Files
gocryptotrader/exchanges/btse/btse_websocket.go
Ryan O'Hara-Reid 98a277a4c3 Bugfixes: Bitfinex websocket, ZB market response and portfolio (#397)
* bug fix for websocket orderbook processing

* Fix more panics

* fix linter issue

* kick panic can down the road

* temp fix for issue with a 404 returned error as chainz.cryptoid dropped eth support

* Address nits and fixed orderbook updating

* Fix trade data, rm'd event time from struct

* fix time conversion for huobi

* Actually process kline data and fix time stamps

* btse time conversion fix and RM log, as it seems that the gain is reflecting transaction side. Drop ticker fetching support because there does not seem to be support on docs. And added trade fetching support.

* revert huobi println

* Adressed suggestion

* rm unnecessary assignment

* rm unnecessary check and assign

* fix conversion mishap

* fix currency conversion bug

* update websocket logging

* RM websocket type which stops conversion and copy

* fix linter issue, add in unknown side type
2019-12-19 13:40:30 +11:00

205 lines
5.6 KiB
Go

package btse
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/currency"
"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/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
btseWebsocket = "wss://ws.btse.com/spotWS"
btseWebsocketTimer = 57 * time.Second
)
// WsConnect connects the websocket client
func (b *BTSE) 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 err
}
go b.Pinger()
go b.WsHandleData()
b.GenerateDefaultSubscriptions()
return nil
}
// WsHandleData handles read data from websocket connection
func (b *BTSE) WsHandleData() {
b.Websocket.Wg.Add(1)
defer func() {
b.Websocket.Wg.Done()
}()
for {
select {
case <-b.Websocket.ShutdownC:
return
default:
resp, err := b.WebsocketConn.ReadMessage()
if err != nil {
b.Websocket.ReadMessageErrors <- err
return
}
b.Websocket.TrafficAlert <- struct{}{}
type Result map[string]interface{}
result := Result{}
err = json.Unmarshal(resp.Raw, &result)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
switch {
case strings.Contains(result["topic"].(string), "tradeHistory"):
var tradeHistory wsTradeHistory
err = json.Unmarshal(resp.Raw, &tradeHistory)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
for x := range tradeHistory.Data {
side := order.Buy.String()
if tradeHistory.Data[x].Gain == -1 {
side = order.Sell.String()
}
b.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(0, tradeHistory.Data[x].TransactionTime*int64(time.Millisecond)),
CurrencyPair: currency.NewPairFromString(strings.Replace(tradeHistory.Topic, "tradeHistory:", "", 1)),
AssetType: asset.Spot,
Exchange: b.Name,
Price: tradeHistory.Data[x].Price,
Amount: tradeHistory.Data[x].Amount,
Side: side,
}
}
case strings.Contains(result["topic"].(string), "orderBookApi"):
var t wsOrderBook
err = json.Unmarshal(resp.Raw, &t)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
var newOB orderbook.Base
var price, amount float64
for i := range t.Data.SellQuote {
p := strings.Replace(t.Data.SellQuote[i].Price, ",", "", -1)
price, err = strconv.ParseFloat(p, 64)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
a := strings.Replace(t.Data.SellQuote[i].Size, ",", "", -1)
amount, err = strconv.ParseFloat(a, 64)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
newOB.Asks = append(newOB.Asks, orderbook.Item{
Price: price,
Amount: amount,
})
}
for j := range t.Data.BuyQuote {
p := strings.Replace(t.Data.BuyQuote[j].Price, ",", "", -1)
price, err = strconv.ParseFloat(p, 64)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
a := strings.Replace(t.Data.BuyQuote[j].Size, ",", "", -1)
amount, err = strconv.ParseFloat(a, 64)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
newOB.Bids = append(newOB.Bids, orderbook.Item{
Price: price,
Amount: amount,
})
}
newOB.AssetType = asset.Spot
newOB.Pair = currency.NewPairFromString(t.Topic[strings.Index(t.Topic, ":")+1 : strings.Index(t.Topic, "_")])
newOB.ExchangeName = b.Name
err = b.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
b.Websocket.DataHandler <- err
continue
}
b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.Spot,
Exchange: b.Name}
default:
log.Warnf(log.ExchangeSys,
"%s: unhandled websocket response: %s", b.Name, resp.Raw)
}
}
}
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (b *BTSE) GenerateDefaultSubscriptions() {
var channels = []string{"orderBookApi:%s_0", "tradeHistory:%s"}
pairs := b.GetEnabledPairs(asset.Spot)
var subscriptions []wshandler.WebsocketChannelSubscription
for i := range channels {
for j := range pairs {
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[i], pairs[j]),
Currency: pairs[j],
})
}
}
b.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (b *BTSE) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var sub wsSub
sub.Operation = "subscribe"
sub.Arguments = []string{channelToSubscribe.Channel}
return b.WebsocketConn.SendMessage(sub)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *BTSE) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var unSub wsSub
unSub.Operation = "unsubscribe"
unSub.Arguments = []string{channelToSubscribe.Channel}
return b.WebsocketConn.SendMessage(unSub)
}
// Pinger pings
func (b *BTSE) Pinger() {
ticker := time.NewTicker(btseWebsocketTimer)
for {
select {
case <-b.Websocket.ShutdownC:
ticker.Stop()
return
case <-ticker.C:
b.WebsocketConn.Connection.WriteMessage(websocket.PingMessage, nil)
}
}
}