Files
gocryptotrader/exchanges/bitflyer/bitflyer_wrapper.go
Scott 6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00

257 lines
8.2 KiB
Go

package bitflyer
import (
"errors"
"sync"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the Bitflyer go routine
func (b *Bitflyer) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitflyer wrapper
func (b *Bitflyer) Run() {
if b.Verbose {
log.Debugf("%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
/*
marketInfo, err := b.GetMarkets()
if err != nil {
log.Printf("%s Failed to get available symbols.\n", b.GetName())
} else {
var exchangeProducts []string
for _, info := range marketInfo {
exchangeProducts = append(exchangeProducts, info.ProductCode)
}
err = b.UpdateAvailableCurrencies(exchangeProducts, false)
if err != nil {
log.Printf("%s Failed to get config.\n", b.GetName())
}
}
*/
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitflyer) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
p = b.CheckFXString(p)
tickerNew, err := b.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tickerNew.BestAsk
tickerPrice.Bid = tickerNew.BestBid
// tickerPrice.Low
tickerPrice.Last = tickerNew.Last
tickerPrice.Volume = tickerNew.Volume
// tickerPrice.High
err = ticker.ProcessTicker(b.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitflyer) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// CheckFXString upgrades currency pair if needed
func (b *Bitflyer) CheckFXString(p currency.Pair) currency.Pair {
if common.StringContains(p.Base.String(), "FX") {
p.Base = currency.FX_BTC
return p
}
return p
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bitflyer) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitflyer) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
p = b.CheckFXString(p)
orderbookNew, err := b.GetOrderBook(p.String())
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Price: orderbookNew.Asks[x].Price, Amount: orderbookNew.Asks[x].Size})
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Price: orderbookNew.Bids[x].Price, Amount: orderbookNew.Bids[x].Size})
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies on the
// Bitflyer exchange
func (b *Bitflyer) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
// accountBalance, err := b.GetAccountBalance()
// if err != nil {
// return response, err
// }
if !b.Enabled {
return response, errors.New("exchange not enabled")
}
// implement once authenticated requests are introduced
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitflyer) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitflyer) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitflyer) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, clientID string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
return submitOrderResponse, common.ErrNotYetImplemented
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitflyer) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitflyer) CancelOrder(order *exchange.OrderCancellation) error {
return common.ErrNotYetImplemented
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitflyer) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
// TODO, implement BitFlyer API
b.CancelAllExistingOrders()
return exchange.CancelAllOrdersResponse{}, common.ErrNotYetImplemented
}
// GetOrderInfo returns information on a current open order
func (b *Bitflyer) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitflyer) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (b *Bitflyer) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (b *Bitflyer) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrNotYetImplemented
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitflyer) GetWebsocket() (*exchange.Websocket, error) {
return nil, common.ErrNotYetImplemented
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitflyer) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrNotYetImplemented
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitflyer) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
return nil, common.ErrNotYetImplemented
}
// GetFeeByType returns an estimate of fee based on the type of transaction
func (b *Bitflyer) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitflyer) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitflyer) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}