bbgo_origin/pkg/exchange/kucoin/stream.go
2021-12-23 02:50:56 +08:00

317 lines
6.3 KiB
Go

package kucoin
import (
"context"
"net"
"sync"
"time"
"github.com/c9s/bbgo/pkg/exchange/kucoin/kucoinapi"
"github.com/c9s/bbgo/pkg/types"
"github.com/gorilla/websocket"
)
const readTimeout = 15 * time.Second
type WebsocketOp struct {
Op string `json:"op"`
Args interface{} `json:"args"`
}
type WebsocketLogin struct {
Key string `json:"apiKey"`
Passphrase string `json:"passphrase"`
Timestamp string `json:"timestamp"`
Sign string `json:"sign"`
}
//go:generate callbackgen -type Stream -interface
type Stream struct {
types.StandardStream
Client *kucoinapi.RestClient
Conn *websocket.Conn
connLock sync.Mutex
connCtx context.Context
connCancel context.CancelFunc
publicOnly bool
}
type WebsocketSubscription struct{}
func NewStream(client *kucoinapi.RestClient) *Stream {
stream := &Stream{
Client: client,
StandardStream: types.StandardStream{
ReconnectC: make(chan struct{}, 1),
},
}
stream.OnConnect(func() {
if stream.publicOnly {
var subs []WebsocketSubscription
for _, subscription := range stream.Subscriptions {
sub, err := convertSubscription(subscription)
if err != nil {
log.WithError(err).Errorf("subscription convert error")
continue
}
subs = append(subs, sub)
}
if len(subs) == 0 {
return
}
log.Infof("subscribing channels: %+v", subs)
err := stream.Conn.WriteJSON(WebsocketOp{
Op: "subscribe",
Args: subs,
})
if err != nil {
log.WithError(err).Error("subscribe error")
}
} else {
// login as private channel
// sign example:
// sign=CryptoJS.enc.Base64.Stringify(CryptoJS.HmacSHA256(timestamp +'GET'+'/users/self/verify', secretKey))
/*
msTimestamp := strconv.FormatFloat(float64(time.Now().UnixNano())/float64(time.Second), 'f', -1, 64)
payload := msTimestamp + "GET" + "/users/self/verify"
sign := okexapi.Sign(payload, stream.Client.Secret)
op := WebsocketOp{
Op: "login",
Args: []WebsocketLogin{
{
Key: stream.Client.Key,
Passphrase: stream.Client.Passphrase,
Timestamp: msTimestamp,
Sign: sign,
},
},
}
log.Infof("sending login request: %+v", op)
err := stream.Conn.WriteJSON(op)
if err != nil {
log.WithError(err).Errorf("can not send login message")
}
*/
}
})
return stream
}
func (s *Stream) SetPublicOnly() {
s.publicOnly = true
}
func (s *Stream) Close() error {
return nil
}
func (s *Stream) Connect(ctx context.Context) error {
err := s.connect(ctx)
if err != nil {
return err
}
// start one re-connector goroutine with the base context
go s.Reconnector(ctx)
s.EmitStart()
return nil
}
func (s *Stream) Reconnector(ctx context.Context) {
for {
select {
case <-ctx.Done():
return
case <-s.ReconnectC:
log.Warnf("received reconnect signal, reconnecting...")
time.Sleep(3 * time.Second)
if err := s.connect(ctx); err != nil {
log.WithError(err).Errorf("connect error, try to reconnect again...")
s.Reconnect()
}
}
}
}
// getEndpoint use the publicOnly flag to check whether we should allocate a public bullet or private bullet
func (s *Stream) getEndpoint() (string, error) {
var bullet *kucoinapi.Bullet
var err error
if s.publicOnly {
bullet, err = s.Client.BulletService.NewGetPublicBulletRequest().Do(nil)
} else {
bullet, err = s.Client.BulletService.NewGetPrivateBulletRequest().Do(nil)
}
if err != nil {
return "", err
}
url, err := bullet.URL()
if err != nil {
return "", err
}
return url.String(), nil
}
func (s *Stream) connect(ctx context.Context) error {
url, err := s.getEndpoint()
if err != nil {
return err
}
conn, err := s.StandardStream.Dial(url)
if err != nil {
return err
}
log.Infof("websocket connected: %s", url)
// should only start one connection one time, so we lock the mutex
s.connLock.Lock()
// ensure the previous context is cancelled
if s.connCancel != nil {
s.connCancel()
}
// create a new context
s.connCtx, s.connCancel = context.WithCancel(ctx)
conn.SetReadDeadline(time.Now().Add(readTimeout))
conn.SetPongHandler(func(string) error {
conn.SetReadDeadline(time.Now().Add(readTimeout))
return nil
})
s.Conn = conn
s.connLock.Unlock()
s.EmitConnect()
go s.read(s.connCtx)
go s.ping(s.connCtx)
return nil
}
func (s *Stream) read(ctx context.Context) {
defer func() {
if s.connCancel != nil {
s.connCancel()
}
s.EmitDisconnect()
}()
for {
select {
case <-ctx.Done():
return
default:
s.connLock.Lock()
conn := s.Conn
s.connLock.Unlock()
if err := conn.SetReadDeadline(time.Now().Add(readTimeout)); err != nil {
log.WithError(err).Errorf("set read deadline error: %s", err.Error())
}
mt, message, err := conn.ReadMessage()
if err != nil {
// if it's a network timeout error, we should re-connect
switch err := err.(type) {
// if it's a websocket related error
case *websocket.CloseError:
if err.Code == websocket.CloseNormalClosure {
return
}
// for unexpected close error, we should re-connect
// emit reconnect to start a new connection
s.Reconnect()
return
case net.Error:
log.WithError(err).Error("network error")
s.Reconnect()
return
default:
log.WithError(err).Error("unexpected connection error")
s.Reconnect()
return
}
}
// skip non-text messages
if mt != websocket.TextMessage {
continue
}
e, err := parseWebsocketPayload(string(message))
if err != nil {
log.WithError(err).Error("message parse error")
}
if e != nil {
switch et := e.(type) {
/*
case *AccountEvent:
s.EmitOrderDetails(et)
*/
default:
log.Warnf("unhandled event: %+v", et)
}
}
}
}
}
func (s *Stream) getConn() *websocket.Conn {
s.connLock.Lock()
conn := s.Conn
s.connLock.Unlock()
return conn
}
func (s *Stream) ping(ctx context.Context) {
pingTicker := time.NewTicker(readTimeout / 2)
defer pingTicker.Stop()
for {
select {
case <-ctx.Done():
log.Debug("ping worker stopped")
return
case <-pingTicker.C:
conn := s.getConn()
if err := conn.WriteControl(websocket.PingMessage, nil, time.Now().Add(3*time.Second)); err != nil {
log.WithError(err).Error("ping error", err)
s.Reconnect()
}
}
}
}
func parseWebsocketPayload(in string) (interface{}, error) {
return nil, nil
}