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gateio_websocket.go
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gateio_websocket.go
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package gateio
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"net/url"
"strconv"
"strings"
"time"
"github.com/gorilla/websocket"
"github.com/thrasher-/gocryptotrader/common"
"github.com/thrasher-/gocryptotrader/currency"
exchange "github.com/thrasher-/gocryptotrader/exchanges"
"github.com/thrasher-/gocryptotrader/exchanges/orderbook"
log "github.com/thrasher-/gocryptotrader/logger"
)
const (
gateioWebsocketEndpoint = "wss://ws.gate.io/v3/"
gatioWsMethodPing = "ping"
gateioWebsocketRateLimit = 120 * time.Millisecond
)
// WsConnect initiates a websocket connection
func (g *Gateio) WsConnect() error {
if !g.Websocket.IsEnabled() || !g.IsEnabled() {
return errors.New(exchange.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)
}
var err error
g.WebsocketConn, _, err = dialer.Dial(g.Websocket.GetWebsocketURL(),
http.Header{})
if err != nil {
return err
}
go g.WsHandleData()
err = g.wsServerSignIn()
if err != nil {
log.Errorf("%v - authentication failed: %v", g.Name, err)
}
g.GenerateAuthenticatedSubscriptions()
g.GenerateDefaultSubscriptions()
return nil
}
func (g *Gateio) wsServerSignIn() error {
if !g.GetAuthenticatedAPISupport(exchange.WebsocketAuthentication) {
return fmt.Errorf("%v AuthenticatedWebsocketAPISupport not enabled", g.Name)
}
nonce := int(time.Now().Unix() * 1000)
sigTemp := g.GenerateSignature(strconv.Itoa(nonce))
signature := common.Base64Encode(sigTemp)
signinWsRequest := WebsocketRequest{
ID: IDSignIn,
Method: "server.sign",
Params: []interface{}{g.APIKey, signature, nonce},
}
err := g.wsSend(signinWsRequest)
if err != nil {
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
return err
}
time.Sleep(time.Second * 2) // sleep to allow server to complete sign-on if further authenticated requests are sent prior to this they will fail
return nil
}
// WsReadData reads from the websocket connection and returns the websocket
// response
func (g *Gateio) WsReadData() (exchange.WebsocketResponse, error) {
_, resp, err := g.WebsocketConn.ReadMessage()
if err != nil {
return exchange.WebsocketResponse{}, err
}
g.Websocket.TrafficAlert <- struct{}{}
return exchange.WebsocketResponse{Raw: resp}, nil
}
// WsHandleData handles all the websocket data coming from the websocket
// connection
func (g *Gateio) WsHandleData() {
g.Websocket.Wg.Add(1)
defer func() {
g.Websocket.Wg.Done()
}()
for {
select {
case <-g.Websocket.ShutdownC:
return
default:
resp, err := g.WsReadData()
if err != nil {
g.Websocket.DataHandler <- err
// Read data error messages can overwhelm and panic the application
time.Sleep(time.Second)
continue
}
var result WebsocketResponse
err = common.JSONDecode(resp.Raw, &result)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
if result.Error.Code != 0 {
if common.StringContains(result.Error.Message, "authentication") {
g.Websocket.DataHandler <- fmt.Errorf("%v - authentication failed: %v", g.Name, err)
g.Websocket.SetCanUseAuthenticatedEndpoints(false)
continue
}
g.Websocket.DataHandler <- fmt.Errorf("%v error %s",
g.Name, result.Error.Message)
continue
}
switch result.ID {
case IDSignIn:
g.Websocket.SetCanUseAuthenticatedEndpoints(true)
g.Websocket.DataHandler <- string(result.Result)
case IDBalance:
var balance WebsocketBalance
var balanceInterface interface{}
err = json.Unmarshal(result.Result, &balanceInterface)
if err != nil {
g.Websocket.DataHandler <- err
}
var p WebsocketBalanceCurrency
switch x := balanceInterface.(type) {
case map[string]interface{}:
for xx := range x {
switch kk := x[xx].(type) {
case map[string]interface{}:
p = WebsocketBalanceCurrency{
Currency: xx,
Available: kk["available"].(string),
Locked: kk["freeze"].(string),
}
balance.Currency = append(balance.Currency, p)
default:
break
}
}
default:
break
}
g.Websocket.DataHandler <- balance
case IDOrderQuery:
var orderQuery WebSocketOrderQueryResult
err = common.JSONDecode(result.Result, &orderQuery)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
g.Websocket.DataHandler <- orderQuery
default:
break
}
switch {
case common.StringContains(result.Method, "ticker"):
var ticker WebsocketTicker
var c string
err = common.JSONDecode(result.Params[1], &ticker)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[0], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
g.Websocket.DataHandler <- exchange.TickerData{
Timestamp: time.Now(),
Pair: currency.NewPairFromString(c),
AssetType: "SPOT",
Exchange: g.GetName(),
ClosePrice: ticker.Close,
Quantity: ticker.BaseVolume,
OpenPrice: ticker.Open,
HighPrice: ticker.High,
LowPrice: ticker.Low,
}
case common.StringContains(result.Method, "trades"):
var trades []WebsocketTrade
var c string
err = common.JSONDecode(result.Params[1], &trades)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[0], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
for _, trade := range trades {
g.Websocket.DataHandler <- exchange.TradeData{
Timestamp: time.Now(),
CurrencyPair: currency.NewPairFromString(c),
AssetType: "SPOT",
Exchange: g.GetName(),
Price: trade.Price,
Amount: trade.Amount,
Side: trade.Type,
}
}
case common.StringContains(result.Method, "depth"):
var IsSnapshot bool
var c string
var data = make(map[string][][]string)
err = common.JSONDecode(result.Params[0], &IsSnapshot)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[2], &c)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
err = common.JSONDecode(result.Params[1], &data)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
var asks, bids []orderbook.Item
askData, askOk := data["asks"]
for _, ask := range askData {
amount, _ := strconv.ParseFloat(ask[1], 64)
price, _ := strconv.ParseFloat(ask[0], 64)
asks = append(asks, orderbook.Item{
Amount: amount,
Price: price,
})
}
bidData, bidOk := data["bids"]
for _, bid := range bidData {
amount, _ := strconv.ParseFloat(bid[1], 64)
price, _ := strconv.ParseFloat(bid[0], 64)
bids = append(bids, orderbook.Item{
Amount: amount,
Price: price,
})
}
if !askOk && !bidOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access ask or bid data")
}
if IsSnapshot {
if !askOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access ask data")
}
if !bidOk {
g.Websocket.DataHandler <- errors.New("gatio websocket error - cannot access bid data")
}
var newOrderBook orderbook.Base
newOrderBook.Asks = asks
newOrderBook.Bids = bids
newOrderBook.AssetType = "SPOT"
newOrderBook.Pair = currency.NewPairFromString(c)
err = g.Websocket.Orderbook.LoadSnapshot(&newOrderBook,
g.GetName(),
false)
if err != nil {
g.Websocket.DataHandler <- err
}
} else {
err = g.Websocket.Orderbook.Update(asks,
bids,
currency.NewPairFromString(c),
time.Now(),
g.GetName(),
"SPOT")
if err != nil {
g.Websocket.DataHandler <- err
}
}
g.Websocket.DataHandler <- exchange.WebsocketOrderbookUpdate{
Pair: currency.NewPairFromString(c),
Asset: "SPOT",
Exchange: g.GetName(),
}
case common.StringContains(result.Method, "kline"):
var data []interface{}
err = common.JSONDecode(result.Params[0], &data)
if err != nil {
g.Websocket.DataHandler <- err
continue
}
open, _ := strconv.ParseFloat(data[1].(string), 64)
closePrice, _ := strconv.ParseFloat(data[2].(string), 64)
high, _ := strconv.ParseFloat(data[3].(string), 64)
low, _ := strconv.ParseFloat(data[4].(string), 64)
volume, _ := strconv.ParseFloat(data[5].(string), 64)
g.Websocket.DataHandler <- exchange.KlineData{
Timestamp: time.Now(),
Pair: currency.NewPairFromString(data[7].(string)),
AssetType: "SPOT",
Exchange: g.GetName(),
OpenPrice: open,
ClosePrice: closePrice,
HighPrice: high,
LowPrice: low,
Volume: volume,
}
}
}
}
}
// GenerateAuthenticatedSubscriptions Adds authenticated subscriptions to websocket to be handled by ManageSubscriptions()
func (g *Gateio) GenerateAuthenticatedSubscriptions() {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return
}
var channels = []string{"balance.subscribe", "order.subscribe"}
var subscriptions []exchange.WebsocketChannelSubscription
enabledCurrencies := g.GetEnabledCurrencies()
for i := range channels {
for j := range enabledCurrencies {
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
})
}
}
g.Websocket.SubscribeToChannels(subscriptions)
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (g *Gateio) GenerateDefaultSubscriptions() {
var channels = []string{"ticker.subscribe", "trades.subscribe", "depth.subscribe", "kline.subscribe"}
var subscriptions []exchange.WebsocketChannelSubscription
enabledCurrencies := g.GetEnabledCurrencies()
for i := range channels {
for j := range enabledCurrencies {
params := make(map[string]interface{})
if strings.EqualFold(channels[i], "depth.subscribe") {
params["limit"] = 30
params["interval"] = "0.1"
} else if strings.EqualFold(channels[i], "kline.subscribe") {
params["interval"] = 1800
}
subscriptions = append(subscriptions, exchange.WebsocketChannelSubscription{
Channel: channels[i],
Currency: enabledCurrencies[j],
Params: params,
})
}
}
g.Websocket.SubscribeToChannels(subscriptions)
}
// Subscribe sends a websocket message to receive data from the channel
func (g *Gateio) Subscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
params := []interface{}{channelToSubscribe.Currency.String()}
for _, paramValue := range channelToSubscribe.Params {
params = append(params, paramValue)
}
subscribe := WebsocketRequest{
ID: IDGeneric,
Method: channelToSubscribe.Channel,
Params: params,
}
if strings.EqualFold(channelToSubscribe.Channel, "balance.subscribe") {
subscribe.ID = IDBalance
}
return g.wsSend(subscribe)
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (g *Gateio) Unsubscribe(channelToSubscribe exchange.WebsocketChannelSubscription) error {
unsbuscribeText := strings.Replace(channelToSubscribe.Channel, "subscribe", "unsubscribe", 1)
subscribe := WebsocketRequest{
ID: IDGeneric,
Method: unsbuscribeText,
Params: []interface{}{channelToSubscribe.Currency.String(), 1800},
}
return g.wsSend(subscribe)
}
func (g *Gateio) wsGetBalance() error {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authorised to get balance", g.Name)
}
balanceWsRequest := WebsocketRequest{
ID: IDBalance,
Method: "balance.query",
Params: []interface{}{},
}
return g.wsSend(balanceWsRequest)
}
func (g *Gateio) wsGetOrderInfo(market string, offset, limit int) error {
if !g.Websocket.CanUseAuthenticatedEndpoints() {
return fmt.Errorf("%v not authorised to get order info", g.Name)
}
order := WebsocketRequest{
ID: IDOrderQuery,
Method: "order.query",
Params: []interface{}{
market,
offset,
limit,
},
}
return g.wsSend(order)
}
// WsSend sends data to the websocket server
func (g *Gateio) wsSend(data interface{}) error {
g.wsRequestMtx.Lock()
defer g.wsRequestMtx.Unlock()
if g.Verbose {
log.Debugf("%v sending message to websocket %v", g.Name, data)
}
// Basic rate limiter
time.Sleep(gateioWebsocketRateLimit)
return g.WebsocketConn.WriteJSON(data)
}