Kraken websocket support (thrasher-corp#264)

* Initial commit. Adds ticker, candle and trade, subscription support

* Adds support for spread and orderbooks

* Adds new currency pair delimiter ("/"), Adds dedicated websocket Connected channel handler, Updates Kraken websocket capability definition, Refines websocket tests to connect and disconnect without freezing, separates WebsocketUnsubscribeEventRequest ChannelID into its own struct WebsocketUnsubscribeByChannelIDEventRequest to prevent bad json WS requests, Adds asset type to orderbook, Kraken WS handles connection better

* Removes duplicate type, reverts config value

* Addresses error returns and changes writeToWebsocket to use byte array. Removes deferred funcs in tests. Increases test listening limit for rare cases

* Fixes verbose log. Rearranges WS Connect async ordering. Fixes DATA RACE. Fixes random okex tests. Ensures Kraken WS tests only connect once

currency/pair.go

@@ -62,7 +62,7 @@ func NewPairFromIndex(currencyPair, index string) (Pair, error) {
 // NewPairFromString converts currency string into a new CurrencyPair
 // with or without delimeter
 func NewPairFromString(currencyPair string) Pair {
-	delimiters := []string{"_", "-"}
+	delimiters := []string{"_", "-", "/"}
 	var delimiter string
 	for _, x := range delimiters {
 		if strings.Contains(currencyPair, x) {

exchanges/exchange_websocket.go

@@ -141,7 +141,6 @@ func (w *Websocket) trafficMonitor(wg *sync.WaitGroup) {
 		select {
 		case <-w.ShutdownC: // Returns on shutdown channel close
 			return
-
 		case <-w.TrafficAlert: // Resets timer on traffic
 			if !w.connected {
 				w.Connected <- struct{}{}
@@ -194,20 +193,21 @@ func (w *Websocket) Connect() error {
 
 	w.ShutdownC = make(chan struct{}, 1)
 
-	var anotherWG sync.WaitGroup
-	anotherWG.Add(1)
-	go w.trafficMonitor(&anotherWG)
-	anotherWG.Wait()
-
 	err := w.connector()
 	if err != nil {
 		return fmt.Errorf("exchange_websocket.go connection error %s",
 			err)
 	}
 
-	// Divert for incoming websocket traffic
-	w.Connected <- struct{}{}
-	w.connected = true
+	if !w.connected {
+		w.Connected <- struct{}{}
+		w.connected = true
+	}
+
+	var anotherWG sync.WaitGroup
+	anotherWG.Add(1)
+	go w.trafficMonitor(&anotherWG)
+	anotherWG.Wait()
 
 	return nil
 }

exchanges/kraken/kraken.go

@@ -7,8 +7,10 @@ import (
 	"net/url"
 	"strconv"
 	"strings"
+	"sync"
 	"time"
 
+	"github.com/gorilla/websocket"
 	"github.com/thrasher-/gocryptotrader/common"
 	"github.com/thrasher-/gocryptotrader/config"
 	"github.com/thrasher-/gocryptotrader/currency"
@@ -56,7 +58,9 @@ const (
 // Kraken is the overarching type across the alphapoint package
 type Kraken struct {
 	exchange.Base
+	WebsocketConn      *websocket.Conn
 	CryptoFee, FiatFee float64
+	mu                 sync.Mutex
 }
 
 // SetDefaults sets current default settings
@@ -86,6 +90,12 @@ func (k *Kraken) SetDefaults() {
 	k.APIUrlDefault = krakenAPIURL
 	k.APIUrl = k.APIUrlDefault
 	k.WebsocketInit()
+	k.WebsocketURL = krakenWSURL
+	k.Websocket.Functionality = exchange.WebsocketTickerSupported |
+		exchange.WebsocketTradeDataSupported |
+		exchange.WebsocketKlineSupported |
+		exchange.WebsocketOrderbookSupported
+
 }
 
 // Setup sets current exchange configuration
@@ -100,6 +110,7 @@ func (k *Kraken) Setup(exch config.ExchangeConfig) {
 		k.SetHTTPClientUserAgent(exch.HTTPUserAgent)
 		k.RESTPollingDelay = exch.RESTPollingDelay
 		k.Verbose = exch.Verbose
+		k.Websocket.SetWsStatusAndConnection(exch.Websocket)
 		k.BaseCurrencies = exch.BaseCurrencies
 		k.AvailablePairs = exch.AvailablePairs
 		k.EnabledPairs = exch.EnabledPairs
@@ -123,6 +134,14 @@ func (k *Kraken) Setup(exch config.ExchangeConfig) {
 		if err != nil {
 			log.Fatal(err)
 		}
+		err = k.WebsocketSetup(k.WsConnect,
+			exch.Name,
+			exch.Websocket,
+			krakenWSURL,
+			exch.WebsocketURL)
+		if err != nil {
+			log.Fatal(err)
+		}
 	}
 }