Files
gocryptotrader/exchanges/btcc/btcc.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

137 lines
3.7 KiB
Go

package btcc
import (
"sync"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/config"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/request"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
btccAuthRate = 0
btccUnauthRate = 0
)
// BTCC is the main overaching type across the BTCC package
// NOTE this package is websocket connection dependant, the REST endpoints have
// been dropped
type BTCC struct {
exchange.Base
Conn *websocket.Conn
wsRequestMtx sync.Mutex
}
// SetDefaults sets default values for the exchange
func (b *BTCC) SetDefaults() {
b.Name = "BTCC"
b.Enabled = false
b.Fee = 0
b.Verbose = false
b.RESTPollingDelay = 10
b.APIWithdrawPermissions = exchange.NoAPIWithdrawalMethods
b.RequestCurrencyPairFormat.Delimiter = ""
b.RequestCurrencyPairFormat.Uppercase = true
b.ConfigCurrencyPairFormat.Delimiter = ""
b.ConfigCurrencyPairFormat.Uppercase = true
b.AssetTypes = []string{ticker.Spot}
b.SupportsAutoPairUpdating = true
b.SupportsRESTTickerBatching = false
b.Requester = request.New(b.Name,
request.NewRateLimit(time.Second, btccAuthRate),
request.NewRateLimit(time.Second, btccUnauthRate),
common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout))
b.WebsocketInit()
b.Websocket.Functionality =
exchange.WebsocketSubscribeSupported |
exchange.WebsocketUnsubscribeSupported
}
// Setup is run on startup to setup exchange with config values
func (b *BTCC) Setup(exch *config.ExchangeConfig) {
if !exch.Enabled {
b.SetEnabled(false)
} else {
b.Enabled = true
b.AuthenticatedAPISupport = exch.AuthenticatedAPISupport
b.SetAPIKeys(exch.APIKey, exch.APISecret, "", false)
b.SetHTTPClientTimeout(exch.HTTPTimeout)
b.SetHTTPClientUserAgent(exch.HTTPUserAgent)
b.RESTPollingDelay = exch.RESTPollingDelay
b.Verbose = exch.Verbose
b.HTTPDebugging = exch.HTTPDebugging
b.Websocket.SetWsStatusAndConnection(exch.Websocket)
b.BaseCurrencies = exch.BaseCurrencies
b.AvailablePairs = exch.AvailablePairs
b.EnabledPairs = exch.EnabledPairs
err := b.SetCurrencyPairFormat()
if err != nil {
log.Fatal(err)
}
err = b.SetAssetTypes()
if err != nil {
log.Fatal(err)
}
err = b.SetAutoPairDefaults()
if err != nil {
log.Fatal(err)
}
err = b.SetAPIURL(exch)
if err != nil {
log.Fatal(err)
}
err = b.SetClientProxyAddress(exch.ProxyAddress)
if err != nil {
log.Fatal(err)
}
err = b.WebsocketSetup(b.WsConnect,
b.Subscribe,
b.Unsubscribe,
exch.Name,
exch.Websocket,
exch.Verbose,
btccSocketioAddress,
exch.WebsocketURL)
if err != nil {
log.Fatal(err)
}
}
}
// GetFee returns an estimate of fee based on type of transaction
func (b *BTCC) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) {
var fee float64
switch feeBuilder.FeeType {
case exchange.CryptocurrencyWithdrawalFee:
fee = getCryptocurrencyWithdrawalFee(feeBuilder.Pair.Base)
case exchange.InternationalBankWithdrawalFee:
fee = getInternationalBankWithdrawalFee(feeBuilder.FiatCurrency, feeBuilder.Amount)
case exchange.OfflineTradeFee:
fee = getOfflineTradeFee(feeBuilder.PurchasePrice, feeBuilder.Amount)
}
if fee < 0 {
fee = 0
}
return fee, nil
}
// getOfflineTradeFee calculates the worst case-scenario trading fee
func getOfflineTradeFee(price, amount float64) float64 {
return 0.001 * price * amount
}
func getCryptocurrencyWithdrawalFee(c currency.Code) float64 {
return WithdrawalFees[c]
}
func getInternationalBankWithdrawalFee(c currency.Code, amount float64) float64 {
return WithdrawalFees[c] * amount
}