Files
gocryptotrader/engine/websocketroutine_manager.go
Samuael A 3eac6d12bd exchanges: Update GateIO exchange to V4 (#1058)
* Adding Public Endpoints and test functions

* Adding public endpoints and test functions

* Adding private spot endpoints

* Adding private endpoints and corresponding tests for margin

* Adding Margin Private endpoints

* Adding cross margin and flash swap endpoints

* Adding futures private endpoints

* Adding futures private endpoints and corresponding tests

* Adding Options and SubAccount endpoints and their unit tests

* Adding Wrapper functions

* Complete wrapper functions and corresponding unit test functions

* Fixing wrapper issues and adding websocket functions

* Update of Spot websocket and adding futures websocket handlers

* completed futures WS push data endpoints

* Completed Options websocket endpoints

* Adding websocket support for delivery futures and slight update on endpoint funcs

* Added Delivery websocket support and fix linter issues

* Update on Unit tests

* fix slight currency format error

* Fix slight endpoint tempos

* Update on conditional statements and unit tests issues

* fixing slight tempos

* Slight model and websocket data push method change

* Fix unit test tempos and updating models

* Fix on code structures and update on unit tests

* Slight code fix

* Remove print statements

* Update on tradable pairs fetch eps

* Fix websocket tempos

* Adding types to websocket routine manager

* Fix slight issues

* Slight fixes

* Updating wrapper funcs and models

* Slight update

* Update on test

* Update on tradable pairs

* update conditional statements

* Fixing slight issues

* Updating unit tests

* Minor fixes depending review comments

* Remove redundant method declaration

* Adding missing intervals

* Updating fetch tradable pairs

* update tradable pairs issues

* Addressing small tempos

* Slight fix on ticker

* Minor Fixes

* Minor review comment fixes

* Unit test and minor code updates

* Slight code updates

* Minor updates depending review comments

* Fixes

* Updating incoming message matcher

* Fix missing merge issue

* Fix minor wrapper issues

* Updating ratelimit and other issues

* Updating endpoint models and adding missing eps

* Update on code structure and models

* Minor codespell fixes

* Minor update on models

* fix unit test panic

* Minor race fix

* Fix issues in generating signature and unit tests

* Minor update on wrapper and unit tests

* Minor fix on wrapper

* Mini linter issues fix

* Minor fix

* endpoint fixes and slight update

* Minor fixes

* Updating exchange functions and unit tests

* Unit test and wrapper updates

* Remove options candlestick support

* Minor unit test and wrapper fix

* Unit test update

* minor fix on unit test and wrapper

* endpoints constants name change

* Add minor wrapper issues

* endpoint constants update

* endpoint url updates

* Updating subscriptions

* fixing dual mode endpoint methods

* minor fix

* rm small tempo

* Update on websocket orderbook handling

* Orderbook and currency pair update

* fix linter and test issues

* minor helper function update

* Fix wrapper coverage and wrapper issues

* delete unused variables

* Minor fix on ReadData() call

* separating websocket handlers

* separating websocket handlers

* Minor fix on enabled pair

* minor fix

* check instrument availability in spot

* create a separate subscriber for sake of multiple websocket connection

* linter fix

* minor websocket and gateio endpoints fix

* fix nil pointer exception

* minor fixes

* spelling fix decerializes -> deserializes

* fix Bitfinex unit test issues

* minor unknown currency pair labling fix

* minor currency pair handling fix

* slight update on GetDepositAddress wrapper unit test

* setting max request job to 200

* fixing numerical and timestamp type convert

* fix value overflow error

* change method of parsing orderbook price

* unifying timestamp conversion types to gateioTime

---------

Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local>
2023-05-30 14:03:53 +10:00

461 lines
11 KiB
Go

package engine
import (
"fmt"
"sync"
"sync/atomic"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
)
// setupWebsocketRoutineManager creates a new websocket routine manager
func setupWebsocketRoutineManager(exchangeManager iExchangeManager, orderManager iOrderManager, syncer iCurrencyPairSyncer, cfg *currency.Config, verbose bool) (*WebsocketRoutineManager, error) {
if exchangeManager == nil {
return nil, errNilExchangeManager
}
if orderManager == nil {
return nil, errNilOrderManager
}
if syncer == nil {
return nil, errNilCurrencyPairSyncer
}
if cfg == nil {
return nil, errNilCurrencyConfig
}
if cfg.CurrencyPairFormat == nil {
return nil, errNilCurrencyPairFormat
}
man := &WebsocketRoutineManager{
verbose: verbose,
exchangeManager: exchangeManager,
orderManager: orderManager,
syncer: syncer,
currencyConfig: cfg,
}
return man, man.registerWebsocketDataHandler(man.websocketDataHandler, false)
}
// Start runs the subsystem
func (m *WebsocketRoutineManager) Start() error {
if m == nil {
return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
}
if m.currencyConfig == nil {
return errNilCurrencyConfig
}
if m.currencyConfig.CurrencyPairFormat == nil {
return errNilCurrencyPairFormat
}
if !atomic.CompareAndSwapInt32(&m.state, stoppedState, startingState) {
return ErrSubSystemAlreadyStarted
}
m.shutdown = make(chan struct{})
go func() {
m.websocketRoutine()
// It's okay for this to fail, just means shutdown has started
atomic.CompareAndSwapInt32(&m.state, startingState, readyState)
}()
return nil
}
// IsRunning safely checks whether the subsystem is running
func (m *WebsocketRoutineManager) IsRunning() bool {
if m == nil {
return false
}
return atomic.LoadInt32(&m.state) == readyState
}
// Stop attempts to shutdown the subsystem
func (m *WebsocketRoutineManager) Stop() error {
if m == nil {
return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
}
m.mu.Lock()
if atomic.LoadInt32(&m.state) == stoppedState {
m.mu.Unlock()
return fmt.Errorf("websocket routine manager %w", ErrSubSystemNotStarted)
}
atomic.StoreInt32(&m.state, stoppedState)
m.mu.Unlock()
close(m.shutdown)
m.wg.Wait()
return nil
}
// websocketRoutine Initial routine management system for websocket
func (m *WebsocketRoutineManager) websocketRoutine() {
if m.verbose {
log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
}
exchanges, err := m.exchangeManager.GetExchanges()
if err != nil {
log.Errorf(log.WebsocketMgr, "websocket routine manager cannot get exchanges: %v", err)
}
wg := sync.WaitGroup{}
wg.Add(len(exchanges))
for i := range exchanges {
go func(i int) {
defer wg.Done()
if exchanges[i].SupportsWebsocket() {
if m.verbose {
log.Debugf(log.WebsocketMgr,
"Exchange %s websocket support: Yes Enabled: %v",
exchanges[i].GetName(),
common.IsEnabled(exchanges[i].IsWebsocketEnabled()),
)
}
ws, err := exchanges[i].GetWebsocket()
if err != nil {
log.Errorf(
log.WebsocketMgr,
"Exchange %s GetWebsocket error: %s",
exchanges[i].GetName(),
err,
)
return
}
if ws.IsEnabled() {
err = ws.Connect()
if err != nil {
log.Errorf(log.WebsocketMgr, "%v", err)
}
err = m.websocketDataReceiver(ws)
if err != nil {
log.Errorf(log.WebsocketMgr, "%v", err)
}
err = ws.FlushChannels()
if err != nil {
log.Errorf(log.WebsocketMgr, "Failed to subscribe: %v", err)
}
}
} else if m.verbose {
log.Debugf(log.WebsocketMgr,
"Exchange %s websocket support: No",
exchanges[i].GetName(),
)
}
}(i)
}
wg.Wait()
}
// WebsocketDataReceiver handles websocket data coming from a websocket feed
// associated with an exchange
func (m *WebsocketRoutineManager) websocketDataReceiver(ws *stream.Websocket) error {
if m == nil {
return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
}
if ws == nil {
return errNilWebsocket
}
if atomic.LoadInt32(&m.state) == stoppedState {
return errRoutineManagerNotStarted
}
m.wg.Add(1)
go func() {
defer m.wg.Done()
for {
select {
case <-m.shutdown:
return
case data := <-ws.ToRoutine:
if data == nil {
log.Errorf(log.WebsocketMgr, "exchange %s nil data sent to websocket", ws.GetName())
}
m.mu.RLock()
for x := range m.dataHandlers {
err := m.dataHandlers[x](ws.GetName(), data)
if err != nil {
log.Errorln(log.WebsocketMgr, err)
}
}
m.mu.RUnlock()
}
}
}()
return nil
}
// websocketDataHandler is the default central point for exchange websocket
// implementations to send processed data which will then pass that to an
// appropriate handler.
func (m *WebsocketRoutineManager) websocketDataHandler(exchName string, data interface{}) error {
switch d := data.(type) {
case string:
log.Infoln(log.WebsocketMgr, d)
case error:
return fmt.Errorf("exchange %s websocket error - %s", exchName, data)
case stream.FundingData:
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s funding updated %+v",
exchName,
m.FormatCurrency(d.CurrencyPair),
d.AssetType,
d)
}
case *ticker.Price:
if m.syncer.IsRunning() {
err := m.syncer.Update(exchName,
d.Pair,
d.AssetType,
SyncItemTicker,
nil)
if err != nil {
return err
}
}
err := ticker.ProcessTicker(d)
if err != nil {
return err
}
m.syncer.PrintTickerSummary(d, "websocket", err)
case []ticker.Price:
for x := range d {
if m.syncer.IsRunning() {
err := m.syncer.Update(exchName,
d[x].Pair,
d[x].AssetType,
SyncItemTicker,
nil)
if err != nil {
return err
}
}
err := ticker.ProcessTicker(&d[x])
if err != nil {
return err
}
m.syncer.PrintTickerSummary(&d[x], "websocket", err)
}
case stream.KlineData:
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
exchName,
m.FormatCurrency(d.Pair),
d.AssetType,
d)
}
case []stream.KlineData:
for x := range d {
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
exchName,
m.FormatCurrency(d[x].Pair),
d[x].AssetType,
d)
}
}
case *orderbook.Depth:
base, err := d.Retrieve()
if err != nil {
return err
}
if m.syncer.IsRunning() {
err := m.syncer.Update(exchName,
base.Pair,
base.Asset,
SyncItemOrderbook,
nil)
if err != nil {
return err
}
}
m.syncer.PrintOrderbookSummary(base, "websocket", nil)
case *order.Detail:
if !m.orderManager.Exists(d) {
err := m.orderManager.Add(d)
if err != nil {
return err
}
m.printOrderSummary(d, false)
} else {
od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.OrderID)
if err != nil {
return err
}
err = od.UpdateOrderFromDetail(d)
if err != nil {
return err
}
err = m.orderManager.UpdateExistingOrder(od)
if err != nil {
return err
}
m.printOrderSummary(d, true)
}
case []order.Detail:
for x := range d {
if !m.orderManager.Exists(&d[x]) {
err := m.orderManager.Add(&d[x])
if err != nil {
return err
}
m.printOrderSummary(&d[x], false)
} else {
od, err := m.orderManager.GetByExchangeAndID(d[x].Exchange, d[x].OrderID)
if err != nil {
return err
}
err = od.UpdateOrderFromDetail(&d[x])
if err != nil {
return err
}
err = m.orderManager.UpdateExistingOrder(od)
if err != nil {
return err
}
m.printOrderSummary(&d[x], true)
}
}
case order.ClassificationError:
return fmt.Errorf("%w %s", d.Err, d.Error())
case stream.UnhandledMessageWarning:
log.Warnln(log.WebsocketMgr, d.Message)
case account.Change:
if m.verbose {
m.printAccountHoldingsChangeSummary(d)
}
case []account.Change:
if m.verbose {
for x := range d {
m.printAccountHoldingsChangeSummary(d[x])
}
}
case []trade.Data:
if m.verbose {
log.Infof(log.Trade, "%+v", d)
}
case []fill.Data:
if m.verbose {
log.Infof(log.Fill, "%+v", d)
}
default:
if m.verbose {
log.Warnf(log.WebsocketMgr,
"%s websocket Unknown type: %+v",
exchName,
d)
}
}
return nil
}
// FormatCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func (m *WebsocketRoutineManager) FormatCurrency(p currency.Pair) currency.Pair {
if m == nil || atomic.LoadInt32(&m.state) == stoppedState {
return p
}
return p.Format(*m.currencyConfig.CurrencyPairFormat)
}
// printOrderSummary this function will be deprecated when a order manager
// update is done.
func (m *WebsocketRoutineManager) printOrderSummary(o *order.Detail, isUpdate bool) {
if m == nil || atomic.LoadInt32(&m.state) == stoppedState || o == nil {
return
}
orderNotif := "New Order:"
if isUpdate {
orderNotif = "Order Change:"
}
log.Debugf(log.WebsocketMgr,
"%s %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
orderNotif,
o.Exchange,
o.AssetType,
o.Pair,
o.Status,
o.Type,
o.Side,
o.OrderID,
o.ClientOrderID,
o.Price,
o.Amount,
o.ExecutedAmount,
o.RemainingAmount)
}
// printAccountHoldingsChangeSummary this function will be deprecated when a
// account holdings update is done.
func (m *WebsocketRoutineManager) printAccountHoldingsChangeSummary(o account.Change) {
if m == nil || atomic.LoadInt32(&m.state) == stoppedState {
return
}
log.Debugf(log.WebsocketMgr,
"Account Holdings Balance Changed: %s %s %s has changed balance by %f for account: %s",
o.Exchange,
o.Asset,
o.Currency,
o.Amount,
o.Account)
}
// registerWebsocketDataHandler registers an externally (GCT Library) defined
// dedicated filter specific data types for internal & external strategy use.
// InterceptorOnly as true will purge all other registered handlers
// (including default) bypassing all other handling.
func (m *WebsocketRoutineManager) registerWebsocketDataHandler(fn WebsocketDataHandler, interceptorOnly bool) error {
if m == nil {
return fmt.Errorf("%T %w", m, ErrNilSubsystem)
}
if fn == nil {
return errNilWebsocketDataHandlerFunction
}
if interceptorOnly {
return m.setWebsocketDataHandler(fn)
}
m.mu.Lock()
// Push front so that any registered data handler has first preference
// over the gct default handler.
m.dataHandlers = append([]WebsocketDataHandler{fn}, m.dataHandlers...)
m.mu.Unlock()
return nil
}
// setWebsocketDataHandler sets a single websocket data handler, removing all
// pre-existing handlers.
func (m *WebsocketRoutineManager) setWebsocketDataHandler(fn WebsocketDataHandler) error {
if m == nil {
return fmt.Errorf("%T %w", m, ErrNilSubsystem)
}
if fn == nil {
return errNilWebsocketDataHandlerFunction
}
m.mu.Lock()
m.dataHandlers = []WebsocketDataHandler{fn}
m.mu.Unlock()
return nil
}