mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-01 15:10:44 +00:00
* tag optional sonic and allow full library conversion * Add workflow and disallow arm and darwin usage * Add basic hotswap benchmark * linter: fix * use bash * linter: fix? * Fix whoopsie, add to make file, also add mention in features list. * test enforcement * actually read documentation see if this works * linter: fix * linter: fix * sonic: bump tagged version * encoding/json: drop build tag arch and os filters * encoding/json: consolidate tests * encoding/json: log build tag usage * rm superfluous builds * glorious/nits: add template change and regen docs * glorious/nits: update commentary on nolint directive * glorious/nits: rm init func and log results in main.go * Test to actually pull flag in * linter: fix * thrasher: nits * gk: nits 4 goflags goooooooooo! * gk: nits rn * make sonic default json implementation * screen 386 * linter: fix * Add commentary * glorious: nits Makefile not working * gk: nits * gk: nits whoops * whoopsirino * mention 32bit systems won't be sonic * gk: super-duper nit of extremes --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
287 lines
8.7 KiB
Go
287 lines
8.7 KiB
Go
package okx
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import (
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"context"
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"fmt"
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"net/http"
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"strconv"
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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/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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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/log"
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)
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const (
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// okxBusinessWebsocketURL
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okxBusinessWebsocketURL = "wss://ws.okx.com:8443/ws/v5/business"
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)
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var (
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// defaultBusinessSubscribedChannels list of channels which are subscribed by default
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defaultBusinessSubscribedChannels = []string{
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okxSpreadPublicTrades,
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okxSpreadOrderbook,
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okxSpreadPublicTicker,
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channelPublicStrucBlockTrades,
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channelPublicBlockTrades,
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channelBlockTickers,
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}
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// defaultBusinessAuthChannels list of authenticated channels
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defaultBusinessAuthChannels = []string{
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okxSpreadOrders,
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okxSpreadTrades,
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}
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)
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// WsConnectBusiness connects to a business websocket channel.
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func (ok *Okx) WsConnectBusiness() error {
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if !ok.Websocket.IsEnabled() || !ok.IsEnabled() {
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return stream.ErrWebsocketNotEnabled
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}
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var dialer websocket.Dialer
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dialer.ReadBufferSize = 8192
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dialer.WriteBufferSize = 8192
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ok.Websocket.Conn.SetURL(okxBusinessWebsocketURL)
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err := ok.Websocket.Conn.Dial(&dialer, http.Header{})
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if err != nil {
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return err
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}
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ok.Websocket.Wg.Add(1)
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go ok.wsReadData(ok.Websocket.Conn)
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if ok.Verbose {
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log.Debugf(log.ExchangeSys, "Successful connection to %v\n",
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ok.Websocket.GetWebsocketURL())
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}
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ok.Websocket.Conn.SetupPingHandler(request.UnAuth, stream.PingHandler{
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MessageType: websocket.TextMessage,
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Message: pingMsg,
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Delay: time.Second * 20,
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})
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if ok.Websocket.CanUseAuthenticatedEndpoints() {
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err = ok.WsSpreadAuth(context.TODO())
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if err != nil {
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log.Errorf(log.ExchangeSys, "Error connecting auth socket: %s\n", err.Error())
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ok.Websocket.SetCanUseAuthenticatedEndpoints(false)
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}
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}
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return nil
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}
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// WsSpreadAuth will connect to Okx's Private websocket connection and Authenticate with a login payload.
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func (ok *Okx) WsSpreadAuth(ctx context.Context) error {
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if !ok.Websocket.CanUseAuthenticatedEndpoints() {
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return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", ok.Name)
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}
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creds, err := ok.GetCredentials(ctx)
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if err != nil {
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return err
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}
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ok.Websocket.SetCanUseAuthenticatedEndpoints(true)
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timeUnix := time.Now()
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signPath := "/users/self/verify"
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hmac, err := crypto.GetHMAC(crypto.HashSHA256,
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[]byte(strconv.FormatInt(timeUnix.Unix(), 10)+http.MethodGet+signPath),
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[]byte(creds.Secret),
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)
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if err != nil {
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return err
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}
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base64Sign := crypto.Base64Encode(hmac)
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wsReq := WebsocketEventRequest{
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Operation: operationLogin,
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Arguments: []WebsocketLoginData{
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{
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APIKey: creds.Key,
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Passphrase: creds.ClientID,
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Timestamp: timeUnix.Unix(),
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Sign: base64Sign,
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},
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},
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}
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err = ok.Websocket.AuthConn.SendJSONMessage(ctx, request.UnAuth, wsReq)
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if err != nil {
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return err
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}
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timer := time.NewTimer(ok.WebsocketResponseCheckTimeout)
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randomID, err := common.GenerateRandomString(16)
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if err != nil {
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return fmt.Errorf("%w, generating random string for incoming websocket response failed", err)
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}
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wsResponse := make(chan *wsIncomingData)
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ok.WsResponseMultiplexer.Register <- &wsRequestInfo{
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ID: randomID,
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Chan: wsResponse,
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Event: operationLogin,
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}
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ok.WsRequestSemaphore <- 1
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defer func() {
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<-ok.WsRequestSemaphore
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}()
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defer func() { ok.WsResponseMultiplexer.Unregister <- randomID }()
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for {
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select {
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case data := <-wsResponse:
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if data.Event == operationLogin && data.StatusCode == "0" {
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ok.Websocket.SetCanUseAuthenticatedEndpoints(true)
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return nil
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} else if data.Event == "error" &&
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(data.StatusCode == "60022" || data.StatusCode == "60009") {
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ok.Websocket.SetCanUseAuthenticatedEndpoints(false)
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return fmt.Errorf("authentication failed with error: %v", ErrorCodes[data.StatusCode])
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}
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continue
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case <-timer.C:
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timer.Stop()
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return fmt.Errorf("%s websocket connection: timeout waiting for response with an operation: %v",
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ok.Name,
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wsReq.Operation)
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}
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}
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}
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// GenerateDefaultBusinessSubscriptions returns a list of default subscriptions to business stream.
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func (ok *Okx) GenerateDefaultBusinessSubscriptions() ([]subscription.Subscription, error) {
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var subs []string
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var subscriptions []subscription.Subscription
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subs = append(subs, defaultBusinessSubscribedChannels...)
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if ok.Websocket.CanUseAuthenticatedEndpoints() {
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subs = append(subs, defaultBusinessAuthChannels...)
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}
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for c := range subs {
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switch subs[c] {
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case okxSpreadOrders,
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okxSpreadTrades,
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okxSpreadOrderbookLevel1,
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okxSpreadOrderbook,
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okxSpreadPublicTrades,
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okxSpreadPublicTicker:
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pairs, err := ok.GetEnabledPairs(asset.Spread)
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if err != nil {
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return nil, err
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}
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for p := range pairs {
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subscriptions = append(subscriptions, subscription.Subscription{
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Channel: subs[c],
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Asset: asset.Spread,
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Pairs: []currency.Pair{pairs[p]},
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})
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}
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case channelPublicBlockTrades,
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channelBlockTickers:
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pairs, err := ok.GetEnabledPairs(asset.PerpetualSwap)
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if err != nil {
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return nil, err
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}
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for p := range pairs {
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subscriptions = append(subscriptions, subscription.Subscription{
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Channel: subs[c],
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Asset: asset.PerpetualSwap,
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Pairs: []currency.Pair{pairs[p]},
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})
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}
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default:
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subscriptions = append(subscriptions, subscription.Subscription{
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Channel: subs[c],
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})
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}
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}
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return subscriptions, nil
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}
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// BusinessSubscribe sends a websocket subscription request to several channels to receive data.
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func (ok *Okx) BusinessSubscribe(channelsToSubscribe subscription.List) error {
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return ok.handleBusinessSubscription(operationSubscribe, channelsToSubscribe)
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}
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// BusinessUnsubscribe sends a websocket unsubscription request to several channels to receive data.
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func (ok *Okx) BusinessUnsubscribe(channelsToUnsubscribe subscription.List) error {
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return ok.handleBusinessSubscription(operationUnsubscribe, channelsToUnsubscribe)
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}
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// handleBusinessSubscription sends a subscription and unsubscription information thought the business websocket endpoint.
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// as of the okx, exchange this endpoint sends subscription and unsubscription messages but with a list of json objects.
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func (ok *Okx) handleBusinessSubscription(operation string, subscriptions subscription.List) error {
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wsSubscriptionReq := WSSubscriptionInformationList{Operation: operation}
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ok.WsRequestSemaphore <- 1
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defer func() { <-ok.WsRequestSemaphore }()
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var channels subscription.List
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var authChannels subscription.List
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var err error
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for i := 0; i < len(subscriptions); i++ {
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arg := SubscriptionInfo{
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Channel: subscriptions[i].Channel,
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}
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var instrumentID, instrumentFamily, spreadID string
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switch arg.Channel {
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case okxSpreadOrders,
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okxSpreadTrades,
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okxSpreadOrderbookLevel1,
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okxSpreadOrderbook,
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okxSpreadPublicTrades,
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okxSpreadPublicTicker:
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spreadID = subscriptions[i].Pairs[0].String()
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case channelPublicBlockTrades,
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channelBlockTickers:
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instrumentID = subscriptions[i].Pairs[0].String()
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}
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instrumentFamilyInterface, okay := subscriptions[i].Params["instFamily"]
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if okay {
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instrumentFamily, _ = instrumentFamilyInterface.(string)
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}
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arg.InstrumentFamily = instrumentFamily
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arg.SpreadID = spreadID
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arg.InstrumentID = instrumentID
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var chunk []byte
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channels = append(channels, subscriptions[i])
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wsSubscriptionReq.Arguments = append(wsSubscriptionReq.Arguments, arg)
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chunk, err = json.Marshal(wsSubscriptionReq)
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if err != nil {
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return err
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}
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if len(chunk) > maxConnByteLen {
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i--
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err = ok.Websocket.Conn.SendJSONMessage(context.Background(), request.UnAuth, wsSubscriptionReq)
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if err != nil {
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return err
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}
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if operation == operationUnsubscribe {
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err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
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} else {
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err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
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}
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if err != nil {
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return err
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}
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channels = subscription.List{}
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wsSubscriptionReq.Arguments = []SubscriptionInfo{}
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continue
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}
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}
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err = ok.Websocket.Conn.SendJSONMessage(context.Background(), request.UnAuth, wsSubscriptionReq)
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if err != nil {
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return err
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}
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if operation == operationUnsubscribe {
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channels = append(channels, authChannels...)
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err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
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} else {
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channels = append(channels, authChannels...)
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err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
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}
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return err
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}
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