mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-20 07:26:46 +00:00
* 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
443 lines
12 KiB
Go
443 lines
12 KiB
Go
package main
|
|
|
|
import (
|
|
"errors"
|
|
"fmt"
|
|
"sync"
|
|
"time"
|
|
|
|
"github.com/thrasher-/gocryptotrader/common"
|
|
"github.com/thrasher-/gocryptotrader/currency"
|
|
exchange "github.com/thrasher-/gocryptotrader/exchanges"
|
|
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
|
|
"github.com/thrasher-/gocryptotrader/exchanges/stats"
|
|
"github.com/thrasher-/gocryptotrader/exchanges/ticker"
|
|
log "github.com/thrasher-/gocryptotrader/logger"
|
|
)
|
|
|
|
func printCurrencyFormat(price float64) string {
|
|
displaySymbol, err := currency.GetSymbolByCurrencyName(bot.config.Currency.FiatDisplayCurrency)
|
|
if err != nil {
|
|
log.Errorf("Failed to get display symbol: %s", err)
|
|
}
|
|
|
|
return fmt.Sprintf("%s%.8f", displaySymbol, price)
|
|
}
|
|
|
|
func printConvertCurrencyFormat(origCurrency currency.Code, origPrice float64) string {
|
|
displayCurrency := bot.config.Currency.FiatDisplayCurrency
|
|
conv, err := currency.ConvertCurrency(origPrice,
|
|
origCurrency,
|
|
displayCurrency)
|
|
if err != nil {
|
|
log.Errorf("Failed to convert currency: %s", err)
|
|
}
|
|
|
|
displaySymbol, err := currency.GetSymbolByCurrencyName(displayCurrency)
|
|
if err != nil {
|
|
log.Errorf("Failed to get display symbol: %s", err)
|
|
}
|
|
|
|
origSymbol, err := currency.GetSymbolByCurrencyName(origCurrency)
|
|
if err != nil {
|
|
log.Errorf("Failed to get original currency symbol for %s: %s",
|
|
origCurrency,
|
|
err)
|
|
}
|
|
|
|
return fmt.Sprintf("%s%.2f %s (%s%.2f %s)",
|
|
displaySymbol,
|
|
conv,
|
|
displayCurrency,
|
|
origSymbol,
|
|
origPrice,
|
|
origCurrency,
|
|
)
|
|
}
|
|
|
|
func printTickerSummary(result *ticker.Price, p currency.Pair, assetType, exchangeName string, err error) {
|
|
if err != nil {
|
|
log.Errorf("Failed to get %s %s ticker. Error: %s",
|
|
p.String(),
|
|
exchangeName,
|
|
err)
|
|
return
|
|
}
|
|
|
|
stats.Add(exchangeName, p, assetType, result.Last, result.Volume)
|
|
if p.Quote.IsFiatCurrency() &&
|
|
p.Quote != bot.config.Currency.FiatDisplayCurrency {
|
|
origCurrency := p.Quote.Upper()
|
|
log.Infof("%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
printConvertCurrencyFormat(origCurrency, result.Last),
|
|
printConvertCurrencyFormat(origCurrency, result.Ask),
|
|
printConvertCurrencyFormat(origCurrency, result.Bid),
|
|
printConvertCurrencyFormat(origCurrency, result.High),
|
|
printConvertCurrencyFormat(origCurrency, result.Low),
|
|
result.Volume)
|
|
} else {
|
|
if p.Quote.IsFiatCurrency() &&
|
|
p.Quote == bot.config.Currency.FiatDisplayCurrency {
|
|
log.Infof("%s %s %s: TICKER: Last %s Ask %s Bid %s High %s Low %s Volume %.8f",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
printCurrencyFormat(result.Last),
|
|
printCurrencyFormat(result.Ask),
|
|
printCurrencyFormat(result.Bid),
|
|
printCurrencyFormat(result.High),
|
|
printCurrencyFormat(result.Low),
|
|
result.Volume)
|
|
} else {
|
|
log.Infof("%s %s %s: TICKER: Last %.8f Ask %.8f Bid %.8f High %.8f Low %.8f Volume %.8f",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
result.Last,
|
|
result.Ask,
|
|
result.Bid,
|
|
result.High,
|
|
result.Low,
|
|
result.Volume)
|
|
}
|
|
}
|
|
}
|
|
|
|
func printOrderbookSummary(result *orderbook.Base, p currency.Pair, assetType, exchangeName string, err error) {
|
|
if err != nil {
|
|
log.Errorf("Failed to get %s %s orderbook of type %s. Error: %s",
|
|
p,
|
|
exchangeName,
|
|
assetType,
|
|
err)
|
|
return
|
|
}
|
|
|
|
bidsAmount, bidsValue := result.TotalBidsAmount()
|
|
asksAmount, asksValue := result.TotalAsksAmount()
|
|
|
|
if p.Quote.IsFiatCurrency() &&
|
|
p.Quote != bot.config.Currency.FiatDisplayCurrency {
|
|
origCurrency := p.Quote.Upper()
|
|
log.Infof("%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
len(result.Bids),
|
|
bidsAmount,
|
|
p.Base.String(),
|
|
printConvertCurrencyFormat(origCurrency, bidsValue),
|
|
len(result.Asks),
|
|
asksAmount,
|
|
p.Base.String(),
|
|
printConvertCurrencyFormat(origCurrency, asksValue),
|
|
)
|
|
} else {
|
|
if p.Quote.IsFiatCurrency() &&
|
|
p.Quote == bot.config.Currency.FiatDisplayCurrency {
|
|
log.Infof("%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %s Asks len: %d Amount: %f %s. Total value: %s",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
len(result.Bids),
|
|
bidsAmount,
|
|
p.Base.String(),
|
|
printCurrencyFormat(bidsValue),
|
|
len(result.Asks),
|
|
asksAmount,
|
|
p.Base.String(),
|
|
printCurrencyFormat(asksValue),
|
|
)
|
|
} else {
|
|
log.Infof("%s %s %s: ORDERBOOK: Bids len: %d Amount: %f %s. Total value: %f Asks len: %d Amount: %f %s. Total value: %f",
|
|
exchangeName,
|
|
exchange.FormatCurrency(p).String(),
|
|
assetType,
|
|
len(result.Bids),
|
|
bidsAmount,
|
|
p.Base.String(),
|
|
bidsValue,
|
|
len(result.Asks),
|
|
asksAmount,
|
|
p.Base.String(),
|
|
asksValue,
|
|
)
|
|
}
|
|
}
|
|
}
|
|
|
|
func relayWebsocketEvent(result interface{}, event, assetType, exchangeName string) {
|
|
evt := WebsocketEvent{
|
|
Data: result,
|
|
Event: event,
|
|
AssetType: assetType,
|
|
Exchange: exchangeName,
|
|
}
|
|
err := BroadcastWebsocketMessage(evt)
|
|
if err != nil {
|
|
log.Errorf("Failed to broadcast websocket event %v. Error: %s",
|
|
event, err)
|
|
}
|
|
}
|
|
|
|
// TickerUpdaterRoutine fetches and updates the ticker for all enabled
|
|
// currency pairs and exchanges
|
|
func TickerUpdaterRoutine() {
|
|
log.Debugf("Starting ticker updater routine.")
|
|
var wg sync.WaitGroup
|
|
for {
|
|
wg.Add(len(bot.exchanges))
|
|
for x := range bot.exchanges {
|
|
go func(x int, wg *sync.WaitGroup) {
|
|
defer wg.Done()
|
|
if bot.exchanges[x] == nil {
|
|
return
|
|
}
|
|
exchangeName := bot.exchanges[x].GetName()
|
|
enabledCurrencies := bot.exchanges[x].GetEnabledCurrencies()
|
|
supportsBatching := bot.exchanges[x].SupportsRESTTickerBatchUpdates()
|
|
assetTypes, err := exchange.GetExchangeAssetTypes(exchangeName)
|
|
if err != nil {
|
|
log.Debugf("failed to get %s exchange asset types. Error: %s",
|
|
exchangeName, err)
|
|
return
|
|
}
|
|
|
|
processTicker := func(exch exchange.IBotExchange, update bool, c currency.Pair, assetType string) {
|
|
var result ticker.Price
|
|
var err error
|
|
if update {
|
|
result, err = exch.UpdateTicker(c, assetType)
|
|
} else {
|
|
result, err = exch.GetTickerPrice(c, assetType)
|
|
}
|
|
printTickerSummary(&result, c, assetType, exchangeName, err)
|
|
if err == nil {
|
|
bot.comms.StageTickerData(exchangeName, assetType, &result)
|
|
if bot.config.Webserver.Enabled {
|
|
relayWebsocketEvent(result, "ticker_update", assetType, exchangeName)
|
|
}
|
|
}
|
|
}
|
|
|
|
for y := range assetTypes {
|
|
for z := range enabledCurrencies {
|
|
if supportsBatching && z > 0 {
|
|
processTicker(bot.exchanges[x], false, enabledCurrencies[z], assetTypes[y])
|
|
continue
|
|
}
|
|
processTicker(bot.exchanges[x], true, enabledCurrencies[z], assetTypes[y])
|
|
}
|
|
}
|
|
}(x, &wg)
|
|
}
|
|
wg.Wait()
|
|
log.Debugln("All enabled currency tickers fetched.")
|
|
time.Sleep(time.Second * 10)
|
|
}
|
|
}
|
|
|
|
// OrderbookUpdaterRoutine fetches and updates the orderbooks for all enabled
|
|
// currency pairs and exchanges
|
|
func OrderbookUpdaterRoutine() {
|
|
log.Debugln("Starting orderbook updater routine.")
|
|
var wg sync.WaitGroup
|
|
for {
|
|
wg.Add(len(bot.exchanges))
|
|
for x := range bot.exchanges {
|
|
go func(x int, wg *sync.WaitGroup) {
|
|
defer wg.Done()
|
|
|
|
if bot.exchanges[x] == nil {
|
|
return
|
|
}
|
|
exchangeName := bot.exchanges[x].GetName()
|
|
enabledCurrencies := bot.exchanges[x].GetEnabledCurrencies()
|
|
assetTypes, err := exchange.GetExchangeAssetTypes(exchangeName)
|
|
if err != nil {
|
|
log.Errorf("failed to get %s exchange asset types. Error: %s",
|
|
exchangeName, err)
|
|
return
|
|
}
|
|
|
|
processOrderbook := func(exch exchange.IBotExchange, c currency.Pair, assetType string) {
|
|
result, err := exch.UpdateOrderbook(c, assetType)
|
|
printOrderbookSummary(&result, c, assetType, exchangeName, err)
|
|
if err == nil {
|
|
bot.comms.StageOrderbookData(exchangeName, assetType, &result)
|
|
if bot.config.Webserver.Enabled {
|
|
relayWebsocketEvent(result, "orderbook_update", assetType, exchangeName)
|
|
}
|
|
}
|
|
}
|
|
|
|
for y := range assetTypes {
|
|
for z := range enabledCurrencies {
|
|
processOrderbook(bot.exchanges[x], enabledCurrencies[z], assetTypes[y])
|
|
}
|
|
}
|
|
}(x, &wg)
|
|
}
|
|
wg.Wait()
|
|
log.Debugln("All enabled currency orderbooks fetched.")
|
|
time.Sleep(time.Second * 10)
|
|
}
|
|
}
|
|
|
|
// WebsocketRoutine Initial routine management system for websocket
|
|
func WebsocketRoutine(verbose bool) {
|
|
log.Debugln("Connecting exchange websocket services...")
|
|
|
|
for i := range bot.exchanges {
|
|
go func(i int) {
|
|
if verbose {
|
|
log.Debugf("Establishing websocket connection for %s",
|
|
bot.exchanges[i].GetName())
|
|
}
|
|
|
|
ws, err := bot.exchanges[i].GetWebsocket()
|
|
if err != nil {
|
|
log.Debugf("Websocket not enabled for %s",
|
|
bot.exchanges[i].GetName())
|
|
return
|
|
}
|
|
|
|
// Data handler routine
|
|
go WebsocketDataHandler(ws, verbose)
|
|
|
|
err = ws.Connect()
|
|
if err != nil {
|
|
switch err.Error() {
|
|
case exchange.WebsocketNotEnabled:
|
|
log.Warnf("%s - websocket disabled", bot.exchanges[i].GetName())
|
|
default:
|
|
log.Error(err)
|
|
}
|
|
}
|
|
}(i)
|
|
}
|
|
}
|
|
|
|
var shutdowner = make(chan struct{}, 1)
|
|
var wg sync.WaitGroup
|
|
|
|
// Websocketshutdown shuts down the exchange routines and then shuts down
|
|
// governing routines
|
|
func Websocketshutdown(ws *exchange.Websocket) error {
|
|
err := ws.Shutdown() // shutdown routines on the exchange
|
|
if err != nil {
|
|
log.Errorf("routines.go error - failed to shutodwn %s", err)
|
|
}
|
|
|
|
timer := time.NewTimer(5 * time.Second)
|
|
c := make(chan struct{}, 1)
|
|
|
|
go func(c chan struct{}) {
|
|
close(shutdowner)
|
|
wg.Wait()
|
|
c <- struct{}{}
|
|
}(c)
|
|
|
|
select {
|
|
case <-timer.C:
|
|
return errors.New("routines.go error - failed to shutdown routines")
|
|
|
|
case <-c:
|
|
return nil
|
|
}
|
|
}
|
|
|
|
// streamDiversion is a diversion switch from websocket to REST or other
|
|
// alternative feed
|
|
func streamDiversion(ws *exchange.Websocket, verbose bool) {
|
|
wg.Add(1)
|
|
defer wg.Done()
|
|
|
|
for {
|
|
select {
|
|
case <-shutdowner:
|
|
return
|
|
|
|
case <-ws.Connected:
|
|
if verbose {
|
|
log.Debugf("exchange %s websocket feed connected", ws.GetName())
|
|
}
|
|
|
|
case <-ws.Disconnected:
|
|
if verbose {
|
|
log.Debugf("exchange %s websocket feed disconnected, switching to REST functionality",
|
|
ws.GetName())
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// WebsocketDataHandler handles websocket data coming from a websocket feed
|
|
// associated with an exchange
|
|
func WebsocketDataHandler(ws *exchange.Websocket, verbose bool) {
|
|
wg.Add(1)
|
|
defer wg.Done()
|
|
|
|
go streamDiversion(ws, verbose)
|
|
|
|
for {
|
|
select {
|
|
case <-shutdowner:
|
|
return
|
|
|
|
case data := <-ws.DataHandler:
|
|
switch d := data.(type) {
|
|
case string:
|
|
switch d {
|
|
case exchange.WebsocketNotEnabled:
|
|
if verbose {
|
|
log.Warnf("routines.go warning - exchange %s weboscket not enabled",
|
|
ws.GetName())
|
|
}
|
|
|
|
default:
|
|
log.Infof(d)
|
|
}
|
|
|
|
case error:
|
|
switch {
|
|
case common.StringContains(d.Error(), "close 1006"):
|
|
go ws.WebsocketReset()
|
|
continue
|
|
default:
|
|
log.Errorf("routines.go exchange %s websocket error - %s", ws.GetName(), data)
|
|
}
|
|
|
|
case exchange.TradeData:
|
|
// Trade Data
|
|
if verbose {
|
|
log.Infoln("Websocket trades Updated: ", d)
|
|
}
|
|
|
|
case exchange.TickerData:
|
|
// Ticker data
|
|
if verbose {
|
|
log.Infoln("Websocket Ticker Updated: ", d)
|
|
}
|
|
case exchange.KlineData:
|
|
// Kline data
|
|
if verbose {
|
|
log.Infoln("Websocket Kline Updated: ", d)
|
|
}
|
|
case exchange.WebsocketOrderbookUpdate:
|
|
// Orderbook data
|
|
if verbose {
|
|
log.Infoln("Websocket Orderbook Updated:", d)
|
|
}
|
|
default:
|
|
if verbose {
|
|
log.Warnf("Websocket Unknown type: %s", d)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|