Files
gocryptotrader/exchanges/huobi/huobi_websocket.go
Gareth Kirwan 52c6b3bf0b Websocket: Various refactors and test improvements (#1466)
* 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
2024-02-23 18:39:25 +11:00

825 lines
22 KiB
Go

package huobi
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"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/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 (
baseWSURL = "wss://api.huobi.pro"
futuresWSURL = "wss://api.hbdm.com/"
wsMarketURL = baseWSURL + "/ws"
wsMarketKline = "market.%s.kline.1min"
wsMarketDepth = "market.%s.depth.step0"
wsMarketTrade = "market.%s.trade.detail"
wsMarketTicker = "market.%s.detail"
wsAccountsOrdersEndPoint = "/ws/v1"
wsAccountsList = "accounts.list"
wsOrdersList = "orders.list"
wsOrdersDetail = "orders.detail"
wsAccountsOrdersURL = baseWSURL + wsAccountsOrdersEndPoint
wsAccountListEndpoint = wsAccountsOrdersEndPoint + "/" + wsAccountsList
wsOrdersListEndpoint = wsAccountsOrdersEndPoint + "/" + wsOrdersList
wsOrdersDetailEndpoint = wsAccountsOrdersEndPoint + "/" + wsOrdersDetail
wsDateTimeFormatting = "2006-01-02T15:04:05"
signatureMethod = "HmacSHA256"
signatureVersion = "2"
requestOp = "req"
authOp = "auth"
loginDelay = 50 * time.Millisecond
rateLimit = 20
)
// Instantiates a communications channel between websocket connections
var comms = make(chan WsMessage)
// WsConnect initiates a new websocket connection
func (h *HUOBI) WsConnect() error {
if !h.Websocket.IsEnabled() || !h.IsEnabled() {
return stream.ErrWebsocketNotEnabled
}
var dialer websocket.Dialer
err := h.wsDial(&dialer)
if err != nil {
return err
}
if h.Websocket.CanUseAuthenticatedEndpoints() {
err = h.wsAuthenticatedDial(&dialer)
if err != nil {
log.Errorf(log.ExchangeSys,
"%v - authenticated dial failed: %v\n",
h.Name,
err)
}
err = h.wsLogin(context.TODO())
if err != nil {
log.Errorf(log.ExchangeSys,
"%v - authentication failed: %v\n",
h.Name,
err)
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
h.Websocket.Wg.Add(1)
go h.wsReadData()
return nil
}
func (h *HUOBI) wsDial(dialer *websocket.Dialer) error {
err := h.Websocket.Conn.Dial(dialer, http.Header{})
if err != nil {
return err
}
h.Websocket.Wg.Add(1)
go h.wsFunnelConnectionData(h.Websocket.Conn, wsMarketURL)
return nil
}
func (h *HUOBI) wsAuthenticatedDial(dialer *websocket.Dialer) error {
if !h.IsWebsocketAuthenticationSupported() {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled",
h.Name)
}
err := h.Websocket.AuthConn.Dial(dialer, http.Header{})
if err != nil {
return err
}
h.Websocket.Wg.Add(1)
go h.wsFunnelConnectionData(h.Websocket.AuthConn, wsAccountsOrdersURL)
return nil
}
// wsFunnelConnectionData manages data from multiple endpoints and passes it to
// a channel
func (h *HUOBI) wsFunnelConnectionData(ws stream.Connection, url string) {
defer h.Websocket.Wg.Done()
for {
resp := ws.ReadMessage()
if resp.Raw == nil {
return
}
comms <- WsMessage{Raw: resp.Raw, URL: url}
}
}
// wsReadData receives and passes on websocket messages for processing
func (h *HUOBI) wsReadData() {
defer h.Websocket.Wg.Done()
for {
select {
case <-h.Websocket.ShutdownC:
select {
case resp := <-comms:
err := h.wsHandleData(resp.Raw)
if err != nil {
select {
case h.Websocket.DataHandler <- err:
default:
log.Errorf(log.WebsocketMgr,
"%s websocket handle data error: %v",
h.Name,
err)
}
}
default:
}
return
case resp := <-comms:
err := h.wsHandleData(resp.Raw)
if err != nil {
h.Websocket.DataHandler <- err
}
}
}
}
func stringToOrderStatus(status string) (order.Status, error) {
switch status {
case "submitted":
return order.New, nil
case "canceled":
return order.Cancelled, nil
case "partial-filled":
return order.PartiallyFilled, nil
case "partial-canceled":
return order.PartiallyCancelled, nil
default:
return order.UnknownStatus,
errors.New(status + " not recognised as order status")
}
}
func stringToOrderSide(side string) (order.Side, error) {
switch {
case strings.Contains(side, "buy"):
return order.Buy, nil
case strings.Contains(side, "sell"):
return order.Sell, nil
}
return order.UnknownSide,
errors.New(side + " not recognised as order side")
}
func stringToOrderType(oType string) (order.Type, error) {
switch {
case strings.Contains(oType, "limit"):
return order.Limit, nil
case strings.Contains(oType, "market"):
return order.Market, nil
}
return order.UnknownType,
errors.New(oType + " not recognised as order type")
}
func (h *HUOBI) wsHandleData(respRaw []byte) error {
var init WsResponse
err := json.Unmarshal(respRaw, &init)
if err != nil {
return err
}
if init.Subscribed != "" ||
init.UnSubscribed != "" ||
init.Op == "sub" ||
init.Op == "unsub" {
// TODO handle subs
return nil
}
if init.Ping != 0 {
h.sendPingResponse(init.Ping)
return nil
}
if init.Op == "ping" {
authPing := authenticationPing{
OP: "pong",
TS: init.TS,
}
err := h.Websocket.AuthConn.SendJSONMessage(authPing)
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
return nil
}
if init.ErrorMessage != "" {
if init.ErrorMessage == "api-signature-not-valid" {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
return errors.New(h.Name +
" - invalid credentials. Authenticated requests disabled")
}
codes, _ := init.ErrorCode.(string)
return errors.New(h.Name + " Code:" + codes + " Message:" + init.ErrorMessage)
}
if init.ClientID > 0 {
if h.Websocket.Match.IncomingWithData(init.ClientID, respRaw) {
return nil
}
}
switch {
case strings.EqualFold(init.Op, authOp):
h.Websocket.SetCanUseAuthenticatedEndpoints(true)
// Auth captured
return nil
case strings.EqualFold(init.Topic, "accounts"):
var response WsAuthenticatedAccountsResponse
err := json.Unmarshal(respRaw, &response)
if err != nil {
return err
}
h.Websocket.DataHandler <- response
case strings.Contains(init.Topic, "orders") &&
strings.Contains(init.Topic, "update"):
var response WsAuthenticatedOrdersUpdateResponse
err := json.Unmarshal(respRaw, &response)
if err != nil {
return err
}
data := strings.Split(response.Topic, ".")
if len(data) < 2 {
return errors.New(h.Name +
" - currency could not be extracted from response")
}
orderID := strconv.FormatInt(response.Data.OrderID, 10)
var oSide order.Side
oSide, err = stringToOrderSide(response.Data.OrderType)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
var oType order.Type
oType, err = stringToOrderType(response.Data.OrderType)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
var oStatus order.Status
oStatus, err = stringToOrderStatus(response.Data.OrderState)
if err != nil {
h.Websocket.DataHandler <- order.ClassificationError{
Exchange: h.Name,
OrderID: orderID,
Err: err,
}
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(data[1])
if err != nil {
return err
}
h.Websocket.DataHandler <- &order.Detail{
Price: response.Data.Price,
Amount: response.Data.UnfilledAmount + response.Data.FilledAmount,
ExecutedAmount: response.Data.FilledAmount,
RemainingAmount: response.Data.UnfilledAmount,
Exchange: h.Name,
OrderID: orderID,
Type: oType,
Side: oSide,
Status: oStatus,
AssetType: a,
LastUpdated: time.Unix(response.TS*1000, 0),
Pair: p,
}
case strings.Contains(init.Topic, "orders"):
var response WsOldOrderUpdate
err := json.Unmarshal(respRaw, &response)
if err != nil {
return err
}
h.Websocket.DataHandler <- response
case strings.Contains(init.Channel, "depth"):
var depth WsDepth
err := json.Unmarshal(respRaw, &depth)
if err != nil {
return err
}
data := strings.Split(depth.Channel, ".")
err = h.WsProcessOrderbook(&depth, data[1])
if err != nil {
return err
}
case strings.Contains(init.Channel, "kline"):
var kline WsKline
err := json.Unmarshal(respRaw, &kline)
if err != nil {
return err
}
data := strings.Split(kline.Channel, ".")
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(data[1])
if err != nil {
return err
}
h.Websocket.DataHandler <- stream.KlineData{
Timestamp: time.UnixMilli(kline.Timestamp),
Exchange: h.Name,
AssetType: a,
Pair: p,
OpenPrice: kline.Tick.Open,
ClosePrice: kline.Tick.Close,
HighPrice: kline.Tick.High,
LowPrice: kline.Tick.Low,
Volume: kline.Tick.Volume,
Interval: data[3],
}
case strings.Contains(init.Channel, "trade.detail"):
if !h.IsSaveTradeDataEnabled() {
return nil
}
var t WsTrade
err := json.Unmarshal(respRaw, &t)
if err != nil {
return err
}
data := strings.Split(t.Channel, ".")
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(data[1])
if err != nil {
return err
}
var trades []trade.Data
for i := range t.Tick.Data {
side := order.Buy
if t.Tick.Data[i].Direction != "buy" {
side = order.Sell
}
trades = append(trades, trade.Data{
Exchange: h.Name,
AssetType: a,
CurrencyPair: p,
Timestamp: time.UnixMilli(t.Tick.Data[i].Timestamp),
Amount: t.Tick.Data[i].Amount,
Price: t.Tick.Data[i].Price,
Side: side,
TID: strconv.FormatFloat(t.Tick.Data[i].TradeID, 'f', -1, 64),
})
}
return trade.AddTradesToBuffer(h.Name, trades...)
case strings.Contains(init.Channel, "detail"),
strings.Contains(init.Rep, "detail"):
var wsTicker WsTick
err := json.Unmarshal(respRaw, &wsTicker)
if err != nil {
return err
}
var data []string
if wsTicker.Channel != "" {
data = strings.Split(wsTicker.Channel, ".")
}
if wsTicker.Rep != "" {
data = strings.Split(wsTicker.Rep, ".")
}
var p currency.Pair
var a asset.Item
p, a, err = h.GetRequestFormattedPairAndAssetType(data[1])
if err != nil {
return err
}
h.Websocket.DataHandler <- &ticker.Price{
ExchangeName: h.Name,
Open: wsTicker.Tick.Open,
Close: wsTicker.Tick.Close,
Volume: wsTicker.Tick.Amount,
QuoteVolume: wsTicker.Tick.Volume,
High: wsTicker.Tick.High,
Low: wsTicker.Tick.Low,
LastUpdated: time.UnixMilli(wsTicker.Timestamp),
AssetType: a,
Pair: p,
}
default:
h.Websocket.DataHandler <- stream.UnhandledMessageWarning{
Message: h.Name + stream.UnhandledMessage + string(respRaw),
}
return nil
}
return nil
}
func (h *HUOBI) sendPingResponse(pong int64) {
err := h.Websocket.Conn.SendJSONMessage(WsPong{Pong: pong})
if err != nil {
log.Errorln(log.ExchangeSys, err)
}
}
// WsProcessOrderbook processes new orderbook data
func (h *HUOBI) WsProcessOrderbook(update *WsDepth, symbol string) error {
pairs, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
format, err := h.GetPairFormat(asset.Spot, true)
if err != nil {
return err
}
p, err := currency.NewPairFromFormattedPairs(symbol,
pairs,
format)
if err != nil {
return err
}
bids := make(orderbook.Items, len(update.Tick.Bids))
for i := range update.Tick.Bids {
price, ok := update.Tick.Bids[i][0].(float64)
if !ok {
return errors.New("unable to type assert bid price")
}
amount, ok := update.Tick.Bids[i][1].(float64)
if !ok {
return errors.New("unable to type assert bid amount")
}
bids[i] = orderbook.Item{
Price: price,
Amount: amount,
}
}
asks := make(orderbook.Items, len(update.Tick.Asks))
for i := range update.Tick.Asks {
price, ok := update.Tick.Asks[i][0].(float64)
if !ok {
return errors.New("unable to type assert ask price")
}
amount, ok := update.Tick.Asks[i][1].(float64)
if !ok {
return errors.New("unable to type assert ask amount")
}
asks[i] = orderbook.Item{
Price: price,
Amount: amount,
}
}
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.Pair = p
newOrderBook.Asset = asset.Spot
newOrderBook.Exchange = h.Name
newOrderBook.VerifyOrderbook = h.CanVerifyOrderbook
newOrderBook.LastUpdated = time.UnixMilli(update.Timestamp)
return h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (h *HUOBI) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
var channels = []string{wsMarketKline,
wsMarketDepth,
wsMarketTrade,
wsMarketTicker}
var subscriptions []subscription.Subscription
if h.Websocket.CanUseAuthenticatedEndpoints() {
channels = append(channels, "orders.%v", "orders.%v.update")
subscriptions = append(subscriptions, subscription.Subscription{
Channel: "accounts",
})
}
enabledCurrencies, err := h.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
channel := fmt.Sprintf(channels[i],
enabledCurrencies[j].Lower().String())
subscriptions = append(subscriptions, subscription.Subscription{
Channel: channel,
Pair: enabledCurrencies[j],
})
}
}
return subscriptions, nil
}
// Subscribe sends a websocket message to receive data from the channel
func (h *HUOBI) Subscribe(channelsToSubscribe []subscription.Subscription) error {
var creds *account.Credentials
if h.Websocket.CanUseAuthenticatedEndpoints() {
var err error
creds, err = h.GetCredentials(context.TODO())
if err != nil {
return err
}
}
var errs error
for i := range channelsToSubscribe {
if (strings.Contains(channelsToSubscribe[i].Channel, "orders.") ||
strings.Contains(channelsToSubscribe[i].Channel, "accounts")) && creds != nil {
err := h.wsAuthenticatedSubscribe(creds,
"sub",
wsAccountsOrdersEndPoint+channelsToSubscribe[i].Channel,
channelsToSubscribe[i].Channel)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i])
continue
}
err := h.Websocket.Conn.SendJSONMessage(WsRequest{
Subscribe: channelsToSubscribe[i].Channel,
})
if err != nil {
errs = common.AppendError(errs, err)
continue
}
h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i])
}
if errs != nil {
return errs
}
return nil
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (h *HUOBI) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
var creds *account.Credentials
if h.Websocket.CanUseAuthenticatedEndpoints() {
var err error
creds, err = h.GetCredentials(context.TODO())
if err != nil {
return err
}
}
var errs error
for i := range channelsToUnsubscribe {
if (strings.Contains(channelsToUnsubscribe[i].Channel, "orders.") ||
strings.Contains(channelsToUnsubscribe[i].Channel, "accounts")) && creds != nil {
err := h.wsAuthenticatedSubscribe(creds,
"unsub",
wsAccountsOrdersEndPoint+channelsToUnsubscribe[i].Channel,
channelsToUnsubscribe[i].Channel)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i])
continue
}
err := h.Websocket.Conn.SendJSONMessage(WsRequest{
Unsubscribe: channelsToUnsubscribe[i].Channel,
})
if err != nil {
errs = common.AppendError(errs, err)
continue
}
h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i])
}
if errs != nil {
return errs
}
return nil
}
func (h *HUOBI) wsGenerateSignature(creds *account.Credentials, timestamp, endpoint string) ([]byte, error) {
values := url.Values{}
values.Set("AccessKeyId", creds.Key)
values.Set("SignatureMethod", signatureMethod)
values.Set("SignatureVersion", signatureVersion)
values.Set("Timestamp", timestamp)
host := "api.huobi.pro"
payload := fmt.Sprintf("%s\n%s\n%s\n%s",
http.MethodGet, host, endpoint, values.Encode())
return crypto.GetHMAC(crypto.HashSHA256, []byte(payload), []byte(creds.Secret))
}
func (h *HUOBI) wsLogin(ctx context.Context) error {
if !h.IsWebsocketAuthenticationSupported() {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", h.Name)
}
creds, err := h.GetCredentials(ctx)
if err != nil {
return err
}
h.Websocket.SetCanUseAuthenticatedEndpoints(true)
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticationRequest{
Op: authOp,
AccessKeyID: creds.Key,
SignatureMethod: signatureMethod,
SignatureVersion: signatureVersion,
Timestamp: timestamp,
}
hmac, err := h.wsGenerateSignature(creds, timestamp, wsAccountsOrdersEndPoint)
if err != nil {
return err
}
request.Signature = crypto.Base64Encode(hmac)
err = h.Websocket.AuthConn.SendJSONMessage(request)
if err != nil {
h.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
time.Sleep(loginDelay)
return nil
}
func (h *HUOBI) wsAuthenticatedSubscribe(creds *account.Credentials, operation, endpoint, topic string) error {
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedSubscriptionRequest{
Op: operation,
AccessKeyID: creds.Key,
SignatureMethod: signatureMethod,
SignatureVersion: signatureVersion,
Timestamp: timestamp,
Topic: topic,
}
hmac, err := h.wsGenerateSignature(creds, timestamp, endpoint)
if err != nil {
return err
}
request.Signature = crypto.Base64Encode(hmac)
return h.Websocket.AuthConn.SendJSONMessage(request)
}
func (h *HUOBI) wsGetAccountsList(ctx context.Context) (*WsAuthenticatedAccountsListResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authenticated cannot get accounts list", h.Name)
}
creds, err := h.GetCredentials(ctx)
if err != nil {
return nil, err
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedAccountsListRequest{
Op: requestOp,
AccessKeyID: creds.Key,
SignatureMethod: signatureMethod,
SignatureVersion: signatureVersion,
Timestamp: timestamp,
Topic: wsAccountsList,
}
hmac, err := h.wsGenerateSignature(creds, timestamp, wsAccountListEndpoint)
if err != nil {
return nil, err
}
request.Signature = crypto.Base64Encode(hmac)
request.ClientID = h.Websocket.AuthConn.GenerateMessageID(true)
resp, err := h.Websocket.AuthConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedAccountsListResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
code, _ := response.ErrorCode.(int)
if code != 0 {
return nil, errors.New(response.ErrorMessage)
}
return &response, nil
}
func (h *HUOBI) wsGetOrdersList(ctx context.Context, accountID int64, pair currency.Pair) (*WsAuthenticatedOrdersResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authenticated cannot get orders list", h.Name)
}
creds, err := h.GetCredentials(ctx)
if err != nil {
return nil, err
}
fPair, err := h.FormatExchangeCurrency(pair, asset.Spot)
if err != nil {
return nil, err
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedOrdersListRequest{
Op: requestOp,
AccessKeyID: creds.Key,
SignatureMethod: signatureMethod,
SignatureVersion: signatureVersion,
Timestamp: timestamp,
Topic: wsOrdersList,
AccountID: accountID,
Symbol: fPair.String(),
States: "submitted,partial-filled",
}
hmac, err := h.wsGenerateSignature(creds, timestamp, wsOrdersListEndpoint)
if err != nil {
return nil, err
}
request.Signature = crypto.Base64Encode(hmac)
request.ClientID = h.Websocket.AuthConn.GenerateMessageID(true)
resp, err := h.Websocket.AuthConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedOrdersResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
code, _ := response.ErrorCode.(int)
if code != 0 {
return nil, errors.New(response.ErrorMessage)
}
return &response, nil
}
func (h *HUOBI) wsGetOrderDetails(ctx context.Context, orderID string) (*WsAuthenticatedOrderDetailResponse, error) {
if !h.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authenticated cannot get order details", h.Name)
}
creds, err := h.GetCredentials(ctx)
if err != nil {
return nil, err
}
timestamp := time.Now().UTC().Format(wsDateTimeFormatting)
request := WsAuthenticatedOrderDetailsRequest{
Op: requestOp,
AccessKeyID: creds.Key,
SignatureMethod: signatureMethod,
SignatureVersion: signatureVersion,
Timestamp: timestamp,
Topic: wsOrdersDetail,
OrderID: orderID,
}
hmac, err := h.wsGenerateSignature(creds, timestamp, wsOrdersDetailEndpoint)
if err != nil {
return nil, err
}
request.Signature = crypto.Base64Encode(hmac)
request.ClientID = h.Websocket.AuthConn.GenerateMessageID(true)
resp, err := h.Websocket.AuthConn.SendMessageReturnResponse(request.ClientID, request)
if err != nil {
return nil, err
}
var response WsAuthenticatedOrderDetailResponse
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
code, _ := response.ErrorCode.(int)
if code != 0 {
return nil, errors.New(response.ErrorMessage)
}
return &response, nil
}