Files
gocryptotrader/exchanges/gateio/gateio_websocket.go
Ryan O'Hara-Reid 90187a3a5a stream/match: allow a single connection to maintain its own match lookup for multi-connection (#1613)
* 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

* glorious: nits

* glorious: nits

* glorious: nits

* start to decouple match from a global reference to a connection

* 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

* 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

* match naming with master changes

* stream: Add tests

* gk: nits on potential blockage in test

* gk; nits assert value

---------

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>
2025-08-06 10:42:35 +10:00

1016 lines
32 KiB
Go

package gateio
import (
"context"
"crypto/hmac"
"crypto/sha512"
"encoding/hex"
"errors"
"fmt"
"net/http"
"slices"
"strconv"
"strings"
"text/template"
"time"
"github.com/Masterminds/sprig/v3"
"github.com/buger/jsonparser"
gws "github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/types"
)
const (
gateioWebsocketEndpoint = "wss://api.gateio.ws/ws/v4/"
spotPingChannel = "spot.ping"
spotPongChannel = "spot.pong"
spotTickerChannel = "spot.tickers"
spotTradesChannel = "spot.trades"
spotCandlesticksChannel = "spot.candlesticks"
spotOrderbookTickerChannel = "spot.book_ticker" // Best bid or ask price
spotOrderbookUpdateChannel = "spot.order_book_update" // Changed order book levels
spotOrderbookChannel = "spot.order_book" // Limited-Level Full Order Book Snapshot
spotOrdersChannel = "spot.orders"
spotUserTradesChannel = "spot.usertrades"
spotBalancesChannel = "spot.balances"
marginBalancesChannel = "spot.margin_balances"
spotFundingBalanceChannel = "spot.funding_balances"
crossMarginBalanceChannel = "spot.cross_balances"
crossMarginLoanChannel = "spot.cross_loan"
subscribeEvent = "subscribe"
unsubscribeEvent = "unsubscribe"
)
var defaultSubscriptions = subscription.List{
{Enabled: true, Channel: subscription.TickerChannel, Asset: asset.Spot},
{Enabled: true, Channel: subscription.CandlesChannel, Asset: asset.Spot, Interval: kline.FiveMin},
{Enabled: true, Channel: subscription.OrderbookChannel, Asset: asset.Spot, Interval: kline.HundredMilliseconds},
{Enabled: false, Channel: spotOrderbookTickerChannel, Asset: asset.Spot, Interval: kline.TenMilliseconds, Levels: 1},
{Enabled: false, Channel: spotOrderbookChannel, Asset: asset.Spot, Interval: kline.HundredMilliseconds, Levels: 100},
{Enabled: true, Channel: spotBalancesChannel, Asset: asset.Spot, Authenticated: true},
{Enabled: true, Channel: crossMarginBalanceChannel, Asset: asset.CrossMargin, Authenticated: true},
{Enabled: true, Channel: marginBalancesChannel, Asset: asset.Margin, Authenticated: true},
{Enabled: false, Channel: subscription.AllTradesChannel, Asset: asset.Spot},
}
var subscriptionNames = map[string]string{
subscription.TickerChannel: spotTickerChannel,
subscription.OrderbookChannel: spotOrderbookUpdateChannel,
subscription.CandlesChannel: spotCandlesticksChannel,
subscription.AllTradesChannel: spotTradesChannel,
}
var standardMarginAssetTypes = []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin}
// WsConnectSpot initiates a websocket connection
func (e *Exchange) WsConnectSpot(ctx context.Context, conn websocket.Connection) error {
err := e.CurrencyPairs.IsAssetEnabled(asset.Spot)
if err != nil {
return err
}
err = conn.Dial(ctx, &gws.Dialer{}, http.Header{})
if err != nil {
return err
}
pingMessage, err := json.Marshal(WsInput{Channel: spotPingChannel})
if err != nil {
return err
}
conn.SetupPingHandler(websocketRateLimitNotNeededEPL, websocket.PingHandler{
Websocket: true,
Delay: time.Second * 15,
Message: pingMessage,
MessageType: gws.TextMessage,
})
return nil
}
// websocketLogin authenticates the websocket connection
func (e *Exchange) websocketLogin(ctx context.Context, conn websocket.Connection, channel string) error {
if conn == nil {
return fmt.Errorf("%w: %T", common.ErrNilPointer, conn)
}
if channel == "" {
return errChannelEmpty
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
tn := time.Now().Unix()
msg := "api\n" + channel + "\n" + "\n" + strconv.FormatInt(tn, 10)
mac := hmac.New(sha512.New, []byte(creds.Secret))
if _, err = mac.Write([]byte(msg)); err != nil {
return err
}
signature := hex.EncodeToString(mac.Sum(nil))
payload := WebsocketPayload{
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
APIKey: creds.Key,
Signature: signature,
Timestamp: strconv.FormatInt(tn, 10),
}
req := WebsocketRequest{Time: tn, Channel: channel, Event: "api", Payload: payload}
resp, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, payload.RequestID, req)
if err != nil {
return err
}
var inbound WebsocketAPIResponse
if err := json.Unmarshal(resp, &inbound); err != nil {
return err
}
if inbound.Header.Status == http.StatusOK {
return nil
}
var wsErr WebsocketErrors
if err := json.Unmarshal(inbound.Data, &wsErr.Errors); err != nil {
return err
}
return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
}
func (e *Exchange) generateWsSignature(secret, event, channel string, t int64) (string, error) {
msg := "channel=" + channel + "&event=" + event + "&time=" + strconv.FormatInt(t, 10)
mac := hmac.New(sha512.New, []byte(secret))
if _, err := mac.Write([]byte(msg)); err != nil {
return "", err
}
return hex.EncodeToString(mac.Sum(nil)), nil
}
// WsHandleSpotData handles spot data
func (e *Exchange) WsHandleSpotData(ctx context.Context, conn websocket.Connection, respRaw []byte) error {
push, err := parseWSHeader(respRaw)
if err != nil {
return err
}
if push.RequestID != "" {
return conn.RequireMatchWithData(push.RequestID, respRaw)
}
if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
return conn.RequireMatchWithData(push.ID, respRaw)
}
switch push.Channel { // TODO: Convert function params below to only use push.Result
case spotTickerChannel:
return e.processTicker(push.Result, push.Time)
case spotTradesChannel:
return e.processTrades(push.Result)
case spotCandlesticksChannel:
return e.processCandlestick(push.Result)
case spotOrderbookTickerChannel:
return e.processOrderbookTicker(push.Result, push.Time)
case spotOrderbookUpdateChannel:
return e.processOrderbookUpdate(ctx, push.Result, push.Time)
case spotOrderbookChannel:
return e.processOrderbookSnapshot(push.Result, push.Time)
case spotOrdersChannel:
return e.processSpotOrders(respRaw)
case spotUserTradesChannel:
return e.processUserPersonalTrades(respRaw)
case spotBalancesChannel:
return e.processSpotBalances(ctx, respRaw)
case marginBalancesChannel:
return e.processMarginBalances(ctx, respRaw)
case spotFundingBalanceChannel:
return e.processFundingBalances(respRaw)
case crossMarginBalanceChannel:
return e.processCrossMarginBalance(ctx, respRaw)
case crossMarginLoanChannel:
return e.processCrossMarginLoans(respRaw)
case spotPongChannel:
default:
e.Websocket.DataHandler <- websocket.UnhandledMessageWarning{
Message: e.Name + websocket.UnhandledMessage + string(respRaw),
}
return errors.New(websocket.UnhandledMessage)
}
return nil
}
func parseWSHeader(msg []byte) (r *WSResponse, errs error) {
r = &WSResponse{}
paths := [][]string{{"time_ms"}, {"time"}, {"channel"}, {"event"}, {"request_id"}, {"id"}, {"result"}}
jsonparser.EachKey(msg, func(idx int, v []byte, _ jsonparser.ValueType, _ error) {
switch idx {
case 0: // time_ms
if ts, err := strconv.ParseInt(string(v), 10, 64); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w parsing `time_ms`", err))
} else {
r.Time = time.UnixMilli(ts)
}
case 1: // time
if r.Time.IsZero() {
if ts, err := strconv.ParseInt(string(v), 10, 64); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w parsing `time`", err))
} else {
r.Time = time.Unix(ts, 0)
}
}
case 2:
r.Channel = string(v)
case 3:
r.Event = string(v)
case 4:
r.RequestID = string(v)
case 5:
if id, err := strconv.ParseInt(string(v), 10, 64); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w parsing `id`", err))
} else {
r.ID = id
}
case 6:
r.Result = json.RawMessage(v)
}
}, paths...)
return r, errs
}
func (e *Exchange) processTicker(incoming []byte, pushTime time.Time) error {
var data WsTicker
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
out := make([]ticker.Price, 0, len(standardMarginAssetTypes))
for _, a := range standardMarginAssetTypes {
if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
out = append(out, ticker.Price{
ExchangeName: e.Name,
Volume: data.BaseVolume.Float64(),
QuoteVolume: data.QuoteVolume.Float64(),
High: data.High24H.Float64(),
Low: data.Low24H.Float64(),
Last: data.Last.Float64(),
Bid: data.HighestBid.Float64(),
Ask: data.LowestAsk.Float64(),
AssetType: a,
Pair: data.CurrencyPair,
LastUpdated: pushTime,
})
}
}
e.Websocket.DataHandler <- out
return nil
}
func (e *Exchange) processTrades(incoming []byte) error {
saveTradeData := e.IsSaveTradeDataEnabled()
if !saveTradeData && !e.IsTradeFeedEnabled() {
return nil
}
var data WsTrade
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
side, err := order.StringToOrderSide(data.Side)
if err != nil {
return err
}
for _, a := range standardMarginAssetTypes {
if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
if err := e.Websocket.Trade.Update(saveTradeData, trade.Data{
Timestamp: data.CreateTime.Time(),
CurrencyPair: data.CurrencyPair,
AssetType: a,
Exchange: e.Name,
Price: data.Price.Float64(),
Amount: data.Amount.Float64(),
Side: side,
TID: strconv.FormatInt(data.ID, 10),
}); err != nil {
return err
}
}
}
return nil
}
func (e *Exchange) processCandlestick(incoming []byte) error {
var data WsCandlesticks
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
icp := strings.Split(data.NameOfSubscription, currency.UnderscoreDelimiter)
if len(icp) < 3 {
return errors.New("malformed candlestick websocket push data")
}
currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
if err != nil {
return err
}
out := make([]websocket.KlineData, 0, len(standardMarginAssetTypes))
for _, a := range standardMarginAssetTypes {
if enabled, _ := e.CurrencyPairs.IsPairEnabled(currencyPair, a); enabled {
out = append(out, websocket.KlineData{
Pair: currencyPair,
AssetType: a,
Exchange: e.Name,
StartTime: data.Timestamp.Time(),
Interval: icp[0],
OpenPrice: data.OpenPrice.Float64(),
ClosePrice: data.ClosePrice.Float64(),
HighPrice: data.HighestPrice.Float64(),
LowPrice: data.LowestPrice.Float64(),
Volume: data.TotalVolume.Float64(),
})
}
}
e.Websocket.DataHandler <- out
return nil
}
func (e *Exchange) processOrderbookTicker(incoming []byte, lastPushed time.Time) error {
var data WsOrderbookTickerData
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
return e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
Exchange: e.Name,
Pair: data.Pair,
Asset: asset.Spot,
LastUpdated: data.UpdateTime.Time(),
LastPushed: lastPushed,
Bids: []orderbook.Level{{Price: data.BestBidPrice.Float64(), Amount: data.BestBidAmount.Float64()}},
Asks: []orderbook.Level{{Price: data.BestAskPrice.Float64(), Amount: data.BestAskAmount.Float64()}},
})
}
func (e *Exchange) processOrderbookUpdate(ctx context.Context, incoming []byte, lastPushed time.Time) error {
var data WsOrderbookUpdate
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
asks := make([]orderbook.Level, len(data.Asks))
for x := range data.Asks {
asks[x].Price = data.Asks[x][0].Float64()
asks[x].Amount = data.Asks[x][1].Float64()
}
bids := make([]orderbook.Level, len(data.Bids))
for x := range data.Bids {
bids[x].Price = data.Bids[x][0].Float64()
bids[x].Amount = data.Bids[x][1].Float64()
}
return e.wsOBUpdateMgr.ProcessOrderbookUpdate(ctx, e, data.FirstUpdateID, &orderbook.Update{
UpdateID: data.LastUpdateID,
UpdateTime: data.UpdateTime.Time(),
LastPushed: lastPushed,
Pair: data.Pair,
Asset: asset.Spot,
Asks: asks,
Bids: bids,
AllowEmpty: true,
})
}
func (e *Exchange) processOrderbookSnapshot(incoming []byte, lastPushed time.Time) error {
var data WsOrderbookSnapshot
if err := json.Unmarshal(incoming, &data); err != nil {
return err
}
asks := make([]orderbook.Level, len(data.Asks))
for x := range data.Asks {
asks[x].Price = data.Asks[x][0].Float64()
asks[x].Amount = data.Asks[x][1].Float64()
}
bids := make([]orderbook.Level, len(data.Bids))
for x := range data.Bids {
bids[x].Price = data.Bids[x][0].Float64()
bids[x].Amount = data.Bids[x][1].Float64()
}
for _, a := range standardMarginAssetTypes {
if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
if err := e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
Exchange: e.Name,
Pair: data.CurrencyPair,
Asset: a,
LastUpdated: data.UpdateTime.Time(),
LastPushed: lastPushed,
Bids: bids,
Asks: asks,
}); err != nil {
return err
}
}
}
return nil
}
func (e *Exchange) processSpotOrders(data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsSpotOrder `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
details := make([]order.Detail, len(resp.Result))
for x := range resp.Result {
side, err := order.StringToOrderSide(resp.Result[x].Side)
if err != nil {
return err
}
orderType, err := order.StringToOrderType(resp.Result[x].Type)
if err != nil {
return err
}
a, err := asset.New(resp.Result[x].Account)
if err != nil {
return err
}
details[x] = order.Detail{
Amount: resp.Result[x].Amount.Float64(),
Exchange: e.Name,
OrderID: resp.Result[x].ID,
Side: side,
Type: orderType,
Pair: resp.Result[x].CurrencyPair,
Cost: resp.Result[x].Fee.Float64(),
AssetType: a,
Price: resp.Result[x].Price.Float64(),
ExecutedAmount: resp.Result[x].Amount.Float64() - resp.Result[x].Left.Float64(),
Date: resp.Result[x].CreateTime.Time(),
LastUpdated: resp.Result[x].UpdateTime.Time(),
}
}
e.Websocket.DataHandler <- details
return nil
}
func (e *Exchange) processUserPersonalTrades(data []byte) error {
if !e.IsFillsFeedEnabled() {
return nil
}
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsUserPersonalTrade `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
fills := make([]fill.Data, len(resp.Result))
for x := range fills {
side, err := order.StringToOrderSide(resp.Result[x].Side)
if err != nil {
return err
}
fills[x] = fill.Data{
Timestamp: resp.Result[x].CreateTime.Time(),
Exchange: e.Name,
CurrencyPair: resp.Result[x].CurrencyPair,
Side: side,
OrderID: resp.Result[x].OrderID,
TradeID: strconv.FormatInt(resp.Result[x].ID, 10),
Price: resp.Result[x].Price.Float64(),
Amount: resp.Result[x].Amount.Float64(),
}
}
return e.Websocket.Fills.Update(fills...)
}
func (e *Exchange) processSpotBalances(ctx context.Context, data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsSpotBalance `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
changes := make([]account.Change, len(resp.Result))
for i := range resp.Result {
changes[i] = account.Change{
Account: resp.Result[i].User,
AssetType: asset.Spot,
Balance: &account.Balance{
Currency: currency.NewCode(resp.Result[i].Currency),
Total: resp.Result[i].Total.Float64(),
Free: resp.Result[i].Available.Float64(),
Hold: resp.Result[i].Total.Float64() - resp.Result[i].Available.Float64(),
UpdatedAt: resp.Result[i].Timestamp.Time(),
},
}
}
e.Websocket.DataHandler <- changes
return account.ProcessChange(e.Name, changes, creds)
}
func (e *Exchange) processMarginBalances(ctx context.Context, data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsMarginBalance `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
changes := make([]account.Change, len(resp.Result))
for x := range resp.Result {
changes[x] = account.Change{
AssetType: asset.Margin,
Balance: &account.Balance{
Currency: currency.NewCode(resp.Result[x].Currency),
Total: resp.Result[x].Available.Float64() + resp.Result[x].Freeze.Float64(),
Free: resp.Result[x].Available.Float64(),
Hold: resp.Result[x].Freeze.Float64(),
UpdatedAt: resp.Result[x].Timestamp.Time(),
},
}
}
e.Websocket.DataHandler <- changes
return account.ProcessChange(e.Name, changes, creds)
}
func (e *Exchange) processFundingBalances(data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsFundingBalance `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
e.Websocket.DataHandler <- resp
return nil
}
func (e *Exchange) processCrossMarginBalance(ctx context.Context, data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result []WsCrossMarginBalance `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
creds, err := e.GetCredentials(ctx)
if err != nil {
return err
}
changes := make([]account.Change, len(resp.Result))
for x := range resp.Result {
changes[x] = account.Change{
Account: resp.Result[x].User,
AssetType: asset.Margin,
Balance: &account.Balance{
Currency: currency.NewCode(resp.Result[x].Currency),
Total: resp.Result[x].Total.Float64(),
Free: resp.Result[x].Available.Float64(),
UpdatedAt: resp.Result[x].Timestamp.Time(),
},
}
}
e.Websocket.DataHandler <- changes
return account.ProcessChange(e.Name, changes, creds)
}
func (e *Exchange) processCrossMarginLoans(data []byte) error {
resp := struct {
Time types.Time `json:"time"`
Channel string `json:"channel"`
Event string `json:"event"`
Result WsCrossMarginLoan `json:"result"`
}{}
err := json.Unmarshal(data, &resp)
if err != nil {
return err
}
e.Websocket.DataHandler <- resp
return nil
}
// generateSubscriptionsSpot returns configured subscriptions
func (e *Exchange) generateSubscriptionsSpot() (subscription.List, error) {
return e.Features.Subscriptions.ExpandTemplates(e)
}
// GetSubscriptionTemplate returns a subscription channel template
func (e *Exchange) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
return template.New("master.tmpl").
Funcs(sprig.FuncMap()).
Funcs(template.FuncMap{
"channelName": channelName,
"singleSymbolChannel": singleSymbolChannel,
"orderbookInterval": orderbookChannelInterval,
"candlesInterval": candlesChannelInterval,
"levels": channelLevels,
}).Parse(subTplText)
}
// manageSubs sends a websocket message to subscribe or unsubscribe from a list of channel
func (e *Exchange) manageSubs(ctx context.Context, event string, conn websocket.Connection, subs subscription.List) error {
var errs error
subs, errs = subs.ExpandTemplates(e)
if errs != nil {
return errs
}
for _, s := range subs {
if err := func() error {
msg, err := e.manageSubReq(ctx, event, conn, s)
if err != nil {
return err
}
result, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, msg.ID, msg)
if err != nil {
return err
}
var resp WsEventResponse
if err := json.Unmarshal(result, &resp); err != nil {
return err
}
if resp.Error != nil && resp.Error.Code != 0 {
return fmt.Errorf("(%d) %s", resp.Error.Code, resp.Error.Message)
}
if event == "unsubscribe" {
return e.Websocket.RemoveSubscriptions(conn, s)
}
return e.Websocket.AddSuccessfulSubscriptions(conn, s)
}(); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%s %s %s: %w", s.Channel, s.Asset, s.Pairs, err))
}
}
return errs
}
// manageSubReq constructs the subscription management message for a subscription
func (e *Exchange) manageSubReq(ctx context.Context, event string, conn websocket.Connection, s *subscription.Subscription) (*WsInput, error) {
req := &WsInput{
ID: conn.GenerateMessageID(false),
Event: event,
Channel: channelName(s),
Time: time.Now().Unix(),
Payload: strings.Split(s.QualifiedChannel, ","),
}
if s.Authenticated {
creds, err := e.GetCredentials(ctx)
if err != nil {
return nil, err
}
sig, err := e.generateWsSignature(creds.Secret, event, req.Channel, req.Time)
if err != nil {
return nil, err
}
req.Auth = &WsAuthInput{
Method: "api_key",
Key: creds.Key,
Sign: sig,
}
}
return req, nil
}
// Subscribe sends a websocket message to stop receiving data from the channel
func (e *Exchange) Subscribe(ctx context.Context, conn websocket.Connection, subs subscription.List) error {
return e.manageSubs(ctx, subscribeEvent, conn, subs)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (e *Exchange) Unsubscribe(ctx context.Context, conn websocket.Connection, subs subscription.List) error {
return e.manageSubs(ctx, unsubscribeEvent, conn, subs)
}
// GenerateWebsocketMessageID generates a message ID for the individual connection
func (e *Exchange) GenerateWebsocketMessageID(bool) int64 {
return e.Counter.IncrementAndGet()
}
// channelName converts global channel names to gateio specific channel names
func channelName(s *subscription.Subscription) string {
if name, ok := subscriptionNames[s.Channel]; ok {
return name
}
return s.Channel
}
// singleSymbolChannel returns if the channel should be fanned out into single symbol requests
func singleSymbolChannel(name string) bool {
switch name {
case spotCandlesticksChannel, spotOrderbookUpdateChannel, spotOrderbookChannel:
return true
}
return false
}
// ValidateSubscriptions implements the subscription.ListValidator interface.
// It ensures that, for each orderbook pair asset, only one type of subscription (e.g., best bid/ask, orderbook update, or orderbook snapshot)
// is active at a time. Multiple concurrent subscriptions for the same asset are disallowed to prevent orderbook data corruption.
func (e *Exchange) ValidateSubscriptions(l subscription.List) error {
orderbookGuard := map[key.PairAsset]string{}
for _, s := range l {
n := channelName(s)
if !isSingleOrderbookChannel(n) {
continue
}
for _, p := range s.Pairs {
k := key.PairAsset{Base: p.Base.Item, Quote: p.Quote.Item, Asset: s.Asset}
existingChanName, ok := orderbookGuard[k]
if !ok {
orderbookGuard[k] = n
continue
}
if existingChanName != n {
return fmt.Errorf("%w for %q %q between %q and %q, please enable only one type", subscription.ErrExclusiveSubscription, k.Pair(), k.Asset, existingChanName, n)
}
}
}
return nil
}
// isSingleOrderbookChannel checks if the specified channel represents a single orderbook subscription.
// It returns true for channels like orderbook updates, snapshots, or tickers, as multiple subscriptions
// for the same pair asset could corrupt the stored orderbook data.
func isSingleOrderbookChannel(name string) bool {
switch name {
case spotOrderbookUpdateChannel,
spotOrderbookChannel,
spotOrderbookTickerChannel,
futuresOrderbookChannel,
futuresOrderbookTickerChannel,
futuresOrderbookUpdateChannel,
optionsOrderbookChannel,
optionsOrderbookTickerChannel,
optionsOrderbookUpdateChannel:
return true
}
return false
}
var channelIntervalsMap = map[asset.Item]map[string][]kline.Interval{
asset.Spot: {
spotOrderbookTickerChannel: {},
spotOrderbookChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
spotOrderbookUpdateChannel: {kline.TwentyMilliseconds, kline.HundredMilliseconds},
},
asset.Futures: {
futuresOrderbookTickerChannel: {},
futuresOrderbookChannel: {0},
futuresOrderbookUpdateChannel: {kline.TwentyMilliseconds, kline.HundredMilliseconds},
},
asset.DeliveryFutures: {
futuresOrderbookTickerChannel: {},
futuresOrderbookChannel: {0},
futuresOrderbookUpdateChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
},
asset.Options: {
optionsOrderbookTickerChannel: {},
optionsOrderbookChannel: {0},
optionsOrderbookUpdateChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
},
}
func candlesChannelInterval(s *subscription.Subscription) (string, error) {
if s.Channel == subscription.CandlesChannel {
return getIntervalString(s.Interval)
}
return "", nil
}
func orderbookChannelInterval(s *subscription.Subscription, a asset.Item) (string, error) {
cName := channelName(s)
assetChannels, ok := channelIntervalsMap[a]
if !ok {
return "", nil
}
switch intervals, ok := assetChannels[cName]; {
case !ok:
return "", nil
case len(intervals) == 0:
if s.Interval != 0 {
return "", fmt.Errorf("%w for %s: %q; interval not supported for channel", subscription.ErrInvalidInterval, cName, s.Interval)
}
return "", nil
case !slices.Contains(intervals, s.Interval):
return "", fmt.Errorf("%w for %s: %q; supported: %q", subscription.ErrInvalidInterval, cName, s.Interval, intervals)
case cName == futuresOrderbookUpdateChannel && s.Interval == kline.TwentyMilliseconds && s.Levels != 20:
return "", fmt.Errorf("%w for %q: 20ms only valid with Levels 20", subscription.ErrInvalidInterval, cName)
case s.Interval == 0:
return "0", nil // Do not move this into getIntervalString, it's only valid for ws subs
}
return getIntervalString(s.Interval)
}
var channelLevelsMap = map[asset.Item]map[string][]int{
asset.Spot: {
spotOrderbookTickerChannel: {},
spotOrderbookUpdateChannel: {},
spotOrderbookChannel: {1, 5, 10, 20, 50, 100},
},
asset.Futures: {
futuresOrderbookChannel: {1, 5, 10, 20, 50, 100},
futuresOrderbookTickerChannel: {},
futuresOrderbookUpdateChannel: {20, 50, 100},
},
asset.DeliveryFutures: {
futuresOrderbookChannel: {1, 5, 10, 20, 50, 100},
futuresOrderbookTickerChannel: {},
futuresOrderbookUpdateChannel: {5, 10, 20, 50, 100},
},
asset.Options: {
optionsOrderbookTickerChannel: {},
optionsOrderbookUpdateChannel: {5, 10, 20, 50},
optionsOrderbookChannel: {5, 10, 20, 50},
},
}
func channelLevels(s *subscription.Subscription, a asset.Item) (string, error) {
cName := channelName(s)
assetChannels, ok := channelLevelsMap[a]
if !ok {
return "", nil
}
switch levels, ok := assetChannels[cName]; {
case !ok:
return "", nil
case len(levels) == 0:
if s.Levels != 0 {
return "", fmt.Errorf("%w for %s: `%d`; levels not supported for channel", subscription.ErrInvalidLevel, cName, s.Levels)
}
return "", nil
case !slices.Contains(levels, s.Levels):
return "", fmt.Errorf("%w for %s: %d; supported: %v", subscription.ErrInvalidLevel, cName, s.Levels, levels)
}
return strconv.Itoa(s.Levels), nil
}
const subTplText = `
{{- with $name := channelName $.S }}
{{- range $asset, $pairs := $.AssetPairs }}
{{- if singleSymbolChannel $name }}
{{- range $i, $p := $pairs -}}
{{- with $i := candlesInterval $.S }}{{ $i -}} , {{- end }}
{{- $p }}
{{- with $l := levels $.S $asset -}} , {{- $l }}{{ end }}
{{- with $i := orderbookInterval $.S $asset -}} , {{- $i }}{{- end }}
{{- $.PairSeparator }}
{{- end }}
{{- $.AssetSeparator }}
{{- else }}
{{- $pairs.Join }}
{{- end }}
{{- end }}
{{- end }}
`
// GeneratePayload returns the payload for a websocket message
type GeneratePayload func(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error)
// handleSubscription sends a websocket message to receive data from the channel
func (e *Exchange) handleSubscription(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List, generatePayload GeneratePayload) error {
payloads, err := generatePayload(ctx, conn, event, channelsToSubscribe)
if err != nil {
return err
}
var errs error
for k := range payloads {
result, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, payloads[k].ID, payloads[k])
if err != nil {
errs = common.AppendError(errs, err)
continue
}
var resp WsEventResponse
if err = json.Unmarshal(result, &resp); err != nil {
errs = common.AppendError(errs, err)
} else {
if resp.Error != nil && resp.Error.Code != 0 {
errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s error code: %d message: %s", payloads[k].Event, payloads[k].Channel, resp.Error.Code, resp.Error.Message))
continue
}
if event == subscribeEvent {
errs = common.AppendError(errs, e.Websocket.AddSuccessfulSubscriptions(conn, channelsToSubscribe[k]))
} else {
errs = common.AppendError(errs, e.Websocket.RemoveSubscriptions(conn, channelsToSubscribe[k]))
}
}
}
return errs
}
type resultHolder struct {
Result any `json:"result"`
}
// SendWebsocketRequest sends a websocket request to the exchange
func (e *Exchange) SendWebsocketRequest(ctx context.Context, epl request.EndpointLimit, channel string, connSignature, params, result any, expectedResponses int) error {
paramPayload, err := json.Marshal(params)
if err != nil {
return err
}
conn, err := e.Websocket.GetConnection(connSignature)
if err != nil {
return err
}
tn := time.Now().Unix()
req := &WebsocketRequest{
Time: tn,
Channel: channel,
Event: "api",
Payload: WebsocketPayload{
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
RequestParam: paramPayload,
Timestamp: strconv.FormatInt(tn, 10),
},
}
responses, err := conn.SendMessageReturnResponsesWithInspector(ctx, epl, req.Payload.RequestID, req, expectedResponses, wsRespAckInspector{})
if err != nil {
return err
}
if len(responses) == 0 {
return common.ErrNoResponse
}
// responses may include an ack resp, which we skip
endResponse := responses[len(responses)-1]
var inbound WebsocketAPIResponse
if err := json.Unmarshal(endResponse, &inbound); err != nil {
return err
}
if inbound.Header.Status != http.StatusOK {
var wsErr WebsocketErrors
if err := json.Unmarshal(inbound.Data, &wsErr); err != nil {
return err
}
return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
}
return json.Unmarshal(inbound.Data, &resultHolder{Result: result})
}
type wsRespAckInspector struct{}
// IsFinal checks the payload for an ack, it returns true if the payload does not contain an ack.
// This will force the cancellation of further waiting for responses.
func (wsRespAckInspector) IsFinal(data []byte) bool {
return !strings.Contains(string(data), "ack")
}