mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* gateio: Add multi asset websocket support WIP. * meow * Add tests and shenanigans * integrate flushing and for enabling/disabling pairs from rpc shenanigans * some changes * linter: fixes strikes again. * Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails. * Add subscription tests (state functional) * glorious:nits + proxy handling * Spelling * linter: fixerino * instead of nil, dont do nil. * clean up nils * cya nils * don't need to set URL or check if its running * stream match update * update tests * linter: fix * glorious: nits + handle context cancellations * stop ping handler routine leak * * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled. * Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle. * Dial now uses code from DialContext but just calls context.Background() * Don't allow reader to return on parse binary response error. Just output error and return a non nil response * Allow rollback on connect on any error across all connections * fix shadow jutsu * glorious/gk: nitters - adds in ws mock server * linter: fix * fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity. * glorious: whooops * gk: nits * Leak issue and edge case * Websocket: Add SendMessageReturnResponses * whooooooopsie * gk: nitssssss * Update exchanges/stream/stream_match.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/stream/stream_match_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * linter: appease the linter gods * gk: nits * gk: drain brain * started * more changes before merge match pr * gateio: still building out * gateio: finish spot * fix up tests in gateio * Add tests for stream package * rm unused field * glorious: nits * rn files, specifically set function names to asset and offload routing to websocket type. * linter: fix * glorious: nits * add counter and update gateio * fix collision issue * Update exchanges/stream/websocket.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * glorious: nits * add tests * linter: fix * After merge * Add error connection info * upgrade to upstream merge * Fix edge case where it does not reconnect made by an already closed connection * stream coverage * glorious: nits * glorious: nits removed asset error handling in stream package * linter: fix * rm block * Add basic readme * fix asset enabled flush cycle for multi connection * spella: fix * linter: fix * Add glorious suggestions, fix some race thing * reinstate name before any routine gets spawned * stop on error in mock tests * glorious: nits * glorious: nits found in CI build * Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant. * mutex across shutdown and connect for protection * lint: fix * test time withoffset, reinstate stop * fix whoops * const trafficCheckInterval; rm testmain * y * fix lint * bump time check window * stream: fix intermittant test failures while testing routines and remove code that is not needed. * spells * cant do what I did * protect race due to routine. * update testURL * use mock websocket connection instead of test URL's * linter: fix * remove url because its throwing errors on CI builds * connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side. * remove another superfluous url thats not really set up for this * spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly * linter: fixerino uperino * glorious: panix * linter: things * whoops * dont need to make consecutive Unix() calls * websocket: fix potential panic on error and no responses and adding waitForResponses * rm json parser and handle in json package instead * linter: fix * linter: fix again * * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections. * change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections. * drop outbound field map for improved performance just using a range and field check (less complex as well) * change field name connections to connectionToWrapper for better clarity * spells and magic and wands * glorious: nits * comparable check for signature * mv err var * glorious: nits and stuff * attempt to fix race * glorious: nits * gk: nits; engine log cleanup * gk: nits; OCD * gk: nits; move function change file names * gk: nits; 🚀 * gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call * gk: nits; continued * gk: engine nits; rm loaded exchange * gk: nits; drop WebsocketLoginResponse * stream: Add match method EnsureMatchWithData * gk: nits; rn Inspect to IsFinal * gk: nits; rn to MessageFilter * linter: fix * gateio: update rate limit definitions (cherry-pick) * Add test and missing * Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit * integrate rate limits for websocket trading spot * bitstamp: fix issue * glorious: nits * ch name and commentary * fix bug add test * rm a thing * fix test * Update engine/engine.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/stream/stream_match_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * GK: nits rn websocket functions * explicit function names for single to multi outbound orders * linter: fix --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
225 lines
7.3 KiB
Go
225 lines
7.3 KiB
Go
package gateio
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import (
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"context"
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"encoding/json"
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"errors"
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"fmt"
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"strconv"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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var (
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errOrdersEmpty = errors.New("orders cannot be empty")
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errNoOrdersToCancel = errors.New("no orders to cancel")
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errChannelEmpty = errors.New("channel cannot be empty")
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)
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// WebsocketSpotSubmitOrder submits an order via the websocket connection
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func (g *Gateio) WebsocketSpotSubmitOrder(ctx context.Context, order *WebsocketOrder) ([]WebsocketOrderResponse, error) {
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return g.WebsocketSpotSubmitOrders(ctx, []WebsocketOrder{*order})
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}
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// WebsocketSpotSubmitOrders submits orders via the websocket connection. You can
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// send multiple orders in a single request. But only for one asset route.
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func (g *Gateio) WebsocketSpotSubmitOrders(ctx context.Context, orders []WebsocketOrder) ([]WebsocketOrderResponse, error) {
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if len(orders) == 0 {
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return nil, errOrdersEmpty
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}
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for i := range orders {
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if orders[i].Text == "" {
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// API requires Text field, or it will be rejected
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orders[i].Text = "t-" + strconv.FormatInt(g.Counter.IncrementAndGet(), 10)
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}
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if orders[i].CurrencyPair == "" {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if orders[i].Side == "" {
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return nil, order.ErrSideIsInvalid
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}
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if orders[i].Amount == "" {
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return nil, errInvalidAmount
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}
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if orders[i].Type == "limit" && orders[i].Price == "" {
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return nil, errInvalidPrice
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}
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}
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if len(orders) == 1 {
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var singleResponse WebsocketOrderResponse
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return []WebsocketOrderResponse{singleResponse}, g.SendWebsocketRequest(ctx, spotPlaceOrderEPL, "spot.order_place", asset.Spot, orders[0], &singleResponse, 2)
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}
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var resp []WebsocketOrderResponse
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return resp, g.SendWebsocketRequest(ctx, spotBatchOrdersEPL, "spot.order_place", asset.Spot, orders, &resp, 2)
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}
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// WebsocketSpotCancelOrder cancels an order via the websocket connection
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func (g *Gateio) WebsocketSpotCancelOrder(ctx context.Context, orderID string, pair currency.Pair, account string) (*WebsocketOrderResponse, error) {
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if orderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if pair.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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params := &WebsocketOrderRequest{OrderID: orderID, Pair: pair.String(), Account: account}
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var resp WebsocketOrderResponse
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return &resp, g.SendWebsocketRequest(ctx, spotCancelSingleOrderEPL, "spot.order_cancel", asset.Spot, params, &resp, 1)
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}
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// WebsocketSpotCancelAllOrdersByIDs cancels multiple orders via the websocket
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func (g *Gateio) WebsocketSpotCancelAllOrdersByIDs(ctx context.Context, o []WebsocketOrderBatchRequest) ([]WebsocketCancellAllResponse, error) {
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if len(o) == 0 {
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return nil, errNoOrdersToCancel
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}
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for i := range o {
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if o[i].OrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if o[i].Pair.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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}
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var resp []WebsocketCancellAllResponse
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return resp, g.SendWebsocketRequest(ctx, spotCancelBatchOrdersEPL, "spot.order_cancel_ids", asset.Spot, o, &resp, 2)
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}
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// WebsocketSpotCancelAllOrdersByPair cancels all orders for a specific pair
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func (g *Gateio) WebsocketSpotCancelAllOrdersByPair(ctx context.Context, pair currency.Pair, side order.Side, account string) ([]WebsocketOrderResponse, error) {
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if !pair.IsEmpty() && side == order.UnknownSide {
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// This case will cancel all orders for every pair, this can be introduced later
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return nil, fmt.Errorf("'%v' %w while pair is set", side, order.ErrSideIsInvalid)
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}
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sideStr := ""
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if side != order.UnknownSide {
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sideStr = side.Lower()
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}
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params := &WebsocketCancelParam{
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Pair: pair,
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Side: sideStr,
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Account: account,
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}
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var resp []WebsocketOrderResponse
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return resp, g.SendWebsocketRequest(ctx, spotCancelAllOpenOrdersEPL, "spot.order_cancel_cp", asset.Spot, params, &resp, 1)
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}
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// WebsocketSpotAmendOrder amends an order via the websocket connection
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func (g *Gateio) WebsocketSpotAmendOrder(ctx context.Context, amend *WebsocketAmendOrder) (*WebsocketOrderResponse, error) {
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if amend == nil {
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return nil, fmt.Errorf("%w: %T", common.ErrNilPointer, amend)
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}
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if amend.OrderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if amend.Pair.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if amend.Amount == "" && amend.Price == "" {
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return nil, fmt.Errorf("%w: amount or price must be set", errInvalidAmount)
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}
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var resp WebsocketOrderResponse
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return &resp, g.SendWebsocketRequest(ctx, spotAmendOrderEPL, "spot.order_amend", asset.Spot, amend, &resp, 1)
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}
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// WebsocketSpotGetOrderStatus gets the status of an order via the websocket connection
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func (g *Gateio) WebsocketSpotGetOrderStatus(ctx context.Context, orderID string, pair currency.Pair, account string) (*WebsocketOrderResponse, error) {
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if orderID == "" {
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return nil, order.ErrOrderIDNotSet
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}
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if pair.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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params := &WebsocketOrderRequest{OrderID: orderID, Pair: pair.String(), Account: account}
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var resp WebsocketOrderResponse
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return &resp, g.SendWebsocketRequest(ctx, spotGetOrdersEPL, "spot.order_status", asset.Spot, params, &resp, 1)
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}
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// funnelResult is used to unmarshal the result of a websocket request back to the required caller type
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type funnelResult struct {
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Result any `json:"result"`
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}
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// SendWebsocketRequest sends a websocket request to the exchange
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func (g *Gateio) SendWebsocketRequest(ctx context.Context, epl request.EndpointLimit, channel string, connSignature, params, result any, expectedResponses int) error {
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paramPayload, err := json.Marshal(params)
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if err != nil {
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return err
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}
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conn, err := g.Websocket.GetConnection(connSignature)
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if err != nil {
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return err
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}
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tn := time.Now().Unix()
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req := &WebsocketRequest{
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Time: tn,
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Channel: channel,
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Event: "api",
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Payload: WebsocketPayload{
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// This request ID associated with the payload is the match to the
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// response.
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RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
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RequestParam: paramPayload,
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Timestamp: strconv.FormatInt(tn, 10),
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},
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}
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responses, err := conn.SendMessageReturnResponsesWithInspector(ctx, epl, req.Payload.RequestID, req, expectedResponses, wsRespAckInspector{})
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if err != nil {
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return err
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}
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if len(responses) == 0 {
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return common.ErrNoResponse
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}
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var inbound WebsocketAPIResponse
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// The last response is the one we want to unmarshal, the other is just
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// an ack. If the request fails on the ACK then we can unmarshal the error
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// from that as the next response won't come anyway.
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endResponse := responses[len(responses)-1]
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if err := json.Unmarshal(endResponse, &inbound); err != nil {
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return err
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}
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if inbound.Header.Status != "200" {
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var wsErr WebsocketErrors
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if err := json.Unmarshal(inbound.Data, &wsErr); err != nil {
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return err
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}
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return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
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}
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return json.Unmarshal(inbound.Data, &funnelResult{Result: result})
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}
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type wsRespAckInspector struct{}
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// IsFinal checks the payload for an ack, it returns true if the payload does not contain an ack.
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// This will force the cancellation of further waiting for responses.
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func (wsRespAckInspector) IsFinal(data []byte) bool {
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return !strings.Contains(string(data), "ack")
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}
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