Files
gocryptotrader/exchanges/zb/zb_websocket.go
Ryan O'Hara-Reid db317a2447 Engine: Dispatch service (#346)
* Added dispatch service

* Added orderbook streaming capabilities

* Assigned correct orderbook.base exchange name

* Fixed Requested niterinos
Add in cli orderbook QA tool to gctcli
Add exchange orderbook streaming

* Add ticker streaming support through dispatch package

* Added in some more info on error returns for orderbook.go

* fix linter issues

* Fix some issues

* Update

* Fix requested

* move dispatch out of exchanges folder to its own independant folder

* Fix requested

* change orderbook string to tickers

* Limit orderbooks to 50 and made dispatch system more stateless in operation

* lower cases for update/retrieve/sub exchange name

* Adds in asset validation and lower case conversion on cli

* Remove comment

* Moved timer to a higher scope so its not constantly initialised just reset per instance and removed returning unused channel on error

* Rm unused release function in dispatch.go
Reset timer and bleed buffered timer chan if needed in dispatch.go
Added in ticker.Stop() and timer.Stop() functions for worker routine return in dispatch.go
Index aggregated bid and ask functions for orderbook.go
Added in dummy slice for wsorderbook_test.go

* Moved drain to above Reset so potential race would not occur in dispatch.go
Fix various linter issues dispatch.go

* Fix some issues

* change to start/stop service, added in service state change via cli, updated logger

* fix requested

* Add worker amount init spawning

* fix linter issues

* Fix more linter issues

* More fixes

* Fix race issue on releasing pipe channel on a close after shutting down dispatcher system

* Moved all types to dispatch_types.go && remove panic

* Moved types into serperate file && improve test coverage

* RM unnecessary select case for draining channel && fixed error string

* Added orderbook_types file and improved code coverage

* gofmt file

* reinstated select cases on drain because I am silly

* Remove error for drop worker

* Added more test cases

* not checking error issue fix

* remove func causing race in test, this has required protection via an exported function

* set Gemini websocket orderbook exchange name
2019-10-03 09:47:37 +10:00

575 lines
18 KiB
Go

package zb
import (
"errors"
"fmt"
"net/http"
"regexp"
"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"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
zbWebsocketAPI = "wss://api.zb.cn:9999/websocket"
zWebsocketAddChannel = "addChannel"
zbWebsocketRateLimit = 20
)
// WsConnect initiates a websocket connection
func (z *ZB) WsConnect() error {
if !z.Websocket.IsEnabled() || !z.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := z.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go z.WsHandleData()
z.GenerateDefaultSubscriptions()
return nil
}
// WsHandleData handles all the websocket data coming from the websocket
// connection
func (z *ZB) WsHandleData() {
z.Websocket.Wg.Add(1)
defer func() {
z.Websocket.Wg.Done()
}()
for {
select {
case <-z.Websocket.ShutdownC:
return
default:
resp, err := z.WebsocketConn.ReadMessage()
if err != nil {
z.Websocket.ReadMessageErrors <- err
return
}
z.Websocket.TrafficAlert <- struct{}{}
fixedJSON := z.wsFixInvalidJSON(resp.Raw)
var result Generic
err = common.JSONDecode(fixedJSON, &result)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
if result.No > 0 {
z.WebsocketConn.AddResponseWithID(result.No, fixedJSON)
continue
}
if result.Code > 0 && result.Code != 1000 {
z.Websocket.DataHandler <- fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, result.Message, wsErrCodes[result.Code])
continue
}
switch {
case strings.Contains(result.Channel, "markets"):
var markets Markets
err := common.JSONDecode(result.Data, &markets)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
case strings.Contains(result.Channel, "ticker"):
cPair := strings.Split(result.Channel, "_")
var ticker WsTicker
err := common.JSONDecode(fixedJSON, &ticker)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- wshandler.TickerData{
Exchange: z.Name,
Close: ticker.Data.Last,
Volume: ticker.Data.Volume24Hr,
High: ticker.Data.High,
Low: ticker.Data.Low,
Last: ticker.Data.Last,
Bid: ticker.Data.Buy,
Ask: ticker.Data.Sell,
Timestamp: time.Unix(0, ticker.Date),
AssetType: asset.Spot,
Pair: currency.NewPairFromString(cPair[0]),
}
case strings.Contains(result.Channel, "depth"):
var depth WsDepth
err := common.JSONDecode(fixedJSON, &depth)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
var asks []orderbook.Item
for i := range depth.Asks {
ask := depth.Asks[i].([]interface{})
asks = append(asks, orderbook.Item{
Amount: ask[1].(float64),
Price: ask[0].(float64),
})
}
var bids []orderbook.Item
for i := range depth.Bids {
bid := depth.Bids[i].([]interface{})
bids = append(bids, orderbook.Item{
Amount: bid[1].(float64),
Price: bid[0].(float64),
})
}
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = cPair
newOrderBook.ExchangeName = z.GetName()
err = z.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
z.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: cPair,
Asset: asset.Spot,
Exchange: z.GetName(),
}
case strings.Contains(result.Channel, "trades"):
var trades WsTrades
err := common.JSONDecode(fixedJSON, &trades)
if err != nil {
z.Websocket.DataHandler <- err
continue
}
// Most up to date trade
if len(trades.Data) == 0 {
continue
}
t := trades.Data[len(trades.Data)-1]
channelInfo := strings.Split(result.Channel, "_")
cPair := currency.NewPairFromString(channelInfo[0])
z.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Unix(0, t.Date),
CurrencyPair: cPair,
AssetType: asset.Spot,
Exchange: z.GetName(),
EventTime: t.Date,
Price: t.Price,
Amount: t.Amount,
Side: t.TradeType,
}
default:
z.Websocket.DataHandler <- errors.New("zb_websocket.go error - unhandled websocket response")
continue
}
}
}
}
var wsErrCodes = map[int64]string{
1000: "Successful call",
1001: "General error message",
1002: "internal error",
1003: "Verification failed",
1004: "Financial security password lock",
1005: "The fund security password is incorrect. Please confirm and re-enter.",
1006: "Real-name certification is awaiting review or review",
1007: "Channel is empty",
1008: "Event is empty",
1009: "This interface is being maintained",
1011: "Not open yet",
1012: "Insufficient permissions",
1013: "Can not trade, if you have any questions, please contact online customer service",
1014: "Cannot be sold during the pre-sale period",
2002: "Insufficient balance in Bitcoin account",
2003: "Insufficient balance of Litecoin account",
2005: "Insufficient balance in Ethereum account",
2006: "Insufficient balance in ETC currency account",
2007: "Insufficient balance of BTS currency account",
2008: "Insufficient balance in EOS currency account",
2009: "Insufficient account balance",
3001: "Pending order not found",
3002: "Invalid amount",
3003: "Invalid quantity",
3004: "User does not exist",
3005: "Invalid parameter",
3006: "Invalid IP or inconsistent with the bound IP",
3007: "Request time has expired",
3008: "Transaction history not found",
4001: "API interface is locked",
4002: "Request too frequently",
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (z *ZB) GenerateDefaultSubscriptions() {
var subscriptions []wshandler.WebsocketChannelSubscription
// Tickerdata is its own channel
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: "markets",
})
channels := []string{"%s_ticker", "%s_depth", "%s_trades"}
enabledCurrencies := z.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()),
Currency: enabledCurrencies[j].Lower(),
})
}
}
z.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (z *ZB) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
subscriptionRequest := Subscription{
Event: zWebsocketAddChannel,
Channel: channelToSubscribe.Channel,
}
return z.WebsocketConn.SendMessage(subscriptionRequest)
}
func (z *ZB) wsGenerateSignature(request interface{}) string {
jsonResponse, err := common.JSONEncode(request)
if err != nil {
log.Error(log.ExchangeSys, err)
return ""
}
hmac := crypto.GetHMAC(crypto.HashMD5,
jsonResponse,
[]byte(crypto.Sha1ToHex(z.API.Credentials.Secret)))
return fmt.Sprintf("%x", hmac)
}
func (z *ZB) wsFixInvalidJSON(json []byte) []byte {
invalidZbJSONRegex := `(\"\[|\"\{)(.*)(\]\"|\}\")`
regexChecker := regexp.MustCompile(invalidZbJSONRegex)
matchingResults := regexChecker.Find(json)
if matchingResults == nil {
return json
}
// Remove first quote character
capturedInvalidZBJSON := strings.Replace(string(matchingResults), "\"", "", 1)
// Remove last quote character
fixedJSON := capturedInvalidZBJSON[:len(capturedInvalidZBJSON)-1]
return []byte(strings.Replace(string(json), string(matchingResults), fixedJSON, 1))
}
func (z *ZB) wsAddSubUser(username, password string) (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAddSubUserRequest{
Memo: "memo",
Password: password,
SubUserName: username,
}
request.Channel = "addSubUser"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var genericResponse Generic
err = common.JSONDecode(resp, &genericResponse)
if err != nil {
return nil, err
}
if genericResponse.Code > 0 && genericResponse.Code != 1000 {
return nil, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, genericResponse.Message, wsErrCodes[genericResponse.Code])
}
var response WsGetSubUserListResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
return &response, nil
}
func (z *ZB) wsGetSubUserList() (*WsGetSubUserListResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{}
request.Channel = "getSubUserList"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.No = z.WebsocketConn.GenerateMessageID(true)
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetSubUserListResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsDoTransferFunds(pair currency.Code, amount float64, fromUserName, toUserName string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsDoTransferFundsRequest{
Amount: amount,
Currency: pair,
FromUserName: fromUserName,
ToUserName: toUserName,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = "doTransferFunds"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCreateSubUserKey(assetPerm, entrustPerm, leverPerm, moneyPerm bool, keyName, toUserID string) (*WsRequestResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCreateSubUserKeyRequest{
AssetPerm: assetPerm,
EntrustPerm: entrustPerm,
KeyName: keyName,
LeverPerm: leverPerm,
MoneyPerm: moneyPerm,
No: z.WebsocketConn.GenerateMessageID(true),
ToUserID: toUserID,
}
request.Channel = "createSubUserKey"
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsRequestResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsSubmitOrder(pair currency.Pair, amount, price float64, tradeType int64) (*WsSubmitOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsSubmitOrderRequest{
Amount: amount,
Price: price,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_order", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsSubmitOrderResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsCancelOrder(pair currency.Pair, orderID int64) (*WsCancelOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsCancelOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_cancelorder", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsCancelOrderResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrder(pair currency.Pair, orderID int64) (*WsGetOrderResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrderRequest{
ID: orderID,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getorder", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrderResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrders(pair currency.Pair, pageIndex, tradeType int64) (*WsGetOrdersResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersRequest{
PageIndex: pageIndex,
TradeType: tradeType,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getorders", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetOrdersIgnoreTradeType(pair currency.Pair, pageIndex, pageSize int64) (*WsGetOrdersIgnoreTradeTypeResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsGetOrdersIgnoreTradeTypeRequest{
PageIndex: pageIndex,
PageSize: pageSize,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Channel = fmt.Sprintf("%v_getordersignoretradetype", pair.String())
request.Event = zWebsocketAddChannel
request.Accesskey = z.API.Credentials.Key
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetOrdersIgnoreTradeTypeResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}
func (z *ZB) wsGetAccountInfoRequest() (*WsGetAccountInfoResponse, error) {
if !z.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", z.Name)
}
request := WsAuthenticatedRequest{
Channel: "getaccountinfo",
Event: zWebsocketAddChannel,
Accesskey: z.API.Credentials.Key,
No: z.WebsocketConn.GenerateMessageID(true),
}
request.Sign = z.wsGenerateSignature(request)
resp, err := z.WebsocketConn.SendMessageReturnResponse(request.No, request)
if err != nil {
return nil, err
}
var response WsGetAccountInfoResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return nil, err
}
if response.Code > 0 && response.Code != 1000 {
return &response, fmt.Errorf("%v request failed, message: %v, error code: %v", z.Name, response.Message, wsErrCodes[response.Code])
}
return &response, nil
}