package types import ( "context" "net" "net/http" "sync" "time" "github.com/gorilla/websocket" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/spf13/viper" ) const pingInterval = 30 * time.Second const readTimeout = 2 * time.Minute const writeTimeout = 10 * time.Second const reconnectCoolDownPeriod = 15 * time.Second var defaultDialer = &websocket.Dialer{ Proxy: http.ProxyFromEnvironment, HandshakeTimeout: 10 * time.Second, ReadBufferSize: 4096, } type Stream interface { StandardStreamEventHub // Subscribe subscribes the specific channel, but not connect to the server. Subscribe(channel Channel, symbol string, options SubscribeOptions) GetSubscriptions() []Subscription // Resubscribe used to update or renew existing subscriptions. It will reconnect to the server. Resubscribe(func(oldSubs []Subscription) (newSubs []Subscription, err error)) error // SetPublicOnly connects to public or private SetPublicOnly() GetPublicOnly() bool // Connect connects to websocket server Connect(ctx context.Context) error Reconnect() Close() error } type PrivateChannelSetter interface { SetPrivateChannels(channels []string) } type PrivateChannelSymbolSetter interface { SetPrivateChannelSymbols(symbols []string) } type Unsubscriber interface { // Unsubscribe unsubscribes the all subscriptions. Unsubscribe() } type EndpointCreator func(ctx context.Context) (string, error) type Parser func(message []byte) (interface{}, error) type Dispatcher func(e interface{}) // HeartBeat keeps connection alive by sending the ping packet. type HeartBeat func(conn *websocket.Conn) error type BeforeConnect func(ctx context.Context) error type WebsocketPongEvent struct{} //go:generate callbackgen -type StandardStream -interface type StandardStream struct { parser Parser dispatcher Dispatcher pingInterval time.Duration endpointCreator EndpointCreator // Conn is the websocket connection Conn *websocket.Conn // ConnCtx is the context of the current websocket connection ConnCtx context.Context // ConnCancel is the cancel funcion of the current websocket connection ConnCancel context.CancelFunc // ConnLock is used for locking Conn, ConnCtx and ConnCancel fields. // When changing these field values, be sure to call ConnLock ConnLock sync.Mutex PublicOnly bool // sg is used to wait until the previous routines are closed. // only handle routines used internally, avoid including external callback func to prevent issues if they have // bugs and cannot terminate. sg SyncGroup // ReconnectC is a signal channel for reconnecting ReconnectC chan struct{} // CloseC is a signal channel for closing stream CloseC chan struct{} Subscriptions []Subscription // subLock is used for locking Subscriptions fields. // When changing these field values, be sure to call subLock subLock sync.Mutex startCallbacks []func() connectCallbacks []func() disconnectCallbacks []func() authCallbacks []func() rawMessageCallbacks []func(raw []byte) // private trade update callbacks tradeUpdateCallbacks []func(trade Trade) // private order update callbacks orderUpdateCallbacks []func(order Order) // balance snapshot callbacks balanceSnapshotCallbacks []func(balances BalanceMap) balanceUpdateCallbacks []func(balances BalanceMap) kLineClosedCallbacks []func(kline KLine) kLineCallbacks []func(kline KLine) bookUpdateCallbacks []func(book SliceOrderBook) bookTickerUpdateCallbacks []func(bookTicker BookTicker) bookSnapshotCallbacks []func(book SliceOrderBook) marketTradeCallbacks []func(trade Trade) aggTradeCallbacks []func(trade Trade) forceOrderCallbacks []func(info LiquidationInfo) // Futures FuturesPositionUpdateCallbacks []func(futuresPositions FuturesPositionMap) FuturesPositionSnapshotCallbacks []func(futuresPositions FuturesPositionMap) heartBeat HeartBeat beforeConnect BeforeConnect } type StandardStreamEmitter interface { Stream EmitStart() EmitConnect() EmitDisconnect() EmitAuth() EmitTradeUpdate(Trade) EmitOrderUpdate(Order) EmitBalanceSnapshot(BalanceMap) EmitBalanceUpdate(BalanceMap) EmitKLineClosed(KLine) EmitKLine(KLine) EmitBookUpdate(SliceOrderBook) EmitBookTickerUpdate(BookTicker) EmitBookSnapshot(SliceOrderBook) EmitMarketTrade(Trade) EmitAggTrade(Trade) EmitForceOrder(LiquidationInfo) EmitFuturesPositionUpdate(FuturesPositionMap) EmitFuturesPositionSnapshot(FuturesPositionMap) } func NewStandardStream() StandardStream { return StandardStream{ ReconnectC: make(chan struct{}, 1), CloseC: make(chan struct{}), sg: NewSyncGroup(), pingInterval: pingInterval, } } func (s *StandardStream) SetPublicOnly() { s.PublicOnly = true } func (s *StandardStream) GetPublicOnly() bool { return s.PublicOnly } func (s *StandardStream) SetEndpointCreator(creator EndpointCreator) { s.endpointCreator = creator } func (s *StandardStream) SetDispatcher(dispatcher Dispatcher) { s.dispatcher = dispatcher } func (s *StandardStream) SetParser(parser Parser) { s.parser = parser } func (s *StandardStream) SetConn(ctx context.Context, conn *websocket.Conn) (context.Context, context.CancelFunc) { // should only start one connection one time, so we lock the mutex connCtx, connCancel := context.WithCancel(ctx) s.ConnLock.Lock() // ensure the previous context is cancelled and all routines are closed. if s.ConnCancel != nil { s.ConnCancel() s.sg.WaitAndClear() } // create a new context for this connection s.Conn = conn s.ConnCtx = connCtx s.ConnCancel = connCancel s.ConnLock.Unlock() return connCtx, connCancel } func (s *StandardStream) Read(ctx context.Context, conn *websocket.Conn, cancel context.CancelFunc) { defer func() { cancel() s.EmitDisconnect() }() // flag format: debug-{component}-{message type} debugRawMessage := viper.GetBool("debug-websocket-raw-message") hasParser := s.parser != nil hasDispatcher := s.dispatcher != nil for { select { case <-ctx.Done(): return case <-s.CloseC: return default: 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 err2 := err.(type) { // if it's a websocket related error case *websocket.CloseError: if err2.Code != websocket.CloseNormalClosure { log.WithError(err2).Warnf("websocket error abnormal close: %+v", err2) } _ = conn.Close() // for close error, we should re-connect // emit reconnect to start a new connection s.Reconnect() return case net.Error: log.WithError(err2).Warn("websocket read network error") _ = conn.Close() s.Reconnect() return default: log.WithError(err2).Warn("unexpected websocket error") _ = conn.Close() s.Reconnect() return } } // skip non-text messages if mt != websocket.TextMessage { continue } if debugRawMessage { log.Info(string(message)) } if !hasParser { s.EmitRawMessage(message) continue } var e interface{} e, err = s.parser(message) if err != nil { log.WithError(err).Errorf("websocket event parse error, message: %s", message) // emit raw message even if occurs error, because we want anything can be detected s.EmitRawMessage(message) continue } // skip pong event to avoid the message like spam if _, ok := e.(*WebsocketPongEvent); !ok { s.EmitRawMessage(message) } if hasDispatcher { s.dispatcher(e) } } } } func (s *StandardStream) SetPingInterval(interval time.Duration) { s.pingInterval = interval } func (s *StandardStream) ping( ctx context.Context, conn *websocket.Conn, cancel context.CancelFunc, ) { defer func() { cancel() log.Debug("[websocket] ping worker stopped") }() var pingTicker = time.NewTicker(s.pingInterval) defer pingTicker.Stop() for { select { case <-ctx.Done(): return case <-s.CloseC: return case <-pingTicker.C: if s.heartBeat != nil { if err := s.heartBeat(conn); err != nil { // log errors at the concrete class so that we can identify which exchange encountered an error s.Reconnect() return } } if err := conn.WriteControl(websocket.PingMessage, nil, time.Now().Add(writeTimeout)); err != nil { log.WithError(err).Error("ping error", err) s.Reconnect() return } } } } func (s *StandardStream) GetSubscriptions() []Subscription { s.subLock.Lock() defer s.subLock.Unlock() return s.Subscriptions } // Resubscribe synchronizes the new subscriptions based on the provided function. // The fn function takes the old subscriptions as input and returns the new subscriptions that will replace the old ones // in the struct then Reconnect. // This method is thread-safe. func (s *StandardStream) Resubscribe(fn func(old []Subscription) (new []Subscription, err error)) error { s.subLock.Lock() defer s.subLock.Unlock() var err error subs, err := fn(s.Subscriptions) if err != nil { return err } s.Subscriptions = subs s.Reconnect() return nil } func (s *StandardStream) Subscribe(channel Channel, symbol string, options SubscribeOptions) { s.subLock.Lock() defer s.subLock.Unlock() s.Subscriptions = append(s.Subscriptions, Subscription{ Channel: channel, Symbol: symbol, Options: options, }) } func (s *StandardStream) Reconnect() { select { case s.ReconnectC <- struct{}{}: default: } } // Connect starts the stream and create the websocket connection func (s *StandardStream) Connect(ctx context.Context) error { if s.beforeConnect != nil { if err := s.beforeConnect(ctx); err != nil { return err } } err := s.DialAndConnect(ctx) if err != nil { return err } // start one re-connector goroutine with the base context // reconnector goroutine does not exit when the connection is closed go s.reconnector(ctx) s.EmitStart() return nil } func (s *StandardStream) reconnector(ctx context.Context) { for { select { case <-ctx.Done(): return case <-s.CloseC: return case <-s.ReconnectC: log.Warnf("received reconnect signal, cooling for %s...", reconnectCoolDownPeriod) time.Sleep(reconnectCoolDownPeriod) log.Warnf("re-connecting...") if err := s.DialAndConnect(ctx); err != nil { log.WithError(err).Errorf("re-connect error, try to reconnect later") // re-emit the re-connect signal if error s.Reconnect() } } } } func (s *StandardStream) DialAndConnect(ctx context.Context) error { conn, err := s.Dial(ctx) if err != nil { return err } connCtx, connCancel := s.SetConn(ctx, conn) s.EmitConnect() s.sg.Add(func() { s.Read(connCtx, conn, connCancel) }) s.sg.Add(func() { s.ping(connCtx, conn, connCancel) }) s.sg.Run() return nil } func (s *StandardStream) Dial(ctx context.Context, args ...string) (*websocket.Conn, error) { var url string var err error if len(args) > 0 { url = args[0] } else if s.endpointCreator != nil { url, err = s.endpointCreator(ctx) if err != nil { return nil, errors.Wrap(err, "can not dial, can not create endpoint via the endpoint creator") } } else { return nil, errors.New("can not dial, neither url nor endpoint creator is not defined, you should pass an url to Dial() or call SetEndpointCreator()") } conn, _, err := defaultDialer.Dial(url, nil) if err != nil { return nil, err } // use the default ping handler // The websocket server will send a ping frame every 3 minutes. // If the websocket server does not receive a pong frame back from the connection within a 10 minutes period, // the connection will be disconnected. // Unsolicited pong frames are allowed. conn.SetPingHandler(nil) conn.SetPongHandler(func(string) error { if err := conn.SetReadDeadline(time.Now().Add(readTimeout * 2)); err != nil { log.WithError(err).Error("pong handler can not set read deadline") } return nil }) log.Infof("[websocket] connected, public = %v, read timeout = %v", s.PublicOnly, readTimeout) return conn, nil } func (s *StandardStream) Close() error { log.Debugf("[websocket] closing stream...") // close the close signal channel, so that reader and ping worker will stop close(s.CloseC) // get the connection object before call the context cancel function s.ConnLock.Lock() conn := s.Conn connCancel := s.ConnCancel s.ConnLock.Unlock() // cancel the context so that the ticker loop and listen key updater will be stopped. if connCancel != nil { connCancel() } // gracefully write the close message to the connection err := conn.WriteMessage(websocket.CloseMessage, websocket.FormatCloseMessage(websocket.CloseNormalClosure, "")) if err != nil { return errors.Wrap(err, "websocket write close message error") } log.Debugf("[websocket] stream closed") // let the reader close the connection <-time.After(time.Second) return nil } // SetHeartBeat sets the custom heart beat implementation if needed func (s *StandardStream) SetHeartBeat(fn HeartBeat) { s.heartBeat = fn } // SetBeforeConnect sets the custom hook function before connect func (s *StandardStream) SetBeforeConnect(fn BeforeConnect) { s.beforeConnect = fn } type Depth string const ( DepthLevelFull Depth = "FULL" DepthLevelMedium Depth = "MEDIUM" DepthLevel1 Depth = "1" DepthLevel5 Depth = "5" DepthLevel10 Depth = "10" DepthLevel15 Depth = "15" DepthLevel20 Depth = "20" DepthLevel50 Depth = "50" DepthLevel200 Depth = "200" DepthLevel400 Depth = "400" ) type Speed string const ( SpeedHigh Speed = "HIGH" SpeedMedium Speed = "MEDIUM" SpeedLow Speed = "LOW" ) // SubscribeOptions provides the standard stream options type SubscribeOptions struct { // TODO: change to Interval type later Interval Interval `json:"interval,omitempty"` Depth Depth `json:"depth,omitempty"` Speed Speed `json:"speed,omitempty"` } func (o SubscribeOptions) String() string { if len(o.Interval) > 0 { return string(o.Interval) } return string(o.Depth) } type Subscription struct { Symbol string `json:"symbol"` Channel Channel `json:"channel"` Options SubscribeOptions `json:"options"` }