mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Adding Public Endpoints and test functions * Adding public endpoints and test functions * Adding private spot endpoints * Adding private endpoints and corresponding tests for margin * Adding Margin Private endpoints * Adding cross margin and flash swap endpoints * Adding futures private endpoints * Adding futures private endpoints and corresponding tests * Adding Options and SubAccount endpoints and their unit tests * Adding Wrapper functions * Complete wrapper functions and corresponding unit test functions * Fixing wrapper issues and adding websocket functions * Update of Spot websocket and adding futures websocket handlers * completed futures WS push data endpoints * Completed Options websocket endpoints * Adding websocket support for delivery futures and slight update on endpoint funcs * Added Delivery websocket support and fix linter issues * Update on Unit tests * fix slight currency format error * Fix slight endpoint tempos * Update on conditional statements and unit tests issues * fixing slight tempos * Slight model and websocket data push method change * Fix unit test tempos and updating models * Fix on code structures and update on unit tests * Slight code fix * Remove print statements * Update on tradable pairs fetch eps * Fix websocket tempos * Adding types to websocket routine manager * Fix slight issues * Slight fixes * Updating wrapper funcs and models * Slight update * Update on test * Update on tradable pairs * update conditional statements * Fixing slight issues * Updating unit tests * Minor fixes depending review comments * Remove redundant method declaration * Adding missing intervals * Updating fetch tradable pairs * update tradable pairs issues * Addressing small tempos * Slight fix on ticker * Minor Fixes * Minor review comment fixes * Unit test and minor code updates * Slight code updates * Minor updates depending review comments * Fixes * Updating incoming message matcher * Fix missing merge issue * Fix minor wrapper issues * Updating ratelimit and other issues * Updating endpoint models and adding missing eps * Update on code structure and models * Minor codespell fixes * Minor update on models * fix unit test panic * Minor race fix * Fix issues in generating signature and unit tests * Minor update on wrapper and unit tests * Minor fix on wrapper * Mini linter issues fix * Minor fix * endpoint fixes and slight update * Minor fixes * Updating exchange functions and unit tests * Unit test and wrapper updates * Remove options candlestick support * Minor unit test and wrapper fix * Unit test update * minor fix on unit test and wrapper * endpoints constants name change * Add minor wrapper issues * endpoint constants update * endpoint url updates * Updating subscriptions * fixing dual mode endpoint methods * minor fix * rm small tempo * Update on websocket orderbook handling * Orderbook and currency pair update * fix linter and test issues * minor helper function update * Fix wrapper coverage and wrapper issues * delete unused variables * Minor fix on ReadData() call * separating websocket handlers * separating websocket handlers * Minor fix on enabled pair * minor fix * check instrument availability in spot * create a separate subscriber for sake of multiple websocket connection * linter fix * minor websocket and gateio endpoints fix * fix nil pointer exception * minor fixes * spelling fix decerializes -> deserializes * fix Bitfinex unit test issues * minor unknown currency pair labling fix * minor currency pair handling fix * slight update on GetDepositAddress wrapper unit test * setting max request job to 200 * fixing numerical and timestamp type convert * fix value overflow error * change method of parsing orderbook price * unifying timestamp conversion types to gateioTime --------- Co-authored-by: Samuael Adnew <samuaelad@Samuaels-MacBook-Air.local>
461 lines
11 KiB
Go
461 lines
11 KiB
Go
package engine
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import (
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"fmt"
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"sync"
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"sync/atomic"
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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/fill"
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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/stream"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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// setupWebsocketRoutineManager creates a new websocket routine manager
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func setupWebsocketRoutineManager(exchangeManager iExchangeManager, orderManager iOrderManager, syncer iCurrencyPairSyncer, cfg *currency.Config, verbose bool) (*WebsocketRoutineManager, error) {
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if exchangeManager == nil {
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return nil, errNilExchangeManager
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}
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if orderManager == nil {
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return nil, errNilOrderManager
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}
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if syncer == nil {
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return nil, errNilCurrencyPairSyncer
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}
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if cfg == nil {
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return nil, errNilCurrencyConfig
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}
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if cfg.CurrencyPairFormat == nil {
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return nil, errNilCurrencyPairFormat
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}
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man := &WebsocketRoutineManager{
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verbose: verbose,
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exchangeManager: exchangeManager,
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orderManager: orderManager,
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syncer: syncer,
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currencyConfig: cfg,
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}
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return man, man.registerWebsocketDataHandler(man.websocketDataHandler, false)
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}
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// Start runs the subsystem
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func (m *WebsocketRoutineManager) Start() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if m.currencyConfig == nil {
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return errNilCurrencyConfig
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}
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if m.currencyConfig.CurrencyPairFormat == nil {
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return errNilCurrencyPairFormat
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}
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if !atomic.CompareAndSwapInt32(&m.state, stoppedState, startingState) {
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return ErrSubSystemAlreadyStarted
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}
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m.shutdown = make(chan struct{})
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go func() {
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m.websocketRoutine()
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// It's okay for this to fail, just means shutdown has started
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atomic.CompareAndSwapInt32(&m.state, startingState, readyState)
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}()
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return nil
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}
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// IsRunning safely checks whether the subsystem is running
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func (m *WebsocketRoutineManager) IsRunning() bool {
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if m == nil {
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return false
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}
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return atomic.LoadInt32(&m.state) == readyState
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}
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// Stop attempts to shutdown the subsystem
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func (m *WebsocketRoutineManager) Stop() error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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m.mu.Lock()
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if atomic.LoadInt32(&m.state) == stoppedState {
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m.mu.Unlock()
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return fmt.Errorf("websocket routine manager %w", ErrSubSystemNotStarted)
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}
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atomic.StoreInt32(&m.state, stoppedState)
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m.mu.Unlock()
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close(m.shutdown)
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m.wg.Wait()
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return nil
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}
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// websocketRoutine Initial routine management system for websocket
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func (m *WebsocketRoutineManager) websocketRoutine() {
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if m.verbose {
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log.Debugln(log.WebsocketMgr, "Connecting exchange websocket services...")
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}
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exchanges, err := m.exchangeManager.GetExchanges()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "websocket routine manager cannot get exchanges: %v", err)
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}
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wg := sync.WaitGroup{}
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wg.Add(len(exchanges))
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for i := range exchanges {
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go func(i int) {
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defer wg.Done()
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if exchanges[i].SupportsWebsocket() {
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if m.verbose {
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log.Debugf(log.WebsocketMgr,
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"Exchange %s websocket support: Yes Enabled: %v",
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exchanges[i].GetName(),
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common.IsEnabled(exchanges[i].IsWebsocketEnabled()),
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)
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}
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ws, err := exchanges[i].GetWebsocket()
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if err != nil {
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log.Errorf(
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log.WebsocketMgr,
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"Exchange %s GetWebsocket error: %s",
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exchanges[i].GetName(),
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err,
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)
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return
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}
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if ws.IsEnabled() {
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err = ws.Connect()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "%v", err)
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}
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err = m.websocketDataReceiver(ws)
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if err != nil {
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log.Errorf(log.WebsocketMgr, "%v", err)
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}
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err = ws.FlushChannels()
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if err != nil {
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log.Errorf(log.WebsocketMgr, "Failed to subscribe: %v", err)
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}
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}
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} else if m.verbose {
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log.Debugf(log.WebsocketMgr,
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"Exchange %s websocket support: No",
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exchanges[i].GetName(),
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)
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}
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}(i)
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}
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wg.Wait()
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}
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// WebsocketDataReceiver handles websocket data coming from a websocket feed
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// associated with an exchange
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func (m *WebsocketRoutineManager) websocketDataReceiver(ws *stream.Websocket) error {
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if m == nil {
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return fmt.Errorf("websocket routine manager %w", ErrNilSubsystem)
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}
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if ws == nil {
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return errNilWebsocket
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}
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if atomic.LoadInt32(&m.state) == stoppedState {
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return errRoutineManagerNotStarted
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}
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m.wg.Add(1)
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go func() {
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defer m.wg.Done()
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for {
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select {
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case <-m.shutdown:
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return
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case data := <-ws.ToRoutine:
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if data == nil {
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log.Errorf(log.WebsocketMgr, "exchange %s nil data sent to websocket", ws.GetName())
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}
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m.mu.RLock()
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for x := range m.dataHandlers {
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err := m.dataHandlers[x](ws.GetName(), data)
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if err != nil {
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log.Errorln(log.WebsocketMgr, err)
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}
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}
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m.mu.RUnlock()
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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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// websocketDataHandler is the default central point for exchange websocket
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// implementations to send processed data which will then pass that to an
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// appropriate handler.
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func (m *WebsocketRoutineManager) websocketDataHandler(exchName string, data interface{}) error {
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switch d := data.(type) {
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case string:
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log.Infoln(log.WebsocketMgr, d)
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case error:
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return fmt.Errorf("exchange %s websocket error - %s", exchName, data)
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case stream.FundingData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s funding updated %+v",
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exchName,
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m.FormatCurrency(d.CurrencyPair),
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d.AssetType,
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d)
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}
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case *ticker.Price:
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if m.syncer.IsRunning() {
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err := m.syncer.Update(exchName,
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d.Pair,
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d.AssetType,
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SyncItemTicker,
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nil)
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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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err := ticker.ProcessTicker(d)
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if err != nil {
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return err
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}
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m.syncer.PrintTickerSummary(d, "websocket", err)
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case []ticker.Price:
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for x := range d {
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if m.syncer.IsRunning() {
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err := m.syncer.Update(exchName,
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d[x].Pair,
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d[x].AssetType,
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SyncItemTicker,
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nil)
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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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err := ticker.ProcessTicker(&d[x])
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if err != nil {
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return err
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}
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m.syncer.PrintTickerSummary(&d[x], "websocket", err)
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}
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case stream.KlineData:
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
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exchName,
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m.FormatCurrency(d.Pair),
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d.AssetType,
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d)
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}
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case []stream.KlineData:
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for x := range d {
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if m.verbose {
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log.Infof(log.WebsocketMgr, "%s websocket %s %s kline updated %+v",
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exchName,
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m.FormatCurrency(d[x].Pair),
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d[x].AssetType,
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d)
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}
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}
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case *orderbook.Depth:
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base, err := d.Retrieve()
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if err != nil {
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return err
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}
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if m.syncer.IsRunning() {
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err := m.syncer.Update(exchName,
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base.Pair,
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base.Asset,
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SyncItemOrderbook,
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nil)
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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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m.syncer.PrintOrderbookSummary(base, "websocket", nil)
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case *order.Detail:
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if !m.orderManager.Exists(d) {
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err := m.orderManager.Add(d)
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if err != nil {
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return err
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}
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m.printOrderSummary(d, false)
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} else {
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od, err := m.orderManager.GetByExchangeAndID(d.Exchange, d.OrderID)
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if err != nil {
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return err
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}
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err = od.UpdateOrderFromDetail(d)
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if err != nil {
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return err
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}
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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m.printOrderSummary(d, true)
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}
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case []order.Detail:
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for x := range d {
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if !m.orderManager.Exists(&d[x]) {
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err := m.orderManager.Add(&d[x])
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if err != nil {
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return err
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}
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m.printOrderSummary(&d[x], false)
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} else {
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od, err := m.orderManager.GetByExchangeAndID(d[x].Exchange, d[x].OrderID)
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if err != nil {
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return err
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}
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err = od.UpdateOrderFromDetail(&d[x])
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if err != nil {
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return err
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}
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err = m.orderManager.UpdateExistingOrder(od)
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if err != nil {
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return err
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}
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m.printOrderSummary(&d[x], true)
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}
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}
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case order.ClassificationError:
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return fmt.Errorf("%w %s", d.Err, d.Error())
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case stream.UnhandledMessageWarning:
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log.Warnln(log.WebsocketMgr, d.Message)
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case account.Change:
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if m.verbose {
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m.printAccountHoldingsChangeSummary(d)
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}
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case []account.Change:
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if m.verbose {
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for x := range d {
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m.printAccountHoldingsChangeSummary(d[x])
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}
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}
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case []trade.Data:
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if m.verbose {
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log.Infof(log.Trade, "%+v", d)
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}
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case []fill.Data:
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if m.verbose {
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log.Infof(log.Fill, "%+v", d)
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}
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default:
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if m.verbose {
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log.Warnf(log.WebsocketMgr,
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"%s websocket Unknown type: %+v",
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exchName,
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d)
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}
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}
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return nil
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}
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// FormatCurrency is a method that formats and returns a currency pair
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// based on the user currency display preferences
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func (m *WebsocketRoutineManager) FormatCurrency(p currency.Pair) currency.Pair {
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if m == nil || atomic.LoadInt32(&m.state) == stoppedState {
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return p
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}
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return p.Format(*m.currencyConfig.CurrencyPairFormat)
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}
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// printOrderSummary this function will be deprecated when a order manager
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// update is done.
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func (m *WebsocketRoutineManager) printOrderSummary(o *order.Detail, isUpdate bool) {
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if m == nil || atomic.LoadInt32(&m.state) == stoppedState || o == nil {
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return
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}
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orderNotif := "New Order:"
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if isUpdate {
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orderNotif = "Order Change:"
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}
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log.Debugf(log.WebsocketMgr,
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"%s %s %s %s %s %s %s OrderID:%s ClientOrderID:%s Price:%f Amount:%f Executed Amount:%f Remaining Amount:%f",
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orderNotif,
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o.Exchange,
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o.AssetType,
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o.Pair,
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o.Status,
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o.Type,
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o.Side,
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o.OrderID,
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o.ClientOrderID,
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o.Price,
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o.Amount,
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o.ExecutedAmount,
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o.RemainingAmount)
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}
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// printAccountHoldingsChangeSummary this function will be deprecated when a
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// account holdings update is done.
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func (m *WebsocketRoutineManager) printAccountHoldingsChangeSummary(o account.Change) {
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if m == nil || atomic.LoadInt32(&m.state) == stoppedState {
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return
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}
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log.Debugf(log.WebsocketMgr,
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"Account Holdings Balance Changed: %s %s %s has changed balance by %f for account: %s",
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o.Exchange,
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o.Asset,
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o.Currency,
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o.Amount,
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o.Account)
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}
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// registerWebsocketDataHandler registers an externally (GCT Library) defined
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// dedicated filter specific data types for internal & external strategy use.
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// InterceptorOnly as true will purge all other registered handlers
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// (including default) bypassing all other handling.
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func (m *WebsocketRoutineManager) registerWebsocketDataHandler(fn WebsocketDataHandler, interceptorOnly bool) error {
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if m == nil {
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return fmt.Errorf("%T %w", m, ErrNilSubsystem)
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}
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if fn == nil {
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return errNilWebsocketDataHandlerFunction
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}
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if interceptorOnly {
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return m.setWebsocketDataHandler(fn)
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}
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m.mu.Lock()
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// Push front so that any registered data handler has first preference
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// over the gct default handler.
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m.dataHandlers = append([]WebsocketDataHandler{fn}, m.dataHandlers...)
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m.mu.Unlock()
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return nil
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}
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// setWebsocketDataHandler sets a single websocket data handler, removing all
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// pre-existing handlers.
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func (m *WebsocketRoutineManager) setWebsocketDataHandler(fn WebsocketDataHandler) error {
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if m == nil {
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return fmt.Errorf("%T %w", m, ErrNilSubsystem)
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}
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if fn == nil {
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return errNilWebsocketDataHandlerFunction
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}
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m.mu.Lock()
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m.dataHandlers = []WebsocketDataHandler{fn}
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m.mu.Unlock()
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return nil
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}
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