Files
gocryptotrader/exchanges/coinbene/coinbene_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

369 lines
11 KiB
Go

package coinbene
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"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/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
)
const (
coinbeneWsURL = "wss://ws-contract.coinbene.vip/openapi/ws"
event = "event"
topic = "topic"
)
// WsConnect connects to websocket
func (c *Coinbene) WsConnect() error {
if !c.Websocket.IsEnabled() || !c.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := c.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go c.WsDataHandler()
if c.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
err = c.Login()
if err != nil {
c.Websocket.DataHandler <- err
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
c.GenerateDefaultSubscriptions()
return nil
}
// GenerateDefaultSubscriptions generates stuff
func (c *Coinbene) GenerateDefaultSubscriptions() {
var channels = []string{"orderBook.%s.100", "tradeList.%s", "ticker.%s", "kline.%s"}
var subscriptions []wshandler.WebsocketChannelSubscription
pairs := c.GetEnabledPairs(asset.PerpetualSwap)
for x := range channels {
for y := range pairs {
pairs[y].Delimiter = ""
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[x], pairs[y]),
Currency: pairs[y],
})
}
}
c.Websocket.SubscribeToChannels(subscriptions)
}
// GenerateAuthSubs generates auth subs
func (c *Coinbene) GenerateAuthSubs() {
var subscriptions []wshandler.WebsocketChannelSubscription
var sub wshandler.WebsocketChannelSubscription
var userChannels = []string{"user.account", "user.position", "user.order"}
for z := range userChannels {
sub.Channel = userChannels[z]
subscriptions = append(subscriptions, sub)
}
c.Websocket.SubscribeToChannels(subscriptions)
}
// WsDataHandler handles websocket data
func (c *Coinbene) WsDataHandler() {
c.Websocket.Wg.Add(1)
defer c.Websocket.Wg.Done()
for {
select {
case <-c.Websocket.ShutdownC:
return
default:
stream, err := c.WebsocketConn.ReadMessage()
if err != nil {
c.Websocket.DataHandler <- err
return
}
c.Websocket.TrafficAlert <- struct{}{}
if string(stream.Raw) == "ping" {
c.WebsocketConn.Lock()
c.WebsocketConn.Connection.WriteMessage(websocket.TextMessage, []byte("pong"))
c.WebsocketConn.Unlock()
continue
}
var result map[string]interface{}
err = json.Unmarshal(stream.Raw, &result)
if err != nil {
c.Websocket.DataHandler <- err
}
_, ok := result[event]
switch {
case ok && (result[event].(string) == "subscribe" || result[event].(string) == "unsubscribe"):
continue
case ok && result[event].(string) == "error":
c.Websocket.DataHandler <- fmt.Errorf("message: %s. code: %v", result["message"], result["code"])
continue
}
if ok && strings.Contains(result[event].(string), "login") {
if result["success"].(bool) {
c.Websocket.SetCanUseAuthenticatedEndpoints(true)
c.GenerateAuthSubs()
continue
}
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
c.Websocket.DataHandler <- fmt.Errorf("message: %s. code: %v", result["message"], result["code"])
continue
}
switch {
case strings.Contains(result[topic].(string), "ticker"):
var wsTicker WsTicker
err = json.Unmarshal(stream.Raw, &wsTicker)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for x := range wsTicker.Data {
c.Websocket.DataHandler <- &ticker.Price{
Volume: wsTicker.Data[x].Volume24h,
Last: wsTicker.Data[x].LastPrice,
High: wsTicker.Data[x].High24h,
Low: wsTicker.Data[x].Low24h,
Bid: wsTicker.Data[x].BestBidPrice,
Ask: wsTicker.Data[x].BestAskPrice,
Pair: currency.NewPairFromFormattedPairs(wsTicker.Data[x].Symbol,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true)),
ExchangeName: c.Name,
AssetType: asset.PerpetualSwap,
LastUpdated: wsTicker.Data[x].Timestamp,
}
}
case strings.Contains(result[topic].(string), "tradeList"):
var tradeList WsTradeList
err = json.Unmarshal(stream.Raw, &tradeList)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
var t time.Time
var price, amount float64
t, err = time.Parse(time.RFC3339, tradeList.Data[0][3])
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(tradeList.Data[0][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
amount, err = strconv.ParseFloat(tradeList.Data[0][2], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
p := strings.Replace(tradeList.Topic, "tradeList.", "", 1)
c.Websocket.DataHandler <- wshandler.TradeData{
CurrencyPair: currency.NewPairFromFormattedPairs(p,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true)),
Timestamp: t,
Price: price,
Amount: amount,
Exchange: c.Name,
AssetType: asset.PerpetualSwap,
Side: tradeList.Data[0][1],
}
case strings.Contains(result[topic].(string), "orderBook"):
orderBook := struct {
Topic string `json:"topic"`
Action string `json:"action"`
Data []struct {
Bids [][]string `json:"bids"`
Asks [][]string `json:"asks"`
Version int64 `json:"version"`
Timestamp time.Time `json:"timestamp"`
} `json:"data"`
}{}
err = json.Unmarshal(stream.Raw, &orderBook)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
p := strings.Replace(orderBook.Topic, "orderBook.", "", 1)
cp := currency.NewPairFromFormattedPairs(p,
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true))
var amount, price float64
var asks, bids []orderbook.Item
for i := range orderBook.Data[0].Asks {
amount, err = strconv.ParseFloat(orderBook.Data[0].Asks[i][1], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(orderBook.Data[0].Asks[i][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
asks = append(asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
for j := range orderBook.Data[0].Bids {
amount, err = strconv.ParseFloat(orderBook.Data[0].Bids[j][1], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
price, err = strconv.ParseFloat(orderBook.Data[0].Bids[j][0], 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
bids = append(bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
if orderBook.Action == "insert" {
var newOB orderbook.Base
newOB.Asks = asks
newOB.Bids = bids
newOB.AssetType = asset.PerpetualSwap
newOB.Pair = cp
newOB.ExchangeName = c.Name
newOB.LastUpdated = orderBook.Data[0].Timestamp
err = c.Websocket.Orderbook.LoadSnapshot(&newOB)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.PerpetualSwap,
Exchange: c.Name,
}
} else if orderBook.Action == "update" {
newOB := wsorderbook.WebsocketOrderbookUpdate{
Asks: asks,
Bids: bids,
Asset: asset.PerpetualSwap,
Pair: cp,
UpdateID: orderBook.Data[0].Version,
UpdateTime: orderBook.Data[0].Timestamp,
}
err = c.Websocket.Orderbook.Update(&newOB)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{Pair: newOB.Pair,
Asset: asset.PerpetualSwap,
Exchange: c.Name,
}
}
case strings.Contains(result[topic].(string), "kline"):
var kline WsKline
var tempFloat float64
var tempKline []float64
err = json.Unmarshal(stream.Raw, &kline)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for x := 2; x < len(kline.Data[0]); x++ {
tempFloat, err = strconv.ParseFloat(kline.Data[0][x].(string), 64)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
tempKline = append(tempKline, tempFloat)
}
p := currency.NewPairFromFormattedPairs(kline.Data[0][0].(string),
c.GetEnabledPairs(asset.PerpetualSwap),
c.GetPairFormat(asset.PerpetualSwap, true))
c.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Unix(int64(kline.Data[0][1].(float64)), 0),
Pair: p,
AssetType: asset.PerpetualSwap,
Exchange: c.Name,
OpenPrice: tempKline[0],
ClosePrice: tempKline[1],
HighPrice: tempKline[2],
LowPrice: tempKline[3],
Volume: tempKline[4],
}
case strings.Contains(result[topic].(string), "user.account"):
var userinfo WsUserInfo
err = json.Unmarshal(stream.Raw, &userinfo)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- userinfo
case strings.Contains(result[topic].(string), "user.position"):
var position WsPosition
err = json.Unmarshal(stream.Raw, &position)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- position
case strings.Contains(result[topic].(string), "user.order"):
var orders WsUserOrders
err = json.Unmarshal(stream.Raw, &orders)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
c.Websocket.DataHandler <- orders
default:
c.Websocket.DataHandler <- fmt.Errorf("%s - unhandled response '%s'", c.Name, stream.Raw)
}
}
}
}
// Subscribe sends a websocket message to receive data from the channel
func (c *Coinbene) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var sub WsSub
sub.Operation = "subscribe"
sub.Arguments = []string{channelToSubscribe.Channel}
return c.WebsocketConn.SendMessage(sub)
}
// Unsubscribe sends a websocket message to receive data from the channel
func (c *Coinbene) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
var sub WsSub
sub.Operation = "unsubscribe"
sub.Arguments = []string{channelToSubscribe.Channel}
return c.WebsocketConn.SendMessage(sub)
}
// Login logs in
func (c *Coinbene) Login() error {
var sub WsSub
expTime := time.Now().Add(time.Minute * 10).Format("2006-01-02T15:04:05Z")
signMsg := expTime + http.MethodGet + "/login"
tempSign := crypto.GetHMAC(crypto.HashSHA256,
[]byte(signMsg),
[]byte(c.API.Credentials.Secret))
sign := crypto.HexEncodeToString(tempSign)
sub.Operation = "login"
sub.Arguments = []string{c.API.Credentials.Key, expTime, sign}
return c.WebsocketConn.SendMessage(sub)
}