BTCMarkets: Add subscription configuration (#1624)

* Subscription: Add List.GroupByPairs

* BTCMarkets: Add subscription conf

* BTCMarkets: Upgrade test config

exchanges/subscription/list.go

@@ -46,6 +46,22 @@ func (l List) GroupPairs() (n List) {
 	return s.List()
 }
 
+// GroupByPairs groups subscriptions which have the same Pairs
+func (l List) GroupByPairs() []List {
+	n := []List{}
+outer:
+	for _, a := range l {
+		for i, b := range n {
+			if a.Pairs.Equal(b[0].Pairs) { // Note: b is guaranteed to have 1 element by the append(n) below
+				n[i] = append(n[i], a)
+				continue outer
+			}
+		}
+		n = append(n, List{a})
+	}
+	return n
+}
+
 // Clone returns a deep clone of the List
 func (l List) Clone() List {
 	n := make(List, len(l))

exchanges/subscription/list_test.go

@@ -26,7 +26,7 @@ func TestListStrings(t *testing.T) {
 		},
 	}
 	exp := []string{"orderbook  ETH/USDC", "ticker spot ETH/USDC,BTC/USDT"}
-	assert.ElementsMatch(t, exp, l.Strings(), "String must return correct sorted list")
+	assert.ElementsMatch(t, exp, l.Strings(), "String should return correct sorted list")
 }
 
 // TestQualifiedChannels exercises List.QualifiedChannels()
@@ -63,7 +63,26 @@ func TestListGroupPairs(t *testing.T) {
 	assert.Len(t, l, 5, "Orig list should not be changed")
 	assert.Len(t, n, 2, "New list should be grouped")
 	exp := []string{"ticker spot ETH/USDC,BTC/USDT", "orderbook spot ETH/USDC,BTC/USDT"}
-	assert.ElementsMatch(t, exp, n.Strings(), "String must return correct sorted list")
+	assert.ElementsMatch(t, exp, n.Strings(), "String should return correct sorted list")
+}
+
+// TestListGroupByPairs exercises List.GroupByPairs()
+func TestListGroupByPairs(t *testing.T) {
+	t.Parallel()
+	l := List{
+		{Asset: asset.Spot, Channel: TickerChannel, Pairs: currency.Pairs{ethusdcPair, btcusdtPair}},
+		{Asset: asset.Spot, Channel: OrderbookChannel, Pairs: currency.Pairs{ethusdcPair, btcusdtPair}},
+		{Asset: asset.Spot, Channel: CandlesChannel, Pairs: currency.Pairs{ltcusdcPair, btcusdtPair}},
+	}
+	n := l.GroupByPairs()
+	assert.Len(t, l, 3, "Orig list should not be changed")
+	require.Len(t, n, 2, "New list must be grouped")
+	require.Len(t, n[0], 2, "New list must be grouped")
+	require.Len(t, n[1], 1, "New list must be grouped")
+	exp := []string{"ticker spot ETH/USDC,BTC/USDT", "orderbook spot ETH/USDC,BTC/USDT"}
+	assert.ElementsMatch(t, exp, n[0].Strings(), "String should return correct sorted list")
+	exp = []string{"candles spot LTC/USDC,BTC/USDT"}
+	assert.ElementsMatch(t, exp, n[1].Strings(), "String should return correct sorted list")
 }
 
 // TestListSetStates exercises List.SetState()
@@ -99,9 +118,9 @@ func TestListClone(t *testing.T) {
 	t.Parallel()
 	l := List{{Channel: TickerChannel}, {Channel: OrderbookChannel}}
 	n := l.Clone()
-	assert.NotSame(t, &n, &l, "Slices must not be the same")
+	assert.NotSame(t, &n, &l, "Slices should not be the same")
 	require.NotEmpty(t, n, "List must not be empty")
-	assert.NotSame(t, n[0], l[0], "Subscriptions must be cloned")
+	assert.NotSame(t, n[0], l[0], "Subscriptions should be cloned")
 	assert.Equal(t, n[0], l[0], "Subscriptions should be equal")
 	l[0].Interval = kline.OneHour
 	assert.NotEqual(t, n[0], l[0], "Subscriptions should be cloned")

exchanges/subscription/subscription.go

@@ -33,6 +33,7 @@ const (
 	MyOrdersChannel  = "myOrders"
 	MyWalletChannel  = "myWallet"
 	MyAccountChannel = "myAccount"
+	HeartbeatChannel = "heartbeat"
 )
 
 // Public errors