Files
gocryptotrader/exchanges/bitfinex/bitfinex_websocket.go
Scott 44ac3586a0 Bugfix: Websocket ping/pong improvements (#406)
* Renames func. Creates new func to setup pinghander either via gorilla style or our own

* Cleans up all ping pong handlers.......

* Clears up issues, makes naming a bit better

* Adds tests

* Adds ping support to binance

* Cleans up ping pongs and adds a comment

* Cleans up waitgroup stuff.

* DISCREETLY cleans up woeful function

* Fixes Kraken ping message type. Removes unnecessary test property. Adds `if err == websocket.ErrCloseSent {` to ping func

* +1 for +v
2020-01-03 15:47:46 +11:00

988 lines
33 KiB
Go

package bitfinex
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"reflect"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
var comms = make(chan wshandler.WebsocketResponse)
// WsConnect starts a new websocket connection
func (b *Bitfinex) WsConnect() error {
if !b.Websocket.IsEnabled() || !b.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := b.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v unable to connect to Websocket. Error: %s", b.Name, err)
}
go b.WsReadData(b.WebsocketConn)
if b.Websocket.CanUseAuthenticatedEndpoints() {
err = b.AuthenticatedWebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
log.Errorf(log.ExchangeSys, "%v unable to connect to authenticated Websocket. Error: %s", b.Name, err)
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
go b.WsReadData(b.AuthenticatedWebsocketConn)
err = b.WsSendAuth()
if err != nil {
log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", b.Name, err)
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
b.GenerateDefaultSubscriptions()
go b.WsDataHandler()
return nil
}
// WsReadData funnels both auth and public ws data into one manageable place
func (b *Bitfinex) WsReadData(ws *wshandler.WebsocketConnection) {
b.Websocket.Wg.Add(1)
defer b.Websocket.Wg.Done()
for {
select {
case <-b.Websocket.ShutdownC:
return
default:
resp, err := ws.ReadMessage()
if err != nil {
b.Websocket.DataHandler <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
comms <- resp
}
}
}
// WsDataHandler handles data from WsReadData
func (b *Bitfinex) WsDataHandler() {
b.Websocket.Wg.Add(1)
defer b.Websocket.Wg.Done()
for {
select {
case <-b.Websocket.ShutdownC:
return
case stream := <-comms:
if stream.Type == websocket.TextMessage {
var result interface{}
err := json.Unmarshal(stream.Raw, &result)
if err != nil {
b.Websocket.DataHandler <- err
return
}
switch reflect.TypeOf(result).String() {
case "map[string]interface {}":
eventData := result.(map[string]interface{})
event := eventData["event"]
switch event {
case "subscribed":
if symbol, ok := eventData["pair"].(string); ok {
b.WsAddSubscriptionChannel(int(eventData["chanId"].(float64)),
eventData["channel"].(string),
symbol,
)
} else if key, ok := eventData["key"].(string); ok {
b.WsAddSubscriptionChannel(int(eventData["chanId"].(float64)),
eventData["channel"].(string),
key,
)
}
case "auth":
status := eventData["status"].(string)
if status == "OK" {
b.Websocket.DataHandler <- eventData
b.WsAddSubscriptionChannel(0, "account", "N/A")
} else if status == "fail" {
b.Websocket.DataHandler <- fmt.Errorf("bitfinex.go error - Websocket unable to AUTH. Error code: %s",
eventData["code"].(string))
}
}
case "[]interface {}":
chanData := result.([]interface{})
if hb, ok := chanData[1].(string); ok {
// Capturing heart beat
if hb == "hb" {
continue
}
}
chanID := int(chanData[0].(float64))
chanInfo, ok := b.WebsocketSubdChannels[chanID]
if !ok && chanID != 0 {
b.Websocket.DataHandler <- fmt.Errorf("bitfinex.go error - Unable to locate chanID: %d",
chanID)
continue
}
switch chanInfo.Channel {
case wsBook:
var newOrderbook []WebsocketBook
curr := currency.NewPairFromString(chanInfo.Pair)
if obSnapBundle, ok := chanData[1].([]interface{}); ok {
switch id := obSnapBundle[0].(type) {
case []interface{}:
for i := range obSnapBundle {
data := obSnapBundle[i].([]interface{})
newOrderbook = append(newOrderbook, WebsocketBook{
ID: int64(data[0].(float64)),
Price: data[1].(float64),
Amount: data[2].(float64)})
}
err := b.WsInsertSnapshot(curr,
asset.Spot,
newOrderbook)
if err != nil {
b.Websocket.DataHandler <- fmt.Errorf("bitfinex_websocket.go inserting snapshot error: %s",
err)
}
case float64:
newOrderbook = append(newOrderbook, WebsocketBook{
ID: int64(id),
Price: obSnapBundle[1].(float64),
Amount: obSnapBundle[2].(float64)})
err := b.WsUpdateOrderbook(curr,
asset.Spot,
newOrderbook)
if err != nil {
b.Websocket.DataHandler <- fmt.Errorf("bitfinex_websocket.go inserting snapshot error: %s",
err)
}
}
}
continue
case wsCandles:
curr := currency.NewPairFromString(chanInfo.Pair)
if candleBundle, ok := chanData[1].([]interface{}); ok {
if len(candleBundle) == 0 {
continue
}
switch candleBundle[0].(type) {
case []interface{}:
for i := range candleBundle {
candle := candleBundle[i].([]interface{})
b.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Unix(0, candle[0].(int64)),
Exchange: b.Name,
AssetType: asset.Spot,
Pair: curr,
OpenPrice: candle[1].(float64),
ClosePrice: candle[2].(float64),
HighPrice: candle[3].(float64),
LowPrice: candle[4].(float64),
Volume: candle[5].(float64),
}
}
case float64:
b.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Unix(0, candleBundle[0].(int64)),
Exchange: b.Name,
AssetType: asset.Spot,
Pair: curr,
OpenPrice: candleBundle[1].(float64),
ClosePrice: candleBundle[2].(float64),
HighPrice: candleBundle[3].(float64),
LowPrice: candleBundle[4].(float64),
Volume: candleBundle[5].(float64),
}
}
}
continue
case wsTicker:
tickerData := chanData[1].([]interface{})
b.Websocket.DataHandler <- &ticker.Price{
ExchangeName: b.Name,
Bid: tickerData[0].(float64),
Ask: tickerData[2].(float64),
Last: tickerData[6].(float64),
Volume: tickerData[7].(float64),
High: tickerData[8].(float64),
Low: tickerData[9].(float64),
AssetType: asset.Spot,
Pair: currency.NewPairFromString(chanInfo.Pair),
}
continue
case wsTrades:
var trades []WebsocketTrade
switch len(chanData) {
case 2:
snapshot := chanData[1].([]interface{})
for i := range snapshot {
elem := snapshot[i].([]interface{})
if len(elem) == 5 {
trades = append(trades,
WebsocketTrade{
ID: int64(elem[0].(float64)),
Timestamp: int64(elem[1].(float64)),
Amount: elem[3].(float64),
Rate: elem[4].(float64),
Period: int64(elem[4].(float64)),
})
continue
}
trades = append(trades,
WebsocketTrade{
ID: int64(elem[0].(float64)),
Timestamp: int64(elem[1].(float64)),
Price: elem[3].(float64),
Amount: elem[2].(float64),
})
}
case 3:
if chanData[1].(string) == wsTradeExecutionUpdate ||
chanData[1].(string) == wsFundingTradeUpdate {
// "(f)te - trade executed" && "(f)tu - trade updated"
// contain the same amount of data
// "(f)te" gets sent first so we can drop "(f)tu"
continue
}
data := chanData[2].([]interface{})
trades = append(trades, WebsocketTrade{
ID: int64(data[0].(float64)),
Timestamp: int64(data[1].(float64)),
Price: data[3].(float64),
Amount: data[2].(float64)})
}
for i := range trades {
side := order.Buy.String()
newAmount := trades[i].Amount
if newAmount < 0 {
side = order.Sell.String()
newAmount *= -1
}
if trades[i].Rate > 0 {
b.Websocket.DataHandler <- wshandler.FundingData{
CurrencyPair: currency.NewPairFromString(chanInfo.Pair),
Timestamp: time.Unix(0, trades[i].Timestamp*int64(time.Millisecond)),
Amount: newAmount,
Exchange: b.Name,
AssetType: asset.Spot,
Side: side,
Rate: trades[i].Rate,
Period: trades[i].Period,
}
continue
}
b.Websocket.DataHandler <- wshandler.TradeData{
CurrencyPair: currency.NewPairFromString(chanInfo.Pair),
Timestamp: time.Unix(0, trades[i].Timestamp*int64(time.Millisecond)),
Price: trades[i].Price,
Amount: newAmount,
Exchange: b.Name,
AssetType: asset.Spot,
Side: side,
}
}
continue
}
if authResp, ok := chanData[1].(string); ok {
switch authResp {
case wsHeartbeat, pong:
continue
case wsNotification:
notification := chanData[2].([]interface{})
if data, ok := notification[4].([]interface{}); ok {
channelName := notification[1].(string)
switch {
case strings.Contains(channelName, wsOrderUpdate),
strings.Contains(channelName, wsOrderCancel),
strings.Contains(channelName, wsFundingOrderCancel):
if data[0] != nil && data[0].(float64) > 0 {
b.AuthenticatedWebsocketConn.AddResponseWithID(int64(data[0].(float64)), stream.Raw)
continue
}
case strings.Contains(channelName, wsOrderNew):
if data[2] != nil && data[2].(float64) > 0 {
b.AuthenticatedWebsocketConn.AddResponseWithID(int64(data[2].(float64)), stream.Raw)
continue
}
}
b.Websocket.DataHandler <- fmt.Errorf("%s - Unexpected data returned %s", b.Name, stream.Raw)
continue
}
if notification[5] != nil && strings.EqualFold(notification[5].(string), wsError) {
b.Websocket.DataHandler <- fmt.Errorf("%s - Error %s", b.Name, notification[6].(string))
}
case wsPositionSnapshot:
var snapshot []WebsocketPosition
if snapBundle, ok := chanData[2].([]interface{}); ok && len(snapBundle) > 0 {
if _, ok := snapBundle[0].([]interface{}); ok {
for i := range snapBundle {
positionData := snapBundle[i].([]interface{})
position := WebsocketPosition{
Pair: positionData[0].(string),
Status: positionData[1].(string),
Amount: positionData[2].(float64),
Price: positionData[3].(float64),
MarginFunding: positionData[4].(float64),
MarginFundingType: int64(positionData[5].(float64)),
ProfitLoss: positionData[6].(float64),
ProfitLossPercent: positionData[7].(float64),
LiquidationPrice: positionData[8].(float64),
Leverage: positionData[9].(float64),
}
snapshot = append(snapshot, position)
}
b.Websocket.DataHandler <- snapshot
}
}
case wsPositionNew, wsPositionUpdate, wsPositionClose:
if positionData, ok := chanData[2].([]interface{}); ok && len(positionData) > 0 {
position := WebsocketPosition{
Pair: positionData[0].(string),
Status: positionData[1].(string),
Amount: positionData[2].(float64),
Price: positionData[3].(float64),
MarginFunding: positionData[4].(float64),
MarginFundingType: int64(positionData[5].(float64)),
ProfitLoss: positionData[6].(float64),
ProfitLossPercent: positionData[7].(float64),
LiquidationPrice: positionData[8].(float64),
Leverage: positionData[9].(float64),
}
b.Websocket.DataHandler <- position
}
case wsTradeExecutionUpdate:
if tradeData, ok := chanData[2].([]interface{}); ok && len(tradeData) > 4 {
b.Websocket.DataHandler <- WebsocketTradeData{
TradeID: int64(tradeData[0].(float64)),
Pair: tradeData[1].(string),
Timestamp: int64(tradeData[2].(float64)),
OrderID: int64(tradeData[3].(float64)),
AmountExecuted: tradeData[4].(float64),
PriceExecuted: tradeData[5].(float64),
OrderType: tradeData[6].(string),
OrderPrice: tradeData[7].(float64),
Maker: tradeData[8].(float64) == 1,
Fee: tradeData[9].(float64),
FeeCurrency: tradeData[10].(string),
}
}
case wsFundingOrderSnapshot:
var snapshot []WsFundingOffer
if snapBundle, ok := chanData[2].([]interface{}); ok && len(snapBundle) > 0 {
if _, ok := snapBundle[0].([]interface{}); ok {
for i := range snapBundle {
data := snapBundle[i].([]interface{})
offer := WsFundingOffer{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Created: int64(data[2].(float64)),
Updated: int64(data[3].(float64)),
Amount: data[4].(float64),
AmountOrig: data[5].(float64),
Type: data[6].(string),
Flags: data[9].(float64),
Status: data[10].(string),
Rate: data[14].(float64),
Period: int64(data[15].(float64)),
Notify: data[16].(float64) == 1,
Hidden: data[17].(float64) == 1,
Insure: data[18].(float64) == 1,
Renew: data[19].(float64) == 1,
RateReal: data[20].(float64),
}
snapshot = append(snapshot, offer)
}
b.Websocket.DataHandler <- snapshot
}
}
case wsFundingOrderNew, wsFundingOrderUpdate, wsFundingOrderCancel:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
b.Websocket.DataHandler <- WsFundingOffer{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Created: int64(data[2].(float64)),
Updated: int64(data[3].(float64)),
Amount: data[4].(float64),
AmountOrig: data[5].(float64),
Type: data[6].(string),
Flags: data[9].(float64),
Status: data[10].(string),
Rate: data[14].(float64),
Period: int64(data[15].(float64)),
Notify: data[16].(float64) == 1,
Hidden: data[17].(float64) == 1,
Insure: data[18].(float64) == 1,
Renew: data[19].(float64) == 1,
RateReal: data[20].(float64),
}
}
case wsFundingCreditSnapshot:
var snapshot []WsCredit
if snapBundle, ok := chanData[2].([]interface{}); ok && len(snapBundle) > 0 {
if _, ok := snapBundle[0].([]interface{}); ok {
for i := range snapBundle {
data := snapBundle[i].([]interface{})
credit := WsCredit{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Side: data[2].(string),
Created: int64(data[3].(float64)),
Updated: int64(data[4].(float64)),
Amount: data[5].(float64),
Flags: data[6].(string),
Status: data[7].(string),
Rate: data[11].(float64),
Period: int64(data[12].(float64)),
Opened: int64(data[13].(float64)),
LastPayout: int64(data[14].(float64)),
Notify: data[15].(float64) == 1,
Hidden: data[16].(float64) == 1,
Insure: data[17].(float64) == 1,
Renew: data[18].(float64) == 1,
RateReal: data[19].(float64),
NoClose: data[20].(float64) == 1,
PositionPair: data[21].(string),
}
snapshot = append(snapshot, credit)
}
b.Websocket.DataHandler <- snapshot
}
}
case wsFundingCreditNew, wsFundingCreditUpdate, wsFundingCreditCancel:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
b.Websocket.DataHandler <- WsCredit{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Side: data[2].(string),
Created: int64(data[3].(float64)),
Updated: int64(data[4].(float64)),
Amount: data[5].(float64),
Flags: data[6].(string),
Status: data[7].(string),
Rate: data[11].(float64),
Period: int64(data[12].(float64)),
Opened: int64(data[13].(float64)),
LastPayout: int64(data[14].(float64)),
Notify: data[15].(float64) == 1,
Hidden: data[16].(float64) == 1,
Insure: data[17].(float64) == 1,
Renew: data[18].(float64) == 1,
RateReal: data[19].(float64),
NoClose: data[20].(float64) == 1,
PositionPair: data[21].(string),
}
}
case wsFundingLoanSnapshot:
var snapshot []WsCredit
if snapBundle, ok := chanData[2].([]interface{}); ok && len(snapBundle) > 0 {
if _, ok := snapBundle[0].([]interface{}); ok {
for i := range snapBundle {
data := snapBundle[i].([]interface{})
credit := WsCredit{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Side: data[2].(string),
Created: int64(data[3].(float64)),
Updated: int64(data[4].(float64)),
Amount: data[5].(float64),
Flags: data[6].(string),
Status: data[7].(string),
Rate: data[11].(float64),
Period: int64(data[12].(float64)),
Opened: int64(data[13].(float64)),
LastPayout: int64(data[14].(float64)),
Notify: data[15].(float64) == 1,
Hidden: data[16].(float64) == 1,
Insure: data[17].(float64) == 1,
Renew: data[18].(float64) == 1,
RateReal: data[19].(float64),
NoClose: data[20].(float64) == 1,
}
snapshot = append(snapshot, credit)
}
b.Websocket.DataHandler <- snapshot
}
}
case wsFundingLoanNew, wsFundingLoanUpdate, wsFundingLoanCancel:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
b.Websocket.DataHandler <- WsCredit{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
Side: data[2].(string),
Created: int64(data[3].(float64)),
Updated: int64(data[4].(float64)),
Amount: data[5].(float64),
Flags: data[6].(string),
Status: data[7].(string),
Rate: data[11].(float64),
Period: int64(data[12].(float64)),
Opened: int64(data[13].(float64)),
LastPayout: int64(data[14].(float64)),
Notify: data[15].(float64) == 1,
Hidden: data[16].(float64) == 1,
Insure: data[17].(float64) == 1,
Renew: data[18].(float64) == 1,
RateReal: data[19].(float64),
NoClose: data[20].(float64) == 1,
}
}
case wsWalletSnapshot:
var snapshot []WsWallet
if snapBundle, ok := chanData[2].([]interface{}); ok && len(snapBundle) > 0 {
if _, ok := snapBundle[0].([]interface{}); ok {
for i := range snapBundle {
data := snapBundle[i].([]interface{})
var balanceAvailable float64
if _, ok := data[4].(float64); ok {
balanceAvailable = data[4].(float64)
}
wallet := WsWallet{
Type: data[0].(string),
Currency: data[1].(string),
Balance: data[2].(float64),
UnsettledInterest: data[3].(float64),
BalanceAvailable: balanceAvailable,
}
snapshot = append(snapshot, wallet)
}
b.Websocket.DataHandler <- snapshot
}
}
case wsWalletUpdate:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
var balanceAvailable float64
if _, ok := data[4].(float64); ok {
balanceAvailable = data[4].(float64)
}
b.Websocket.DataHandler <- WsWallet{
Type: data[0].(string),
Currency: data[1].(string),
Balance: data[2].(float64),
UnsettledInterest: data[3].(float64),
BalanceAvailable: balanceAvailable,
}
}
case wsBalanceUpdate:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
b.Websocket.DataHandler <- WsBalanceInfo{
TotalAssetsUnderManagement: data[0].(float64),
NetAssetsUnderManagement: data[1].(float64),
}
}
case wsMarginInfoUpdate:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
if data[0].(string) == "base" {
if infoBase, ok := chanData[2].([]interface{}); ok && len(infoBase) > 0 {
baseData := data[1].([]interface{})
b.Websocket.DataHandler <- WsMarginInfoBase{
UserProfitLoss: baseData[0].(float64),
UserSwaps: baseData[1].(float64),
MarginBalance: baseData[2].(float64),
MarginNet: baseData[3].(float64),
}
}
}
}
case wsFundingInfoUpdate:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
if data[0].(string) == "sym" {
symbolData := data[1].([]interface{})
b.Websocket.DataHandler <- WsFundingInfo{
YieldLoan: symbolData[0].(float64),
YieldLend: symbolData[1].(float64),
DurationLoan: symbolData[2].(float64),
DurationLend: symbolData[3].(float64),
}
}
}
case wsFundingTradeExecuted, wsFundingTradeUpdate:
if data, ok := chanData[2].([]interface{}); ok && len(data) > 0 {
b.Websocket.DataHandler <- WsFundingTrade{
ID: int64(data[0].(float64)),
Symbol: data[1].(string),
MTSCreated: int64(data[2].(float64)),
OfferID: int64(data[3].(float64)),
Amount: data[4].(float64),
Rate: data[5].(float64),
Period: int64(data[6].(float64)),
Maker: data[7].(float64) == 1,
}
}
}
}
}
}
}
}
}
// WsInsertSnapshot add the initial orderbook snapshot when subscribed to a
// channel
func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books []WebsocketBook) error {
if len(books) == 0 {
return errors.New("bitfinex.go error - no orderbooks submitted")
}
var bid, ask []orderbook.Item
for i := range books {
if books[i].Amount > 0 {
bid = append(bid, orderbook.Item{
ID: books[i].ID,
Amount: books[i].Amount,
Price: books[i].Price})
} else {
ask = append(ask, orderbook.Item{
ID: books[i].ID,
Amount: books[i].Amount * -1,
Price: books[i].Price})
}
}
var newOrderBook orderbook.Base
newOrderBook.Asks = ask
newOrderBook.AssetType = assetType
newOrderBook.Bids = bid
newOrderBook.Pair = p
newOrderBook.ExchangeName = b.Name
err := b.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
return fmt.Errorf("bitfinex.go error - %s", err)
}
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.Name}
return nil
}
// WsUpdateOrderbook updates the orderbook list, removing and adding to the
// orderbook sides
func (b *Bitfinex) WsUpdateOrderbook(p currency.Pair, assetType asset.Item, book []WebsocketBook) error {
orderbookUpdate := wsorderbook.WebsocketOrderbookUpdate{
Asset: assetType,
Pair: p,
}
for i := range book {
switch {
case book[i].Price > 0:
orderbookUpdate.Action = "update/insert"
if book[i].Amount > 0 {
// update bid
orderbookUpdate.Bids = append(orderbookUpdate.Bids,
orderbook.Item{
ID: book[i].ID,
Amount: book[i].Amount,
Price: book[i].Price})
} else if book[i].Amount < 0 {
// update ask
orderbookUpdate.Asks = append(orderbookUpdate.Asks,
orderbook.Item{
ID: book[i].ID,
Amount: book[i].Amount * -1,
Price: book[i].Price})
}
case book[i].Price == 0:
orderbookUpdate.Action = "delete"
if book[i].Amount == 1 {
// delete bid
orderbookUpdate.Bids = append(orderbookUpdate.Bids,
orderbook.Item{
ID: book[i].ID})
} else if book[i].Amount == -1 {
// delete ask
orderbookUpdate.Asks = append(orderbookUpdate.Asks,
orderbook.Item{
ID: book[i].ID})
}
}
}
err := b.Websocket.Orderbook.Update(&orderbookUpdate)
if err != nil {
return err
}
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: p,
Asset: assetType,
Exchange: b.Name}
return nil
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (b *Bitfinex) GenerateDefaultSubscriptions() {
var channels = []string{
wsBook,
wsTrades,
wsTicker,
wsCandles,
}
var subscriptions []wshandler.WebsocketChannelSubscription
for i := range channels {
enabledPairs := b.GetEnabledPairs(asset.Spot)
for j := range enabledPairs {
if strings.HasPrefix(enabledPairs[j].Base.String(), "f") {
log.Warnf(log.WebsocketMgr,
"%v - Websocket does not support funding currency %v, skipping",
b.Name, enabledPairs[j])
continue
}
b.appendOptionalDelimiter(&enabledPairs[j])
params := make(map[string]interface{})
if channels[i] == wsBook {
params["prec"] = "R0"
params["len"] = "100"
}
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledPairs[j],
Params: params,
})
}
}
b.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (b *Bitfinex) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
req := make(map[string]interface{})
req["event"] = "subscribe"
req["channel"] = channelToSubscribe.Channel
if channelToSubscribe.Currency.String() != "" {
if channelToSubscribe.Channel == wsCandles {
// TODO: Add ability to select timescale
req["key"] = fmt.Sprintf("trade:1D:%v",
b.FormatExchangeCurrency(channelToSubscribe.Currency, asset.Spot).String())
} else {
req["symbol"] = b.FormatExchangeCurrency(channelToSubscribe.Currency,
asset.Spot).String()
}
}
if len(channelToSubscribe.Params) > 0 {
for k, v := range channelToSubscribe.Params {
req[k] = v
}
}
return b.WebsocketConn.SendJSONMessage(req)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *Bitfinex) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
req := make(map[string]interface{})
req["event"] = "unsubscribe"
req["channel"] = channelToSubscribe.Channel
if len(channelToSubscribe.Params) > 0 {
for k, v := range channelToSubscribe.Params {
req[k] = v
}
}
return b.WebsocketConn.SendJSONMessage(req)
}
// WsSendAuth sends a autheticated event payload
func (b *Bitfinex) WsSendAuth() error {
if !b.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", b.Name)
}
nonce := strconv.FormatInt(time.Now().Unix(), 10)
payload := "AUTH" + nonce
request := WsAuthRequest{
Event: "auth",
APIKey: b.API.Credentials.Key,
AuthPayload: payload,
AuthSig: crypto.HexEncodeToString(
crypto.GetHMAC(
crypto.HashSHA512_384,
[]byte(payload),
[]byte(b.API.Credentials.Secret))),
AuthNonce: nonce,
DeadManSwitch: 0,
}
err := b.AuthenticatedWebsocketConn.SendJSONMessage(request)
if err != nil {
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
return nil
}
// WsAddSubscriptionChannel adds a new subscription channel to the
// WebsocketSubdChannels map in bitfinex.go (Bitfinex struct)
func (b *Bitfinex) WsAddSubscriptionChannel(chanID int, channel, pair string) {
chanInfo := WebsocketChanInfo{Pair: pair, Channel: channel}
b.WebsocketSubdChannels[chanID] = chanInfo
if b.Verbose {
log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n",
b.Name,
channel,
pair,
chanID)
}
}
// WsNewOrder authenticated new order request
func (b *Bitfinex) WsNewOrder(data *WsNewOrderRequest) (string, error) {
data.CustomID = b.AuthenticatedWebsocketConn.GenerateMessageID(false)
request := makeRequestInterface(wsOrderNew, data)
resp, err := b.AuthenticatedWebsocketConn.SendMessageReturnResponse(data.CustomID, request)
if err != nil {
return "", err
}
if resp == nil {
return "", errors.New(b.Name + " - Order message not returned")
}
var respData []interface{}
err = json.Unmarshal(resp, &respData)
if err != nil {
return "", err
}
responseDataDetail := respData[2].([]interface{})
responseOrderDetail := responseDataDetail[4].([]interface{})
var orderID string
if responseOrderDetail[0] != nil && responseOrderDetail[0].(float64) > 0 {
orderID = strconv.FormatFloat(responseOrderDetail[0].(float64), 'f', -1, 64)
}
errCode := responseDataDetail[6].(string)
errorMessage := responseDataDetail[7].(string)
if strings.EqualFold(errCode, wsError) {
return orderID, errors.New(b.Name + " - " + errCode + ": " + errorMessage)
}
return orderID, nil
}
// WsModifyOrder authenticated modify order request
func (b *Bitfinex) WsModifyOrder(data *WsUpdateOrderRequest) error {
request := makeRequestInterface(wsOrderUpdate, data)
resp, err := b.AuthenticatedWebsocketConn.SendMessageReturnResponse(data.OrderID, request)
if err != nil {
return err
}
if resp == nil {
return errors.New(b.Name + " - Order message not returned")
}
var responseData []interface{}
err = json.Unmarshal(resp, &responseData)
if err != nil {
return err
}
responseOrderData := responseData[2].([]interface{})
errCode := responseOrderData[6].(string)
errorMessage := responseOrderData[7].(string)
if strings.EqualFold(errCode, wsError) {
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
}
return nil
}
// WsCancelMultiOrders authenticated cancel multi order request
func (b *Bitfinex) WsCancelMultiOrders(orderIDs []int64) error {
cancel := WsCancelGroupOrdersRequest{
OrderID: orderIDs,
}
request := makeRequestInterface(wsCancelMultipleOrders, cancel)
return b.AuthenticatedWebsocketConn.SendJSONMessage(request)
}
// WsCancelOrder authenticated cancel order request
func (b *Bitfinex) WsCancelOrder(orderID int64) error {
cancel := WsCancelOrderRequest{
OrderID: orderID,
}
request := makeRequestInterface(wsOrderCancel, cancel)
resp, err := b.AuthenticatedWebsocketConn.SendMessageReturnResponse(orderID, request)
if err != nil {
return err
}
if resp == nil {
return fmt.Errorf("%v - Order %v failed to cancel", b.Name, orderID)
}
var responseData []interface{}
err = json.Unmarshal(resp, &responseData)
if err != nil {
return err
}
responseOrderData := responseData[2].([]interface{})
errCode := responseOrderData[6].(string)
errorMessage := responseOrderData[7].(string)
if strings.EqualFold(errCode, wsError) {
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
}
return nil
}
// WsCancelAllOrders authenticated cancel all orders request
func (b *Bitfinex) WsCancelAllOrders() error {
cancelAll := WsCancelAllOrdersRequest{All: 1}
request := makeRequestInterface(wsCancelMultipleOrders, cancelAll)
return b.AuthenticatedWebsocketConn.SendJSONMessage(request)
}
// WsNewOffer authenticated new offer request
func (b *Bitfinex) WsNewOffer(data *WsNewOfferRequest) error {
request := makeRequestInterface(wsFundingOrderNew, data)
return b.AuthenticatedWebsocketConn.SendJSONMessage(request)
}
// WsCancelOffer authenticated cancel offer request
func (b *Bitfinex) WsCancelOffer(orderID int64) error {
cancel := WsCancelOrderRequest{
OrderID: orderID,
}
request := makeRequestInterface(wsFundingOrderCancel, cancel)
resp, err := b.AuthenticatedWebsocketConn.SendMessageReturnResponse(orderID, request)
if err != nil {
return err
}
if resp == nil {
return fmt.Errorf("%v - Order %v failed to cancel", b.Name, orderID)
}
var responseData []interface{}
err = json.Unmarshal(resp, &responseData)
if err != nil {
return err
}
responseOrderData := responseData[2].([]interface{})
errCode := responseOrderData[6].(string)
var errorMessage string
if responseOrderData[7] != nil {
errorMessage = responseOrderData[7].(string)
}
if strings.EqualFold(errCode, wsError) {
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
}
return nil
}
func makeRequestInterface(channelName string, data interface{}) []interface{} {
return []interface{}{0, channelName, nil, data}
}