Files
gocryptotrader/exchanges/coinut/coinut_websocket.go
Gareth Kirwan f9437dbd08 Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions

* This switches all RO uses of the mutex to use a RLock method.
* The mutex used for discrete field access has had scope drift from
  name 'connectionMutex' so rename to more appropriate fieldsMutex
* The mutex used for Set/CanUseAuthEndpoints moves from the
  subscriptions endpoint to the fieldsMutex
* Add GetSubscription by key
* Expose stream.Matcher type

* Bitfinex: Subscribe and Unsubscribe atomicly

* Fix Auth failures ignored
* This change makes it so that Subscribe and Unsubscribe wait for success
** Tells the DataHandler about errors
** Errors are returned to consumers
* Subscribes concurrently to the channels
* It also simplifies the chanId to stream mapping
* Removes unable to locate chanID: %d errors which are just noise
* Paves the way for unified channelSubscription id handling
* Adds support for subId for Book subscriptions, which is more robust

* Vastly simplifies what we need to test TestWsSubscribedResponse
This test was working to ensure that the various fancy key parsing
mechanisms all worked. Now that we use subId, we just need a thorough
test of that
* Expose Match.Set in order to capture websocket incoming data
Can't see another way of doing this. Doesn't seem too bad

* Allow tests to run with auth or WS
These flags made it difficult to run the tests whilst working on
websockets

* Enable API auth and WS in testconfig
This change minimises the changes requires for a full test run against
live endpoints, so that new contributors have a clearer testing path.
I cannot see any reason to turn WS off and Auth endpoints off when we're
not going to run API tests without Creds being set, and we're not going
to do live fire tests without canManipulateRealOrders

* TestWsSubscribe and various fixes
** Enables the websocket for live non-authed integration tests by default
** Adds an integration test for subscriptions
** Changes the Ws tests to respect canManipulateRealOrders
** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests
** Allows api creds to live in config/testdata.json which might be
  less likely to accidentally commit, and less obtrusive

* Bitfinex: Support period and timeframe for Candles

* Fixes manual Subscribe() symbol or key formatting
* Unifies handling of params for DefaultSubscriptions and manual
  subsrciptions

* Bitfinex: Handle conf and info WS channel events

* Bitfinex: Better tests for subscriptions

* fixup! Websockets: Add keys to websocket subscriptions

* fixup! Bitfinex: Subscribe and Unsubscribe atomicly

* fixup! Websockets: Add keys to websocket subscriptions

* Websockets: Add Pending subscription status

Add a status tracker so that Sub/Unsub can prevent duplicates,
and also fixes when first message comes before we have added the sub
to the tracker

* Websockets: Add State instead of pending

This change allows more clarity about the current state and
checks for specifically already Unsubing

* Bitfinex: Fix first sub message maybe lost

The only link we have between a sub req and the sub resp is the subID.
And the only link we have between a sub message and the sub is the chanID.
We can't derive a link using Pair or anything else.

This meant that by sending the resp and its chanID down the IncomingData
channel, we allowed the channel reader to maybe process the next
message, the first message on the channel, before the runtime executed
the switch back to subscribeToChan waiting on the chan.

To fix this, we key initially on subId.(string), and then replace it
with chanId.(int64) when we have it *inside* the wsHandleData so we
know we've procedurally handled it before the next message.

subscribeToChan is then free to remove the subId keyed Sub regardless of
error or not

If there's an error, we don't need to inline handling because there
won't be any second update.

Expands test coverage to make sure those subId keyed subscriptions are
removed.

* Websocket: Validate state in SetChanState

* fixup! Bitfinex: Fix first sub message maybe lost

* Websockets: Rename RemoveUnsuccessfulSubs

Implementation doesn't imply Unsuccessful or need to.
This change supports the registering of Pending subs

* Bitfinex: Fix race in Tests
2023-11-02 12:10:43 +11:00

986 lines
26 KiB
Go

package coinut
import (
"context"
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
"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/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
coinutWebsocketURL = "wss://wsapi.coinut.com"
coinutWebsocketRateLimit = 30
)
var (
channels map[string]chan []byte
)
// NOTE for speed considerations
// wss://wsapi-as.coinut.com
// wss://wsapi-na.coinut.com
// wss://wsapi-eu.coinut.com
// WsConnect initiates a websocket connection
func (c *COINUT) WsConnect() error {
if !c.Websocket.IsEnabled() || !c.IsEnabled() {
return errors.New(stream.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := c.Websocket.Conn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
c.Websocket.Wg.Add(1)
go c.wsReadData()
if !c.instrumentMap.IsLoaded() {
_, err = c.WsGetInstruments()
if err != nil {
return err
}
}
err = c.wsAuthenticate(context.TODO())
if err != nil {
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
log.Errorln(log.WebsocketMgr, err)
}
// define bi-directional communication
channels = make(map[string]chan []byte)
channels["hb"] = make(chan []byte, 1)
return nil
}
// wsReadData receives and passes on websocket messages for processing
func (c *COINUT) wsReadData() {
defer c.Websocket.Wg.Done()
for {
resp := c.Websocket.Conn.ReadMessage()
if resp.Raw == nil {
return
}
if strings.HasPrefix(string(resp.Raw), "[") {
var incoming []wsResponse
err := json.Unmarshal(resp.Raw, &incoming)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
for i := range incoming {
if incoming[i].Nonce > 0 {
if c.Websocket.Match.IncomingWithData(incoming[i].Nonce, resp.Raw) {
break
}
}
var individualJSON []byte
individualJSON, err = json.Marshal(incoming[i])
if err != nil {
c.Websocket.DataHandler <- err
continue
}
err = c.wsHandleData(context.TODO(), individualJSON)
if err != nil {
c.Websocket.DataHandler <- err
}
}
} else {
var incoming wsResponse
err := json.Unmarshal(resp.Raw, &incoming)
if err != nil {
c.Websocket.DataHandler <- err
continue
}
err = c.wsHandleData(context.TODO(), resp.Raw)
if err != nil {
c.Websocket.DataHandler <- err
}
}
}
}
func (c *COINUT) wsHandleData(ctx context.Context, respRaw []byte) error {
if strings.HasPrefix(string(respRaw), "[") {
var orders []wsOrderContainer
err := json.Unmarshal(respRaw, &orders)
if err != nil {
return err
}
for i := range orders {
o, err2 := c.parseOrderContainer(&orders[i])
if err2 != nil {
return err2
}
c.Websocket.DataHandler <- o
}
return nil
}
var incoming wsResponse
err := json.Unmarshal(respRaw, &incoming)
if err != nil {
return err
}
if strings.Contains(string(respRaw), "client_ord_id") {
if c.Websocket.Match.IncomingWithData(incoming.Nonce, respRaw) {
return nil
}
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return err
}
switch incoming.Reply {
case "hb":
channels["hb"] <- respRaw
case "login":
var login WsLoginResponse
err := json.Unmarshal(respRaw, &login)
if err != nil {
return err
}
creds, err := c.GetCredentials(ctx)
if err != nil {
return err
}
var endpointFailure []byte
if login.APIKey != creds.Key {
endpointFailure = []byte("failed to authenticate")
}
if c.Websocket.Match.IncomingWithData(login.Nonce, endpointFailure) {
return nil
}
case "user_balance":
var userBalance WsUserBalanceResponse
err := json.Unmarshal(respRaw, &userBalance)
if err != nil {
return err
}
case "user_open_orders":
var openOrders WsUserOpenOrdersResponse
err := json.Unmarshal(respRaw, &openOrders)
if err != nil {
return err
}
case "cancel_order":
var cancel WsCancelOrderResponse
err := json.Unmarshal(respRaw, &cancel)
if err != nil {
return err
}
c.Websocket.DataHandler <- &order.Detail{
Exchange: c.Name,
OrderID: strconv.FormatInt(cancel.OrderID, 10),
Status: order.Cancelled,
LastUpdated: time.Now(),
AssetType: asset.Spot,
}
case "cancel_orders":
var cancels WsCancelOrdersResponse
err := json.Unmarshal(respRaw, &cancels)
if err != nil {
return err
}
for i := range cancels.Results {
c.Websocket.DataHandler <- &order.Detail{
Exchange: c.Name,
OrderID: strconv.FormatInt(cancels.Results[i].OrderID, 10),
Status: order.Cancelled,
LastUpdated: time.Now(),
AssetType: asset.Spot,
}
}
case "trade_history":
var trades WsTradeHistoryResponse
err := json.Unmarshal(respRaw, &trades)
if err != nil {
return err
}
case "inst_list":
var instList wsInstList
err := json.Unmarshal(respRaw, &instList)
if err != nil {
return err
}
for k, v := range instList.Spot {
for _, v2 := range v {
c.instrumentMap.Seed(k, v2.InstrumentID)
}
}
case "inst_tick":
var wsTicker WsTicker
err := json.Unmarshal(respRaw, &wsTicker)
if err != nil {
return err
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
currencyPair := c.instrumentMap.LookupInstrument(wsTicker.InstID)
p, err := currency.NewPairFromFormattedPairs(currencyPair,
pairs,
format)
if err != nil {
return err
}
c.Websocket.DataHandler <- &ticker.Price{
ExchangeName: c.Name,
Volume: wsTicker.Volume24,
QuoteVolume: wsTicker.Volume24Quote,
Bid: wsTicker.HighestBuy,
Ask: wsTicker.LowestSell,
High: wsTicker.High24,
Low: wsTicker.Low24,
Last: wsTicker.Last,
LastUpdated: time.Unix(0, wsTicker.Timestamp),
AssetType: asset.Spot,
Pair: p,
}
case "inst_order_book":
var orderbookSnapshot WsOrderbookSnapshot
err := json.Unmarshal(respRaw, &orderbookSnapshot)
if err != nil {
return err
}
err = c.WsProcessOrderbookSnapshot(&orderbookSnapshot)
if err != nil {
return err
}
case "inst_order_book_update":
var orderbookUpdate WsOrderbookUpdate
err := json.Unmarshal(respRaw, &orderbookUpdate)
if err != nil {
return err
}
err = c.WsProcessOrderbookUpdate(&orderbookUpdate)
if err != nil {
return err
}
case "inst_trade":
if !c.IsSaveTradeDataEnabled() {
return nil
}
var tradeSnap WsTradeSnapshot
err := json.Unmarshal(respRaw, &tradeSnap)
if err != nil {
return err
}
var trades []trade.Data
for i := range tradeSnap.Trades {
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
currencyPair := c.instrumentMap.LookupInstrument(tradeSnap.InstrumentID)
p, err := currency.NewPairFromFormattedPairs(currencyPair,
pairs,
format)
if err != nil {
return err
}
tSide, err := order.StringToOrderSide(tradeSnap.Trades[i].Side)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
Err: err,
}
}
trades = append(trades, trade.Data{
Timestamp: time.Unix(0, tradeSnap.Trades[i].Timestamp*1000),
CurrencyPair: p,
AssetType: asset.Spot,
Exchange: c.Name,
Price: tradeSnap.Trades[i].Price,
Side: tSide,
Amount: tradeSnap.Trades[i].Quantity,
TID: strconv.FormatInt(tradeSnap.Trades[i].TransID, 10),
})
}
return trade.AddTradesToBuffer(c.Name, trades...)
case "inst_trade_update":
if !c.IsSaveTradeDataEnabled() {
return nil
}
var tradeUpdate WsTradeUpdate
err := json.Unmarshal(respRaw, &tradeUpdate)
if err != nil {
return err
}
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
currencyPair := c.instrumentMap.LookupInstrument(tradeUpdate.InstID)
p, err := currency.NewPairFromFormattedPairs(currencyPair,
pairs,
format)
if err != nil {
return err
}
tSide, err := order.StringToOrderSide(tradeUpdate.Side)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
Err: err,
}
}
return trade.AddTradesToBuffer(c.Name, trade.Data{
Timestamp: time.Unix(0, tradeUpdate.Timestamp*1000),
CurrencyPair: p,
AssetType: asset.Spot,
Exchange: c.Name,
Price: tradeUpdate.Price,
Side: tSide,
Amount: tradeUpdate.Quantity,
TID: strconv.FormatInt(tradeUpdate.TransID, 10),
})
case "order_filled", "order_rejected", "order_accepted":
var orderContainer wsOrderContainer
err := json.Unmarshal(respRaw, &orderContainer)
if err != nil {
return err
}
o, err := c.parseOrderContainer(&orderContainer)
if err != nil {
return err
}
c.Websocket.DataHandler <- o
default:
c.Websocket.DataHandler <- stream.UnhandledMessageWarning{Message: c.Name + stream.UnhandledMessage + string(respRaw)}
return nil
}
return nil
}
func stringToOrderStatus(status string, quantity float64) (order.Status, error) {
switch status {
case "order_accepted":
return order.Active, nil
case "order_filled":
if quantity > 0 {
return order.PartiallyFilled, nil
}
return order.Filled, nil
case "order_rejected":
return order.Rejected, nil
default:
return order.UnknownStatus, errors.New(status + " not recognised as order status")
}
}
func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detail, error) {
var oSide order.Side
var oStatus order.Status
var err error
var orderID = strconv.FormatInt(oContainer.OrderID, 10)
if oContainer.Side != "" {
oSide, err = order.StringToOrderSide(oContainer.Side)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
OrderID: orderID,
Err: err,
}
}
} else if oContainer.Order.Side != "" {
oSide, err = order.StringToOrderSide(oContainer.Order.Side)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
OrderID: orderID,
Err: err,
}
}
}
oStatus, err = stringToOrderStatus(oContainer.Reply, oContainer.OpenQuantity)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
OrderID: orderID,
Err: err,
}
}
if oContainer.Status[0] != "OK" {
return nil, fmt.Errorf("%s - Order rejected: %v", c.Name, oContainer.Status)
}
if len(oContainer.Reasons) > 0 {
return nil, fmt.Errorf("%s - Order rejected: %v", c.Name, oContainer.Reasons)
}
o := &order.Detail{
Price: oContainer.Price,
Amount: oContainer.Quantity,
ExecutedAmount: oContainer.FillQuantity,
RemainingAmount: oContainer.OpenQuantity,
Exchange: c.Name,
OrderID: orderID,
Side: oSide,
Status: oStatus,
Date: time.Unix(0, oContainer.Timestamp),
Trades: nil,
}
if oContainer.Reply == "order_filled" {
o.Side, err = order.StringToOrderSide(oContainer.Order.Side)
if err != nil {
c.Websocket.DataHandler <- order.ClassificationError{
Exchange: c.Name,
OrderID: orderID,
Err: err,
}
}
o.RemainingAmount = oContainer.Order.OpenQuantity
o.Amount = oContainer.Order.Quantity
o.OrderID = strconv.FormatInt(oContainer.Order.OrderID, 10)
o.LastUpdated = time.Unix(0, oContainer.Timestamp)
o.Pair, o.AssetType, err = c.GetRequestFormattedPairAndAssetType(c.instrumentMap.LookupInstrument(oContainer.Order.InstrumentID))
if err != nil {
return nil, err
}
o.Trades = []order.TradeHistory{
{
Price: oContainer.FillPrice,
Amount: oContainer.FillQuantity,
Exchange: c.Name,
TID: strconv.FormatInt(oContainer.TransactionID, 10),
Side: oSide,
Timestamp: time.Unix(0, oContainer.Timestamp),
},
}
} else {
o.Pair, o.AssetType, err = c.GetRequestFormattedPairAndAssetType(c.instrumentMap.LookupInstrument(oContainer.InstrumentID))
if err != nil {
return nil, err
}
}
return o, nil
}
// WsGetInstruments fetches instrument list and propagates a local cache
func (c *COINUT) WsGetInstruments() (Instruments, error) {
var list Instruments
request := wsRequest{
Request: "inst_list",
SecurityType: strings.ToUpper(asset.Spot.String()),
Nonce: getNonce(),
}
resp, err := c.Websocket.Conn.SendMessageReturnResponse(request.Nonce, request)
if err != nil {
return list, err
}
err = json.Unmarshal(resp, &list)
if err != nil {
return list, err
}
for curr, data := range list.Instruments {
c.instrumentMap.Seed(curr, data[0].InstrumentID)
}
if len(c.instrumentMap.GetInstrumentIDs()) == 0 {
return list, errors.New("instrument list failed to populate")
}
return list, nil
}
// WsProcessOrderbookSnapshot processes the orderbook snapshot
func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
bids := make([]orderbook.Item, len(ob.Buy))
for i := range ob.Buy {
bids[i] = orderbook.Item{
Amount: ob.Buy[i].Volume,
Price: ob.Buy[i].Price,
}
}
asks := make([]orderbook.Item, len(ob.Sell))
for i := range ob.Sell {
asks[i] = orderbook.Item{
Amount: ob.Sell[i].Volume,
Price: ob.Sell[i].Price,
}
}
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.VerifyOrderbook = c.CanVerifyOrderbook
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return err
}
newOrderBook.Pair, err = currency.NewPairFromFormattedPairs(
c.instrumentMap.LookupInstrument(ob.InstID),
pairs,
format)
if err != nil {
return err
}
newOrderBook.Asset = asset.Spot
newOrderBook.Exchange = c.Name
newOrderBook.LastUpdated = time.Now() // No time sent
return c.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
}
// WsProcessOrderbookUpdate process an orderbook update
func (c *COINUT) WsProcessOrderbookUpdate(update *WsOrderbookUpdate) error {
pairs, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return err
}
format, err := c.GetPairFormat(asset.Spot, true)
if err != nil {
return err
}
p, err := currency.NewPairFromFormattedPairs(
c.instrumentMap.LookupInstrument(update.InstID),
pairs,
format)
if err != nil {
return err
}
bufferUpdate := &orderbook.Update{
Pair: p,
UpdateID: update.TransID,
Asset: asset.Spot,
UpdateTime: time.Now(), // No time sent
}
if strings.EqualFold(update.Side, order.Buy.Lower()) {
bufferUpdate.Bids = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
} else {
bufferUpdate.Asks = []orderbook.Item{{Price: update.Price, Amount: update.Volume}}
}
return c.Websocket.Orderbook.Update(bufferUpdate)
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (c *COINUT) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var channels = []string{"inst_tick", "inst_order_book", "inst_trade"}
var subscriptions []stream.ChannelSubscription
enabledCurrencies, err := c.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
for i := range channels {
for j := range enabledCurrencies {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
Asset: asset.Spot,
})
}
}
return subscriptions, nil
}
// Subscribe sends a websocket message to receive data from the channel
func (c *COINUT) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
var errs error
for i := range channelsToSubscribe {
fPair, err := c.FormatExchangeCurrency(channelsToSubscribe[i].Currency, asset.Spot)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
subscribe := wsRequest{
Request: channelsToSubscribe[i].Channel,
InstrumentID: c.instrumentMap.LookupID(fPair.String()),
Subscribe: true,
Nonce: getNonce(),
}
err = c.Websocket.Conn.SendJSONMessage(subscribe)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
c.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i])
}
if errs != nil {
return errs
}
return nil
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (c *COINUT) Unsubscribe(channelToUnsubscribe []stream.ChannelSubscription) error {
var errs error
for i := range channelToUnsubscribe {
fPair, err := c.FormatExchangeCurrency(channelToUnsubscribe[i].Currency, asset.Spot)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
subscribe := wsRequest{
Request: channelToUnsubscribe[i].Channel,
InstrumentID: c.instrumentMap.LookupID(fPair.String()),
Subscribe: false,
Nonce: getNonce(),
}
resp, err := c.Websocket.Conn.SendMessageReturnResponse(subscribe.Nonce,
subscribe)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
var response map[string]interface{}
err = json.Unmarshal(resp, &response)
if err != nil {
errs = common.AppendError(errs, err)
continue
}
val, ok := response["status"].([]interface{})
if !ok {
errs = common.AppendError(errs, errors.New("unable to type assert response status"))
}
if val[0] != "OK" {
errs = common.AppendError(errs, fmt.Errorf("%v unsubscribe failed for channel %v",
c.Name,
channelToUnsubscribe[i].Channel))
continue
}
c.Websocket.RemoveSubscriptions(channelToUnsubscribe[i])
}
return errs
}
func (c *COINUT) wsAuthenticate(ctx context.Context) error {
creds, err := c.GetCredentials(ctx)
if err != nil {
return err
}
timestamp := time.Now().Unix()
nonce := getNonce()
payload := creds.ClientID + "|" +
strconv.FormatInt(timestamp, 10) + "|" +
strconv.FormatInt(nonce, 10)
hmac, err := crypto.GetHMAC(crypto.HashSHA256,
[]byte(payload),
[]byte(creds.Key))
if err != nil {
return err
}
loginRequest := struct {
Request string `json:"request"`
Username string `json:"username"`
Nonce int64 `json:"nonce"`
Hmac string `json:"hmac_sha256"`
Timestamp int64 `json:"timestamp"`
}{
Request: "login",
Username: creds.ClientID,
Nonce: nonce,
Hmac: crypto.HexEncodeToString(hmac),
Timestamp: timestamp,
}
resp, err := c.Websocket.Conn.SendMessageReturnResponse(loginRequest.Nonce,
loginRequest)
if err != nil {
return err
}
if resp != nil {
c.Websocket.SetCanUseAuthenticatedEndpoints(false)
return fmt.Errorf("%v %s", c.Name, resp)
}
c.Websocket.SetCanUseAuthenticatedEndpoints(true)
return nil
}
func (c *COINUT) wsGetAccountBalance() (*UserBalance, error) {
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
}
accBalance := wsRequest{
Request: "user_balance",
Nonce: getNonce(),
}
resp, err := c.Websocket.Conn.SendMessageReturnResponse(accBalance.Nonce,
accBalance)
if err != nil {
return nil, err
}
var response UserBalance
err = json.Unmarshal(resp, &response)
if err != nil {
return nil, err
}
if response.Status[0] != "OK" {
return &response, fmt.Errorf("%v get account balance failed", c.Name)
}
return &response, nil
}
func (c *COINUT) wsSubmitOrder(o *WsSubmitOrderParameters) (*order.Detail, error) {
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
}
curr, err := c.FormatExchangeCurrency(o.Currency, asset.Spot)
if err != nil {
return nil, err
}
var orderSubmissionRequest WsSubmitOrderRequest
orderSubmissionRequest.Request = "new_order"
orderSubmissionRequest.Nonce = getNonce()
orderSubmissionRequest.InstrumentID = c.instrumentMap.LookupID(curr.String())
orderSubmissionRequest.Quantity = o.Amount
orderSubmissionRequest.Price = o.Price
orderSubmissionRequest.Side = o.Side.String()
if o.OrderID > 0 {
orderSubmissionRequest.OrderID = o.OrderID
}
resp, err := c.Websocket.Conn.SendMessageReturnResponse(orderSubmissionRequest.Nonce,
orderSubmissionRequest)
if err != nil {
return nil, err
}
var incoming wsOrderContainer
err = json.Unmarshal(resp, &incoming)
if err != nil {
return nil, err
}
var ord *order.Detail
ord, err = c.parseOrderContainer(&incoming)
if err != nil {
return nil, err
}
return ord, nil
}
func (c *COINUT) wsSubmitOrders(orders []WsSubmitOrderParameters) ([]order.Detail, []error) {
var errs []error
if !c.Websocket.CanUseAuthenticatedEndpoints() {
errs = append(errs, fmt.Errorf("%v not authorised to submit orders",
c.Name))
return nil, errs
}
orderRequest := WsSubmitOrdersRequest{}
for i := range orders {
curr, err := c.FormatExchangeCurrency(orders[i].Currency, asset.Spot)
if err != nil {
return nil, []error{err}
}
orderRequest.Orders = append(orderRequest.Orders,
WsSubmitOrdersRequestData{
Quantity: orders[i].Amount,
Price: orders[i].Price,
Side: orders[i].Side.String(),
InstrumentID: c.instrumentMap.LookupID(curr.String()),
ClientOrderID: i + 1,
})
}
orderRequest.Nonce = getNonce()
orderRequest.Request = "new_orders"
resp, err := c.Websocket.Conn.SendMessageReturnResponse(orderRequest.Nonce,
orderRequest)
if err != nil {
errs = append(errs, err)
return nil, errs
}
var incoming []wsOrderContainer
err = json.Unmarshal(resp, &incoming)
if err != nil {
errs = append(errs, err)
return nil, errs
}
ordersResponse := make([]order.Detail, 0, len(incoming))
for i := range incoming {
o, err := c.parseOrderContainer(&incoming[i])
if err != nil {
errs = append(errs, err)
continue
}
ordersResponse = append(ordersResponse, *o)
}
return ordersResponse, errs
}
func (c *COINUT) wsGetOpenOrders(curr string) (*WsUserOpenOrdersResponse, error) {
var response *WsUserOpenOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to get open orders",
c.Name)
}
var openOrdersRequest WsGetOpenOrdersRequest
openOrdersRequest.Request = "user_open_orders"
openOrdersRequest.Nonce = getNonce()
openOrdersRequest.InstrumentID = c.instrumentMap.LookupID(curr)
resp, err := c.Websocket.Conn.SendMessageReturnResponse(openOrdersRequest.Nonce,
openOrdersRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v get open orders failed for currency %v",
c.Name,
curr)
}
return response, nil
}
func (c *COINUT) wsCancelOrder(cancellation *WsCancelOrderParameters) (*CancelOrdersResponse, error) {
var response *CancelOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to cancel order", c.Name)
}
curr, err := c.FormatExchangeCurrency(cancellation.Currency, asset.Spot)
if err != nil {
return nil, err
}
var cancellationRequest WsCancelOrderRequest
cancellationRequest.Request = "cancel_order"
cancellationRequest.InstrumentID = c.instrumentMap.LookupID(curr.String())
cancellationRequest.OrderID = cancellation.OrderID
cancellationRequest.Nonce = getNonce()
resp, err := c.Websocket.Conn.SendMessageReturnResponse(cancellationRequest.Nonce,
cancellationRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v order cancellation failed for currency %v and orderID %v, message %v",
c.Name,
cancellation.Currency,
cancellation.OrderID,
response.Status[0])
}
return response, nil
}
func (c *COINUT) wsCancelOrders(cancellations []WsCancelOrderParameters) (*CancelOrdersResponse, error) {
var err error
var response *CancelOrdersResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return nil, err
}
var cancelOrderRequest WsCancelOrdersRequest
for i := range cancellations {
var curr currency.Pair
curr, err = c.FormatExchangeCurrency(cancellations[i].Currency,
asset.Spot)
if err != nil {
return nil, err
}
cancelOrderRequest.Entries = append(cancelOrderRequest.Entries,
WsCancelOrdersRequestEntry{
InstID: c.instrumentMap.LookupID(curr.String()),
OrderID: cancellations[i].OrderID,
})
}
cancelOrderRequest.Request = "cancel_orders"
cancelOrderRequest.Nonce = getNonce()
resp, err := c.Websocket.Conn.SendMessageReturnResponse(cancelOrderRequest.Nonce,
cancelOrderRequest)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
return response, err
}
func (c *COINUT) wsGetTradeHistory(p currency.Pair, start, limit int64) (*WsTradeHistoryResponse, error) {
var response *WsTradeHistoryResponse
if !c.Websocket.CanUseAuthenticatedEndpoints() {
return response, fmt.Errorf("%v not authorised to get trade history",
c.Name)
}
curr, err := c.FormatExchangeCurrency(p, asset.Spot)
if err != nil {
return nil, err
}
var request WsTradeHistoryRequest
request.Request = "trade_history"
request.InstID = c.instrumentMap.LookupID(curr.String())
request.Nonce = getNonce()
request.Start = start
request.Limit = limit
resp, err := c.Websocket.Conn.SendMessageReturnResponse(request.Nonce,
request)
if err != nil {
return response, err
}
err = json.Unmarshal(resp, &response)
if err != nil {
return response, err
}
if response.Status[0] != "OK" {
return response, fmt.Errorf("%v get trade history failed for %v",
c.Name,
request)
}
return response, nil
}