mirror of
https://github.com/d0zingcat/gocryptotrader.git
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* Websocket: Rename stream package * Websocket: Rename Websocket to Manager * Websocket: Replace explicit errs with common.NilGuard * Websocket: Move websocket_types.go to types.go * Websocket: Minor field comment and alignment in types * Webosocket: Rename WebsocketConnection to Connection * Alphapoint: Make gorilla ws import explicit Just to avoid confusion with our own packages. * Websocket: Move stream_match to match * Websocket: Move websocket_connection to connection * Websocket: Move websocket.go to manager.go * Websocket: Break out all subscription methods into subscriptions.go * Websocket: Move connection type into its file * Websocket: Remove PositionUpdated Type is not used anywhere * Kraken: Use local constant for pong Was the only use of websocket.Pong and doesn't really feel right to represent kraken's api resp in one of our packages * Websocket: Move connection sub-types to connection package * Websocket: Move manager types into manager * Websocket: Move ConnectionWrapper into manager * Websocket: Move websocket_test to manager_test * Websocket: Privatise connectionWrapper * Websocket: Remaining types into types.go These really belong somewhere else mostly, but this will do for now * Websocket: Tidy up connection method vars * Gofumpt: Moving package imports around * Websocket: Rename errDuplicateConnectionSetup * Websocket: Fix duplicate import of gws * Websocket: Fix gofumpt -extra * Websocket: Standardise import of gws across other pkgs * Kraken: Remove unused sub conf consts These were replaced by the generic Levels and Depth fields on all subs * Websocket: Privitise ConnectioWrapper fields * Websocket: inline single use var WebsocketNotAuthenticatedUsingRest * Websocket: Move documentation to template * Bithumb: Assertify TestWsHandleData
227 lines
5.8 KiB
Go
227 lines
5.8 KiB
Go
package bithumb
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import (
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"context"
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"fmt"
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"net/http"
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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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gws "github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/common"
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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/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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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/internal/exchange/websocket"
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)
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const (
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wsEndpoint = "wss://pubwss.bithumb.com/pub/ws"
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tickerTimeLayout = "20060102150405"
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tradeTimeLayout = time.DateTime + ".000000"
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)
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var defaultSubscriptions = subscription.List{
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{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel, Interval: kline.ThirtyMin}, // alternatives "1H", "12H", "24H"
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{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel},
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{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel},
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}
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// WsConnect initiates a websocket connection
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func (b *Bithumb) WsConnect() error {
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if !b.Websocket.IsEnabled() || !b.IsEnabled() {
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return websocket.ErrWebsocketNotEnabled
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}
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var dialer gws.Dialer
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dialer.HandshakeTimeout = b.Config.HTTPTimeout
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dialer.Proxy = http.ProxyFromEnvironment
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err := b.Websocket.Conn.Dial(&dialer, http.Header{})
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if err != nil {
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return fmt.Errorf("%v - Unable to connect to Websocket. Error: %w",
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b.Name,
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err)
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}
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b.Websocket.Wg.Add(1)
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go b.wsReadData()
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b.setupOrderbookManager()
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return nil
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}
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// wsReadData receives and passes on websocket messages for processing
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func (b *Bithumb) wsReadData() {
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defer b.Websocket.Wg.Done()
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for {
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select {
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case <-b.Websocket.ShutdownC:
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return
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default:
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resp := b.Websocket.Conn.ReadMessage()
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if resp.Raw == nil {
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return
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}
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err := b.wsHandleData(resp.Raw)
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if err != nil {
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b.Websocket.DataHandler <- err
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}
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}
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}
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}
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func (b *Bithumb) wsHandleData(respRaw []byte) error {
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var resp WsResponse
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err := json.Unmarshal(respRaw, &resp)
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if err != nil {
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return err
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}
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if resp.Status != "" {
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if resp.Status == "0000" {
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return nil
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}
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return fmt.Errorf("%s: %w",
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resp.ResponseMessage,
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websocket.ErrSubscriptionFailure)
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}
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switch resp.Type {
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case "ticker":
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var tick WsTicker
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err = json.Unmarshal(resp.Content, &tick)
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if err != nil {
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return err
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}
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var lu time.Time
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lu, err = time.ParseInLocation(tickerTimeLayout, tick.Date+tick.Time, b.location)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- &ticker.Price{
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ExchangeName: b.Name,
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AssetType: asset.Spot,
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Last: tick.PreviousClosePrice,
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Pair: tick.Symbol,
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Open: tick.OpenPrice,
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Close: tick.ClosePrice,
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Low: tick.LowPrice,
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High: tick.HighPrice,
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QuoteVolume: tick.Value,
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Volume: tick.Volume,
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LastUpdated: lu,
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}
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case "transaction":
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if !b.IsSaveTradeDataEnabled() {
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return nil
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}
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var trades WsTransactions
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err = json.Unmarshal(resp.Content, &trades)
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if err != nil {
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return err
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}
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toBuffer := make([]trade.Data, len(trades.List))
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var lu time.Time
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for x := range trades.List {
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lu, err = time.ParseInLocation(tradeTimeLayout, trades.List[x].ContractTime, b.location)
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if err != nil {
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return err
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}
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toBuffer[x] = trade.Data{
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Exchange: b.Name,
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AssetType: asset.Spot,
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CurrencyPair: trades.List[x].Symbol,
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Timestamp: lu,
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Price: trades.List[x].ContractPrice,
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Amount: trades.List[x].ContractAmount,
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}
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}
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err = b.AddTradesToBuffer(toBuffer...)
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if err != nil {
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return err
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}
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case "orderbookdepth":
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var orderbooks WsOrderbooks
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err = json.Unmarshal(resp.Content, &orderbooks)
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if err != nil {
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return err
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}
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init, err := b.UpdateLocalBuffer(&orderbooks)
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if err != nil && !init {
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return fmt.Errorf("%v - UpdateLocalCache error: %s", b.Name, err)
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}
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return nil
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default:
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return fmt.Errorf("unhandled response type %s", resp.Type)
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}
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return nil
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}
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// generateSubscriptions generates the default subscription set
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func (b *Bithumb) generateSubscriptions() (subscription.List, error) {
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return b.Features.Subscriptions.ExpandTemplates(b)
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}
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// GetSubscriptionTemplate returns a subscription channel template
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func (b *Bithumb) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
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return template.New("master.tmpl").Funcs(sprig.FuncMap()).Funcs(template.FuncMap{"subToReq": subToReq}).Parse(subTplText)
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}
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// Subscribe subscribes to a set of channels
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func (b *Bithumb) Subscribe(subs subscription.List) error {
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var errs error
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for _, s := range subs {
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err := b.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, json.RawMessage(s.QualifiedChannel))
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if err == nil {
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err = b.Websocket.AddSuccessfulSubscriptions(b.Websocket.Conn, s)
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}
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if err != nil {
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errs = common.AppendError(errs, err)
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}
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}
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return errs
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}
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// subToReq returns the subscription as a map to populate WsSubscribe
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func subToReq(s *subscription.Subscription, p currency.Pairs) *WsSubscribe {
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req := &WsSubscribe{
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Type: s.Channel,
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Symbols: common.SortStrings(p),
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}
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switch s.Channel {
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case subscription.TickerChannel:
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// As-is
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case subscription.OrderbookChannel:
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req.Type = "orderbookdepth"
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case subscription.AllTradesChannel:
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req.Type = "transaction"
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default:
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panic(fmt.Errorf("%w: %s", subscription.ErrNotSupported, s.Channel))
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}
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if s.Interval > 0 {
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req.TickTypes = []string{strings.ToUpper(s.Interval.Short())}
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}
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return req
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}
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const subTplText = `
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{{ range $asset, $pairs := $.AssetPairs }}
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{{- subToReq $.S $pairs | mustToJson }}
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{{- $.AssetSeparator }}
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{{- end }}
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`
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