Files
gocryptotrader/engine/websocketroutine_manager.go
Ryan O'Hara-Reid 3f8d799613 bybit: Add websocket trading functionality across all assets (#1672)
* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* bybit: Add websocket trading functionality across all assets

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub

* handle pong response

* spelling

* linter: fix

* fix processing issues with tickers

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* rm comment as it does not

* update time fields for orderbook latency

* fix time conversion

* Add func MatchReturnResponses

* glorious: nits and stuff

* lint: fix

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* Allow match back with order details

* Add time in force values for different order types + extra return information on websocket trading

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* bybit/websocket: allow a shared ID between outbound payloads for inbound matching

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* linter: fix

* misc/linter: fix

* change function names

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* websocket: skip connections with subscriptions not required during channel flush

* websocket: simplify error handling in FlushChannels using if short

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* fix comments

* bybit: fix merge regression on websocket message filter

* cranktakular: nits

* bybit: Add global rate limits for websocket

* ai: nits

* linter: fix

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* bybit: use connection method for segregated match on multi-connection

* cleanup after master merge

* fix test and config whoops

* cranktakular: nits

* exchange: add missing tests for base method websocket order funcs

* cranktakular: nits and refresh + tests

* cranktakular: pedantic nits

* linter: fixes

* t.Parallel tests

* glorious nit

* Update exchange/websocket/connection.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* boss king: nits

* canktakular: nits

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* linter: fix

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* bossking: nits

* gk: much nicer design

* gk: revised naming for consideration

* gk: nits

* gk: nits restrict in configtest.json and not worry about many pairs enabled

* rm log

* linter: fix

* codex: nit

* cranktakular: nits

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits!

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
2025-09-17 13:45:58 +10:00

453 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/exchange/websocket"
"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/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 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)
}
var wg sync.WaitGroup
for _, exch := range exchanges {
if !exch.SupportsWebsocket() {
if m.verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: No",
exch.GetName())
}
continue
}
if m.verbose {
log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: Yes Enabled: %v",
exch.GetName(),
common.IsEnabled(exch.IsWebsocketEnabled()))
}
ws, err := exch.GetWebsocket()
if err != nil {
log.Errorf(log.WebsocketMgr, "Exchange %s GetWebsocket error: %s",
exch.GetName(),
err)
continue
}
if !ws.IsEnabled() {
continue
}
wg.Go(func() {
if err := m.websocketDataReceiver(ws); err != nil {
log.Errorf(log.WebsocketMgr, "%v", err)
}
if err := ws.Connect(); err != nil {
log.Errorf(log.WebsocketMgr, "%v", err)
}
})
}
wg.Wait()
}
// WebsocketDataReceiver handles websocket data coming from a websocket feed
// associated with an exchange
func (m *WebsocketRoutineManager) websocketDataReceiver(ws *websocket.Manager) 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.Go(func() {
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 any) 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 websocket.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.WebsocketUpdate(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.WebsocketUpdate(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 order.Detail, ticker.Price, orderbook.Depth:
return errUseAPointer
case websocket.KlineData:
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
exchName,
m.FormatCurrency(d.Pair),
d.AssetType,
d)
}
case []websocket.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.WebsocketUpdate(exchName,
base.Pair,
base.Asset,
SyncItemOrderbook,
nil)
if err != nil {
return err
}
}
m.syncer.PrintOrderbookSummary(base, "websocket", nil)
case *order.Detail:
if !m.orderManager.IsRunning() {
return nil
}
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(od, true)
}
case []order.Detail:
if !m.orderManager.IsRunning() {
return nil
}
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(od, true)
}
}
case order.ClassificationError:
return fmt.Errorf("%w %s", d.Err, d.Error())
case websocket.UnhandledMessageWarning:
log.Warnf(log.WebsocketMgr, "%s unhandled message - %s", exchName, d.Message)
case account.Change:
if m.verbose {
m.printAccountHoldingsChangeSummary(exchName, d)
}
case []account.Change:
if m.verbose {
for x := range d {
m.printAccountHoldingsChangeSummary(exchName, d[x])
}
}
case []trade.Data, 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(exch string, o account.Change) {
if m == nil || atomic.LoadInt32(&m.state) == stoppedState || o.Balance == nil {
return
}
log.Debugf(log.WebsocketMgr,
"Account Holdings Balance Changed: %s %s %s has changed balance by %f for account: %s",
exch,
o.AssetType,
o.Balance.Currency,
o.Balance.Total,
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
}