mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
bfd499f0c9
* GateIO: Switch TestMain to using testexch.Setup * GateIO: Test config updates * GateIO: Privatise and rename genSubs * GateIO: Subscription configuration
785 lines
23 KiB
Go
785 lines
23 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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"encoding/json"
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"errors"
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"fmt"
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"net/http"
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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/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/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/stream"
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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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)
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const (
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gateioWebsocketEndpoint = "wss://api.gateio.ws/ws/v4/"
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gateioWebsocketRateLimit = 120 * time.Millisecond
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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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)
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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: 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 fetchedCurrencyPairSnapshotOrderbook = make(map[string]bool)
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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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// WsConnect initiates a websocket connection
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func (g *Gateio) WsConnect() error {
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if !g.Websocket.IsEnabled() || !g.IsEnabled() {
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return stream.ErrWebsocketNotEnabled
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}
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err := g.CurrencyPairs.IsAssetEnabled(asset.Spot)
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if err != nil {
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return err
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}
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err = g.Websocket.Conn.Dial(&websocket.Dialer{}, http.Header{})
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if err != nil {
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return err
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}
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pingMessage, err := json.Marshal(WsInput{Channel: spotPingChannel})
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if err != nil {
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return err
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}
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g.Websocket.Conn.SetupPingHandler(request.Unset, stream.PingHandler{
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Websocket: true,
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Delay: time.Second * 15,
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Message: pingMessage,
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MessageType: websocket.TextMessage,
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})
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g.Websocket.Wg.Add(1)
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go g.wsReadConnData()
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return nil
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}
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func (g *Gateio) 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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// wsReadConnData receives and passes on websocket messages for processing
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func (g *Gateio) wsReadConnData() {
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defer g.Websocket.Wg.Done()
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for {
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resp := g.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 := g.wsHandleData(resp.Raw)
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if err != nil {
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g.Websocket.DataHandler <- err
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}
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}
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}
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func (g *Gateio) wsHandleData(respRaw []byte) error {
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var push WsResponse
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err := json.Unmarshal(respRaw, &push)
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if err != nil {
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return err
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}
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if push.Event == "subscribe" || push.Event == "unsubscribe" {
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if !g.Websocket.Match.IncomingWithData(push.ID, respRaw) {
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return fmt.Errorf("couldn't match subscription message with ID: %d", push.ID)
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}
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return nil
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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 g.processTicker(push.Result, push.Time.Time())
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case spotTradesChannel:
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return g.processTrades(push.Result)
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case spotCandlesticksChannel:
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return g.processCandlestick(push.Result)
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case spotOrderbookTickerChannel:
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return g.processOrderbookTicker(push.Result, push.TimeMs.Time())
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case spotOrderbookUpdateChannel:
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return g.processOrderbookUpdate(push.Result, push.TimeMs.Time())
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case spotOrderbookChannel:
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return g.processOrderbookSnapshot(push.Result, push.TimeMs.Time())
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case spotOrdersChannel:
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return g.processSpotOrders(respRaw)
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case spotUserTradesChannel:
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return g.processUserPersonalTrades(respRaw)
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case spotBalancesChannel:
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return g.processSpotBalances(respRaw)
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case marginBalancesChannel:
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return g.processMarginBalances(respRaw)
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case spotFundingBalanceChannel:
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return g.processFundingBalances(respRaw)
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case crossMarginBalanceChannel:
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return g.processCrossMarginBalance(respRaw)
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case crossMarginLoanChannel:
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return g.processCrossMarginLoans(respRaw)
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case spotPongChannel:
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default:
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g.Websocket.DataHandler <- stream.UnhandledMessageWarning{
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Message: g.Name + stream.UnhandledMessage + string(respRaw),
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}
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return errors.New(stream.UnhandledMessage)
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}
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return nil
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}
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func (g *Gateio) processTicker(incoming []byte, pushTime time.Time) error {
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var data WsTicker
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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tickerPrice := ticker.Price{
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ExchangeName: g.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: asset.Spot,
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Pair: data.CurrencyPair,
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LastUpdated: pushTime,
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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if assetPairEnabled[asset.Spot] {
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g.Websocket.DataHandler <- &tickerPrice
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}
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if assetPairEnabled[asset.Margin] {
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marginTicker := tickerPrice
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marginTicker.AssetType = asset.Margin
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g.Websocket.DataHandler <- &marginTicker
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginTicker := tickerPrice
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crossMarginTicker.AssetType = asset.CrossMargin
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g.Websocket.DataHandler <- &crossMarginTicker
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}
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return nil
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}
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func (g *Gateio) processTrades(incoming []byte) error {
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saveTradeData := g.IsSaveTradeDataEnabled()
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if !saveTradeData && !g.IsTradeFeedEnabled() {
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return nil
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}
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var data WsTrade
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err := json.Unmarshal(incoming, &data)
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if 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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tData := trade.Data{
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Timestamp: data.CreateTimeMs.Time(),
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CurrencyPair: data.CurrencyPair,
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AssetType: asset.Spot,
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Exchange: g.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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}
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for _, assetType := range []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin} {
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if g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)[assetType] {
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tData.AssetType = assetType
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if err := g.Websocket.Trade.Update(saveTradeData, tData); 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 (g *Gateio) processCandlestick(incoming []byte) error {
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var data WsCandlesticks
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err := json.Unmarshal(incoming, &data)
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if 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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spotCandlestick := stream.KlineData{
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Pair: currencyPair,
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AssetType: asset.Spot,
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Exchange: g.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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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(currencyPair)
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if assetPairEnabled[asset.Spot] {
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g.Websocket.DataHandler <- spotCandlestick
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}
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if assetPairEnabled[asset.Margin] {
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marginCandlestick := spotCandlestick
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marginCandlestick.AssetType = asset.Margin
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g.Websocket.DataHandler <- marginCandlestick
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginCandlestick := spotCandlestick
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crossMarginCandlestick.AssetType = asset.CrossMargin
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g.Websocket.DataHandler <- crossMarginCandlestick
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}
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return nil
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}
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func (g *Gateio) processOrderbookTicker(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookTickerData
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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return g.Websocket.Orderbook.LoadSnapshot(&orderbook.Base{
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Exchange: g.Name,
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Pair: data.CurrencyPair,
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Asset: asset.Spot,
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LastUpdated: data.UpdateTimeMS.Time(),
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UpdatePushedAt: updatePushedAt,
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Bids: []orderbook.Tranche{{Price: data.BestBidPrice.Float64(), Amount: data.BestBidAmount.Float64()}},
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Asks: []orderbook.Tranche{{Price: data.BestAskPrice.Float64(), Amount: data.BestAskAmount.Float64()}},
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})
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}
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func (g *Gateio) processOrderbookUpdate(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookUpdate
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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if !fetchedCurrencyPairSnapshotOrderbook[data.CurrencyPair.String()] {
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var orderbooks *orderbook.Base
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orderbooks, err = g.FetchOrderbook(context.Background(), data.CurrencyPair, asset.Spot) // currency pair orderbook data for Spot, Margin, and Cross Margin is same
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if err != nil {
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return err
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}
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// TODO: handle orderbook update synchronisation
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for _, assetType := range []asset.Item{asset.Spot, asset.Margin, asset.CrossMargin} {
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if !assetPairEnabled[assetType] {
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continue
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}
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assetOrderbook := *orderbooks
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assetOrderbook.Asset = assetType
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err = g.Websocket.Orderbook.LoadSnapshot(&assetOrderbook)
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if err != nil {
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return err
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}
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}
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fetchedCurrencyPairSnapshotOrderbook[data.CurrencyPair.String()] = true
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}
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updates := orderbook.Update{
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UpdateTime: data.UpdateTimeMs.Time(),
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UpdatePushedAt: updatePushedAt,
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Pair: data.CurrencyPair,
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}
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updates.Asks = make([]orderbook.Tranche, len(data.Asks))
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for x := range data.Asks {
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updates.Asks[x].Price, err = strconv.ParseFloat(data.Asks[x][0], 64)
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if err != nil {
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return err
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}
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updates.Asks[x].Amount, err = strconv.ParseFloat(data.Asks[x][1], 64)
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if err != nil {
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return err
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}
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}
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updates.Bids = make([]orderbook.Tranche, len(data.Bids))
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for x := range data.Bids {
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updates.Bids[x].Price, err = strconv.ParseFloat(data.Bids[x][0], 64)
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if err != nil {
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return err
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}
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updates.Bids[x].Amount, err = strconv.ParseFloat(data.Bids[x][1], 64)
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if err != nil {
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return err
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}
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}
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if len(updates.Asks) == 0 && len(updates.Bids) == 0 {
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return nil
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}
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if assetPairEnabled[asset.Spot] {
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updates.Asset = asset.Spot
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err = g.Websocket.Orderbook.Update(&updates)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Margin] {
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marginUpdates := updates
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marginUpdates.Asset = asset.Margin
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err = g.Websocket.Orderbook.Update(&marginUpdates)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginUpdate := updates
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crossMarginUpdate.Asset = asset.CrossMargin
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err = g.Websocket.Orderbook.Update(&crossMarginUpdate)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func (g *Gateio) processOrderbookSnapshot(incoming []byte, updatePushedAt time.Time) error {
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var data WsOrderbookSnapshot
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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assetPairEnabled := g.listOfAssetsCurrencyPairEnabledFor(data.CurrencyPair)
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bases := orderbook.Base{
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Exchange: g.Name,
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Pair: data.CurrencyPair,
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Asset: asset.Spot,
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LastUpdated: data.UpdateTimeMs.Time(),
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UpdatePushedAt: updatePushedAt,
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LastUpdateID: data.LastUpdateID,
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VerifyOrderbook: g.CanVerifyOrderbook,
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}
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bases.Asks = make([]orderbook.Tranche, len(data.Asks))
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for x := range data.Asks {
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bases.Asks[x].Price, err = strconv.ParseFloat(data.Asks[x][0], 64)
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if err != nil {
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return err
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}
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bases.Asks[x].Amount, err = strconv.ParseFloat(data.Asks[x][1], 64)
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if err != nil {
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return err
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}
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}
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bases.Bids = make([]orderbook.Tranche, len(data.Bids))
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for x := range data.Bids {
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bases.Bids[x].Price, err = strconv.ParseFloat(data.Bids[x][0], 64)
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if err != nil {
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return err
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}
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bases.Bids[x].Amount, err = strconv.ParseFloat(data.Bids[x][1], 64)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Spot] {
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err = g.Websocket.Orderbook.LoadSnapshot(&bases)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.Margin] {
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marginBases := bases
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marginBases.Asset = asset.Margin
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err = g.Websocket.Orderbook.LoadSnapshot(&marginBases)
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if err != nil {
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return err
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}
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}
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if assetPairEnabled[asset.CrossMargin] {
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crossMarginBases := bases
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crossMarginBases.Asset = asset.CrossMargin
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err = g.Websocket.Orderbook.LoadSnapshot(&crossMarginBases)
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if err != nil {
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return err
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}
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}
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return nil
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}
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func (g *Gateio) processSpotOrders(data []byte) error {
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resp := struct {
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Time int64 `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)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
details[x] = order.Detail{
|
|
Amount: resp.Result[x].Amount.Float64(),
|
|
Exchange: g.Name,
|
|
OrderID: resp.Result[x].ID,
|
|
Side: side,
|
|
Type: orderType,
|
|
Pair: resp.Result[x].CurrencyPair,
|
|
Cost: resp.Result[x].Fee.Float64(),
|
|
AssetType: a,
|
|
Price: resp.Result[x].Price.Float64(),
|
|
ExecutedAmount: resp.Result[x].Amount.Float64() - resp.Result[x].Left.Float64(),
|
|
Date: resp.Result[x].CreateTimeMs.Time(),
|
|
LastUpdated: resp.Result[x].UpdateTimeMs.Time(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- details
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processUserPersonalTrades(data []byte) error {
|
|
if !g.IsFillsFeedEnabled() {
|
|
return nil
|
|
}
|
|
|
|
resp := struct {
|
|
Time int64 `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].CreateTimeMs.Time(),
|
|
Exchange: g.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 g.Websocket.Fills.Update(fills...)
|
|
}
|
|
|
|
func (g *Gateio) processSpotBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsSpotBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChanges := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChanges[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Spot,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChanges
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processMarginBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChange := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChange[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Margin,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChange
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processFundingBalances(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsFundingBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processCrossMarginBalance(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsCrossMarginBalance `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
accountChanges := make([]account.Change, len(resp.Result))
|
|
for x := range resp.Result {
|
|
code := currency.NewCode(resp.Result[x].Currency)
|
|
accountChanges[x] = account.Change{
|
|
Exchange: g.Name,
|
|
Currency: code,
|
|
Asset: asset.Margin,
|
|
Amount: resp.Result[x].Available.Float64(),
|
|
Account: resp.Result[x].User,
|
|
}
|
|
}
|
|
g.Websocket.DataHandler <- accountChanges
|
|
return nil
|
|
}
|
|
|
|
func (g *Gateio) processCrossMarginLoans(data []byte) error {
|
|
resp := struct {
|
|
Time int64 `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result WsCrossMarginLoan `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
g.Websocket.DataHandler <- resp
|
|
return nil
|
|
}
|
|
|
|
// generateSubscriptions returns configured subscriptions
|
|
func (g *Gateio) generateSubscriptions() (subscription.List, error) {
|
|
return g.Features.Subscriptions.ExpandTemplates(g)
|
|
}
|
|
|
|
// GetSubscriptionTemplate returns a subscription channel template
|
|
func (g *Gateio) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
|
|
return template.New("master.tmpl").Funcs(sprig.FuncMap()).Funcs(template.FuncMap{
|
|
"channelName": channelName,
|
|
"singleSymbolChannel": singleSymbolChannel,
|
|
"interval": g.GetIntervalString,
|
|
}).Parse(subTplText)
|
|
}
|
|
|
|
// manageSubs sends a websocket message to subscribe or unsubscribe from a list of channel
|
|
func (g *Gateio) manageSubs(event string, subs subscription.List) error {
|
|
var errs error
|
|
subs, errs = subs.ExpandTemplates(g)
|
|
if errs != nil {
|
|
return errs
|
|
}
|
|
|
|
for _, s := range subs {
|
|
if err := func() error {
|
|
msg, err := g.manageSubReq(event, s)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
result, err := g.Websocket.Conn.SendMessageReturnResponse(context.TODO(), request.Unset, 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 g.Websocket.RemoveSubscriptions(s)
|
|
}
|
|
return g.Websocket.AddSuccessfulSubscriptions(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 (g *Gateio) manageSubReq(event string, s *subscription.Subscription) (*WsInput, error) {
|
|
req := &WsInput{
|
|
ID: g.Websocket.Conn.GenerateMessageID(false),
|
|
Event: event,
|
|
Channel: channelName(s),
|
|
Time: time.Now().Unix(),
|
|
Payload: strings.Split(s.QualifiedChannel, ","),
|
|
}
|
|
if s.Authenticated {
|
|
creds, err := g.GetCredentials(context.TODO())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
sig, err := g.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 (g *Gateio) Subscribe(subs subscription.List) error {
|
|
return g.manageSubs("subscribe", subs)
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
|
func (g *Gateio) Unsubscribe(subs subscription.List) error {
|
|
return g.manageSubs("unsubscribe", subs)
|
|
}
|
|
|
|
func (g *Gateio) listOfAssetsCurrencyPairEnabledFor(cp currency.Pair) map[asset.Item]bool {
|
|
assetTypes := g.CurrencyPairs.GetAssetTypes(true)
|
|
// we need this all asset types on the map even if their value is false
|
|
assetPairEnabled := map[asset.Item]bool{asset.Spot: false, asset.Options: false, asset.Futures: false, asset.CrossMargin: false, asset.Margin: false, asset.DeliveryFutures: false}
|
|
for i := range assetTypes {
|
|
pairs, err := g.GetEnabledPairs(assetTypes[i])
|
|
if err != nil {
|
|
continue
|
|
}
|
|
assetPairEnabled[assetTypes[i]] = pairs.Contains(cp, true)
|
|
}
|
|
return assetPairEnabled
|
|
}
|
|
|
|
// GenerateWebsocketMessageID generates a message ID for the individual connection
|
|
func (g *Gateio) GenerateWebsocketMessageID(bool) int64 {
|
|
return g.Counter.IncrementAndGet()
|
|
}
|
|
|
|
// 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
|
|
}
|
|
|
|
const subTplText = `
|
|
{{- with $name := channelName $.S }}
|
|
{{- range $asset, $pairs := $.AssetPairs }}
|
|
{{- if singleSymbolChannel $name }}
|
|
{{- range $i, $p := $pairs -}}
|
|
{{- if eq $name "spot.candlesticks" }}{{ interval $.S.Interval -}} , {{- end }}
|
|
{{- $p }}
|
|
{{- if eq "spot.order_book" $name -}} , {{- $.S.Levels }}{{ end }}
|
|
{{- if hasPrefix "spot.order_book" $name -}} , {{- interval $.S.Interval }}{{ end }}
|
|
{{- $.PairSeparator }}
|
|
{{- end }}
|
|
{{- $.AssetSeparator }}
|
|
{{- else }}
|
|
{{- $pairs.Join }}
|
|
{{- end }}
|
|
{{- end }}
|
|
{{- end }}
|
|
`
|