gocryptotrader/exchanges/kraken/kraken_websocket.go

package kraken

import (
	"encoding/json"
	"errors"
	"fmt"
	"net/http"
	"strconv"
	"strings"
	"time"

	"github.com/gorilla/websocket"
	"github.com/thrasher-corp/gocryptotrader/common"
	"github.com/thrasher-corp/gocryptotrader/common/convert"
	"github.com/thrasher-corp/gocryptotrader/currency"
	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
	"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/stream/buffer"
	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
	"github.com/thrasher-corp/gocryptotrader/log"
)

// List of all websocket channels to subscribe to
const (
	krakenWSURL              = "wss://ws.kraken.com"
	krakenAuthWSURL          = "wss://ws-auth.kraken.com"
	krakenWSSandboxURL       = "wss://sandbox.kraken.com"
	krakenWSSupportedVersion = "1.0.0"
	// WS endpoints
	krakenWsHeartbeat          = "heartbeat"
	krakenWsSystemStatus       = "systemStatus"
	krakenWsSubscribe          = "subscribe"
	krakenWsSubscriptionStatus = "subscriptionStatus"
	krakenWsUnsubscribe        = "unsubscribe"
	krakenWsTicker             = "ticker"
	krakenWsOHLC               = "ohlc"
	krakenWsTrade              = "trade"
	krakenWsSpread             = "spread"
	krakenWsOrderbook          = "book"
	krakenWsOwnTrades          = "ownTrades"
	krakenWsOpenOrders         = "openOrders"
	krakenWsAddOrder           = "addOrder"
	krakenWsCancelOrder        = "cancelOrder"
	krakenWsAddOrderStatus     = "addOrderStatus"
	krakenWsCancelOrderStatus  = "cancelOrderStatus"
	krakenWsRateLimit          = 50
	krakenWsPingDelay          = time.Second * 27
)

// orderbookMutex Ensures if two entries arrive at once, only one can be
// processed at a time
var subscriptionChannelPair []WebsocketChannelData
var authToken string
var pingRequest = WebsocketBaseEventRequest{Event: stream.Ping}

// Channels require a topic and a currency
// Format [[ticker,but-t4u],[orderbook,nce-btt]]
var defaultSubscribedChannels = []string{krakenWsTicker,
	krakenWsTrade,
	krakenWsOrderbook,
	krakenWsOHLC,
	krakenWsSpread}
var authenticatedChannels = []string{krakenWsOwnTrades, krakenWsOpenOrders}

// WsConnect initiates a websocket connection
func (k *Kraken) WsConnect() error {
	if !k.Websocket.IsEnabled() || !k.IsEnabled() {
		return errors.New(stream.WebsocketNotEnabled)
	}

	var dialer websocket.Dialer
	err := k.Websocket.Conn.Dial(&dialer, http.Header{})
	if err != nil {
		return err
	}

	comms := make(chan stream.Response)
	go k.wsReadData(comms)
	go k.wsFunnelConnectionData(k.Websocket.Conn, comms)

	if k.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
		authToken, err = k.GetWebsocketToken()
		if err != nil {
			k.Websocket.SetCanUseAuthenticatedEndpoints(false)
			log.Errorf(log.ExchangeSys,
				"%v - authentication failed: %v\n",
				k.Name,
				err)
		} else {
			err = k.Websocket.AuthConn.Dial(&dialer, http.Header{})
			if err != nil {
				k.Websocket.SetCanUseAuthenticatedEndpoints(false)
				log.Errorf(log.ExchangeSys,
					"%v - failed to connect to authenticated endpoint: %v\n",
					k.Name,
					err)
			} else {
				go k.wsFunnelConnectionData(k.Websocket.AuthConn, comms)
				var authsubs []stream.ChannelSubscription
				authsubs, err = k.GenerateAuthenticatedSubscriptions()
				if err != nil {
					return err
				}
				err = k.Websocket.SubscribeToChannels(authsubs)
				if err != nil {
					return err
				}
			}
		}
	}

	err = k.wsPingHandler()
	if err != nil {
		log.Errorf(log.ExchangeSys,
			"%v - failed setup ping handler. Websocket may disconnect unexpectedly. %v\n",
			k.Name,
			err)
	}
	gensubs, err := k.GenerateDefaultSubscriptions()
	if err != nil {
		return err
	}
	return k.Websocket.SubscribeToChannels(gensubs)
}

// wsFunnelConnectionData funnels both auth and public ws data into one manageable place
func (k *Kraken) wsFunnelConnectionData(ws stream.Connection, comms chan stream.Response) {
	k.Websocket.Wg.Add(1)
	defer k.Websocket.Wg.Done()
	for {
		resp := ws.ReadMessage()
		if resp.Raw == nil {
			return
		}
		comms <- resp
	}
}

// wsReadData receives and passes on websocket messages for processing
func (k *Kraken) wsReadData(comms chan stream.Response) {
	k.Websocket.Wg.Add(1)
	defer k.Websocket.Wg.Done()

	for {
		select {
		case <-k.Websocket.ShutdownC:
			return
		case resp := <-comms:
			err := k.wsHandleData(resp.Raw)
			if err != nil {
				k.Websocket.DataHandler <- fmt.Errorf("%s - unhandled websocket data: %v",
					k.Name,
					err)
			}
		}
	}
}

func (k *Kraken) wsHandleData(respRaw []byte) error {
	if strings.HasPrefix(string(respRaw), "[") {
		var dataResponse WebsocketDataResponse
		err := json.Unmarshal(respRaw, &dataResponse)
		if err != nil {
			return err
		}
		if _, ok := dataResponse[0].(float64); ok {
			err = k.wsReadDataResponse(dataResponse)
			if err != nil {
				return err
			}
		}
		if _, ok := dataResponse[1].(string); ok {
			err = k.wsHandleAuthDataResponse(dataResponse)
			if err != nil {
				return err
			}
		}
	} else {
		var eventResponse map[string]interface{}
		err := json.Unmarshal(respRaw, &eventResponse)
		if err != nil {
			return fmt.Errorf("%s - err %s could not parse websocket data: %s",
				k.Name,
				err,
				respRaw)
		}
		if event, ok := eventResponse["event"]; ok {
			switch event {
			case stream.Pong, krakenWsHeartbeat, krakenWsCancelOrderStatus:
				return nil
			case krakenWsSystemStatus:
				var systemStatus wsSystemStatus
				err := json.Unmarshal(respRaw, &systemStatus)
				if err != nil {
					return fmt.Errorf("%s - err %s unable to parse system status response: %s",
						k.Name,
						err,
						respRaw)
				}
				if systemStatus.Status != "online" {
					k.Websocket.DataHandler <- fmt.Errorf("%v Websocket status '%v'",
						k.Name,
						systemStatus.Status)
				}
				if systemStatus.Version > krakenWSSupportedVersion {
					log.Warnf(log.ExchangeSys,
						"%v New version of Websocket API released. Was %v Now %v",
						k.Name,
						krakenWSSupportedVersion,
						systemStatus.Version)
				}
			case krakenWsAddOrderStatus:
				var status WsAddOrderResponse
				err := json.Unmarshal(respRaw, &status)
				if err != nil {
					return fmt.Errorf("%s - err %s unable to parse add order response: %s",
						k.Name,
						err,
						respRaw)
				}
				if status.ErrorMessage != "" {
					return fmt.Errorf("%s - err %s",
						k.Name,
						status.ErrorMessage)
				}
				k.Websocket.DataHandler <- &order.Detail{
					Exchange: k.Name,
					ID:       status.TransactionID,
					Status:   order.New,
				}
			case krakenWsSubscriptionStatus:
				var sub wsSubscription
				err := json.Unmarshal(respRaw, &sub)
				if err != nil {
					return fmt.Errorf("%s - err %s unable to parse subscription response: %s",
						k.Name,
						err,
						respRaw)
				}
				if sub.Status != "subscribed" && sub.Status != "unsubscribed" {
					return fmt.Errorf("%v %v %v",
						k.Name,
						sub.RequestID,
						sub.ErrorMessage)
				}
				k.addNewSubscriptionChannelData(&sub)
				if sub.RequestID > 0 {
					if k.Websocket.Match.IncomingWithData(sub.RequestID, respRaw) {
						return nil
					}
				}
			default:
				k.Websocket.DataHandler <- stream.UnhandledMessageWarning{
					Message: k.Name + stream.UnhandledMessage + string(respRaw),
				}
			}
			return nil
		}
	}
	return nil
}

// wsPingHandler sends a message "ping" every 27 to maintain the connection to the websocket
func (k *Kraken) wsPingHandler() error {
	message, err := json.Marshal(pingRequest)
	if err != nil {
		return err
	}
	k.Websocket.Conn.SetupPingHandler(stream.PingHandler{
		Message:     message,
		Delay:       krakenWsPingDelay,
		MessageType: websocket.TextMessage,
	})
	return nil
}

// wsReadDataResponse classifies the WS response and sends to appropriate handler
func (k *Kraken) wsReadDataResponse(response WebsocketDataResponse) error {
	if cID, ok := response[0].(float64); ok {
		channelID := int64(cID)
		channelData := getSubscriptionChannelData(channelID)
		switch channelData.Subscription {
		case krakenWsTicker:
			return k.wsProcessTickers(&channelData, response[1].(map[string]interface{}))
		case krakenWsOHLC:
			return k.wsProcessCandles(&channelData, response[1].([]interface{}))
		case krakenWsOrderbook:
			return k.wsProcessOrderBook(&channelData, response[1].(map[string]interface{}))
		case krakenWsSpread:
			k.wsProcessSpread(&channelData, response[1].([]interface{}))
		case krakenWsTrade:
			k.wsProcessTrades(&channelData, response[1].([]interface{}))
		default:
			return fmt.Errorf("%s Unidentified websocket data received: %+v",
				k.Name,
				response)
		}
	}
	return nil
}

func (k *Kraken) wsHandleAuthDataResponse(response WebsocketDataResponse) error {
	if chName, ok := response[1].(string); ok {
		switch chName {
		case krakenWsOwnTrades:
			return k.wsProcessOwnTrades(response[0])
		case krakenWsOpenOrders:
			return k.wsProcessOpenOrders(response[0])
		default:
			return fmt.Errorf("%v Unidentified websocket data received: %+v",
				k.Name, response)
		}
	}
	return nil
}

func (k *Kraken) wsProcessOwnTrades(ownOrders interface{}) error {
	if data, ok := ownOrders.([]interface{}); ok {
		for i := range data {
			trades, err := json.Marshal(data[i])
			if err != nil {
				return err
			}
			var result map[string]*WsOwnTrade
			err = json.Unmarshal(trades, &result)
			if err != nil {
				return err
			}
			for key, val := range result {
				oSide, err := order.StringToOrderSide(val.Type)
				if err != nil {
					k.Websocket.DataHandler <- order.ClassificationError{
						Exchange: k.Name,
						OrderID:  key,
						Err:      err,
					}
				}
				oType, err := order.StringToOrderType(val.OrderType)
				if err != nil {
					k.Websocket.DataHandler <- order.ClassificationError{
						Exchange: k.Name,
						OrderID:  key,
						Err:      err,
					}
				}
				trade := order.TradeHistory{
					Price:     val.Price,
					Amount:    val.Vol,
					Fee:       val.Fee,
					Exchange:  k.Name,
					TID:       key,
					Type:      oType,
					Side:      oSide,
					Timestamp: convert.TimeFromUnixTimestampDecimal(val.Time),
				}
				k.Websocket.DataHandler <- &order.Modify{
					Exchange: k.Name,
					ID:       val.OrderTransactionID,
					Trades:   []order.TradeHistory{trade},
				}
			}
		}
		return nil
	}
	return errors.New(k.Name + " - Invalid own trades data")
}

func (k *Kraken) wsProcessOpenOrders(ownOrders interface{}) error {
	if data, ok := ownOrders.([]interface{}); ok {
		for i := range data {
			orders, err := json.Marshal(data[i])
			if err != nil {
				return err
			}
			var result map[string]*WsOpenOrder
			err = json.Unmarshal(orders, &result)
			if err != nil {
				return err
			}
			for key, val := range result {
				var oStatus order.Status
				oStatus, err = order.StringToOrderStatus(val.Status)
				if err != nil {
					k.Websocket.DataHandler <- order.ClassificationError{
						Exchange: k.Name,
						OrderID:  key,
						Err:      err,
					}
				}
				if val.Description.Price > 0 {
					oSide, err := order.StringToOrderSide(val.Description.Type)
					if err != nil {
						k.Websocket.DataHandler <- order.ClassificationError{
							Exchange: k.Name,
							OrderID:  key,
							Err:      err,
						}
					}
					if strings.Contains(val.Description.Order, "sell") {
						oSide = order.Sell
					}
					oType, err := order.StringToOrderType(val.Description.Type)
					if err != nil {
						k.Websocket.DataHandler <- order.ClassificationError{
							Exchange: k.Name,
							OrderID:  key,
							Err:      err,
						}
					}

					p, err := currency.NewPairFromString(val.Description.Pair)
					if err != nil {
						k.Websocket.DataHandler <- order.ClassificationError{
							Exchange: k.Name,
							OrderID:  key,
							Err:      err,
						}
					}

					var a asset.Item
					a, err = k.GetPairAssetType(p)
					if err != nil {
						return err
					}
					k.Websocket.DataHandler <- &order.Modify{
						Leverage:        val.Description.Leverage,
						Price:           val.Price,
						Amount:          val.Volume,
						LimitPriceUpper: val.LimitPrice,
						ExecutedAmount:  val.ExecutedVolume,
						RemainingAmount: val.Volume - val.ExecutedVolume,
						Fee:             val.Fee,
						Exchange:        k.Name,
						ID:              key,
						Type:            oType,
						Side:            oSide,
						Status:          oStatus,
						AssetType:       a,
						Date:            convert.TimeFromUnixTimestampDecimal(val.OpenTime),
						Pair:            p,
					}
				} else {
					k.Websocket.DataHandler <- &order.Modify{
						Exchange: k.Name,
						ID:       key,
						Status:   oStatus,
					}
				}
			}
		}
		return nil
	}
	return errors.New(k.Name + " - Invalid own trades data")
}

// addNewSubscriptionChannelData stores channel ids, pairs and subscription types to an array
// allowing correlation between subscriptions and returned data
func (k *Kraken) addNewSubscriptionChannelData(response *wsSubscription) {
	// We change the / to - to maintain compatibility with REST/config
	var pair currency.Pair
	if response.Pair != "" {
		var err error
		pair, err = currency.NewPairFromString(response.Pair)
		if err != nil {
			log.Errorf(log.ExchangeSys, "%s exchange error: %s", k.Name, err)
			return
		}
		pair.Delimiter = k.CurrencyPairs.RequestFormat.Delimiter
	}
	subscriptionChannelPair = append(subscriptionChannelPair, WebsocketChannelData{
		Subscription: response.Subscription.Name,
		Pair:         pair,
		ChannelID:    response.ChannelID,
	})
}

// getSubscriptionChannelData retrieves WebsocketChannelData based on response ID
func getSubscriptionChannelData(id int64) WebsocketChannelData {
	for i := range subscriptionChannelPair {
		if id == subscriptionChannelPair[i].ChannelID {
			return subscriptionChannelPair[i]
		}
	}
	return WebsocketChannelData{}
}

// wsProcessTickers converts ticker data and sends it to the datahandler
func (k *Kraken) wsProcessTickers(channelData *WebsocketChannelData, data map[string]interface{}) error {
	closePrice, err := strconv.ParseFloat(data["c"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	openPrice, err := strconv.ParseFloat(data["o"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	highPrice, err := strconv.ParseFloat(data["h"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	lowPrice, err := strconv.ParseFloat(data["l"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	quantity, err := strconv.ParseFloat(data["v"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	ask, err := strconv.ParseFloat(data["a"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}
	bid, err := strconv.ParseFloat(data["b"].([]interface{})[0].(string), 64)
	if err != nil {
		return err
	}

	k.Websocket.DataHandler <- &ticker.Price{
		ExchangeName: k.Name,
		Open:         openPrice,
		Close:        closePrice,
		Volume:       quantity,
		High:         highPrice,
		Low:          lowPrice,
		Bid:          bid,
		Ask:          ask,
		AssetType:    asset.Spot,
		Pair:         channelData.Pair,
	}
	return nil
}

// wsProcessSpread converts spread/orderbook data and sends it to the datahandler
func (k *Kraken) wsProcessSpread(channelData *WebsocketChannelData, data []interface{}) {
	bestBid := data[0].(string)
	bestAsk := data[1].(string)
	timeData, err := strconv.ParseFloat(data[2].(string), 64)
	if err != nil {
		k.Websocket.DataHandler <- err
		return
	}

	bidVolume := data[3].(string)
	askVolume := data[4].(string)
	if k.Verbose {
		log.Debugf(log.ExchangeSys,
			"%v Spread data for '%v' received. Best bid: '%v' Best ask: '%v' Time: '%v', Bid volume '%v', Ask volume '%v'",
			k.Name,
			channelData.Pair,
			bestBid,
			bestAsk,
			convert.TimeFromUnixTimestampDecimal(timeData),
			bidVolume,
			askVolume)
	}
}

// wsProcessTrades converts trade data and sends it to the datahandler
func (k *Kraken) wsProcessTrades(channelData *WebsocketChannelData, data []interface{}) {
	for i := range data {
		trade := data[i].([]interface{})
		timeData, err := strconv.ParseFloat(trade[2].(string), 64)
		if err != nil {
			k.Websocket.DataHandler <- err
			return
		}

		price, err := strconv.ParseFloat(trade[0].(string), 64)
		if err != nil {
			k.Websocket.DataHandler <- err
			return
		}

		amount, err := strconv.ParseFloat(trade[1].(string), 64)
		if err != nil {
			k.Websocket.DataHandler <- err
			return
		}
		var tSide = order.Buy
		if trade[3].(string) == "s" {
			tSide = order.Sell
		}

		var tType = order.Market
		if trade[4].(string) == "l" {
			tType = order.Limit
		}

		k.Websocket.DataHandler <- stream.TradeData{
			AssetType:    asset.Spot,
			CurrencyPair: channelData.Pair,
			Exchange:     k.Name,
			Price:        price,
			Amount:       amount,
			Timestamp:    convert.TimeFromUnixTimestampDecimal(timeData),
			Side:         tSide,
			EventType:    tType,
		}
	}
}

// wsProcessOrderBook determines if the orderbook data is partial or update
// Then sends to appropriate fun
func (k *Kraken) wsProcessOrderBook(channelData *WebsocketChannelData, data map[string]interface{}) error {
	askSnapshot, askSnapshotExists := data["as"].([]interface{})
	bidSnapshot, bidSnapshotExists := data["bs"].([]interface{})
	if askSnapshotExists || bidSnapshotExists {
		err := k.wsProcessOrderBookPartial(channelData, askSnapshot, bidSnapshot)
		if err != nil {
			return err
		}
	} else {
		askData, asksExist := data["a"].([]interface{})
		bidData, bidsExist := data["b"].([]interface{})
		if asksExist || bidsExist {
			k.wsRequestMtx.Lock()
			defer k.wsRequestMtx.Unlock()
			err := k.wsProcessOrderBookUpdate(channelData, askData, bidData)
			if err != nil {
				subscriptionToRemove := &stream.ChannelSubscription{
					Channel:  krakenWsOrderbook,
					Currency: channelData.Pair,
					Asset:    asset.Spot,
				}
				k.Websocket.ResubscribeToChannel(subscriptionToRemove)
				return err
			}
		}
	}
	return nil
}

// wsProcessOrderBookPartial creates a new orderbook entry for a given currency pair
func (k *Kraken) wsProcessOrderBookPartial(channelData *WebsocketChannelData, askData, bidData []interface{}) error {
	base := orderbook.Base{
		Pair:      channelData.Pair,
		AssetType: asset.Spot,
	}
	// Kraken ob data is timestamped per price, GCT orderbook data is
	// timestamped per entry using the highest last update time, we can attempt
	// to respect both within a reasonable degree
	var highestLastUpdate time.Time
	for i := range askData {
		asks := askData[i].([]interface{})
		price, err := strconv.ParseFloat(asks[0].(string), 64)
		if err != nil {
			return err
		}
		amount, err := strconv.ParseFloat(asks[1].(string), 64)
		if err != nil {
			return err
		}
		base.Asks = append(base.Asks, orderbook.Item{
			Amount: amount,
			Price:  price,
		})
		timeData, err := strconv.ParseFloat(asks[2].(string), 64)
		if err != nil {
			return err
		}
		askUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData)
		if highestLastUpdate.Before(askUpdatedTime) {
			highestLastUpdate = askUpdatedTime
		}
	}

	for i := range bidData {
		bids := bidData[i].([]interface{})
		price, err := strconv.ParseFloat(bids[0].(string), 64)
		if err != nil {
			return err
		}
		amount, err := strconv.ParseFloat(bids[1].(string), 64)
		if err != nil {
			return err
		}
		base.Bids = append(base.Bids, orderbook.Item{
			Amount: amount,
			Price:  price,
		})
		timeData, err := strconv.ParseFloat(bids[2].(string), 64)
		if err != nil {
			return err
		}
		bidUpdateTime := convert.TimeFromUnixTimestampDecimal(timeData)
		if highestLastUpdate.Before(bidUpdateTime) {
			highestLastUpdate = bidUpdateTime
		}
	}
	base.LastUpdated = highestLastUpdate
	base.ExchangeName = k.Name
	return k.Websocket.Orderbook.LoadSnapshot(&base)
}

// wsProcessOrderBookUpdate updates an orderbook entry for a given currency pair
func (k *Kraken) wsProcessOrderBookUpdate(channelData *WebsocketChannelData, askData, bidData []interface{}) error {
	update := buffer.Update{
		Asset: asset.Spot,
		Pair:  channelData.Pair,
	}

	var highestLastUpdate time.Time
	// Ask data is not always sent
	for i := range askData {
		asks := askData[i].([]interface{})
		price, err := strconv.ParseFloat(asks[0].(string), 64)
		if err != nil {
			return err
		}

		amount, err := strconv.ParseFloat(asks[1].(string), 64)
		if err != nil {
			return err
		}

		update.Asks = append(update.Asks, orderbook.Item{
			Amount: amount,
			Price:  price,
		})
		timeData, err := strconv.ParseFloat(asks[2].(string), 64)
		if err != nil {
			return err
		}

		askUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData)
		if highestLastUpdate.Before(askUpdatedTime) {
			highestLastUpdate = askUpdatedTime
		}
	}

	// Bid data is not always sent
	for i := range bidData {
		bids := bidData[i].([]interface{})
		price, err := strconv.ParseFloat(bids[0].(string), 64)
		if err != nil {
			return err
		}

		amount, err := strconv.ParseFloat(bids[1].(string), 64)
		if err != nil {
			return err
		}

		update.Bids = append(update.Bids, orderbook.Item{
			Amount: amount,
			Price:  price,
		})
		timeData, err := strconv.ParseFloat(bids[2].(string), 64)
		if err != nil {
			return err
		}

		bidUpdatedTime := convert.TimeFromUnixTimestampDecimal(timeData)
		if highestLastUpdate.Before(bidUpdatedTime) {
			highestLastUpdate = bidUpdatedTime
		}
	}
	update.UpdateTime = highestLastUpdate
	return k.Websocket.Orderbook.Update(&update)
}

// wsProcessCandles converts candle data and sends it to the data handler
func (k *Kraken) wsProcessCandles(channelData *WebsocketChannelData, data []interface{}) error {
	startTime, err := strconv.ParseFloat(data[0].(string), 64)
	if err != nil {
		return err
	}

	endTime, err := strconv.ParseFloat(data[1].(string), 64)
	if err != nil {
		return err
	}

	openPrice, err := strconv.ParseFloat(data[2].(string), 64)
	if err != nil {
		return err
	}

	highPrice, err := strconv.ParseFloat(data[3].(string), 64)
	if err != nil {
		return err
	}

	lowPrice, err := strconv.ParseFloat(data[4].(string), 64)
	if err != nil {
		return err
	}

	closePrice, err := strconv.ParseFloat(data[5].(string), 64)
	if err != nil {
		return err
	}

	volume, err := strconv.ParseFloat(data[7].(string), 64)
	if err != nil {
		return err
	}

	k.Websocket.DataHandler <- stream.KlineData{
		AssetType: asset.Spot,
		Pair:      channelData.Pair,
		Timestamp: time.Now(),
		Exchange:  k.Name,
		StartTime: convert.TimeFromUnixTimestampDecimal(startTime),
		CloseTime: convert.TimeFromUnixTimestampDecimal(endTime),
		// Candles are sent every 60 seconds
		Interval:   "60",
		HighPrice:  highPrice,
		LowPrice:   lowPrice,
		OpenPrice:  openPrice,
		ClosePrice: closePrice,
		Volume:     volume,
	}
	return nil
}

// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (k *Kraken) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
	enabledCurrencies, err := k.GetEnabledPairs(asset.Spot)
	if err != nil {
		return nil, err
	}
	var subscriptions []stream.ChannelSubscription
	for i := range defaultSubscribedChannels {
		for j := range enabledCurrencies {
			enabledCurrencies[j].Delimiter = "/"
			subscriptions = append(subscriptions, stream.ChannelSubscription{
				Channel:  defaultSubscribedChannels[i],
				Currency: enabledCurrencies[j],
				Asset:    asset.Spot,
			})
		}
	}
	return subscriptions, nil
}

// GenerateAuthenticatedSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (k *Kraken) GenerateAuthenticatedSubscriptions() ([]stream.ChannelSubscription, error) {
	var subscriptions []stream.ChannelSubscription
	for i := range authenticatedChannels {
		params := make(map[string]interface{})
		subscriptions = append(subscriptions, stream.ChannelSubscription{
			Channel: authenticatedChannels[i],
			Params:  params,
		})
	}
	return subscriptions, nil
}

// Subscribe sends a websocket message to receive data from the channel
func (k *Kraken) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
	var subs []WebsocketSubscriptionEventRequest
channels:
	for x := range channelsToSubscribe {
		for y := range subs {
			if subs[y].Subscription.Name == channelsToSubscribe[x].Channel {
				subs[y].Pairs = append(subs[y].Pairs,
					channelsToSubscribe[x].Currency.String())
				subs[y].Channels = append(subs[y].Channels, channelsToSubscribe[x])
				continue channels
			}
		}

		var id int64
		if common.StringDataContains(authenticatedChannels, channelsToSubscribe[x].Channel) {
			id = k.Websocket.AuthConn.GenerateMessageID(false)
		} else {
			id = k.Websocket.Conn.GenerateMessageID(false)
		}

		resp := WebsocketSubscriptionEventRequest{
			Event: krakenWsSubscribe,
			Subscription: WebsocketSubscriptionData{
				Name: channelsToSubscribe[x].Channel,
			},
			RequestID: id,
		}
		if channelsToSubscribe[x].Channel == "book" {
			// TODO: Add ability to make depth customisable
			resp.Subscription.Depth = 1000
		}
		if !channelsToSubscribe[x].Currency.IsEmpty() {
			resp.Pairs = []string{channelsToSubscribe[x].Currency.String()}
		}
		if channelsToSubscribe[x].Params != nil {
			resp.Subscription.Token = authToken
		}

		resp.Channels = append(resp.Channels, channelsToSubscribe[x])
		subs = append(subs, resp)
	}

	var errs common.Errors
	for i := range subs {
		if common.StringDataContains(authenticatedChannels, subs[i].Subscription.Name) {
			_, err := k.Websocket.AuthConn.SendMessageReturnResponse(subs[i].RequestID, subs[i])
			if err != nil {
				errs = append(errs, err)
				continue
			}
			k.Websocket.AddSuccessfulSubscriptions(subs[i].Channels...)
			continue
		}

		_, err := k.Websocket.Conn.SendMessageReturnResponse(subs[i].RequestID, subs[i])
		if err != nil {
			errs = append(errs, err)
			continue
		}
		k.Websocket.AddSuccessfulSubscriptions(subs[i].Channels...)
	}
	if errs != nil {
		return errs
	}
	return nil
}

// Unsubscribe sends a websocket message to stop receiving data from the channel
func (k *Kraken) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
	var unsubs []WebsocketSubscriptionEventRequest
channels:
	for x := range channelsToUnsubscribe {
		for y := range unsubs {
			if unsubs[y].Subscription.Name == channelsToUnsubscribe[x].Channel {
				unsubs[y].Pairs = append(unsubs[y].Pairs,
					channelsToUnsubscribe[x].Currency.String())
				unsubs[y].Channels = append(unsubs[y].Channels,
					channelsToUnsubscribe[x])
				continue channels
			}
		}
		var depth int64
		if channelsToUnsubscribe[x].Channel == "book" {
			// TODO: Add ability to make depth customisable
			depth = 1000
		}

		var id int64
		if common.StringDataContains(authenticatedChannels, channelsToUnsubscribe[x].Channel) {
			id = k.Websocket.AuthConn.GenerateMessageID(false)
		} else {
			id = k.Websocket.Conn.GenerateMessageID(false)
		}

		unsub := WebsocketSubscriptionEventRequest{
			Event: krakenWsUnsubscribe,
			Pairs: []string{channelsToUnsubscribe[x].Currency.String()},
			Subscription: WebsocketSubscriptionData{
				Name:  channelsToUnsubscribe[x].Channel,
				Depth: depth,
			},
			RequestID: id,
		}
		unsub.Channels = append(unsub.Channels, channelsToUnsubscribe[x])
		unsubs = append(unsubs, unsub)
	}

	var errs common.Errors
	for i := range unsubs {
		if common.StringDataContains(authenticatedChannels, unsubs[i].Subscription.Name) {
			_, err := k.Websocket.AuthConn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i])
			if err != nil {
				errs = append(errs, err)
				continue
			}
			k.Websocket.RemoveSuccessfulUnsubscriptions(unsubs[i].Channels...)
			continue
		}

		_, err := k.Websocket.Conn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i])
		if err != nil {
			errs = append(errs, err)
			continue
		}
		k.Websocket.RemoveSuccessfulUnsubscriptions(unsubs[i].Channels...)
	}
	if errs != nil {
		return errs
	}
	return nil
}

func (k *Kraken) wsAddOrder(request *WsAddOrderRequest) (string, error) {
	id := k.Websocket.AuthConn.GenerateMessageID(false)
	request.UserReferenceID = strconv.FormatInt(id, 10)
	request.Event = krakenWsAddOrder
	request.Token = authToken
	jsonResp, err := k.Websocket.AuthConn.SendMessageReturnResponse(id, request)
	if err != nil {
		return "", err
	}
	var resp WsAddOrderResponse
	err = json.Unmarshal(jsonResp, &resp)
	if err != nil {
		return "", err
	}
	if resp.ErrorMessage != "" {
		return "", fmt.Errorf(k.Name + " - " + resp.ErrorMessage)
	}
	return resp.TransactionID, nil
}

func (k *Kraken) wsCancelOrders(orderIDs []string) error {
	request := WsCancelOrderRequest{
		Event:          krakenWsCancelOrder,
		Token:          authToken,
		TransactionIDs: orderIDs,
	}
	return k.Websocket.AuthConn.SendJSONMessage(request)
}