gocryptotrader/exchanges/gemini/gemini_websocket.go

// Package gemini exchange documentation can be found at
// https://docs.sandbox.gemini.com
package gemini

import (
	"encoding/json"
	"errors"
	"fmt"
	"net/http"
	"net/url"
	"strconv"
	"strings"
	"time"

	"github.com/gorilla/websocket"
	"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/order"
	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
	"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
	"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
	"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
	"github.com/thrasher-corp/gocryptotrader/log"
)

const (
	geminiWebsocketEndpoint        = "wss://api.gemini.com/v1/"
	geminiWebsocketSandboxEndpoint = "wss://api.sandbox.gemini.com/v1/"
	geminiWsMarketData             = "marketdata"
	geminiWsOrderEvents            = "order/events"
)

// Instantiates a communications channel between websocket connections
var comms = make(chan ReadData)
var responseMaxLimit time.Duration
var responseCheckTimeout time.Duration

// WsConnect initiates a websocket connection
func (g *Gemini) WsConnect() error {
	if !g.Websocket.IsEnabled() || !g.IsEnabled() {
		return errors.New(stream.WebsocketNotEnabled)
	}

	var dialer websocket.Dialer
	if g.Websocket.GetProxyAddress() != "" {
		proxy, err := url.Parse(g.Websocket.GetProxyAddress())
		if err != nil {
			return err
		}
		dialer.Proxy = http.ProxyURL(proxy)
	}

	go g.wsReadData()
	err := g.WsSecureSubscribe(&dialer, geminiWsOrderEvents)
	if err != nil {
		log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", g.Name, err)
	}
	return g.WsSubscribe(&dialer)
}

// WsSubscribe subscribes to the full websocket suite on gemini exchange
func (g *Gemini) WsSubscribe(dialer *websocket.Dialer) error {
	enabledCurrencies, err := g.GetEnabledPairs(asset.Spot)
	if err != nil {
		return err
	}
	for i := range enabledCurrencies {
		val := url.Values{}
		val.Set("heartbeat", "true")
		val.Set("bids", "true")
		val.Set("offers", "true")
		val.Set("trades", "true")
		endpoint := fmt.Sprintf("%s%s/%s?%s",
			g.API.Endpoints.WebsocketURL,
			geminiWsMarketData,
			enabledCurrencies[i].String(),
			val.Encode())
		connection := &stream.WebsocketConnection{
			ExchangeName:     g.Name,
			URL:              endpoint,
			Verbose:          g.Verbose,
			ResponseMaxLimit: responseMaxLimit,
			Traffic:          g.Websocket.TrafficAlert,
			Match:            g.Websocket.Match,
		}
		err := connection.Dial(dialer, http.Header{})
		if err != nil {
			return fmt.Errorf("%v Websocket connection %v error. Error %v",
				g.Name, endpoint, err)
		}
		g.connections = append(g.connections, connection)
		go g.wsFunnelConnectionData(connection, enabledCurrencies[i])
	}
	return nil
}

// WsSecureSubscribe will connect to Gemini's secure endpoint
func (g *Gemini) WsSecureSubscribe(dialer *websocket.Dialer, url string) error {
	if !g.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
		return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", g.Name)
	}
	payload := WsRequestPayload{
		Request: fmt.Sprintf("/v1/%v", url),
		Nonce:   time.Now().UnixNano(),
	}
	PayloadJSON, err := json.Marshal(payload)
	if err != nil {
		return fmt.Errorf("%v sendAuthenticatedHTTPRequest: Unable to JSON request", g.Name)
	}

	endpoint := g.API.Endpoints.WebsocketURL + url
	PayloadBase64 := crypto.Base64Encode(PayloadJSON)
	hmac := crypto.GetHMAC(crypto.HashSHA512_384, []byte(PayloadBase64), []byte(g.API.Credentials.Secret))
	headers := http.Header{}
	headers.Add("Content-Length", "0")
	headers.Add("Content-Type", "text/plain")
	headers.Add("X-GEMINI-PAYLOAD", PayloadBase64)
	headers.Add("X-GEMINI-APIKEY", g.API.Credentials.Key)
	headers.Add("X-GEMINI-SIGNATURE", crypto.HexEncodeToString(hmac))
	headers.Add("Cache-Control", "no-cache")

	g.Websocket.AuthConn = &stream.WebsocketConnection{
		ExchangeName:     g.Name,
		URL:              endpoint,
		Verbose:          g.Verbose,
		ResponseMaxLimit: responseMaxLimit,
		Match:            g.Websocket.Match,
	}
	err = g.Websocket.AuthConn.Dial(dialer, headers)
	if err != nil {
		return fmt.Errorf("%v Websocket connection %v error. Error %v", g.Name, endpoint, err)
	}
	go g.wsFunnelConnectionData(g.Websocket.AuthConn, currency.Pair{})
	return nil
}

// wsFunnelConnectionData receives data from multiple connections and passes it to wsReadData
func (g *Gemini) wsFunnelConnectionData(ws stream.Connection, c currency.Pair) {
	g.Websocket.Wg.Add(1)
	defer g.Websocket.Wg.Done()
	for {
		resp := ws.ReadMessage()
		if resp.Raw == nil {
			return
		}
		comms <- ReadData{Raw: resp.Raw, Currency: c}
	}
}

// wsReadData receives and passes on websocket messages for processing
func (g *Gemini) wsReadData() {
	g.Websocket.Wg.Add(1)
	defer g.Websocket.Wg.Done()
	for {
		select {
		case <-g.Websocket.ShutdownC:
			for i := range g.connections {
				err := g.connections[i].Shutdown()
				if err != nil {
					log.Errorln(log.ExchangeSys, err)
				}
				g.connections[i] = nil
			}
			g.connections = nil
			return
		case resp := <-comms:
			// Gemini likes to send empty arrays
			if string(resp.Raw) == "[]" {
				continue
			}
			err := g.wsHandleData(resp.Raw, resp.Currency)
			if err != nil {
				g.Websocket.DataHandler <- err
			}
		}
	}
}

func (g *Gemini) wsHandleData(respRaw []byte, curr currency.Pair) error {
	// only order details are sent in arrays
	if strings.HasPrefix(string(respRaw), "[") {
		var result []WsOrderResponse
		err := json.Unmarshal(respRaw, &result)
		if err != nil {
			return err
		}

		for i := range result {
			oSide, err := order.StringToOrderSide(result[i].Side)
			if err != nil {
				g.Websocket.DataHandler <- order.ClassificationError{
					Exchange: g.Name,
					OrderID:  result[i].OrderID,
					Err:      err,
				}
			}
			var oType order.Type
			oType, err = stringToOrderType(result[i].OrderType)
			if err != nil {
				g.Websocket.DataHandler <- order.ClassificationError{
					Exchange: g.Name,
					OrderID:  result[i].OrderID,
					Err:      err,
				}
			}
			var oStatus order.Status
			oStatus, err = stringToOrderStatus(result[i].Type)
			if err != nil {
				g.Websocket.DataHandler <- order.ClassificationError{
					Exchange: g.Name,
					OrderID:  result[i].OrderID,
					Err:      err,
				}
			}

			p, err := currency.NewPairFromString(result[i].Symbol)
			if err != nil {
				g.Websocket.DataHandler <- order.ClassificationError{
					Exchange: g.Name,
					OrderID:  result[i].OrderID,
					Err:      err,
				}
			}

			var a asset.Item
			a, err = g.GetPairAssetType(p)
			if err != nil {
				return err
			}
			g.Websocket.DataHandler <- &order.Detail{
				HiddenOrder:     result[i].IsHidden,
				Price:           result[i].Price,
				Amount:          result[i].OriginalAmount,
				ExecutedAmount:  result[i].ExecutedAmount,
				RemainingAmount: result[i].RemainingAmount,
				Exchange:        g.Name,
				ID:              result[i].OrderID,
				Type:            oType,
				Side:            oSide,
				Status:          oStatus,
				AssetType:       a,
				Date:            time.Unix(0, result[i].Timestampms*int64(time.Millisecond)),
				Pair:            p,
			}
		}
		return nil
	}
	var result map[string]interface{}
	err := json.Unmarshal(respRaw, &result)
	if err != nil {
		return fmt.Errorf("%v Error: %v, Raw: %v", g.Name, err, string(respRaw))
	}
	if _, ok := result["type"]; ok {
		switch result["type"] {
		case "subscription_ack":
			var result WsSubscriptionAcknowledgementResponse
			err := json.Unmarshal(respRaw, &result)
			if err != nil {
				return err
			}
			g.Websocket.DataHandler <- result
		case "unsubscribe":
			var result wsUnsubscribeResponse
			err := json.Unmarshal(respRaw, &result)
			if err != nil {
				return err
			}
			g.Websocket.DataHandler <- result
		case "initial":
			var result WsSubscriptionAcknowledgementResponse
			err := json.Unmarshal(respRaw, &result)
			if err != nil {
				return err
			}
			g.Websocket.DataHandler <- result
		case "heartbeat":
			return nil
		case "update":
			if curr.IsEmpty() {
				return fmt.Errorf("%v - `update` response error. Currency is empty %s",
					g.Name, respRaw)
			}
			var marketUpdate WsMarketUpdateResponse
			err := json.Unmarshal(respRaw, &marketUpdate)
			if err != nil {
				return err
			}
			g.wsProcessUpdate(marketUpdate, curr)
		case "candles_1m_updates",
			"candles_5m_updates",
			"candles_15m_updates",
			"candles_30m_updates",
			"candles_1h_updates",
			"candles_6h_updates",
			"candles_1d_updates":
			var candle wsCandleResponse
			err := json.Unmarshal(respRaw, &result)
			if err != nil {
				return err
			}
			for i := range candle.Changes {
				g.Websocket.DataHandler <- stream.KlineData{
					Timestamp:  time.Unix(int64(candle.Changes[i][0])*1000, 0),
					Pair:       curr,
					AssetType:  asset.Spot,
					Exchange:   g.Name,
					Interval:   result["type"].(string),
					OpenPrice:  candle.Changes[i][1],
					ClosePrice: candle.Changes[i][4],
					HighPrice:  candle.Changes[i][2],
					LowPrice:   candle.Changes[i][3],
					Volume:     candle.Changes[i][5],
				}
			}

		default:
			g.Websocket.DataHandler <- stream.UnhandledMessageWarning{Message: g.Name + stream.UnhandledMessage + string(respRaw)}
			return nil
		}
	} else if _, ok := result["result"]; ok {
		switch result["result"].(string) {
		case "error":
			if _, ok := result["reason"]; ok {
				if _, ok := result["message"]; ok {
					return errors.New(result["reason"].(string) + " - " + result["message"].(string))
				}
			}
			return fmt.Errorf("%v Unhandled websocket error %s", g.Name, respRaw)
		default:
			g.Websocket.DataHandler <- stream.UnhandledMessageWarning{Message: g.Name + stream.UnhandledMessage + string(respRaw)}
			return nil
		}
	}
	return nil
}

func stringToOrderStatus(status string) (order.Status, error) {
	switch status {
	case "accepted":
		return order.New, nil
	case "booked":
		return order.Active, nil
	case "fill":
		return order.Filled, nil
	case "cancelled":
		return order.Cancelled, nil
	case "cancel_rejected":
		return order.Rejected, nil
	case "closed":
		return order.Filled, nil
	default:
		return order.UnknownStatus, errors.New(status + " not recognised as order status")
	}
}

func stringToOrderType(oType string) (order.Type, error) {
	switch oType {
	case "exchange limit", "auction-only limit", "indication-of-interest limit":
		return order.Limit, nil
	case "market buy", "market sell", "block_trade":
		// block trades are conducted off order-book, so their type is market,
		// but would be considered a hidden trade
		return order.Market, nil
	default:
		return order.UnknownType, errors.New(oType + " not recognised as order type")
	}
}

// wsProcessUpdate handles order book data
func (g *Gemini) wsProcessUpdate(result WsMarketUpdateResponse, pair currency.Pair) {
	if result.Timestamp == 0 && result.TimestampMS == 0 {
		var bids, asks []orderbook.Item
		for i := range result.Events {
			if result.Events[i].Reason != "initial" {
				g.Websocket.DataHandler <- errors.New("gemini_websocket.go orderbook should be snapshot only")
				continue
			}
			if result.Events[i].Side == "ask" {
				asks = append(asks, orderbook.Item{
					Amount: result.Events[i].Remaining,
					Price:  result.Events[i].Price,
				})
			} else {
				bids = append(bids, orderbook.Item{
					Amount: result.Events[i].Remaining,
					Price:  result.Events[i].Price,
				})
			}
		}

		orderbook.Reverse(bids) // Correct bid alignment
		var newOrderBook orderbook.Base
		newOrderBook.Asks = asks
		newOrderBook.Bids = bids
		newOrderBook.AssetType = asset.Spot
		newOrderBook.Pair = pair
		newOrderBook.ExchangeName = g.Name
		err := g.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
		if err != nil {
			g.Websocket.DataHandler <- err
			return
		}
	} else {
		var asks, bids []orderbook.Item
		var trades []trade.Data
		for i := range result.Events {
			switch result.Events[i].Type {
			case "trade":
				tSide, err := order.StringToOrderSide(result.Events[i].MakerSide)
				if err != nil {
					g.Websocket.DataHandler <- order.ClassificationError{
						Exchange: g.Name,
						Err:      err,
					}
				}
				trades = append(trades, trade.Data{
					Timestamp:    time.Unix(0, result.TimestampMS*int64(time.Millisecond)),
					CurrencyPair: pair,
					AssetType:    asset.Spot,
					Exchange:     g.Name,
					Price:        result.Events[i].Price,
					Amount:       result.Events[i].Amount,
					Side:         tSide,
					TID:          strconv.FormatInt(result.Events[i].ID, 10),
				})
			case "change":
				item := orderbook.Item{
					Amount: result.Events[i].Remaining,
					Price:  result.Events[i].Price,
				}
				if strings.EqualFold(result.Events[i].Side, order.Ask.String()) {
					asks = append(asks, item)
				} else {
					bids = append(bids, item)
				}
			default:
				g.Websocket.DataHandler <- fmt.Errorf("%s - Unhandled websocket update: %+v", g.Name, result)
			}
		}
		if len(trades) > 0 && g.IsSaveTradeDataEnabled() {
			err := trade.AddTradesToBuffer(g.Name, trades...)
			if err != nil {
				g.Websocket.DataHandler <- err
			}
		}
		if len(asks) == 0 && len(bids) == 0 {
			return
		}
		err := g.Websocket.Orderbook.Update(&buffer.Update{
			Asks:       asks,
			Bids:       bids,
			Pair:       pair,
			UpdateTime: time.Unix(0, result.TimestampMS*int64(time.Millisecond)),
			Asset:      asset.Spot,
		})
		if err != nil {
			g.Websocket.DataHandler <- fmt.Errorf("%v %v", g.Name, err)
		}
	}
}