Files
gocryptotrader/exchanges/gateio/gateio_websocket.go
2019-10-31 12:02:50 +11:00

439 lines
12 KiB
Go

package gateio
import (
"errors"
"fmt"
"net/http"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wshandler"
"github.com/thrasher-corp/gocryptotrader/exchanges/websocket/wsorderbook"
log "github.com/thrasher-corp/gocryptotrader/logger"
)
const (
gateioWebsocketEndpoint = "wss://ws.gateio.ws/v3/"
gatioWsMethodPing = "ping"
gateioWebsocketRateLimit = 120
)
// WsConnect initiates a websocket connection
func (g *Gateio) WsConnect() error {
if !g.Websocket.IsEnabled() || !g.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := g.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
go g.WsHandleData()
_, err = g.wsServerSignIn()
if err != nil {
log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", g.Name, err)
}
g.GenerateAuthenticatedSubscriptions()
g.GenerateDefaultSubscriptions()
return nil
}
func (g *Gateio) wsServerSignIn() (*WebsocketAuthenticationResponse, error) {
if !g.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return nil, fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", g.Name)
}
nonce := int(time.Now().Unix() * 1000)
sigTemp := g.GenerateSignature(strconv.Itoa(nonce))
signature := crypto.Base64Encode(sigTemp)
signinWsRequest := WebsocketRequest{
ID: g.WebsocketConn.GenerateMessageID(true),
Method: "server.sign",
Params: []interface{}{g.API.Credentials.Key, signature, nonce},
}
resp, err := g.WebsocketConn.SendMessageReturnResponse(signinWsRequest.ID, signinWsRequest)
if err != nil {
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
return nil, err
}
var response WebsocketAuthenticationResponse
err = common.JSONDecode(resp, &response)
if err != nil {
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
return nil, err
}
if response.Result.Status == "success" {
g.Websocket.SetCanUseAuthenticatedEndpoints(true)
}
return &response, nil
}
// WsHandleData handles all the websocket data coming from the websocket
// connection
func (g *Gateio) WsHandleData() {
g.Websocket.Wg.Add(1)
defer func() {
g.Websocket.Wg.Done()
}()
for {
select {
case <-g.Websocket.ShutdownC:
return
default:
resp, err := g.WebsocketConn.ReadMessage()
if err != nil {
g.Websocket.ReadMessageErrors <- err
return
}
g.Websocket.TrafficAlert <- struct{}{}
var result WebsocketResponse
err = common.JSONDecode(resp.Raw, &result)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
if result.ID > 0 {
g.WebsocketConn.AddResponseWithID(result.ID, resp.Raw)
continue
}
if result.Error.Code != 0 {
if strings.Contains(result.Error.Message, "authentication") {
g.Websocket.DataHandler <- fmt.Errorf("%v - authentication failed: %v", g.Name, err)
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
continue
}
g.Websocket.DataHandler <- fmt.Errorf("%v error %s",
g.Name, result.Error.Message)
continue
}
switch {
case strings.Contains(result.Method, "ticker"):
var ticker WebsocketTicker
var c string
err = common.JSONDecode(result.Params[1], &ticker)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[0], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
g.Websocket.DataHandler <- wshandler.TickerData{
Exchange: g.Name,
Open: ticker.Open,
Close: ticker.Close,
Volume: ticker.BaseVolume,
QuoteVolume: ticker.QuoteVolume,
High: ticker.High,
Low: ticker.Low,
Last: ticker.Last,
AssetType: asset.Spot,
Pair: currency.NewPairFromString(c),
}
case strings.Contains(result.Method, "trades"):
var trades []WebsocketTrade
var c string
err = common.JSONDecode(result.Params[1], &trades)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[0], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
for i := range trades {
g.Websocket.DataHandler <- wshandler.TradeData{
Timestamp: time.Now(),
CurrencyPair: currency.NewPairFromString(c),
AssetType: asset.Spot,
Exchange: g.GetName(),
Price: trades[i].Price,
Amount: trades[i].Amount,
Side: trades[i].Type,
}
}
case strings.Contains(result.Method, "depth"):
var IsSnapshot bool
var c string
var data = make(map[string][][]string)
err = common.JSONDecode(result.Params[0], &IsSnapshot)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[2], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[1], &data)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
var asks, bids []orderbook.Item
askData, askOk := data["asks"]
for i := range askData {
amount, _ := strconv.ParseFloat(askData[i][1], 64)
price, _ := strconv.ParseFloat(askData[i][0], 64)
asks = append(asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
bidData, bidOk := data["bids"]
for i := range bidData {
amount, _ := strconv.ParseFloat(bidData[i][1], 64)
price, _ := strconv.ParseFloat(bidData[i][0], 64)
bids = append(bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
if !askOk && !bidOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access ask or bid data")
}
if IsSnapshot {
if !askOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access ask data")
}
if !bidOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access bid data")
}
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.AssetType = asset.Spot
newOrderBook.Pair = currency.NewPairFromString(c)
newOrderBook.ExchangeName = g.GetName()
err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
if err != nil {
g.Websocket.DataHandler <- err
}
} else {
err = g.Websocket.Orderbook.Update(
&wsorderbook.WebsocketOrderbookUpdate{
Asks: asks,
Bids: bids,
CurrencyPair: currency.NewPairFromString(c),
UpdateTime: time.Now(),
AssetType: asset.Spot,
})
if err != nil {
g.Websocket.DataHandler <- err
}
}
g.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Pair: currency.NewPairFromString(c),
Asset: asset.Spot,
Exchange: g.GetName(),
}
case strings.Contains(result.Method, "kline"):
var data []interface{}
err = common.JSONDecode(result.Params[0], &data)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
open, _ := strconv.ParseFloat(data[1].(string), 64)
closePrice, _ := strconv.ParseFloat(data[2].(string), 64)
high, _ := strconv.ParseFloat(data[3].(string), 64)
low, _ := strconv.ParseFloat(data[4].(string), 64)
volume, _ := strconv.ParseFloat(data[5].(string), 64)
g.Websocket.DataHandler <- wshandler.KlineData{
Timestamp: time.Now(),
Pair: currency.NewPairFromString(data[7].(string)),
AssetType: asset.Spot,
Exchange: g.GetName(),
OpenPrice: open,
ClosePrice: closePrice,
HighPrice: high,
LowPrice: low,
Volume: volume,
}
}
}
}
}
// GenerateAuthenticatedSubscriptions Adds authenticated subscriptions to websocket to be handled by ManageSubscriptions()
func (g *Gateio) GenerateAuthenticatedSubscriptions() {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return
}
var channels = []string{"balance.subscribe", "order.subscribe"}
var subscriptions []wshandler.WebsocketChannelSubscription
enabledCurrencies := g.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
})
}
}
g.Websocket.SubscribeToChannels(subscriptions)
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (g *Gateio) GenerateDefaultSubscriptions() {
var channels = []string{"ticker.subscribe", "trades.subscribe", "depth.subscribe", "kline.subscribe"}
var subscriptions []wshandler.WebsocketChannelSubscription
enabledCurrencies := g.GetEnabledPairs(asset.Spot)
for i := range channels {
for j := range enabledCurrencies {
params := make(map[string]interface{})
if strings.EqualFold(channels[i], "depth.subscribe") {
params["limit"] = 30
params["interval"] = "0.1"
} else if strings.EqualFold(channels[i], "kline.subscribe") {
params["interval"] = 1800
}
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
Params: params,
})
}
}
g.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (g *Gateio) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
params := []interface{}{g.FormatExchangeCurrency(channelToSubscribe.Currency,
asset.Spot).Upper()}
for i := range channelToSubscribe.Params {
params = append(params, channelToSubscribe.Params[i])
}
subscribe := WebsocketRequest{
ID: g.WebsocketConn.GenerateMessageID(true),
Method: channelToSubscribe.Channel,
Params: params,
}
resp, err := g.WebsocketConn.SendMessageReturnResponse(subscribe.ID, subscribe)
if err != nil {
return err
}
var response WebsocketAuthenticationResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return err
}
if response.Result.Status != "success" {
return fmt.Errorf("%v could not subscribe to %v", g.Name, channelToSubscribe.Channel)
}
return nil
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (g *Gateio) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
unsbuscribeText := strings.Replace(channelToSubscribe.Channel, "subscribe", "unsubscribe", 1)
subscribe := WebsocketRequest{
ID: g.WebsocketConn.GenerateMessageID(true),
Method: unsbuscribeText,
Params: []interface{}{g.FormatExchangeCurrency(channelToSubscribe.Currency,
asset.Spot).Upper(), 1800},
}
resp, err := g.WebsocketConn.SendMessageReturnResponse(subscribe.ID, subscribe)
if err != nil {
return err
}
var response WebsocketAuthenticationResponse
err = common.JSONDecode(resp, &response)
if err != nil {
return err
}
if response.Result.Status != "success" {
return fmt.Errorf("%v could not subscribe to %v", g.Name, channelToSubscribe.Channel)
}
return nil
}
func (g *Gateio) wsGetBalance(currencies []string) (*WsGetBalanceResponse, error) {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to get balance", g.Name)
}
balanceWsRequest := wsGetBalanceRequest{
ID: g.WebsocketConn.GenerateMessageID(false),
Method: "balance.query",
Params: currencies,
}
resp, err := g.WebsocketConn.SendMessageReturnResponse(balanceWsRequest.ID, balanceWsRequest)
if err != nil {
return nil, err
}
var balance WsGetBalanceResponse
err = common.JSONDecode(resp, &balance)
if err != nil {
return &balance, err
}
return &balance, nil
}
func (g *Gateio) wsGetOrderInfo(market string, offset, limit int) (*WebSocketOrderQueryResult, error) {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return nil, fmt.Errorf("%v not authorised to get order info", g.Name)
}
order := WebsocketRequest{
ID: g.WebsocketConn.GenerateMessageID(true),
Method: "order.query",
Params: []interface{}{
market,
offset,
limit,
},
}
resp, err := g.WebsocketConn.SendMessageReturnResponse(order.ID, order)
if err != nil {
return nil, err
}
var orderQuery WebSocketOrderQueryResult
err = common.JSONDecode(resp, &orderQuery)
if err != nil {
return &orderQuery, err
}
return &orderQuery, nil
}