency.String(), withdrawRequest.Address)
}
return fmt.Sprintf("%v", withdrawal.WithdrawalID), nil
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFunds(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (o *OKGroup) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.FiatWithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetActiveOrders retrieves any orders that are active/open
func (o *OKGroup) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
for _, currency := range getOrdersRequest.Currencies {
spotOpenOrders, err := o.GetSpotOpenOrders(GetSpotOpenOrdersRequest{
InstrumentID: o.FormatExchangeCurrency(currency,
asset.Spot).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, exchange.OrderDetail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: currency,
Exchange: o.Name,
OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
OrderType: exchange.OrderType(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: spotOpenOrders[i].Status,
})
}
}
return
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (o *OKGroup) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) (resp []exchange.OrderDetail, err error) {
for _, currency := range getOrdersRequest.Currencies {
spotOpenOrders, err := o.GetSpotOrders(GetSpotOrdersRequest{
Status: strings.Join([]string{"filled", "cancelled", "failure"}, "|"),
InstrumentID: o.FormatExchangeCurrency(currency,
asset.Spot).String(),
})
if err != nil {
return resp, err
}
for i := range spotOpenOrders {
resp = append(resp, exchange.OrderDetail{
ID: spotOpenOrders[i].OrderID,
Price: spotOpenOrders[i].Price,
Amount: spotOpenOrders[i].Size,
CurrencyPair: currency,
Exchange: o.Name,
OrderSide: exchange.OrderSide(spotOpenOrders[i].Side),
OrderType: exchange.OrderType(spotOpenOrders[i].Type),
ExecutedAmount: spotOpenOrders[i].FilledSize,
OrderDate: spotOpenOrders[i].Timestamp,
Status: spotOpenOrders[i].Status,
})
}
}
return
}
// GetWebsocket returns a pointer to the exchange websocket
func (o *OKGroup) GetWebsocket() (*wshandler.Websocket, error) {
return o.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (o *OKGroup) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if !o.AllowAuthenticatedRequest() && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return o.GetFee(feeBuilder)
}
// GetWithdrawCapabilities returns the types of withdrawal methods permitted by the exchange
func (o *OKGroup) GetWithdrawCapabilities() uint32 {
return o.GetWithdrawPermissions()
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (o *OKGroup) SubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
o.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (o *OKGroup) UnsubscribeToWebsocketChannels(channels []wshandler.WebsocketChannelSubscription) error {
o.Websocket.RemoveSubscribedChannels(channels)
return nil
}
// GetSubscriptions returns a copied list of subscriptions
func (o *OKGroup) GetSubscriptions() ([]wshandler.WebsocketChannelSubscription, error) {
return o.Websocket.GetSubscriptions(), nil
}
// AuthenticateWebsocket sends an authentication message to the websocket
func (o *OKGroup) AuthenticateWebsocket() error {
return o.WsLogin()
}