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gateio: Add websocket request functions for futures trading (btc and usdt margined) #1603

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@shazbert shazbert commented Aug 6, 2024

PR Description

  • Adds functions for trading using websocket connection.
  • Correctly routes outbound requests through available connection dependant on asset settlement
  • Integrates an independant wrapper function for websocket outbound orders

Requires dependency #1598

Type of change

Please delete options that are not relevant and add an x in [] as item is complete.

  • Bug fix (non-breaking change which fixes an issue)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to not work as expected)
  • This change requires a documentation update

How has this been tested

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration and
also consider improving test coverage whilst working on a certain feature or package.

  • go test ./... -race
  • golangci-lint run
  • Test X

Checklist

  • My code follows the style guidelines of this project
  • I have performed a self-review of my own code
  • I have commented my code, particularly in hard-to-understand areas
  • I have made corresponding changes to the documentation and regenerated documentation via the documentation tool
  • My changes generate no new warnings
  • I have added tests that prove my fix is effective or that my feature works
  • New and existing unit tests pass locally and on Github Actions with my changes
  • Any dependent changes have been merged and published in downstream modules

shazbert added 30 commits July 14, 2024 16:13
…larity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.
…rror but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.

* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response
…would hang connection reader for eternity.
@shazbert shazbert added review me This pull request is ready for review medium priority and removed nomerge requires dependency This pull request is dependent on another, so it can't be merged until the dependent one is merged labels Dec 22, 2024
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Nice stuff. Haven't done a test run yet. Will look into testnet usage

exchanges/request/request.go Show resolved Hide resolved
@@ -3451,7 +3451,7 @@ func TestProcessFuturesOrdersPushData(t *testing.T) {
incoming string
status order.Status
}{
{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"open","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Open},
{`{"channel":"futures.orders","event":"update","time":1541505434,"time_ms":1541505434123,"result":[{"contract":"BTC_USD","create_time":1628736847,"create_time_ms":1628736847325,"fill_price":40000.4,"finish_as":"","finish_time":1628736848,"finish_time_ms":1628736848321,"iceberg":0,"id":4872460,"is_close":false,"is_liq":false,"is_reduce_only":false,"left":0,"mkfr":-0.00025,"price":40000.4,"refr":0,"refu":0,"size":1,"status":"OPEN","text":"-","tif":"gtc","tkfr":0.0005,"user":"110xxxxx"}]}`, order.Open},
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caps status doesn't match API docs anywhere. Show me some freshly baked order json and I won't make you change it back 🌈

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Yeah I got no idea from memory will test it out again. 👀

exchanges/gateio/gateio_types.go Outdated Show resolved Hide resolved
exchanges/gateio/gateio_websocket.go Outdated Show resolved Hide resolved
Comment on lines 2646 to 2663
resp, err = s.DeriveSubmitResponse(got[0].ID)
if err != nil {
return nil, err
}
resp.Side, err = order.StringToOrderSide(got[0].Side)
if err != nil {
return nil, err
}
resp.Status, err = order.StringToOrderStatus(got[0].Status)
if err != nil {
return nil, err
}
resp.Pair = s.Pair
resp.Date = got[0].CreateTime.Time()
resp.ClientOrderID = got[0].Text
resp.Date = got[0].CreateTimeMs.Time()
resp.LastUpdated = got[0].UpdateTimeMs.Time()
return resp, nil
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Do you really trust your submitted values to match 100% with the actual results for all order types? In the other case you don't

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I also set resp.Date twice here. I am sure that must be for efficiency reasons.

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Hopefully addressed this comment here

exchanges/gateio/gateio_websocket_request_spot.go Outdated Show resolved Hide resolved
@shazbert shazbert requested a review from gloriousCode January 2, 2025 04:07
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3 participants