mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-16 07:26:47 +00:00
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s
2180 lines
66 KiB
Go
2180 lines
66 KiB
Go
package bitfinex
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import (
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"context"
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"encoding/json"
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"errors"
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"fmt"
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"hash/crc32"
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"net/http"
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"sort"
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"strconv"
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"strings"
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"sync"
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"time"
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"github.com/buger/jsonparser"
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"github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/convert"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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var comms = make(chan stream.Response)
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type checksum struct {
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Token int
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Sequence int64
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}
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// checksumStore quick global for now
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var checksumStore = make(map[int]*checksum)
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var cMtx sync.Mutex
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// WsConnect starts a new websocket connection
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func (b *Bitfinex) WsConnect() error {
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if !b.Websocket.IsEnabled() || !b.IsEnabled() {
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return stream.ErrWebsocketNotEnabled
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}
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var dialer websocket.Dialer
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err := b.Websocket.Conn.Dial(&dialer, http.Header{})
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if err != nil {
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return fmt.Errorf("%v unable to connect to Websocket. Error: %s",
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b.Name,
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err)
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}
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b.Websocket.Wg.Add(1)
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go b.wsReadData(b.Websocket.Conn)
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if b.Websocket.CanUseAuthenticatedEndpoints() {
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err = b.Websocket.AuthConn.Dial(&dialer, http.Header{})
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%v unable to connect to authenticated Websocket. Error: %s",
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b.Name,
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err)
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b.Websocket.SetCanUseAuthenticatedEndpoints(false)
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}
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b.Websocket.Wg.Add(1)
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go b.wsReadData(b.Websocket.AuthConn)
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err = b.WsSendAuth(context.TODO())
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if err != nil {
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log.Errorf(log.ExchangeSys,
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"%v - authentication failed: %v\n",
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b.Name,
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err)
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b.Websocket.SetCanUseAuthenticatedEndpoints(false)
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}
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}
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b.Websocket.Wg.Add(1)
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go b.WsDataHandler()
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return b.ConfigureWS()
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}
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// wsReadData receives and passes on websocket messages for processing
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func (b *Bitfinex) wsReadData(ws stream.Connection) {
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defer b.Websocket.Wg.Done()
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for {
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resp := ws.ReadMessage()
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if resp.Raw == nil {
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return
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}
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comms <- resp
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}
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}
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// WsDataHandler handles data from wsReadData
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func (b *Bitfinex) WsDataHandler() {
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defer b.Websocket.Wg.Done()
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for {
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select {
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case <-b.Websocket.ShutdownC:
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select {
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case resp := <-comms:
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err := b.wsHandleData(resp.Raw)
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if err != nil {
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select {
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case b.Websocket.DataHandler <- err:
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default:
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log.Errorf(log.WebsocketMgr,
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"%s websocket handle data error: %v",
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b.Name,
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err)
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}
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}
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default:
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}
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return
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case resp := <-comms:
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if resp.Type != websocket.TextMessage {
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continue
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}
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err := b.wsHandleData(resp.Raw)
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if err != nil {
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b.Websocket.DataHandler <- err
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}
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}
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}
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}
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func (b *Bitfinex) wsHandleData(respRaw []byte) error {
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var result interface{}
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if err := json.Unmarshal(respRaw, &result); err != nil {
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return err
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}
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switch d := result.(type) {
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case map[string]interface{}:
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return b.handleWSEvent(respRaw)
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case []interface{}:
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chanIDFloat, ok := d[0].(float64)
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if !ok {
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return common.GetTypeAssertError("float64", d[0], "chanID")
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}
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chanID := int(chanIDFloat)
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eventType, hasEventType := d[1].(string)
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if chanID != 0 {
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if c := b.Websocket.GetSubscription(chanID); c != nil {
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return b.handleWSChannelUpdate(c, eventType, d)
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}
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if b.Verbose {
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log.Warnf(log.ExchangeSys, "%s %s; dropped WS message: %s", b.Name, stream.ErrSubscriptionNotFound, respRaw)
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}
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// We didn't have a mapping for this chanID; This probably means we have unsubscribed OR
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// received our first message before processing the sub chanID
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// In either case it's okay. No point in erroring because there's nothing we can do about it, and it happens often
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return nil
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}
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if !hasEventType {
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return errors.New("WS message without eventType")
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}
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switch eventType {
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case wsHeartbeat, pong:
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return nil
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case wsNotification:
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return b.handleWSNotification(d, respRaw)
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case wsOrderSnapshot:
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if snapBundle, ok := d[2].([]interface{}); ok && len(snapBundle) > 0 {
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if _, ok := snapBundle[0].([]interface{}); ok {
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for i := range snapBundle {
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if positionData, ok := snapBundle[i].([]interface{}); ok {
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b.wsHandleOrder(positionData)
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}
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}
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}
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}
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case wsOrderCancel, wsOrderNew, wsOrderUpdate:
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if oData, ok := d[2].([]interface{}); ok && len(oData) > 0 {
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b.wsHandleOrder(oData)
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}
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case wsPositionSnapshot:
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return b.handleWSPositionSnapshot(d)
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case wsPositionNew, wsPositionUpdate, wsPositionClose:
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return b.handleWSPositionUpdate(d)
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case wsTradeExecuted, wsTradeExecutionUpdate:
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return b.handleWSTradeUpdate(d, eventType)
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case wsFundingOfferSnapshot:
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if snapBundle, ok := d[2].([]interface{}); ok && len(snapBundle) > 0 {
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if _, ok := snapBundle[0].([]interface{}); ok {
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snapshot := make([]*WsFundingOffer, len(snapBundle))
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for i := range snapBundle {
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data, ok := snapBundle[i].([]interface{})
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if !ok {
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return errors.New("unable to type assert wsFundingOrderSnapshot snapBundle data")
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}
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offer, err := wsHandleFundingOffer(data, false /* include rate real */)
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if err != nil {
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return err
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}
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snapshot[i] = offer
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}
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b.Websocket.DataHandler <- snapshot
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}
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}
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case wsFundingOfferNew, wsFundingOfferUpdate, wsFundingOfferCancel:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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offer, err := wsHandleFundingOffer(data, true /* include rate real */)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- offer
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}
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case wsFundingCreditSnapshot:
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if snapBundle, ok := d[2].([]interface{}); ok && len(snapBundle) > 0 {
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if _, ok := snapBundle[0].([]interface{}); ok {
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snapshot := make([]*WsCredit, len(snapBundle))
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for i := range snapBundle {
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data, ok := snapBundle[i].([]interface{})
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if !ok {
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return errors.New("unable to type assert wsFundingCreditSnapshot snapBundle data")
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}
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fundingCredit, err := wsHandleFundingCreditLoanData(data, true /* include position pair */)
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if err != nil {
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return err
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}
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snapshot[i] = fundingCredit
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}
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b.Websocket.DataHandler <- snapshot
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}
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}
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case wsFundingCreditNew, wsFundingCreditUpdate, wsFundingCreditCancel:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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fundingCredit, err := wsHandleFundingCreditLoanData(data, true /* include position pair */)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- fundingCredit
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}
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case wsFundingLoanSnapshot:
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if snapBundle, ok := d[2].([]interface{}); ok && len(snapBundle) > 0 {
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if _, ok := snapBundle[0].([]interface{}); ok {
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snapshot := make([]*WsCredit, len(snapBundle))
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for i := range snapBundle {
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data, ok := snapBundle[i].([]interface{})
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if !ok {
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return errors.New("unable to type assert wsFundingLoanSnapshot snapBundle data")
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}
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fundingLoanSnapshot, err := wsHandleFundingCreditLoanData(data, false /* include position pair */)
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if err != nil {
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return err
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}
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snapshot[i] = fundingLoanSnapshot
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}
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b.Websocket.DataHandler <- snapshot
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}
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}
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case wsFundingLoanNew, wsFundingLoanUpdate, wsFundingLoanCancel:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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fundingData, err := wsHandleFundingCreditLoanData(data, false /* include position pair */)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- fundingData
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}
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case wsWalletSnapshot:
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if snapBundle, ok := d[2].([]interface{}); ok && len(snapBundle) > 0 {
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if _, ok := snapBundle[0].([]interface{}); ok {
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snapshot := make([]WsWallet, len(snapBundle))
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for i := range snapBundle {
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data, ok := snapBundle[i].([]interface{})
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if !ok {
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return errors.New("unable to type assert wsWalletSnapshot snapBundle data")
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}
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var wallet WsWallet
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if wallet.Type, ok = data[0].(string); !ok {
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return errors.New("unable to type assert wallet snapshot type")
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}
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if wallet.Currency, ok = data[1].(string); !ok {
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return errors.New("unable to type assert wallet snapshot currency")
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}
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if wallet.Balance, ok = data[2].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot balance")
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}
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if wallet.UnsettledInterest, ok = data[3].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot unsettled interest")
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}
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if data[4] != nil {
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if wallet.BalanceAvailable, ok = data[4].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot balance available")
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}
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}
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snapshot[i] = wallet
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}
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b.Websocket.DataHandler <- snapshot
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}
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}
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case wsWalletUpdate:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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var wallet WsWallet
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if wallet.Type, ok = data[0].(string); !ok {
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return errors.New("unable to type assert wallet snapshot type")
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}
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if wallet.Currency, ok = data[1].(string); !ok {
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return errors.New("unable to type assert wallet snapshot currency")
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}
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if wallet.Balance, ok = data[2].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot balance")
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}
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if wallet.UnsettledInterest, ok = data[3].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot unsettled interest")
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}
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if data[4] != nil {
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if wallet.BalanceAvailable, ok = data[4].(float64); !ok {
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return errors.New("unable to type assert wallet snapshot balance available")
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}
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}
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b.Websocket.DataHandler <- wallet
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}
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case wsBalanceUpdate:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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var balance WsBalanceInfo
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if balance.TotalAssetsUnderManagement, ok = data[0].(float64); !ok {
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return errors.New("unable to type assert balance total assets under management")
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}
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if balance.NetAssetsUnderManagement, ok = data[1].(float64); !ok {
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return errors.New("unable to type assert balance net assets under management")
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}
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b.Websocket.DataHandler <- balance
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}
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case wsMarginInfoUpdate:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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if eventType, ok := data[0].(string); ok && eventType == "base" {
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baseData, ok := data[1].([]interface{})
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if !ok {
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return errors.New("unable to type assert wsMarginInfoUpdate baseData")
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}
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var marginInfoBase WsMarginInfoBase
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if marginInfoBase.UserProfitLoss, ok = baseData[0].(float64); !ok {
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return errors.New("unable to type assert margin info user profit loss")
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}
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if marginInfoBase.UserSwaps, ok = baseData[1].(float64); !ok {
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return errors.New("unable to type assert margin info user swaps")
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}
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if marginInfoBase.MarginBalance, ok = baseData[2].(float64); !ok {
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return errors.New("unable to type assert margin info balance")
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}
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if marginInfoBase.MarginNet, ok = baseData[3].(float64); !ok {
|
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return errors.New("unable to type assert margin info net")
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}
|
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if marginInfoBase.MarginRequired, ok = baseData[4].(float64); !ok {
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return errors.New("unable to type assert margin info required")
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}
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b.Websocket.DataHandler <- marginInfoBase
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}
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}
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case wsFundingInfoUpdate:
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
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if fundingType, ok := data[0].(string); ok && fundingType == "sym" {
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symbolData, ok := data[2].([]interface{})
|
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if !ok {
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return errors.New("unable to type assert wsFundingInfoUpdate symbolData")
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}
|
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var fundingInfo WsFundingInfo
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if fundingInfo.Symbol, ok = data[1].(string); !ok {
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return errors.New("unable to type assert symbol")
|
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}
|
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if fundingInfo.YieldLoan, ok = symbolData[0].(float64); !ok {
|
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return errors.New("unable to type assert funding info update yield loan")
|
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}
|
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if fundingInfo.YieldLend, ok = symbolData[1].(float64); !ok {
|
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return errors.New("unable to type assert funding info update yield lend")
|
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}
|
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if fundingInfo.DurationLoan, ok = symbolData[2].(float64); !ok {
|
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return errors.New("unable to type assert funding info update duration loan")
|
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}
|
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if fundingInfo.DurationLend, ok = symbolData[3].(float64); !ok {
|
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return errors.New("unable to type assert funding info update duration lend")
|
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}
|
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b.Websocket.DataHandler <- fundingInfo
|
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}
|
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}
|
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case wsFundingTradeExecuted, wsFundingTradeUpdate:
|
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if data, ok := d[2].([]interface{}); ok && len(data) > 0 {
|
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var wsFundingTrade WsFundingTrade
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tradeID, ok := data[0].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert funding trade ID")
|
|
}
|
|
wsFundingTrade.ID = int64(tradeID)
|
|
if wsFundingTrade.Symbol, ok = data[1].(string); !ok {
|
|
return errors.New("unable to type assert funding trade symbol")
|
|
}
|
|
created, ok := data[2].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert funding trade created")
|
|
}
|
|
wsFundingTrade.MTSCreated = time.UnixMilli(int64(created))
|
|
offerID, ok := data[3].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert funding trade offer ID")
|
|
}
|
|
wsFundingTrade.OfferID = int64(offerID)
|
|
if wsFundingTrade.Amount, ok = data[4].(float64); !ok {
|
|
return errors.New("unable to type assert funding trade amount")
|
|
}
|
|
if wsFundingTrade.Rate, ok = data[5].(float64); !ok {
|
|
return errors.New("unable to type assert funding trade rate")
|
|
}
|
|
period, ok := data[6].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert funding trade period")
|
|
}
|
|
wsFundingTrade.Period = int64(period)
|
|
wsFundingTrade.Maker = data[7] != nil
|
|
b.Websocket.DataHandler <- wsFundingTrade
|
|
}
|
|
default:
|
|
b.Websocket.DataHandler <- stream.UnhandledMessageWarning{
|
|
Message: b.Name + stream.UnhandledMessage + string(respRaw),
|
|
}
|
|
return nil
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSEvent(respRaw []byte) error {
|
|
event, err := jsonparser.GetUnsafeString(respRaw, "event")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'event': %w from message: %s", errParsingWSField, err, respRaw)
|
|
}
|
|
switch event {
|
|
case wsEventSubscribed:
|
|
return b.handleWSSubscribed(respRaw)
|
|
case wsEventUnsubscribed:
|
|
chanID, err := jsonparser.GetUnsafeString(respRaw, "chanId")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'chanId': %w from message: %s", errParsingWSField, err, respRaw)
|
|
}
|
|
if !b.Websocket.Match.IncomingWithData("unsubscribe:"+chanID, respRaw) {
|
|
return fmt.Errorf("%v channel unsubscribe listener not found", chanID)
|
|
}
|
|
case wsEventError:
|
|
if subID, err := jsonparser.GetUnsafeString(respRaw, "subId"); err == nil {
|
|
if !b.Websocket.Match.IncomingWithData("subscribe:"+subID, respRaw) {
|
|
return fmt.Errorf("%v channel subscribe listener not found", subID)
|
|
}
|
|
} else if chanID, err := jsonparser.GetUnsafeString(respRaw, "chanId"); err == nil {
|
|
if !b.Websocket.Match.IncomingWithData("unsubscribe:"+chanID, respRaw) {
|
|
return fmt.Errorf("%v channel unsubscribe listener not found", chanID)
|
|
}
|
|
} else {
|
|
return fmt.Errorf("unknown channel error; Message: %s", respRaw)
|
|
}
|
|
case wsEventAuth:
|
|
status, err := jsonparser.GetUnsafeString(respRaw, "status")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'status': %w from message: %s", errParsingWSField, err, respRaw)
|
|
}
|
|
if status == "OK" {
|
|
var glob map[string]interface{}
|
|
if err := json.Unmarshal(respRaw, &glob); err != nil {
|
|
return fmt.Errorf("unable to Unmarshal auth resp; Error: %w Msg: %v", err, respRaw)
|
|
}
|
|
// TODO - Send a better value down the channel
|
|
b.Websocket.DataHandler <- glob
|
|
} else {
|
|
errCode, err := jsonparser.GetInt(respRaw, "code")
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %s 'code': %s from message: %s", b.Name, errParsingWSField, err, respRaw)
|
|
}
|
|
return fmt.Errorf("WS auth subscription error; Status: %s Error Code: %d", status, errCode)
|
|
}
|
|
case wsEventInfo:
|
|
// Nothing to do with info for now.
|
|
// version or platform.status might be useful in the future.
|
|
case wsEventConf:
|
|
status, err := jsonparser.GetUnsafeString(respRaw, "status")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'status': %w from message: %s", errParsingWSField, err, respRaw)
|
|
}
|
|
if status != "OK" {
|
|
return fmt.Errorf("WS configure channel error; Status: %s", status)
|
|
}
|
|
default:
|
|
return fmt.Errorf("unknown WS event msg: %s", respRaw)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// handleWSSubscribed parses a subscription response and registers the chanID key immediately, before updating subscribeToChan via IncomingWithData chan
|
|
// wsHandleData happens sequentially, so by rekeying on chanID immediately we ensure the first message is not dropped
|
|
func (b *Bitfinex) handleWSSubscribed(respRaw []byte) error {
|
|
subID, err := jsonparser.GetUnsafeString(respRaw, "subId")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'subId': %w from message: %s", errParsingWSField, err, respRaw)
|
|
}
|
|
|
|
c := b.Websocket.GetSubscription(subID)
|
|
if c == nil {
|
|
return fmt.Errorf("%w: %w subID: %s", stream.ErrSubscriptionFailure, stream.ErrSubscriptionNotFound, subID)
|
|
}
|
|
|
|
chanID, err := jsonparser.GetInt(respRaw, "chanId")
|
|
if err != nil {
|
|
return fmt.Errorf("%w: %w 'chanId': %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, errParsingWSField, err, c.Channel, c.Pair)
|
|
}
|
|
|
|
// Note: chanID's int type avoids conflicts with the string type subID key because of the type difference
|
|
c.Key = int(chanID)
|
|
|
|
// subscribeToChan removes the old subID keyed Subscription
|
|
b.Websocket.AddSuccessfulSubscriptions(*c)
|
|
|
|
if b.Verbose {
|
|
log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.Name, c.Channel, c.Pair, chanID)
|
|
}
|
|
if !b.Websocket.Match.IncomingWithData("subscribe:"+subID, respRaw) {
|
|
return fmt.Errorf("%v channel subscribe listener not found", subID)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSChannelUpdate(c *subscription.Subscription, eventType string, d []interface{}) error {
|
|
if eventType == wsChecksum {
|
|
return b.handleWSChecksum(c, d)
|
|
}
|
|
|
|
if eventType == wsHeartbeat {
|
|
return nil
|
|
}
|
|
|
|
switch c.Channel {
|
|
case wsBook:
|
|
return b.handleWSBookUpdate(c, d)
|
|
case wsCandles:
|
|
return b.handleWSCandleUpdate(c, d)
|
|
case wsTicker:
|
|
return b.handleWSTickerUpdate(c, d)
|
|
case wsTrades:
|
|
return b.handleWSTradesUpdate(c, eventType, d)
|
|
}
|
|
|
|
return fmt.Errorf("%s unhandled channel update: %s", b.Name, c.Channel)
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSChecksum(c *subscription.Subscription, d []interface{}) error {
|
|
var token int
|
|
if f, ok := d[2].(float64); !ok {
|
|
return common.GetTypeAssertError("float64", d[2], "checksum")
|
|
} else { //nolint:revive // using lexical variable requires else statement
|
|
token = int(f)
|
|
}
|
|
if len(d) < 4 {
|
|
return errNoSeqNo
|
|
}
|
|
var seqNo int64
|
|
if f, ok := d[3].(float64); !ok {
|
|
return common.GetTypeAssertError("float64", d[3], "seqNo")
|
|
} else { //nolint:revive // using lexical variable requires else statement
|
|
seqNo = int64(f)
|
|
}
|
|
|
|
chanID, ok := c.Key.(int)
|
|
if !ok {
|
|
return common.GetTypeAssertError("int", c.Key, "ChanID") // Should be impossible
|
|
}
|
|
|
|
cMtx.Lock()
|
|
checksumStore[chanID] = &checksum{
|
|
Token: token,
|
|
Sequence: seqNo,
|
|
}
|
|
cMtx.Unlock()
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSBookUpdate(c *subscription.Subscription, d []interface{}) error {
|
|
var newOrderbook []WebsocketBook
|
|
obSnapBundle, ok := d[1].([]interface{})
|
|
if !ok {
|
|
return errors.New("orderbook interface cast failed")
|
|
}
|
|
if len(obSnapBundle) == 0 {
|
|
return errors.New("no data within orderbook snapshot")
|
|
}
|
|
if len(d) < 3 {
|
|
return errNoSeqNo
|
|
}
|
|
sequenceNo, ok := d[2].(float64)
|
|
if !ok {
|
|
return errors.New("type assertion failure")
|
|
}
|
|
var fundingRate bool
|
|
switch id := obSnapBundle[0].(type) {
|
|
case []interface{}:
|
|
for i := range obSnapBundle {
|
|
data, ok := obSnapBundle[i].([]interface{})
|
|
if !ok {
|
|
return errors.New("type assertion failed for orderbok item data")
|
|
}
|
|
id, okAssert := data[0].(float64)
|
|
if !okAssert {
|
|
return errors.New("type assertion failed for orderbook id data")
|
|
}
|
|
pricePeriod, okAssert := data[1].(float64)
|
|
if !okAssert {
|
|
return errors.New("type assertion failed for orderbook price data")
|
|
}
|
|
rateAmount, okAssert := data[2].(float64)
|
|
if !okAssert {
|
|
return errors.New("type assertion failed for orderbook rate data")
|
|
}
|
|
if len(data) == 4 {
|
|
fundingRate = true
|
|
amount, okFunding := data[3].(float64)
|
|
if !okFunding {
|
|
return errors.New("type assertion failed for orderbook funding data")
|
|
}
|
|
newOrderbook = append(newOrderbook, WebsocketBook{
|
|
ID: int64(id),
|
|
Period: int64(pricePeriod),
|
|
Price: rateAmount,
|
|
Amount: amount})
|
|
} else {
|
|
newOrderbook = append(newOrderbook, WebsocketBook{
|
|
ID: int64(id),
|
|
Price: pricePeriod,
|
|
Amount: rateAmount})
|
|
}
|
|
}
|
|
if err := b.WsInsertSnapshot(c.Pair, c.Asset, newOrderbook, fundingRate); err != nil {
|
|
return fmt.Errorf("inserting snapshot error: %s",
|
|
err)
|
|
}
|
|
case float64:
|
|
pricePeriod, okSnap := obSnapBundle[1].(float64)
|
|
if !okSnap {
|
|
return errors.New("type assertion failed for orderbook price snapshot data")
|
|
}
|
|
amountRate, okSnap := obSnapBundle[2].(float64)
|
|
if !okSnap {
|
|
return errors.New("type assertion failed for orderbook amount snapshot data")
|
|
}
|
|
if len(obSnapBundle) == 4 {
|
|
fundingRate = true
|
|
var amount float64
|
|
amount, okSnap = obSnapBundle[3].(float64)
|
|
if !okSnap {
|
|
return errors.New("type assertion failed for orderbook amount snapshot data")
|
|
}
|
|
newOrderbook = append(newOrderbook, WebsocketBook{
|
|
ID: int64(id),
|
|
Period: int64(pricePeriod),
|
|
Price: amountRate,
|
|
Amount: amount})
|
|
} else {
|
|
newOrderbook = append(newOrderbook, WebsocketBook{
|
|
ID: int64(id),
|
|
Price: pricePeriod,
|
|
Amount: amountRate})
|
|
}
|
|
|
|
if err := b.WsUpdateOrderbook(c, c.Pair, c.Asset, newOrderbook, int64(sequenceNo), fundingRate); err != nil {
|
|
return fmt.Errorf("updating orderbook error: %s",
|
|
err)
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSCandleUpdate(c *subscription.Subscription, d []interface{}) error {
|
|
candleBundle, ok := d[1].([]interface{})
|
|
if !ok || len(candleBundle) == 0 {
|
|
return nil
|
|
}
|
|
|
|
switch candleData := candleBundle[0].(type) {
|
|
case []interface{}:
|
|
for i := range candleBundle {
|
|
var element []interface{}
|
|
element, ok = candleBundle[i].([]interface{})
|
|
if !ok {
|
|
return errors.New("candle type assertion for element data")
|
|
}
|
|
if len(element) < 6 {
|
|
return errors.New("invalid candleBundle length")
|
|
}
|
|
var err error
|
|
var klineData stream.KlineData
|
|
if klineData.Timestamp, err = convert.TimeFromUnixTimestampFloat(element[0]); err != nil {
|
|
return fmt.Errorf("unable to convert candle timestamp: %w", err)
|
|
}
|
|
if klineData.OpenPrice, ok = element[1].(float64); !ok {
|
|
return errors.New("unable to type assert candle open price")
|
|
}
|
|
if klineData.ClosePrice, ok = element[2].(float64); !ok {
|
|
return errors.New("unable to type assert candle close price")
|
|
}
|
|
if klineData.HighPrice, ok = element[3].(float64); !ok {
|
|
return errors.New("unable to type assert candle high price")
|
|
}
|
|
if klineData.LowPrice, ok = element[4].(float64); !ok {
|
|
return errors.New("unable to type assert candle low price")
|
|
}
|
|
if klineData.Volume, ok = element[5].(float64); !ok {
|
|
return errors.New("unable to type assert candle volume")
|
|
}
|
|
klineData.Exchange = b.Name
|
|
klineData.AssetType = c.Asset
|
|
klineData.Pair = c.Pair
|
|
b.Websocket.DataHandler <- klineData
|
|
}
|
|
case float64:
|
|
if len(candleBundle) < 6 {
|
|
return errors.New("invalid candleBundle length")
|
|
}
|
|
var err error
|
|
var klineData stream.KlineData
|
|
if klineData.Timestamp, err = convert.TimeFromUnixTimestampFloat(candleData); err != nil {
|
|
return fmt.Errorf("unable to convert candle timestamp: %w", err)
|
|
}
|
|
if klineData.OpenPrice, ok = candleBundle[1].(float64); !ok {
|
|
return errors.New("unable to type assert candle open price")
|
|
}
|
|
if klineData.ClosePrice, ok = candleBundle[2].(float64); !ok {
|
|
return errors.New("unable to type assert candle close price")
|
|
}
|
|
if klineData.HighPrice, ok = candleBundle[3].(float64); !ok {
|
|
return errors.New("unable to type assert candle high price")
|
|
}
|
|
if klineData.LowPrice, ok = candleBundle[4].(float64); !ok {
|
|
return errors.New("unable to type assert candle low price")
|
|
}
|
|
if klineData.Volume, ok = candleBundle[5].(float64); !ok {
|
|
return errors.New("unable to type assert candle volume")
|
|
}
|
|
klineData.Exchange = b.Name
|
|
klineData.AssetType = c.Asset
|
|
klineData.Pair = c.Pair
|
|
b.Websocket.DataHandler <- klineData
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSTickerUpdate(c *subscription.Subscription, d []interface{}) error {
|
|
tickerData, ok := d[1].([]interface{})
|
|
if !ok {
|
|
return errors.New("type assertion for tickerData")
|
|
}
|
|
|
|
t := &ticker.Price{
|
|
AssetType: c.Asset,
|
|
Pair: c.Pair,
|
|
ExchangeName: b.Name,
|
|
}
|
|
|
|
if len(tickerData) == 10 {
|
|
if t.Bid, ok = tickerData[0].(float64); !ok {
|
|
return errors.New("unable to type assert ticker bid")
|
|
}
|
|
if t.Ask, ok = tickerData[2].(float64); !ok {
|
|
return errors.New("unable to type assert ticker ask")
|
|
}
|
|
if t.Last, ok = tickerData[6].(float64); !ok {
|
|
return errors.New("unable to type assert ticker last")
|
|
}
|
|
if t.Volume, ok = tickerData[7].(float64); !ok {
|
|
return errors.New("unable to type assert ticker volume")
|
|
}
|
|
if t.High, ok = tickerData[8].(float64); !ok {
|
|
return errors.New("unable to type assert ticker high")
|
|
}
|
|
if t.Low, ok = tickerData[9].(float64); !ok {
|
|
return errors.New("unable to type assert ticker low")
|
|
}
|
|
} else {
|
|
if t.FlashReturnRate, ok = tickerData[0].(float64); !ok {
|
|
return errors.New("unable to type assert ticker flash return rate")
|
|
}
|
|
if t.Bid, ok = tickerData[1].(float64); !ok {
|
|
return errors.New("unable to type assert ticker bid")
|
|
}
|
|
if t.BidPeriod, ok = tickerData[2].(float64); !ok {
|
|
return errors.New("unable to type assert ticker bid period")
|
|
}
|
|
if t.BidSize, ok = tickerData[3].(float64); !ok {
|
|
return errors.New("unable to type assert ticker bid size")
|
|
}
|
|
if t.Ask, ok = tickerData[4].(float64); !ok {
|
|
return errors.New("unable to type assert ticker ask")
|
|
}
|
|
if t.AskPeriod, ok = tickerData[5].(float64); !ok {
|
|
return errors.New("unable to type assert ticker ask period")
|
|
}
|
|
if t.AskSize, ok = tickerData[6].(float64); !ok {
|
|
return errors.New("unable to type assert ticker ask size")
|
|
}
|
|
if t.Last, ok = tickerData[9].(float64); !ok {
|
|
return errors.New("unable to type assert ticker last")
|
|
}
|
|
if t.Volume, ok = tickerData[10].(float64); !ok {
|
|
return errors.New("unable to type assert ticker volume")
|
|
}
|
|
if t.High, ok = tickerData[11].(float64); !ok {
|
|
return errors.New("unable to type assert ticker high")
|
|
}
|
|
if t.Low, ok = tickerData[12].(float64); !ok {
|
|
return errors.New("unable to type assert ticker low")
|
|
}
|
|
if t.FlashReturnRateAmount, ok = tickerData[15].(float64); !ok {
|
|
return errors.New("unable to type assert ticker flash return rate")
|
|
}
|
|
}
|
|
b.Websocket.DataHandler <- t
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSTradesUpdate(c *subscription.Subscription, eventType string, d []interface{}) error {
|
|
if !b.IsSaveTradeDataEnabled() {
|
|
return nil
|
|
}
|
|
if c.Asset == asset.MarginFunding {
|
|
return nil
|
|
}
|
|
var tradeHolder []WebsocketTrade
|
|
switch len(d) {
|
|
case 2:
|
|
snapshot, ok := d[1].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert trade snapshot data")
|
|
}
|
|
for i := range snapshot {
|
|
elem, ok := snapshot[i].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert trade snapshot element data")
|
|
}
|
|
tradeID, ok := elem[0].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade ID")
|
|
}
|
|
timestamp, ok := elem[1].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade timestamp")
|
|
}
|
|
amount, ok := elem[2].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade amount")
|
|
}
|
|
wsTrade := WebsocketTrade{
|
|
ID: int64(tradeID),
|
|
Timestamp: int64(timestamp),
|
|
Amount: amount,
|
|
}
|
|
if len(elem) == 5 {
|
|
rate, ok := elem[3].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade rate")
|
|
}
|
|
wsTrade.Rate = rate
|
|
period, ok := elem[4].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade period")
|
|
}
|
|
wsTrade.Period = int64(period)
|
|
} else {
|
|
price, ok := elem[3].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade price")
|
|
}
|
|
wsTrade.Rate = price
|
|
}
|
|
tradeHolder = append(tradeHolder, wsTrade)
|
|
}
|
|
case 3:
|
|
if eventType != wsFundingTradeUpdate && eventType != wsTradeExecutionUpdate {
|
|
return fmt.Errorf("unhandled WS trade update event: %s", eventType)
|
|
}
|
|
data, ok := d[2].([]interface{})
|
|
if !ok {
|
|
return errors.New("trade data type assertion error")
|
|
}
|
|
|
|
tradeID, ok := data[0].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade ID")
|
|
}
|
|
timestamp, ok := data[1].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade timestamp")
|
|
}
|
|
amount, ok := data[2].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade amount")
|
|
}
|
|
wsTrade := WebsocketTrade{
|
|
ID: int64(tradeID),
|
|
Timestamp: int64(timestamp),
|
|
Amount: amount,
|
|
}
|
|
if len(data) == 5 {
|
|
rate, ok := data[3].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade rate")
|
|
}
|
|
period, ok := data[4].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade period")
|
|
}
|
|
wsTrade.Rate = rate
|
|
wsTrade.Period = int64(period)
|
|
} else {
|
|
price, ok := data[3].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert trade price")
|
|
}
|
|
wsTrade.Price = price
|
|
}
|
|
tradeHolder = append(tradeHolder, wsTrade)
|
|
}
|
|
trades := make([]trade.Data, len(tradeHolder))
|
|
for i := range tradeHolder {
|
|
side := order.Buy
|
|
newAmount := tradeHolder[i].Amount
|
|
if newAmount < 0 {
|
|
side = order.Sell
|
|
newAmount *= -1
|
|
}
|
|
price := tradeHolder[i].Price
|
|
if price == 0 && tradeHolder[i].Rate > 0 {
|
|
price = tradeHolder[i].Rate
|
|
}
|
|
trades[i] = trade.Data{
|
|
TID: strconv.FormatInt(tradeHolder[i].ID, 10),
|
|
CurrencyPair: c.Pair,
|
|
Timestamp: time.UnixMilli(tradeHolder[i].Timestamp),
|
|
Price: price,
|
|
Amount: newAmount,
|
|
Exchange: b.Name,
|
|
AssetType: c.Asset,
|
|
Side: side,
|
|
}
|
|
}
|
|
|
|
return b.AddTradesToBuffer(trades...)
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSNotification(d []interface{}, respRaw []byte) error {
|
|
notification, ok := d[2].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert notification data")
|
|
}
|
|
if data, ok := notification[4].([]interface{}); ok {
|
|
channelName, ok := notification[1].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert channelName")
|
|
}
|
|
switch {
|
|
case strings.Contains(channelName, wsFundingOfferNewRequest),
|
|
strings.Contains(channelName, wsFundingOfferUpdateRequest),
|
|
strings.Contains(channelName, wsFundingOfferCancelRequest):
|
|
if data[0] != nil {
|
|
if id, ok := data[0].(float64); ok && id > 0 {
|
|
if b.Websocket.Match.IncomingWithData(int64(id), respRaw) {
|
|
return nil
|
|
}
|
|
offer, err := wsHandleFundingOffer(data, true /* include rate real */)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
b.Websocket.DataHandler <- offer
|
|
}
|
|
}
|
|
case strings.Contains(channelName, wsOrderNewRequest):
|
|
if data[2] != nil {
|
|
if cid, ok := data[2].(float64); !ok {
|
|
return common.GetTypeAssertError("float64", data[2], channelName+" cid")
|
|
} else if cid > 0 {
|
|
if b.Websocket.Match.IncomingWithData(int64(cid), respRaw) {
|
|
return nil
|
|
}
|
|
b.wsHandleOrder(data)
|
|
}
|
|
}
|
|
case strings.Contains(channelName, wsOrderUpdateRequest),
|
|
strings.Contains(channelName, wsOrderCancelRequest):
|
|
if data[0] != nil {
|
|
if id, ok := data[0].(float64); !ok {
|
|
return common.GetTypeAssertError("float64", data[0], channelName+" id")
|
|
} else if id > 0 {
|
|
if b.Websocket.Match.IncomingWithData(int64(id), respRaw) {
|
|
return nil
|
|
}
|
|
b.wsHandleOrder(data)
|
|
}
|
|
}
|
|
default:
|
|
return fmt.Errorf("%s - Unexpected data returned %s",
|
|
b.Name,
|
|
respRaw)
|
|
}
|
|
}
|
|
if notification[5] != nil {
|
|
if wsErr, ok := notification[5].(string); ok {
|
|
if strings.EqualFold(wsErr, wsError) {
|
|
if errMsg, ok := notification[6].(string); ok {
|
|
return fmt.Errorf("%s - Error %s",
|
|
b.Name,
|
|
errMsg)
|
|
}
|
|
return fmt.Errorf("%s - unhandled error message: %v", b.Name,
|
|
notification[6])
|
|
}
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSPositionSnapshot(d []interface{}) error {
|
|
snapBundle, ok := d[2].([]interface{})
|
|
if !ok {
|
|
return common.GetTypeAssertError("[]interface{}", d[2], "positionSnapshotBundle")
|
|
}
|
|
if len(snapBundle) == 0 {
|
|
return nil
|
|
}
|
|
snapshot := make([]WebsocketPosition, len(snapBundle))
|
|
for i := range snapBundle {
|
|
positionData, ok := snapBundle[i].([]interface{})
|
|
if !ok {
|
|
return common.GetTypeAssertError("[]interface{}", snapBundle[i], "positionSnapshot")
|
|
}
|
|
var position WebsocketPosition
|
|
if position.Pair, ok = positionData[0].(string); !ok {
|
|
return errors.New("unable to type assert position snapshot pair")
|
|
}
|
|
if position.Status, ok = positionData[1].(string); !ok {
|
|
return errors.New("unable to type assert position snapshot status")
|
|
}
|
|
if position.Amount, ok = positionData[2].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot amount")
|
|
}
|
|
if position.Price, ok = positionData[3].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot price")
|
|
}
|
|
if position.MarginFunding, ok = positionData[4].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot margin funding")
|
|
}
|
|
marginFundingType, ok := positionData[5].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert position snapshot margin funding type")
|
|
}
|
|
position.MarginFundingType = int64(marginFundingType)
|
|
if position.ProfitLoss, ok = positionData[6].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot profit loss")
|
|
}
|
|
if position.ProfitLossPercent, ok = positionData[7].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot profit loss percent")
|
|
}
|
|
if position.LiquidationPrice, ok = positionData[8].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot liquidation price")
|
|
}
|
|
if position.Leverage, ok = positionData[9].(float64); !ok {
|
|
return errors.New("unable to type assert position snapshot leverage")
|
|
}
|
|
snapshot[i] = position
|
|
}
|
|
b.Websocket.DataHandler <- snapshot
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSPositionUpdate(d []interface{}) error {
|
|
positionData, ok := d[2].([]interface{})
|
|
if !ok {
|
|
return common.GetTypeAssertError("[]interface{}", d[2], "positionUpdate")
|
|
}
|
|
if len(positionData) == 0 {
|
|
return nil
|
|
}
|
|
var position WebsocketPosition
|
|
if position.Pair, ok = positionData[0].(string); !ok {
|
|
return errors.New("unable to type assert position pair")
|
|
}
|
|
if position.Status, ok = positionData[1].(string); !ok {
|
|
return errors.New("unable to type assert position status")
|
|
}
|
|
if position.Amount, ok = positionData[2].(float64); !ok {
|
|
return errors.New("unable to type assert position amount")
|
|
}
|
|
if position.Price, ok = positionData[3].(float64); !ok {
|
|
return errors.New("unable to type assert position price")
|
|
}
|
|
if position.MarginFunding, ok = positionData[4].(float64); !ok {
|
|
return errors.New("unable to type assert margin position funding")
|
|
}
|
|
marginFundingType, ok := positionData[5].(float64)
|
|
if !ok {
|
|
return errors.New("unable to type assert position margin funding type")
|
|
}
|
|
position.MarginFundingType = int64(marginFundingType)
|
|
if position.ProfitLoss, ok = positionData[6].(float64); !ok {
|
|
return errors.New("unable to type assert position profit loss")
|
|
}
|
|
if position.ProfitLossPercent, ok = positionData[7].(float64); !ok {
|
|
return errors.New("unable to type assert position profit loss percent")
|
|
}
|
|
if position.LiquidationPrice, ok = positionData[8].(float64); !ok {
|
|
return errors.New("unable to type assert position liquidation price")
|
|
}
|
|
if position.Leverage, ok = positionData[9].(float64); !ok {
|
|
return errors.New("unable to type assert position leverage")
|
|
}
|
|
b.Websocket.DataHandler <- position
|
|
return nil
|
|
}
|
|
|
|
func (b *Bitfinex) handleWSTradeUpdate(d []interface{}, eventType string) error {
|
|
tradeData, ok := d[2].([]interface{})
|
|
if !ok {
|
|
return common.GetTypeAssertError("[]interface{}", d[2], "tradeUpdate")
|
|
}
|
|
if len(tradeData) <= 4 {
|
|
return nil
|
|
}
|
|
var tData WebsocketTradeData
|
|
var tradeID float64
|
|
if tradeID, ok = tradeData[0].(float64); !ok {
|
|
return errors.New("unable to type assert trade ID")
|
|
}
|
|
tData.TradeID = int64(tradeID)
|
|
if tData.Pair, ok = tradeData[1].(string); !ok {
|
|
return errors.New("unable to type assert trade pair")
|
|
}
|
|
var timestamp float64
|
|
if timestamp, ok = tradeData[2].(float64); !ok {
|
|
return errors.New("unable to type assert trade timestamp")
|
|
}
|
|
tData.Timestamp = int64(timestamp)
|
|
var orderID float64
|
|
if orderID, ok = tradeData[3].(float64); !ok {
|
|
return errors.New("unable to type assert trade order ID")
|
|
}
|
|
tData.OrderID = int64(orderID)
|
|
if tData.AmountExecuted, ok = tradeData[4].(float64); !ok {
|
|
return errors.New("unable to type assert trade amount executed")
|
|
}
|
|
if tData.PriceExecuted, ok = tradeData[5].(float64); !ok {
|
|
return errors.New("unable to type assert trade price executed")
|
|
}
|
|
if tData.OrderType, ok = tradeData[6].(string); !ok {
|
|
return errors.New("unable to type assert trade order type")
|
|
}
|
|
if tData.OrderPrice, ok = tradeData[7].(float64); !ok {
|
|
return errors.New("unable to type assert trade order type")
|
|
}
|
|
var maker float64
|
|
if maker, ok = tradeData[8].(float64); !ok {
|
|
return errors.New("unable to type assert trade maker")
|
|
}
|
|
tData.Maker = maker == 1
|
|
if eventType == "tu" {
|
|
if tData.Fee, ok = tradeData[9].(float64); !ok {
|
|
return errors.New("unable to type assert trade fee")
|
|
}
|
|
if tData.FeeCurrency, ok = tradeData[10].(string); !ok {
|
|
return errors.New("unable to type assert trade fee currency")
|
|
}
|
|
}
|
|
b.Websocket.DataHandler <- tData
|
|
return nil
|
|
}
|
|
|
|
func wsHandleFundingOffer(data []interface{}, includeRateReal bool) (*WsFundingOffer, error) {
|
|
var offer WsFundingOffer
|
|
var ok bool
|
|
if data[0] != nil {
|
|
var offerID float64
|
|
if offerID, ok = data[0].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer ID")
|
|
}
|
|
offer.ID = int64(offerID)
|
|
}
|
|
if data[1] != nil {
|
|
if offer.Symbol, ok = data[1].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding offer symbol")
|
|
}
|
|
}
|
|
if data[2] != nil {
|
|
var created float64
|
|
if created, ok = data[2].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer created")
|
|
}
|
|
offer.Created = time.UnixMilli(int64(created))
|
|
}
|
|
if data[3] != nil {
|
|
var updated float64
|
|
if updated, ok = data[3].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer updated")
|
|
}
|
|
offer.Updated = time.UnixMilli(int64(updated))
|
|
}
|
|
if data[4] != nil {
|
|
if offer.Amount, ok = data[4].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer amount")
|
|
}
|
|
}
|
|
if data[5] != nil {
|
|
if offer.OriginalAmount, ok = data[5].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer original amount")
|
|
}
|
|
}
|
|
if data[6] != nil {
|
|
if offer.Type, ok = data[6].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding offer type")
|
|
}
|
|
}
|
|
if data[9] != nil {
|
|
if offer.Flags, ok = data[9].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer flags")
|
|
}
|
|
}
|
|
if data[10] != nil {
|
|
if offer.Status, ok = data[10].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding offer status")
|
|
}
|
|
}
|
|
if data[14] != nil {
|
|
if offer.Rate, ok = data[14].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer rate")
|
|
}
|
|
}
|
|
if data[15] != nil {
|
|
var period float64
|
|
if period, ok = data[15].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer period")
|
|
}
|
|
offer.Period = int64(period)
|
|
}
|
|
if data[16] != nil {
|
|
var notify float64
|
|
if notify, ok = data[16].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer notify")
|
|
}
|
|
offer.Notify = notify == 1
|
|
}
|
|
if data[17] != nil {
|
|
var hidden float64
|
|
if hidden, ok = data[17].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer hidden")
|
|
}
|
|
offer.Hidden = hidden == 1
|
|
}
|
|
if data[19] != nil {
|
|
var renew float64
|
|
if renew, ok = data[19].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer renew")
|
|
}
|
|
offer.Renew = renew == 1
|
|
}
|
|
if includeRateReal && data[20] != nil {
|
|
if offer.RateReal, ok = data[20].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding offer rate real")
|
|
}
|
|
}
|
|
return &offer, nil
|
|
}
|
|
|
|
func wsHandleFundingCreditLoanData(data []interface{}, includePositionPair bool) (*WsCredit, error) {
|
|
var credit WsCredit
|
|
var ok bool
|
|
if data[0] != nil {
|
|
var id float64
|
|
if id, ok = data[0].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit ID")
|
|
}
|
|
credit.ID = int64(id)
|
|
}
|
|
if data[1] != nil {
|
|
if credit.Symbol, ok = data[1].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding credit symbol")
|
|
}
|
|
}
|
|
if data[2] != nil {
|
|
var side float64
|
|
if side, ok = data[2].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit side")
|
|
}
|
|
credit.Side = int8(side)
|
|
}
|
|
if data[3] != nil {
|
|
var created float64
|
|
if created, ok = data[3].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit created")
|
|
}
|
|
credit.Created = time.UnixMilli(int64(created))
|
|
}
|
|
if data[4] != nil {
|
|
var updated float64
|
|
if updated, ok = data[4].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit updated")
|
|
}
|
|
credit.Updated = time.UnixMilli(int64(updated))
|
|
}
|
|
if data[5] != nil {
|
|
if credit.Amount, ok = data[5].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit amount")
|
|
}
|
|
}
|
|
if data[6] != nil {
|
|
credit.Flags = data[6]
|
|
}
|
|
if data[7] != nil {
|
|
if credit.Status, ok = data[7].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding credit status")
|
|
}
|
|
}
|
|
if data[11] != nil {
|
|
if credit.Rate, ok = data[11].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit rate")
|
|
}
|
|
}
|
|
if data[12] != nil {
|
|
var period float64
|
|
if period, ok = data[12].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit period")
|
|
}
|
|
credit.Period = int64(period)
|
|
}
|
|
if data[13] != nil {
|
|
var opened float64
|
|
if opened, ok = data[13].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit opened")
|
|
}
|
|
credit.Opened = time.UnixMilli(int64(opened))
|
|
}
|
|
if data[14] != nil {
|
|
var lastPayout float64
|
|
if lastPayout, ok = data[14].(float64); !ok {
|
|
return nil, errors.New("unable to type assert last funding credit payout")
|
|
}
|
|
credit.LastPayout = time.UnixMilli(int64(lastPayout))
|
|
}
|
|
if data[15] != nil {
|
|
var notify float64
|
|
if notify, ok = data[15].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit notify")
|
|
}
|
|
credit.Notify = notify == 1
|
|
}
|
|
if data[16] != nil {
|
|
var hidden float64
|
|
if hidden, ok = data[16].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit hidden")
|
|
}
|
|
credit.Hidden = hidden == 1
|
|
}
|
|
if data[18] != nil {
|
|
var renew float64
|
|
if renew, ok = data[18].(float64); !ok {
|
|
return nil, errors.New("unable to type assert funding credit renew")
|
|
}
|
|
credit.Renew = renew == 1
|
|
}
|
|
if data[19] != nil {
|
|
if credit.RateReal, ok = data[19].(float64); !ok {
|
|
return nil, errors.New("unable to type assert rate funding credit real")
|
|
}
|
|
}
|
|
if data[20] != nil {
|
|
var noClose float64
|
|
if noClose, ok = data[20].(float64); !ok {
|
|
return nil, errors.New("unable to type assert no funding credit close")
|
|
}
|
|
credit.NoClose = noClose == 1
|
|
}
|
|
if includePositionPair {
|
|
if data[21] != nil {
|
|
if credit.PositionPair, ok = data[21].(string); !ok {
|
|
return nil, errors.New("unable to type assert funding credit position pair")
|
|
}
|
|
}
|
|
}
|
|
return &credit, nil
|
|
}
|
|
|
|
func (b *Bitfinex) wsHandleOrder(data []interface{}) {
|
|
var od order.Detail
|
|
var err error
|
|
od.Exchange = b.Name
|
|
if data[0] != nil {
|
|
if id, ok := data[0].(float64); ok {
|
|
od.OrderID = strconv.FormatFloat(id, 'f', -1, 64)
|
|
}
|
|
}
|
|
if data[16] != nil {
|
|
if price, ok := data[16].(float64); ok {
|
|
od.Price = price
|
|
}
|
|
}
|
|
if data[7] != nil {
|
|
if amount, ok := data[7].(float64); ok {
|
|
od.Amount = amount
|
|
}
|
|
}
|
|
if data[6] != nil {
|
|
if remainingAmount, ok := data[6].(float64); ok {
|
|
od.RemainingAmount = remainingAmount
|
|
}
|
|
}
|
|
if data[7] != nil && data[6] != nil {
|
|
if executedAmount, ok := data[7].(float64); ok {
|
|
od.ExecutedAmount = executedAmount - od.RemainingAmount
|
|
}
|
|
}
|
|
if data[4] != nil {
|
|
if date, ok := data[4].(float64); ok {
|
|
od.Date = time.Unix(int64(date)*1000, 0)
|
|
}
|
|
}
|
|
if data[5] != nil {
|
|
if lastUpdated, ok := data[5].(float64); ok {
|
|
od.LastUpdated = time.Unix(int64(lastUpdated)*1000, 0)
|
|
}
|
|
}
|
|
if data[2] != nil {
|
|
if p, ok := data[3].(string); ok {
|
|
od.Pair, od.AssetType, err = b.GetRequestFormattedPairAndAssetType(p[1:])
|
|
if err != nil {
|
|
b.Websocket.DataHandler <- err
|
|
return
|
|
}
|
|
}
|
|
}
|
|
if data[8] != nil {
|
|
if ordType, ok := data[8].(string); ok {
|
|
oType, err := order.StringToOrderType(ordType)
|
|
if err != nil {
|
|
b.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: b.Name,
|
|
OrderID: od.OrderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
od.Type = oType
|
|
}
|
|
}
|
|
if data[13] != nil {
|
|
if combinedStatus, ok := data[13].(string); ok {
|
|
statusParts := strings.Split(combinedStatus, " @ ")
|
|
oStatus, err := order.StringToOrderStatus(statusParts[0])
|
|
if err != nil {
|
|
b.Websocket.DataHandler <- order.ClassificationError{
|
|
Exchange: b.Name,
|
|
OrderID: od.OrderID,
|
|
Err: err,
|
|
}
|
|
}
|
|
od.Status = oStatus
|
|
}
|
|
}
|
|
b.Websocket.DataHandler <- &od
|
|
}
|
|
|
|
// WsInsertSnapshot add the initial orderbook snapshot when subscribed to a channel
|
|
func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books []WebsocketBook, fundingRate bool) error {
|
|
if len(books) == 0 {
|
|
return errors.New("no orderbooks submitted")
|
|
}
|
|
var book orderbook.Base
|
|
book.Bids = make(orderbook.Items, 0, len(books))
|
|
book.Asks = make(orderbook.Items, 0, len(books))
|
|
for i := range books {
|
|
item := orderbook.Item{
|
|
ID: books[i].ID,
|
|
Amount: books[i].Amount,
|
|
Price: books[i].Price,
|
|
Period: books[i].Period,
|
|
}
|
|
if fundingRate {
|
|
if item.Amount < 0 {
|
|
item.Amount *= -1
|
|
book.Bids = append(book.Bids, item)
|
|
} else {
|
|
book.Asks = append(book.Asks, item)
|
|
}
|
|
} else {
|
|
if books[i].Amount > 0 {
|
|
book.Bids = append(book.Bids, item)
|
|
} else {
|
|
item.Amount *= -1
|
|
book.Asks = append(book.Asks, item)
|
|
}
|
|
}
|
|
}
|
|
|
|
book.Asset = assetType
|
|
book.Pair = p
|
|
book.Exchange = b.Name
|
|
book.PriceDuplication = true
|
|
book.IsFundingRate = fundingRate
|
|
book.VerifyOrderbook = b.CanVerifyOrderbook
|
|
book.LastUpdated = time.Now() // Not included in snapshot
|
|
return b.Websocket.Orderbook.LoadSnapshot(&book)
|
|
}
|
|
|
|
// WsUpdateOrderbook updates the orderbook list, removing and adding to the
|
|
// orderbook sides
|
|
func (b *Bitfinex) WsUpdateOrderbook(c *subscription.Subscription, p currency.Pair, assetType asset.Item, book []WebsocketBook, sequenceNo int64, fundingRate bool) error {
|
|
orderbookUpdate := orderbook.Update{
|
|
Asset: assetType,
|
|
Pair: p,
|
|
Bids: make([]orderbook.Item, 0, len(book)),
|
|
Asks: make([]orderbook.Item, 0, len(book)),
|
|
UpdateTime: time.Now(), // Not included in update
|
|
}
|
|
|
|
for i := range book {
|
|
item := orderbook.Item{
|
|
ID: book[i].ID,
|
|
Amount: book[i].Amount,
|
|
Price: book[i].Price,
|
|
Period: book[i].Period,
|
|
}
|
|
|
|
if book[i].Price > 0 {
|
|
orderbookUpdate.Action = orderbook.UpdateInsert
|
|
if fundingRate {
|
|
if book[i].Amount < 0 {
|
|
item.Amount *= -1
|
|
orderbookUpdate.Bids = append(orderbookUpdate.Bids, item)
|
|
} else {
|
|
orderbookUpdate.Asks = append(orderbookUpdate.Asks, item)
|
|
}
|
|
} else {
|
|
if book[i].Amount > 0 {
|
|
orderbookUpdate.Bids = append(orderbookUpdate.Bids, item)
|
|
} else {
|
|
item.Amount *= -1
|
|
orderbookUpdate.Asks = append(orderbookUpdate.Asks, item)
|
|
}
|
|
}
|
|
} else {
|
|
orderbookUpdate.Action = orderbook.Delete
|
|
if fundingRate {
|
|
if book[i].Amount == 1 {
|
|
// delete bid
|
|
orderbookUpdate.Asks = append(orderbookUpdate.Asks, item)
|
|
} else {
|
|
// delete ask
|
|
orderbookUpdate.Bids = append(orderbookUpdate.Bids, item)
|
|
}
|
|
} else {
|
|
if book[i].Amount == 1 {
|
|
// delete bid
|
|
orderbookUpdate.Bids = append(orderbookUpdate.Bids, item)
|
|
} else {
|
|
// delete ask
|
|
orderbookUpdate.Asks = append(orderbookUpdate.Asks, item)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
chanID, ok := c.Key.(int)
|
|
if !ok {
|
|
return common.GetTypeAssertError("int", c.Key, "ChanID") // Should be impossible
|
|
}
|
|
|
|
cMtx.Lock()
|
|
checkme := checksumStore[chanID]
|
|
if checkme == nil {
|
|
cMtx.Unlock()
|
|
return b.Websocket.Orderbook.Update(&orderbookUpdate)
|
|
}
|
|
checksumStore[chanID] = nil
|
|
cMtx.Unlock()
|
|
|
|
if checkme.Sequence+1 == sequenceNo {
|
|
// Sequence numbers get dropped, if checksum is not in line with
|
|
// sequence, do not check.
|
|
ob, err := b.Websocket.Orderbook.GetOrderbook(p, assetType)
|
|
if err != nil {
|
|
return fmt.Errorf("cannot calculate websocket checksum: book not found for %s %s %w",
|
|
p,
|
|
assetType,
|
|
err)
|
|
}
|
|
|
|
if err = validateCRC32(ob, checkme.Token); err != nil {
|
|
log.Errorf(log.WebsocketMgr, "%s websocket orderbook update error, will resubscribe orderbook: %v", b.Name, err)
|
|
b.resubOrderbook(c)
|
|
return err
|
|
}
|
|
}
|
|
|
|
return b.Websocket.Orderbook.Update(&orderbookUpdate)
|
|
}
|
|
|
|
// resubOrderbook resubscribes the orderbook after a consistency error, probably a failed checksum,
|
|
// which forces a fresh snapshot. If we don't do this the orderbook will keep erroring and drifting.
|
|
// Flushing the orderbook happens immediately, but the ReSub itself is a go routine to avoid blocking the WS data channel
|
|
func (b *Bitfinex) resubOrderbook(c *subscription.Subscription) {
|
|
if err := b.Websocket.Orderbook.FlushOrderbook(c.Pair, c.Asset); err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s error flushing orderbook: %v", b.Name, err)
|
|
}
|
|
|
|
// Resub will block so we have to do this in a goro
|
|
go func() {
|
|
if err := b.Websocket.ResubscribeToChannel(c); err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s error resubscribing orderbook: %v", b.Name, err)
|
|
}
|
|
}()
|
|
}
|
|
|
|
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
|
|
func (b *Bitfinex) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
|
|
var channels = []string{wsBook, wsTrades, wsTicker, wsCandles}
|
|
|
|
var subscriptions []subscription.Subscription
|
|
assets := b.GetAssetTypes(true)
|
|
for i := range assets {
|
|
if !b.IsAssetWebsocketSupported(assets[i]) {
|
|
continue
|
|
}
|
|
enabledPairs, err := b.GetEnabledPairs(assets[i])
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for j := range channels {
|
|
for k := range enabledPairs {
|
|
params := make(map[string]interface{})
|
|
if channels[j] == wsBook {
|
|
params["prec"] = "R0"
|
|
params["len"] = "100"
|
|
}
|
|
|
|
if channels[j] == wsCandles && assets[i] == asset.MarginFunding {
|
|
params[CandlesPeriodKey] = "30"
|
|
}
|
|
|
|
subscriptions = append(subscriptions, subscription.Subscription{
|
|
Channel: channels[j],
|
|
Pair: enabledPairs[k],
|
|
Params: params,
|
|
Asset: assets[i],
|
|
})
|
|
}
|
|
}
|
|
}
|
|
|
|
return subscriptions, nil
|
|
}
|
|
|
|
// ConfigureWS to send checksums and sequence numbers
|
|
func (b *Bitfinex) ConfigureWS() error {
|
|
return b.Websocket.Conn.SendJSONMessage(map[string]interface{}{
|
|
"event": "conf",
|
|
"flags": bitfinexChecksumFlag + bitfinexWsSequenceFlag,
|
|
})
|
|
}
|
|
|
|
// Subscribe sends a websocket message to receive data from channels
|
|
func (b *Bitfinex) Subscribe(channels []subscription.Subscription) error {
|
|
return b.ParallelChanOp(channels, b.subscribeToChan, 1)
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from channels
|
|
func (b *Bitfinex) Unsubscribe(channels []subscription.Subscription) error {
|
|
return b.ParallelChanOp(channels, b.unsubscribeFromChan, 1)
|
|
}
|
|
|
|
// subscribeToChan handles a single subscription and parses the result
|
|
// on success it adds the subscription to the websocket
|
|
func (b *Bitfinex) subscribeToChan(chans []subscription.Subscription) error {
|
|
if len(chans) != 1 {
|
|
return errors.New("subscription batching limited to 1")
|
|
}
|
|
|
|
c := chans[0]
|
|
req, err := subscribeReq(&c)
|
|
if err != nil {
|
|
return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair)
|
|
}
|
|
|
|
// subId is a single round-trip identifier that provides linking sub requests to chanIDs
|
|
// Although docs only mention subId for wsBook, it works for all chans
|
|
subID := strconv.FormatInt(b.Websocket.Conn.GenerateMessageID(false), 10)
|
|
req["subId"] = subID
|
|
|
|
// Add a temporary Key so we can find this Sub when we get the resp without delay or context switch
|
|
// Otherwise we might drop the first messages after the subscribed resp
|
|
c.Key = subID // Note subID string type avoids conflicts with later chanID key
|
|
|
|
c.State = subscription.SubscribingState
|
|
err = b.Websocket.AddSubscription(&c)
|
|
if err != nil {
|
|
return fmt.Errorf("%w Channel: %s Pair: %s Error: %w", stream.ErrSubscriptionFailure, c.Channel, c.Pair, err)
|
|
}
|
|
|
|
// Always remove the temporary subscription keyed by subID
|
|
defer b.Websocket.RemoveSubscriptions(c)
|
|
|
|
respRaw, err := b.Websocket.Conn.SendMessageReturnResponse("subscribe:"+subID, req)
|
|
if err != nil {
|
|
return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair)
|
|
}
|
|
|
|
if err = b.getErrResp(respRaw); err != nil {
|
|
wErr := fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair)
|
|
b.Websocket.DataHandler <- wErr
|
|
return wErr
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// subscribeReq returns a map of request params for subscriptions
|
|
func subscribeReq(c *subscription.Subscription) (map[string]interface{}, error) {
|
|
req := map[string]interface{}{
|
|
"event": "subscribe",
|
|
"channel": c.Channel,
|
|
}
|
|
|
|
for k, v := range c.Params {
|
|
switch k {
|
|
case CandlesPeriodKey, CandlesTimeframeKey:
|
|
// Skip these internal Params
|
|
case "key", "symbol":
|
|
// Ensure user's Params aren't silently overwritten
|
|
return nil, fmt.Errorf("%s %w", k, errParamNotAllowed)
|
|
default:
|
|
req[k] = v
|
|
}
|
|
}
|
|
|
|
prefix := "t"
|
|
if c.Asset == asset.MarginFunding {
|
|
prefix = "f"
|
|
}
|
|
|
|
needsDelimiter := c.Pair.Len() > 6
|
|
|
|
var formattedPair string
|
|
if needsDelimiter {
|
|
formattedPair = c.Pair.Format(currency.PairFormat{Uppercase: true, Delimiter: ":"}).String()
|
|
} else {
|
|
formattedPair = currency.PairFormat{Uppercase: true}.Format(c.Pair)
|
|
}
|
|
|
|
if c.Channel == wsCandles {
|
|
timeframe := "1m"
|
|
if t, ok := c.Params[CandlesTimeframeKey]; ok {
|
|
if timeframe, ok = t.(string); !ok {
|
|
return nil, common.GetTypeAssertError("string", t, "Subscription.CandlesTimeframeKey")
|
|
}
|
|
}
|
|
fundingPeriod := ""
|
|
if p, ok := c.Params[CandlesPeriodKey]; ok {
|
|
s, cOk := p.(string)
|
|
if !cOk {
|
|
return nil, common.GetTypeAssertError("string", p, "Subscription.CandlesPeriodKey")
|
|
}
|
|
fundingPeriod = ":p" + s
|
|
}
|
|
req["key"] = "trade:" + timeframe + ":" + prefix + formattedPair + fundingPeriod
|
|
} else {
|
|
req["symbol"] = prefix + formattedPair
|
|
}
|
|
|
|
return req, nil
|
|
}
|
|
|
|
// unsubscribeFromChan sends a websocket message to stop receiving data from a channel
|
|
func (b *Bitfinex) unsubscribeFromChan(chans []subscription.Subscription) error {
|
|
if len(chans) != 1 {
|
|
return errors.New("subscription batching limited to 1")
|
|
}
|
|
c := chans[0]
|
|
chanID, ok := c.Key.(int)
|
|
if !ok {
|
|
return common.GetTypeAssertError("int", c.Key, "chanID")
|
|
}
|
|
|
|
req := map[string]interface{}{
|
|
"event": "unsubscribe",
|
|
"chanId": chanID,
|
|
}
|
|
|
|
respRaw, err := b.Websocket.Conn.SendMessageReturnResponse("unsubscribe:"+strconv.Itoa(chanID), req)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if err := b.getErrResp(respRaw); err != nil {
|
|
wErr := fmt.Errorf("%w from ChanId: %v; %w", stream.ErrUnsubscribeFailure, chanID, err)
|
|
b.Websocket.DataHandler <- wErr
|
|
return wErr
|
|
}
|
|
|
|
b.Websocket.RemoveSubscriptions(c)
|
|
|
|
return nil
|
|
}
|
|
|
|
// getErrResp takes a json response string and looks for an error event type
|
|
// If found it parses the error code and message as a wrapped error and returns it
|
|
// It might log parsing errors about the nature of the error
|
|
// If the error message is not defined it will return a wrapped errUnknownError
|
|
func (b *Bitfinex) getErrResp(resp []byte) error {
|
|
event, err := jsonparser.GetUnsafeString(resp, "event")
|
|
if err != nil {
|
|
return fmt.Errorf("%w 'event': %w from message: %s", errParsingWSField, err, resp)
|
|
}
|
|
if event != "error" {
|
|
return nil
|
|
}
|
|
errCode, err := jsonparser.GetInt(resp, "code")
|
|
if err != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %s 'code': %s from message: %s", b.Name, errParsingWSField, err, resp)
|
|
}
|
|
|
|
var apiErr error
|
|
if msg, e2 := jsonparser.GetString(resp, "msg"); e2 != nil {
|
|
log.Errorf(log.ExchangeSys, "%s %s 'msg': %s from message: %s", b.Name, errParsingWSField, e2, resp)
|
|
apiErr = errUnknownError
|
|
} else {
|
|
apiErr = errors.New(msg)
|
|
}
|
|
return fmt.Errorf("%w (code: %d)", apiErr, errCode)
|
|
}
|
|
|
|
// WsSendAuth sends a authenticated event payload
|
|
func (b *Bitfinex) WsSendAuth(ctx context.Context) error {
|
|
creds, err := b.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
nonce := strconv.FormatInt(time.Now().Unix(), 10)
|
|
payload := "AUTH" + nonce
|
|
|
|
hmac, err := crypto.GetHMAC(crypto.HashSHA512_384,
|
|
[]byte(payload),
|
|
[]byte(creds.Secret))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
request := WsAuthRequest{
|
|
Event: "auth",
|
|
APIKey: creds.Key,
|
|
AuthPayload: payload,
|
|
AuthSig: crypto.HexEncodeToString(hmac),
|
|
AuthNonce: nonce,
|
|
DeadManSwitch: 0,
|
|
}
|
|
err = b.Websocket.AuthConn.SendJSONMessage(request)
|
|
if err != nil {
|
|
b.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
|
return err
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// WsNewOrder authenticated new order request
|
|
func (b *Bitfinex) WsNewOrder(data *WsNewOrderRequest) (string, error) {
|
|
data.CustomID = b.Websocket.AuthConn.GenerateMessageID(false)
|
|
request := makeRequestInterface(wsOrderNew, data)
|
|
resp, err := b.Websocket.AuthConn.SendMessageReturnResponse(data.CustomID, request)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
if resp == nil {
|
|
return "", errors.New(b.Name + " - Order message not returned")
|
|
}
|
|
var respData []interface{}
|
|
err = json.Unmarshal(resp, &respData)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
|
|
if len(respData) < 3 {
|
|
return "", errors.New("unexpected respData length")
|
|
}
|
|
responseDataDetail, ok := respData[2].([]interface{})
|
|
if !ok {
|
|
return "", errors.New("unable to type assert respData")
|
|
}
|
|
|
|
if len(responseDataDetail) < 4 {
|
|
return "", errors.New("invalid responseDataDetail length")
|
|
}
|
|
|
|
responseOrderDetail, ok := responseDataDetail[4].([]interface{})
|
|
if !ok {
|
|
return "", errors.New("unable to type assert responseOrderDetail")
|
|
}
|
|
var orderID string
|
|
if responseOrderDetail[0] != nil {
|
|
if ordID, ordOK := responseOrderDetail[0].(float64); ordOK && ordID > 0 {
|
|
orderID = strconv.FormatFloat(ordID, 'f', -1, 64)
|
|
}
|
|
}
|
|
var errorMessage, errCode string
|
|
if len(responseDataDetail) > 6 {
|
|
errCode, ok = responseDataDetail[6].(string)
|
|
if !ok {
|
|
return "", errors.New("unable to type assert errCode")
|
|
}
|
|
}
|
|
if len(responseDataDetail) > 7 {
|
|
errorMessage, ok = responseDataDetail[7].(string)
|
|
if !ok {
|
|
return "", errors.New("unable to type assert errorMessage")
|
|
}
|
|
}
|
|
if strings.EqualFold(errCode, wsError) {
|
|
return orderID, errors.New(b.Name + " - " + errCode + ": " + errorMessage)
|
|
}
|
|
return orderID, nil
|
|
}
|
|
|
|
// WsModifyOrder authenticated modify order request
|
|
func (b *Bitfinex) WsModifyOrder(data *WsUpdateOrderRequest) error {
|
|
request := makeRequestInterface(wsOrderUpdate, data)
|
|
resp, err := b.Websocket.AuthConn.SendMessageReturnResponse(data.OrderID, request)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if resp == nil {
|
|
return errors.New(b.Name + " - Order message not returned")
|
|
}
|
|
|
|
var responseData []interface{}
|
|
err = json.Unmarshal(resp, &responseData)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if len(responseData) < 3 {
|
|
return errors.New("unexpected responseData length")
|
|
}
|
|
responseOrderData, ok := responseData[2].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert responseOrderData")
|
|
}
|
|
var errorMessage, errCode string
|
|
if len(responseOrderData) > 6 {
|
|
errCode, ok = responseOrderData[6].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errCode")
|
|
}
|
|
}
|
|
if len(responseOrderData) > 7 {
|
|
errorMessage, ok = responseOrderData[7].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errorMessage")
|
|
}
|
|
}
|
|
if strings.EqualFold(errCode, wsError) {
|
|
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// WsCancelMultiOrders authenticated cancel multi order request
|
|
func (b *Bitfinex) WsCancelMultiOrders(orderIDs []int64) error {
|
|
cancel := WsCancelGroupOrdersRequest{
|
|
OrderID: orderIDs,
|
|
}
|
|
request := makeRequestInterface(wsCancelMultipleOrders, cancel)
|
|
return b.Websocket.AuthConn.SendJSONMessage(request)
|
|
}
|
|
|
|
// WsCancelOrder authenticated cancel order request
|
|
func (b *Bitfinex) WsCancelOrder(orderID int64) error {
|
|
cancel := WsCancelOrderRequest{
|
|
OrderID: orderID,
|
|
}
|
|
request := makeRequestInterface(wsOrderCancel, cancel)
|
|
resp, err := b.Websocket.AuthConn.SendMessageReturnResponse(orderID, request)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if resp == nil {
|
|
return fmt.Errorf("%v - Order %v failed to cancel", b.Name, orderID)
|
|
}
|
|
var responseData []interface{}
|
|
err = json.Unmarshal(resp, &responseData)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if len(responseData) < 3 {
|
|
return errors.New("unexpected responseData length")
|
|
}
|
|
responseOrderData, ok := responseData[2].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert responseOrderData")
|
|
}
|
|
var errorMessage, errCode string
|
|
if len(responseOrderData) > 6 {
|
|
errCode, ok = responseOrderData[6].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errCode")
|
|
}
|
|
}
|
|
if len(responseOrderData) > 7 {
|
|
errorMessage, ok = responseOrderData[7].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errorMessage")
|
|
}
|
|
}
|
|
if strings.EqualFold(errCode, wsError) {
|
|
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// WsCancelAllOrders authenticated cancel all orders request
|
|
func (b *Bitfinex) WsCancelAllOrders() error {
|
|
cancelAll := WsCancelAllOrdersRequest{All: 1}
|
|
request := makeRequestInterface(wsCancelMultipleOrders, cancelAll)
|
|
return b.Websocket.AuthConn.SendJSONMessage(request)
|
|
}
|
|
|
|
// WsNewOffer authenticated new offer request
|
|
func (b *Bitfinex) WsNewOffer(data *WsNewOfferRequest) error {
|
|
request := makeRequestInterface(wsFundingOfferNew, data)
|
|
return b.Websocket.AuthConn.SendJSONMessage(request)
|
|
}
|
|
|
|
// WsCancelOffer authenticated cancel offer request
|
|
func (b *Bitfinex) WsCancelOffer(orderID int64) error {
|
|
cancel := WsCancelOrderRequest{
|
|
OrderID: orderID,
|
|
}
|
|
request := makeRequestInterface(wsFundingOfferCancel, cancel)
|
|
resp, err := b.Websocket.AuthConn.SendMessageReturnResponse(orderID, request)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if resp == nil {
|
|
return fmt.Errorf("%v - Order %v failed to cancel", b.Name, orderID)
|
|
}
|
|
var responseData []interface{}
|
|
err = json.Unmarshal(resp, &responseData)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
if len(responseData) < 3 {
|
|
return errors.New("unexpected responseData length")
|
|
}
|
|
responseOrderData, ok := responseData[2].([]interface{})
|
|
if !ok {
|
|
return errors.New("unable to type assert responseOrderData")
|
|
}
|
|
var errorMessage, errCode string
|
|
if len(responseOrderData) > 6 {
|
|
errCode, ok = responseOrderData[6].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errCode")
|
|
}
|
|
}
|
|
if len(responseOrderData) > 7 {
|
|
errorMessage, ok = responseOrderData[7].(string)
|
|
if !ok {
|
|
return errors.New("unable to type assert errorMessage")
|
|
}
|
|
}
|
|
if strings.EqualFold(errCode, wsError) {
|
|
return errors.New(b.Name + " - " + errCode + ": " + errorMessage)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func makeRequestInterface(channelName string, data interface{}) []interface{} {
|
|
return []interface{}{0, channelName, nil, data}
|
|
}
|
|
|
|
func validateCRC32(book *orderbook.Base, token int) error {
|
|
// Order ID's need to be sub-sorted in ascending order, this needs to be
|
|
// done on the main book to ensure that we do not cut price levels out below
|
|
reOrderByID(book.Bids)
|
|
reOrderByID(book.Asks)
|
|
|
|
// RO precision calculation is based on order ID's and amount values
|
|
var bids, asks []orderbook.Item
|
|
for i := 0; i < 25; i++ {
|
|
if i < len(book.Bids) {
|
|
bids = append(bids, book.Bids[i])
|
|
}
|
|
if i < len(book.Asks) {
|
|
asks = append(asks, book.Asks[i])
|
|
}
|
|
}
|
|
|
|
// ensure '-' (negative amount) is passed back to string buffer as
|
|
// this is needed for calcs - These get swapped if funding rate
|
|
bidmod := float64(1)
|
|
if book.IsFundingRate {
|
|
bidmod = -1
|
|
}
|
|
|
|
askMod := float64(-1)
|
|
if book.IsFundingRate {
|
|
askMod = 1
|
|
}
|
|
|
|
var check strings.Builder
|
|
for i := 0; i < 25; i++ {
|
|
if i < len(bids) {
|
|
check.WriteString(strconv.FormatInt(bids[i].ID, 10))
|
|
check.WriteString(":")
|
|
check.WriteString(strconv.FormatFloat(bidmod*bids[i].Amount, 'f', -1, 64))
|
|
check.WriteString(":")
|
|
}
|
|
|
|
if i < len(asks) {
|
|
check.WriteString(strconv.FormatInt(asks[i].ID, 10))
|
|
check.WriteString(":")
|
|
check.WriteString(strconv.FormatFloat(askMod*asks[i].Amount, 'f', -1, 64))
|
|
check.WriteString(":")
|
|
}
|
|
}
|
|
|
|
checksumStr := strings.TrimSuffix(check.String(), ":")
|
|
checksum := crc32.ChecksumIEEE([]byte(checksumStr))
|
|
if checksum == uint32(token) {
|
|
return nil
|
|
}
|
|
return fmt.Errorf("invalid checksum for %s %s: calculated [%d] does not match [%d]",
|
|
book.Asset,
|
|
book.Pair,
|
|
checksum,
|
|
uint32(token))
|
|
}
|
|
|
|
// reOrderByID sub sorts orderbook items by its corresponding ID when price
|
|
// levels are the same. TODO: Deprecate and shift to buffer level insertion
|
|
// based off ascending ID.
|
|
func reOrderByID(depth []orderbook.Item) {
|
|
subSort:
|
|
for x := 0; x < len(depth); {
|
|
var subset []orderbook.Item
|
|
// Traverse forward elements
|
|
for y := x + 1; y < len(depth); y++ {
|
|
if depth[x].Price == depth[y].Price &&
|
|
// Period matching is for funding rates, this was undocumented
|
|
// but these need to be matched with price for the correct ID
|
|
// alignment
|
|
depth[x].Period == depth[y].Period {
|
|
// Append element to subset when price match occurs
|
|
subset = append(subset, depth[y])
|
|
// Traverse next
|
|
continue
|
|
}
|
|
if len(subset) != 0 {
|
|
// Append root element
|
|
subset = append(subset, depth[x])
|
|
// Sort IDs by ascending
|
|
sort.Slice(subset, func(i, j int) bool {
|
|
return subset[i].ID < subset[j].ID
|
|
})
|
|
// Re-align elements with sorted ID subset
|
|
for z := range subset {
|
|
depth[x+z] = subset[z]
|
|
}
|
|
}
|
|
// When price is not matching change checked element to root
|
|
x = y
|
|
continue subSort
|
|
}
|
|
break
|
|
}
|
|
}
|