mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
* 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>
453 lines
11 KiB
Go
453 lines
11 KiB
Go
package engine
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import (
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"fmt"
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"sync"
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"sync/atomic"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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// setupWebsocketRoutineManager creates a new websocket routine manager
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func setupWebsocketRoutineManager(exchangeManager iExchangeManager, orderManager iOrderManager, syncer iCurrencyPairSyncer, cfg *currency.Config, verbose bool) (*WebsocketRoutineManager, error) {
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if exchangeManager == nil {
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return nil, errNilExchangeManager
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}
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if syncer == nil {
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return nil, errNilCurrencyPairSyncer
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}
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if cfg == nil {
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return nil, errNilCurrencyConfig
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}
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if cfg.CurrencyPairFormat == nil {
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return nil, errNilCurrencyPairFormat
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}
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man := &WebsocketRoutineManager{
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verbose: verbose,
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exchangeManager: exchangeManager,
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orderManager: orderManager,
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syncer: syncer,
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currencyConfig: cfg,
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}
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return man, man.registerWebsocketDataHandler(man.websocketDataHandler, false)
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}
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// Start runs the subsystem
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func (m *WebsocketRoutineManager) Start() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if m.currencyConfig == nil {
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return errNilCurrencyConfig
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}
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if m.currencyConfig.CurrencyPairFormat == nil {
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return errNilCurrencyPairFormat
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}
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if !atomic.CompareAndSwapInt32(&m.state, stoppedState, startingState) {
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return ErrSubSystemAlreadyStarted
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}
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m.shutdown = make(chan struct{})
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go func() {
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m.websocketRoutine()
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// It's okay for this to fail, just means shutdown has started
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atomic.CompareAndSwapInt32(&m.state, startingState, readyState)
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}()
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return nil
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}
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// IsRunning safely checks whether the subsystem is running
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func (m *WebsocketRoutineManager) IsRunning() bool {
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if m == nil {
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return false
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}
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return atomic.LoadInt32(&m.state) == readyState
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}
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// Stop attempts to shutdown the subsystem
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func (m *WebsocketRoutineManager) Stop() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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m.mu.Lock()
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if atomic.LoadInt32(&m.state) == stoppedState {
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m.mu.Unlock()
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return fmt.Errorf("websocket routine manager %w", ErrSubSystemNotStarted)
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}
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atomic.StoreInt32(&m.state, stoppedState)
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m.mu.Unlock()
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close(m.shutdown)
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m.wg.Wait()
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return nil
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}
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// websocketRoutine Initial routine management system for websocket
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func (m *WebsocketRoutineManager) websocketRoutine() {
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if m.verbose {
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log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
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}
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exchanges, err := m.exchangeManager.GetExchanges()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "websocket routine manager cannot get exchanges: %v", err)
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}
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var wg sync.WaitGroup
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for _, exch := range exchanges {
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if !exch.SupportsWebsocket() {
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if m.verbose {
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log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: No",
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exch.GetName())
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}
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continue
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}
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if m.verbose {
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log.Debugf(log.WebsocketMgr, "Exchange %s websocket support: Yes Enabled: %v",
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exch.GetName(),
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common.IsEnabled(exch.IsWebsocketEnabled()))
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}
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ws, err := exch.GetWebsocket()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "Exchange %s GetWebsocket error: %s",
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exch.GetName(),
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err)
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continue
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}
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if !ws.IsEnabled() {
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continue
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}
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wg.Go(func() {
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if err := m.websocketDataReceiver(ws); err != nil {
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log.Errorf(log.WebsocketMgr, "%v", err)
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}
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if err := ws.Connect(); err != nil {
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log.Errorf(log.WebsocketMgr, "%v", err)
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}
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})
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}
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wg.Wait()
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}
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// WebsocketDataReceiver handles websocket data coming from a websocket feed
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// associated with an exchange
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func (m *WebsocketRoutineManager) websocketDataReceiver(ws *websocket.Manager) error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if ws == nil {
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return errNilWebsocket
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}
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if atomic.LoadInt32(&m.state) == stoppedState {
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return errRoutineManagerNotStarted
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}
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m.wg.Go(func() {
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for {
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select {
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case <-m.shutdown:
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return
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case data := <-ws.ToRoutine:
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if data == nil {
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log.Errorf(log.WebsocketMgr, "exchange %s nil data sent to websocket", ws.GetName())
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}
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m.mu.RLock()
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for x := range m.dataHandlers {
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err := m.dataHandlers[x](ws.GetName(), data)
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if err != nil {
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log.Errorln(log.WebsocketMgr, err)
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}
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}
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m.mu.RUnlock()
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}
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}
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})
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return nil
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}
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// websocketDataHandler is the default central point for exchange websocket
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// implementations to send processed data which will then pass that to an
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// appropriate handler.
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func (m *WebsocketRoutineManager) websocketDataHandler(exchName string, data any) error {
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switch d := data.(type) {
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case string:
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log.Infoln(log.WebsocketMgr, d)
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case error:
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return fmt.Errorf("exchange %s websocket error - %s", exchName, data)
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case websocket.FundingData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s funding updated %+v",
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exchName,
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m.FormatCurrency(d.CurrencyPair),
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d.AssetType,
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d)
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}
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case *ticker.Price:
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if m.syncer.IsRunning() {
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err := m.syncer.WebsocketUpdate(exchName,
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d.Pair,
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d.AssetType,
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SyncItemTicker,
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nil)
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if err != nil {
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return err
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}
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}
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err := ticker.ProcessTicker(d)
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if err != nil {
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return err
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}
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m.syncer.PrintTickerSummary(d, "websocket", err)
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case []ticker.Price:
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for x := range d {
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if m.syncer.IsRunning() {
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err := m.syncer.WebsocketUpdate(exchName,
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d[x].Pair,
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d[x].AssetType,
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SyncItemTicker,
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nil)
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if err != nil {
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return err
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}
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}
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err := ticker.ProcessTicker(&d[x])
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if err != nil {
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return err
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}
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m.syncer.PrintTickerSummary(&d[x], "websocket", err)
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}
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case order.Detail, ticker.Price, orderbook.Depth:
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return errUseAPointer
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case websocket.KlineData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
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exchName,
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m.FormatCurrency(d.Pair),
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d.AssetType,
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d)
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}
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case []websocket.KlineData:
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for x := range d {
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
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exchName,
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m.FormatCurrency(d[x].Pair),
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d[x].AssetType,
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d)
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}
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}
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case *orderbook.Depth:
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base, err := d.Retrieve()
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if err != nil {
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return err
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}
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if m.syncer.IsRunning() {
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err := m.syncer.WebsocketUpdate(exchName,
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base.Pair,
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base.Asset,
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SyncItemOrderbook,
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nil)
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if err != nil {
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return err
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}
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}
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m.syncer.PrintOrderbookSummary(base, "websocket", nil)
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case *order.Detail:
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if !m.orderManager.IsRunning() {
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return nil
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}
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if !m.orderManager.Exists(d) {
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err := m.orderManager.Add(d)
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if err != nil {
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return err
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}
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m.printOrderSummary(d, false)
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} else {
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od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.OrderID)
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if err != nil {
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return err
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}
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err = od.UpdateOrderFromDetail(d)
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if err != nil {
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return err
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}
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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m.printOrderSummary(od, true)
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}
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case []order.Detail:
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if !m.orderManager.IsRunning() {
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return nil
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}
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for x := range d {
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if !m.orderManager.Exists(&d[x]) {
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err := m.orderManager.Add(&d[x])
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if err != nil {
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return err
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}
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m.printOrderSummary(&d[x], false)
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} else {
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od, err := m.orderManager.GetByExchangeAndID(d[x].Exchange, d[x].OrderID)
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if err != nil {
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return err
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}
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err = od.UpdateOrderFromDetail(&d[x])
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if err != nil {
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return err
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}
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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m.printOrderSummary(od, true)
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}
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}
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case order.ClassificationError:
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return fmt.Errorf("%w %s", d.Err, d.Error())
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case websocket.UnhandledMessageWarning:
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log.Warnf(log.WebsocketMgr, "%s unhandled message - %s", exchName, d.Message)
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case account.Change:
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if m.verbose {
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m.printAccountHoldingsChangeSummary(exchName, d)
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}
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case []account.Change:
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if m.verbose {
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for x := range d {
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m.printAccountHoldingsChangeSummary(exchName, d[x])
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}
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}
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case []trade.Data, trade.Data:
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if m.verbose {
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log.Infof(log.Trade, "%+v", d)
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}
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case []fill.Data:
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if m.verbose {
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log.Infof(log.Fill, "%+v", d)
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}
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default:
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if m.verbose {
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log.Warnf(log.WebsocketMgr,
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"%s websocket Unknown type: %+v",
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exchName,
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d)
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}
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}
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return nil
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}
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// FormatCurrency is a method that formats and returns a currency pair
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// based on the user currency display preferences
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func (m *WebsocketRoutineManager) FormatCurrency(p currency.Pair) currency.Pair {
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if m == nil || atomic.LoadInt32(&m.state) == stoppedState {
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return p
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}
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return p.Format(*m.currencyConfig.CurrencyPairFormat)
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}
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// printOrderSummary this function will be deprecated when a order manager
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// update is done.
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func (m *WebsocketRoutineManager) printOrderSummary(o *order.Detail, isUpdate bool) {
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if m == nil || atomic.LoadInt32(&m.state) == stoppedState || o == nil {
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return
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}
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orderNotif := "New Order:"
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if isUpdate {
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orderNotif = "Order Change:"
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}
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log.Debugf(log.WebsocketMgr,
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"%s %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
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orderNotif,
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o.Exchange,
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o.AssetType,
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o.Pair,
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o.Status,
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o.Type,
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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
|
|
}
|