Files
gocryptotrader/exchanges/okx/okx_business_websocket.go
Ryan O'Hara-Reid 3e80f1b9e5 websocket/exchanges: populate context before multi connection upgrade (#1933)
* websocket/exchanges: populate context before multi connection upgrade

* fix test

* linter: fix

* gk: dial

* gk: nits rm param names

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
2025-06-17 13:43:00 +10:00

244 lines
7.4 KiB
Go

package okx
import (
"context"
"encoding/base64"
"fmt"
"net/http"
"strconv"
"time"
gws "github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common/crypto"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/encoding/json"
"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/request"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/log"
)
const (
// okxBusinessWebsocketURL
okxBusinessWebsocketURL = "wss://ws.okx.com:8443/ws/v5/business"
)
var (
// defaultBusinessSubscribedChannels list of channels which are subscribed by default
defaultBusinessSubscribedChannels = []string{
okxSpreadPublicTrades,
okxSpreadOrderbook,
okxSpreadPublicTicker,
channelPublicStrucBlockTrades,
channelPublicBlockTrades,
channelBlockTickers,
}
// defaultBusinessAuthChannels list of authenticated channels
defaultBusinessAuthChannels = []string{
okxSpreadOrders,
okxSpreadTrades,
}
)
// WsConnectBusiness connects to a business websocket channel.
func (ok *Okx) WsConnectBusiness(ctx context.Context) error {
if !ok.Websocket.IsEnabled() || !ok.IsEnabled() {
return websocket.ErrWebsocketNotEnabled
}
var dialer gws.Dialer
dialer.ReadBufferSize = 8192
dialer.WriteBufferSize = 8192
ok.Websocket.Conn.SetURL(okxBusinessWebsocketURL)
err := ok.Websocket.Conn.Dial(ctx, &dialer, http.Header{})
if err != nil {
return err
}
ok.Websocket.Wg.Add(1)
go ok.wsReadData(ctx, ok.Websocket.Conn)
if ok.Verbose {
log.Debugf(log.ExchangeSys, "Successful connection to %v\n",
ok.Websocket.GetWebsocketURL())
}
ok.Websocket.Conn.SetupPingHandler(request.UnAuth, websocket.PingHandler{
MessageType: gws.TextMessage,
Message: pingMsg,
Delay: time.Second * 20,
})
if ok.Websocket.CanUseAuthenticatedEndpoints() {
err = ok.WsSpreadAuth(ctx)
if err != nil {
log.Errorf(log.ExchangeSys, "Error connecting auth socket: %s\n", err.Error())
ok.Websocket.SetCanUseAuthenticatedEndpoints(false)
}
}
return nil
}
// WsSpreadAuth will connect to Okx's Private websocket connection and Authenticate with a login payload.
func (ok *Okx) WsSpreadAuth(ctx context.Context) error {
if !ok.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", ok.Name)
}
creds, err := ok.GetCredentials(ctx)
if err != nil {
return err
}
ok.Websocket.SetCanUseAuthenticatedEndpoints(true)
ts := time.Now().Unix()
signPath := "/users/self/verify"
hmac, err := crypto.GetHMAC(crypto.HashSHA256,
[]byte(strconv.FormatInt(ts, 10)+http.MethodGet+signPath),
[]byte(creds.Secret),
)
if err != nil {
return err
}
args := []WebsocketLoginData{
{
APIKey: creds.Key,
Passphrase: creds.ClientID,
Timestamp: ts,
Sign: base64.StdEncoding.EncodeToString(hmac),
},
}
return ok.SendAuthenticatedWebsocketRequest(ctx, request.Unset, "login-response", operationLogin, args, nil)
}
// GenerateDefaultBusinessSubscriptions returns a list of default subscriptions to business websocket.
func (ok *Okx) GenerateDefaultBusinessSubscriptions() ([]subscription.Subscription, error) {
var subs []string
var subscriptions []subscription.Subscription
subs = append(subs, defaultBusinessSubscribedChannels...)
if ok.Websocket.CanUseAuthenticatedEndpoints() {
subs = append(subs, defaultBusinessAuthChannels...)
}
for c := range subs {
switch subs[c] {
case okxSpreadOrders,
okxSpreadTrades,
okxSpreadOrderbookLevel1,
okxSpreadOrderbook,
okxSpreadPublicTrades,
okxSpreadPublicTicker:
pairs, err := ok.GetEnabledPairs(asset.Spread)
if err != nil {
return nil, err
}
for p := range pairs {
subscriptions = append(subscriptions, subscription.Subscription{
Channel: subs[c],
Asset: asset.Spread,
Pairs: []currency.Pair{pairs[p]},
})
}
case channelPublicBlockTrades,
channelBlockTickers:
pairs, err := ok.GetEnabledPairs(asset.PerpetualSwap)
if err != nil {
return nil, err
}
for p := range pairs {
subscriptions = append(subscriptions, subscription.Subscription{
Channel: subs[c],
Asset: asset.PerpetualSwap,
Pairs: []currency.Pair{pairs[p]},
})
}
default:
subscriptions = append(subscriptions, subscription.Subscription{
Channel: subs[c],
})
}
}
return subscriptions, nil
}
// BusinessSubscribe sends a websocket subscription request to several channels to receive data.
func (ok *Okx) BusinessSubscribe(ctx context.Context, channelsToSubscribe subscription.List) error {
return ok.handleBusinessSubscription(ctx, operationSubscribe, channelsToSubscribe)
}
// BusinessUnsubscribe sends a websocket unsubscription request to several channels to receive data.
func (ok *Okx) BusinessUnsubscribe(ctx context.Context, channelsToUnsubscribe subscription.List) error {
return ok.handleBusinessSubscription(ctx, operationUnsubscribe, channelsToUnsubscribe)
}
// handleBusinessSubscription sends a subscription and unsubscription information thought the business websocket endpoint.
// as of the okx, exchange this endpoint sends subscription and unsubscription messages but with a list of json objects.
func (ok *Okx) handleBusinessSubscription(ctx context.Context, operation string, subscriptions subscription.List) error {
wsSubscriptionReq := WSSubscriptionInformationList{Operation: operation}
var channels subscription.List
var authChannels subscription.List
var err error
for i := 0; i < len(subscriptions); i++ {
arg := SubscriptionInfo{
Channel: subscriptions[i].Channel,
}
var instrumentFamily, spreadID string
var instrumentID currency.Pair
switch arg.Channel {
case okxSpreadOrders,
okxSpreadTrades,
okxSpreadOrderbookLevel1,
okxSpreadOrderbook,
okxSpreadPublicTrades,
okxSpreadPublicTicker:
spreadID = subscriptions[i].Pairs[0].String()
case channelPublicBlockTrades,
channelBlockTickers:
instrumentID = subscriptions[i].Pairs[0]
}
instrumentFamilyInterface, okay := subscriptions[i].Params["instFamily"]
if okay {
instrumentFamily, _ = instrumentFamilyInterface.(string)
}
arg.InstrumentFamily = instrumentFamily
arg.SpreadID = spreadID
arg.InstrumentID = instrumentID
var chunk []byte
channels = append(channels, subscriptions[i])
wsSubscriptionReq.Arguments = append(wsSubscriptionReq.Arguments, arg)
chunk, err = json.Marshal(wsSubscriptionReq)
if err != nil {
return err
}
if len(chunk) > maxConnByteLen {
i--
err = ok.Websocket.Conn.SendJSONMessage(ctx, request.UnAuth, wsSubscriptionReq)
if err != nil {
return err
}
if operation == operationUnsubscribe {
err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
} else {
err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
}
if err != nil {
return err
}
channels = subscription.List{}
wsSubscriptionReq.Arguments = []SubscriptionInfo{}
continue
}
}
err = ok.Websocket.Conn.SendJSONMessage(ctx, request.UnAuth, wsSubscriptionReq)
if err != nil {
return err
}
if operation == operationUnsubscribe {
channels = append(channels, authChannels...)
err = ok.Websocket.RemoveSubscriptions(ok.Websocket.Conn, channels...)
} else {
channels = append(channels, authChannels...)
err = ok.Websocket.AddSuccessfulSubscriptions(ok.Websocket.Conn, channels...)
}
return err
}