Files
gocryptotrader/exchanges/bitfinex/bitfinex_wrapper.go
Scott 6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00

471 lines
15 KiB
Go

package bitfinex
import (
"errors"
"fmt"
"net/url"
"strconv"
"strings"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
log "github.com/thrasher-/gocryptotrader/logger"
)
// Start starts the Bitfinex go routine
func (b *Bitfinex) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
b.Run()
wg.Done()
}()
}
// Run implements the Bitfinex wrapper
func (b *Bitfinex) Run() {
if b.Verbose {
log.Debugf("%s Websocket: %s.", b.GetName(), common.IsEnabled(b.Websocket.IsEnabled()))
log.Debugf("%s polling delay: %ds.\n", b.GetName(), b.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", b.GetName(), len(b.EnabledPairs), b.EnabledPairs)
}
exchangeProducts, err := b.GetSymbols()
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", b.GetName())
} else {
var newExchangeProducts currency.Pairs
for _, p := range exchangeProducts {
newExchangeProducts = append(newExchangeProducts,
currency.NewPairFromString(p))
}
err = b.UpdateCurrencies(newExchangeProducts, false, false)
if err != nil {
log.Errorf("%s Failed to update available symbols.\n", b.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (b *Bitfinex) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
enabledPairs := b.GetEnabledCurrencies()
var pairs []string
for x := range enabledPairs {
pairs = append(pairs, "t"+enabledPairs[x].String())
}
tickerNew, err := b.GetTickersV2(common.JoinStrings(pairs, ","))
if err != nil {
return tickerPrice, err
}
for x := range tickerNew {
newP := currency.NewPairFromStrings(tickerNew[x].Symbol[1:4],
tickerNew[x].Symbol[4:])
var tick ticker.Price
tick.Pair = newP
tick.Ask = tickerNew[x].Ask
tick.Bid = tickerNew[x].Bid
tick.Low = tickerNew[x].Low
tick.Last = tickerNew[x].Last
tick.Volume = tickerNew[x].Volume
tick.High = tickerNew[x].High
err = ticker.ProcessTicker(b.Name, &tick, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(b.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (b *Bitfinex) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(b.GetName(), p, ticker.Spot)
if err != nil {
return b.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetOrderbookEx returns the orderbook for a currency pair
func (b *Bitfinex) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(b.GetName(), p, assetType)
if err != nil {
return b.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bitfinex) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
urlVals := url.Values{}
urlVals.Set("limit_bids", "100")
urlVals.Set("limit_asks", "100")
orderbookNew, err := b.GetOrderbook(p.String(), urlVals)
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks,
orderbook.Item{Price: orderbookNew.Asks[x].Price,
Amount: orderbookNew.Asks[x].Amount})
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids,
orderbook.Item{Price: orderbookNew.Bids[x].Price,
Amount: orderbookNew.Bids[x].Amount})
}
orderBook.Pair = p
orderBook.ExchangeName = b.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(b.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies on the
// Bitfinex exchange
func (b *Bitfinex) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = b.GetName()
accountBalance, err := b.GetAccountBalance()
if err != nil {
return response, err
}
var Accounts = []exchange.Account{
{ID: "deposit"},
{ID: "exchange"},
{ID: "trading"},
}
for _, bal := range accountBalance {
for i := range Accounts {
if Accounts[i].ID == bal.Type {
Accounts[i].Currencies = append(Accounts[i].Currencies,
exchange.AccountCurrencyInfo{
CurrencyName: currency.NewCode(bal.Currency),
TotalValue: bal.Amount,
Hold: bal.Amount - bal.Available,
})
}
}
}
response.Accounts = Accounts
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (b *Bitfinex) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (b *Bitfinex) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (b *Bitfinex) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var isBuying bool
if side == exchange.BuyOrderSide {
isBuying = true
}
response, err := b.NewOrder(p.String(),
amount,
price,
isBuying,
orderType.ToString(),
false)
if response.OrderID > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response.OrderID)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (b *Bitfinex) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (b *Bitfinex) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = b.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (b *Bitfinex) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
_, err := b.CancelAllExistingOrders()
return exchange.CancelAllOrdersResponse{}, err
}
// GetOrderInfo returns information on a current open order
func (b *Bitfinex) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (b *Bitfinex) GetDepositAddress(cryptocurrency currency.Code, accountID string) (string, error) {
method, err := b.ConvertSymbolToDepositMethod(cryptocurrency)
if err != nil {
return "", err
}
resp, err := b.NewDeposit(method, accountID, 0)
if err != nil {
return "", err
}
return resp.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is submitted
func (b *Bitfinex) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
withdrawalType := b.ConvertSymbolToWithdrawalType(withdrawRequest.Currency)
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawCryptocurrency(withdrawalType,
walletType,
withdrawRequest.Address,
withdrawRequest.Description,
withdrawRequest.Amount,
withdrawRequest.Currency)
if err != nil {
return "", err
}
if len(resp) == 0 {
return "", errors.New("no withdrawID returned. Check order status")
}
return fmt.Sprintf("%v", resp[0].WithdrawalID), err
}
// WithdrawFiatFunds returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
withdrawalType := "wire"
// Bitfinex has support for three types, exchange, margin and deposit
// As this is for trading, I've made the wrapper default 'exchange'
// TODO: Discover an automated way to make the decision for wallet type to withdraw from
walletType := "exchange"
resp, err := b.WithdrawFIAT(withdrawalType, walletType, withdrawRequest)
if err != nil {
return "", err
}
if len(resp) == 0 {
return "", errors.New("no withdrawID returned. Check order status")
}
var withdrawalSuccesses string
var withdrawalErrors string
for _, withdrawal := range resp {
if withdrawal.Status == "error" {
withdrawalErrors += fmt.Sprintf("%v ", withdrawal.Message)
}
if withdrawal.Status == "success" {
withdrawalSuccesses += fmt.Sprintf("%v,", withdrawal.WithdrawalID)
}
}
if len(withdrawalErrors) > 0 {
return withdrawalSuccesses, errors.New(withdrawalErrors)
}
return withdrawalSuccesses, nil
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a withdrawal is submitted
// Returns comma delimited withdrawal IDs
func (b *Bitfinex) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return b.WithdrawFiatFunds(withdrawRequest)
}
// GetWebsocket returns a pointer to the exchange websocket
func (b *Bitfinex) GetWebsocket() (*exchange.Websocket, error) {
return b.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (b *Bitfinex) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (b.APIKey == "" || b.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return b.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (b *Bitfinex) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
resp, err := b.GetOpenOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf("Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := exchange.OrderDetail{
Amount: resp[i].OriginalAmount,
OrderDate: orderDate,
Exchange: b.Name,
ID: fmt.Sprintf("%v", resp[i].OrderID),
OrderSide: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
CurrencyPair: currency.NewPairFromString(resp[i].Symbol),
ExecutedAmount: resp[i].ExecutedAmount,
}
switch {
case resp[i].IsLive:
orderDetail.Status = string(exchange.ActiveOrderStatus)
case resp[i].IsCancelled:
orderDetail.Status = string(exchange.CancelledOrderStatus)
case resp[i].IsHidden:
orderDetail.Status = string(exchange.HiddenOrderStatus)
default:
orderDetail.Status = string(exchange.UnknownOrderStatus)
}
// API docs discrepency. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.OrderType = exchange.TrailingStopOrderType
} else {
orderDetail.OrderType = exchange.OrderType(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (b *Bitfinex) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
var orders []exchange.OrderDetail
resp, err := b.GetInactiveOrders()
if err != nil {
return nil, err
}
for i := range resp {
orderSide := exchange.OrderSide(strings.ToUpper(resp[i].Side))
timestamp, err := strconv.ParseInt(resp[i].Timestamp, 10, 64)
if err != nil {
log.Warnf("Unable to convert timestamp '%v', leaving blank", resp[i].Timestamp)
}
orderDate := time.Unix(timestamp, 0)
orderDetail := exchange.OrderDetail{
Amount: resp[i].OriginalAmount,
OrderDate: orderDate,
Exchange: b.Name,
ID: fmt.Sprintf("%v", resp[i].OrderID),
OrderSide: orderSide,
Price: resp[i].Price,
RemainingAmount: resp[i].RemainingAmount,
ExecutedAmount: resp[i].ExecutedAmount,
CurrencyPair: currency.NewPairFromString(resp[i].Symbol),
}
switch {
case resp[i].IsLive:
orderDetail.Status = string(exchange.ActiveOrderStatus)
case resp[i].IsCancelled:
orderDetail.Status = string(exchange.CancelledOrderStatus)
case resp[i].IsHidden:
orderDetail.Status = string(exchange.HiddenOrderStatus)
default:
orderDetail.Status = string(exchange.UnknownOrderStatus)
}
// API docs discrepency. Example contains prefixed "exchange "
// Return type suggests “market” / “limit” / “stop” / “trailing-stop”
orderType := strings.Replace(resp[i].Type, "exchange ", "", 1)
if orderType == "trailing-stop" {
orderDetail.OrderType = exchange.TrailingStopOrderType
} else {
orderDetail.OrderType = exchange.OrderType(strings.ToUpper(orderType))
}
orders = append(orders, orderDetail)
}
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks, getOrdersRequest.EndTicks)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (b *Bitfinex) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
b.Websocket.SubscribeToChannels(channels)
return nil
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (b *Bitfinex) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
b.Websocket.UnsubscribeToChannels(channels)
return nil
}