Files
gocryptotrader/exchanges/exmo/exmo_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

407 lines
12 KiB
Go

package exmo
import (
"errors"
"fmt"
"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 EXMO go routine
func (e *EXMO) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
e.Run()
wg.Done()
}()
}
// Run implements the EXMO wrapper
func (e *EXMO) Run() {
if e.Verbose {
log.Debugf("%s polling delay: %ds.\n", e.GetName(), e.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", e.GetName(), len(e.EnabledPairs), e.EnabledPairs)
}
exchangeProducts, err := e.GetPairSettings()
if err != nil {
log.Errorf("%s Failed to get available products.\n", e.GetName())
} else {
var currencies []string
for x := range exchangeProducts {
currencies = append(currencies, x)
}
var newCurrencies currency.Pairs
for _, p := range currencies {
newCurrencies = append(newCurrencies,
currency.NewPairFromString(p))
}
err = e.UpdateCurrencies(newCurrencies, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", e.GetName())
}
}
}
// UpdateTicker updates and returns the ticker for a currency pair
func (e *EXMO) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
if err != nil {
return tickerPrice, err
}
result, err := e.GetTicker(pairsCollated)
if err != nil {
return tickerPrice, err
}
for _, x := range e.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(e.Name, x).String()
var tickerPrice ticker.Price
tickerPrice.Pair = x
tickerPrice.Last = result[currency].Last
tickerPrice.Ask = result[currency].Sell
tickerPrice.High = result[currency].High
tickerPrice.Bid = result[currency].Buy
tickerPrice.Last = result[currency].Last
tickerPrice.Low = result[currency].Low
tickerPrice.Volume = result[currency].Volume
err = ticker.ProcessTicker(e.Name, &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
}
return ticker.GetTicker(e.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (e *EXMO) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tick, err := ticker.GetTicker(e.GetName(), p, assetType)
if err != nil {
return e.UpdateTicker(p, assetType)
}
return tick, nil
}
// GetOrderbookEx returns the orderbook for a currency pair
func (e *EXMO) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(e.GetName(), p, assetType)
if err != nil {
return e.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (e *EXMO) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
pairsCollated, err := exchange.GetAndFormatExchangeCurrencies(e.Name, e.GetEnabledCurrencies())
if err != nil {
return orderBook, err
}
result, err := e.GetOrderbook(pairsCollated)
if err != nil {
return orderBook, err
}
for _, x := range e.GetEnabledCurrencies() {
currency := exchange.FormatExchangeCurrency(e.Name, x)
data, ok := result[currency.String()]
if !ok {
continue
}
var obItems []orderbook.Item
for y := range data.Ask {
z := data.Ask[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
}
orderBook.Asks = obItems
obItems = []orderbook.Item{}
for y := range data.Bid {
z := data.Bid[y]
price, _ := strconv.ParseFloat(z[0], 64)
amount, _ := strconv.ParseFloat(z[1], 64)
obItems = append(obItems, orderbook.Item{Price: price, Amount: amount})
}
orderBook.Bids = obItems
orderBook.Pair = x
orderBook.ExchangeName = e.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
}
return orderbook.Get(e.Name, p, assetType)
}
// GetAccountInfo retrieves balances for all enabled currencies for the
// Exmo exchange
func (e *EXMO) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = e.GetName()
result, err := e.GetUserInfo()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for x, y := range result.Balances {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(x)
for z, w := range result.Reserved {
if z == x {
avail, _ := strconv.ParseFloat(y, 64)
reserved, _ := strconv.ParseFloat(w, 64)
exchangeCurrency.TotalValue = avail + reserved
exchangeCurrency.Hold = reserved
}
}
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (e *EXMO) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (e *EXMO) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (e *EXMO) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
var oT string
switch orderType {
case exchange.LimitOrderType:
return submitOrderResponse, errors.New("unsupported order type")
case exchange.MarketOrderType:
oT = "market_buy"
if side == exchange.SellOrderSide {
oT = "market_sell"
}
default:
return submitOrderResponse, errors.New("unsupported order type")
}
response, err := e.CreateOrder(p.String(), oT, price, amount)
if response > 0 {
submitOrderResponse.OrderID = fmt.Sprintf("%v", response)
}
if err == nil {
submitOrderResponse.IsOrderPlaced = true
}
return submitOrderResponse, err
}
// ModifyOrder will allow of changing orderbook placement and limit to
// market conversion
func (e *EXMO) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (e *EXMO) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
return e.CancelExistingOrder(orderIDInt)
}
// CancelAllOrders cancels all orders associated with a currency pair
func (e *EXMO) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
openOrders, err := e.GetOpenOrders()
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range openOrders {
err = e.CancelExistingOrder(order.OrderID)
if err != nil {
cancelAllOrdersResponse.OrderStatus[strconv.FormatInt(order.OrderID, 10)] = err.Error()
}
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (e *EXMO) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (e *EXMO) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
fullAddr, err := e.GetCryptoDepositAddress()
if err != nil {
return "", err
}
addr, ok := fullAddr[cryptocurrency.String()]
if !ok {
return "", fmt.Errorf("currency %s could not be found, please generate via the exmo website", cryptocurrency.String())
}
return addr, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (e *EXMO) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := e.WithdrawCryptocurrency(withdrawRequest.Currency.String(), withdrawRequest.Address, withdrawRequest.AddressTag, withdrawRequest.Amount)
return fmt.Sprintf("%v", resp), err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (e *EXMO) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (e *EXMO) GetWebsocket() (*exchange.Websocket, error) {
return nil, common.ErrFunctionNotSupported
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (e *EXMO) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (e.APIKey == "" || e.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return e.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (e *EXMO) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := e.GetOpenOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for _, order := range resp {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Created, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.OrderID),
Amount: order.Quantity,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (e *EXMO) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var allTrades []UserTrades
for _, currency := range getOrdersRequest.Currencies {
resp, err := e.GetUserTrades(exchange.FormatExchangeCurrency(e.Name, currency).String(), "", "10000")
if err != nil {
return nil, err
}
for _, order := range resp {
allTrades = append(allTrades, order...)
}
}
var orders []exchange.OrderDetail
for _, order := range allTrades {
symbol := currency.NewPairDelimiter(order.Pair, "_")
orderDate := time.Unix(order.Date, 0)
orderSide := exchange.OrderSide(strings.ToUpper(order.Type))
orders = append(orders, exchange.OrderDetail{
ID: fmt.Sprintf("%v", order.TradeID),
Amount: order.Quantity,
OrderDate: orderDate,
Price: order.Price,
OrderSide: orderSide,
Exchange: e.Name,
CurrencyPair: symbol,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
return orders, nil
}
// SubscribeToWebsocketChannels appends to ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle subscribing
func (e *EXMO) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (e *EXMO) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}