Files
gocryptotrader/exchanges/zb/zb_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

539 lines
17 KiB
Go

package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"regexp"
"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"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
zbWebsocketAPI = "wss://api.zb.cn:9999/websocket"
zWebsocketAddChannel = "addChannel"
zbWebsocketRateLimit = 20
)
// WsConnect initiates a websocket connection
func (z *ZB) WsConnect() error {
if !z.Websocket.IsEnabled() || !z.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := z.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go z.WsHandleData()
z.GenerateDefaultSubscriptions()
return nil
}
// WsHandleData handles all the websocket data coming from the websocket
// connection
func (z *ZB) WsHandleData() {
z.Websocket.Wg.Add(1)
defer func() {
z.Websocket.Wg.Done()
}()
for {
select {
case <-z.Websocket.ShutdownC:
return
default:
resp, err := z.WebsocketConn.ReadMessage()
if err != nil {
z.Websocket.ReadMessageErrors <- err
return
}
z.Websocket.TrafficAlert <- struct{}{}
fixedJSON := z.wsFixInvalidJSON(resp.Raw)
var result Generic
err = json.Unmarshal(fixedJSON, &result)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
if result.No > 0 {
z.WebsocketConn.AddResponseWithID(result.No, fixedJSON)
continue
}
if result.Code > 0 && result.Code != 1000 {
z.Websocket.DataHandler <- fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, result.Message, wsErrCodes[result.Code])
continue
}
switch {
case strings.Contains(result.Channel, "markets"):
var markets Markets
err := json.Unmarshal(result.Data, &markets)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
case strings.Contains(result.Channel, "ticker"):
cPair := strings.Split(result.Channel, "_")
var wsTicker WsTicker
err := json.Unmarshal(fixedJSON, &wsTicker)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- &ticker.Price{
ExchangeName: z.Name,
Close: wsTicker.Data.Last,
Volume: wsTicker.Data.Volume24Hr,
High: wsTicker.Data.High,
Low: wsTicker.Data.Low,
Last: wsTicker.Data.Last,
Bid: wsTicker.Data.Buy,
Ask: wsTicker.Data.Sell,
LastUpdated: time.Unix(0, wsTicker.Date*int64(time.Millisecond)),
AssetType: asset.Spot,
Pair: currency.NewPairFromString(cPair[0]),
}
case strings.Contains(result.Channel, "depth"):
var depth WsDepth
err := json.Unmarshal(fixedJSON, &depth)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
var asks []orderbook.Item
for i := range depth.Asks {
asks = append(asks, orderbook.Item{
Amount: depth.Asks[i][1].(float64),
Price: depth.Asks[i][0].(float64),
})
}
var bids []orderbook.Item
for i := range depth.Bids {
bids = append(bids, orderbook.Item{
Amount: depth.Bids[i][1].(float64),
Price: depth.Bids[i][0].(float64),
})
}
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = cPair
newOrderBook.ExchangeName = z.Name
err = z.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: cPair,
Asset: asset.Spot,
Exchange: z.Name,
}
case strings.Contains(result.Channel, "trades"):
var trades WsTrades
err := json.Unmarshal(fixedJSON, &trades)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
// Most up to date trade
if len(trades.Data) == 0 {
continue
}
t := trades.Data[len(trades.Data)-1]
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
z.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(t.Date, 0),
CurrencyPair: cPair,
AssetType: asset.Spot,
Exchange: z.Name,
Price: t.Price,
Amount: t.Amount,
Side: t.TradeType,
}
default:
z.Websocket.DataHandler <- errors.New("zb_websocket.go error - unhandled websocket response")
continue
}
}
}
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (z *ZB) GenerateDefaultSubscriptions() {
var subscriptions []wshandler.WebsocketChannelSubscription
// Tickerdata is its own channel
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: "markets",
})
channels := []string{"%s_ticker", "%s_depth", "%s_trades"}
enabledCurrencies := z.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()),
Currency: enabledCurrencies[j].Lower(),
})
}
}
z.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (z *ZB) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscriptionRequest := Subscription{
Event: zWebsocketAddChannel,
Channel: channelToSubscribe.Channel,
}
return z.WebsocketConn.SendMessage(subscriptionRequest)
}
func (z *ZB) wsGenerateSignature(request interface{}) string {
jsonResponse, err := json.Marshal(request)
if err != nil {
log.Error(log.ExchangeSys, err)
return ""
}
hmac := crypto.GetHMAC(crypto.HashMD5,
jsonResponse,
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
return fmt.Sprintf("%x", hmac)
}
func (z *ZB) wsFixInvalidJSON(json []byte) []byte {
invalidZbJSONRegex := `(\"\[|\"\{)(.*)(\]\"|\}\")`
regexChecker := regexp.MustCompile(invalidZbJSONRegex)
matchingResults := regexChecker.Find(json)
if matchingResults == nil {
return json
}
// Remove first quote character
capturedInvalidZBJSON := strings.Replace(string(matchingResults), "\"", "", 1)
// Remove last quote character
fixedJSON := capturedInvalidZBJSON[:len(capturedInvalidZBJSON)-1]
return []byte(strings.Replace(string(json), string(matchingResults), fixedJSON, 1))
}
func (z *ZB) wsAddSubUser(username, password string) (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAddSubUserRequest{
Memo: "memo",
Password: password,
SubUserName: username,
}
request.Channel = "addSubUser"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var genericResponse Generic
err = json.Unmarshal(resp, &genericResponse)
if err != nil {
return nil, err
}
if genericResponse.Code > 0 && genericResponse.Code != 1000 {
return nil, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, genericResponse.Message, wsErrCodes[genericResponse.Code])
}
var response WsGetSubUserListResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
return &response, nil
}
func (z *ZB) wsGetSubUserList() (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{}
request.Channel = "getSubUserList"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetSubUserListResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsDoTransferFunds(pair currency.Code, amount float64, fromUserName, toUserName string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsDoTransferFundsRequest{
Amount: amount,
Currency: pair,
FromUserName: fromUserName,
ToUserName: toUserName,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = "doTransferFunds"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCreateSubUserKey(assetPerm, entrustPerm, leverPerm, moneyPerm bool, keyName, toUserID string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCreateSubUserKeyRequest{
AssetPerm: assetPerm,
EntrustPerm: entrustPerm,
KeyName: keyName,
LeverPerm: leverPerm,
MoneyPerm: moneyPerm,
No: z.WebsocketConn.GenerateMessageID(true),
ToUserID: toUserID,
}
request.Channel = "createSubUserKey"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsSubmitOrder(pair currency.Pair, amount, price float64, tradeType int64) (*WsSubmitOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsSubmitOrderRequest{
Amount: amount,
Price: price,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = pair.String() + "_order"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsSubmitOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCancelOrder(pair currency.Pair, orderID int64) (*WsCancelOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCancelOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = pair.String() + "_cancelorder"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsCancelOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrder(pair currency.Pair, orderID int64) (*WsGetOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = pair.String() + "_getorder"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrderResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrders(pair currency.Pair, pageIndex, tradeType int64) (*WsGetOrdersResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersRequest{
PageIndex: pageIndex,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = pair.String() + "_getorders"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrdersIgnoreTradeType(pair currency.Pair, pageIndex, pageSize int64) (*WsGetOrdersIgnoreTradeTypeResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersIgnoreTradeTypeRequest{
PageIndex: pageIndex,
PageSize: pageSize,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = pair.String() + "_getordersignoretradetype"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersIgnoreTradeTypeResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetAccountInfoRequest() (*WsGetAccountInfoResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{
Channel: "getaccountinfo",
Event: zWebsocketAddChannel,
Accesskey: z.API.Credentials.Key,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetAccountInfoResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}