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>
142 lines
4.4 KiB
Go
142 lines
4.4 KiB
Go
package bybit
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import (
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"context"
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"fmt"
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"strconv"
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"time"
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"github.com/gofrs/uuid"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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// Websocket request operation types
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const (
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OutboundTradeConnection = "PRIVATE_TRADE"
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InboundPrivateConnection = "PRIVATE"
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)
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// WSCreateOrder creates an order through the websocket connection
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func (e *Exchange) WSCreateOrder(ctx context.Context, r *PlaceOrderRequest) (*WebsocketOrderDetails, error) {
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if err := r.Validate(); err != nil {
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return nil, err
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}
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epl, err := getWSRateLimitEPLByCategory(r.Category)
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if err != nil {
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return nil, err
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}
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if r.OrderLinkID == "" {
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r.OrderLinkID = uuid.Must(uuid.NewV7()).String()
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}
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return e.sendWebsocketTradeRequest(ctx, "order.create", r.OrderLinkID, r, epl)
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}
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// WSAmendOrder amends an order through the websocket connection
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func (e *Exchange) WSAmendOrder(ctx context.Context, r *AmendOrderRequest) (*WebsocketOrderDetails, error) {
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if err := r.Validate(); err != nil {
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return nil, err
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}
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epl, err := getWSRateLimitEPLByCategory(r.Category)
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if err != nil {
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return nil, err
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}
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if r.OrderLinkID == "" {
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r.OrderLinkID = uuid.Must(uuid.NewV7()).String()
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}
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return e.sendWebsocketTradeRequest(ctx, "order.amend", r.OrderLinkID, r, epl)
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}
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// WSCancelOrder cancels an order through the websocket connection
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func (e *Exchange) WSCancelOrder(ctx context.Context, r *CancelOrderRequest) (*WebsocketOrderDetails, error) {
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if err := r.Validate(); err != nil {
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return nil, err
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}
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epl, err := getWSRateLimitEPLByCategory(r.Category)
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if err != nil {
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return nil, err
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}
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if r.OrderLinkID == "" {
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r.OrderLinkID = uuid.Must(uuid.NewV7()).String()
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}
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return e.sendWebsocketTradeRequest(ctx, "order.cancel", r.OrderLinkID, r, epl)
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}
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// sendWebsocketTradeRequest sends a trade request to the exchange through the websocket connection
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func (e *Exchange) sendWebsocketTradeRequest(ctx context.Context, op, orderLinkID string, payload any, limit request.EndpointLimit) (*WebsocketOrderDetails, error) {
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// Get the outbound and inbound connections to send and receive the request. This makes sure both are live before
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// sending the request.
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outbound, err := e.Websocket.GetConnection(OutboundTradeConnection)
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if err != nil {
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return nil, err
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}
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inbound, err := e.Websocket.GetConnection(InboundPrivateConnection)
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if err != nil {
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return nil, err
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}
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tn := time.Now()
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requestID := strconv.FormatInt(outbound.GenerateMessageID(false), 10)
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// Set up a listener to wait for the response to come back from the inbound connection. The request is sent through
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// the outbound trade connection, the response can come back through the inbound private connection before the
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// outbound connection sends its acknowledgement.
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ch, err := inbound.MatchReturnResponses(ctx, orderLinkID, 1)
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if err != nil {
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return nil, err
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}
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outResp, err := outbound.SendMessageReturnResponse(ctx, limit, requestID, WebsocketGeneralPayload{
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RequestID: requestID,
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Header: map[string]string{"X-BAPI-TIMESTAMP": strconv.FormatInt(tn.UnixMilli(), 10)},
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Operation: op,
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Arguments: []any{payload},
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})
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if err != nil {
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return nil, err
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}
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var confirmation WebsocketConfirmation
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if err := json.Unmarshal(outResp, &confirmation); err != nil {
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return nil, err
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}
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if confirmation.RetCode != 0 {
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return nil, fmt.Errorf("code:%d, info:%v message:%s", confirmation.RetCode, retCode[confirmation.RetCode], confirmation.RetMsg)
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}
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inResp := <-ch // Blocking read is acceptable; channel has a built in timeout already
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if inResp.Err != nil {
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return nil, inResp.Err
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}
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if len(inResp.Responses) != 1 {
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return nil, fmt.Errorf("expected 1 response, received %d", len(inResp.Responses))
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}
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var ret WebsocketOrderResponse
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if err := json.Unmarshal(inResp.Responses[0], &ret); err != nil {
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return nil, err
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}
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if len(ret.Data) != 1 {
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return nil, fmt.Errorf("expected 1 response, received %d", len(ret.Data))
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}
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if ret.Data[0].RejectReason != "EC_NoError" {
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return nil, fmt.Errorf("order rejected: %s", ret.Data[0].RejectReason)
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}
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return &ret.Data[0], nil
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}
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var retCode = map[int64]string{
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10404: "either op type is not found or category is not correct/supported",
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10429: "request exceeds rate limit",
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20006: "reqId is duplicated",
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10016: "internal server error",
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10019: "ws trade service is restarting, please reconnect",
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20003: "too frequent requests under the same session",
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10403: "exceed IP rate limit. 3000 requests per second per IP",
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}
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