mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 23:16:52 +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
737 lines
22 KiB
Go
737 lines
22 KiB
Go
package gateio
|
|
|
|
import (
|
|
"context"
|
|
"encoding/json"
|
|
"errors"
|
|
"fmt"
|
|
"net/http"
|
|
"strconv"
|
|
"strings"
|
|
"time"
|
|
|
|
"github.com/gorilla/websocket"
|
|
"github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/currency"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
|
|
"github.com/thrasher-corp/gocryptotrader/log"
|
|
)
|
|
|
|
const (
|
|
optionsWebsocketURL = "wss://op-ws.gateio.live/v4/ws"
|
|
optionsWebsocketTestnetURL = "wss://op-ws-testnet.gateio.live/v4/ws"
|
|
|
|
// channels
|
|
optionsPingChannel = "options.ping"
|
|
optionsContractTickersChannel = "options.contract_tickers"
|
|
optionsUnderlyingTickersChannel = "options.ul_tickers"
|
|
optionsTradesChannel = "options.trades"
|
|
optionsUnderlyingTradesChannel = "options.ul_trades"
|
|
optionsUnderlyingPriceChannel = "options.ul_price"
|
|
optionsMarkPriceChannel = "options.mark_price"
|
|
optionsSettlementChannel = "options.settlements"
|
|
optionsContractsChannel = "options.contracts"
|
|
optionsContractCandlesticksChannel = "options.contract_candlesticks"
|
|
optionsUnderlyingCandlesticksChannel = "options.ul_candlesticks"
|
|
optionsOrderbookChannel = "options.order_book"
|
|
optionsOrderbookTickerChannel = "options.book_ticker"
|
|
optionsOrderbookUpdateChannel = "options.order_book_update"
|
|
optionsOrdersChannel = "options.orders"
|
|
optionsUserTradesChannel = "options.usertrades"
|
|
optionsLiquidatesChannel = "options.liquidates"
|
|
optionsUserSettlementChannel = "options.user_settlements"
|
|
optionsPositionCloseChannel = "options.position_closes"
|
|
optionsBalancesChannel = "options.balances"
|
|
optionsPositionsChannel = "options.positions"
|
|
)
|
|
|
|
var defaultOptionsSubscriptions = []string{
|
|
optionsContractTickersChannel,
|
|
optionsUnderlyingTickersChannel,
|
|
optionsTradesChannel,
|
|
optionsUnderlyingTradesChannel,
|
|
optionsContractCandlesticksChannel,
|
|
optionsUnderlyingCandlesticksChannel,
|
|
optionsOrderbookChannel,
|
|
optionsOrderbookUpdateChannel,
|
|
}
|
|
|
|
var fetchedOptionsCurrencyPairSnapshotOrderbook = make(map[string]bool)
|
|
|
|
// WsOptionsConnect initiates a websocket connection to options websocket endpoints.
|
|
func (g *Gateio) WsOptionsConnect() error {
|
|
if !g.Websocket.IsEnabled() || !g.IsEnabled() {
|
|
return stream.ErrWebsocketNotEnabled
|
|
}
|
|
err := g.CurrencyPairs.IsAssetEnabled(asset.Options)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var dialer websocket.Dialer
|
|
err = g.Websocket.SetWebsocketURL(optionsWebsocketURL, false, true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = g.Websocket.Conn.Dial(&dialer, http.Header{})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
pingMessage, err := json.Marshal(WsInput{
|
|
ID: g.Websocket.Conn.GenerateMessageID(false),
|
|
Time: time.Now().Unix(),
|
|
Channel: optionsPingChannel,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.Wg.Add(1)
|
|
go g.wsReadOptionsConnData()
|
|
g.Websocket.Conn.SetupPingHandler(stream.PingHandler{
|
|
Websocket: true,
|
|
Delay: time.Second * 5,
|
|
MessageType: websocket.PingMessage,
|
|
Message: pingMessage,
|
|
})
|
|
return nil
|
|
}
|
|
|
|
// GenerateOptionsDefaultSubscriptions generates list of channel subscriptions for options asset type.
|
|
func (g *Gateio) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscription, error) {
|
|
channelsToSubscribe := defaultOptionsSubscriptions
|
|
var userID int64
|
|
if g.Websocket.CanUseAuthenticatedEndpoints() {
|
|
var err error
|
|
_, err = g.GetCredentials(context.TODO())
|
|
if err != nil {
|
|
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
|
|
goto getEnabledPairs
|
|
}
|
|
response, err := g.GetSubAccountBalances(context.Background(), "")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if len(response) != 0 {
|
|
channelsToSubscribe = append(channelsToSubscribe,
|
|
optionsUserTradesChannel,
|
|
optionsBalancesChannel,
|
|
)
|
|
userID = response[0].UserID
|
|
} else if g.Verbose {
|
|
log.Errorf(log.ExchangeSys, "no subaccount found for authenticated options channel subscriptions")
|
|
}
|
|
}
|
|
getEnabledPairs:
|
|
var subscriptions []subscription.Subscription
|
|
pairs, err := g.GetEnabledPairs(asset.Options)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range channelsToSubscribe {
|
|
for j := range pairs {
|
|
params := make(map[string]interface{})
|
|
switch channelsToSubscribe[i] {
|
|
case optionsOrderbookChannel:
|
|
params["accuracy"] = "0"
|
|
params["level"] = "20"
|
|
case optionsContractCandlesticksChannel, optionsUnderlyingCandlesticksChannel:
|
|
params["interval"] = kline.FiveMin
|
|
case optionsOrderbookUpdateChannel:
|
|
params["interval"] = kline.ThousandMilliseconds
|
|
params["level"] = "20"
|
|
case optionsOrdersChannel,
|
|
optionsUserTradesChannel,
|
|
optionsLiquidatesChannel,
|
|
optionsUserSettlementChannel,
|
|
optionsPositionCloseChannel,
|
|
optionsBalancesChannel,
|
|
optionsPositionsChannel:
|
|
if userID == 0 {
|
|
continue
|
|
}
|
|
params["user_id"] = userID
|
|
}
|
|
fpair, err := g.FormatExchangeCurrency(pairs[j], asset.Options)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
subscriptions = append(subscriptions, subscription.Subscription{
|
|
Channel: channelsToSubscribe[i],
|
|
Pair: fpair.Upper(),
|
|
Params: params,
|
|
})
|
|
}
|
|
}
|
|
return subscriptions, nil
|
|
}
|
|
|
|
func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe []subscription.Subscription) ([]WsInput, error) {
|
|
if len(channelsToSubscribe) == 0 {
|
|
return nil, errors.New("cannot generate payload, no channels supplied")
|
|
}
|
|
var err error
|
|
var intervalString string
|
|
payloads := make([]WsInput, len(channelsToSubscribe))
|
|
for i := range channelsToSubscribe {
|
|
var auth *WsAuthInput
|
|
timestamp := time.Now()
|
|
var params []string
|
|
switch channelsToSubscribe[i].Channel {
|
|
case optionsUnderlyingTickersChannel,
|
|
optionsUnderlyingTradesChannel,
|
|
optionsUnderlyingPriceChannel,
|
|
optionsUnderlyingCandlesticksChannel:
|
|
var uly currency.Pair
|
|
uly, err = g.GetUnderlyingFromCurrencyPair(channelsToSubscribe[i].Pair)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(params, uly.String())
|
|
case optionsBalancesChannel:
|
|
// options.balance channel does not require underlying or contract
|
|
default:
|
|
channelsToSubscribe[i].Pair.Delimiter = currency.UnderscoreDelimiter
|
|
params = append(params, channelsToSubscribe[i].Pair.String())
|
|
}
|
|
switch channelsToSubscribe[i].Channel {
|
|
case optionsOrderbookChannel:
|
|
accuracy, ok := channelsToSubscribe[i].Params["accuracy"].(string)
|
|
if !ok {
|
|
return nil, fmt.Errorf("%w, invalid options orderbook accuracy", orderbook.ErrOrderbookInvalid)
|
|
}
|
|
level, ok := channelsToSubscribe[i].Params["level"].(string)
|
|
if !ok {
|
|
return nil, fmt.Errorf("%w, invalid options orderbook level", orderbook.ErrOrderbookInvalid)
|
|
}
|
|
params = append(
|
|
params,
|
|
level,
|
|
accuracy,
|
|
)
|
|
case optionsUserTradesChannel,
|
|
optionsBalancesChannel,
|
|
optionsOrdersChannel,
|
|
optionsLiquidatesChannel,
|
|
optionsUserSettlementChannel,
|
|
optionsPositionCloseChannel,
|
|
optionsPositionsChannel:
|
|
userID, ok := channelsToSubscribe[i].Params["user_id"].(int64)
|
|
if !ok {
|
|
continue
|
|
}
|
|
params = append([]string{strconv.FormatInt(userID, 10)}, params...)
|
|
var creds *account.Credentials
|
|
creds, err = g.GetCredentials(context.Background())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var sigTemp string
|
|
sigTemp, err = g.generateWsSignature(creds.Secret, event, channelsToSubscribe[i].Channel, timestamp)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
auth = &WsAuthInput{
|
|
Method: "api_key",
|
|
Key: creds.Key,
|
|
Sign: sigTemp,
|
|
}
|
|
case optionsOrderbookUpdateChannel:
|
|
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
|
|
if !ok {
|
|
return nil, fmt.Errorf("%w, missing options orderbook interval", orderbook.ErrOrderbookInvalid)
|
|
}
|
|
intervalString, err = g.GetIntervalString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(params,
|
|
intervalString)
|
|
if value, ok := channelsToSubscribe[i].Params["level"].(int); ok {
|
|
params = append(params, strconv.Itoa(value))
|
|
}
|
|
case optionsContractCandlesticksChannel,
|
|
optionsUnderlyingCandlesticksChannel:
|
|
interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
|
|
if !ok {
|
|
return nil, errors.New("missing options underlying candlesticks interval")
|
|
}
|
|
intervalString, err = g.GetIntervalString(interval)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
params = append(
|
|
[]string{intervalString},
|
|
params...)
|
|
}
|
|
payloads[i] = WsInput{
|
|
ID: g.Websocket.Conn.GenerateMessageID(false),
|
|
Event: event,
|
|
Channel: channelsToSubscribe[i].Channel,
|
|
Payload: params,
|
|
Auth: auth,
|
|
Time: timestamp.Unix(),
|
|
}
|
|
}
|
|
return payloads, nil
|
|
}
|
|
|
|
// wsReadOptionsConnData receives and passes on websocket messages for processing
|
|
func (g *Gateio) wsReadOptionsConnData() {
|
|
defer g.Websocket.Wg.Done()
|
|
for {
|
|
resp := g.Websocket.Conn.ReadMessage()
|
|
if resp.Raw == nil {
|
|
return
|
|
}
|
|
err := g.wsHandleOptionsData(resp.Raw)
|
|
if err != nil {
|
|
g.Websocket.DataHandler <- err
|
|
}
|
|
}
|
|
}
|
|
|
|
// OptionsSubscribe sends a websocket message to stop receiving data for asset type options
|
|
func (g *Gateio) OptionsSubscribe(channelsToUnsubscribe []subscription.Subscription) error {
|
|
return g.handleOptionsSubscription("subscribe", channelsToUnsubscribe)
|
|
}
|
|
|
|
// OptionsUnsubscribe sends a websocket message to stop receiving data for asset type options
|
|
func (g *Gateio) OptionsUnsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
|
|
return g.handleOptionsSubscription("unsubscribe", channelsToUnsubscribe)
|
|
}
|
|
|
|
// handleOptionsSubscription sends a websocket message to receive data from the channel
|
|
func (g *Gateio) handleOptionsSubscription(event string, channelsToSubscribe []subscription.Subscription) error {
|
|
payloads, err := g.generateOptionsPayload(event, channelsToSubscribe)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var errs error
|
|
for k := range payloads {
|
|
result, err := g.Websocket.Conn.SendMessageReturnResponse(payloads[k].ID, payloads[k])
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
var resp WsEventResponse
|
|
if err = json.Unmarshal(result, &resp); err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
} else {
|
|
if resp.Error != nil && resp.Error.Code != 0 {
|
|
errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s asset type: options error code: %d message: %s", payloads[k].Event, payloads[k].Channel, resp.Error.Code, resp.Error.Message))
|
|
continue
|
|
}
|
|
if payloads[k].Event == "subscribe" {
|
|
g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k])
|
|
} else {
|
|
g.Websocket.RemoveSubscriptions(channelsToSubscribe[k])
|
|
}
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
func (g *Gateio) wsHandleOptionsData(respRaw []byte) error {
|
|
var push WsResponse
|
|
err := json.Unmarshal(respRaw, &push)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if push.Event == "subscribe" || push.Event == "unsubscribe" {
|
|
if !g.Websocket.Match.IncomingWithData(push.ID, respRaw) {
|
|
return fmt.Errorf("couldn't match subscription message with ID: %d", push.ID)
|
|
}
|
|
return nil
|
|
}
|
|
|
|
switch push.Channel {
|
|
case optionsContractTickersChannel:
|
|
return g.processOptionsContractTickers(push.Result)
|
|
case optionsUnderlyingTickersChannel:
|
|
return g.processOptionsUnderlyingTicker(push.Result)
|
|
case optionsTradesChannel,
|
|
optionsUnderlyingTradesChannel:
|
|
return g.processOptionsTradesPushData(respRaw)
|
|
case optionsUnderlyingPriceChannel:
|
|
return g.processOptionsUnderlyingPricePushData(push.Result)
|
|
case optionsMarkPriceChannel:
|
|
return g.processOptionsMarkPrice(push.Result)
|
|
case optionsSettlementChannel:
|
|
return g.processOptionsSettlementPushData(push.Result)
|
|
case optionsContractsChannel:
|
|
return g.processOptionsContractPushData(push.Result)
|
|
case optionsContractCandlesticksChannel,
|
|
optionsUnderlyingCandlesticksChannel:
|
|
return g.processOptionsCandlestickPushData(respRaw)
|
|
case optionsOrderbookChannel:
|
|
return g.processOptionsOrderbookSnapshotPushData(push.Event, push.Result, push.Time)
|
|
case optionsOrderbookTickerChannel:
|
|
return g.processOrderbookTickerPushData(respRaw)
|
|
case optionsOrderbookUpdateChannel:
|
|
return g.processFuturesAndOptionsOrderbookUpdate(push.Result, asset.Options)
|
|
case optionsOrdersChannel:
|
|
return g.processOptionsOrderPushData(respRaw)
|
|
case optionsUserTradesChannel:
|
|
return g.processOptionsUserTradesPushData(respRaw)
|
|
case optionsLiquidatesChannel:
|
|
return g.processOptionsLiquidatesPushData(respRaw)
|
|
case optionsUserSettlementChannel:
|
|
return g.processOptionsUsersPersonalSettlementsPushData(respRaw)
|
|
case optionsPositionCloseChannel:
|
|
return g.processPositionCloseData(respRaw)
|
|
case optionsBalancesChannel:
|
|
return g.processBalancePushData(respRaw, asset.Options)
|
|
case optionsPositionsChannel:
|
|
return g.processOptionsPositionPushData(respRaw)
|
|
default:
|
|
g.Websocket.DataHandler <- stream.UnhandledMessageWarning{
|
|
Message: g.Name + stream.UnhandledMessage + string(respRaw),
|
|
}
|
|
return errors.New(stream.UnhandledMessage)
|
|
}
|
|
}
|
|
|
|
func (g *Gateio) processOptionsContractTickers(incoming []byte) error {
|
|
var data OptionsTicker
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &ticker.Price{
|
|
Pair: data.Name,
|
|
Last: data.LastPrice.Float64(),
|
|
Bid: data.Bid1Price.Float64(),
|
|
Ask: data.Ask1Price.Float64(),
|
|
AskSize: data.Ask1Size,
|
|
BidSize: data.Bid1Size,
|
|
ExchangeName: g.Name,
|
|
AssetType: asset.Options,
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsUnderlyingTicker(incoming []byte) error {
|
|
var data WsOptionUnderlyingTicker
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsTradesPushData(data []byte) error {
|
|
saveTradeData := g.IsSaveTradeDataEnabled()
|
|
if !saveTradeData &&
|
|
!g.IsTradeFeedEnabled() {
|
|
return nil
|
|
}
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsTrades `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
trades := make([]trade.Data, len(resp.Result))
|
|
for x := range resp.Result {
|
|
trades[x] = trade.Data{
|
|
Timestamp: resp.Result[x].CreateTimeMs.Time(),
|
|
CurrencyPair: resp.Result[x].Contract,
|
|
AssetType: asset.Options,
|
|
Exchange: g.Name,
|
|
Price: resp.Result[x].Price,
|
|
Amount: resp.Result[x].Size,
|
|
TID: strconv.FormatInt(resp.Result[x].ID, 10),
|
|
}
|
|
}
|
|
return g.Websocket.Trade.Update(saveTradeData, trades...)
|
|
}
|
|
|
|
func (g *Gateio) processOptionsUnderlyingPricePushData(incoming []byte) error {
|
|
var data WsOptionsUnderlyingPrice
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsMarkPrice(incoming []byte) error {
|
|
var data WsOptionsMarkPrice
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsSettlementPushData(incoming []byte) error {
|
|
var data WsOptionsSettlement
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsContractPushData(incoming []byte) error {
|
|
var data WsOptionsContract
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsCandlestickPushData(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsContractCandlestick `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
klineDatas := make([]stream.KlineData, len(resp.Result))
|
|
for x := range resp.Result {
|
|
icp := strings.Split(resp.Result[x].NameOfSubscription, currency.UnderscoreDelimiter)
|
|
if len(icp) < 3 {
|
|
return errors.New("malformed options candlestick websocket push data")
|
|
}
|
|
currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
klineDatas[x] = stream.KlineData{
|
|
Pair: currencyPair,
|
|
AssetType: asset.Options,
|
|
Exchange: g.Name,
|
|
StartTime: time.Unix(resp.Result[x].Timestamp, 0),
|
|
Interval: icp[0],
|
|
OpenPrice: resp.Result[x].OpenPrice.Float64(),
|
|
ClosePrice: resp.Result[x].ClosePrice.Float64(),
|
|
HighPrice: resp.Result[x].HighestPrice.Float64(),
|
|
LowPrice: resp.Result[x].LowestPrice.Float64(),
|
|
Volume: resp.Result[x].Amount.Float64(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- klineDatas
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOrderbookTickerPushData(incoming []byte) error {
|
|
var data WsOptionsOrderbookTicker
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsOrderbookSnapshotPushData(event string, incoming []byte, pushTime int64) error {
|
|
if event == "all" {
|
|
var data WsOptionsOrderbookSnapshot
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
base := orderbook.Base{
|
|
Asset: asset.Options,
|
|
Exchange: g.Name,
|
|
Pair: data.Contract,
|
|
LastUpdated: data.Timestamp.Time(),
|
|
VerifyOrderbook: g.CanVerifyOrderbook,
|
|
}
|
|
base.Asks = make([]orderbook.Item, len(data.Asks))
|
|
for x := range data.Asks {
|
|
base.Asks[x].Amount = data.Asks[x].Size
|
|
base.Asks[x].Price = data.Asks[x].Price.Float64()
|
|
}
|
|
base.Bids = make([]orderbook.Item, len(data.Bids))
|
|
for x := range data.Bids {
|
|
base.Bids[x].Amount = data.Bids[x].Size
|
|
base.Bids[x].Price = data.Bids[x].Price.Float64()
|
|
}
|
|
return g.Websocket.Orderbook.LoadSnapshot(&base)
|
|
}
|
|
var data []WsFuturesOrderbookUpdateEvent
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
dataMap := map[string][2][]orderbook.Item{}
|
|
for x := range data {
|
|
ab, ok := dataMap[data[x].CurrencyPair]
|
|
if !ok {
|
|
ab = [2][]orderbook.Item{}
|
|
}
|
|
if data[x].Amount > 0 {
|
|
ab[1] = append(ab[1], orderbook.Item{
|
|
Price: data[x].Price.Float64(), Amount: data[x].Amount,
|
|
})
|
|
} else {
|
|
ab[0] = append(ab[0], orderbook.Item{
|
|
Price: data[x].Price.Float64(), Amount: -data[x].Amount,
|
|
})
|
|
}
|
|
if !ok {
|
|
dataMap[data[x].CurrencyPair] = ab
|
|
}
|
|
}
|
|
if len(dataMap) == 0 {
|
|
return errors.New("missing orderbook ask and bid data")
|
|
}
|
|
for key, ab := range dataMap {
|
|
currencyPair, err := currency.NewPairFromString(key)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = g.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
|
|
Asks: ab[0],
|
|
Bids: ab[1],
|
|
Asset: asset.Options,
|
|
Exchange: g.Name,
|
|
Pair: currencyPair,
|
|
LastUpdated: time.Unix(pushTime, 0),
|
|
VerifyOrderbook: g.CanVerifyOrderbook,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsOrderPushData(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsOrder `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
orderDetails := make([]order.Detail, len(resp.Result))
|
|
for x := range resp.Result {
|
|
status, err := order.StringToOrderStatus(func() string {
|
|
if resp.Result[x].Status == "finished" {
|
|
return "cancelled"
|
|
}
|
|
return resp.Result[x].Status
|
|
}())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
orderDetails[x] = order.Detail{
|
|
Amount: resp.Result[x].Size,
|
|
Exchange: g.Name,
|
|
OrderID: strconv.FormatInt(resp.Result[x].ID, 10),
|
|
Status: status,
|
|
Pair: resp.Result[x].Contract,
|
|
Date: resp.Result[x].CreationTimeMs.Time(),
|
|
ExecutedAmount: resp.Result[x].Size - resp.Result[x].Left,
|
|
Price: resp.Result[x].Price,
|
|
AssetType: asset.Options,
|
|
AccountID: resp.Result[x].User,
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- orderDetails
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsUserTradesPushData(data []byte) error {
|
|
if !g.IsFillsFeedEnabled() {
|
|
return nil
|
|
}
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsUserTrade `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills := make([]fill.Data, len(resp.Result))
|
|
for x := range resp.Result {
|
|
fills[x] = fill.Data{
|
|
Timestamp: resp.Result[x].CreateTimeMs.Time(),
|
|
Exchange: g.Name,
|
|
CurrencyPair: resp.Result[x].Contract,
|
|
OrderID: resp.Result[x].OrderID,
|
|
TradeID: resp.Result[x].ID,
|
|
Price: resp.Result[x].Price.Float64(),
|
|
Amount: resp.Result[x].Size,
|
|
}
|
|
}
|
|
return g.Websocket.Fills.Update(fills...)
|
|
}
|
|
|
|
func (g *Gateio) processOptionsLiquidatesPushData(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsLiquidates `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsUsersPersonalSettlementsPushData(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsUserSettlement `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processOptionsPositionPushData(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsPosition `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|