Files
gocryptotrader/engine/websocketroutine_manager.go
Luis Rascão 4531fdcb4a exchanges/websocket: Expose Trades/Fills feed through data channel (#814)
* Expose trade feed websocket exchange data through data channel

Most relevant to applications that import GCT as a lib, this allows
them to (through configuration, disabled by default) receive trade data
through the data channel similarly to the orderbook feed.

* exchanges: allow exposure of trade websocket feed through data channel

* Expose fill feed websocket abstracted exchange data through data channel

* exchanges: allow exposure of fill websocket feed through data channel
2021-10-28 10:25:15 +11:00

338 lines
8.6 KiB
Go

package engine
import (
"fmt"
"sync/atomic"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
)
// setupWebsocketRoutineManager creates a new websocket routine manager
func setupWebsocketRoutineManager(exchangeManager iExchangeManager, orderManager iOrderManager, syncer iCurrencyPairSyncer, cfg *config.CurrencyConfig, verbose bool) (*websocketRoutineManager, error) {
if exchangeManager == nil {
return nil, errNilExchangeManager
}
if orderManager == nil {
return nil, errNilOrderManager
}
if syncer == nil {
return nil, errNilCurrencyPairSyncer
}
if cfg == nil {
return nil, errNilCurrencyConfig
}
if cfg.CurrencyPairFormat == nil && verbose {
return nil, errNilCurrencyPairFormat
}
return &websocketRoutineManager{
verbose: verbose,
exchangeManager: exchangeManager,
orderManager: orderManager,
syncer: syncer,
currencyConfig: cfg,
shutdown: make(chan struct{}),
}, nil
}
// Start runs the subsystem
func (m *websocketRoutineManager) Start() error {
if m == nil {
return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
}
if !atomic.CompareAndSwapInt32(&m.started, 0, 1) {
return ErrSubSystemAlreadyStarted
}
m.shutdown = make(chan struct{})
m.websocketRoutine()
return nil
}
// IsRunning safely checks whether the subsystem is running
func (m *websocketRoutineManager) IsRunning() bool {
if m == nil {
return false
}
return atomic.LoadInt32(&m.started) == 1
}
// Stop attempts to shutdown the subsystem
func (m *websocketRoutineManager) Stop() error {
if m == nil {
return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
}
if !atomic.CompareAndSwapInt32(&m.started, 1, 0) {
return fmt.Errorf("websocket routine manager %w", ErrSubSystemNotStarted)
}
close(m.shutdown)
m.wg.Wait()
return nil
}
// websocketRoutine Initial routine management system for websocket
func (m *websocketRoutineManager) websocketRoutine() {
if m.verbose {
log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
}
exchanges, err := m.exchangeManager.GetExchanges()
if err != nil {
log.Errorf(log.WebsocketMgr, "websocket routine manager cannot get exchanges: %v", err)
}
for i := range exchanges {
go func(i int) {
if exchanges[i].SupportsWebsocket() {
if m.verbose {
log.Debugf(log.WebsocketMgr,
"Exchange %s websocket support: Yes Enabled: %v",
exchanges[i].GetName(),
common.IsEnabled(exchanges[i].IsWebsocketEnabled()),
)
}
ws, err := exchanges[i].GetWebsocket()
if err != nil {
log.Errorf(
log.WebsocketMgr,
"Exchange %s GetWebsocket error: %s",
exchanges[i].GetName(),
err,
)
return
}
if ws.IsEnabled() {
err = ws.Connect()
if err != nil {
log.Errorf(log.WebsocketMgr, "%v", err)
}
go m.WebsocketDataReceiver(ws)
err = ws.FlushChannels()
if err != nil {
log.Errorf(log.WebsocketMgr, "Failed to subscribe: %v", err)
}
}
} else if m.verbose {
log.Debugf(log.WebsocketMgr,
"Exchange %s websocket support: No",
exchanges[i].GetName(),
)
}
}(i)
}
}
// WebsocketDataReceiver handles websocket data coming from a websocket feed
// associated with an exchange
func (m *websocketRoutineManager) WebsocketDataReceiver(ws *stream.Websocket) {
if m == nil || atomic.LoadInt32(&m.started) == 0 {
return
}
m.wg.Add(1)
defer m.wg.Done()
for {
select {
case <-m.shutdown:
return
case data := <-ws.ToRoutine:
err := m.WebsocketDataHandler(ws.GetName(), data)
if err != nil {
log.Error(log.WebsocketMgr, err)
}
}
}
}
// WebsocketDataHandler is a central point for exchange websocket implementations to send
// processed data. WebsocketDataHandler will then pass that to an appropriate handler
func (m *websocketRoutineManager) WebsocketDataHandler(exchName string, data interface{}) error {
if data == nil {
return fmt.Errorf("exchange %s nil data sent to websocket",
exchName)
}
switch d := data.(type) {
case string:
log.Info(log.WebsocketMgr, d)
case error:
return fmt.Errorf("exchange %s websocket error - %s", exchName, data)
case stream.FundingData:
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s funding updated %+v",
exchName,
m.FormatCurrency(d.CurrencyPair),
d.AssetType,
d)
}
case *ticker.Price:
if m.syncer.IsRunning() {
err := m.syncer.Update(exchName,
d.Pair,
d.AssetType,
SyncItemTicker,
nil)
if err != nil {
return err
}
}
err := ticker.ProcessTicker(d)
if err != nil {
return err
}
m.syncer.PrintTickerSummary(d, "websocket", err)
case stream.KlineData:
if m.verbose {
log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
exchName,
m.FormatCurrency(d.Pair),
d.AssetType,
d)
}
case *orderbook.Base:
if m.syncer.IsRunning() {
err := m.syncer.Update(exchName,
d.Pair,
d.Asset,
SyncItemOrderbook,
nil)
if err != nil {
return err
}
}
m.syncer.PrintOrderbookSummary(d, "websocket", nil)
case *order.Detail:
m.printOrderSummary(d)
if !m.orderManager.Exists(d) {
err := m.orderManager.Add(d)
if err != nil {
return err
}
} else {
od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.ID)
if err != nil {
return err
}
od.UpdateOrderFromDetail(d)
err = m.orderManager.UpdateExistingOrder(od)
if err != nil {
return err
}
}
case *order.Modify:
m.printOrderChangeSummary(d)
od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.ID)
if err != nil {
return err
}
od.UpdateOrderFromModify(d)
err = m.orderManager.UpdateExistingOrder(od)
if err != nil {
return err
}
case order.ClassificationError:
return fmt.Errorf("%w %s", d.Err, d.Error())
case stream.UnhandledMessageWarning:
log.Warn(log.WebsocketMgr, d.Message)
case account.Change:
if m.verbose {
m.printAccountHoldingsChangeSummary(d)
}
case []trade.Data:
if m.verbose {
log.Infof(log.Trade, "%+v", d)
}
case []fill.Data:
if m.verbose {
log.Infof(log.Fill, "%+v", d)
}
default:
if m.verbose {
log.Warnf(log.WebsocketMgr,
"%s websocket Unknown type: %+v",
exchName,
d)
}
}
return nil
}
// FormatCurrency is a method that formats and returns a currency pair
// based on the user currency display preferences
func (m *websocketRoutineManager) FormatCurrency(p currency.Pair) currency.Pair {
if m == nil || atomic.LoadInt32(&m.started) == 0 {
return p
}
return p.Format(m.currencyConfig.CurrencyPairFormat.Delimiter,
m.currencyConfig.CurrencyPairFormat.Uppercase)
}
// printOrderChangeSummary this function will be deprecated when a order manager
// update is done.
func (m *websocketRoutineManager) printOrderChangeSummary(o *order.Modify) {
if m == nil || atomic.LoadInt32(&m.started) == 0 || o == nil {
return
}
log.Debugf(log.WebsocketMgr,
"Order Change: %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
o.Exchange,
o.AssetType,
o.Pair,
o.Status,
o.Type,
o.Side,
o.ID,
o.ClientOrderID,
o.Price,
o.Amount,
o.ExecutedAmount,
o.RemainingAmount)
}
// printOrderSummary this function will be deprecated when a order manager
// update is done.
func (m *websocketRoutineManager) printOrderSummary(o *order.Detail) {
if m == nil || atomic.LoadInt32(&m.started) == 0 || o == nil {
return
}
log.Debugf(log.WebsocketMgr,
"New Order: %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
o.Exchange,
o.AssetType,
o.Pair,
o.Status,
o.Type,
o.Side,
o.ID,
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(o account.Change) {
if m == nil || atomic.LoadInt32(&m.started) == 0 {
return
}
log.Debugf(log.WebsocketMgr,
"Account Holdings Balance Changed: %s %s %s has changed balance by %f for account: %s",
o.Exchange,
o.Asset,
o.Currency,
o.Amount,
o.Account)
}