mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* orderbook: consolidate slice array types to orderbook package * Update exchanges/bybit/bybit_types.go Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> * linter: fix and add test * cranktakular: nits * cranktakular: nits * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/gateio/gateio_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits consolidation * gk: rm unifySpotOrderbook func * gk: nit but different * linter: fix * gk: nits * glorious: nits * Update exchanges/binance/binance.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/binance/binance_cfutures.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/binanceus/binanceus.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher-:nits * thrasher-: more nit --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
1000 lines
31 KiB
Go
1000 lines
31 KiB
Go
package gateio
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import (
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"context"
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"crypto/hmac"
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"crypto/sha512"
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"encoding/hex"
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"errors"
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"fmt"
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"net/http"
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"slices"
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"strconv"
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"strings"
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"text/template"
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"time"
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"github.com/Masterminds/sprig/v3"
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"github.com/buger/jsonparser"
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gws "github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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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/request"
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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/types"
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)
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const (
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gateioWebsocketEndpoint = "wss://api.gateio.ws/ws/v4/"
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spotPingChannel = "spot.ping"
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spotPongChannel = "spot.pong"
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spotTickerChannel = "spot.tickers"
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spotTradesChannel = "spot.trades"
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spotCandlesticksChannel = "spot.candlesticks"
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spotOrderbookTickerChannel = "spot.book_ticker" // Best bid or ask price
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spotOrderbookUpdateChannel = "spot.order_book_update" // Changed order book levels
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spotOrderbookChannel = "spot.order_book" // Limited-Level Full Order Book Snapshot
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spotOrdersChannel = "spot.orders"
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spotUserTradesChannel = "spot.usertrades"
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spotBalancesChannel = "spot.balances"
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marginBalancesChannel = "spot.margin_balances"
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spotFundingBalanceChannel = "spot.funding_balances"
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crossMarginBalanceChannel = "spot.cross_balances"
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crossMarginLoanChannel = "spot.cross_loan"
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subscribeEvent = "subscribe"
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unsubscribeEvent = "unsubscribe"
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)
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var defaultSubscriptions = subscription.List{
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{Enabled: true, Channel: subscription.TickerChannel, Asset: asset.Spot},
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{Enabled: true, Channel: subscription.CandlesChannel, Asset: asset.Spot, Interval: kline.FiveMin},
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{Enabled: true, Channel: subscription.OrderbookChannel, Asset: asset.Spot, Interval: kline.HundredMilliseconds},
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{Enabled: false, Channel: spotOrderbookTickerChannel, Asset: asset.Spot, Interval: kline.TenMilliseconds, Levels: 1},
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{Enabled: false, Channel: spotOrderbookChannel, Asset: asset.Spot, Interval: kline.HundredMilliseconds, Levels: 100},
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{Enabled: true, Channel: spotBalancesChannel, Asset: asset.Spot, Authenticated: true},
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{Enabled: true, Channel: crossMarginBalanceChannel, Asset: asset.CrossMargin, Authenticated: true},
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{Enabled: true, Channel: marginBalancesChannel, Asset: asset.Margin, Authenticated: true},
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{Enabled: false, Channel: subscription.AllTradesChannel, Asset: asset.Spot},
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}
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var subscriptionNames = map[string]string{
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subscription.TickerChannel: spotTickerChannel,
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subscription.OrderbookChannel: spotOrderbookUpdateChannel,
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subscription.CandlesChannel: spotCandlesticksChannel,
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subscription.AllTradesChannel: spotTradesChannel,
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}
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var (
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standardMarginAssetTypes = []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin}
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validPingChannels = []string{optionsPingChannel, futuresPingChannel, spotPingChannel}
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)
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var errInvalidPingChannel = errors.New("invalid ping channel")
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// WsConnectSpot initiates a websocket connection
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func (e *Exchange) WsConnectSpot(ctx context.Context, conn websocket.Connection) error {
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if err := e.CurrencyPairs.IsAssetEnabled(asset.Spot); err != nil {
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return err
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}
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if err := conn.Dial(ctx, &gws.Dialer{}, http.Header{}); err != nil {
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return err
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}
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pingHandler, err := getWSPingHandler(spotPingChannel)
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if err != nil {
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return err
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}
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conn.SetupPingHandler(websocketRateLimitNotNeededEPL, pingHandler)
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return nil
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}
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// websocketLogin authenticates the websocket connection
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func (e *Exchange) websocketLogin(ctx context.Context, conn websocket.Connection, channel string) error {
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if conn == nil {
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return fmt.Errorf("%w: %T", common.ErrNilPointer, conn)
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}
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if channel == "" {
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return errChannelEmpty
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}
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creds, err := e.GetCredentials(ctx)
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if err != nil {
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return err
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}
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tn := time.Now().Unix()
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msg := "api\n" + channel + "\n" + "\n" + strconv.FormatInt(tn, 10)
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mac := hmac.New(sha512.New, []byte(creds.Secret))
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if _, err = mac.Write([]byte(msg)); err != nil {
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return err
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}
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signature := hex.EncodeToString(mac.Sum(nil))
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payload := WebsocketPayload{
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RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
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APIKey: creds.Key,
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Signature: signature,
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Timestamp: strconv.FormatInt(tn, 10),
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}
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req := WebsocketRequest{Time: tn, Channel: channel, Event: "api", Payload: payload}
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resp, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, payload.RequestID, req)
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if err != nil {
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return err
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}
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var inbound WebsocketAPIResponse
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if err := json.Unmarshal(resp, &inbound); err != nil {
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return err
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}
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if inbound.Header.Status == http.StatusOK {
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return nil
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}
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var wsErr WebsocketErrors
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if err := json.Unmarshal(inbound.Data, &wsErr.Errors); err != nil {
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return err
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}
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return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
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}
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func (e *Exchange) generateWsSignature(secret, event, channel string, t int64) (string, error) {
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msg := "channel=" + channel + "&event=" + event + "&time=" + strconv.FormatInt(t, 10)
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mac := hmac.New(sha512.New, []byte(secret))
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if _, err := mac.Write([]byte(msg)); err != nil {
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return "", err
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}
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return hex.EncodeToString(mac.Sum(nil)), nil
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}
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// WsHandleSpotData handles spot data
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func (e *Exchange) WsHandleSpotData(ctx context.Context, conn websocket.Connection, respRaw []byte) error {
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push, err := parseWSHeader(respRaw)
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if err != nil {
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return err
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}
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if push.RequestID != "" {
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return conn.RequireMatchWithData(push.RequestID, respRaw)
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}
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if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
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return conn.RequireMatchWithData(push.ID, respRaw)
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}
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switch push.Channel { // TODO: Convert function params below to only use push.Result
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case spotTickerChannel:
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return e.processTicker(push.Result, push.Time)
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case spotTradesChannel:
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return e.processTrades(push.Result)
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case spotCandlesticksChannel:
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return e.processCandlestick(push.Result)
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case spotOrderbookTickerChannel:
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return e.processOrderbookTicker(push.Result, push.Time)
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case spotOrderbookUpdateChannel:
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return e.processOrderbookUpdate(ctx, push.Result, push.Time)
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case spotOrderbookChannel:
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return e.processOrderbookSnapshot(push.Result, push.Time)
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case spotOrdersChannel:
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return e.processSpotOrders(respRaw)
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case spotUserTradesChannel:
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return e.processUserPersonalTrades(respRaw)
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case spotBalancesChannel:
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return e.processSpotBalances(ctx, push.Result)
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case marginBalancesChannel:
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return e.processMarginBalances(ctx, respRaw)
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case spotFundingBalanceChannel:
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return e.processFundingBalances(respRaw)
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case crossMarginBalanceChannel:
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return e.processCrossMarginBalance(ctx, respRaw)
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case crossMarginLoanChannel:
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return e.processCrossMarginLoans(respRaw)
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case spotPongChannel:
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default:
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e.Websocket.DataHandler <- websocket.UnhandledMessageWarning{
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Message: e.Name + websocket.UnhandledMessage + string(respRaw),
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}
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return errors.New(websocket.UnhandledMessage)
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}
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return nil
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}
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func parseWSHeader(msg []byte) (r *WSResponse, errs error) {
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r = &WSResponse{}
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paths := [][]string{{"time_ms"}, {"time"}, {"channel"}, {"event"}, {"request_id"}, {"id"}, {"result"}}
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jsonparser.EachKey(msg, func(idx int, v []byte, _ jsonparser.ValueType, _ error) {
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switch idx {
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case 0: // time_ms
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if ts, err := strconv.ParseInt(string(v), 10, 64); err != nil {
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errs = common.AppendError(errs, fmt.Errorf("%w parsing `time_ms`", err))
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} else {
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r.Time = time.UnixMilli(ts)
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}
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case 1: // time
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if r.Time.IsZero() {
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if ts, err := strconv.ParseInt(string(v), 10, 64); err != nil {
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errs = common.AppendError(errs, fmt.Errorf("%w parsing `time`", err))
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} else {
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r.Time = time.Unix(ts, 0)
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}
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}
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case 2:
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r.Channel = string(v)
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case 3:
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r.Event = string(v)
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case 4:
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r.RequestID = string(v)
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case 5:
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if id, err := strconv.ParseInt(string(v), 10, 64); err != nil {
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errs = common.AppendError(errs, fmt.Errorf("%w parsing `id`", err))
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} else {
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r.ID = id
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}
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case 6:
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r.Result = json.RawMessage(v)
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}
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}, paths...)
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return r, errs
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}
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func (e *Exchange) processTicker(incoming []byte, pushTime time.Time) error {
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var data WsTicker
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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out := make([]ticker.Price, 0, len(standardMarginAssetTypes))
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for _, a := range standardMarginAssetTypes {
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if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
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out = append(out, ticker.Price{
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ExchangeName: e.Name,
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Volume: data.BaseVolume.Float64(),
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QuoteVolume: data.QuoteVolume.Float64(),
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High: data.High24H.Float64(),
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Low: data.Low24H.Float64(),
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Last: data.Last.Float64(),
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Bid: data.HighestBid.Float64(),
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Ask: data.LowestAsk.Float64(),
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AssetType: a,
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Pair: data.CurrencyPair,
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LastUpdated: pushTime,
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})
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}
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}
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e.Websocket.DataHandler <- out
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return nil
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}
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func (e *Exchange) processTrades(incoming []byte) error {
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saveTradeData := e.IsSaveTradeDataEnabled()
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if !saveTradeData && !e.IsTradeFeedEnabled() {
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return nil
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}
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var data WsTrade
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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side, err := order.StringToOrderSide(data.Side)
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if err != nil {
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return err
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}
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for _, a := range standardMarginAssetTypes {
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if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
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if err := e.Websocket.Trade.Update(saveTradeData, trade.Data{
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Timestamp: data.CreateTime.Time(),
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CurrencyPair: data.CurrencyPair,
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AssetType: a,
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Exchange: e.Name,
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Price: data.Price.Float64(),
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Amount: data.Amount.Float64(),
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Side: side,
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TID: strconv.FormatInt(data.ID, 10),
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}); err != nil {
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return err
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}
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}
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}
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return nil
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}
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func (e *Exchange) processCandlestick(incoming []byte) error {
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var data WsCandlesticks
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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icp := strings.Split(data.NameOfSubscription, currency.UnderscoreDelimiter)
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if len(icp) < 3 {
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return errors.New("malformed candlestick websocket push data")
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}
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currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
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if err != nil {
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return err
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}
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out := make([]websocket.KlineData, 0, len(standardMarginAssetTypes))
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for _, a := range standardMarginAssetTypes {
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if enabled, _ := e.CurrencyPairs.IsPairEnabled(currencyPair, a); enabled {
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out = append(out, websocket.KlineData{
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Pair: currencyPair,
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AssetType: a,
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Exchange: e.Name,
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StartTime: data.Timestamp.Time(),
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Interval: icp[0],
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OpenPrice: data.OpenPrice.Float64(),
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ClosePrice: data.ClosePrice.Float64(),
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HighPrice: data.HighestPrice.Float64(),
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LowPrice: data.LowestPrice.Float64(),
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Volume: data.TotalVolume.Float64(),
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})
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}
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}
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e.Websocket.DataHandler <- out
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return nil
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}
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func (e *Exchange) processOrderbookTicker(incoming []byte, lastPushed time.Time) error {
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var data WsOrderbookTickerData
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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return e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
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Exchange: e.Name,
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Pair: data.Pair,
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Asset: asset.Spot,
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LastUpdated: data.UpdateTime.Time(),
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LastPushed: lastPushed,
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Bids: []orderbook.Level{{Price: data.BestBidPrice.Float64(), Amount: data.BestBidAmount.Float64()}},
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Asks: []orderbook.Level{{Price: data.BestAskPrice.Float64(), Amount: data.BestAskAmount.Float64()}},
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})
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}
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func (e *Exchange) processOrderbookUpdate(ctx context.Context, incoming []byte, lastPushed time.Time) error {
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var data WsOrderbookUpdate
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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return e.wsOBUpdateMgr.ProcessOrderbookUpdate(ctx, e, data.FirstUpdateID, &orderbook.Update{
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UpdateID: data.LastUpdateID,
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UpdateTime: data.UpdateTime.Time(),
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LastPushed: lastPushed,
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Pair: data.Pair,
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Asset: asset.Spot,
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Asks: data.Asks.Levels(),
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Bids: data.Bids.Levels(),
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AllowEmpty: true,
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})
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}
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func (e *Exchange) processOrderbookSnapshot(incoming []byte, lastPushed time.Time) error {
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var data WsOrderbookSnapshot
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if err := json.Unmarshal(incoming, &data); err != nil {
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return err
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}
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for _, a := range standardMarginAssetTypes {
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if enabled, _ := e.CurrencyPairs.IsPairEnabled(data.CurrencyPair, a); enabled {
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if err := e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
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Exchange: e.Name,
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Pair: data.CurrencyPair,
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Asset: a,
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LastUpdated: data.UpdateTime.Time(),
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LastPushed: lastPushed,
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Bids: data.Bids.Levels(),
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Asks: data.Asks.Levels(),
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}); err != nil {
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return err
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}
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}
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}
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return nil
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}
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func (e *Exchange) processSpotOrders(data []byte) error {
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resp := struct {
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Time types.Time `json:"time"`
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Channel string `json:"channel"`
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Event string `json:"event"`
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Result []WsSpotOrder `json:"result"`
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}{}
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err := json.Unmarshal(data, &resp)
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if err != nil {
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return err
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}
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details := make([]order.Detail, len(resp.Result))
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for x := range resp.Result {
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side, err := order.StringToOrderSide(resp.Result[x].Side)
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if err != nil {
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return err
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}
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orderType, err := order.StringToOrderType(resp.Result[x].Type)
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if err != nil {
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return err
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}
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a, err := asset.New(resp.Result[x].Account)
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if err != nil {
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return err
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}
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details[x] = order.Detail{
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Amount: resp.Result[x].Amount.Float64(),
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Exchange: e.Name,
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OrderID: resp.Result[x].ID,
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Side: side,
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Type: orderType,
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Pair: resp.Result[x].CurrencyPair,
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Cost: resp.Result[x].Fee.Float64(),
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AssetType: a,
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Price: resp.Result[x].Price.Float64(),
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ExecutedAmount: resp.Result[x].Amount.Float64() - resp.Result[x].Left.Float64(),
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Date: resp.Result[x].CreateTime.Time(),
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LastUpdated: resp.Result[x].UpdateTime.Time(),
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}
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}
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e.Websocket.DataHandler <- details
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|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processUserPersonalTrades(data []byte) error {
|
|
if !e.IsFillsFeedEnabled() {
|
|
return nil
|
|
}
|
|
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsUserPersonalTrade `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills := make([]fill.Data, len(resp.Result))
|
|
for x := range fills {
|
|
side, err := order.StringToOrderSide(resp.Result[x].Side)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills[x] = fill.Data{
|
|
Timestamp: resp.Result[x].CreateTime.Time(),
|
|
Exchange: e.Name,
|
|
CurrencyPair: resp.Result[x].CurrencyPair,
|
|
Side: side,
|
|
OrderID: resp.Result[x].OrderID,
|
|
TradeID: strconv.FormatInt(resp.Result[x].ID, 10),
|
|
Price: resp.Result[x].Price.Float64(),
|
|
Amount: resp.Result[x].Amount.Float64(),
|
|
}
|
|
}
|
|
return e.Websocket.Fills.Update(fills...)
|
|
}
|
|
|
|
func (e *Exchange) processSpotBalances(ctx context.Context, data []byte) error {
|
|
var resp []WsSpotBalance
|
|
if err := json.Unmarshal(data, &resp); err != nil {
|
|
return err
|
|
}
|
|
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
changes := make([]account.Change, len(resp))
|
|
for i := range resp {
|
|
changes[i] = account.Change{
|
|
Account: resp[i].User,
|
|
AssetType: asset.Spot,
|
|
Balance: &account.Balance{
|
|
Currency: resp[i].Currency,
|
|
Total: resp[i].Total.Float64(),
|
|
Free: resp[i].Available.Float64(),
|
|
Hold: resp[i].Freeze.Float64(),
|
|
AvailableWithoutBorrow: resp[i].Available.Float64(),
|
|
UpdatedAt: resp[i].Timestamp.Time(),
|
|
},
|
|
}
|
|
}
|
|
e.Websocket.DataHandler <- changes
|
|
return account.ProcessChange(e.Name, changes, creds)
|
|
}
|
|
|
|
func (e *Exchange) processMarginBalances(ctx context.Context, data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
changes := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
changes[x] = account.Change{
|
|
AssetType: asset.Margin,
|
|
Balance: &account.Balance{
|
|
Currency: currency.NewCode(resp.Result[x].Currency),
|
|
Total: resp.Result[x].Available.Float64() + resp.Result[x].Freeze.Float64(),
|
|
Free: resp.Result[x].Available.Float64(),
|
|
Hold: resp.Result[x].Freeze.Float64(),
|
|
UpdatedAt: resp.Result[x].Timestamp.Time(),
|
|
},
|
|
}
|
|
}
|
|
e.Websocket.DataHandler <- changes
|
|
return account.ProcessChange(e.Name, changes, creds)
|
|
}
|
|
|
|
func (e *Exchange) processFundingBalances(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsFundingBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processCrossMarginBalance(ctx context.Context, data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsCrossMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
changes := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
changes[x] = account.Change{
|
|
Account: resp.Result[x].User,
|
|
AssetType: asset.Margin,
|
|
Balance: &account.Balance{
|
|
Currency: currency.NewCode(resp.Result[x].Currency),
|
|
Total: resp.Result[x].Total.Float64(),
|
|
Free: resp.Result[x].Available.Float64(),
|
|
UpdatedAt: resp.Result[x].Timestamp.Time(),
|
|
},
|
|
}
|
|
}
|
|
e.Websocket.DataHandler <- changes
|
|
return account.ProcessChange(e.Name, changes, creds)
|
|
}
|
|
|
|
func (e *Exchange) processCrossMarginLoans(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result WsCrossMarginLoan `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
// generateSubscriptionsSpot returns configured subscriptions
|
|
func (e *Exchange) generateSubscriptionsSpot() (subscription.List, error) {
|
|
return e.Features.Subscriptions.ExpandTemplates(e)
|
|
}
|
|
|
|
// GetSubscriptionTemplate returns a subscription channel template
|
|
func (e *Exchange) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
|
|
return template.New("master.tmpl").
|
|
Funcs(sprig.FuncMap()).
|
|
Funcs(template.FuncMap{
|
|
"channelName": channelName,
|
|
"singleSymbolChannel": singleSymbolChannel,
|
|
"orderbookInterval": orderbookChannelInterval,
|
|
"candlesInterval": candlesChannelInterval,
|
|
"levels": channelLevels,
|
|
}).Parse(subTplText)
|
|
}
|
|
|
|
// manageSubs sends a websocket message to subscribe or unsubscribe from a list of channel
|
|
func (e *Exchange) manageSubs(ctx context.Context, event string, conn websocket.Connection, subs subscription.List) error {
|
|
var errs error
|
|
subs, errs = subs.ExpandTemplates(e)
|
|
if errs != nil {
|
|
return errs
|
|
}
|
|
|
|
for _, s := range subs {
|
|
if err := func() error {
|
|
msg, err := e.manageSubReq(ctx, event, conn, s)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
result, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, msg.ID, msg)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var resp WsEventResponse
|
|
if err := json.Unmarshal(result, &resp); err != nil {
|
|
return err
|
|
}
|
|
if resp.Error != nil && resp.Error.Code != 0 {
|
|
return fmt.Errorf("(%d) %s", resp.Error.Code, resp.Error.Message)
|
|
}
|
|
if event == "unsubscribe" {
|
|
return e.Websocket.RemoveSubscriptions(conn, s)
|
|
}
|
|
return e.Websocket.AddSuccessfulSubscriptions(conn, s)
|
|
}(); err != nil {
|
|
errs = common.AppendError(errs, fmt.Errorf("%s %s %s: %w", s.Channel, s.Asset, s.Pairs, err))
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
// manageSubReq constructs the subscription management message for a subscription
|
|
func (e *Exchange) manageSubReq(ctx context.Context, event string, conn websocket.Connection, s *subscription.Subscription) (*WsInput, error) {
|
|
req := &WsInput{
|
|
ID: conn.GenerateMessageID(false),
|
|
Event: event,
|
|
Channel: channelName(s),
|
|
Time: time.Now().Unix(),
|
|
Payload: strings.Split(s.QualifiedChannel, ","),
|
|
}
|
|
if s.Authenticated {
|
|
creds, err := e.GetCredentials(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
sig, err := e.generateWsSignature(creds.Secret, event, req.Channel, req.Time)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
req.Auth = &WsAuthInput{
|
|
Method: "api_key",
|
|
Key: creds.Key,
|
|
Sign: sig,
|
|
}
|
|
}
|
|
return req, nil
|
|
}
|
|
|
|
// Subscribe sends a websocket message to stop receiving data from the channel
|
|
func (e *Exchange) Subscribe(ctx context.Context, conn websocket.Connection, subs subscription.List) error {
|
|
return e.manageSubs(ctx, subscribeEvent, conn, subs)
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
|
func (e *Exchange) Unsubscribe(ctx context.Context, conn websocket.Connection, subs subscription.List) error {
|
|
return e.manageSubs(ctx, unsubscribeEvent, conn, subs)
|
|
}
|
|
|
|
// channelName converts global channel names to gateio specific channel names
|
|
func channelName(s *subscription.Subscription) string {
|
|
if name, ok := subscriptionNames[s.Channel]; ok {
|
|
return name
|
|
}
|
|
return s.Channel
|
|
}
|
|
|
|
// singleSymbolChannel returns if the channel should be fanned out into single symbol requests
|
|
func singleSymbolChannel(name string) bool {
|
|
switch name {
|
|
case spotCandlesticksChannel, spotOrderbookUpdateChannel, spotOrderbookChannel:
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
// ValidateSubscriptions implements the subscription.ListValidator interface.
|
|
// It ensures that, for each orderbook pair asset, only one type of subscription (e.g., best bid/ask, orderbook update, or orderbook snapshot)
|
|
// is active at a time. Multiple concurrent subscriptions for the same asset are disallowed to prevent orderbook data corruption.
|
|
func (e *Exchange) ValidateSubscriptions(l subscription.List) error {
|
|
orderbookGuard := map[key.PairAsset]string{}
|
|
for _, s := range l {
|
|
n := channelName(s)
|
|
if !isSingleOrderbookChannel(n) {
|
|
continue
|
|
}
|
|
for _, p := range s.Pairs {
|
|
k := key.PairAsset{Base: p.Base.Item, Quote: p.Quote.Item, Asset: s.Asset}
|
|
existingChanName, ok := orderbookGuard[k]
|
|
if !ok {
|
|
orderbookGuard[k] = n
|
|
continue
|
|
}
|
|
if existingChanName != n {
|
|
return fmt.Errorf("%w for %q %q between %q and %q, please enable only one type", subscription.ErrExclusiveSubscription, k.Pair(), k.Asset, existingChanName, n)
|
|
}
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// isSingleOrderbookChannel checks if the specified channel represents a single orderbook subscription.
|
|
// It returns true for channels like orderbook updates, snapshots, or tickers, as multiple subscriptions
|
|
// for the same pair asset could corrupt the stored orderbook data.
|
|
func isSingleOrderbookChannel(name string) bool {
|
|
switch name {
|
|
case spotOrderbookUpdateChannel,
|
|
spotOrderbookChannel,
|
|
spotOrderbookTickerChannel,
|
|
futuresOrderbookChannel,
|
|
futuresOrderbookTickerChannel,
|
|
futuresOrderbookUpdateChannel,
|
|
optionsOrderbookChannel,
|
|
optionsOrderbookTickerChannel,
|
|
optionsOrderbookUpdateChannel:
|
|
return true
|
|
}
|
|
return false
|
|
}
|
|
|
|
var channelIntervalsMap = map[asset.Item]map[string][]kline.Interval{
|
|
asset.Spot: {
|
|
spotOrderbookTickerChannel: {},
|
|
spotOrderbookChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
|
|
spotOrderbookUpdateChannel: {kline.TwentyMilliseconds, kline.HundredMilliseconds},
|
|
},
|
|
asset.Futures: {
|
|
futuresOrderbookTickerChannel: {},
|
|
futuresOrderbookChannel: {0},
|
|
futuresOrderbookUpdateChannel: {kline.TwentyMilliseconds, kline.HundredMilliseconds},
|
|
},
|
|
asset.DeliveryFutures: {
|
|
futuresOrderbookTickerChannel: {},
|
|
futuresOrderbookChannel: {0},
|
|
futuresOrderbookUpdateChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
|
|
},
|
|
asset.Options: {
|
|
optionsOrderbookTickerChannel: {},
|
|
optionsOrderbookChannel: {0},
|
|
optionsOrderbookUpdateChannel: {kline.HundredMilliseconds, kline.ThousandMilliseconds},
|
|
},
|
|
}
|
|
|
|
func candlesChannelInterval(s *subscription.Subscription) (string, error) {
|
|
if s.Channel == subscription.CandlesChannel {
|
|
return getIntervalString(s.Interval)
|
|
}
|
|
return "", nil
|
|
}
|
|
|
|
func orderbookChannelInterval(s *subscription.Subscription, a asset.Item) (string, error) {
|
|
cName := channelName(s)
|
|
|
|
assetChannels, ok := channelIntervalsMap[a]
|
|
if !ok {
|
|
return "", nil
|
|
}
|
|
|
|
switch intervals, ok := assetChannels[cName]; {
|
|
case !ok:
|
|
return "", nil
|
|
case len(intervals) == 0:
|
|
if s.Interval != 0 {
|
|
return "", fmt.Errorf("%w for %s: %q; interval not supported for channel", subscription.ErrInvalidInterval, cName, s.Interval)
|
|
}
|
|
return "", nil
|
|
case !slices.Contains(intervals, s.Interval):
|
|
return "", fmt.Errorf("%w for %s: %q; supported: %q", subscription.ErrInvalidInterval, cName, s.Interval, intervals)
|
|
case cName == futuresOrderbookUpdateChannel && s.Interval == kline.TwentyMilliseconds && s.Levels != 20:
|
|
return "", fmt.Errorf("%w for %q: 20ms only valid with Levels 20", subscription.ErrInvalidInterval, cName)
|
|
case s.Interval == 0:
|
|
return "0", nil // Do not move this into getIntervalString, it's only valid for ws subs
|
|
}
|
|
|
|
return getIntervalString(s.Interval)
|
|
}
|
|
|
|
var channelLevelsMap = map[asset.Item]map[string][]int{
|
|
asset.Spot: {
|
|
spotOrderbookTickerChannel: {},
|
|
spotOrderbookUpdateChannel: {},
|
|
spotOrderbookChannel: {1, 5, 10, 20, 50, 100},
|
|
},
|
|
asset.Futures: {
|
|
futuresOrderbookChannel: {1, 5, 10, 20, 50, 100},
|
|
futuresOrderbookTickerChannel: {},
|
|
futuresOrderbookUpdateChannel: {20, 50, 100},
|
|
},
|
|
asset.DeliveryFutures: {
|
|
futuresOrderbookChannel: {1, 5, 10, 20, 50, 100},
|
|
futuresOrderbookTickerChannel: {},
|
|
futuresOrderbookUpdateChannel: {5, 10, 20, 50, 100},
|
|
},
|
|
asset.Options: {
|
|
optionsOrderbookTickerChannel: {},
|
|
optionsOrderbookUpdateChannel: {5, 10, 20, 50},
|
|
optionsOrderbookChannel: {5, 10, 20, 50},
|
|
},
|
|
}
|
|
|
|
func channelLevels(s *subscription.Subscription, a asset.Item) (string, error) {
|
|
cName := channelName(s)
|
|
assetChannels, ok := channelLevelsMap[a]
|
|
if !ok {
|
|
return "", nil
|
|
}
|
|
|
|
switch levels, ok := assetChannels[cName]; {
|
|
case !ok:
|
|
return "", nil
|
|
case len(levels) == 0:
|
|
if s.Levels != 0 {
|
|
return "", fmt.Errorf("%w for %s: `%d`; levels not supported for channel", subscription.ErrInvalidLevel, cName, s.Levels)
|
|
}
|
|
return "", nil
|
|
case !slices.Contains(levels, s.Levels):
|
|
return "", fmt.Errorf("%w for %s: %d; supported: %v", subscription.ErrInvalidLevel, cName, s.Levels, levels)
|
|
}
|
|
|
|
return strconv.Itoa(s.Levels), nil
|
|
}
|
|
|
|
const subTplText = `
|
|
{{- with $name := channelName $.S }}
|
|
{{- range $asset, $pairs := $.AssetPairs }}
|
|
{{- if singleSymbolChannel $name }}
|
|
{{- range $i, $p := $pairs -}}
|
|
{{- with $i := candlesInterval $.S }}{{ $i -}} , {{- end }}
|
|
{{- $p }}
|
|
{{- with $l := levels $.S $asset -}} , {{- $l }}{{ end }}
|
|
{{- with $i := orderbookInterval $.S $asset -}} , {{- $i }}{{- end }}
|
|
{{- $.PairSeparator }}
|
|
{{- end }}
|
|
{{- $.AssetSeparator }}
|
|
{{- else }}
|
|
{{- $pairs.Join }}
|
|
{{- end }}
|
|
{{- end }}
|
|
{{- end }}
|
|
`
|
|
|
|
// GeneratePayload returns the payload for a websocket message
|
|
type GeneratePayload func(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List) ([]WsInput, error)
|
|
|
|
// handleSubscription sends a websocket message to receive data from the channel
|
|
func (e *Exchange) handleSubscription(ctx context.Context, conn websocket.Connection, event string, channelsToSubscribe subscription.List, generatePayload GeneratePayload) error {
|
|
payloads, err := generatePayload(ctx, conn, event, channelsToSubscribe)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
var errs error
|
|
for k := range payloads {
|
|
result, err := conn.SendMessageReturnResponse(ctx, websocketRateLimitNotNeededEPL, payloads[k].ID, payloads[k])
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
var resp WsEventResponse
|
|
if err = json.Unmarshal(result, &resp); err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
} else {
|
|
if resp.Error != nil && resp.Error.Code != 0 {
|
|
errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s error code: %d message: %s", payloads[k].Event, payloads[k].Channel, resp.Error.Code, resp.Error.Message))
|
|
continue
|
|
}
|
|
if event == subscribeEvent {
|
|
errs = common.AppendError(errs, e.Websocket.AddSuccessfulSubscriptions(conn, channelsToSubscribe[k]))
|
|
} else {
|
|
errs = common.AppendError(errs, e.Websocket.RemoveSubscriptions(conn, channelsToSubscribe[k]))
|
|
}
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
type resultHolder struct {
|
|
Result any `json:"result"`
|
|
}
|
|
|
|
// SendWebsocketRequest sends a websocket request to the exchange
|
|
func (e *Exchange) SendWebsocketRequest(ctx context.Context, epl request.EndpointLimit, channel string, connSignature, params, result any, expectedResponses int) error {
|
|
paramPayload, err := json.Marshal(params)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
conn, err := e.Websocket.GetConnection(connSignature)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
tn := time.Now().Unix()
|
|
req := &WebsocketRequest{
|
|
Time: tn,
|
|
Channel: channel,
|
|
Event: "api",
|
|
Payload: WebsocketPayload{
|
|
RequestID: strconv.FormatInt(conn.GenerateMessageID(false), 10),
|
|
RequestParam: paramPayload,
|
|
Timestamp: strconv.FormatInt(tn, 10),
|
|
},
|
|
}
|
|
|
|
responses, err := conn.SendMessageReturnResponsesWithInspector(ctx, epl, req.Payload.RequestID, req, expectedResponses, wsRespAckInspector{})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if len(responses) == 0 {
|
|
return common.ErrNoResponse
|
|
}
|
|
|
|
// responses may include an ack resp, which we skip
|
|
endResponse := responses[len(responses)-1]
|
|
|
|
var inbound WebsocketAPIResponse
|
|
if err := json.Unmarshal(endResponse, &inbound); err != nil {
|
|
return err
|
|
}
|
|
|
|
if inbound.Header.Status != http.StatusOK {
|
|
var wsErr WebsocketErrors
|
|
if err := json.Unmarshal(inbound.Data, &wsErr); err != nil {
|
|
return err
|
|
}
|
|
return fmt.Errorf("%s: %s", wsErr.Errors.Label, wsErr.Errors.Message)
|
|
}
|
|
|
|
return json.Unmarshal(inbound.Data, &resultHolder{Result: result})
|
|
}
|
|
|
|
type wsRespAckInspector struct{}
|
|
|
|
// IsFinal checks the payload for an ack, it returns true if the payload does not contain an ack.
|
|
// This will force the cancellation of further waiting for responses.
|
|
func (wsRespAckInspector) IsFinal(data []byte) bool {
|
|
return !strings.Contains(string(data), "ack")
|
|
}
|
|
|
|
func getWSPingHandler(channel string) (websocket.PingHandler, error) {
|
|
if !slices.Contains(validPingChannels, channel) {
|
|
return websocket.PingHandler{}, fmt.Errorf("%w: %q", errInvalidPingChannel, channel)
|
|
}
|
|
pingMessage, err := json.Marshal(WsInput{Channel: channel})
|
|
if err != nil {
|
|
return websocket.PingHandler{}, err
|
|
}
|
|
return websocket.PingHandler{
|
|
Delay: time.Second * 10, // Arbitrary reasonable delay
|
|
Message: pingMessage,
|
|
MessageType: gws.TextMessage,
|
|
}, nil
|
|
}
|