gocryptotrader/exchanges/bithumb/bithumb_websocket.go

package bithumb

import (
	"context"
	"fmt"
	"net/http"
	"strings"
	"text/template"
	"time"

	"github.com/Masterminds/sprig/v3"
	"github.com/gorilla/websocket"
	"github.com/thrasher-corp/gocryptotrader/common"
	"github.com/thrasher-corp/gocryptotrader/currency"
	"github.com/thrasher-corp/gocryptotrader/encoding/json"
	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
	"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
	"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
	"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
)

const (
	wsEndpoint       = "wss://pubwss.bithumb.com/pub/ws"
	tickerTimeLayout = "20060102150405"
	tradeTimeLayout  = time.DateTime + ".000000"
)

var (
	location *time.Location
)

var defaultSubscriptions = subscription.List{
	{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel, Interval: kline.ThirtyMin}, // alternatives "1H", "12H", "24H"
	{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel},
	{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel},
}

// WsConnect initiates a websocket connection
func (b *Bithumb) WsConnect() error {
	if !b.Websocket.IsEnabled() || !b.IsEnabled() {
		return stream.ErrWebsocketNotEnabled
	}

	var dialer websocket.Dialer
	dialer.HandshakeTimeout = b.Config.HTTPTimeout
	dialer.Proxy = http.ProxyFromEnvironment

	err := b.Websocket.Conn.Dial(&dialer, http.Header{})
	if err != nil {
		return fmt.Errorf("%v - Unable to connect to Websocket. Error: %w",
			b.Name,
			err)
	}

	b.Websocket.Wg.Add(1)
	go b.wsReadData()

	b.setupOrderbookManager()
	return nil
}

// wsReadData receives and passes on websocket messages for processing
func (b *Bithumb) wsReadData() {
	defer b.Websocket.Wg.Done()

	for {
		select {
		case <-b.Websocket.ShutdownC:
			return
		default:
			resp := b.Websocket.Conn.ReadMessage()
			if resp.Raw == nil {
				return
			}
			err := b.wsHandleData(resp.Raw)
			if err != nil {
				b.Websocket.DataHandler <- err
			}
		}
	}
}

func (b *Bithumb) wsHandleData(respRaw []byte) error {
	var resp WsResponse
	err := json.Unmarshal(respRaw, &resp)
	if err != nil {
		return err
	}

	if resp.Status != "" {
		if resp.Status == "0000" {
			return nil
		}
		return fmt.Errorf("%s: %w",
			resp.ResponseMessage,
			stream.ErrSubscriptionFailure)
	}

	switch resp.Type {
	case "ticker":
		var tick WsTicker
		err = json.Unmarshal(resp.Content, &tick)
		if err != nil {
			return err
		}
		var lu time.Time
		lu, err = time.ParseInLocation(tickerTimeLayout,
			tick.Date+tick.Time,
			location)
		if err != nil {
			return err
		}
		b.Websocket.DataHandler <- &ticker.Price{
			ExchangeName: b.Name,
			AssetType:    asset.Spot,
			Last:         tick.PreviousClosePrice,
			Pair:         tick.Symbol,
			Open:         tick.OpenPrice,
			Close:        tick.ClosePrice,
			Low:          tick.LowPrice,
			High:         tick.HighPrice,
			QuoteVolume:  tick.Value,
			Volume:       tick.Volume,
			LastUpdated:  lu,
		}
	case "transaction":
		if !b.IsSaveTradeDataEnabled() {
			return nil
		}

		var trades WsTransactions
		err = json.Unmarshal(resp.Content, &trades)
		if err != nil {
			return err
		}

		toBuffer := make([]trade.Data, len(trades.List))
		var lu time.Time
		for x := range trades.List {
			lu, err = time.ParseInLocation(tradeTimeLayout,
				trades.List[x].ContractTime,
				location)
			if err != nil {
				return err
			}

			toBuffer[x] = trade.Data{
				Exchange:     b.Name,
				AssetType:    asset.Spot,
				CurrencyPair: trades.List[x].Symbol,
				Timestamp:    lu,
				Price:        trades.List[x].ContractPrice,
				Amount:       trades.List[x].ContractAmount,
			}
		}

		err = b.AddTradesToBuffer(toBuffer...)
		if err != nil {
			return err
		}
	case "orderbookdepth":
		var orderbooks WsOrderbooks
		err = json.Unmarshal(resp.Content, &orderbooks)
		if err != nil {
			return err
		}
		init, err := b.UpdateLocalBuffer(&orderbooks)
		if err != nil && !init {
			return fmt.Errorf("%v - UpdateLocalCache error: %s", b.Name, err)
		}
		return nil
	default:
		return fmt.Errorf("unhandled response type %s", resp.Type)
	}

	return nil
}

// generateSubscriptions generates the default subscription set
func (b *Bithumb) generateSubscriptions() (subscription.List, error) {
	return b.Features.Subscriptions.ExpandTemplates(b)
}

// GetSubscriptionTemplate returns a subscription channel template
func (b *Bithumb) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
	return template.New("master.tmpl").Funcs(sprig.FuncMap()).Funcs(template.FuncMap{"subToReq": subToReq}).Parse(subTplText)
}

// Subscribe subscribes to a set of channels
func (b *Bithumb) Subscribe(subs subscription.List) error {
	var errs error
	for _, s := range subs {
		err := b.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, json.RawMessage(s.QualifiedChannel))
		if err == nil {
			err = b.Websocket.AddSuccessfulSubscriptions(b.Websocket.Conn, s)
		}
		if err != nil {
			errs = common.AppendError(errs, err)
		}
	}
	return errs
}

// subToReq returns the subscription as a map to populate WsSubscribe
func subToReq(s *subscription.Subscription, p currency.Pairs) *WsSubscribe {
	req := &WsSubscribe{
		Type:    s.Channel,
		Symbols: common.SortStrings(p),
	}
	switch s.Channel {
	case subscription.TickerChannel:
		// As-is
	case subscription.OrderbookChannel:
		req.Type = "orderbookdepth"
	case subscription.AllTradesChannel:
		req.Type = "transaction"
	default:
		panic(fmt.Errorf("%w: %s", subscription.ErrNotSupported, s.Channel))
	}
	if s.Interval > 0 {
		req.TickTypes = []string{strings.ToUpper(s.Interval.Short())}
	}
	return req
}

const subTplText = `
{{ range $asset, $pairs := $.AssetPairs }}
	{{- subToReq $.S $pairs | mustToJson }}
	{{- $.AssetSeparator }}
{{- end }}
`