mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-17 23:16:52 +00:00
* Establishes new websocket functionality. Begins the creation of the websocket request * Adding a wrapper over gorilla websocket connect,send,receive to handle ID messages. Doesn't work * Successfully moved exchange_websocket into its own wshandler namespace. oof * Sets up ZB to use a round trip WS request system * Adds Kraken ID support to subscriptions. Renames duplicate func name UnsubscribeToChannels to RemoveSubscribedChannels. Adds some helper methods in the WebsocketConn to reduce duplicate code. Cleans up ZB implementation * Fixes double locking which caused no websocket data to be read. Fixes requestid for kraken subscriptions * Completes Huobi and Hadax implementation. Extends ZB error handling. Adds GZip support for reading messages * Adds HitBTC support. Adds GetCurrencies, GetSymbols, GetTrades WS funcs. Adds super fun new parameter to GenerateMessageID for Unix and UnixNano * Adds GateIO id support * Adds Coinut support. Prevents nil reference error in constatus when there isnt one * Standardises all Exchange websockets to use the wshandler websocket. Removes the wsRequestMtx as wshandler handles that now. Makes the Dialer a dialer, its not externally referenced that I can see. * Fixes issue with coinut implementation. Updates bitmex currencies. Removes redundant log messages which are used to log messages * Starts testing. Renames files * Adds tests for websocket connection * Reverts request.go change * Linting everything * Fixes rebase issue * Final changes. Fixes variable names, removes log.Debug, removes lines, rearranges test types, removes order correlation websocket type * Final final commit, fixing ZB issues. * Adds traffic alerts where missed. Changes empty struct pointer addresses to nil instead. Removes empty lines * Fixed string conversion * Fixes issue with ZB not sending success codes * Fixes issue with coinut processing due to nonce handling with subscriptions * Fixes issue where ZB test failure was not caught. Removes unnecessary error handling from other ZB tests * Removes unused interface * Renames wshandler.Init() to wshandler.Run() * Updates template file * Capitalises cryptocurrencies in struct. Moves websocketResponseCheckTimeout and websocketResponseMaxLimit into config options. Moves connection configuration to main exchange Setup (where appropriate). Reverts currencylastupdated ticks. Improves reader close error checking * Fixes two inconsistent websocket delay times * Creates a default variable for websocket ResponseMaxLimit and ResponseCheckTimeout, then applies it to setdefaults and all tests * Updates exchange template to set and use default websocket response limits
259 lines
6.1 KiB
Go
259 lines
6.1 KiB
Go
package bitstamp
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import (
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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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"time"
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"github.com/gorilla/websocket"
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"github.com/thrasher-/gocryptotrader/common"
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"github.com/thrasher-/gocryptotrader/currency"
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"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-/gocryptotrader/exchanges/wshandler"
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log "github.com/thrasher-/gocryptotrader/logger"
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)
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const (
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bitstampWSURL = "wss://ws.bitstamp.net"
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)
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// WsConnect connects to a websocket feed
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func (b *Bitstamp) WsConnect() error {
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if !b.Websocket.IsEnabled() || !b.IsEnabled() {
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return errors.New(wshandler.WebsocketNotEnabled)
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}
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var dialer websocket.Dialer
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err := b.WebsocketConn.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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if b.Verbose {
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log.Debugf("%s Connected to Websocket.\n", b.GetName())
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}
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err = b.seedOrderBook()
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if err != nil {
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b.Websocket.DataHandler <- err
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}
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b.generateDefaultSubscriptions()
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go b.WsHandleData()
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return nil
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}
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// WsHandleData handles websocket data from WsReadData
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func (b *Bitstamp) WsHandleData() {
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b.Websocket.Wg.Add(1)
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defer func() {
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b.Websocket.Wg.Done()
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}()
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for {
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select {
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case <-b.Websocket.ShutdownC:
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return
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default:
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resp, err := b.WebsocketConn.ReadMessage()
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if err != nil {
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b.Websocket.DataHandler <- err
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return
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}
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b.Websocket.TrafficAlert <- struct{}{}
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wsResponse := websocketResponse{}
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err = common.JSONDecode(resp.Raw, &wsResponse)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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switch wsResponse.Event {
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case "bts:request_reconnect":
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if b.Verbose {
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log.Debugf("%v - Websocket reconnection request received", b.GetName())
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}
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go b.Websocket.WebsocketReset()
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case "data":
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wsOrderBookTemp := websocketOrderBookResponse{}
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err := common.JSONDecode(resp.Raw, &wsOrderBookTemp)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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currencyPair := common.SplitStrings(wsResponse.Channel, "_")
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p := currency.NewPairFromString(common.StringToUpper(currencyPair[3]))
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err = b.wsUpdateOrderbook(wsOrderBookTemp.Data, p, ticker.Spot)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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case "trade":
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wsTradeTemp := websocketTradeResponse{}
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err := common.JSONDecode(resp.Raw, &wsTradeTemp)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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currencyPair := common.SplitStrings(wsResponse.Channel, "_")
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p := currency.NewPairFromString(common.StringToUpper(currencyPair[2]))
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b.Websocket.DataHandler <- wshandler.TradeData{
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Price: wsTradeTemp.Data.Price,
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Amount: wsTradeTemp.Data.Amount,
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CurrencyPair: p,
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Exchange: b.GetName(),
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AssetType: ticker.Spot,
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}
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}
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}
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}
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}
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func (b *Bitstamp) generateDefaultSubscriptions() {
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var channels = []string{"live_trades_", "diff_order_book_"}
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enabledCurrencies := b.GetEnabledCurrencies()
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var subscriptions []wshandler.WebsocketChannelSubscription
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for i := range channels {
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for j := range enabledCurrencies {
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subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
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Channel: fmt.Sprintf("%v%v", channels[i], enabledCurrencies[j].Lower().String()),
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})
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}
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}
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b.Websocket.SubscribeToChannels(subscriptions)
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}
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// Subscribe sends a websocket message to receive data from the channel
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func (b *Bitstamp) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
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req := websocketEventRequest{
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Event: "bts:subscribe",
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Data: websocketData{
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Channel: channelToSubscribe.Channel,
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},
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}
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return b.WebsocketConn.SendMessage(req)
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}
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// Unsubscribe sends a websocket message to stop receiving data from the channel
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func (b *Bitstamp) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
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req := websocketEventRequest{
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Event: "bts:unsubscribe",
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Data: websocketData{
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Channel: channelToSubscribe.Channel,
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},
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}
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return b.WebsocketConn.SendMessage(req)
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}
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func (b *Bitstamp) wsUpdateOrderbook(ob websocketOrderBook, p currency.Pair, assetType string) error {
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if len(ob.Asks) == 0 && len(ob.Bids) == 0 {
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return errors.New("bitstamp_websocket.go error - no orderbook data")
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}
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var asks, bids []orderbook.Item
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if len(ob.Asks) > 0 {
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for _, ask := range ob.Asks {
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target, err := strconv.ParseFloat(ask[0], 64)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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amount, err := strconv.ParseFloat(ask[1], 64)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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asks = append(asks, orderbook.Item{Price: target, Amount: amount})
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}
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}
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if len(ob.Bids) > 0 {
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for _, bid := range ob.Bids {
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target, err := strconv.ParseFloat(bid[0], 64)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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amount, err := strconv.ParseFloat(bid[1], 64)
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if err != nil {
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b.Websocket.DataHandler <- err
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continue
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}
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bids = append(bids, orderbook.Item{Price: target, Amount: amount})
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}
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}
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err := b.Websocket.Orderbook.Update(bids, asks, p, time.Now(), b.GetName(), assetType)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
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Pair: p,
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Asset: assetType,
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Exchange: b.GetName(),
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}
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return nil
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}
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func (b *Bitstamp) seedOrderBook() error {
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p := b.GetEnabledCurrencies()
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for x := range p {
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orderbookSeed, err := b.GetOrderbook(p[x].String())
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if err != nil {
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return err
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}
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var newOrderBook orderbook.Base
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var asks, bids []orderbook.Item
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for _, ask := range orderbookSeed.Asks {
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var item orderbook.Item
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item.Amount = ask.Amount
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item.Price = ask.Price
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asks = append(asks, item)
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}
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for _, bid := range orderbookSeed.Bids {
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var item orderbook.Item
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item.Amount = bid.Amount
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item.Price = bid.Price
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bids = append(bids, item)
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}
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newOrderBook.Asks = asks
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newOrderBook.Bids = bids
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newOrderBook.Pair = p[x]
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newOrderBook.AssetType = ticker.Spot
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err = b.Websocket.Orderbook.LoadSnapshot(&newOrderBook, b.GetName(), false)
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if err != nil {
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return err
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}
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b.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
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Pair: p[x],
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Asset: ticker.Spot,
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Exchange: b.GetName(),
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}
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}
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return nil
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}
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