Files
gocryptotrader/exchanges/request/request.go
Ryan O'Hara-Reid 7c3134f35b Wrapper update modify order (#222)
* Changed IBotExchange interface ModifyOrder function paramater and return value to exchange type for easier addition or retraction of variables.

* Function ModifyOrder for Binance not supported via API

* Change to unsupported function for exchange ZB

* Change to unsupported function for exchange Yobit

* Add modify order support for Poloniex

*  Change to unsupported function for exchange Okex

* Change to unsupported function for exchange Localbitcoins

* Change to unsupported function for exchange Liqui

* Change to unsupported function for exchange LakeBTC

* Change to unsupported function for exchange Kraken

* Change to unsupported function for exchange Itbit

* Change to unsupported function for exchange HuobiHadax

* Change to unsupported function for exchange Huobi

* Change to unsupported function for exchange HitBTC

* Change to unsupported function for exchange Gemini

* Change to unsupported function for exchange GateIO

* Change to unsupported function for exchange Exmo

* Change to unsupported function for exchange Coinut

* Change to unsupported function for exchange Coinbase

* Change to unsupported function for exchange BTCMarkets

* Change to unsupported function for exchange Bittrex

* Change to unsupported function for exchange Bitstamp

* Add modify order support for Bitmex

* Add verbose header information in request package

* Add modify order support for Bithumb exchange

* Change to unsupported function for exchange Bitflyer

* Change to unsupported function for exchange Bitfinex

*  Change to unsupported function for exchange ANX

* Change interface function signature

* Rm redundant code for authenticated requests in Bithumb

* Add error check if decimal values supplied for create or modifying an order on Bitmex

* Added test functions across the exchanges

* Rm comment for modify order on Alphapoint exchange

* Update tmpl file for exchange wrapper
2018-12-20 16:31:17 +11:00

442 lines
10 KiB
Go

package request
import (
"errors"
"fmt"
"io"
"io/ioutil"
"log"
"net"
"net/http"
"net/url"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
)
var supportedMethods = []string{"GET", "POST", "HEAD", "PUT", "DELETE", "OPTIONS", "CONNECT"}
const (
maxRequestJobs = 50
proxyTLSTimeout = 15 * time.Second
defaultTimeoutRetryAttempts = 3
)
// Requester struct for the request client
type Requester struct {
HTTPClient *http.Client
UnauthLimit *RateLimit
AuthLimit *RateLimit
Name string
UserAgent string
Cycle time.Time
timeoutRetryAttempts int
m sync.Mutex
Jobs chan Job
WorkerStarted bool
}
// RateLimit struct
type RateLimit struct {
Duration time.Duration
Rate int
Requests int
Mutex sync.Mutex
}
// JobResult holds a request job result
type JobResult struct {
Error error
Result interface{}
}
// Job holds a request job
type Job struct {
Request *http.Request
Method string
Path string
Headers map[string]string
Body io.Reader
Result interface{}
JobResult chan *JobResult
AuthRequest bool
Verbose bool
}
// NewRateLimit creates a new RateLimit
func NewRateLimit(d time.Duration, rate int) *RateLimit {
return &RateLimit{Duration: d, Rate: rate}
}
// ToString returns the rate limiter in string notation
func (r *RateLimit) ToString() string {
return fmt.Sprintf("Rate limiter set to %d requests per %v", r.Rate, r.Duration)
}
// GetRate returns the ratelimit rate
func (r *RateLimit) GetRate() int {
r.Mutex.Lock()
defer r.Mutex.Unlock()
return r.Rate
}
// SetRate sets the ratelimit rate
func (r *RateLimit) SetRate(rate int) {
r.Mutex.Lock()
defer r.Mutex.Unlock()
r.Rate = rate
}
// GetRequests returns the number of requests for the ratelimit
func (r *RateLimit) GetRequests() int {
r.Mutex.Lock()
defer r.Mutex.Unlock()
return r.Requests
}
// SetRequests sets requests counter for the rateliit
func (r *RateLimit) SetRequests(l int) {
r.Mutex.Lock()
defer r.Mutex.Unlock()
r.Requests = l
}
// SetDuration sets the duration for the ratelimit
func (r *RateLimit) SetDuration(d time.Duration) {
r.Mutex.Lock()
defer r.Mutex.Unlock()
r.Duration = d
}
// GetDuration gets the duration for the ratelimit
func (r *RateLimit) GetDuration() time.Duration {
r.Mutex.Lock()
defer r.Mutex.Unlock()
return r.Duration
}
// StartCycle restarts the cycle time and requests counters
func (r *Requester) StartCycle() {
r.Cycle = time.Now()
r.AuthLimit.SetRequests(0)
r.UnauthLimit.SetRequests(0)
}
// IsRateLimited returns whether or not the request Requester is rate limited
func (r *Requester) IsRateLimited(auth bool) bool {
if auth {
if r.AuthLimit.GetRequests() >= r.AuthLimit.GetRate() && r.IsValidCycle(auth) {
return true
}
} else {
if r.UnauthLimit.GetRequests() >= r.UnauthLimit.GetRate() && r.IsValidCycle(auth) {
return true
}
}
return false
}
// RequiresRateLimiter returns whether or not the request Requester requires a rate limiter
func (r *Requester) RequiresRateLimiter() bool {
if r.AuthLimit.GetRate() != 0 || r.UnauthLimit.GetRate() != 0 {
return true
}
return false
}
// IncrementRequests increments the ratelimiter request counter for either auth or unauth
// requests
func (r *Requester) IncrementRequests(auth bool) {
if auth {
reqs := r.AuthLimit.GetRequests()
reqs++
r.AuthLimit.SetRequests(reqs)
return
}
reqs := r.UnauthLimit.GetRequests()
reqs++
r.UnauthLimit.SetRequests(reqs)
}
// DecrementRequests decrements the ratelimiter request counter for either auth or unauth
// requests
func (r *Requester) DecrementRequests(auth bool) {
if auth {
reqs := r.AuthLimit.GetRequests()
reqs--
r.AuthLimit.SetRequests(reqs)
return
}
reqs := r.AuthLimit.GetRequests()
reqs--
r.UnauthLimit.SetRequests(reqs)
}
// SetRateLimit sets the request Requester ratelimiter
func (r *Requester) SetRateLimit(auth bool, duration time.Duration, rate int) {
if auth {
r.AuthLimit.SetRate(rate)
r.AuthLimit.SetDuration(duration)
return
}
r.UnauthLimit.SetRate(rate)
r.UnauthLimit.SetDuration(duration)
}
// GetRateLimit gets the request Requester ratelimiter
func (r *Requester) GetRateLimit(auth bool) *RateLimit {
if auth {
return r.AuthLimit
}
return r.UnauthLimit
}
// SetTimeoutRetryAttempts sets the amount of times the job will be retried
// if it times out
func (r *Requester) SetTimeoutRetryAttempts(n int) error {
if n < 0 {
return errors.New("routines.go error - timeout retry attempts cannot be less than zero")
}
r.timeoutRetryAttempts = n
return nil
}
// New returns a new Requester
func New(name string, authLimit, unauthLimit *RateLimit, httpRequester *http.Client) *Requester {
return &Requester{
HTTPClient: httpRequester,
UnauthLimit: unauthLimit,
AuthLimit: authLimit,
Name: name,
Jobs: make(chan Job, maxRequestJobs),
timeoutRetryAttempts: defaultTimeoutRetryAttempts,
}
}
// IsValidMethod returns whether the supplied method is supported
func IsValidMethod(method string) bool {
return common.StringDataCompareUpper(supportedMethods, method)
}
// IsValidCycle checks to see whether the current request cycle is valid or not
func (r *Requester) IsValidCycle(auth bool) bool {
if auth {
if time.Since(r.Cycle) < r.AuthLimit.GetDuration() {
return true
}
} else {
if time.Since(r.Cycle) < r.UnauthLimit.GetDuration() {
return true
}
}
r.StartCycle()
return false
}
func (r *Requester) checkRequest(method, path string, body io.Reader, headers map[string]string) (*http.Request, error) {
req, err := http.NewRequest(method, path, body)
if err != nil {
return nil, err
}
for k, v := range headers {
req.Header.Add(k, v)
}
if r.UserAgent != "" && req.Header.Get("User-Agent") == "" {
req.Header.Add("User-Agent", r.UserAgent)
}
return req, nil
}
// DoRequest performs a HTTP/HTTPS request with the supplied params
func (r *Requester) DoRequest(req *http.Request, method, path string, headers map[string]string, body io.Reader, result interface{}, authRequest, verbose bool) error {
if verbose {
log.Printf("%s exchange request path: %s requires rate limiter: %v", r.Name, path, r.RequiresRateLimiter())
for k, d := range headers {
log.Printf("%s exchange request header [%s]: %s", r.Name, k, d)
}
log.Println(body)
}
var timeoutError error
for i := 0; i < r.timeoutRetryAttempts+1; i++ {
resp, err := r.HTTPClient.Do(req)
if err != nil {
if timeoutErr, ok := err.(net.Error); ok && timeoutErr.Timeout() {
if verbose {
log.Printf("%s request has timed-out retrying request, count %d",
r.Name,
i)
}
timeoutError = err
continue
}
if r.RequiresRateLimiter() {
r.DecrementRequests(authRequest)
}
return err
}
if resp == nil {
if r.RequiresRateLimiter() {
r.DecrementRequests(authRequest)
}
return errors.New("resp is nil")
}
contents, err := ioutil.ReadAll(resp.Body)
if err != nil {
return err
}
if resp.StatusCode != 200 && resp.StatusCode != 201 && resp.StatusCode != 202 {
err = fmt.Errorf("unsuccessful HTTP status code: %d", resp.StatusCode)
if verbose {
err = fmt.Errorf("%s\n%s", err.Error(),
fmt.Sprintf("%s exchange raw response: %s", r.Name, string(contents)))
}
return err
}
resp.Body.Close()
if verbose {
log.Printf("HTTP status: %s, Code: %v", resp.Status, resp.StatusCode)
log.Printf("%s exchange raw response: %s", r.Name, string(contents))
}
if result != nil {
return common.JSONDecode(contents, result)
}
return nil
}
return fmt.Errorf("request.go error - failed to retry request %s",
timeoutError)
}
func (r *Requester) worker() {
for {
for x := range r.Jobs {
if !r.IsRateLimited(x.AuthRequest) {
r.IncrementRequests(x.AuthRequest)
err := r.DoRequest(x.Request, x.Method, x.Path, x.Headers, x.Body, x.Result, x.AuthRequest, x.Verbose)
x.JobResult <- &JobResult{
Error: err,
Result: x.Result,
}
} else {
limit := r.GetRateLimit(x.AuthRequest)
diff := limit.GetDuration() - time.Since(r.Cycle)
if x.Verbose {
log.Printf("%s request. Rate limited! Sleeping for %v", r.Name, diff)
}
time.Sleep(diff)
for {
if !r.IsRateLimited(x.AuthRequest) {
r.IncrementRequests(x.AuthRequest)
if x.Verbose {
log.Printf("%s request. No longer rate limited! Doing request", r.Name)
}
err := r.DoRequest(x.Request, x.Method, x.Path, x.Headers, x.Body, x.Result, x.AuthRequest, x.Verbose)
x.JobResult <- &JobResult{
Error: err,
Result: x.Result,
}
break
}
}
}
}
}
}
// SendPayload handles sending HTTP/HTTPS requests
func (r *Requester) SendPayload(method, path string, headers map[string]string, body io.Reader, result interface{}, authRequest, verbose bool) error {
if r == nil || r.Name == "" {
return errors.New("not initiliased, SetDefaults() called before making request?")
}
if !IsValidMethod(method) {
return fmt.Errorf("incorrect method supplied %s: supported %s", method, supportedMethods)
}
if path == "" {
return errors.New("invalid path")
}
req, err := r.checkRequest(method, path, body, headers)
if err != nil {
return err
}
if !r.RequiresRateLimiter() {
return r.DoRequest(req, method, path, headers, body, result, authRequest, verbose)
}
if len(r.Jobs) == maxRequestJobs {
return errors.New("max request jobs reached")
}
r.m.Lock()
if !r.WorkerStarted {
r.StartCycle()
r.WorkerStarted = true
go r.worker()
}
r.m.Unlock()
jobResult := make(chan *JobResult)
newJob := Job{
Request: req,
Method: method,
Path: path,
Headers: headers,
Body: body,
Result: result,
JobResult: jobResult,
AuthRequest: authRequest,
Verbose: verbose,
}
if verbose {
log.Printf("%s request. Attaching new job.", r.Name)
}
r.Jobs <- newJob
if verbose {
log.Printf("%s request. Waiting for job to complete.", r.Name)
}
resp := <-newJob.JobResult
if verbose {
log.Printf("%s request. Job complete.", r.Name)
}
return resp.Error
}
// SetProxy sets a proxy address to the client transport
func (r *Requester) SetProxy(p *url.URL) error {
if p.String() == "" {
return errors.New("No proxy URL supplied")
}
r.HTTPClient.Transport = &http.Transport{
Proxy: http.ProxyURL(p),
TLSHandshakeTimeout: proxyTLSTimeout,
}
return nil
}