Files
gocryptotrader/exchange/websocket/subscriptions.go
Ryan O'Hara-Reid 3f8d799613 bybit: Add websocket trading functionality across all assets (#1672)
* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* bybit: Add websocket trading functionality across all assets

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub

* handle pong response

* spelling

* linter: fix

* fix processing issues with tickers

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* rm comment as it does not

* update time fields for orderbook latency

* fix time conversion

* Add func MatchReturnResponses

* glorious: nits and stuff

* lint: fix

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* Allow match back with order details

* Add time in force values for different order types + extra return information on websocket trading

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* bybit/websocket: allow a shared ID between outbound payloads for inbound matching

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* linter: fix

* misc/linter: fix

* change function names

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* websocket: skip connections with subscriptions not required during channel flush

* websocket: simplify error handling in FlushChannels using if short

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* fix comments

* bybit: fix merge regression on websocket message filter

* cranktakular: nits

* bybit: Add global rate limits for websocket

* ai: nits

* linter: fix

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* bybit: use connection method for segregated match on multi-connection

* cleanup after master merge

* fix test and config whoops

* cranktakular: nits

* exchange: add missing tests for base method websocket order funcs

* cranktakular: nits and refresh + tests

* cranktakular: pedantic nits

* linter: fixes

* t.Parallel tests

* glorious nit

* Update exchange/websocket/connection.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* boss king: nits

* canktakular: nits

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* linter: fix

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* bossking: nits

* gk: much nicer design

* gk: revised naming for consideration

* gk: nits

* gk: nits restrict in configtest.json and not worry about many pairs enabled

* rm log

* linter: fix

* codex: nit

* cranktakular: nits

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/bybit/bybit_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits!

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>
2025-09-17 13:45:58 +10:00

353 lines
11 KiB
Go

package websocket
import (
"context"
"errors"
"fmt"
"slices"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/log"
)
// Public subscription errors
var (
ErrSubscriptionFailure = errors.New("subscription failure")
ErrSubscriptionsNotAdded = errors.New("subscriptions not added")
ErrSubscriptionsNotRemoved = errors.New("subscriptions not removed")
)
// Public subscription errors
var (
errSubscriptionsExceedsLimit = errors.New("subscriptions exceeds limit")
)
// UnsubscribeChannels unsubscribes from a list of websocket channel
func (m *Manager) UnsubscribeChannels(conn Connection, channels subscription.List) error {
if len(channels) == 0 {
return nil // No channels to unsubscribe from is not an error
}
if wrapper, ok := m.connections[conn]; ok && conn != nil {
return m.unsubscribe(wrapper.subscriptions, channels, func(channels subscription.List) error {
return wrapper.setup.Unsubscriber(context.TODO(), conn, channels)
})
}
if m.Unsubscriber == nil {
return fmt.Errorf("%w: Global Unsubscriber not set", common.ErrNilPointer)
}
return m.unsubscribe(m.subscriptions, channels, func(channels subscription.List) error {
return m.Unsubscriber(channels)
})
}
func (m *Manager) unsubscribe(store *subscription.Store, channels subscription.List, unsub func(channels subscription.List) error) error {
if store == nil {
return nil // No channels to unsubscribe from is not an error
}
for _, s := range channels {
if store.Get(s) == nil {
return fmt.Errorf("%w: %s", subscription.ErrNotFound, s)
}
}
return unsub(channels)
}
// ResubscribeToChannel resubscribes to channel
// Sets state to Resubscribing, and exchanges which want to maintain a lock on it can respect this state and not RemoveSubscription
// Errors if subscription is already subscribing
func (m *Manager) ResubscribeToChannel(conn Connection, s *subscription.Subscription) error {
l := subscription.List{s}
if err := s.SetState(subscription.ResubscribingState); err != nil {
return fmt.Errorf("%w: %s", err, s)
}
if err := m.UnsubscribeChannels(conn, l); err != nil {
return err
}
return m.SubscribeToChannels(conn, l)
}
// SubscribeToChannels subscribes to websocket channels using the exchange specific Subscriber method
// Errors are returned for duplicates or exceeding max Subscriptions
func (m *Manager) SubscribeToChannels(conn Connection, subs subscription.List) error {
if slices.Contains(subs, nil) {
return fmt.Errorf("%w: List parameter contains an nil element", common.ErrNilPointer)
}
if err := m.checkSubscriptions(conn, subs); err != nil {
return err
}
if wrapper, ok := m.connections[conn]; ok && conn != nil {
return wrapper.setup.Subscriber(context.TODO(), conn, subs)
}
if m.Subscriber == nil {
return fmt.Errorf("%w: Global Subscriber not set", common.ErrNilPointer)
}
if err := m.Subscriber(subs); err != nil {
return fmt.Errorf("%w: %w", ErrSubscriptionFailure, err)
}
return nil
}
// AddSubscriptions adds subscriptions to the subscription store
// Sets state to Subscribing unless the state is already set
func (m *Manager) AddSubscriptions(conn Connection, subs ...*subscription.Subscription) error {
if m == nil {
return fmt.Errorf("%w: AddSubscriptions called on nil Websocket", common.ErrNilPointer)
}
var subscriptionStore **subscription.Store
if wrapper, ok := m.connections[conn]; ok && conn != nil {
subscriptionStore = &wrapper.subscriptions
} else {
subscriptionStore = &m.subscriptions
}
if *subscriptionStore == nil {
*subscriptionStore = subscription.NewStore()
}
var errs error
for _, s := range subs {
if s.State() == subscription.InactiveState {
if err := s.SetState(subscription.SubscribingState); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s))
}
}
if err := (*subscriptionStore).Add(s); err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// AddSuccessfulSubscriptions marks subscriptions as subscribed and adds them to the subscription store
func (m *Manager) AddSuccessfulSubscriptions(conn Connection, subs ...*subscription.Subscription) error {
if m == nil {
return fmt.Errorf("%w: AddSuccessfulSubscriptions called on nil Websocket", common.ErrNilPointer)
}
var subscriptionStore **subscription.Store
if wrapper, ok := m.connections[conn]; ok && conn != nil {
subscriptionStore = &wrapper.subscriptions
} else {
subscriptionStore = &m.subscriptions
}
if *subscriptionStore == nil {
*subscriptionStore = subscription.NewStore()
}
var errs error
for _, s := range subs {
if err := s.SetState(subscription.SubscribedState); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s))
}
if err := (*subscriptionStore).Add(s); err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// RemoveSubscriptions removes subscriptions from the subscription list and sets the status to Unsubscribed
func (m *Manager) RemoveSubscriptions(conn Connection, subs ...*subscription.Subscription) error {
if m == nil {
return fmt.Errorf("%w: RemoveSubscriptions called on nil Websocket", common.ErrNilPointer)
}
var subscriptionStore *subscription.Store
if wrapper, ok := m.connections[conn]; ok && conn != nil {
subscriptionStore = wrapper.subscriptions
} else {
subscriptionStore = m.subscriptions
}
if subscriptionStore == nil {
return fmt.Errorf("%w: RemoveSubscriptions called on uninitialised Websocket", common.ErrNilPointer)
}
var errs error
for _, s := range subs {
if err := s.SetState(subscription.UnsubscribedState); err != nil {
errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s))
}
if err := subscriptionStore.Remove(s); err != nil {
errs = common.AppendError(errs, err)
}
}
return errs
}
// GetSubscription returns a subscription at the key provided
// returns nil if no subscription is at that key or the key is nil
// Keys can implement subscription.MatchableKey in order to provide custom matching logic
func (m *Manager) GetSubscription(key any) *subscription.Subscription {
if m == nil || key == nil {
return nil
}
for _, c := range m.connectionManager {
if c.subscriptions == nil {
continue
}
sub := c.subscriptions.Get(key)
if sub != nil {
return sub
}
}
if m.subscriptions == nil {
return nil
}
return m.subscriptions.Get(key)
}
// GetSubscriptions returns a new slice of the subscriptions
func (m *Manager) GetSubscriptions() subscription.List {
if m == nil {
return nil
}
var subs subscription.List
for _, c := range m.connectionManager {
if c.subscriptions != nil {
subs = append(subs, c.subscriptions.List()...)
}
}
if m.subscriptions != nil {
subs = append(subs, m.subscriptions.List()...)
}
return subs
}
// checkSubscriptions checks subscriptions against the max subscription limit and if the subscription already exists
// The subscription state is not considered when counting existing subscriptions
func (m *Manager) checkSubscriptions(conn Connection, subs subscription.List) error {
var subscriptionStore *subscription.Store
if wrapper, ok := m.connections[conn]; ok && conn != nil {
subscriptionStore = wrapper.subscriptions
} else {
subscriptionStore = m.subscriptions
}
if subscriptionStore == nil {
return fmt.Errorf("%w: Websocket.subscriptions", common.ErrNilPointer)
}
existing := subscriptionStore.Len()
if m.MaxSubscriptionsPerConnection > 0 && existing+len(subs) > m.MaxSubscriptionsPerConnection {
return fmt.Errorf("%w: current subscriptions: %v, incoming subscriptions: %v, max subscriptions per connection: %v - please reduce enabled pairs",
errSubscriptionsExceedsLimit,
existing,
len(subs),
m.MaxSubscriptionsPerConnection)
}
for _, s := range subs {
if s.State() == subscription.ResubscribingState {
continue
}
if found := subscriptionStore.Get(s); found != nil {
return fmt.Errorf("%w: %s", subscription.ErrDuplicate, s)
}
}
return nil
}
// FlushChannels flushes channel subscriptions when there is a pair/asset change
func (m *Manager) FlushChannels() error {
if !m.IsEnabled() {
return fmt.Errorf("%s %w", m.exchangeName, ErrWebsocketNotEnabled)
}
if !m.IsConnected() {
return fmt.Errorf("%s %w", m.exchangeName, ErrNotConnected)
}
// If the exchange does not support subscribing and or unsubscribing the full connection needs to be flushed to
// maintain consistency.
if !m.features.Subscribe || !m.features.Unsubscribe {
m.m.Lock()
defer m.m.Unlock()
if err := m.shutdown(); err != nil {
return err
}
return m.connect()
}
if !m.useMultiConnectionManagement {
newSubs, err := m.GenerateSubs()
if err != nil {
return err
}
return m.updateChannelSubscriptions(nil, m.subscriptions, newSubs)
}
for x := range m.connectionManager {
if m.connectionManager[x].setup.SubscriptionsNotRequired {
continue
}
newSubs, err := m.connectionManager[x].setup.GenerateSubscriptions()
if err != nil {
return err
}
// Case if there is nothing to unsubscribe from and the connection is nil
if len(newSubs) == 0 && m.connectionManager[x].connection == nil {
continue
}
// If there are subscriptions to subscribe to but no connection to subscribe to, establish a new connection.
if m.connectionManager[x].connection == nil {
conn := m.getConnectionFromSetup(m.connectionManager[x].setup)
if err := m.connectionManager[x].setup.Connector(context.TODO(), conn); err != nil {
return err
}
m.Wg.Add(1)
go m.Reader(context.TODO(), conn, m.connectionManager[x].setup.Handler)
m.connections[conn] = m.connectionManager[x]
m.connectionManager[x].connection = conn
}
if err := m.updateChannelSubscriptions(m.connectionManager[x].connection, m.connectionManager[x].subscriptions, newSubs); err != nil {
return err
}
// If there are no subscriptions to subscribe to, close the connection as it is no longer needed.
if m.connectionManager[x].subscriptions.Len() == 0 {
delete(m.connections, m.connectionManager[x].connection) // Remove from lookup map
if err := m.connectionManager[x].connection.Shutdown(); err != nil {
log.Warnf(log.WebsocketMgr, "%v websocket: failed to shutdown connection: %v", m.exchangeName, err)
}
m.connectionManager[x].connection = nil
}
}
return nil
}
// updateChannelSubscriptions subscribes or unsubscribes from channels and checks that the correct number of channels
// have been subscribed to or unsubscribed from.
func (m *Manager) updateChannelSubscriptions(c Connection, store *subscription.Store, incoming subscription.List) error {
subs, unsubs := store.Diff(incoming)
if len(unsubs) != 0 {
if err := m.UnsubscribeChannels(c, unsubs); err != nil {
return err
}
if contained := store.Contained(unsubs); len(contained) > 0 {
return fmt.Errorf("%v %w %q", m.exchangeName, ErrSubscriptionsNotRemoved, contained)
}
}
if len(subs) != 0 {
if err := m.SubscribeToChannels(c, subs); err != nil {
return err
}
if missing := store.Missing(subs); len(missing) > 0 {
return fmt.Errorf("%v %w %q", m.exchangeName, ErrSubscriptionsNotAdded, missing)
}
}
return nil
}