Files
gocryptotrader/exchanges/bybit/bybit_websocket_requests.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

142 lines
4.4 KiB
Go

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