Files
gocryptotrader/exchanges/request/request.go
Scott 6c850e73e2 Websocket connection handling and subscription management (#297)
* Step one: Sets up  connection handler for websockets to always be connected until a shutdown event is received.
Sets up a vague subscription handler to ensure subscriptions are subscribed

* Adds support for resubscriptions for bitfinex, bitstamp, bitmex and btcc. Adds subscription params for special websocket subscription requirements. Removes subscription monitor from wait group so that it can exist despite a shutdown and continuously check

* Adds channel subscription support to bitmex, btse, coibasepro, coinut, gateio, gemini, hitbtc, huobi, hadax, kraken, okgroup, poloniex and zb

* Implements unsubscribe for bitfinex, btcc, btse, coinbasepro, gateio, gitbtc, huobi, hadax

* ManageSubscriptions now called from WSConnect and made private instead of inside individual exchanges. ManageSubscriptions can now unsubscribe. exchange_websocket_types.go now contains all exchange_websocket.go types to avoid clutter

* Adds it to websocket functionality so managesubscriptions will close when not supported

* Separates functions into testable functions to ensure logic works. Adds tests. Updates websocket setup to include verbosity (inherited from exchange). Adds no connection tolerance to fatal on failed reconnects

* More exchange_websocket tests. Updating to use pointers. Creation of equals func to make comparison easier

* Fixes okex, okcoin tests. Fixes race conditions. Removes pointer usage again.

* Adds subscribe and unsubscribe to wrappers

* Fixes deadlock. Fixes ws verbosity.

* Updates all exchanges to properly support subscription/connection feature. Also reintroduces race conditions....

* Moves connection varialbes to struct from package to allow each websocket to have their own reconnection checks. Neatens up logs

* Fixes lint/critic issues. Fixes tests. Removes unused function.

* Moves websocket ratelimiter to their own const variables. Fixes more race conditions with connecting variable

* Removes redundant subscribe functions. Ensuring only the exchange_websocket.go can manage subscriptions. Fixes debug logs to be verbose wrapped

* Fixes issue with slice copying. Re-adds okgroup default channels

* Adds nolint to append

* Adds comments and adds support for gateio auth request subscriptions

* Adds new test to ensure slices dont point to the same vars

* removes fatals. gofmt goimports

* more gofmts

* Addresses PR comments, removing empty and redundant lines

* Addresses PR comments. Ensures that writing to the websocket is single-threaded by adding a mutex to exchanges. Minimises wrapper code and moves subscription loops to exchange_websocket. Privatises ChannelsToSubscribe, Connecting properties and removeChannelToSubscribe func to prevent unnecessary tampering.

* Removes unused mutex. FMTS and IMPORTS

* Fixes request lock time change

* More specific logs

* Renames ws mutex. Fixes bitmex subscriptions. Increased gateio ratelimiter to 120ms. Removes ratelimiter from bitfinex, bitmex, bitstamp, btcc, btse, coibasepro, hitbtc, huobi, hadax, poloniex and zb

* changes recieved typo due to not being well received

* Fixes parsing issue with Huobi and hadax

* Fixes data race with more locks

* removes defer locks. fixes huobi/hadax verbose output

* Fixes double JSONEncode for coinut. Fixes verbose output for coinut

* gofmt,goimport for coinut

* Fixes issue where multiple connection monitors can spawn

* Removes defer exchange.WebsocketConn.Close() in defer handledata exit as connectionmonitor handles connections instead

* gofmt and go import

* More fmts
2019-05-16 16:39:16 +10:00

566 lines
13 KiB
Go

package request
import (
"compress/gzip"
"errors"
"fmt"
"io"
"io/ioutil"
"net"
"net/http"
"net/http/httputil"
"net/url"
"sync"
"time"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/exchanges/nonce"
log "github.com/thrasher-/gocryptotrader/logger"
)
var supportedMethods = []string{http.MethodGet, http.MethodPost, http.MethodHead,
http.MethodPut, http.MethodDelete, http.MethodOptions, http.MethodConnect}
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
disengage chan struct{}
WorkerStarted bool
Nonce nonce.Nonce
fifoLock sync.Mutex
}
// 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
HTTPDebugging 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),
disengage: make(chan struct{}, 1),
timeoutRetryAttempts: defaultTimeoutRetryAttempts,
}
}
// IsValidMethod returns whether the supplied method is supported
func IsValidMethod(method string) bool {
return common.StringDataCompareInsensitive(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, path string, body io.Reader, result interface{}, authRequest, verbose, httpDebug bool) error {
if verbose {
log.Debugf("%s exchange request path: %s requires rate limiter: %v", r.Name, path, r.RequiresRateLimiter())
for k, d := range req.Header {
log.Debugf("%s exchange request header [%s]: %s", r.Name, k, d)
}
log.Debug(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.Errorf("%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")
}
var reader io.ReadCloser
switch resp.Header.Get("Content-Encoding") {
case "gzip":
reader, err = gzip.NewReader(resp.Body)
defer reader.Close()
if err != nil {
return err
}
case "json":
reader = resp.Body
default:
switch {
case common.StringContains(resp.Header.Get("Content-Type"), "application/json"):
reader = resp.Body
default:
log.Warnf("%s request response content type differs from JSON; received %v [path: %s]",
r.Name, resp.Header.Get("Content-Type"), path)
reader = resp.Body
}
}
contents, err := ioutil.ReadAll(reader)
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
}
if httpDebug {
dump, err := httputil.DumpResponse(resp, false)
if err != nil {
log.Errorf("DumpResponse invalid response: %v:", err)
}
log.Debugf("DumpResponse Headers (%v):\n%s", path, dump)
log.Debugf("DumpResponse Body (%v):\n %s", path, string(contents))
}
resp.Body.Close()
if verbose {
log.Debugf("HTTP status: %s, Code: %v", resp.Status, resp.StatusCode)
if !httpDebug {
log.Debugf("%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.Path, x.Body, x.Result, x.AuthRequest, x.Verbose, x.HTTPDebugging)
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.Debugf("%s request. Rate limited! Sleeping for %v", r.Name, diff)
}
time.Sleep(diff)
for {
if r.IsRateLimited(x.AuthRequest) {
time.Sleep(time.Millisecond)
continue
}
r.IncrementRequests(x.AuthRequest)
if x.Verbose {
log.Debugf("%s request. No longer rate limited! Doing request", r.Name)
}
err := r.DoRequest(x.Request, x.Path, x.Body, x.Result, x.AuthRequest, x.Verbose, x.HTTPDebugging)
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, nonceEnabled, verbose, httpDebugging bool) error {
if !nonceEnabled {
r.lock()
}
if r == nil || r.Name == "" {
r.unlock()
return errors.New("not initiliased, SetDefaults() called before making request?")
}
if !IsValidMethod(method) {
r.unlock()
return fmt.Errorf("incorrect method supplied %s: supported %s", method, supportedMethods)
}
if path == "" {
r.unlock()
return errors.New("invalid path")
}
req, err := r.checkRequest(method, path, body, headers)
if err != nil {
r.unlock()
return err
}
if httpDebugging {
dump, err := httputil.DumpRequestOut(req, true)
if err != nil {
log.Errorf("DumpRequest invalid response %v:", err)
}
log.Debugf("DumpRequest:\n%s", dump)
}
if !r.RequiresRateLimiter() {
r.unlock()
return r.DoRequest(req, path, body, result, authRequest, verbose, httpDebugging)
}
if len(r.Jobs) == maxRequestJobs {
r.unlock()
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,
HTTPDebugging: httpDebugging,
}
if verbose {
log.Debugf("%s request. Attaching new job.", r.Name)
}
r.Jobs <- newJob
r.unlock()
if verbose {
log.Debugf("%s request. Waiting for job to complete.", r.Name)
}
resp := <-newJob.JobResult
if verbose {
log.Debugf("%s request. Job complete.", r.Name)
}
return resp.Error
}
// GetNonce returns a nonce for requests. This locks and enforces concurrent
// nonce FIFO on the buffered job channel
func (r *Requester) GetNonce(isNano bool) nonce.Value {
r.lock()
if r.Nonce.Get() == 0 {
if isNano {
r.Nonce.Set(time.Now().UnixNano())
} else {
r.Nonce.Set(time.Now().Unix())
}
return r.Nonce.Get()
}
r.Nonce.Inc()
return r.Nonce.Get()
}
// GetNonceMilli returns a nonce for requests. This locks and enforces concurrent
// nonce FIFO on the buffered job channel this is for millisecond
func (r *Requester) GetNonceMilli() nonce.Value {
r.lock()
if r.Nonce.Get() == 0 {
r.Nonce.Set(time.Now().UnixNano() / int64(time.Millisecond))
return r.Nonce.Get()
}
r.Nonce.Inc()
return r.Nonce.Get()
}
// 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
}
// lock locks and sets up an issue timer, if something errors out of scope it
// automatically unlocks
func (r *Requester) lock() {
if r.disengage == nil {
r.disengage = make(chan struct{}, 1)
}
var wg sync.WaitGroup
r.fifoLock.Lock()
wg.Add(1)
go func() {
timer := time.NewTimer(50 * time.Millisecond)
wg.Done()
select {
case <-timer.C:
log.Errorf("Unlocking due to possible error for %s", r.Name)
r.fifoLock.Unlock()
case <-r.disengage:
return
}
}()
wg.Wait()
}
// unlock unlocks mtx and shuts down a timer
func (r *Requester) unlock() {
r.disengage <- struct{}{}
r.fifoLock.Unlock()
}