Files
gocryptotrader/exchanges/gemini/gemini_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

372 lines
12 KiB
Go

package gemini
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 Gemini go routine
func (g *Gemini) Start(wg *sync.WaitGroup) {
wg.Add(1)
go func() {
g.Run()
wg.Done()
}()
}
// Run implements the Gemini wrapper
func (g *Gemini) Run() {
if g.Verbose {
log.Debugf("%s polling delay: %ds.\n", g.GetName(), g.RESTPollingDelay)
log.Debugf("%s %d currencies enabled: %s.\n", g.GetName(), len(g.EnabledPairs), g.EnabledPairs)
}
exchangeProducts, err := g.GetSymbols()
if err != nil {
log.Errorf("%s Failed to get available symbols.\n", g.GetName())
} else {
var newExchangeProducts currency.Pairs
for _, p := range exchangeProducts {
newExchangeProducts = append(newExchangeProducts,
currency.NewPairFromString(p))
}
err = g.UpdateCurrencies(newExchangeProducts, false, false)
if err != nil {
log.Errorf("%s Failed to update available currencies.\n", g.GetName())
}
}
}
// GetAccountInfo Retrieves balances for all enabled currencies for the
// Gemini exchange
func (g *Gemini) GetAccountInfo() (exchange.AccountInfo, error) {
var response exchange.AccountInfo
response.Exchange = g.GetName()
accountBalance, err := g.GetBalances()
if err != nil {
return response, err
}
var currencies []exchange.AccountCurrencyInfo
for i := 0; i < len(accountBalance); i++ {
var exchangeCurrency exchange.AccountCurrencyInfo
exchangeCurrency.CurrencyName = currency.NewCode(accountBalance[i].Currency)
exchangeCurrency.TotalValue = accountBalance[i].Amount
exchangeCurrency.Hold = accountBalance[i].Available
currencies = append(currencies, exchangeCurrency)
}
response.Accounts = append(response.Accounts, exchange.Account{
Currencies: currencies,
})
return response, nil
}
// UpdateTicker updates and returns the ticker for a currency pair
func (g *Gemini) UpdateTicker(p currency.Pair, assetType string) (ticker.Price, error) {
var tickerPrice ticker.Price
tick, err := g.GetTicker(p.String())
if err != nil {
return tickerPrice, err
}
tickerPrice.Pair = p
tickerPrice.Ask = tick.Ask
tickerPrice.Bid = tick.Bid
tickerPrice.Last = tick.Last
tickerPrice.Volume = tick.Volume.USD
err = ticker.ProcessTicker(g.GetName(), &tickerPrice, assetType)
if err != nil {
return tickerPrice, err
}
return ticker.GetTicker(g.Name, p, assetType)
}
// GetTickerPrice returns the ticker for a currency pair
func (g *Gemini) GetTickerPrice(p currency.Pair, assetType string) (ticker.Price, error) {
tickerNew, err := ticker.GetTicker(g.GetName(), p, assetType)
if err != nil {
return g.UpdateTicker(p, assetType)
}
return tickerNew, nil
}
// GetOrderbookEx returns orderbook base on the currency pair
func (g *Gemini) GetOrderbookEx(p currency.Pair, assetType string) (orderbook.Base, error) {
ob, err := orderbook.Get(g.GetName(), p, assetType)
if err != nil {
return g.UpdateOrderbook(p, assetType)
}
return ob, nil
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (g *Gemini) UpdateOrderbook(p currency.Pair, assetType string) (orderbook.Base, error) {
var orderBook orderbook.Base
orderbookNew, err := g.GetOrderbook(p.String(), url.Values{})
if err != nil {
return orderBook, err
}
for x := range orderbookNew.Bids {
orderBook.Bids = append(orderBook.Bids, orderbook.Item{Amount: orderbookNew.Bids[x].Amount, Price: orderbookNew.Bids[x].Price})
}
for x := range orderbookNew.Asks {
orderBook.Asks = append(orderBook.Asks, orderbook.Item{Amount: orderbookNew.Asks[x].Amount, Price: orderbookNew.Asks[x].Price})
}
orderBook.Pair = p
orderBook.ExchangeName = g.GetName()
orderBook.AssetType = assetType
err = orderBook.Process()
if err != nil {
return orderBook, err
}
return orderbook.Get(g.Name, p, assetType)
}
// GetFundingHistory returns funding history, deposits and
// withdrawals
func (g *Gemini) GetFundingHistory() ([]exchange.FundHistory, error) {
var fundHistory []exchange.FundHistory
return fundHistory, common.ErrFunctionNotSupported
}
// GetExchangeHistory returns historic trade data since exchange opening.
func (g *Gemini) GetExchangeHistory(p currency.Pair, assetType string) ([]exchange.TradeHistory, error) {
var resp []exchange.TradeHistory
return resp, common.ErrNotYetImplemented
}
// SubmitOrder submits a new order
func (g *Gemini) SubmitOrder(p currency.Pair, side exchange.OrderSide, orderType exchange.OrderType, amount, price float64, _ string) (exchange.SubmitOrderResponse, error) {
var submitOrderResponse exchange.SubmitOrderResponse
response, err := g.NewOrder(p.String(),
amount,
price,
side.ToString(),
orderType.ToString())
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 (g *Gemini) ModifyOrder(action *exchange.ModifyOrder) (string, error) {
return "", common.ErrFunctionNotSupported
}
// CancelOrder cancels an order by its corresponding ID number
func (g *Gemini) CancelOrder(order *exchange.OrderCancellation) error {
orderIDInt, err := strconv.ParseInt(order.OrderID, 10, 64)
if err != nil {
return err
}
_, err = g.CancelExistingOrder(orderIDInt)
return err
}
// CancelAllOrders cancels all orders associated with a currency pair
func (g *Gemini) CancelAllOrders(_ *exchange.OrderCancellation) (exchange.CancelAllOrdersResponse, error) {
cancelAllOrdersResponse := exchange.CancelAllOrdersResponse{
OrderStatus: make(map[string]string),
}
resp, err := g.CancelExistingOrders(false)
if err != nil {
return cancelAllOrdersResponse, err
}
for _, order := range resp.Details.CancelRejects {
cancelAllOrdersResponse.OrderStatus[order] = "Could not cancel order"
}
return cancelAllOrdersResponse, nil
}
// GetOrderInfo returns information on a current open order
func (g *Gemini) GetOrderInfo(orderID string) (exchange.OrderDetail, error) {
var orderDetail exchange.OrderDetail
return orderDetail, common.ErrNotYetImplemented
}
// GetDepositAddress returns a deposit address for a specified currency
func (g *Gemini) GetDepositAddress(cryptocurrency currency.Code, _ string) (string, error) {
addr, err := g.GetCryptoDepositAddress("", cryptocurrency.String())
if err != nil {
return "", err
}
return addr.Address, nil
}
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
// submitted
func (g *Gemini) WithdrawCryptocurrencyFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
resp, err := g.WithdrawCrypto(withdrawRequest.Address, withdrawRequest.Currency.String(), withdrawRequest.Amount)
if err != nil {
return "", err
}
if resp.Result == "error" {
return "", errors.New(resp.Message)
}
return resp.TXHash, err
}
// WithdrawFiatFunds returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFunds(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
// withdrawal is submitted
func (g *Gemini) WithdrawFiatFundsToInternationalBank(withdrawRequest *exchange.WithdrawRequest) (string, error) {
return "", common.ErrFunctionNotSupported
}
// GetWebsocket returns a pointer to the exchange websocket
func (g *Gemini) GetWebsocket() (*exchange.Websocket, error) {
return g.Websocket, nil
}
// GetFeeByType returns an estimate of fee based on type of transaction
func (g *Gemini) GetFeeByType(feeBuilder *exchange.FeeBuilder) (float64, error) {
if (g.APIKey == "" || g.APISecret == "") && // Todo check connection status
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
feeBuilder.FeeType = exchange.OfflineTradeFee
}
return g.GetFee(feeBuilder)
}
// GetActiveOrders retrieves any orders that are active/open
func (g *Gemini) GetActiveOrders(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
resp, err := g.GetOrders()
if err != nil {
return nil, err
}
var orders []exchange.OrderDetail
for i := range resp {
symbol := currency.NewPairDelimiter(resp[i].Symbol,
g.ConfigCurrencyPairFormat.Delimiter)
var orderType exchange.OrderType
if resp[i].Type == "exchange limit" {
orderType = exchange.LimitOrderType
} else if resp[i].Type == "market buy" || resp[i].Type == "market sell" {
orderType = exchange.MarketOrderType
}
side := exchange.OrderSide(strings.ToUpper(resp[i].Type))
orderDate := time.Unix(resp[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: resp[i].OriginalAmount,
RemainingAmount: resp[i].RemainingAmount,
ID: fmt.Sprintf("%v", resp[i].OrderID),
ExecutedAmount: resp[i].ExecutedAmount,
Exchange: g.Name,
OrderType: orderType,
OrderSide: side,
Price: resp[i].Price,
CurrencyPair: symbol,
OrderDate: orderDate,
})
}
exchange.FilterOrdersByTickRange(&orders, getOrdersRequest.StartTicks,
getOrdersRequest.EndTicks)
exchange.FilterOrdersBySide(&orders, getOrdersRequest.OrderSide)
exchange.FilterOrdersByType(&orders, getOrdersRequest.OrderType)
exchange.FilterOrdersByCurrencies(&orders, getOrdersRequest.Currencies)
return orders, nil
}
// GetOrderHistory retrieves account order information
// Can Limit response to specific order status
func (g *Gemini) GetOrderHistory(getOrdersRequest *exchange.GetOrdersRequest) ([]exchange.OrderDetail, error) {
if len(getOrdersRequest.Currencies) == 0 {
return nil, errors.New("currency must be supplied")
}
var trades []TradeHistory
for _, currency := range getOrdersRequest.Currencies {
resp, err := g.GetTradeHistory(exchange.FormatExchangeCurrency(g.Name, currency).String(),
getOrdersRequest.StartTicks.Unix())
if err != nil {
return nil, err
}
for i := range resp {
resp[i].BaseCurrency = currency.Base.String()
resp[i].QuoteCurrency = currency.Quote.String()
trades = append(trades, resp[i])
}
}
var orders []exchange.OrderDetail
for i := range trades {
side := exchange.OrderSide(strings.ToUpper(trades[i].Type))
orderDate := time.Unix(trades[i].Timestamp, 0)
orders = append(orders, exchange.OrderDetail{
Amount: trades[i].Amount,
ID: fmt.Sprintf("%v", trades[i].OrderID),
Exchange: g.Name,
OrderDate: orderDate,
OrderSide: side,
Fee: trades[i].FeeAmount,
Price: trades[i].Price,
CurrencyPair: currency.NewPairWithDelimiter(trades[i].BaseCurrency,
trades[i].QuoteCurrency,
g.ConfigCurrencyPairFormat.Delimiter),
})
}
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 (g *Gemini) SubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}
// UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe
// which lets websocket.manageSubscriptions handle unsubscribing
func (g *Gemini) UnsubscribeToWebsocketChannels(channels []exchange.WebsocketChannelSubscription) error {
return common.ErrFunctionNotSupported
}