mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-01 23:16:51 +00:00
* Websocket: Use ErrSubscribedAlready instead of errChannelAlreadySubscribed * Subscriptions: Replace Pair with Pairs Given that some subscriptions have multiple pairs, support that as the standard. * Docs: Update subscriptions in add new exch * RPC: Update Subscription Pairs * Linter: Disable testifylint.Len We deliberately use Equal over Len to avoid spamming the contents of large Slices * Websocket: Add suffix to state consts * Binance: Subscription Pairs support * Bitfinex: Subscription Pairs support * Bithumb: Subscription Pairs support * Bitmex: Subscription Pairs support * Bitstamp: Subscription Pairs support * BTCMarkets: Subscription Pairs support * BTSE: Subscription Pairs support * Coinbase: Subscription Pairs support * Coinut: Subscription Pairs support * GateIO: Subscription Pairs support * Gemini: Subscription Pairs support and improvement * Hitbtc: Subscription Pairs support * Huboi: Subscription Pairs support * Kucoin: Subscription Pairs support * Okcoin: Subscription Pairs support * Poloniex: Subscription Pairs support * Kraken: Add subscription Pairs support Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this * Bybit: Subscription Pairs support * Okx: Subscription Pairs support * Bitmex: Subsription configuration * Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately * CoinbasePro: Subscription Configuration * Consolidate ProductIDs when all subscriptions are for the same list * Websocket: Log actual sent message when Verbose * Subscriptions: Improve clarity of which key is which in Match * Subscriptions: Lint fix for HugeParam * Subscriptions: Add AddPairs and move keys from test * Subscriptions: Simplify subscription keys and add key types * Subscriptions: Add List.GroupPairs Rename sub.AddPairs * Subscription: Fix ExactKey not matching 0 pairs * Subscriptions: Remove unused IdentityKey and HasPairKey * Subscriptions: Fix GetKey test * Subscriptions: Test coverage improvements * Websocket: Change State on Add/Remove * Subscriptions: Improve error context * Subscriptions: Fix Enable: false subs not ignored * Bitfinex: Fix WsAuth test failing on DataHandler DataHandler is eaten by dataMonitor now, so we need to use ToRoutine * Deribit: Subscription Pairs support * Websocket: Accept nil lists for checkSubscriptions If the user passes in a nil (implicitly empty) list, we would not panic. Therefore the burden of correctness about that data lies with them. The list of subscriptions is empty, and that's okay, and possibly convenient * Websocket: Add context to NilPointer errors * Subscriptions: Add context to nil errors * Exchange: Fix error expectations in UnsubToWSChans
951 lines
25 KiB
Go
951 lines
25 KiB
Go
package coinut
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import (
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"context"
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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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"time"
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"github.com/buger/jsonparser"
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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/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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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/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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"github.com/thrasher-corp/gocryptotrader/log"
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)
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const (
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coinutWebsocketURL = "wss://wsapi.coinut.com"
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coinutWebsocketRateLimit = 30
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)
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var (
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channels map[string]chan []byte
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)
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// NOTE for speed considerations
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// wss://wsapi-as.coinut.com
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// wss://wsapi-na.coinut.com
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// wss://wsapi-eu.coinut.com
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// WsConnect initiates a websocket connection
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func (c *COINUT) WsConnect() error {
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if !c.Websocket.IsEnabled() || !c.IsEnabled() {
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return stream.ErrWebsocketNotEnabled
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}
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var dialer websocket.Dialer
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err := c.Websocket.Conn.Dial(&dialer, http.Header{})
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if err != nil {
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return err
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}
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c.Websocket.Wg.Add(1)
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go c.wsReadData()
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if !c.instrumentMap.IsLoaded() {
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_, err = c.WsGetInstruments()
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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 c.IsWebsocketAuthenticationSupported() {
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if err = c.wsAuthenticate(context.TODO()); err != nil {
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c.Websocket.SetCanUseAuthenticatedEndpoints(false)
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log.Errorln(log.WebsocketMgr, c.Name+" "+err.Error())
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}
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}
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// define bi-directional communication
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channels = make(map[string]chan []byte)
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channels["hb"] = make(chan []byte, 1)
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return nil
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}
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// wsReadData receives and passes on websocket messages for processing
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func (c *COINUT) wsReadData() {
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defer c.Websocket.Wg.Done()
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ctx := context.TODO()
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for {
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resp := c.Websocket.Conn.ReadMessage()
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if resp.Raw == nil {
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return
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}
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if strings.HasPrefix(string(resp.Raw), "[") {
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var incoming []wsResponse
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err := json.Unmarshal(resp.Raw, &incoming)
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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for i := range incoming {
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if incoming[i].Nonce > 0 {
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if c.Websocket.Match.IncomingWithData(incoming[i].Nonce, resp.Raw) {
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break
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}
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}
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var individualJSON []byte
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individualJSON, err = json.Marshal(incoming[i])
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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err = c.wsHandleData(ctx, individualJSON)
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if err != nil {
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c.Websocket.DataHandler <- err
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}
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}
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} else {
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var incoming wsResponse
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err := json.Unmarshal(resp.Raw, &incoming)
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if err != nil {
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c.Websocket.DataHandler <- err
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continue
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}
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err = c.wsHandleData(ctx, resp.Raw)
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if err != nil {
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c.Websocket.DataHandler <- err
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}
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}
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}
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}
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func (c *COINUT) wsHandleData(_ context.Context, respRaw []byte) error {
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if strings.HasPrefix(string(respRaw), "[") {
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var orders []wsOrderContainer
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err := json.Unmarshal(respRaw, &orders)
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if err != nil {
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return err
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}
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for i := range orders {
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o, err2 := c.parseOrderContainer(&orders[i])
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if err2 != nil {
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return err2
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}
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c.Websocket.DataHandler <- o
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}
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return nil
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}
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var incoming wsResponse
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err := json.Unmarshal(respRaw, &incoming)
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if err != nil {
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return err
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}
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if c.Websocket.Match.IncomingWithData(incoming.Nonce, respRaw) {
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return nil
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}
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format, err := c.GetPairFormat(asset.Spot, true)
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if err != nil {
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return err
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}
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switch incoming.Reply {
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case "hb":
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channels["hb"] <- respRaw
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case "user_balance":
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var userBalance WsUserBalanceResponse
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err := json.Unmarshal(respRaw, &userBalance)
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if err != nil {
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return err
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}
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case "user_open_orders":
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var openOrders WsUserOpenOrdersResponse
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err := json.Unmarshal(respRaw, &openOrders)
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if err != nil {
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return err
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}
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case "cancel_order":
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var cancel WsCancelOrderResponse
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err := json.Unmarshal(respRaw, &cancel)
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if err != nil {
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return err
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}
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c.Websocket.DataHandler <- &order.Detail{
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Exchange: c.Name,
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OrderID: strconv.FormatInt(cancel.OrderID, 10),
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Status: order.Cancelled,
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LastUpdated: time.Now(),
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AssetType: asset.Spot,
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}
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case "cancel_orders":
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var cancels WsCancelOrdersResponse
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err := json.Unmarshal(respRaw, &cancels)
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if err != nil {
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return err
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}
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for i := range cancels.Results {
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c.Websocket.DataHandler <- &order.Detail{
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Exchange: c.Name,
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OrderID: strconv.FormatInt(cancels.Results[i].OrderID, 10),
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Status: order.Cancelled,
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LastUpdated: time.Now(),
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AssetType: asset.Spot,
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}
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}
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case "trade_history":
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var trades WsTradeHistoryResponse
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err := json.Unmarshal(respRaw, &trades)
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if err != nil {
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return err
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}
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case "inst_list":
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var instList wsInstList
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err := json.Unmarshal(respRaw, &instList)
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if err != nil {
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return err
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}
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for k, v := range instList.Spot {
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for _, v2 := range v {
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c.instrumentMap.Seed(k, v2.InstrumentID)
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}
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}
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case "inst_tick":
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var wsTicker WsTicker
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err := json.Unmarshal(respRaw, &wsTicker)
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if err != nil {
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return err
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}
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pairs, err := c.GetEnabledPairs(asset.Spot)
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if err != nil {
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return err
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}
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currencyPair := c.instrumentMap.LookupInstrument(wsTicker.InstID)
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p, err := currency.NewPairFromFormattedPairs(currencyPair,
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pairs,
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format)
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if err != nil {
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return err
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}
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c.Websocket.DataHandler <- &ticker.Price{
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ExchangeName: c.Name,
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Volume: wsTicker.Volume24,
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QuoteVolume: wsTicker.Volume24Quote,
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Bid: wsTicker.HighestBuy,
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Ask: wsTicker.LowestSell,
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High: wsTicker.High24,
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Low: wsTicker.Low24,
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Last: wsTicker.Last,
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LastUpdated: time.Unix(0, wsTicker.Timestamp),
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AssetType: asset.Spot,
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Pair: p,
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}
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case "inst_order_book":
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var orderbookSnapshot WsOrderbookSnapshot
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err := json.Unmarshal(respRaw, &orderbookSnapshot)
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if err != nil {
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return err
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}
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err = c.WsProcessOrderbookSnapshot(&orderbookSnapshot)
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if err != nil {
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return err
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}
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case "inst_order_book_update":
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var orderbookUpdate WsOrderbookUpdate
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err := json.Unmarshal(respRaw, &orderbookUpdate)
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if err != nil {
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return err
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}
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err = c.WsProcessOrderbookUpdate(&orderbookUpdate)
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if err != nil {
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return err
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}
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case "inst_trade":
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if !c.IsSaveTradeDataEnabled() {
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return nil
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}
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var tradeSnap WsTradeSnapshot
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err := json.Unmarshal(respRaw, &tradeSnap)
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if err != nil {
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return err
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}
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var trades []trade.Data
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for i := range tradeSnap.Trades {
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pairs, err := c.GetEnabledPairs(asset.Spot)
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if err != nil {
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return err
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}
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currencyPair := c.instrumentMap.LookupInstrument(tradeSnap.InstrumentID)
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p, err := currency.NewPairFromFormattedPairs(currencyPair,
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pairs,
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format)
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if err != nil {
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return err
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}
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tSide, err := order.StringToOrderSide(tradeSnap.Trades[i].Side)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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Err: err,
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}
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}
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trades = append(trades, trade.Data{
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Timestamp: time.Unix(0, tradeSnap.Trades[i].Timestamp*1000),
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CurrencyPair: p,
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AssetType: asset.Spot,
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Exchange: c.Name,
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Price: tradeSnap.Trades[i].Price,
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Side: tSide,
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Amount: tradeSnap.Trades[i].Quantity,
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TID: strconv.FormatInt(tradeSnap.Trades[i].TransID, 10),
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})
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}
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return trade.AddTradesToBuffer(c.Name, trades...)
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case "inst_trade_update":
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if !c.IsSaveTradeDataEnabled() {
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return nil
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}
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var tradeUpdate WsTradeUpdate
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err := json.Unmarshal(respRaw, &tradeUpdate)
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if err != nil {
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return err
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}
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pairs, err := c.GetEnabledPairs(asset.Spot)
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if err != nil {
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return err
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}
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currencyPair := c.instrumentMap.LookupInstrument(tradeUpdate.InstID)
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p, err := currency.NewPairFromFormattedPairs(currencyPair,
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pairs,
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format)
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if err != nil {
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return err
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}
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tSide, err := order.StringToOrderSide(tradeUpdate.Side)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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Err: err,
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}
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}
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return trade.AddTradesToBuffer(c.Name, trade.Data{
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Timestamp: time.Unix(0, tradeUpdate.Timestamp*1000),
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CurrencyPair: p,
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AssetType: asset.Spot,
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Exchange: c.Name,
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Price: tradeUpdate.Price,
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Side: tSide,
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Amount: tradeUpdate.Quantity,
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TID: strconv.FormatInt(tradeUpdate.TransID, 10),
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})
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case "order_filled", "order_rejected", "order_accepted":
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var orderContainer wsOrderContainer
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err := json.Unmarshal(respRaw, &orderContainer)
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if err != nil {
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return err
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}
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o, err := c.parseOrderContainer(&orderContainer)
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if err != nil {
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return err
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}
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c.Websocket.DataHandler <- o
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default:
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c.Websocket.DataHandler <- stream.UnhandledMessageWarning{Message: c.Name + stream.UnhandledMessage + string(respRaw)}
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return nil
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}
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return nil
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}
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func stringToOrderStatus(status string, quantity float64) (order.Status, error) {
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switch status {
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case "order_accepted":
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return order.Active, nil
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case "order_filled":
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if quantity > 0 {
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return order.PartiallyFilled, nil
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}
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return order.Filled, nil
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case "order_rejected":
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return order.Rejected, nil
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default:
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return order.UnknownStatus, errors.New(status + " not recognised as order status")
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}
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}
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func (c *COINUT) parseOrderContainer(oContainer *wsOrderContainer) (*order.Detail, error) {
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var oSide order.Side
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var oStatus order.Status
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var err error
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var orderID = strconv.FormatInt(oContainer.OrderID, 10)
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if oContainer.Side != "" {
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oSide, err = order.StringToOrderSide(oContainer.Side)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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OrderID: orderID,
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Err: err,
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}
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}
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} else if oContainer.Order.Side != "" {
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oSide, err = order.StringToOrderSide(oContainer.Order.Side)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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OrderID: orderID,
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Err: err,
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}
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}
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}
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oStatus, err = stringToOrderStatus(oContainer.Reply, oContainer.OpenQuantity)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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OrderID: orderID,
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Err: err,
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}
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}
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if oContainer.Status[0] != "OK" {
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return nil, fmt.Errorf("%s - Order rejected: %v", c.Name, oContainer.Status)
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}
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if len(oContainer.Reasons) > 0 {
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return nil, fmt.Errorf("%s - Order rejected: %v", c.Name, oContainer.Reasons)
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}
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o := &order.Detail{
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Price: oContainer.Price,
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Amount: oContainer.Quantity,
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ExecutedAmount: oContainer.FillQuantity,
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RemainingAmount: oContainer.OpenQuantity,
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Exchange: c.Name,
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OrderID: orderID,
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Side: oSide,
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Status: oStatus,
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Date: time.Unix(0, oContainer.Timestamp),
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Trades: nil,
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}
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if oContainer.Reply == "order_filled" {
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o.Side, err = order.StringToOrderSide(oContainer.Order.Side)
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if err != nil {
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c.Websocket.DataHandler <- order.ClassificationError{
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Exchange: c.Name,
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OrderID: orderID,
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Err: err,
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}
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}
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o.RemainingAmount = oContainer.Order.OpenQuantity
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o.Amount = oContainer.Order.Quantity
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o.OrderID = strconv.FormatInt(oContainer.Order.OrderID, 10)
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o.LastUpdated = time.Unix(0, oContainer.Timestamp)
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o.Pair, o.AssetType, err = c.GetRequestFormattedPairAndAssetType(c.instrumentMap.LookupInstrument(oContainer.Order.InstrumentID))
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if err != nil {
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return nil, err
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}
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o.Trades = []order.TradeHistory{
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{
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Price: oContainer.FillPrice,
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Amount: oContainer.FillQuantity,
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Exchange: c.Name,
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TID: strconv.FormatInt(oContainer.TransactionID, 10),
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Side: oSide,
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Timestamp: time.Unix(0, oContainer.Timestamp),
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},
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}
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} else {
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o.Pair, o.AssetType, err = c.GetRequestFormattedPairAndAssetType(c.instrumentMap.LookupInstrument(oContainer.InstrumentID))
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if err != nil {
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return nil, err
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}
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}
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return o, nil
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}
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// WsGetInstruments fetches instrument list and propagates a local cache
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func (c *COINUT) WsGetInstruments() (Instruments, error) {
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var list Instruments
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request := wsRequest{
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Request: "inst_list",
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SecurityType: strings.ToUpper(asset.Spot.String()),
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Nonce: getNonce(),
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}
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resp, err := c.Websocket.Conn.SendMessageReturnResponse(request.Nonce, request)
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if err != nil {
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return list, err
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}
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err = json.Unmarshal(resp, &list)
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if err != nil {
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return list, err
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}
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for curr, data := range list.Instruments {
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c.instrumentMap.Seed(curr, data[0].InstrumentID)
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}
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|
if len(c.instrumentMap.GetInstrumentIDs()) == 0 {
|
|
return list, errors.New("instrument list failed to populate")
|
|
}
|
|
return list, nil
|
|
}
|
|
|
|
// WsProcessOrderbookSnapshot processes the orderbook snapshot
|
|
func (c *COINUT) WsProcessOrderbookSnapshot(ob *WsOrderbookSnapshot) error {
|
|
bids := make([]orderbook.Tranche, len(ob.Buy))
|
|
for i := range ob.Buy {
|
|
bids[i] = orderbook.Tranche{
|
|
Amount: ob.Buy[i].Volume,
|
|
Price: ob.Buy[i].Price,
|
|
}
|
|
}
|
|
|
|
asks := make([]orderbook.Tranche, len(ob.Sell))
|
|
for i := range ob.Sell {
|
|
asks[i] = orderbook.Tranche{
|
|
Amount: ob.Sell[i].Volume,
|
|
Price: ob.Sell[i].Price,
|
|
}
|
|
}
|
|
|
|
var newOrderBook orderbook.Base
|
|
newOrderBook.Asks = asks
|
|
newOrderBook.Bids = bids
|
|
newOrderBook.VerifyOrderbook = c.CanVerifyOrderbook
|
|
|
|
pairs, err := c.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
format, err := c.GetPairFormat(asset.Spot, true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
newOrderBook.Pair, err = currency.NewPairFromFormattedPairs(
|
|
c.instrumentMap.LookupInstrument(ob.InstID),
|
|
pairs,
|
|
format)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
newOrderBook.Asset = asset.Spot
|
|
newOrderBook.Exchange = c.Name
|
|
newOrderBook.LastUpdated = time.Now() // No time sent
|
|
|
|
return c.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
|
|
}
|
|
|
|
// WsProcessOrderbookUpdate process an orderbook update
|
|
func (c *COINUT) WsProcessOrderbookUpdate(update *WsOrderbookUpdate) error {
|
|
pairs, err := c.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
format, err := c.GetPairFormat(asset.Spot, true)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
p, err := currency.NewPairFromFormattedPairs(
|
|
c.instrumentMap.LookupInstrument(update.InstID),
|
|
pairs,
|
|
format)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
bufferUpdate := &orderbook.Update{
|
|
Pair: p,
|
|
UpdateID: update.TransID,
|
|
Asset: asset.Spot,
|
|
UpdateTime: time.Now(), // No time sent
|
|
}
|
|
if strings.EqualFold(update.Side, order.Buy.Lower()) {
|
|
bufferUpdate.Bids = []orderbook.Tranche{{Price: update.Price, Amount: update.Volume}}
|
|
} else {
|
|
bufferUpdate.Asks = []orderbook.Tranche{{Price: update.Price, Amount: update.Volume}}
|
|
}
|
|
return c.Websocket.Orderbook.Update(bufferUpdate)
|
|
}
|
|
|
|
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
|
|
func (c *COINUT) GenerateDefaultSubscriptions() (subscription.List, error) {
|
|
var channels = []string{"inst_tick", "inst_order_book", "inst_trade"}
|
|
var subscriptions subscription.List
|
|
enabledPairs, err := c.GetEnabledPairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
for i := range channels {
|
|
for j := range enabledPairs {
|
|
subscriptions = append(subscriptions, &subscription.Subscription{
|
|
Channel: channels[i],
|
|
Pairs: currency.Pairs{enabledPairs[j]},
|
|
Asset: asset.Spot,
|
|
})
|
|
}
|
|
}
|
|
return subscriptions, nil
|
|
}
|
|
|
|
// Subscribe sends a websocket message to receive data from the channel
|
|
func (c *COINUT) Subscribe(subs subscription.List) error {
|
|
var errs error
|
|
for _, s := range subs {
|
|
if len(s.Pairs) != 1 {
|
|
return subscription.ErrNotSinglePair
|
|
}
|
|
fPair, err := c.FormatExchangeCurrency(s.Pairs[0], asset.Spot)
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
|
|
subscribe := wsRequest{
|
|
Request: s.Channel,
|
|
InstrumentID: c.instrumentMap.LookupID(fPair.String()),
|
|
Subscribe: true,
|
|
Nonce: getNonce(),
|
|
}
|
|
err = c.Websocket.Conn.SendJSONMessage(subscribe)
|
|
if err == nil {
|
|
err = c.Websocket.AddSuccessfulSubscriptions(s)
|
|
}
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
// Unsubscribe sends a websocket message to stop receiving data from the channel
|
|
func (c *COINUT) Unsubscribe(channelToUnsubscribe subscription.List) error {
|
|
var errs error
|
|
for _, s := range channelToUnsubscribe {
|
|
if len(s.Pairs) != 1 {
|
|
return subscription.ErrNotSinglePair
|
|
}
|
|
fPair, err := c.FormatExchangeCurrency(s.Pairs[0], asset.Spot)
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
|
|
subscribe := wsRequest{
|
|
Request: s.Channel,
|
|
InstrumentID: c.instrumentMap.LookupID(fPair.String()),
|
|
Subscribe: false,
|
|
Nonce: getNonce(),
|
|
}
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(subscribe.Nonce, subscribe)
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
continue
|
|
}
|
|
var response map[string]interface{}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err == nil {
|
|
val, ok := response["status"].([]any)
|
|
switch {
|
|
case !ok:
|
|
err = common.GetTypeAssertError("[]any", response["status"])
|
|
case len(val) == 0, val[0] != "OK":
|
|
err = common.AppendError(errs, fmt.Errorf("%v unsubscribe failed for channel %v", c.Name, s.Channel))
|
|
default:
|
|
err = c.Websocket.RemoveSubscriptions(s)
|
|
}
|
|
}
|
|
if err != nil {
|
|
errs = common.AppendError(errs, err)
|
|
}
|
|
}
|
|
return errs
|
|
}
|
|
|
|
func (c *COINUT) wsAuthenticate(ctx context.Context) error {
|
|
creds, err := c.GetCredentials(ctx)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
r := WsLoginReq{
|
|
Request: "login",
|
|
Username: creds.ClientID,
|
|
Nonce: getNonce(),
|
|
Timestamp: time.Now().Unix(),
|
|
}
|
|
payload := creds.ClientID + "|" + strconv.FormatInt(r.Timestamp, 10) + "|" + strconv.FormatInt(r.Nonce, 10)
|
|
hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte(payload), []byte(creds.Key))
|
|
if err != nil {
|
|
return err
|
|
}
|
|
r.Hmac = crypto.HexEncodeToString(hmac)
|
|
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(r.Nonce, r)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
respKey, err := jsonparser.GetUnsafeString(resp, "api_key")
|
|
if err != nil || respKey != creds.Key {
|
|
return errors.New("failed to authenticate")
|
|
}
|
|
|
|
c.Websocket.SetCanUseAuthenticatedEndpoints(true)
|
|
|
|
return nil
|
|
}
|
|
|
|
func (c *COINUT) wsGetAccountBalance() (*UserBalance, error) {
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
|
|
}
|
|
accBalance := wsRequest{
|
|
Request: "user_balance",
|
|
Nonce: getNonce(),
|
|
}
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(accBalance.Nonce, accBalance)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var response UserBalance
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if response.Status[0] != "OK" {
|
|
return &response, fmt.Errorf("%v get account balance failed", c.Name)
|
|
}
|
|
return &response, nil
|
|
}
|
|
|
|
func (c *COINUT) wsSubmitOrder(o *WsSubmitOrderParameters) (*order.Detail, error) {
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return nil, fmt.Errorf("%v not authorised to submit order", c.Name)
|
|
}
|
|
|
|
curr, err := c.FormatExchangeCurrency(o.Currency, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderSubmissionRequest WsSubmitOrderRequest
|
|
orderSubmissionRequest.Request = "new_order"
|
|
orderSubmissionRequest.Nonce = getNonce()
|
|
orderSubmissionRequest.InstrumentID = c.instrumentMap.LookupID(curr.String())
|
|
orderSubmissionRequest.Quantity = o.Amount
|
|
orderSubmissionRequest.Price = o.Price
|
|
orderSubmissionRequest.Side = o.Side.String()
|
|
|
|
if o.OrderID > 0 {
|
|
orderSubmissionRequest.OrderID = o.OrderID
|
|
}
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(orderSubmissionRequest.Nonce, orderSubmissionRequest)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var incoming wsOrderContainer
|
|
err = json.Unmarshal(resp, &incoming)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
var ord *order.Detail
|
|
ord, err = c.parseOrderContainer(&incoming)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return ord, nil
|
|
}
|
|
|
|
func (c *COINUT) wsSubmitOrders(orders []WsSubmitOrderParameters) ([]order.Detail, []error) {
|
|
var errs []error
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
errs = append(errs, fmt.Errorf("%v not authorised to submit orders",
|
|
c.Name))
|
|
return nil, errs
|
|
}
|
|
orderRequest := WsSubmitOrdersRequest{}
|
|
for i := range orders {
|
|
curr, err := c.FormatExchangeCurrency(orders[i].Currency, asset.Spot)
|
|
if err != nil {
|
|
return nil, []error{err}
|
|
}
|
|
|
|
orderRequest.Orders = append(orderRequest.Orders,
|
|
WsSubmitOrdersRequestData{
|
|
Quantity: orders[i].Amount,
|
|
Price: orders[i].Price,
|
|
Side: orders[i].Side.String(),
|
|
InstrumentID: c.instrumentMap.LookupID(curr.String()),
|
|
ClientOrderID: i + 1,
|
|
})
|
|
}
|
|
|
|
orderRequest.Nonce = getNonce()
|
|
orderRequest.Request = "new_orders"
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(orderRequest.Nonce, orderRequest)
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
return nil, errs
|
|
}
|
|
var incoming []wsOrderContainer
|
|
err = json.Unmarshal(resp, &incoming)
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
return nil, errs
|
|
}
|
|
|
|
ordersResponse := make([]order.Detail, 0, len(incoming))
|
|
for i := range incoming {
|
|
o, err := c.parseOrderContainer(&incoming[i])
|
|
if err != nil {
|
|
errs = append(errs, err)
|
|
continue
|
|
}
|
|
ordersResponse = append(ordersResponse, *o)
|
|
}
|
|
|
|
return ordersResponse, errs
|
|
}
|
|
|
|
func (c *COINUT) wsGetOpenOrders(curr string) (*WsUserOpenOrdersResponse, error) {
|
|
var response *WsUserOpenOrdersResponse
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return response, fmt.Errorf("%v not authorised to get open orders",
|
|
c.Name)
|
|
}
|
|
var openOrdersRequest WsGetOpenOrdersRequest
|
|
openOrdersRequest.Request = "user_open_orders"
|
|
openOrdersRequest.Nonce = getNonce()
|
|
openOrdersRequest.InstrumentID = c.instrumentMap.LookupID(curr)
|
|
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(openOrdersRequest.Nonce, openOrdersRequest)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
if response.Status[0] != "OK" {
|
|
return response, fmt.Errorf("%v get open orders failed for currency %v",
|
|
c.Name,
|
|
curr)
|
|
}
|
|
return response, nil
|
|
}
|
|
|
|
func (c *COINUT) wsCancelOrder(cancellation *WsCancelOrderParameters) (*CancelOrdersResponse, error) {
|
|
var response *CancelOrdersResponse
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return response, fmt.Errorf("%v not authorised to cancel order", c.Name)
|
|
}
|
|
|
|
curr, err := c.FormatExchangeCurrency(cancellation.Currency, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var cancellationRequest WsCancelOrderRequest
|
|
cancellationRequest.Request = "cancel_order"
|
|
cancellationRequest.InstrumentID = c.instrumentMap.LookupID(curr.String())
|
|
cancellationRequest.OrderID = cancellation.OrderID
|
|
cancellationRequest.Nonce = getNonce()
|
|
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(cancellationRequest.Nonce, cancellationRequest)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
if response.Status[0] != "OK" {
|
|
return response, fmt.Errorf("%v order cancellation failed for currency %v and orderID %v, message %v",
|
|
c.Name,
|
|
cancellation.Currency,
|
|
cancellation.OrderID,
|
|
response.Status[0])
|
|
}
|
|
return response, nil
|
|
}
|
|
|
|
func (c *COINUT) wsCancelOrders(cancellations []WsCancelOrderParameters) (*CancelOrdersResponse, error) {
|
|
var err error
|
|
var response *CancelOrdersResponse
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return nil, err
|
|
}
|
|
var cancelOrderRequest WsCancelOrdersRequest
|
|
for i := range cancellations {
|
|
var curr currency.Pair
|
|
curr, err = c.FormatExchangeCurrency(cancellations[i].Currency,
|
|
asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
cancelOrderRequest.Entries = append(cancelOrderRequest.Entries,
|
|
WsCancelOrdersRequestEntry{
|
|
InstID: c.instrumentMap.LookupID(curr.String()),
|
|
OrderID: cancellations[i].OrderID,
|
|
})
|
|
}
|
|
|
|
cancelOrderRequest.Request = "cancel_orders"
|
|
cancelOrderRequest.Nonce = getNonce()
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(cancelOrderRequest.Nonce, cancelOrderRequest)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
return response, err
|
|
}
|
|
|
|
func (c *COINUT) wsGetTradeHistory(p currency.Pair, start, limit int64) (*WsTradeHistoryResponse, error) {
|
|
var response *WsTradeHistoryResponse
|
|
if !c.Websocket.CanUseAuthenticatedEndpoints() {
|
|
return response, fmt.Errorf("%v not authorised to get trade history",
|
|
c.Name)
|
|
}
|
|
|
|
curr, err := c.FormatExchangeCurrency(p, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var request WsTradeHistoryRequest
|
|
request.Request = "trade_history"
|
|
request.InstID = c.instrumentMap.LookupID(curr.String())
|
|
request.Nonce = getNonce()
|
|
request.Start = start
|
|
request.Limit = limit
|
|
|
|
resp, err := c.Websocket.Conn.SendMessageReturnResponse(request.Nonce, request)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
err = json.Unmarshal(resp, &response)
|
|
if err != nil {
|
|
return response, err
|
|
}
|
|
if response.Status[0] != "OK" {
|
|
return response, fmt.Errorf("%v get trade history failed for %v",
|
|
c.Name,
|
|
request)
|
|
}
|
|
return response, nil
|
|
}
|