/
okgroup_websocket.go
654 lines (610 loc) · 25.6 KB
/
okgroup_websocket.go
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package okgroup
import (
"errors"
"fmt"
"hash/crc32"
"net/http"
"sort"
"strconv"
"strings"
"sync"
"time"
"github.com/gorilla/websocket"
"gotradebot/common"
"gotradebot/currency"
exchange "gotradebot/exchanges"
"gotradebot/exchanges/orderbook"
"gotradebot/exchanges/wshandler"
log "gotradebot/logger"
)
// List of all websocket channels to subscribe to
const (
// Orderbook events
okGroupWsOrderbookUpdate = "update"
okGroupWsOrderbookPartial = "partial"
// API subsections
okGroupWsSwapSubsection = "swap/"
okGroupWsIndexSubsection = "index/"
okGroupWsFuturesSubsection = "futures/"
okGroupWsSpotSubsection = "spot/"
// Shared API endpoints
okGroupWsCandle = "candle"
okGroupWsCandle60s = okGroupWsCandle + "60s"
okGroupWsCandle180s = okGroupWsCandle + "180s"
okGroupWsCandle300s = okGroupWsCandle + "300s"
okGroupWsCandle900s = okGroupWsCandle + "900s"
okGroupWsCandle1800s = okGroupWsCandle + "1800s"
okGroupWsCandle3600s = okGroupWsCandle + "3600s"
okGroupWsCandle7200s = okGroupWsCandle + "7200s"
okGroupWsCandle14400s = okGroupWsCandle + "14400s"
okGroupWsCandle21600s = okGroupWsCandle + "21600"
okGroupWsCandle43200s = okGroupWsCandle + "43200s"
okGroupWsCandle86400s = okGroupWsCandle + "86400s"
okGroupWsCandle604900s = okGroupWsCandle + "604800s"
okGroupWsTicker = "ticker"
okGroupWsTrade = "trade"
okGroupWsDepth = "depth"
okGroupWsDepth5 = "depth5"
okGroupWsAccount = "account"
okGroupWsMarginAccount = "margin_account"
okGroupWsOrder = "order"
okGroupWsFundingRate = "funding_rate"
okGroupWsPriceRange = "price_range"
okGroupWsMarkPrice = "mark_price"
okGroupWsPosition = "position"
okGroupWsEstimatedPrice = "estimated_price"
// Spot endpoints
okGroupWsSpotTicker = okGroupWsSpotSubsection + okGroupWsTicker
okGroupWsSpotCandle60s = okGroupWsSpotSubsection + okGroupWsCandle60s
okGroupWsSpotCandle180s = okGroupWsSpotSubsection + okGroupWsCandle180s
okGroupWsSpotCandle300s = okGroupWsSpotSubsection + okGroupWsCandle300s
okGroupWsSpotCandle900s = okGroupWsSpotSubsection + okGroupWsCandle900s
okGroupWsSpotCandle1800s = okGroupWsSpotSubsection + okGroupWsCandle1800s
okGroupWsSpotCandle3600s = okGroupWsSpotSubsection + okGroupWsCandle3600s
okGroupWsSpotCandle7200s = okGroupWsSpotSubsection + okGroupWsCandle7200s
okGroupWsSpotCandle14400s = okGroupWsSpotSubsection + okGroupWsCandle14400s
okGroupWsSpotCandle21600s = okGroupWsSpotSubsection + okGroupWsCandle21600s
okGroupWsSpotCandle43200s = okGroupWsSpotSubsection + okGroupWsCandle43200s
okGroupWsSpotCandle86400s = okGroupWsSpotSubsection + okGroupWsCandle86400s
okGroupWsSpotCandle604900s = okGroupWsSpotSubsection + okGroupWsCandle604900s
okGroupWsSpotTrade = okGroupWsSpotSubsection + okGroupWsTrade
okGroupWsSpotDepth = okGroupWsSpotSubsection + okGroupWsDepth
okGroupWsSpotDepth5 = okGroupWsSpotSubsection + okGroupWsDepth5
okGroupWsSpotAccount = okGroupWsSpotSubsection + okGroupWsAccount
okGroupWsSpotMarginAccount = okGroupWsSpotSubsection + okGroupWsMarginAccount
okGroupWsSpotOrder = okGroupWsSpotSubsection + okGroupWsOrder
// Swap endpoints
okGroupWsSwapTicker = okGroupWsSwapSubsection + okGroupWsTicker
okGroupWsSwapCandle60s = okGroupWsSwapSubsection + okGroupWsCandle60s
okGroupWsSwapCandle180s = okGroupWsSwapSubsection + okGroupWsCandle180s
okGroupWsSwapCandle300s = okGroupWsSwapSubsection + okGroupWsCandle300s
okGroupWsSwapCandle900s = okGroupWsSwapSubsection + okGroupWsCandle900s
okGroupWsSwapCandle1800s = okGroupWsSwapSubsection + okGroupWsCandle1800s
okGroupWsSwapCandle3600s = okGroupWsSwapSubsection + okGroupWsCandle3600s
okGroupWsSwapCandle7200s = okGroupWsSwapSubsection + okGroupWsCandle7200s
okGroupWsSwapCandle14400s = okGroupWsSwapSubsection + okGroupWsCandle14400s
okGroupWsSwapCandle21600s = okGroupWsSwapSubsection + okGroupWsCandle21600s
okGroupWsSwapCandle43200s = okGroupWsSwapSubsection + okGroupWsCandle43200s
okGroupWsSwapCandle86400s = okGroupWsSwapSubsection + okGroupWsCandle86400s
okGroupWsSwapCandle604900s = okGroupWsSwapSubsection + okGroupWsCandle604900s
okGroupWsSwapTrade = okGroupWsSwapSubsection + okGroupWsTrade
okGroupWsSwapDepth = okGroupWsSwapSubsection + okGroupWsDepth
okGroupWsSwapDepth5 = okGroupWsSwapSubsection + okGroupWsDepth5
okGroupWsSwapFundingRate = okGroupWsSwapSubsection + okGroupWsFundingRate
okGroupWsSwapPriceRange = okGroupWsSwapSubsection + okGroupWsPriceRange
okGroupWsSwapMarkPrice = okGroupWsSwapSubsection + okGroupWsMarkPrice
okGroupWsSwapPosition = okGroupWsSwapSubsection + okGroupWsPosition
okGroupWsSwapAccount = okGroupWsSwapSubsection + okGroupWsAccount
okGroupWsSwapOrder = okGroupWsSwapSubsection + okGroupWsOrder
// Index endpoints
okGroupWsIndexTicker = okGroupWsIndexSubsection + okGroupWsTicker
okGroupWsIndexCandle60s = okGroupWsIndexSubsection + okGroupWsCandle60s
okGroupWsIndexCandle180s = okGroupWsIndexSubsection + okGroupWsCandle180s
okGroupWsIndexCandle300s = okGroupWsIndexSubsection + okGroupWsCandle300s
okGroupWsIndexCandle900s = okGroupWsIndexSubsection + okGroupWsCandle900s
okGroupWsIndexCandle1800s = okGroupWsIndexSubsection + okGroupWsCandle1800s
okGroupWsIndexCandle3600s = okGroupWsIndexSubsection + okGroupWsCandle3600s
okGroupWsIndexCandle7200s = okGroupWsIndexSubsection + okGroupWsCandle7200s
okGroupWsIndexCandle14400s = okGroupWsIndexSubsection + okGroupWsCandle14400s
okGroupWsIndexCandle21600s = okGroupWsIndexSubsection + okGroupWsCandle21600s
okGroupWsIndexCandle43200s = okGroupWsIndexSubsection + okGroupWsCandle43200s
okGroupWsIndexCandle86400s = okGroupWsIndexSubsection + okGroupWsCandle86400s
okGroupWsIndexCandle604900s = okGroupWsIndexSubsection + okGroupWsCandle604900s
// Futures endpoints
okGroupWsFuturesTicker = okGroupWsFuturesSubsection + okGroupWsTicker
okGroupWsFuturesCandle60s = okGroupWsFuturesSubsection + okGroupWsCandle60s
okGroupWsFuturesCandle180s = okGroupWsFuturesSubsection + okGroupWsCandle180s
okGroupWsFuturesCandle300s = okGroupWsFuturesSubsection + okGroupWsCandle300s
okGroupWsFuturesCandle900s = okGroupWsFuturesSubsection + okGroupWsCandle900s
okGroupWsFuturesCandle1800s = okGroupWsFuturesSubsection + okGroupWsCandle1800s
okGroupWsFuturesCandle3600s = okGroupWsFuturesSubsection + okGroupWsCandle3600s
okGroupWsFuturesCandle7200s = okGroupWsFuturesSubsection + okGroupWsCandle7200s
okGroupWsFuturesCandle14400s = okGroupWsFuturesSubsection + okGroupWsCandle14400s
okGroupWsFuturesCandle21600s = okGroupWsFuturesSubsection + okGroupWsCandle21600s
okGroupWsFuturesCandle43200s = okGroupWsFuturesSubsection + okGroupWsCandle43200s
okGroupWsFuturesCandle86400s = okGroupWsFuturesSubsection + okGroupWsCandle86400s
okGroupWsFuturesCandle604900s = okGroupWsFuturesSubsection + okGroupWsCandle604900s
okGroupWsFuturesTrade = okGroupWsFuturesSubsection + okGroupWsTrade
okGroupWsFuturesEstimatedPrice = okGroupWsFuturesSubsection + okGroupWsTrade
okGroupWsFuturesPriceRange = okGroupWsFuturesSubsection + okGroupWsPriceRange
okGroupWsFuturesDepth = okGroupWsFuturesSubsection + okGroupWsDepth
okGroupWsFuturesDepth5 = okGroupWsFuturesSubsection + okGroupWsDepth5
okGroupWsFuturesMarkPrice = okGroupWsFuturesSubsection + okGroupWsMarkPrice
okGroupWsFuturesAccount = okGroupWsFuturesSubsection + okGroupWsAccount
okGroupWsFuturesPosition = okGroupWsFuturesSubsection + okGroupWsPosition
okGroupWsFuturesOrder = okGroupWsFuturesSubsection + okGroupWsOrder
okGroupWsRateLimit = 30
)
// orderbookMutex Ensures if two entries arrive at once, only one can be processed at a time
var orderbookMutex sync.Mutex
var defaultSubscribedChannels = []string{okGroupWsSpotDepth, okGroupWsSpotCandle300s, okGroupWsSpotTicker, okGroupWsSpotTrade}
// WsConnect initiates a websocket connection
func (o *OKGroup) WsConnect() error {
if !o.Websocket.IsEnabled() || !o.IsEnabled() {
return errors.New(wshandler.WebsocketNotEnabled)
}
var dialer websocket.Dialer
err := o.WebsocketConn.Dial(&dialer, http.Header{})
if err != nil {
return err
}
if o.Verbose {
log.Debugf("Successful connection to %v",
o.Websocket.GetWebsocketURL())
}
wg := sync.WaitGroup{}
wg.Add(2)
go o.WsHandleData(&wg)
go o.wsPingHandler(&wg)
if o.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
err = o.WsLogin()
if err != nil {
log.Errorf("%v - authentication failed: %v", o.Name, err)
}
}
o.GenerateDefaultSubscriptions()
// Ensures that we start the routines and we dont race when shutdown occurs
wg.Wait()
return nil
}
// wsPingHandler sends a message "ping" every 27 to maintain the connection to the websocket
func (o *OKGroup) wsPingHandler(wg *sync.WaitGroup) {
o.Websocket.Wg.Add(1)
defer o.Websocket.Wg.Done()
ticker := time.NewTicker(time.Second * 27)
defer ticker.Stop()
wg.Done()
for {
select {
case <-o.Websocket.ShutdownC:
return
case <-ticker.C:
err := o.WebsocketConn.SendMessage("ping")
if o.Verbose {
log.Debugf("%v sending ping", o.GetName())
}
if err != nil {
o.Websocket.DataHandler <- err
}
}
}
}
// WsHandleData handles the read data from the websocket connection
func (o *OKGroup) WsHandleData(wg *sync.WaitGroup) {
o.Websocket.Wg.Add(1)
defer func() {
o.Websocket.Wg.Done()
}()
wg.Done()
for {
select {
case <-o.Websocket.ShutdownC:
return
default:
resp, err := o.WebsocketConn.ReadMessage()
if err != nil {
o.Websocket.DataHandler <- err
return
}
o.Websocket.TrafficAlert <- struct{}{}
var dataResponse WebsocketDataResponse
err = common.JSONDecode(resp.Raw, &dataResponse)
if err == nil && dataResponse.Table != "" {
if len(dataResponse.Data) > 0 {
o.WsHandleDataResponse(&dataResponse)
}
continue
}
var errorResponse WebsocketErrorResponse
err = common.JSONDecode(resp.Raw, &errorResponse)
if err == nil && errorResponse.ErrorCode > 0 {
if o.Verbose {
log.Debugf("WS Error Event: %v Message: %v", errorResponse.Event, errorResponse.Message)
}
o.WsHandleErrorResponse(errorResponse)
continue
}
var eventResponse WebsocketEventResponse
err = common.JSONDecode(resp.Raw, &eventResponse)
if err == nil && eventResponse.Event != "" {
if eventResponse.Event == "login" {
o.Websocket.SetCanUseAuthenticatedEndpoints(eventResponse.Success)
}
if o.Verbose {
log.Debugf("WS Event: %v on Channel: %v", eventResponse.Event, eventResponse.Channel)
}
o.Websocket.DataHandler <- eventResponse
continue
}
}
}
}
// WsLogin sends a login request to websocket to enable access to authenticated endpoints
func (o *OKGroup) WsLogin() error {
o.Websocket.SetCanUseAuthenticatedEndpoints(true)
utcTime := time.Now().UTC()
unixTime := utcTime.Unix()
signPath := "/users/self/verify"
hmac := common.GetHMAC(common.HashSHA256, []byte(fmt.Sprintf("%v", unixTime)+http.MethodGet+signPath), []byte(o.APISecret))
base64 := common.Base64Encode(hmac)
request := WebsocketEventRequest{
Operation: "login",
Arguments: []string{o.APIKey, o.ClientID, fmt.Sprintf("%v", unixTime), base64},
}
err := o.WebsocketConn.SendMessage(request)
if err != nil {
o.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
return nil
}
// WsHandleErrorResponse sends an error message to ws handler
func (o *OKGroup) WsHandleErrorResponse(event WebsocketErrorResponse) {
errorMessage := fmt.Sprintf("%v error - %v message: %s ",
o.GetName(), event.ErrorCode, event.Message)
if o.Verbose {
log.Error(errorMessage)
}
o.Websocket.DataHandler <- fmt.Errorf(errorMessage)
}
// GetWsChannelWithoutOrderType takes WebsocketDataResponse.Table and returns
// The base channel name eg receive "spot/depth5:BTC-USDT" return "depth5"
func (o *OKGroup) GetWsChannelWithoutOrderType(table string) string {
index := strings.Index(table, "/")
if index == -1 {
return table
}
channel := table[index+1:]
index = strings.Index(channel, ":")
// Some events do not contain a currency
if index == -1 {
return channel
}
return channel[:index]
}
// GetAssetTypeFromTableName gets the asset type from the table name
// eg "spot/ticker:BTCUSD" results in "SPOT"
func (o *OKGroup) GetAssetTypeFromTableName(table string) string {
assetIndex := strings.Index(table, "/")
return strings.ToUpper(table[:assetIndex])
}
// WsHandleDataResponse classifies the WS response and sends to appropriate handler
func (o *OKGroup) WsHandleDataResponse(response *WebsocketDataResponse) {
switch o.GetWsChannelWithoutOrderType(response.Table) {
case okGroupWsCandle60s, okGroupWsCandle180s, okGroupWsCandle300s, okGroupWsCandle900s,
okGroupWsCandle1800s, okGroupWsCandle3600s, okGroupWsCandle7200s, okGroupWsCandle14400s,
okGroupWsCandle21600s, okGroupWsCandle43200s, okGroupWsCandle86400s, okGroupWsCandle604900s:
o.wsProcessCandles(response)
case okGroupWsDepth, okGroupWsDepth5:
// Locking, orderbooks cannot be processed out of order
orderbookMutex.Lock()
err := o.WsProcessOrderBook(response)
if err != nil {
pair := currency.NewPairDelimiter(response.Data[0].InstrumentID, "-")
channelToResubscribe := wshandler.WebsocketChannelSubscription{
Channel: response.Table,
Currency: pair,
}
o.Websocket.ResubscribeToChannel(channelToResubscribe)
}
orderbookMutex.Unlock()
case okGroupWsTicker:
o.wsProcessTickers(response)
case okGroupWsTrade:
o.wsProcessTrades(response)
default:
logDataResponse(response)
}
}
// logDataResponse will log the details of any websocket data event
// where there is no websocket datahandler for it
func logDataResponse(response *WebsocketDataResponse) {
for i := range response.Data {
log.Errorf("Unhandled channel: '%v'. Instrument '%v' Timestamp '%v', Data '%v",
response.Table,
response.Data[i].InstrumentID,
response.Data[i].Timestamp,
response.Data[i])
}
}
// wsProcessTickers converts ticker data and sends it to the datahandler
func (o *OKGroup) wsProcessTickers(response *WebsocketDataResponse) {
for i := range response.Data {
instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
o.Websocket.DataHandler <- wshandler.TickerData{
Timestamp: response.Data[i].Timestamp,
Exchange: o.GetName(),
AssetType: o.GetAssetTypeFromTableName(response.Table),
HighPrice: response.Data[i].High24H,
LowPrice: response.Data[i].Low24H,
ClosePrice: response.Data[i].Last,
Pair: instrument,
}
}
}
// wsProcessTrades converts trade data and sends it to the datahandler
func (o *OKGroup) wsProcessTrades(response *WebsocketDataResponse) {
for i := range response.Data {
instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
o.Websocket.DataHandler <- wshandler.TradeData{
Amount: response.Data[i].Size,
AssetType: o.GetAssetTypeFromTableName(response.Table),
CurrencyPair: instrument,
EventTime: time.Now().Unix(),
Exchange: o.GetName(),
Price: response.Data[i].WebsocketTradeResponse.Price,
Side: response.Data[i].Side,
Timestamp: response.Data[i].Timestamp,
}
}
}
// wsProcessCandles converts candle data and sends it to the data handler
func (o *OKGroup) wsProcessCandles(response *WebsocketDataResponse) {
for i := range response.Data {
instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
timeData, err := time.Parse(time.RFC3339Nano, response.Data[i].WebsocketCandleResponse.Candle[0])
if err != nil {
log.Warnf("%v Time data could not be parsed: %v", o.GetName(), response.Data[i].Candle[0])
}
candleIndex := strings.LastIndex(response.Table, okGroupWsCandle)
secondIndex := strings.LastIndex(response.Table, "0s")
candleInterval := ""
if candleIndex > 0 || secondIndex > 0 {
candleInterval = response.Table[candleIndex+len(okGroupWsCandle) : secondIndex]
}
klineData := wshandler.KlineData{
AssetType: o.GetAssetTypeFromTableName(response.Table),
Pair: instrument,
Exchange: o.GetName(),
Timestamp: timeData,
Interval: candleInterval,
}
klineData.OpenPrice, _ = strconv.ParseFloat(response.Data[i].Candle[1], 64)
klineData.HighPrice, _ = strconv.ParseFloat(response.Data[i].Candle[2], 64)
klineData.LowPrice, _ = strconv.ParseFloat(response.Data[i].Candle[3], 64)
klineData.ClosePrice, _ = strconv.ParseFloat(response.Data[i].Candle[4], 64)
klineData.Volume, _ = strconv.ParseFloat(response.Data[i].Candle[5], 64)
o.Websocket.DataHandler <- klineData
}
}
// WsProcessOrderBook Validates the checksum and updates internal orderbook values
func (o *OKGroup) WsProcessOrderBook(response *WebsocketDataResponse) (err error) {
for i := range response.Data {
instrument := currency.NewPairDelimiter(response.Data[i].InstrumentID, "-")
if response.Action == okGroupWsOrderbookPartial {
err = o.WsProcessPartialOrderBook(&response.Data[i], instrument, response.Table)
} else if response.Action == okGroupWsOrderbookUpdate {
err = o.WsProcessUpdateOrderbook(&response.Data[i], instrument, response.Table)
}
}
return
}
// AppendWsOrderbookItems adds websocket orderbook data bid/asks into an orderbook item array
func (o *OKGroup) AppendWsOrderbookItems(entries [][]interface{}) (orderbookItems []orderbook.Item) {
for j := range entries {
amount, _ := strconv.ParseFloat(entries[j][1].(string), 64)
price, _ := strconv.ParseFloat(entries[j][0].(string), 64)
orderbookItems = append(orderbookItems, orderbook.Item{
Amount: amount,
Price: price,
})
}
return
}
// WsProcessPartialOrderBook takes websocket orderbook data and creates an orderbook
// Calculates checksum to ensure it is valid
func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketDataWrapper, instrument currency.Pair, tableName string) error {
signedChecksum := o.CalculatePartialOrderbookChecksum(wsEventData)
if signedChecksum != wsEventData.Checksum {
return fmt.Errorf("channel: %v. Orderbook partial for %v checksum invalid", tableName, instrument)
}
if o.Verbose {
log.Debug("Passed checksum!")
}
asks := o.AppendWsOrderbookItems(wsEventData.Asks)
bids := o.AppendWsOrderbookItems(wsEventData.Bids)
newOrderBook := orderbook.Base{
Asks: asks,
Bids: bids,
AssetType: o.GetAssetTypeFromTableName(tableName),
LastUpdated: wsEventData.Timestamp,
Pair: instrument,
ExchangeName: o.GetName(),
}
err := o.Websocket.Orderbook.LoadSnapshot(&newOrderBook, o.GetName(), true)
if err != nil {
return err
}
o.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: o.GetName(),
Asset: o.GetAssetTypeFromTableName(tableName),
Pair: instrument,
}
return nil
}
// WsProcessUpdateOrderbook updates an existing orderbook using websocket data
// After merging WS data, it will sort, validate and finally update the existing orderbook
func (o *OKGroup) WsProcessUpdateOrderbook(wsEventData *WebsocketDataWrapper, instrument currency.Pair, tableName string) error {
internalOrderbook, err := o.GetOrderbookEx(instrument, o.GetAssetTypeFromTableName(tableName))
if err != nil {
return errors.New("orderbook nil, could not load existing orderbook")
}
if internalOrderbook.LastUpdated.After(wsEventData.Timestamp) {
if o.Verbose {
log.Errorf("Orderbook update out of order. Existing: %v, Attempted: %v", internalOrderbook.LastUpdated.Unix(), wsEventData.Timestamp.Unix())
}
return errors.New("updated orderbook is older than existing")
}
internalOrderbook.Asks = o.WsUpdateOrderbookEntry(wsEventData.Asks, internalOrderbook.Asks)
internalOrderbook.Bids = o.WsUpdateOrderbookEntry(wsEventData.Bids, internalOrderbook.Bids)
sort.Slice(internalOrderbook.Asks, func(i, j int) bool {
return internalOrderbook.Asks[i].Price < internalOrderbook.Asks[j].Price
})
sort.Slice(internalOrderbook.Bids, func(i, j int) bool {
return internalOrderbook.Bids[i].Price > internalOrderbook.Bids[j].Price
})
checksum := o.CalculateUpdateOrderbookChecksum(&internalOrderbook)
if checksum == wsEventData.Checksum {
if o.Verbose {
log.Debug("Orderbook valid")
}
internalOrderbook.LastUpdated = wsEventData.Timestamp
if o.Verbose {
log.Debug("Internalising orderbook")
}
err := o.Websocket.Orderbook.LoadSnapshot(&internalOrderbook, o.GetName(), true)
if err != nil {
log.Error(err)
}
o.Websocket.DataHandler <- wshandler.WebsocketOrderbookUpdate{
Exchange: o.GetName(),
Asset: o.GetAssetTypeFromTableName(tableName),
Pair: instrument,
}
} else {
if o.Verbose {
log.Debug("Orderbook invalid")
}
return fmt.Errorf("channel: %v. Orderbook update for %v checksum invalid. Received %v Calculated %v", tableName, instrument, wsEventData.Checksum, checksum)
}
return nil
}
// WsUpdateOrderbookEntry takes WS bid or ask data and merges it with existing orderbook bid or ask data
func (o *OKGroup) WsUpdateOrderbookEntry(wsEntries [][]interface{}, existingOrderbookEntries []orderbook.Item) []orderbook.Item {
for j := range wsEntries {
wsEntryPrice, _ := strconv.ParseFloat(wsEntries[j][0].(string), 64)
wsEntryAmount, _ := strconv.ParseFloat(wsEntries[j][1].(string), 64)
matchFound := false
for k := 0; k < len(existingOrderbookEntries); k++ {
if existingOrderbookEntries[k].Price != wsEntryPrice {
continue
}
matchFound = true
if wsEntryAmount == 0 {
existingOrderbookEntries = append(existingOrderbookEntries[:k], existingOrderbookEntries[k+1:]...)
k--
continue
}
existingOrderbookEntries[k].Amount = wsEntryAmount
continue
}
if !matchFound {
existingOrderbookEntries = append(existingOrderbookEntries, orderbook.Item{
Amount: wsEntryAmount,
Price: wsEntryPrice,
})
}
}
return existingOrderbookEntries
}
// CalculatePartialOrderbookChecksum alternates over the first 25 bid and ask entries from websocket data
// The checksum is made up of the price and the quantity with a semicolon (:) deliminating them
// This will also work when there are less than 25 entries (for whatever reason)
// eg Bid:Ask:Bid:Ask:Ask:Ask
func (o *OKGroup) CalculatePartialOrderbookChecksum(orderbookData *WebsocketDataWrapper) int32 {
var checksum string
iterations := 25
for i := 0; i < iterations; i++ {
bidsMessage := ""
askMessage := ""
if len(orderbookData.Bids)-1 >= i {
bidsMessage = fmt.Sprintf("%v:%v:", orderbookData.Bids[i][0], orderbookData.Bids[i][1])
}
if len(orderbookData.Asks)-1 >= i {
askMessage = fmt.Sprintf("%v:%v:", orderbookData.Asks[i][0], orderbookData.Asks[i][1])
}
if checksum == "" {
checksum = fmt.Sprintf("%v%v", bidsMessage, askMessage)
} else {
checksum = fmt.Sprintf("%v%v%v", checksum, bidsMessage, askMessage)
}
}
checksum = strings.TrimSuffix(checksum, ":")
return int32(crc32.ChecksumIEEE([]byte(checksum)))
}
// CalculateUpdateOrderbookChecksum alternates over the first 25 bid and ask entries of a merged orderbook
// The checksum is made up of the price and the quantity with a semicolon (:) deliminating them
// This will also work when there are less than 25 entries (for whatever reason)
// eg Bid:Ask:Bid:Ask:Ask:Ask
func (o *OKGroup) CalculateUpdateOrderbookChecksum(orderbookData *orderbook.Base) int32 {
var checksum string
iterations := 25
for i := 0; i < iterations; i++ {
bidsMessage := ""
askMessage := ""
if len(orderbookData.Bids)-1 >= i {
price := strconv.FormatFloat(orderbookData.Bids[i].Price, 'f', -1, 64)
amount := strconv.FormatFloat(orderbookData.Bids[i].Amount, 'f', -1, 64)
bidsMessage = fmt.Sprintf("%v:%v:", price, amount)
}
if len(orderbookData.Asks)-1 >= i {
price := strconv.FormatFloat(orderbookData.Asks[i].Price, 'f', -1, 64)
amount := strconv.FormatFloat(orderbookData.Asks[i].Amount, 'f', -1, 64)
askMessage = fmt.Sprintf("%v:%v:", price, amount)
}
if checksum == "" {
checksum = fmt.Sprintf("%v%v", bidsMessage, askMessage)
} else {
checksum = fmt.Sprintf("%v%v%v", checksum, bidsMessage, askMessage)
}
}
checksum = strings.TrimSuffix(checksum, ":")
return int32(crc32.ChecksumIEEE([]byte(checksum)))
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (o *OKGroup) GenerateDefaultSubscriptions() {
enabledCurrencies := o.GetEnabledCurrencies()
var subscriptions []wshandler.WebsocketChannelSubscription
if o.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
defaultSubscribedChannels = append(defaultSubscribedChannels, okGroupWsSpotMarginAccount, okGroupWsSpotAccount, okGroupWsSpotOrder)
}
for i := range defaultSubscribedChannels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = "-"
subscriptions = append(subscriptions, wshandler.WebsocketChannelSubscription{
Channel: defaultSubscribedChannels[i],
Currency: enabledCurrencies[j],
})
}
}
o.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (o *OKGroup) Subscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
request := WebsocketEventRequest{
Operation: "subscribe",
Arguments: []string{fmt.Sprintf("%v:%v", channelToSubscribe.Channel, channelToSubscribe.Currency.String())},
}
if strings.EqualFold(channelToSubscribe.Channel, okGroupWsSpotAccount) {
request.Arguments = []string{fmt.Sprintf("%v:%v", channelToSubscribe.Channel, channelToSubscribe.Currency.Base.String())}
}
return o.WebsocketConn.SendMessage(request)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (o *OKGroup) Unsubscribe(channelToSubscribe wshandler.WebsocketChannelSubscription) error {
request := WebsocketEventRequest{
Operation: "unsubscribe",
Arguments: []string{fmt.Sprintf("%v:%v", channelToSubscribe.Channel, channelToSubscribe.Currency.String())},
}
return o.WebsocketConn.SendMessage(request)
}