github.com/bitfinexcom/bitfinex-api-go@v0.0.0-20210608095005-9e0b26f200fb/v2/websocket/client.go

package websocket

import (
	"bytes"
	"context"
	"fmt"
	"strings"
	"sync"
	"time"
	"unicode"

	"github.com/gorilla/websocket"
	"github.com/op/go-logging"

	"github.com/bitfinexcom/bitfinex-api-go/pkg/models/common"
	"github.com/bitfinexcom/bitfinex-api-go/pkg/utils"

	"crypto/hmac"
	"crypto/sha512"
	"encoding/hex"
)

var productionBaseURL = "wss://api-pub.bitfinex.com/ws/2"

// ws-specific errors
var (
	ErrWSNotConnected     = fmt.Errorf("websocket connection not established")
	ErrWSAlreadyConnected = fmt.Errorf("websocket connection already established")
)

// Available channels
const (
	ChanBook    = "book"
	ChanTrades  = "trades"
	ChanTicker  = "ticker"
	ChanCandles = "candles"
	ChanStatus  = "status"
)

// Events
const (
	EventSubscribe   = "subscribe"
	EventUnsubscribe = "unsubscribe"
	EventPing        = "ping"
)

// Authentication states
const (
	NoAuthentication         AuthState = 0
	PendingAuthentication    AuthState = 1
	SuccessfulAuthentication AuthState = 2
	RejectedAuthentication   AuthState = 3
)

// private type--cannot instantiate.
type authState byte

// AuthState provides a typed authentication state.
type AuthState authState // prevent user construction of authStates

// DMSCancelOnDisconnect cancels session orders on disconnect.
const DMSCancelOnDisconnect int = 4

// Asynchronous interface decouples the underlying transport from API logic.
type Asynchronous interface {
	Connect() error
	Send(ctx context.Context, msg interface{}) error
	Listen() <-chan []byte
	Close()
	Done() <-chan error
}

type SocketId int
type Socket struct {
	Id SocketId
	Asynchronous
	IsConnected        bool
	ResetSubscriptions []*subscription
	IsAuthenticated    bool
}

// AsynchronousFactory provides an interface to re-create asynchronous transports during reconnect events.
type AsynchronousFactory interface {
	Create() Asynchronous
}

// WebsocketAsynchronousFactory creates a websocket-based asynchronous transport.
type WebsocketAsynchronousFactory struct {
	parameters *Parameters
}

// NewWebsocketAsynchronousFactory creates a new websocket factory with a given URL.
func NewWebsocketAsynchronousFactory(parameters *Parameters) AsynchronousFactory {
	return &WebsocketAsynchronousFactory{
		parameters: parameters,
	}
}

// Create returns a new websocket transport.
func (w *WebsocketAsynchronousFactory) Create() Asynchronous {
	return newWs(w.parameters.URL, w.parameters.LogTransport, w.parameters.Logger)
}

// Client provides a unified interface for users to interact with the Bitfinex V2 Websocket API.
// nolint:megacheck,structcheck
type Client struct {
	asyncFactory AsynchronousFactory // for re-creating transport during reconnects

	timeout            int64 // read timeout
	apiKey             string
	apiSecret          string
	cancelOnDisconnect bool
	Authentication     AuthState
	sockets            map[SocketId]*Socket
	nonce              utils.NonceGenerator
	terminal           bool
	init               bool
	log                *logging.Logger

	// connection & operational behavior
	parameters *Parameters

	// subscription manager
	subscriptions *subscriptions
	factories     map[string]messageFactory
	orderbooks    map[string]*Orderbook

	// close signal sent to user on shutdown
	shutdown chan bool

	// downstream listener channel to deliver API objects
	listener chan interface{}

	// race management
	mtx       *sync.RWMutex
	waitGroup sync.WaitGroup
}

// Credentials assigns authentication credentials to a connection request.
func (c *Client) Credentials(key string, secret string) *Client {
	c.apiKey = key
	c.apiSecret = secret
	return c
}

// CancelOnDisconnect ensures all orders will be canceled if this API session is disconnected.
func (c *Client) CancelOnDisconnect(cxl bool) *Client {
	c.cancelOnDisconnect = cxl
	return c
}

func (c *Client) sign(msg string) (string, error) {
	sig := hmac.New(sha512.New384, []byte(c.apiSecret))
	_, err := sig.Write([]byte(msg))
	if err != nil {
		return "", err
	}
	return hex.EncodeToString(sig.Sum(nil)), nil
}

func (c *Client) registerFactory(channel string, factory messageFactory) {
	c.factories[channel] = factory
}

// New creates a default client.
func New() *Client {
	return NewWithParams(NewDefaultParameters())
}

// NewWithAsyncFactory creates a new default client with a given asynchronous transport factory interface.
func NewWithAsyncFactory(async AsynchronousFactory) *Client {
	return NewWithParamsAsyncFactory(NewDefaultParameters(), async)
}

// NewWithParams creates a new default client with a given set of parameters.
func NewWithParams(params *Parameters) *Client {
	return NewWithParamsAsyncFactory(params, NewWebsocketAsynchronousFactory(params))
}

// NewWithAsyncFactoryNonce creates a new default client with a given asynchronous transport factory and nonce generator.
func NewWithAsyncFactoryNonce(async AsynchronousFactory, nonce utils.NonceGenerator) *Client {
	return NewWithParamsAsyncFactoryNonce(NewDefaultParameters(), async, nonce)
}

// NewWithParamsNonce creates a new default client with a given set of parameters and nonce generator.
func NewWithParamsNonce(params *Parameters, nonce utils.NonceGenerator) *Client {
	return NewWithParamsAsyncFactoryNonce(params, NewWebsocketAsynchronousFactory(params), nonce)
}

// NewWithParamsAsyncFactory creates a new default client with a given set of parameters and asynchronous transport factory interface.
func NewWithParamsAsyncFactory(params *Parameters, async AsynchronousFactory) *Client {
	return NewWithParamsAsyncFactoryNonce(params, async, utils.NewEpochNonceGenerator())
}

// NewWithParamsAsyncFactoryNonce creates a new client with a given set of parameters, asynchronous transport factory, and nonce generator interfaces.
func NewWithParamsAsyncFactoryNonce(params *Parameters, async AsynchronousFactory, nonce utils.NonceGenerator) *Client {
	c := &Client{
		asyncFactory:   async,
		Authentication: NoAuthentication,
		factories:      make(map[string]messageFactory),
		subscriptions:  newSubscriptions(params.HeartbeatTimeout, params.Logger),
		orderbooks:     make(map[string]*Orderbook),
		nonce:          nonce,
		parameters:     params,
		listener:       make(chan interface{}),
		terminal:       false,
		shutdown:       nil,
		sockets:        make(map[SocketId]*Socket),
		mtx:            &sync.RWMutex{},
		log:            params.Logger,
	}
	c.registerPublicFactories()
	return c
}

// Connect to the Bitfinex API, this should only be called once.
func (c *Client) Connect() error {
	c.dumpParams()
	c.terminal = false
	go c.listenDisconnect()
	return c.connectSocket(SocketId(len(c.sockets)))
}

// Returns true if the underlying asynchronous transport is connected to an endpoint.
func (c *Client) IsConnected() bool {
	c.mtx.RLock()
	defer c.mtx.RUnlock()
	for _, socket := range c.sockets {
		if socket.IsConnected {
			return true
		}
	}
	return false
}

// Listen for all incoming api websocket messages
// When a websocket connection is terminated, the publisher channel will close.
func (c *Client) Listen() <-chan interface{} {
	return c.listener
}

// Close the websocket client which will cause for all
// active sockets to be exited and the Done() function
// to be called
func (c *Client) Close() {
	c.terminal = true
	var wg sync.WaitGroup
	socketCount := len(c.sockets)
	if socketCount > 0 {
		for _, socket := range c.sockets {
			if socket.IsConnected {
				wg.Add(1)
				socket.IsConnected = false
				go func(s *Socket) {
					c.closeAsyncAndWait(s, c.parameters.ShutdownTimeout)
					wg.Done()
				}(socket)
			}
		}
		wg.Wait()
	}
	c.subscriptions.Close()
	close(c.listener)
}

// Unsubscribe from the existing subscription with the given id
func (c *Client) Unsubscribe(ctx context.Context, id string) error {
	sub, err := c.subscriptions.lookupBySubscriptionID(id)
	if err != nil {
		return err
	}
	// sub is removed from manager on ack from API
	return c.sendUnsubscribeMessage(ctx, sub)
}

func (c *Client) listenDisconnect() {
	for {
		select {
		case <-c.shutdown:
			return
		case hbErr := <-c.subscriptions.ListenDisconnect(): // subscription heartbeat timeout
			c.log.Warningf("heartbeat disconnect: %s", hbErr.Error.Error())
			c.mtx.Lock()
			if socket, ok := c.sockets[hbErr.Subscription.SocketId]; ok {
				if socket.IsConnected {
					c.log.Infof("restarting socket (id=%d) connection", socket.Id)
					socket.IsConnected = false
					// reconnect to the socket
					go func() {
						c.closeAsyncAndWait(socket, c.parameters.ShutdownTimeout)
						err := c.reconnect(socket, hbErr.Error)
						if err != nil {
							c.log.Warningf("socket disconnect: %s", err.Error())
							return
						}
					}()
				}
			}
			c.mtx.Unlock()
		}
	}
}

func extractSymbolResolutionFromKey(subscription string) (symbol string, resolution common.CandleResolution, err error) {
	var res, sym string
	str := strings.Split(subscription, ":")
	if len(str) < 3 {
		return "", resolution, fmt.Errorf("could not convert symbol resolution for %s: len %d", subscription, len(str))
	}
	res = str[1]
	sym = str[2]
	resolution, err = common.CandleResolutionFromString(res)
	if err != nil {
		return "", resolution, err
	}
	return sym, resolution, nil
}

func (c *Client) registerPublicFactories() {
	c.registerFactory(ChanTicker, newTickerFactory(c.subscriptions))
	c.registerFactory(ChanTrades, newTradeFactory(c.subscriptions))
	c.registerFactory(ChanBook, newBookFactory(c.subscriptions, c.orderbooks, c.parameters.ManageOrderbook))
	c.registerFactory(ChanCandles, newCandlesFactory(c.subscriptions))
	c.registerFactory(ChanStatus, newStatsFactory(c.subscriptions))
}

func (c *Client) reconnect(socket *Socket, err error) error {
	c.mtx.RLock()
	if c.terminal {
		// dont attempt to reconnect if terminal
		c.mtx.RUnlock()
		return err
	}
	if !c.parameters.AutoReconnect {
		err := fmt.Errorf("AutoReconnect setting is disabled, do not reconnect: %s", err.Error())
		c.mtx.RUnlock()
		return err
	}
	c.mtx.RUnlock()
	reconnectTry := 0
	for ; reconnectTry < c.parameters.ReconnectAttempts; reconnectTry++ {
		c.log.Debugf("socket (id=%d) waiting %s until reconnect...", socket.Id, c.parameters.ReconnectInterval)
		time.Sleep(c.parameters.ReconnectInterval)
		c.log.Infof("socket (id=%d) reconnect attempt %d/%d", socket.Id, reconnectTry+1, c.parameters.ReconnectAttempts)
		if err := c.reconnectSocket(socket); err == nil {
			c.log.Debugf("reconnect OK")
			return nil
		}
		c.log.Warningf("socket (id=%d) reconnect failed: %s", socket.Id, err.Error())
	}
	if err != nil {
		c.log.Errorf("socket (id=%d) could not reconnect: %s", socket.Id, err.Error())
	}
	return err
}

func (c *Client) dumpParams() {
	c.log.Debug("----Bitfinex Client Parameters----")
	c.log.Debugf("AutoReconnect=%t", c.parameters.AutoReconnect)
	c.log.Debugf("CapacityPerConnection=%t", c.parameters.CapacityPerConnection)
	c.log.Debugf("ReconnectInterval=%s", c.parameters.ReconnectInterval)
	c.log.Debugf("ReconnectAttempts=%d", c.parameters.ReconnectAttempts)
	c.log.Debugf("ShutdownTimeout=%s", c.parameters.ShutdownTimeout)
	c.log.Debugf("ResubscribeOnReconnect=%t", c.parameters.ResubscribeOnReconnect)
	c.log.Debugf("HeartbeatTimeout=%s", c.parameters.HeartbeatTimeout)
	c.log.Debugf("URL=%s", c.parameters.URL)
	c.log.Debugf("ManageOrderbook=%t", c.parameters.ManageOrderbook)
}

func (c *Client) connectSocket(socketId SocketId) error {
	async := c.asyncFactory.Create()
	// create new socket instance
	socket := &Socket{
		Id:                 socketId,
		Asynchronous:       async,
		IsConnected:        false,
		ResetSubscriptions: nil,
		IsAuthenticated:    false,
	}
	oldSocket, _ := c.socketById(socketId)
	if oldSocket != nil {
		// socket exists so use its state
		socket.IsAuthenticated = oldSocket.IsAuthenticated
		socket.ResetSubscriptions = oldSocket.ResetSubscriptions
	}
	c.mtx.Lock()
	// add socket to managed map
	c.sockets[socket.Id] = socket
	c.mtx.Unlock()
	// connect socket
	err := socket.Asynchronous.Connect()
	if err != nil {
		// unable to establish connection
		return err
	}
	socket.IsConnected = true
	go c.listenUpstream(socket)
	return nil
}

func (c *Client) reconnectSocket(socket *Socket) error {
	// remove subscriptions from manager but keep a copy so we can resubscribe once
	// a new connection is established
	if socket.ResetSubscriptions == nil && c.parameters.ResubscribeOnReconnect {
		socket.ResetSubscriptions = c.subscriptions.ResetSocketSubscriptions(socket.Id)
	}
	// establish a new connection
	err := c.connectSocket(socket.Id)
	if err != nil {
		return err
	}
	return nil
}

// start this goroutine before connecting, but this should die during a connection failure
func (c *Client) listenUpstream(socket *Socket) {
	for {
		select {
		case err := <-socket.Asynchronous.Done():
			if websocket.IsUnexpectedCloseError(err, websocket.CloseGoingAway) {
				err := c.reconnect(socket, err)
				if err != nil {
					c.log.Errorf("Unable to reconnect socket (id=%d) after err: %s", socket.Id, err.Error())
					return
				}
			}
			return
		case msg := <-socket.Asynchronous.Listen():
			if msg != nil {
				err := c.handleMessage(socket.Id, msg)
				if err != nil {
					c.log.Warningf("upstream listen error: %s", err.Error())
				}
			}
		}
	}
}

func (c *Client) closeAsyncAndWait(socket *Socket, t time.Duration) {
	timeout := make(chan bool)
	wg := sync.WaitGroup{}
	wg.Add(1)
	go func() {
		select {
		case <-socket.Asynchronous.Done():
			wg.Done()
		case <-timeout:
			c.log.Errorf("socket (id=%d) took too long to close.", socket.Id)
			wg.Done()
		}
	}()
	go func() {
		time.Sleep(t)
		close(timeout)
	}()
	socket.Asynchronous.Close()
	wg.Wait()
}

func (c *Client) handleMessage(socketId SocketId, msg []byte) error {
	t := bytes.TrimLeftFunc(msg, unicode.IsSpace)
	var err error
	// either a channel data array or an event object, raw json encoding
	if bytes.HasPrefix(t, []byte("[")) {
		err = c.handleChannel(socketId, msg)
	} else if bytes.HasPrefix(t, []byte("{")) {
		err = c.handleEvent(socketId, msg)
	} else {
		return fmt.Errorf("unexpected message in socket (id=%d): %s", socketId, msg)
	}
	return err
}

func (c *Client) sendUnsubscribeMessage(ctx context.Context, sub *subscription) error {
	socket, err := c.socketById(sub.SocketId)
	if err != nil {
		return err
	}
	return socket.Asynchronous.Send(ctx, unsubscribeMsg{Event: "unsubscribe", ChanID: sub.ChanID})
}

func (c *Client) checkResubscription(socketId SocketId) {
	socket, err := c.socketById(socketId)
	if err != nil {
		panic(err)
	}
	if c.parameters.ManageOrderbook {
		ctx, cancel := context.WithTimeout(context.Background(), time.Second*5)
		defer cancel()
		_, err_flag := c.EnableFlag(ctx, common.Checksum)
		if err_flag != nil {
			c.log.Errorf("could not enable checksum flag %s ", err_flag)
		}
	}
	if c.parameters.ResubscribeOnReconnect && socket.ResetSubscriptions != nil {
		for _, sub := range socket.ResetSubscriptions {
			if sub.Request.Event == "auth" {
				continue
			}
			ctx, cancel := context.WithTimeout(context.Background(), time.Second*5)
			defer cancel()
			sub.Request.SubID = c.nonce.GetNonce() // new nonce
			c.log.Infof("socket (id=%d) resubscribing to %s with nonce %s", socket.Id, sub.Request.String(), sub.Request.SubID)
			_, err := c.subscribeBySocket(ctx, socket, sub.Request)
			if err != nil {
				c.log.Errorf("could not resubscribe: %s", err.Error())
			}
		}
		socket.ResetSubscriptions = nil
	}
}

// called when an info event is received
func (c *Client) handleOpen(socketId SocketId) error {
	authSocket, _ := c.GetAuthenticatedSocket()
	// if we have auth credentials and there is currently no authenticated
	// sockets (we are only allowed one)
	if c.hasCredentials() && authSocket == nil {
		err_auth := c.authenticate(context.Background(), socketId)
		if err_auth != nil {
			return err_auth
		}
		return nil
	}
	// if the opening socket (triggered by reconnect) is authenticated then re-authenticate
	if authSocket != nil && authSocket.Id == socketId {
		err_auth := c.authenticate(context.Background(), socketId)
		if err_auth != nil {
			return err_auth
		}
		return nil
	}
	// resubscribe public channels (we will handle authenticated in authAck)
	c.checkResubscription(socketId)
	return nil
}

// called when an auth event is received
func (c *Client) handleAuthAck(socketId SocketId, auth *AuthEvent) {
	if c.Authentication == SuccessfulAuthentication {
		// set socket to authenticated
		socket, err := c.socketById(socketId)
		if err != nil {
			panic(err)
		}
		socket.IsAuthenticated = true
		err = c.subscriptions.activate(auth.SubID, auth.ChanID)
		if err != nil {
			c.log.Errorf("could not activate auth subscription: %s", err.Error())
		}
		c.checkResubscription(socketId)
	} else {
		c.log.Error("authentication failed")
	}
}

func (c *Client) hasCredentials() bool {
	return c.apiKey != "" && c.apiSecret != ""
}

// Authenticate creates the payload for the authentication request and sends it
// to the API. The filters will be applied to the authenticated channel, i.e.
// only subscribe to the filtered messages.
func (c *Client) authenticate(ctx context.Context, socketId SocketId, filter ...string) error {
	nonce := c.nonce.GetNonce()
	payload := "AUTH" + nonce
	sig, err := c.sign(payload)
	if err != nil {
		return err
	}
	s := &SubscriptionRequest{
		Event:       "auth",
		APIKey:      c.apiKey,
		AuthSig:     sig,
		AuthPayload: payload,
		AuthNonce:   nonce,
		Filter:      filter,
		SubID:       nonce,
	}
	if c.cancelOnDisconnect {
		s.DMS = DMSCancelOnDisconnect
	}
	c.subscriptions.add(socketId, s)
	socket, err := c.socketById(socketId)
	if err != nil {
		return err
	}
	if err = socket.Asynchronous.Send(ctx, s); err != nil {
		return err
	}
	c.Authentication = PendingAuthentication
	return nil
}

// get a random socket
func (c *Client) getSocket() (*Socket, error) {
	if len(c.sockets) <= 0 {
		return nil, fmt.Errorf("no socket found")
	}
	return c.sockets[0], nil
}

func (c *Client) getMostAvailableSocket() (*Socket, error) {
	var retSocket *Socket
	bestCapacity := 0
	for _, socket := range c.sockets {
		capac := c.getAvailableSocketCapacity(socket.Id)
		if retSocket == nil {
			retSocket = socket
			bestCapacity = capac
			continue
		}
		if capac > bestCapacity {
			retSocket = socket
			bestCapacity = capac
		}
	}
	if retSocket == nil {
		return nil, fmt.Errorf("no socket found")
	}
	return retSocket, nil
}

// lookup the socket with the given Id, throw error if not found
func (c *Client) socketById(socketId SocketId) (*Socket, error) {
	c.mtx.RLock()
	defer c.mtx.RUnlock()
	if socket, ok := c.sockets[socketId]; ok {
		return socket, nil
	}
	return nil, fmt.Errorf("could not find socket with ID %d", socketId)
}

// calculates how many free channels are available across all of the sockets
func (c *Client) getTotalAvailableSocketCapacity() int {
	freeCapacity := 0
	c.mtx.RLock()
	ids := make([]SocketId, len(c.sockets))
	for i, socket := range c.sockets {
		ids[i] = socket.Id
	}
	c.mtx.RUnlock()
	for _, id := range ids {
		freeCapacity += c.getAvailableSocketCapacity(id)
	}
	return freeCapacity
}

// calculates how many free channels are available on the given socket
func (c *Client) getAvailableSocketCapacity(socketId SocketId) int {
	c.mtx.RLock()
	defer c.mtx.RUnlock()
	subs, err := c.subscriptions.lookupBySocketId(socketId)
	if err == nil {
		return c.parameters.CapacityPerConnection - subs.Len()
	}
	return c.parameters.CapacityPerConnection
}

// Get the authenticated socket. Due to rate limitations
// there can only be one authenticated socket active at a time
func (c *Client) GetAuthenticatedSocket() (*Socket, error) {
	c.mtx.RLock()
	defer c.mtx.RUnlock()
	for _, socket := range c.sockets {
		if socket.IsAuthenticated {
			return socket, nil
		}
	}
	return nil, fmt.Errorf("no authenticated socket found")
}