Files
gocryptotrader/exchanges/bithumb/bithumb_websocket.go
Gareth Kirwan 1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00

216 lines
4.8 KiB
Go

package bithumb
import (
"encoding/json"
"fmt"
"net/http"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
)
const (
wsEndpoint = "wss://pubwss.bithumb.com/pub/ws"
tickerTimeLayout = "20060102150405"
tradeTimeLayout = time.DateTime + ".000000"
)
var (
wsDefaultTickTypes = []string{"30M"} // alternatives "1H", "12H", "24H", "MID"
location *time.Location
)
// WsConnect initiates a websocket connection
func (b *Bithumb) WsConnect() error {
if !b.Websocket.IsEnabled() || !b.IsEnabled() {
return stream.ErrWebsocketNotEnabled
}
var dialer websocket.Dialer
dialer.HandshakeTimeout = b.Config.HTTPTimeout
dialer.Proxy = http.ProxyFromEnvironment
err := b.Websocket.Conn.Dial(&dialer, http.Header{})
if err != nil {
return fmt.Errorf("%v - Unable to connect to Websocket. Error: %w",
b.Name,
err)
}
b.Websocket.Wg.Add(1)
go b.wsReadData()
b.setupOrderbookManager()
return nil
}
// wsReadData receives and passes on websocket messages for processing
func (b *Bithumb) wsReadData() {
defer b.Websocket.Wg.Done()
for {
select {
case <-b.Websocket.ShutdownC:
return
default:
resp := b.Websocket.Conn.ReadMessage()
if resp.Raw == nil {
return
}
err := b.wsHandleData(resp.Raw)
if err != nil {
b.Websocket.DataHandler <- err
}
}
}
}
func (b *Bithumb) wsHandleData(respRaw []byte) error {
var resp WsResponse
err := json.Unmarshal(respRaw, &resp)
if err != nil {
return err
}
if resp.Status != "" {
if resp.Status == "0000" {
return nil
}
return fmt.Errorf("%s: %w",
resp.ResponseMessage,
stream.ErrSubscriptionFailure)
}
switch resp.Type {
case "ticker":
var tick WsTicker
err = json.Unmarshal(resp.Content, &tick)
if err != nil {
return err
}
var lu time.Time
lu, err = time.ParseInLocation(tickerTimeLayout,
tick.Date+tick.Time,
location)
if err != nil {
return err
}
b.Websocket.DataHandler <- &ticker.Price{
ExchangeName: b.Name,
AssetType: asset.Spot,
Last: tick.PreviousClosePrice,
Pair: tick.Symbol,
Open: tick.OpenPrice,
Close: tick.ClosePrice,
Low: tick.LowPrice,
High: tick.HighPrice,
QuoteVolume: tick.Value,
Volume: tick.Volume,
LastUpdated: lu,
}
case "transaction":
if !b.IsSaveTradeDataEnabled() {
return nil
}
var trades WsTransactions
err = json.Unmarshal(resp.Content, &trades)
if err != nil {
return err
}
toBuffer := make([]trade.Data, len(trades.List))
var lu time.Time
for x := range trades.List {
lu, err = time.ParseInLocation(tradeTimeLayout,
trades.List[x].ContractTime,
location)
if err != nil {
return err
}
toBuffer[x] = trade.Data{
Exchange: b.Name,
AssetType: asset.Spot,
CurrencyPair: trades.List[x].Symbol,
Timestamp: lu,
Price: trades.List[x].ContractPrice,
Amount: trades.List[x].ContractAmount,
}
}
err = b.AddTradesToBuffer(toBuffer...)
if err != nil {
return err
}
case "orderbookdepth":
var orderbooks WsOrderbooks
err = json.Unmarshal(resp.Content, &orderbooks)
if err != nil {
return err
}
init, err := b.UpdateLocalBuffer(&orderbooks)
if err != nil && !init {
return fmt.Errorf("%v - UpdateLocalCache error: %s", b.Name, err)
}
return nil
default:
return fmt.Errorf("unhandled response type %s", resp.Type)
}
return nil
}
// generateSubscriptions generates the default subscription set
func (b *Bithumb) generateSubscriptions() (subscription.List, error) {
var channels = []string{"ticker", "transaction", "orderbookdepth"}
var subscriptions subscription.List
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
pFmt, err := b.GetPairFormat(asset.Spot, true)
if err != nil {
return nil, err
}
pairs = pairs.Format(pFmt)
for y := range channels {
subscriptions = append(subscriptions, &subscription.Subscription{
Channel: channels[y],
Pairs: pairs,
Asset: asset.Spot,
})
}
return subscriptions, nil
}
// Subscribe subscribes to a set of channels
func (b *Bithumb) Subscribe(channelsToSubscribe subscription.List) error {
var errs error
for _, s := range channelsToSubscribe {
req := &WsSubscribe{
Type: s.Channel,
Symbols: s.Pairs,
}
if s.Channel == "ticker" {
req.TickTypes = wsDefaultTickTypes
}
err := b.Websocket.Conn.SendJSONMessage(req)
if err == nil {
err = b.Websocket.AddSuccessfulSubscriptions(s)
}
if err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}