Files
gocryptotrader/exchanges/lakebtc/lakebtc_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

283 lines
7.8 KiB
Go

package lakebtc
import (
"encoding/json"
"errors"
"fmt"
"strconv"
"strings"
"time"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
"github.com/toorop/go-pusher"
)
const (
lakeBTCWSURL = "ws.lakebtc.com:8085"
marketGlobalEndpoint = "market-global"
marketSubstring = "market-"
globalSubstring = "-global"
tickerHighString = "high"
tickerLastString = "last"
tickerLowString = "low"
tickerVolumeString = "volume"
wssSchem = "wss"
)
// WsConnect initiates a new websocket connection
func (l *LakeBTC) WsConnect() error {
if !l.Websocket.IsEnabled() || !l.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var err error
l.WebsocketConn.Client, err = pusher.NewCustomClient(strings.ToLower(l.Name), lakeBTCWSURL, wssSchem)
if err != nil {
return err
}
err = l.WebsocketConn.Client.Subscribe(marketGlobalEndpoint)
if err != nil {
return err
}
l.GenerateDefaultSubscriptions()
err = l.listenToEndpoints()
if err != nil {
return err
}
go l.wsHandleIncomingData()
return nil
}
func (l *LakeBTC) listenToEndpoints() error {
var err error
l.WebsocketConn.Ticker, err = l.WebsocketConn.Client.Bind("tickers")
if err != nil {
return fmt.Errorf("%s Websocket Bind error: %s", l.Name, err)
}
l.WebsocketConn.Orderbook, err = l.WebsocketConn.Client.Bind("update")
if err != nil {
return fmt.Errorf("%s Websocket Bind error: %s", l.Name, err)
}
l.WebsocketConn.Trade, err = l.WebsocketConn.Client.Bind("trades")
if err != nil {
return fmt.Errorf("%s Websocket Bind error: %s", l.Name, err)
}
return nil
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (l *LakeBTC) GenerateDefaultSubscriptions() {
var subscriptions []wshandler.WebsocketChannelSubscription
enabledCurrencies := l.GetEnabledPairs(asset.Spot)
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
channel := marketSubstring +
enabledCurrencies[j].Lower().String() +
globalSubstring
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channel,
Currency: enabledCurrencies[j],
})
}
l.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (l *LakeBTC) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
return l.WebsocketConn.Client.Subscribe(channelToSubscribe.Channel)
}
// wsHandleIncomingData services incoming data from the websocket connection
func (l *LakeBTC) wsHandleIncomingData() {
l.Websocket.Wg.Add(1)
defer l.Websocket.Wg.Done()
for {
select {
case <-l.Websocket.ShutdownC:
return
case data := <-l.WebsocketConn.Ticker:
if l.Verbose {
log.Debugf(log.ExchangeSys,
"%v Websocket message received: %v", l.Name, data)
}
l.Websocket.TrafficAlert <- struct{}{}
err := l.processTicker(data.Data)
if err != nil {
l.Websocket.DataHandler <- err
return
}
case data := <-l.WebsocketConn.Trade:
l.Websocket.TrafficAlert <- struct{}{}
if l.Verbose {
log.Debugf(log.ExchangeSys,
"%v Websocket message received: %v", l.Name, data)
}
err := l.processTrades(data.Data, data.Channel)
if err != nil {
l.Websocket.DataHandler <- err
return
}
case data := <-l.WebsocketConn.Orderbook:
l.Websocket.TrafficAlert <- struct{}{}
if l.Verbose {
log.Debugf(log.ExchangeSys,
"%v Websocket message received: %v", l.Name, data)
}
err := l.processOrderbook(data.Data, data.Channel)
if err != nil {
l.Websocket.DataHandler <- err
return
}
}
}
}
func (l *LakeBTC) processTrades(data, channel string) error {
var tradeData WsTrades
err := json.Unmarshal([]byte(data), &tradeData)
if err != nil {
return err
}
curr := l.getCurrencyFromChannel(channel)
for i := 0; i < len(tradeData.Trades); i++ {
l.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(tradeData.Trades[i].Date, 0),
CurrencyPair: curr,
AssetType: asset.Spot,
Exchange: l.Name,
EventType: asset.Spot.String(),
Price: tradeData.Trades[i].Price,
Amount: tradeData.Trades[i].Amount,
Side: tradeData.Trades[i].Type,
}
}
return nil
}
func (l *LakeBTC) processOrderbook(obUpdate, channel string) error {
var update WsOrderbookUpdate
err := json.Unmarshal([]byte(obUpdate), &update)
if err != nil {
return err
}
p := l.getCurrencyFromChannel(channel)
book := orderbook.Base{
Pair: p,
LastUpdated: time.Now(),
AssetType: asset.Spot,
ExchangeName: l.Name,
}
for i := 0; i < len(update.Asks); i++ {
var amount, price float64
amount, err = strconv.ParseFloat(update.Asks[i][1], 64)
if err != nil {
l.Websocket.DataHandler <- fmt.Errorf("%v error parsing ticker data 'low' %v", l.Name, update.Asks[i])
continue
}
price, err = strconv.ParseFloat(update.Asks[i][0], 64)
if err != nil {
l.Websocket.DataHandler <- fmt.Errorf("%v error parsing orderbook price %v", l.Name, update.Asks[i])
continue
}
book.Asks = append(book.Asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
for i := 0; i < len(update.Bids); i++ {
var amount, price float64
amount, err = strconv.ParseFloat(update.Bids[i][1], 64)
if err != nil {
l.Websocket.DataHandler <- fmt.Errorf("%v error parsing ticker data 'low' %v", l.Name, update.Bids[i])
continue
}
price, err = strconv.ParseFloat(update.Bids[i][0], 64)
if err != nil {
l.Websocket.DataHandler <- fmt.Errorf("%v error parsing orderbook price %v", l.Name, update.Bids[i])
continue
}
book.Bids = append(book.Bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
err = l.Websocket.Orderbook.LoadSnapshot(&book)
if err != nil {
return err
}
l.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: p,
Asset: asset.Spot,
Exchange: l.Name,
}
return nil
}
func (l *LakeBTC) getCurrencyFromChannel(channel string) currency.Pair {
curr := strings.Replace(channel, marketSubstring, "", 1)
curr = strings.Replace(curr, globalSubstring, "", 1)
return currency.NewPairFromString(curr)
}
func (l *LakeBTC) processTicker(wsTicker string) error {
var tUpdate map[string]interface{}
err := json.Unmarshal([]byte(wsTicker), &tUpdate)
if err != nil {
l.Websocket.DataHandler <- err
return err
}
enabled := l.GetEnabledPairs(asset.Spot)
for k, v := range tUpdate {
returnCurrency := currency.NewPairFromString(k)
if !enabled.Contains(returnCurrency, true) {
continue
}
tickerData := v.(map[string]interface{})
processTickerItem := func(tick map[string]interface{}, item string) float64 {
if tick[item] == nil {
return 0
}
p, err := strconv.ParseFloat(tick[item].(string), 64)
if err != nil {
l.Websocket.DataHandler <- fmt.Errorf("%s error parsing ticker data '%s' %v",
l.Name,
item,
tickerData)
return 0
}
return p
}
l.Websocket.DataHandler <- &ticker.Price{
ExchangeName: l.Name,
Bid: processTickerItem(tickerData, order.Buy.Lower()),
High: processTickerItem(tickerData, tickerHighString),
Last: processTickerItem(tickerData, tickerLastString),
Low: processTickerItem(tickerData, tickerLowString),
Ask: processTickerItem(tickerData, order.Sell.Lower()),
Volume: processTickerItem(tickerData, tickerVolumeString),
AssetType: asset.Spot,
Pair: returnCurrency,
}
}
return nil
}