diff --git a/.golangci.yml b/.golangci.yml index 585c5ca0..b5324f95 100644 --- a/.golangci.yml +++ b/.golangci.yml @@ -146,6 +146,8 @@ linters-settings: disable: - require-error - float-compare + # We deliberately use Equal over Len to avoid spamming the contents of large Slices + - len issues: max-issues-per-linter: 0 diff --git a/config/config_types.go b/config/config_types.go index ab662f14..bc52fb6e 100644 --- a/config/config_types.go +++ b/config/config_types.go @@ -317,9 +317,9 @@ type FeaturesEnabledConfig struct { // FeaturesConfig stores the exchanges supported and enabled features type FeaturesConfig struct { - Supports FeaturesSupportedConfig `json:"supports"` - Enabled FeaturesEnabledConfig `json:"enabled"` - Subscriptions []*subscription.Subscription `json:"subscriptions,omitempty"` + Supports FeaturesSupportedConfig `json:"supports"` + Enabled FeaturesEnabledConfig `json:"enabled"` + Subscriptions subscription.List `json:"subscriptions,omitempty"` } // APIEndpointsConfig stores the API endpoint addresses diff --git a/currency/pairs.go b/currency/pairs.go index 12c2d9b6..cd4d55c9 100644 --- a/currency/pairs.go +++ b/currency/pairs.go @@ -109,8 +109,7 @@ func (p Pairs) Lower() Pairs { return newSlice } -// Contains checks to see if a specified pair exists inside a currency pair -// array +// Contains checks to see if a specified pair exists inside a currency pair array func (p Pairs) Contains(check Pair, exact bool) bool { for i := range p { if (exact && p[i].Equal(check)) || @@ -121,15 +120,13 @@ func (p Pairs) Contains(check Pair, exact bool) bool { return false } -// ContainsAll checks to see if all pairs supplied are contained within the -// original pairs list. +// ContainsAll checks to see if all pairs supplied are contained within the original pairs list func (p Pairs) ContainsAll(check Pairs, exact bool) error { if len(check) == 0 { return ErrCurrencyPairsEmpty } - comparative := make(Pairs, len(p)) - copy(comparative, p) + comparative := slices.Clone(p) list: for x := range check { for y := range comparative { @@ -204,8 +201,7 @@ func (p Pairs) GetPairsByCurrencies(currencies Currencies) Pairs { // Remove removes the specified pair from the list of pairs if it exists func (p Pairs) Remove(pair Pair) (Pairs, error) { - pairs := make(Pairs, len(p)) - copy(pairs, p) + pairs := slices.Clone(p) for x := range p { if p[x].Equal(pair) { return append(pairs[:x], pairs[x+1:]...), nil @@ -481,3 +477,30 @@ func (p Pairs) GetPairsByBase(baseTerm Code) (Pairs, error) { } return pairs, nil } + +// equalKey is a small key for testing pair equality without delimiter +type equalKey struct { + Base *Item + Quote *Item +} + +// Equal checks to see if two lists of pairs contain only the same pairs, ignoring delimiter and case +// Does not check for inverted/reciprocal pairs +func (p Pairs) Equal(b Pairs) bool { + if len(p) != len(b) { + return false + } + if len(p) == 0 { + return true + } + m := map[equalKey]struct{}{} + for i := range p { + m[equalKey{Base: p[i].Base.Item, Quote: p[i].Quote.Item}] = struct{}{} + } + for i := range b { + if _, ok := m[equalKey{Base: b[i].Base.Item, Quote: b[i].Quote.Item}]; !ok { + return false + } + } + return true +} diff --git a/currency/pairs_test.go b/currency/pairs_test.go index 7c4ca9b4..ee769ea4 100644 --- a/currency/pairs_test.go +++ b/currency/pairs_test.go @@ -870,3 +870,12 @@ func TestGetPairsByBase(t *testing.T) { t.Fatalf("received: '%v' but expected '%v'", len(got), 3) } } + +// TestPairsEqual exercises Pairs.Equal +func TestPairsEqual(t *testing.T) { + t.Parallel() + orig := Pairs{NewPairWithDelimiter("USDT", "BTC", "-"), NewPair(DAI, XRP), NewPair(DAI, BTC)} + assert.True(t, orig.Equal(Pairs{NewPair(DAI, XRP), NewPair(DAI, BTC), NewPair(USDT, BTC)}), "Equal Pairs should return true") + assert.Equal(t, "USDT-BTC", orig[0].String(), "Equal Pairs should not effect original order or format") + assert.False(t, orig.Equal(Pairs{NewPair(DAI, XRP), NewPair(DAI, BTC), NewPair(USD, LTC)}), "UnEqual Pairs should return false") +} diff --git a/docs/ADD_NEW_EXCHANGE.md b/docs/ADD_NEW_EXCHANGE.md index 47b5db79..d0d4d511 100644 --- a/docs/ADD_NEW_EXCHANGE.md +++ b/docs/ADD_NEW_EXCHANGE.md @@ -721,7 +721,7 @@ func (f *FTX) WsConnect() error { } } // Generates the default subscription set, based off enabled pairs. - subs, err := f.GenerateDefaultSubscriptions() + subs, err := f.generateSubscriptions() if err != nil { return err } @@ -733,10 +733,10 @@ func (f *FTX) WsConnect() error { - Create function to generate default subscriptions: ```go -// GenerateDefaultSubscriptions generates default subscription -func (f *FTX) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription - subscriptions = append(subscriptions, subscription.Subscription{ +// generateSubscriptions generates default subscription +func (f *FTX) generateSubscriptions() (subscription.List, error) { + var subscriptions subscription.List + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: wsMarkets, }) // Ranges over available channels, pairs and asset types to produce a full @@ -754,9 +754,9 @@ func (f *FTX) GenerateDefaultSubscriptions() ([]subscription.Subscription, error "-") for x := range channels { subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], - Pair: newPair, + Pair: currency.Pairs{newPair}, Asset: assets[a], }) } @@ -766,9 +766,7 @@ func (f *FTX) GenerateDefaultSubscriptions() ([]subscription.Subscription, error if f.IsWebsocketAuthenticationSupported() { var authchan = []string{wsOrders, wsFills} for x := range authchan { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: authchan[x], - }) + subscriptions = append(subscriptions, &subscription.Subscription{Channel: authchan[x]}) } } return subscriptions, nil @@ -809,7 +807,7 @@ type WsSub struct { ```go // Subscribe sends a websocket message to receive data from the channel -func (f *FTX) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (f *FTX) Subscribe(channelsToSubscribe subscription.List) error { // For subscriptions we try to batch as much as possible to limit the amount // of connection usage but sometimes this is not supported on the exchange // API. @@ -825,13 +823,8 @@ channels: case wsFills, wsOrders, wsMarkets: // Authenticated wsFills && wsOrders or wsMarkets which is a channel subscription for the full set of tradable markets do not need a currency pair association. default: - a, err := f.GetPairAssetType(channelsToSubscribe[i].Pair) - if err != nil { - errs = append(errs, err) - continue channels - } // Ensures our outbound currency pair is formatted correctly, sometimes our configuration format is different from what our request format needs to be. - formattedPair, err := f.FormatExchangeCurrency(channelsToSubscribe[i].Pair, a) + formattedPair, err := f.FormatExchangeCurrency(channelsToSubscribe[i].Pair, channelsToSubscribe[i].Asset) if err != nil { errs = append(errs, err) continue channels @@ -846,10 +839,7 @@ channels: // When we have a successful subscription, we can alert our internal management system of the success. f.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) } - if errs != nil { - return errs - } - return nil + return errs } ``` @@ -1063,7 +1053,7 @@ func (f *FTX) WsAuth(ctx context.Context) error { ```go // Unsubscribe sends a websocket message to stop receiving data from the channel -func (f *FTX) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (f *FTX) Unsubscribe(channelsToUnsubscribe subscription.List) error { // As with subscribing we want to batch as much as possible, but sometimes this cannot be achieved due to API shortfalls. var errs common.Errors channels: @@ -1074,13 +1064,7 @@ channels: switch channelsToUnsubscribe[i].Channel { case wsFills, wsOrders, wsMarkets: default: - a, err := f.GetPairAssetType(channelsToUnsubscribe[i].Pair) - if err != nil { - errs = append(errs, err) - continue channels - } - - formattedPair, err := f.FormatExchangeCurrency(channelsToUnsubscribe[i].Pair, a) + formattedPair, err := f.FormatExchangeCurrency(channelsToUnsubscribe[i].Pair, channelsToUnsubscribe[i].Asset) if err != nil { errs = append(errs, err) continue channels @@ -1135,8 +1119,8 @@ func (f *FTX) Setup(exch *config.Exchange) error { Subscriber: f.Subscribe, // Unsubscriber function outlined above. UnSubscriber: f.Unsubscribe, - // GenerateDefaultSubscriptions function outlined above. - GenerateSubscriptions: f.GenerateDefaultSubscriptions, + // GenerateSubscriptions function outlined above. + GenerateSubscriptions: f.generateSubscriptions, // Defines the capabilities of the websocket outlined in supported // features struct. This allows the websocket connection to be flushed // appropriately if we have a pair/asset enable/disable change. This is diff --git a/engine/rpcserver.go b/engine/rpcserver.go index b645b430..56d70dc1 100644 --- a/engine/rpcserver.go +++ b/engine/rpcserver.go @@ -3121,7 +3121,7 @@ func (s *RPCServer) WebsocketGetSubscriptions(_ context.Context, r *gctrpc.Webso payload.Subscriptions = append(payload.Subscriptions, &gctrpc.WebsocketSubscription{ Channel: subs[i].Channel, - Pair: subs[i].Pair.String(), + Pairs: subs[i].Pairs.Join(), Asset: subs[i].Asset.String(), Params: string(params), }) diff --git a/exchanges/asset/asset.go b/exchanges/asset/asset.go index f5174fa0..a90bd3f3 100644 --- a/exchanges/asset/asset.go +++ b/exchanges/asset/asset.go @@ -43,9 +43,8 @@ const ( Options OptionCombo FutureCombo - - // Added to represent a USDT and USDC based linear derivatives(futures/perpetual) assets in Bybit V5. - LinearContract + LinearContract // Added to represent a USDT and USDC based linear derivatives(futures/perpetual) assets in Bybit V5 + All optionsFlag = OptionCombo | Options futuresFlag = PerpetualContract | PerpetualSwap | Futures | DeliveryFutures | UpsideProfitContract | DownsideProfitContract | CoinMarginedFutures | USDTMarginedFutures | USDCMarginedFutures | LinearContract | FutureCombo @@ -70,6 +69,7 @@ const ( options = "options" optionCombo = "option_combo" futureCombo = "future_combo" + all = "all" ) var ( @@ -120,6 +120,8 @@ func (a Item) String() string { return optionCombo case FutureCombo: return futureCombo + case All: + return all default: return "" } @@ -225,11 +227,10 @@ func New(input string) (Item, error) { return OptionCombo, nil case futureCombo: return FutureCombo, nil + case all: + return All, nil default: - return 0, fmt.Errorf("%w '%v', only supports %s", - ErrNotSupported, - input, - supportedList) + return 0, fmt.Errorf("%w '%v', only supports %s", ErrNotSupported, input, supportedList) } } diff --git a/exchanges/binance/binance_test.go b/exchanges/binance/binance_test.go index 5e9eda7a..f589a417 100644 --- a/exchanges/binance/binance_test.go +++ b/exchanges/binance/binance_test.go @@ -1462,7 +1462,7 @@ func TestGetHistoricTrades(t *testing.T) { if mockTests { expected = 1002 } - assert.Equal(t, expected, len(result), "GetHistoricTrades should return correct number of entries") //nolint:testifylint // assert.Len doesn't produce clear messages on result + assert.Equal(t, expected, len(result), "GetHistoricTrades should return correct number of entries") for _, r := range result { if !assert.WithinRange(t, r.Timestamp, start, end, "All trades should be within time range") { break @@ -1982,7 +1982,7 @@ func BenchmarkWsHandleData(bb *testing.B) { func TestSubscribe(t *testing.T) { t.Parallel() b := b - channels := []subscription.Subscription{ + channels := subscription.List{ {Channel: "btcusdt@ticker"}, {Channel: "btcusdt@trade"}, } @@ -2008,7 +2008,7 @@ func TestSubscribe(t *testing.T) { func TestSubscribeBadResp(t *testing.T) { t.Parallel() - channels := []subscription.Subscription{ + channels := subscription.List{ {Channel: "moons@ticker"}, } mock := func(msg []byte, w *websocket.Conn) error { @@ -2434,19 +2434,19 @@ func TestSeedLocalCache(t *testing.T) { func TestGenerateSubscriptions(t *testing.T) { t.Parallel() - expected := []subscription.Subscription{} + expected := subscription.List{} pairs, err := b.GetEnabledPairs(asset.Spot) assert.NoError(t, err, "GetEnabledPairs should not error") for _, p := range pairs { for _, c := range []string{"kline_1m", "depth@100ms", "ticker", "trade"} { - expected = append(expected, subscription.Subscription{ + expected = append(expected, &subscription.Subscription{ Channel: p.Format(currency.PairFormat{Delimiter: "", Uppercase: false}).String() + "@" + c, - Pair: p, + Pairs: currency.Pairs{p}, Asset: asset.Spot, }) } } - subs, err := b.GenerateSubscriptions() + subs, err := b.generateSubscriptions() assert.NoError(t, err, "GenerateSubscriptions should not error") if assert.Len(t, subs, len(expected), "Should have the correct number of subs") { assert.ElementsMatch(t, subs, expected, "Should get the correct subscriptions") diff --git a/exchanges/binance/binance_websocket.go b/exchanges/binance/binance_websocket.go index 6392f0da..908a3879 100644 --- a/exchanges/binance/binance_websocket.go +++ b/exchanges/binance/binance_websocket.go @@ -12,6 +12,7 @@ import ( "github.com/buger/jsonparser" "github.com/gorilla/websocket" + "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" @@ -502,8 +503,8 @@ func (b *Binance) UpdateLocalBuffer(wsdp *WebsocketDepthStream) (bool, error) { return false, err } -// GenerateSubscriptions generates the default subscription set -func (b *Binance) GenerateSubscriptions() ([]subscription.Subscription, error) { +// generateSubscriptions generates the default subscription set +func (b *Binance) generateSubscriptions() (subscription.List, error) { var channels = make([]string, 0, len(b.Features.Subscriptions)) for i := range b.Features.Subscriptions { name, err := channelName(b.Features.Subscriptions[i]) @@ -512,7 +513,7 @@ func (b *Binance) GenerateSubscriptions() ([]subscription.Subscription, error) { } channels = append(channels, name) } - var subscriptions []subscription.Subscription + var subscriptions subscription.List pairs, err := b.GetEnabledPairs(asset.Spot) if err != nil { return nil, err @@ -521,9 +522,9 @@ func (b *Binance) GenerateSubscriptions() ([]subscription.Subscription, error) { for z := range channels { lp := pairs[y].Lower() lp.Delimiter = "" - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: lp.String() + "@" + channels[z], - Pair: pairs[y], + Pairs: currency.Pairs{pairs[y]}, Asset: asset.Spot, }) } @@ -555,22 +556,21 @@ func channelName(s *subscription.Subscription) (string, error) { } // Subscribe subscribes to a set of channels -func (b *Binance) Subscribe(channels []subscription.Subscription) error { +func (b *Binance) Subscribe(channels subscription.List) error { return b.ParallelChanOp(channels, b.subscribeToChan, 50) } // subscribeToChan handles a single subscription and parses the result // on success it adds the subscription to the websocket -func (b *Binance) subscribeToChan(chans []subscription.Subscription) error { +func (b *Binance) subscribeToChan(chans subscription.List) error { id := b.Websocket.Conn.GenerateMessageID(false) cNames := make([]string, len(chans)) for i := range chans { c := chans[i] cNames[i] = c.Channel - c.State = subscription.SubscribingState - if err := b.Websocket.AddSubscription(&c); err != nil { - return fmt.Errorf("%w Channel: %s Pair: %s Error: %w", stream.ErrSubscriptionFailure, c.Channel, c.Pair, err) + if err := b.Websocket.AddSubscriptions(c); err != nil { + return fmt.Errorf("%w Channel: %s Pair: %s Error: %w", stream.ErrSubscriptionFailure, c.Channel, c.Pairs, err) } } @@ -590,23 +590,29 @@ func (b *Binance) subscribeToChan(chans []subscription.Subscription) error { } if err != nil { - b.Websocket.RemoveSubscriptions(chans...) + if err2 := b.Websocket.RemoveSubscriptions(chans...); err2 != nil { + err = common.AppendError(err, err2) + } err = fmt.Errorf("%w: %w; Channels: %s", stream.ErrSubscriptionFailure, err, strings.Join(cNames, ", ")) b.Websocket.DataHandler <- err } else { - b.Websocket.AddSuccessfulSubscriptions(chans...) + for _, s := range chans { + if sErr := s.SetState(subscription.SubscribedState); sErr != nil { + err = common.AppendError(err, sErr) + } + } } return err } // Unsubscribe unsubscribes from a set of channels -func (b *Binance) Unsubscribe(channels []subscription.Subscription) error { +func (b *Binance) Unsubscribe(channels subscription.List) error { return b.ParallelChanOp(channels, b.unsubscribeFromChan, 50) } // unsubscribeFromChan sends a websocket message to stop receiving data from a channel -func (b *Binance) unsubscribeFromChan(chans []subscription.Subscription) error { +func (b *Binance) unsubscribeFromChan(chans subscription.List) error { id := b.Websocket.Conn.GenerateMessageID(false) cNames := make([]string, len(chans)) @@ -633,10 +639,10 @@ func (b *Binance) unsubscribeFromChan(chans []subscription.Subscription) error { err = fmt.Errorf("%w: %w; Channels: %s", stream.ErrUnsubscribeFailure, err, strings.Join(cNames, ", ")) b.Websocket.DataHandler <- err } else { - b.Websocket.RemoveSubscriptions(chans...) + err = b.Websocket.RemoveSubscriptions(chans...) } - return nil + return err } // ProcessUpdate processes the websocket orderbook update diff --git a/exchanges/binance/binance_wrapper.go b/exchanges/binance/binance_wrapper.go index 4c15f27e..9ea79f2b 100644 --- a/exchanges/binance/binance_wrapper.go +++ b/exchanges/binance/binance_wrapper.go @@ -188,7 +188,7 @@ func (b *Binance) SetDefaults() { GlobalResultLimit: 1000, }, }, - Subscriptions: []*subscription.Subscription{ + Subscriptions: subscription.List{ {Enabled: true, Channel: subscription.TickerChannel}, {Enabled: true, Channel: subscription.AllTradesChannel}, {Enabled: true, Channel: subscription.CandlesChannel, Interval: kline.OneMin}, @@ -245,7 +245,7 @@ func (b *Binance) Setup(exch *config.Exchange) error { Connector: b.WsConnect, Subscriber: b.Subscribe, Unsubscriber: b.Unsubscribe, - GenerateSubscriptions: b.GenerateSubscriptions, + GenerateSubscriptions: b.generateSubscriptions, Features: &b.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ SortBuffer: true, diff --git a/exchanges/binanceus/binanceus_websocket.go b/exchanges/binanceus/binanceus_websocket.go index b6375885..47e48f16 100644 --- a/exchanges/binanceus/binanceus_websocket.go +++ b/exchanges/binanceus/binanceus_websocket.go @@ -540,9 +540,9 @@ func (bi *Binanceus) UpdateLocalBuffer(wsdp *WebsocketDepthStream) (bool, error) } // GenerateSubscriptions generates the default subscription set -func (bi *Binanceus) GenerateSubscriptions() ([]subscription.Subscription, error) { +func (bi *Binanceus) GenerateSubscriptions() (subscription.List, error) { var channels = []string{"@ticker", "@trade", "@kline_1m", "@depth@100ms"} - var subscriptions []subscription.Subscription + var subscriptions subscription.List pairs, err := bi.GetEnabledPairs(asset.Spot) if err != nil { @@ -558,9 +558,9 @@ subs: log.Warnf(log.WebsocketMgr, "BinanceUS has 1024 subscription limit, only subscribing within limit. Requested %v", len(pairs)*len(channels)) break subs } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: lp.String() + channels[z], - Pair: pairs[y], + Pairs: currency.Pairs{pairs[y]}, Asset: asset.Spot, }) } @@ -570,7 +570,7 @@ subs: } // Subscribe subscribes to a set of channels -func (bi *Binanceus) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (bi *Binanceus) Subscribe(channelsToSubscribe subscription.List) error { payload := WebsocketPayload{ Method: "SUBSCRIBE", } @@ -590,12 +590,11 @@ func (bi *Binanceus) Subscribe(channelsToSubscribe []subscription.Subscription) return err } } - bi.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) - return nil + return bi.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) } // Unsubscribe unsubscribes from a set of channels -func (bi *Binanceus) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (bi *Binanceus) Unsubscribe(channelsToUnsubscribe subscription.List) error { payload := WebsocketPayload{ Method: "UNSUBSCRIBE", } @@ -615,8 +614,7 @@ func (bi *Binanceus) Unsubscribe(channelsToUnsubscribe []subscription.Subscripti return err } } - bi.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) - return nil + return bi.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) } func (bi *Binanceus) setupOrderbookManager() { diff --git a/exchanges/bitfinex/bitfinex_test.go b/exchanges/bitfinex/bitfinex_test.go index d6767a49..30a2c85b 100644 --- a/exchanges/bitfinex/bitfinex_test.go +++ b/exchanges/bitfinex/bitfinex_test.go @@ -14,7 +14,6 @@ import ( "github.com/stretchr/testify/assert" "github.com/stretchr/testify/require" "github.com/thrasher-corp/gocryptotrader/common" - "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -37,29 +36,21 @@ const ( canManipulateRealOrders = false ) -var b = &Bitfinex{} +var b *Bitfinex var wsConnected bool var btcusdPair = currency.NewPair(currency.BTC, currency.USD) func TestMain(m *testing.M) { - b.SetDefaults() - cfg := config.GetConfig() - err := cfg.LoadConfig("../../testdata/configtest.json", true) - if err != nil { - log.Fatal("Bitfinex load config error", err) - } - bfxConfig, err := cfg.GetExchangeConfig("Bitfinex") - if err != nil { - log.Fatal("Bitfinex Setup() init error") - } - b.Websocket = sharedtestvalues.NewTestWebsocket() - err = b.Setup(bfxConfig) - if err != nil { - log.Fatal("Bitfinex setup error", err) + b = new(Bitfinex) + if err := testexch.Setup(b); err != nil { + log.Fatal(err) } + if apiKey != "" { + b.Websocket.SetCanUseAuthenticatedEndpoints(true) b.SetCredentials(apiKey, apiSecret, "", "", "", "") } + if !b.Enabled || len(b.BaseCurrencies) < 1 { log.Fatal("Bitfinex Setup values not set correctly") } @@ -1126,13 +1117,13 @@ func TestWsAuth(t *testing.T) { if !b.API.AuthenticatedWebsocketSupport { t.Skip("Authentecated API support not enabled") } - setupWs(t) - assert.True(t, b.Websocket.CanUseAuthenticatedEndpoints(), "CanUseAuthenticatedEndpoints should be turned on") + testexch.SetupWs(t, b) + require.True(t, b.Websocket.CanUseAuthenticatedEndpoints(), "CanUseAuthenticatedEndpoints should be turned on") var resp map[string]interface{} catcher := func() (ok bool) { select { - case v := <-b.Websocket.DataHandler: + case v := <-b.Websocket.ToRoutine: resp, ok = v.(map[string]interface{}) default: } @@ -1149,24 +1140,26 @@ func TestWsAuth(t *testing.T) { // TestWsSubscribe tests Subscribe and Unsubscribe functionality // See also TestSubscribeReq which covers key and symbol conversion func TestWsSubscribe(t *testing.T) { - setupWs(t) - err := b.Subscribe([]subscription.Subscription{{Channel: wsTicker, Pair: currency.NewPair(currency.BTC, currency.USD), Asset: asset.Spot}}) - assert.NoError(t, err, "Subrcribe should not error") + b := new(Bitfinex) //nolint:govet // Intentional shadow of b to avoid future copy/paste mistakes + require.NoError(t, testexch.Setup(b), "TestInstance must not error") + testexch.SetupWs(t, b) + err := b.Subscribe(subscription.List{{Channel: wsTicker, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}}) + require.NoError(t, err, "Subrcribe should not error") catcher := func() (ok bool) { - i := <-b.Websocket.DataHandler + i := <-b.Websocket.ToRoutine _, ok = i.(*ticker.Price) return } assert.Eventually(t, catcher, sharedtestvalues.WebsocketResponseDefaultTimeout, time.Millisecond*10, "Ticker response should arrive") subs, err := b.GetSubscriptions() - assert.NoError(t, err, "GetSubscriptions should not error") - assert.Len(t, subs, 1, "We should only have 1 subscription; subID subscription should have been Removed by subscribeToChan") + require.NoError(t, err, "GetSubscriptions should not error") + require.Len(t, subs, 1, "We should only have 1 subscription; subID subscription should have been Removed by subscribeToChan") - err = b.Subscribe([]subscription.Subscription{{Channel: wsTicker, Pair: currency.NewPair(currency.BTC, currency.USD), Asset: asset.Spot}}) - assert.ErrorIs(t, err, stream.ErrSubscriptionFailure, "Duplicate subscription should error correctly") + err = b.Subscribe(subscription.List{{Channel: wsTicker, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}}) + require.ErrorIs(t, err, stream.ErrSubscriptionFailure, "Duplicate subscription should error correctly") catcher = func() bool { - i := <-b.Websocket.DataHandler + i := <-b.Websocket.ToRoutine if e, ok := i.(error); ok { if assert.ErrorIs(t, e, stream.ErrSubscriptionFailure, "Error should go to DataHandler") { assert.ErrorContains(t, e, "subscribe: dup (code: 10301)", "Error should contain message and code") @@ -1178,8 +1171,8 @@ func TestWsSubscribe(t *testing.T) { assert.Eventually(t, catcher, sharedtestvalues.WebsocketResponseDefaultTimeout, time.Millisecond*10, "error response should arrive") subs, err = b.GetSubscriptions() - assert.NoError(t, err, "GetSubscriptions should not error") - assert.Len(t, subs, 1, "We should only have one subscription after an error attempt") + require.NoError(t, err, "GetSubscriptions should not error") + require.Len(t, subs, 1, "We should only have one subscription after an error attempt") err = b.Unsubscribe(subs) assert.NoError(t, err, "Unsubscribing should not error") @@ -1192,9 +1185,9 @@ func TestWsSubscribe(t *testing.T) { assert.ErrorContains(t, err, strconv.Itoa(chanID), "Unsubscribe should contain correct chanId") assert.ErrorContains(t, err, "unsubscribe: invalid (code: 10400)", "Unsubscribe should contain correct upstream error") - err = b.Subscribe([]subscription.Subscription{{ + err = b.Subscribe(subscription.List{{ Channel: wsTicker, - Pair: currency.NewPair(currency.BTC, currency.USD), + Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot, Params: map[string]interface{}{"key": "tBTCUSD"}, }}) @@ -1206,7 +1199,7 @@ func TestWsSubscribe(t *testing.T) { func TestSubscribeReq(t *testing.T) { c := &subscription.Subscription{ Channel: wsCandles, - Pair: currency.NewPair(currency.BTC, currency.USD), + Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.MarginFunding, Params: map[string]interface{}{ CandlesPeriodKey: "30", @@ -1225,14 +1218,14 @@ func TestSubscribeReq(t *testing.T) { c = &subscription.Subscription{ Channel: wsBook, - Pair: currency.NewPair(currency.BTC, currency.DOGE), + Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.DOGE)}, Asset: asset.Spot, } r, err = subscribeReq(c) assert.NoError(t, err, "subscribeReq should not error") assert.Equal(t, "tBTC:DOGE", r["symbol"], "symbol should use colon delimiter if a currency is > 3 chars") - c.Pair = currency.NewPair(currency.BTC, currency.LTC) + c.Pairs = currency.Pairs{currency.NewPair(currency.BTC, currency.LTC)} r, err = subscribeReq(c) assert.NoError(t, err, "subscribeReq should not error") assert.Equal(t, "tBTCLTC", r["symbol"], "symbol should not use colon delimiter if both currencies < 3 chars") @@ -1241,7 +1234,7 @@ func TestSubscribeReq(t *testing.T) { // TestWsPlaceOrder dials websocket, sends order request. func TestWsPlaceOrder(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) _, err := b.WsNewOrder(&WsNewOrderRequest{ GroupID: 1, @@ -1258,7 +1251,7 @@ func TestWsPlaceOrder(t *testing.T) { // TestWsCancelOrder dials websocket, sends cancel request. func TestWsCancelOrder(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) if err := b.WsCancelOrder(1234); err != nil { t.Error(err) } @@ -1267,7 +1260,7 @@ func TestWsCancelOrder(t *testing.T) { // TestWsCancelOrder dials websocket, sends modify request. func TestWsUpdateOrder(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) err := b.WsModifyOrder(&WsUpdateOrderRequest{ OrderID: 1234, Price: -111, @@ -1281,7 +1274,7 @@ func TestWsUpdateOrder(t *testing.T) { // TestWsCancelAllOrders dials websocket, sends cancel all request. func TestWsCancelAllOrders(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) if err := b.WsCancelAllOrders(); err != nil { t.Error(err) } @@ -1290,7 +1283,7 @@ func TestWsCancelAllOrders(t *testing.T) { // TestWsCancelAllOrders dials websocket, sends cancel all request. func TestWsCancelMultiOrders(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) err := b.WsCancelMultiOrders([]int64{1, 2, 3, 4}) if err != nil { t.Error(err) @@ -1300,7 +1293,7 @@ func TestWsCancelMultiOrders(t *testing.T) { // TestWsNewOffer dials websocket, sends new offer request. func TestWsNewOffer(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) err := b.WsNewOffer(&WsNewOfferRequest{ Type: order.Limit.String(), Symbol: "fBTC", @@ -1316,7 +1309,7 @@ func TestWsNewOffer(t *testing.T) { // TestWsCancelOffer dials websocket, sends cancel offer request. func TestWsCancelOffer(t *testing.T) { sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders) - setupWs(t) + testexch.SetupWs(t, b) if err := b.WsCancelOffer(1234); err != nil { t.Error(err) } @@ -1332,7 +1325,8 @@ func TestWsSubscribedResponse(t *testing.T) { assert.ErrorContains(t, err, "waiter1", "Should error containing subID if") } - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Key: "waiter1"}) + err = b.Websocket.AddSubscriptions(&subscription.Subscription{Key: "waiter1"}) + require.NoError(t, err, "AddSubscriptions must not error") err = b.wsHandleData([]byte(`{"event":"subscribed","channel":"ticker","chanId":224555,"subId":"waiter1","symbol":"tBTCUSD","pair":"BTCUSD"}`)) assert.NoError(t, err, "wsHandleData should not error") if assert.NotEmpty(t, m.C, "Matcher should have received a sub notification") { @@ -1345,9 +1339,10 @@ func TestWsSubscribedResponse(t *testing.T) { } func TestWsOrderBook(t *testing.T) { - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Key: 23405, Asset: asset.Spot, Pair: btcusdPair, Channel: wsBook}) + err := b.Websocket.AddSubscriptions(&subscription.Subscription{Key: 23405, Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsBook}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON := `[23405,[[38334303613,9348.8,0.53],[38334308111,9348.8,5.98979404],[38331335157,9344.1,1.28965787],[38334302803,9343.8,0.08230094],[38334279092,9343,0.8],[38334307036,9342.938663676,0.8],[38332749107,9342.9,0.2],[38332277330,9342.8,0.85],[38329406786,9342,0.1432012],[38332841570,9341.947288638,0.3],[38332163238,9341.7,0.3],[38334303384,9341.6,0.324],[38332464840,9341.4,0.5],[38331935870,9341.2,0.5],[38334312082,9340.9,0.02126899],[38334261292,9340.8,0.26763],[38334138680,9340.625455254,0.12],[38333896802,9339.8,0.85],[38331627527,9338.9,1.57863959],[38334186713,9338.9,0.26769],[38334305819,9338.8,2.999],[38334211180,9338.75285796,3.999],[38334310699,9337.8,0.10679883],[38334307414,9337.5,1],[38334179822,9337.1,0.26773],[38334306600,9336.659955102,1.79],[38334299667,9336.6,1.1],[38334306452,9336.6,0.13979771],[38325672859,9336.3,1.25],[38334311646,9336.2,1],[38334258509,9336.1,0.37],[38334310592,9336,1.79],[38334310378,9335.6,1.43],[38334132444,9335.2,0.26777],[38331367325,9335,0.07],[38334310703,9335,0.10680562],[38334298209,9334.7,0.08757301],[38334304857,9334.456899462,0.291],[38334309940,9334.088390727,0.0725],[38334310377,9333.7,1.2868],[38334297615,9333.607784,0.1108],[38334095188,9333.3,0.26785],[38334228913,9332.7,0.40861186],[38334300526,9332.363996604,0.3884],[38334310701,9332.2,0.10680562],[38334303548,9332.005382871,0.07],[38334311798,9331.8,0.41285228],[38334301012,9331.7,1.7952],[38334089877,9331.4,0.2679],[38321942150,9331.2,0.2],[38334310670,9330,1.069],[38334063096,9329.6,0.26796],[38334310700,9329.4,0.10680562],[38334310404,9329.3,1],[38334281630,9329.1,6.57150597],[38334036864,9327.7,0.26801],[38334310702,9326.6,0.10680562],[38334311799,9326.1,0.50220625],[38334164163,9326,0.219638],[38334309722,9326,1.5],[38333051682,9325.8,0.26807],[38334302027,9325.7,0.75],[38334203435,9325.366592,0.32397696],[38321967613,9325,0.05],[38334298787,9324.9,0.3],[38334301719,9324.8,3.6227592],[38331316716,9324.763454646,0.71442],[38334310698,9323.8,0.10680562],[38334035499,9323.7,0.23431017],[38334223472,9322.670551788,0.42150603],[38334163459,9322.560399006,0.143967],[38321825171,9320.8,2],[38334075805,9320.467496148,0.30772633],[38334075800,9319.916732238,0.61457592],[38333682302,9319.7,0.0011],[38331323088,9319.116771762,0.12913],[38333677480,9319,0.0199],[38334277797,9318.6,0.89],[38325235155,9318.041088,1.20249],[38334310910,9317.82382938,1.79],[38334311811,9317.2,0.61079138],[38334311812,9317.2,0.71937652],[38333298214,9317.1,50],[38334306359,9317,1.79],[38325531545,9316.382823951,0.21263],[38333727253,9316.3,0.02316372],[38333298213,9316.1,45],[38333836479,9316,2.135],[38324520465,9315.9,2.7681],[38334307411,9315.5,1],[38330313617,9315.3,0.84455],[38334077770,9315.294024,0.01248397],[38334286663,9315.294024,1],[38325533762,9315.290315394,2.40498],[38334310018,9315.2,3],[38333682617,9314.6,0.0011],[38334304794,9314.6,0.76364676],[38334304798,9314.3,0.69242113],[38332915733,9313.8,0.0199],[38334084411,9312.8,1],[38334311893,9350.1,-1.015],[38334302734,9350.3,-0.26737],[38334300732,9350.8,-5.2],[38333957619,9351,-0.90677089],[38334300521,9351,-1.6457],[38334301600,9351.012829557,-0.0523],[38334308878,9351.7,-2.5],[38334299570,9351.921544,-0.1015],[38334279367,9352.1,-0.26732],[38334299569,9352.411802928,-0.4036],[38334202773,9353.4,-0.02139404],[38333918472,9353.7,-1.96412776],[38334278782,9354,-0.26731],[38334278606,9355,-1.2785],[38334302105,9355.439221251,-0.79191542],[38313897370,9355.569409242,-0.43363],[38334292995,9355.584296,-0.0979],[38334216989,9355.8,-0.03686414],[38333894025,9355.9,-0.26721],[38334293798,9355.936691952,-0.4311],[38331159479,9356,-0.4204022],[38333918888,9356.1,-1.10885563],[38334298205,9356.4,-0.20124428],[38328427481,9356.5,-0.1],[38333343289,9356.6,-0.41034213],[38334297205,9356.6,-0.08835018],[38334277927,9356.741101161,-0.0737],[38334311645,9356.8,-0.5],[38334309002,9356.9,-5],[38334309736,9357,-0.10680107],[38334306448,9357.4,-0.18645275],[38333693302,9357.7,-0.2672],[38332815159,9357.8,-0.0011],[38331239824,9358.2,-0.02],[38334271608,9358.3,-2.999],[38334311971,9358.4,-0.55],[38333919260,9358.5,-1.9972841],[38334265365,9358.5,-1.7841],[38334277960,9359,-3],[38334274601,9359.020969848,-3],[38326848839,9359.1,-0.84],[38334291080,9359.247048,-0.16199869],[38326848844,9359.4,-1.84],[38333680200,9359.6,-0.26713],[38331326606,9359.8,-0.84454],[38334309738,9359.8,-0.10680107],[38331314707,9359.9,-0.2],[38333919803,9360.9,-1.41177599],[38323651149,9361.33417827,-0.71442],[38333656906,9361.5,-0.26705],[38334035500,9361.5,-0.40861586],[38334091886,9362.4,-6.85940815],[38334269617,9362.5,-4],[38323629409,9362.545858872,-2.40497],[38334309737,9362.7,-0.10680107],[38334312380,9362.7,-3],[38325280830,9362.8,-1.75123],[38326622800,9362.8,-1.05145],[38333175230,9363,-0.0011],[38326848745,9363.2,-0.79],[38334308960,9363.206775564,-0.12],[38333920234,9363.3,-1.25318113],[38326848843,9363.4,-1.29],[38331239823,9363.4,-0.02],[38333209613,9363.4,-0.26719],[38334299964,9364,-0.05583123],[38323470224,9364.161816648,-0.12912],[38334284711,9365,-0.21346019],[38334299594,9365,-2.6757062],[38323211816,9365.073132585,-0.21262],[38334312456,9365.1,-0.11167861],[38333209612,9365.2,-0.26719],[38327770474,9365.3,-0.0073],[38334298788,9365.3,-0.3],[38334075803,9365.409831204,-0.30772637],[38334309740,9365.5,-0.10680107],[38326608767,9365.7,-2.76809],[38333920657,9365.7,-1.25848083],[38329594226,9366.6,-0.02587],[38334311813,9366.7,-4.72290945],[38316386301,9367.39258128,-2.37581],[38334302026,9367.4,-4.5],[38334228915,9367.9,-0.81725458],[38333921381,9368.1,-1.72213641],[38333175678,9368.2,-0.0011],[38334301150,9368.2,-2.654604],[38334297208,9368.3,-0.78036466],[38334309739,9368.3,-0.10680107],[38331227515,9368.7,-0.02],[38331184470,9369,-0.003975],[38334203436,9369.319616,-0.32397695],[38334269964,9369.7,-0.5],[38328386732,9370,-4.11759935],[38332719555,9370,-0.025],[38333921935,9370.5,-1.2224398],[38334258511,9370.5,-0.35],[38326848842,9370.8,-0.34],[38333985038,9370.9,-0.8551502],[38334283018,9370.9,-1],[38326848744,9371,-1.34]],5]` - err := b.wsHandleData([]byte(pressXToJSON)) + err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { t.Error(err) } @@ -1362,18 +1357,20 @@ func TestWsOrderBook(t *testing.T) { } func TestWsTradeResponse(t *testing.T) { - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: btcusdPair, Channel: wsTrades, Key: 18788}) + err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsTrades, Key: 18788}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON := `[18788,[[412685577,1580268444802,11.1998,176.3],[412685575,1580268444802,5,176.29952759],[412685574,1580268374717,1.99069999,176.41],[412685573,1580268374717,1.00930001,176.41],[412685572,1580268358760,0.9907,176.47],[412685571,1580268324362,0.5505,176.44],[412685570,1580268297270,-0.39040819,176.39],[412685568,1580268297270,-0.39780162,176.46475676],[412685567,1580268283470,-0.09,176.41],[412685566,1580268256536,-2.31310783,176.48],[412685565,1580268256536,-0.59669217,176.49],[412685564,1580268256536,-0.9902,176.49],[412685562,1580268194474,0.9902,176.55],[412685561,1580268186215,0.1,176.6],[412685560,1580268185964,-2.17096773,176.5],[412685559,1580268185964,-1.82903227,176.51],[412685558,1580268181215,2.098914,176.53],[412685557,1580268169844,16.7302,176.55],[412685556,1580268169844,3.25,176.54],[412685555,1580268155725,0.23576115,176.45],[412685553,1580268155725,3,176.44596249],[412685552,1580268155725,3.25,176.44],[412685551,1580268155725,5,176.44],[412685550,1580268155725,0.65830078,176.41],[412685549,1580268155725,0.45063807,176.41],[412685548,1580268153825,-0.67604704,176.39],[412685547,1580268145713,2.5883,176.41],[412685543,1580268087513,12.92927,176.33],[412685542,1580268087513,0.40083,176.33],[412685533,1580268005756,-0.17096773,176.32]]]` - err := b.wsHandleData([]byte(pressXToJSON)) + err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { t.Error(err) } } func TestWsTickerResponse(t *testing.T) { - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: btcusdPair, Channel: wsTicker, Key: 11534}) + err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsTicker, Key: 11534}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON := `[11534,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]` - err := b.wsHandleData([]byte(pressXToJSON)) + err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { t.Error(err) } @@ -1381,7 +1378,8 @@ func TestWsTickerResponse(t *testing.T) { if err != nil { t.Error(err) } - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: pair, Channel: wsTicker, Key: 123412}) + err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123412}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON = `[123412,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]` err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { @@ -1391,7 +1389,8 @@ func TestWsTickerResponse(t *testing.T) { if err != nil { t.Error(err) } - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: pair, Channel: wsTicker, Key: 123413}) + err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123413}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON = `[123413,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]` err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { @@ -1401,7 +1400,8 @@ func TestWsTickerResponse(t *testing.T) { if err != nil { t.Error(err) } - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: pair, Channel: wsTicker, Key: 123414}) + err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123414}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON = `[123414,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]` err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { @@ -1410,9 +1410,10 @@ func TestWsTickerResponse(t *testing.T) { } func TestWsCandleResponse(t *testing.T) { - b.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: btcusdPair, Channel: wsCandles, Key: 343351}) + err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsCandles, Key: 343351}) + require.NoError(t, err, "AddSubscriptions must not error") pressXToJSON := `[343351,[[1574698260000,7379.785503,7383.8,7388.3,7379.785503,1.68829482]]]` - err := b.wsHandleData([]byte(pressXToJSON)) + err = b.wsHandleData([]byte(pressXToJSON)) if err != nil { t.Error(err) } @@ -1989,29 +1990,6 @@ func TestGetErrResp(t *testing.T) { assert.NoError(t, fixture.Close(), "Closing the fixture file should not error") } -// setupWs is a helper function to connect both auth and normal websockets -// It will skip the test if websockets are not enabled -// It's up to the test to skip if it requires creds, though -func setupWs(tb testing.TB) { - tb.Helper() - if !b.Websocket.IsEnabled() { - tb.Skip("Websocket not enabled") - } - if b.Websocket.IsConnected() { - return - } - if wsConnected { - return - } - // We don't use b.websocket.Connect() because it'd subscribe to channels - err := b.WsConnect() - if !assert.NoError(tb, err, "WsConnect should not error") { - tb.FailNow() - } - - wsConnected = true -} - func TestGetCurrencyTradeURL(t *testing.T) { t.Parallel() testexch.UpdatePairsOnce(t, b) diff --git a/exchanges/bitfinex/bitfinex_websocket.go b/exchanges/bitfinex/bitfinex_websocket.go index 0ba632ee..ed04da99 100644 --- a/exchanges/bitfinex/bitfinex_websocket.go +++ b/exchanges/bitfinex/bitfinex_websocket.go @@ -106,10 +106,7 @@ func (b *Bitfinex) WsDataHandler() { select { case b.Websocket.DataHandler <- err: default: - log.Errorf(log.WebsocketMgr, - "%s websocket handle data error: %v", - b.Name, - err) + log.Errorf(log.WebsocketMgr, "%s websocket handle data error: %v", b.Name, err) } } default: @@ -149,7 +146,7 @@ func (b *Bitfinex) wsHandleData(respRaw []byte) error { return b.handleWSChannelUpdate(c, eventType, d) } if b.Verbose { - log.Warnf(log.ExchangeSys, "%s %s; dropped WS message: %s", b.Name, stream.ErrSubscriptionNotFound, respRaw) + log.Warnf(log.ExchangeSys, "%s %s; dropped WS message: %s", b.Name, subscription.ErrNotFound, respRaw) } // We didn't have a mapping for this chanID; This probably means we have unsubscribed OR // received our first message before processing the sub chanID @@ -501,22 +498,25 @@ func (b *Bitfinex) handleWSSubscribed(respRaw []byte) error { c := b.Websocket.GetSubscription(subID) if c == nil { - return fmt.Errorf("%w: %w subID: %s", stream.ErrSubscriptionFailure, stream.ErrSubscriptionNotFound, subID) + return fmt.Errorf("%w: %w subID: %s", stream.ErrSubscriptionFailure, subscription.ErrNotFound, subID) } chanID, err := jsonparser.GetInt(respRaw, "chanId") if err != nil { - return fmt.Errorf("%w: %w 'chanId': %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, errParsingWSField, err, c.Channel, c.Pair) + return fmt.Errorf("%w: %w 'chanId': %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, errParsingWSField, err, c.Channel, c.Pairs) } // Note: chanID's int type avoids conflicts with the string type subID key because of the type difference + c = c.Clone() c.Key = int(chanID) // subscribeToChan removes the old subID keyed Subscription - b.Websocket.AddSuccessfulSubscriptions(*c) + if err := b.Websocket.AddSuccessfulSubscriptions(c); err != nil { + return fmt.Errorf("%w: %w subID: %s", stream.ErrSubscriptionFailure, err, subID) + } if b.Verbose { - log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.Name, c.Channel, c.Pair, chanID) + log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s Pair: %s ChannelID: %d\n", b.Name, c.Channel, c.Pairs, chanID) } if !b.Websocket.Match.IncomingWithData("subscribe:"+subID, respRaw) { return fmt.Errorf("%v channel subscribe listener not found", subID) @@ -525,6 +525,10 @@ func (b *Bitfinex) handleWSSubscribed(respRaw []byte) error { } func (b *Bitfinex) handleWSChannelUpdate(c *subscription.Subscription, eventType string, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if eventType == wsChecksum { return b.handleWSChecksum(c, d) } @@ -533,6 +537,10 @@ func (b *Bitfinex) handleWSChannelUpdate(c *subscription.Subscription, eventType return nil } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + switch c.Channel { case wsBook: return b.handleWSBookUpdate(c, d) @@ -548,6 +556,9 @@ func (b *Bitfinex) handleWSChannelUpdate(c *subscription.Subscription, eventType } func (b *Bitfinex) handleWSChecksum(c *subscription.Subscription, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } var token int if f, ok := d[2].(float64); !ok { return common.GetTypeAssertError("float64", d[2], "checksum") @@ -579,6 +590,12 @@ func (b *Bitfinex) handleWSChecksum(c *subscription.Subscription, d []interface{ } func (b *Bitfinex) handleWSBookUpdate(c *subscription.Subscription, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } var newOrderbook []WebsocketBook obSnapBundle, ok := d[1].([]interface{}) if !ok { @@ -632,7 +649,7 @@ func (b *Bitfinex) handleWSBookUpdate(c *subscription.Subscription, d []interfac Amount: rateAmount}) } } - if err := b.WsInsertSnapshot(c.Pair, c.Asset, newOrderbook, fundingRate); err != nil { + if err := b.WsInsertSnapshot(c.Pairs[0], c.Asset, newOrderbook, fundingRate); err != nil { return fmt.Errorf("inserting snapshot error: %s", err) } @@ -664,7 +681,7 @@ func (b *Bitfinex) handleWSBookUpdate(c *subscription.Subscription, d []interfac Amount: amountRate}) } - if err := b.WsUpdateOrderbook(c, c.Pair, c.Asset, newOrderbook, int64(sequenceNo), fundingRate); err != nil { + if err := b.WsUpdateOrderbook(c, c.Pairs[0], c.Asset, newOrderbook, int64(sequenceNo), fundingRate); err != nil { return fmt.Errorf("updating orderbook error: %s", err) } @@ -674,6 +691,12 @@ func (b *Bitfinex) handleWSBookUpdate(c *subscription.Subscription, d []interfac } func (b *Bitfinex) handleWSCandleUpdate(c *subscription.Subscription, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } candleBundle, ok := d[1].([]interface{}) if !ok || len(candleBundle) == 0 { return nil @@ -712,7 +735,7 @@ func (b *Bitfinex) handleWSCandleUpdate(c *subscription.Subscription, d []interf } klineData.Exchange = b.Name klineData.AssetType = c.Asset - klineData.Pair = c.Pair + klineData.Pair = c.Pairs[0] b.Websocket.DataHandler <- klineData } case float64: @@ -741,13 +764,19 @@ func (b *Bitfinex) handleWSCandleUpdate(c *subscription.Subscription, d []interf } klineData.Exchange = b.Name klineData.AssetType = c.Asset - klineData.Pair = c.Pair + klineData.Pair = c.Pairs[0] b.Websocket.DataHandler <- klineData } return nil } func (b *Bitfinex) handleWSTickerUpdate(c *subscription.Subscription, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } tickerData, ok := d[1].([]interface{}) if !ok { return errors.New("type assertion for tickerData") @@ -755,7 +784,7 @@ func (b *Bitfinex) handleWSTickerUpdate(c *subscription.Subscription, d []interf t := &ticker.Price{ AssetType: c.Asset, - Pair: c.Pair, + Pair: c.Pairs[0], ExchangeName: b.Name, } @@ -821,6 +850,12 @@ func (b *Bitfinex) handleWSTickerUpdate(c *subscription.Subscription, d []interf } func (b *Bitfinex) handleWSTradesUpdate(c *subscription.Subscription, eventType string, d []interface{}) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } if !b.IsSaveTradeDataEnabled() { return nil } @@ -936,7 +971,7 @@ func (b *Bitfinex) handleWSTradesUpdate(c *subscription.Subscription, eventType } trades[i] = trade.Data{ TID: strconv.FormatInt(tradeHolder[i].ID, 10), - CurrencyPair: c.Pair, + CurrencyPair: c.Pairs[0], Timestamp: time.UnixMilli(tradeHolder[i].Timestamp), Price: price, Amount: newAmount, @@ -1510,6 +1545,12 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books // WsUpdateOrderbook updates the orderbook list, removing and adding to the // orderbook sides func (b *Bitfinex) WsUpdateOrderbook(c *subscription.Subscription, p currency.Pair, assetType asset.Item, book []WebsocketBook, sequenceNo int64, fundingRate bool) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } orderbookUpdate := orderbook.Update{ Asset: assetType, Pair: p, @@ -1592,7 +1633,9 @@ func (b *Bitfinex) WsUpdateOrderbook(c *subscription.Subscription, p currency.Pa if err = validateCRC32(ob, checkme.Token); err != nil { log.Errorf(log.WebsocketMgr, "%s websocket orderbook update error, will resubscribe orderbook: %v", b.Name, err) - b.resubOrderbook(c) + if e2 := b.resubOrderbook(c); e2 != nil { + log.Errorf(log.WebsocketMgr, "%s error resubscribing orderbook: %v", b.Name, e2) + } return err } } @@ -1603,8 +1646,15 @@ func (b *Bitfinex) WsUpdateOrderbook(c *subscription.Subscription, p currency.Pa // resubOrderbook resubscribes the orderbook after a consistency error, probably a failed checksum, // which forces a fresh snapshot. If we don't do this the orderbook will keep erroring and drifting. // Flushing the orderbook happens immediately, but the ReSub itself is a go routine to avoid blocking the WS data channel -func (b *Bitfinex) resubOrderbook(c *subscription.Subscription) { - if err := b.Websocket.Orderbook.FlushOrderbook(c.Pair, c.Asset); err != nil { +func (b *Bitfinex) resubOrderbook(c *subscription.Subscription) error { + if c == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + if err := b.Websocket.Orderbook.FlushOrderbook(c.Pairs[0], c.Asset); err != nil { + // Non-fatal error log.Errorf(log.ExchangeSys, "%s error flushing orderbook: %v", b.Name, err) } @@ -1614,13 +1664,15 @@ func (b *Bitfinex) resubOrderbook(c *subscription.Subscription) { log.Errorf(log.ExchangeSys, "%s error resubscribing orderbook: %v", b.Name, err) } }() + + return nil } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (b *Bitfinex) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (b *Bitfinex) GenerateDefaultSubscriptions() (subscription.List, error) { var channels = []string{wsBook, wsTrades, wsTicker, wsCandles} - var subscriptions []subscription.Subscription + var subscriptions subscription.List assets := b.GetAssetTypes(true) for i := range assets { if !b.IsAssetWebsocketSupported(assets[i]) { @@ -1643,9 +1695,9 @@ func (b *Bitfinex) GenerateDefaultSubscriptions() ([]subscription.Subscription, params[CandlesPeriodKey] = "30" } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[j], - Pair: enabledPairs[k], + Pairs: currency.Pairs{enabledPairs[k]}, Params: params, Asset: assets[i], }) @@ -1665,26 +1717,26 @@ func (b *Bitfinex) ConfigureWS() error { } // Subscribe sends a websocket message to receive data from channels -func (b *Bitfinex) Subscribe(channels []subscription.Subscription) error { +func (b *Bitfinex) Subscribe(channels subscription.List) error { return b.ParallelChanOp(channels, b.subscribeToChan, 1) } // Unsubscribe sends a websocket message to stop receiving data from channels -func (b *Bitfinex) Unsubscribe(channels []subscription.Subscription) error { +func (b *Bitfinex) Unsubscribe(channels subscription.List) error { return b.ParallelChanOp(channels, b.unsubscribeFromChan, 1) } // subscribeToChan handles a single subscription and parses the result // on success it adds the subscription to the websocket -func (b *Bitfinex) subscribeToChan(chans []subscription.Subscription) error { +func (b *Bitfinex) subscribeToChan(chans subscription.List) error { if len(chans) != 1 { return errors.New("subscription batching limited to 1") } c := chans[0] - req, err := subscribeReq(&c) + req, err := subscribeReq(c) if err != nil { - return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair) + return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pairs) } // subId is a single round-trip identifier that provides linking sub requests to chanIDs @@ -1695,23 +1747,22 @@ func (b *Bitfinex) subscribeToChan(chans []subscription.Subscription) error { // Add a temporary Key so we can find this Sub when we get the resp without delay or context switch // Otherwise we might drop the first messages after the subscribed resp c.Key = subID // Note subID string type avoids conflicts with later chanID key - - c.State = subscription.SubscribingState - err = b.Websocket.AddSubscription(&c) - if err != nil { - return fmt.Errorf("%w Channel: %s Pair: %s Error: %w", stream.ErrSubscriptionFailure, c.Channel, c.Pair, err) + if err = b.Websocket.AddSubscriptions(c); err != nil { + return fmt.Errorf("%w Channel: %s Pair: %s Error: %w", stream.ErrSubscriptionFailure, c.Channel, c.Pairs, err) } // Always remove the temporary subscription keyed by subID - defer b.Websocket.RemoveSubscriptions(c) + defer func() { + _ = b.Websocket.RemoveSubscriptions(c) + }() respRaw, err := b.Websocket.Conn.SendMessageReturnResponse("subscribe:"+subID, req) if err != nil { - return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair) + return fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pairs) } if err = b.getErrResp(respRaw); err != nil { - wErr := fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pair) + wErr := fmt.Errorf("%w: %w; Channel: %s Pair: %s", stream.ErrSubscriptionFailure, err, c.Channel, c.Pairs) b.Websocket.DataHandler <- wErr return wErr } @@ -1721,6 +1772,13 @@ func (b *Bitfinex) subscribeToChan(chans []subscription.Subscription) error { // subscribeReq returns a map of request params for subscriptions func subscribeReq(c *subscription.Subscription) (map[string]interface{}, error) { + if c == nil { + return nil, fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + if len(c.Pairs) != 1 { + return nil, subscription.ErrNotSinglePair + } + pair := c.Pairs[0] req := map[string]interface{}{ "event": "subscribe", "channel": c.Channel, @@ -1743,13 +1801,13 @@ func subscribeReq(c *subscription.Subscription) (map[string]interface{}, error) prefix = "f" } - needsDelimiter := c.Pair.Len() > 6 + needsDelimiter := pair.Len() > 6 var formattedPair string if needsDelimiter { - formattedPair = c.Pair.Format(currency.PairFormat{Uppercase: true, Delimiter: ":"}).String() + formattedPair = pair.Format(currency.PairFormat{Uppercase: true, Delimiter: ":"}).String() } else { - formattedPair = currency.PairFormat{Uppercase: true}.Format(c.Pair) + formattedPair = currency.PairFormat{Uppercase: true}.Format(pair) } if c.Channel == wsCandles { @@ -1776,7 +1834,7 @@ func subscribeReq(c *subscription.Subscription) (map[string]interface{}, error) } // unsubscribeFromChan sends a websocket message to stop receiving data from a channel -func (b *Bitfinex) unsubscribeFromChan(chans []subscription.Subscription) error { +func (b *Bitfinex) unsubscribeFromChan(chans subscription.List) error { if len(chans) != 1 { return errors.New("subscription batching limited to 1") } @@ -1802,9 +1860,7 @@ func (b *Bitfinex) unsubscribeFromChan(chans []subscription.Subscription) error return wErr } - b.Websocket.RemoveSubscriptions(c) - - return nil + return b.Websocket.RemoveSubscriptions(c) } // getErrResp takes a json response string and looks for an error event type diff --git a/exchanges/bitfinex/bitfinex_wrapper.go b/exchanges/bitfinex/bitfinex_wrapper.go index 41e21140..3d676dcc 100644 --- a/exchanges/bitfinex/bitfinex_wrapper.go +++ b/exchanges/bitfinex/bitfinex_wrapper.go @@ -620,8 +620,8 @@ func (b *Bitfinex) SubmitOrder(ctx context.Context, o *order.Submit) (*order.Sub var orderID string status := order.New if b.Websocket.CanUseAuthenticatedWebsocketForWrapper() { - symbolStr, err := b.fixCasing(fPair, o.AssetType) //nolint:govet // intentional shadow of err - if err != nil { + var symbolStr string + if symbolStr, err = b.fixCasing(fPair, o.AssetType); err != nil { return nil, err } orderType := strings.ToUpper(o.Type.String()) diff --git a/exchanges/bithumb/bithumb_websocket.go b/exchanges/bithumb/bithumb_websocket.go index 667ce131..929d68a6 100644 --- a/exchanges/bithumb/bithumb_websocket.go +++ b/exchanges/bithumb/bithumb_websocket.go @@ -7,6 +7,7 @@ import ( "time" "github.com/gorilla/websocket" + "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" @@ -166,10 +167,10 @@ func (b *Bithumb) wsHandleData(respRaw []byte) error { return nil } -// GenerateSubscriptions generates the default subscription set -func (b *Bithumb) GenerateSubscriptions() ([]subscription.Subscription, error) { +// generateSubscriptions generates the default subscription set +func (b *Bithumb) generateSubscriptions() (subscription.List, error) { var channels = []string{"ticker", "transaction", "orderbookdepth"} - var subscriptions []subscription.Subscription + var subscriptions subscription.List pairs, err := b.GetEnabledPairs(asset.Spot) if err != nil { return nil, err @@ -179,44 +180,36 @@ func (b *Bithumb) GenerateSubscriptions() ([]subscription.Subscription, error) { if err != nil { return nil, err } + pairs = pairs.Format(pFmt) - for x := range pairs { - for y := range channels { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[y], - Pair: pairs[x].Format(pFmt), - Asset: asset.Spot, - }) - } + for y := range channels { + subscriptions = append(subscriptions, &subscription.Subscription{ + Channel: channels[y], + Pairs: pairs, + Asset: asset.Spot, + }) } return subscriptions, nil } // Subscribe subscribes to a set of channels -func (b *Bithumb) Subscribe(channelsToSubscribe []subscription.Subscription) error { - subs := make(map[string]*WsSubscribe) - for i := range channelsToSubscribe { - s, ok := subs[channelsToSubscribe[i].Channel] - if !ok { - s = &WsSubscribe{ - Type: channelsToSubscribe[i].Channel, - } - subs[channelsToSubscribe[i].Channel] = s +func (b *Bithumb) Subscribe(channelsToSubscribe subscription.List) error { + var errs error + for _, s := range channelsToSubscribe { + req := &WsSubscribe{ + Type: s.Channel, + Symbols: s.Pairs, + } + if s.Channel == "ticker" { + req.TickTypes = wsDefaultTickTypes + } + err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.AddSuccessfulSubscriptions(s) } - s.Symbols = append(s.Symbols, channelsToSubscribe[i].Pair) - } - - tSub, ok := subs["ticker"] - if ok { - tSub.TickTypes = wsDefaultTickTypes - } - - for _, s := range subs { - err := b.Websocket.Conn.SendJSONMessage(s) if err != nil { - return err + errs = common.AppendError(errs, err) } } - b.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) - return nil + return errs } diff --git a/exchanges/bithumb/bithumb_websocket_test.go b/exchanges/bithumb/bithumb_websocket_test.go index f5eeabf9..1a7dcac2 100644 --- a/exchanges/bithumb/bithumb_websocket_test.go +++ b/exchanges/bithumb/bithumb_websocket_test.go @@ -2,7 +2,6 @@ package bithumb import ( "errors" - "sync" "testing" "github.com/thrasher-corp/gocryptotrader/currency" @@ -46,7 +45,6 @@ func TestWsHandleData(t *testing.T) { }, }, Websocket: &stream.Websocket{ - Wg: new(sync.WaitGroup), DataHandler: make(chan interface{}, 1), }, }, @@ -91,7 +89,7 @@ func TestWsHandleData(t *testing.T) { func TestGenerateSubscriptions(t *testing.T) { t.Parallel() - sub, err := b.GenerateSubscriptions() + sub, err := b.generateSubscriptions() if err != nil { t.Fatal(err) } diff --git a/exchanges/bithumb/bithumb_wrapper.go b/exchanges/bithumb/bithumb_wrapper.go index 4b0dec33..2b25583d 100644 --- a/exchanges/bithumb/bithumb_wrapper.go +++ b/exchanges/bithumb/bithumb_wrapper.go @@ -162,7 +162,7 @@ func (b *Bithumb) Setup(exch *config.Exchange) error { RunningURL: ePoint, Connector: b.WsConnect, Subscriber: b.Subscribe, - GenerateSubscriptions: b.GenerateSubscriptions, + GenerateSubscriptions: b.generateSubscriptions, Features: &b.Features.Supports.WebsocketCapabilities, }) if err != nil { diff --git a/exchanges/bitmex/bitmex_websocket.go b/exchanges/bitmex/bitmex_websocket.go index 7a2e1167..6779a97a 100644 --- a/exchanges/bitmex/bitmex_websocket.go +++ b/exchanges/bitmex/bitmex_websocket.go @@ -65,6 +65,11 @@ const ( bitmexActionUpdateData = "update" ) +var subscriptionNames = map[string]string{ + subscription.OrderbookChannel: bitmexWSOrderbookL2, + subscription.AllTradesChannel: bitmexWSTrade, +} + // WsConnect initiates a new websocket connection func (b *Bitmex) WsConnect() error { if !b.Websocket.IsEnabled() || !b.IsEnabled() { @@ -100,18 +105,11 @@ func (b *Bitmex) WsConnect() error { if b.Websocket.CanUseAuthenticatedEndpoints() { err = b.websocketSendAuth(context.TODO()) if err != nil { - log.Errorf(log.ExchangeSys, - "%v - authentication failed: %v\n", - b.Name, - err) - } else { - authsubs, err := b.GenerateAuthenticatedSubscriptions() - if err != nil { - return err - } - return b.Websocket.SubscribeToChannels(authsubs) + b.Websocket.SetCanUseAuthenticatedEndpoints(false) + log.Errorf(log.ExchangeSys, "%v - authentication failed: %v\n", b.Name, err) } } + return nil } @@ -544,122 +542,96 @@ func (b *Bitmex) processOrderbook(data []OrderBookL2, action string, p currency. return nil } -// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (b *Bitmex) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - channels := []string{bitmexWSOrderbookL2, bitmexWSTrade} - subscriptions := []subscription.Subscription{ - { - Channel: bitmexWSAnnouncement, - }, +// generateSubscriptions returns Adds default subscriptions to websocket to be handled by ManageSubscriptions() +func (b *Bitmex) generateSubscriptions() (subscription.List, error) { + authed := b.Websocket.CanUseAuthenticatedEndpoints() + + assetPairs := map[asset.Item]currency.Pairs{} + for _, a := range b.GetAssetTypes(true) { + p, err := b.GetEnabledPairs(a) + if err != nil { + return nil, err + } + f, err := b.GetPairFormat(a, true) + if err != nil { + return nil, err + } + assetPairs[a] = p.Format(f) } - assets := b.GetAssetTypes(true) - for x := range assets { - pFmt, err := b.GetPairFormat(assets[x], true) - if err != nil { - return nil, err + subs := subscription.List{} + for _, baseSub := range b.Features.Subscriptions { + if !authed && baseSub.Authenticated { + continue } - contracts, err := b.GetEnabledPairs(assets[x]) - if err != nil { - return nil, err + + if baseSub.Asset == asset.Empty { + // Skip pair handling for subs which don't have an asset + subs = append(subs, baseSub.Clone()) + continue } - for y := range contracts { - for z := range channels { - if assets[x] == asset.Index && channels[z] == bitmexWSOrderbookL2 { - // There are no L2 orderbook for index assets - continue - } - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[z] + ":" + pFmt.Format(contracts[y]), - Pair: contracts[y], - Asset: assets[x], - }) + + for a, p := range assetPairs { + if baseSub.Channel == bitmexWSOrderbookL2 && a == asset.Index { + continue // There are no L2 orderbook for index assets } + if baseSub.Asset != asset.All && baseSub.Asset != a { + continue + } + s := baseSub.Clone() + s.Asset = a + s.Pairs = p + subs = append(subs, s) } } - return subscriptions, nil -} -// GenerateAuthenticatedSubscriptions Adds authenticated subscriptions to websocket to be handled by ManageSubscriptions() -func (b *Bitmex) GenerateAuthenticatedSubscriptions() ([]subscription.Subscription, error) { - if !b.Websocket.CanUseAuthenticatedEndpoints() { - return nil, nil - } - - pFmt, err := b.GetPairFormat(asset.PerpetualContract, true) - if err != nil { - return nil, err - } - contracts, err := b.GetEnabledPairs(asset.PerpetualContract) - if err != nil { - return nil, err - } - channels := []string{bitmexWSExecution, - bitmexWSPosition, - } - subscriptions := []subscription.Subscription{ - { - Channel: bitmexWSAffiliate, - }, - { - Channel: bitmexWSOrder, - }, - { - Channel: bitmexWSMargin, - }, - { - Channel: bitmexWSPrivateNotifications, - }, - { - Channel: bitmexWSTransact, - }, - { - Channel: bitmexWSWallet, - }, - } - for i := range channels { - for j := range contracts { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[i] + ":" + pFmt.Format(contracts[j]), - Pair: contracts[j], - Asset: asset.PerpetualContract, - }) - } - } - return subscriptions, nil + return subs, nil } // Subscribe subscribes to a websocket channel -func (b *Bitmex) Subscribe(channelsToSubscribe []subscription.Subscription) error { - var subscriber WebsocketRequest - subscriber.Command = "subscribe" - for i := range channelsToSubscribe { - subscriber.Arguments = append(subscriber.Arguments, - channelsToSubscribe[i].Channel) +func (b *Bitmex) Subscribe(subs subscription.List) error { + req := WebsocketRequest{ + Command: "subscribe", } - err := b.Websocket.Conn.SendJSONMessage(subscriber) - if err != nil { - return err + for _, s := range subs { + for _, p := range s.Pairs { + cName := channelName(s.Channel) + req.Arguments = append(req.Arguments, cName+":"+p.String()) + } } - b.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) - return nil + err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.AddSuccessfulSubscriptions(subs...) + } + return err } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (b *Bitmex) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { - var unsubscriber WebsocketRequest - unsubscriber.Command = "unsubscribe" +func (b *Bitmex) Unsubscribe(subs subscription.List) error { + req := WebsocketRequest{ + Command: "unsubscribe", + } - for i := range channelsToUnsubscribe { - unsubscriber.Arguments = append(unsubscriber.Arguments, - channelsToUnsubscribe[i].Channel) + for _, s := range subs { + for _, p := range s.Pairs { + cName := channelName(s.Channel) + req.Arguments = append(req.Arguments, cName+":"+p.String()) + } } - err := b.Websocket.Conn.SendJSONMessage(unsubscriber) - if err != nil { - return err + err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.RemoveSubscriptions(subs...) } - b.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) - return nil + return err +} + +// channelName converts global channel Names used in config of channel input into bitmex channel names +// returns the name unchanged if no match is found +func channelName(name string) string { + if s, ok := subscriptionNames[name]; ok { + return s + } + return name } // WebsocketSendAuth sends an authenticated subscription diff --git a/exchanges/bitmex/bitmex_wrapper.go b/exchanges/bitmex/bitmex_wrapper.go index b5f53e03..b980463b 100644 --- a/exchanges/bitmex/bitmex_wrapper.go +++ b/exchanges/bitmex/bitmex_wrapper.go @@ -28,6 +28,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" + "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" @@ -136,6 +137,19 @@ func (b *Bitmex) SetDefaults() { Enabled: exchange.FeaturesEnabled{ AutoPairUpdates: true, }, + Subscriptions: subscription.List{ + {Enabled: true, Channel: bitmexWSAnnouncement}, + {Enabled: true, Channel: bitmexWSOrderbookL2, Asset: asset.All}, + {Enabled: true, Channel: bitmexWSTrade, Asset: asset.All}, + {Enabled: true, Channel: bitmexWSAffiliate, Authenticated: true}, + {Enabled: true, Channel: bitmexWSOrder, Authenticated: true}, + {Enabled: true, Channel: bitmexWSMargin, Authenticated: true}, + {Enabled: true, Channel: bitmexWSPrivateNotifications, Authenticated: true}, + {Enabled: true, Channel: bitmexWSTransact, Authenticated: true}, + {Enabled: true, Channel: bitmexWSWallet, Authenticated: true}, + {Enabled: true, Channel: bitmexWSExecution, Authenticated: true, Asset: asset.PerpetualContract}, + {Enabled: true, Channel: bitmexWSPosition, Authenticated: true, Asset: asset.PerpetualContract}, + }, } b.Requester, err = request.New(b.Name, @@ -185,7 +199,7 @@ func (b *Bitmex) Setup(exch *config.Exchange) error { Connector: b.WsConnect, Subscriber: b.Subscribe, Unsubscriber: b.Unsubscribe, - GenerateSubscriptions: b.GenerateDefaultSubscriptions, + GenerateSubscriptions: b.generateSubscriptions, Features: &b.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ UpdateEntriesByID: true, diff --git a/exchanges/bitstamp/bitstamp_websocket.go b/exchanges/bitstamp/bitstamp_websocket.go index 22c88329..ab887e42 100644 --- a/exchanges/bitstamp/bitstamp_websocket.go +++ b/exchanges/bitstamp/bitstamp_websocket.go @@ -231,30 +231,30 @@ func (b *Bitstamp) handleWSOrder(wsResp *websocketResponse, msg []byte) error { return nil } -func (b *Bitstamp) generateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (b *Bitstamp) generateDefaultSubscriptions() (subscription.List, error) { enabledCurrencies, err := b.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List for i := range enabledCurrencies { p, err := b.FormatExchangeCurrency(enabledCurrencies[i], asset.Spot) if err != nil { return nil, err } for j := range defaultSubChannels { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: defaultSubChannels[j] + "_" + p.String(), Asset: asset.Spot, - Pair: p, + Pairs: currency.Pairs{p}, }) } if b.Websocket.CanUseAuthenticatedEndpoints() { for j := range defaultAuthSubChannels { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: defaultAuthSubChannels[j] + "_" + p.String(), Asset: asset.Spot, - Pair: p, + Pairs: currency.Pairs{p}, Params: map[string]interface{}{ "auth": struct{}{}, }, @@ -266,7 +266,7 @@ func (b *Bitstamp) generateDefaultSubscriptions() ([]subscription.Subscription, } // Subscribe sends a websocket message to receive data from the channel -func (b *Bitstamp) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (b *Bitstamp) Subscribe(channelsToSubscribe subscription.List) error { var errs error var auth *WebsocketAuthResponse @@ -281,44 +281,46 @@ func (b *Bitstamp) Subscribe(channelsToSubscribe []subscription.Subscription) er } } - for i := range channelsToSubscribe { + for _, s := range channelsToSubscribe { req := websocketEventRequest{ Event: "bts:subscribe", Data: websocketData{ - Channel: channelsToSubscribe[i].Channel, + Channel: s.Channel, }, } - if _, ok := channelsToSubscribe[i].Params["auth"]; ok && auth != nil { + if _, ok := s.Params["auth"]; ok && auth != nil { req.Data.Channel = "private-" + req.Data.Channel + "-" + strconv.Itoa(int(auth.UserID)) req.Data.Auth = auth.Token } err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.AddSuccessfulSubscriptions(s) + } if err != nil { errs = common.AppendError(errs, err) - continue } - b.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) } return errs } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (b *Bitstamp) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (b *Bitstamp) Unsubscribe(channelsToUnsubscribe subscription.List) error { var errs error - for i := range channelsToUnsubscribe { + for _, s := range channelsToUnsubscribe { req := websocketEventRequest{ Event: "bts:unsubscribe", Data: websocketData{ - Channel: channelsToUnsubscribe[i].Channel, + Channel: s.Channel, }, } err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.RemoveSubscriptions(s) + } if err != nil { errs = common.AppendError(errs, err) - continue } - b.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i]) } return errs } diff --git a/exchanges/btcmarkets/btcmarkets.go b/exchanges/btcmarkets/btcmarkets.go index 38d91d8d..b8425d48 100644 --- a/exchanges/btcmarkets/btcmarkets.go +++ b/exchanges/btcmarkets/btcmarkets.go @@ -82,13 +82,13 @@ const ( immediateOrCancel = "IOC" fillOrKill = "FOK" - subscribe = "subscribe" - fundChange = "fundChange" - orderChange = "orderChange" - heartbeat = "heartbeat" - tick = "tick" - wsOB = "orderbookUpdate" - tradeEndPoint = "trade" + subscribe = "subscribe" + fundChange = "fundChange" + orderChange = "orderChange" + heartbeat = "heartbeat" + tick = "tick" + wsOrderbookUpdate = "orderbookUpdate" + tradeEndPoint = "trade" // Subscription management when connection and subscription established addSubscription = "addSubscription" diff --git a/exchanges/btcmarkets/btcmarkets_websocket.go b/exchanges/btcmarkets/btcmarkets_websocket.go index c931f6b5..18a715ae 100644 --- a/exchanges/btcmarkets/btcmarkets_websocket.go +++ b/exchanges/btcmarkets/btcmarkets_websocket.go @@ -127,7 +127,7 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error { if b.Verbose { log.Debugf(log.ExchangeSys, "%v - Websocket heartbeat received %s", b.Name, respRaw) } - case wsOB: + case wsOrderbookUpdate: var ob WsOrderbook err := json.Unmarshal(respRaw, &ob) if err != nil { @@ -325,26 +325,24 @@ func (b *BTCMarkets) wsHandleData(respRaw []byte) error { return nil } -func (b *BTCMarkets) generateDefaultSubscriptions() ([]subscription.Subscription, error) { - var channels = []string{wsOB, tick, tradeEndPoint} +func (b *BTCMarkets) generateDefaultSubscriptions() (subscription.List, error) { + var channels = []string{wsOrderbookUpdate, tick, tradeEndPoint} enabledCurrencies, err := b.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List for i := range channels { - for j := range enabledCurrencies { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[i], - Pair: enabledCurrencies[j], - Asset: asset.Spot, - }) - } + subscriptions = append(subscriptions, &subscription.Subscription{ + Channel: channels[i], + Pairs: enabledCurrencies, + Asset: asset.Spot, + }) } if b.Websocket.CanUseAuthenticatedEndpoints() { for i := range authChannels { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: authChannels[i], }) } @@ -353,96 +351,91 @@ func (b *BTCMarkets) generateDefaultSubscriptions() ([]subscription.Subscription } // Subscribe sends a websocket message to receive data from the channel -func (b *BTCMarkets) Subscribe(subs []subscription.Subscription) error { - var payload WsSubscribe - if len(subs) > 1 { - // TODO: Expand this to stream package as this assumes that we are doing - // an initial sync. - payload.MessageType = subscribe - } else { - payload.MessageType = addSubscription - payload.ClientType = clientType +func (b *BTCMarkets) Subscribe(subs subscription.List) error { + baseReq := &WsSubscribe{ + MessageType: subscribe, } - var authenticate bool - for i := range subs { - if !authenticate && common.StringDataContains(authChannels, subs[i].Channel) { - authenticate = true + var errs error + for _, s := range subs { + if baseReq.Key == "" && common.StringDataContains(authChannels, s.Channel) { + if err := b.authWsSubscibeReq(baseReq); err != nil { + return err + } } - payload.Channels = append(payload.Channels, subs[i].Channel) - if subs[i].Pair.IsEmpty() { - continue - } - pair := subs[i].Pair.String() - if common.StringDataCompare(payload.MarketIDs, pair) { - continue - } - payload.MarketIDs = append(payload.MarketIDs, pair) - } - if authenticate { - creds, err := b.GetCredentials(context.TODO()) + if baseReq.MessageType == subscribe && len(b.Websocket.GetSubscriptions()) != 0 { + baseReq.MessageType = addSubscription // After first *successful* subscription API requires addSubscription + baseReq.ClientType = clientType // Note: Only addSubscription requires/accepts clientType + } + + r := baseReq + + r.Channels = []string{s.Channel} + r.MarketIDs = s.Pairs.Strings() + + err := b.Websocket.Conn.SendJSONMessage(r) + if err == nil { + err = b.Websocket.AddSuccessfulSubscriptions(s) + } if err != nil { - return err + errs = common.AppendError(errs, err) } - signTime := strconv.FormatInt(time.Now().UnixMilli(), 10) - strToSign := "/users/self/subscribe" + "\n" + signTime - var tempSign []byte - tempSign, err = crypto.GetHMAC(crypto.HashSHA512, - []byte(strToSign), - []byte(creds.Secret)) - if err != nil { - return err - } - sign := crypto.Base64Encode(tempSign) - payload.Key = creds.Key - payload.Signature = sign - payload.Timestamp = signTime } - if err := b.Websocket.Conn.SendJSONMessage(payload); err != nil { + return errs +} + +func (b *BTCMarkets) authWsSubscibeReq(r *WsSubscribe) error { + creds, err := b.GetCredentials(context.TODO()) + if err != nil { return err } - b.Websocket.AddSuccessfulSubscriptions(subs...) + r.Timestamp = strconv.FormatInt(time.Now().UnixMilli(), 10) + strToSign := "/users/self/subscribe" + "\n" + r.Timestamp + tempSign, err := crypto.GetHMAC(crypto.HashSHA512, []byte(strToSign), []byte(creds.Secret)) + if err != nil { + return err + } + sign := crypto.Base64Encode(tempSign) + r.Key = creds.Key + r.Signature = sign return nil } // Unsubscribe sends a websocket message to manage and remove a subscription. -func (b *BTCMarkets) Unsubscribe(subs []subscription.Subscription) error { - payload := WsSubscribe{ - MessageType: removeSubscription, - ClientType: clientType, - } - for i := range subs { - payload.Channels = append(payload.Channels, subs[i].Channel) - if subs[i].Pair.IsEmpty() { - continue +func (b *BTCMarkets) Unsubscribe(subs subscription.List) error { + var errs error + for _, s := range subs { + req := WsSubscribe{ + MessageType: removeSubscription, + ClientType: clientType, + Channels: []string{s.Channel}, + MarketIDs: s.Pairs.Strings(), } - pair := subs[i].Pair.String() - if common.StringDataCompare(payload.MarketIDs, pair) { - continue + err := b.Websocket.Conn.SendJSONMessage(req) + if err == nil { + err = b.Websocket.RemoveSubscriptions(s) + } + if err != nil { + errs = common.AppendError(errs, err) } - payload.MarketIDs = append(payload.MarketIDs, pair) } - - err := b.Websocket.Conn.SendJSONMessage(payload) - if err != nil { - return err - } - b.Websocket.RemoveSubscriptions(subs...) - return nil + return errs } // ReSubscribeSpecificOrderbook removes the subscription and the subscribes // again to fetch a new snapshot in the event of a de-sync event. func (b *BTCMarkets) ReSubscribeSpecificOrderbook(pair currency.Pair) error { - sub := []subscription.Subscription{{ - Channel: wsOB, - Pair: pair, + sub := subscription.List{{ + Channel: wsOrderbookUpdate, + Pairs: currency.Pairs{pair}, Asset: asset.Spot, }} - if err := b.Unsubscribe(sub); err != nil { + if err := b.Unsubscribe(sub); err != nil && !errors.Is(err, subscription.ErrNotFound) { + // ErrNotFound is okay, because we might be re-subscribing a single pair from a larger list + // BTC-Market handles unsub/sub of one pair gracefully and the other pairs are unaffected return err } return b.Subscribe(sub) diff --git a/exchanges/btse/btse_websocket.go b/exchanges/btse/btse_websocket.go index 936d5af2..4bac4951 100644 --- a/exchanges/btse/btse_websocket.go +++ b/exchanges/btse/btse_websocket.go @@ -361,23 +361,23 @@ func (b *BTSE) orderbookFilter(price, amount float64) bool { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (b *BTSE) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (b *BTSE) GenerateDefaultSubscriptions() (subscription.List, error) { var channels = []string{"orderBookL2Api:%s_0", "tradeHistory:%s"} pairs, err := b.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List if b.Websocket.CanUseAuthenticatedEndpoints() { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: "notificationApi", }) } for i := range channels { for j := range pairs { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: fmt.Sprintf(channels[i], pairs[j]), - Pair: pairs[j], + Pairs: currency.Pairs{pairs[j]}, Asset: asset.Spot, }) } @@ -386,22 +386,21 @@ func (b *BTSE) GenerateDefaultSubscriptions() ([]subscription.Subscription, erro } // Subscribe sends a websocket message to receive data from the channel -func (b *BTSE) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (b *BTSE) Subscribe(channelsToSubscribe subscription.List) error { var sub wsSub sub.Operation = "subscribe" for i := range channelsToSubscribe { sub.Arguments = append(sub.Arguments, channelsToSubscribe[i].Channel) } err := b.Websocket.Conn.SendJSONMessage(sub) - if err != nil { - return err + if err == nil { + err = b.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) } - b.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) - return nil + return err } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (b *BTSE) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (b *BTSE) Unsubscribe(channelsToUnsubscribe subscription.List) error { var unSub wsSub unSub.Operation = "unsubscribe" for i := range channelsToUnsubscribe { @@ -409,9 +408,8 @@ func (b *BTSE) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) er channelsToUnsubscribe[i].Channel) } err := b.Websocket.Conn.SendJSONMessage(unSub) - if err != nil { - return err + if err == nil { + err = b.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) } - b.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) - return nil + return err } diff --git a/exchanges/bybit/bybit_inverse_websocket.go b/exchanges/bybit/bybit_inverse_websocket.go index d1387c27..60f8981c 100644 --- a/exchanges/bybit/bybit_inverse_websocket.go +++ b/exchanges/bybit/bybit_inverse_websocket.go @@ -4,6 +4,7 @@ import ( "net/http" "github.com/gorilla/websocket" + "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" @@ -32,8 +33,8 @@ func (by *Bybit) WsInverseConnect() error { } // GenerateInverseDefaultSubscriptions generates default subscription -func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (by *Bybit) GenerateInverseDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker} pairs, err := by.GetEnabledPairs(asset.CoinMarginedFutures) if err != nil { @@ -42,9 +43,9 @@ func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]subscription.Subscript for z := range pairs { for x := range channels { subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], - Pair: pairs[z], + Pairs: currency.Pairs{pairs[z]}, Asset: asset.CoinMarginedFutures, }) } @@ -53,16 +54,16 @@ func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]subscription.Subscript } // InverseSubscribe sends a subscription message to linear public channels. -func (by *Bybit) InverseSubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) InverseSubscribe(channelSubscriptions subscription.List) error { return by.handleInversePayloadSubscription("subscribe", channelSubscriptions) } // InverseUnsubscribe sends an unsubscription messages through linear public channels. -func (by *Bybit) InverseUnsubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) InverseUnsubscribe(channelSubscriptions subscription.List) error { return by.handleInversePayloadSubscription("unsubscribe", channelSubscriptions) } -func (by *Bybit) handleInversePayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) handleInversePayloadSubscription(operation string, channelSubscriptions subscription.List) error { payloads, err := by.handleSubscriptions(asset.CoinMarginedFutures, operation, channelSubscriptions) if err != nil { return err diff --git a/exchanges/bybit/bybit_linear_websocket.go b/exchanges/bybit/bybit_linear_websocket.go index 9b3ed084..a6ce8ade 100644 --- a/exchanges/bybit/bybit_linear_websocket.go +++ b/exchanges/bybit/bybit_linear_websocket.go @@ -41,8 +41,8 @@ func (by *Bybit) WsLinearConnect() error { } // GenerateLinearDefaultSubscriptions generates default subscription -func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (by *Bybit) GenerateLinearDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker} pairs, err := by.GetEnabledPairs(asset.USDTMarginedFutures) if err != nil { @@ -61,9 +61,9 @@ func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]subscription.Subscripti for p := range linearPairMap[a] { for x := range channels { subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], - Pair: pairs[p], + Pairs: currency.Pairs{pairs[p]}, Asset: a, }) } @@ -73,16 +73,16 @@ func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]subscription.Subscripti } // LinearSubscribe sends a subscription message to linear public channels. -func (by *Bybit) LinearSubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) LinearSubscribe(channelSubscriptions subscription.List) error { return by.handleLinearPayloadSubscription("subscribe", channelSubscriptions) } // LinearUnsubscribe sends an unsubscription messages through linear public channels. -func (by *Bybit) LinearUnsubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) LinearUnsubscribe(channelSubscriptions subscription.List) error { return by.handleLinearPayloadSubscription("unsubscribe", channelSubscriptions) } -func (by *Bybit) handleLinearPayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) handleLinearPayloadSubscription(operation string, channelSubscriptions subscription.List) error { payloads, err := by.handleSubscriptions(asset.USDTMarginedFutures, operation, channelSubscriptions) if err != nil { return err diff --git a/exchanges/bybit/bybit_options_websocket.go b/exchanges/bybit/bybit_options_websocket.go index 4bb25cef..72a86b0c 100644 --- a/exchanges/bybit/bybit_options_websocket.go +++ b/exchanges/bybit/bybit_options_websocket.go @@ -6,6 +6,7 @@ import ( "strconv" "github.com/gorilla/websocket" + "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" @@ -39,8 +40,8 @@ func (by *Bybit) WsOptionsConnect() error { } // GenerateOptionsDefaultSubscriptions generates default subscription -func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (by *Bybit) GenerateOptionsDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker} pairs, err := by.GetEnabledPairs(asset.Options) if err != nil { @@ -49,9 +50,9 @@ func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscript for z := range pairs { for x := range channels { subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], - Pair: pairs[z], + Pairs: currency.Pairs{pairs[z]}, Asset: asset.Options, }) } @@ -60,16 +61,16 @@ func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscript } // OptionSubscribe sends a subscription message to options public channels. -func (by *Bybit) OptionSubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) OptionSubscribe(channelSubscriptions subscription.List) error { return by.handleOptionsPayloadSubscription("subscribe", channelSubscriptions) } // OptionUnsubscribe sends an unsubscription messages through options public channels. -func (by *Bybit) OptionUnsubscribe(channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) OptionUnsubscribe(channelSubscriptions subscription.List) error { return by.handleOptionsPayloadSubscription("unsubscribe", channelSubscriptions) } -func (by *Bybit) handleOptionsPayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error { +func (by *Bybit) handleOptionsPayloadSubscription(operation string, channelSubscriptions subscription.List) error { payloads, err := by.handleSubscriptions(asset.Options, operation, channelSubscriptions) if err != nil { return err diff --git a/exchanges/bybit/bybit_websocket.go b/exchanges/bybit/bybit_websocket.go index a4fa0476..09f9c416 100644 --- a/exchanges/bybit/bybit_websocket.go +++ b/exchanges/bybit/bybit_websocket.go @@ -134,11 +134,11 @@ func (by *Bybit) WsAuth(ctx context.Context) error { } // Subscribe sends a websocket message to receive data from the channel -func (by *Bybit) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (by *Bybit) Subscribe(channelsToSubscribe subscription.List) error { return by.handleSpotSubscription("subscribe", channelsToSubscribe) } -func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, channelsToSubscribe []subscription.Subscription) ([]SubscriptionArgument, error) { +func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, channelsToSubscribe subscription.List) ([]SubscriptionArgument, error) { var args []SubscriptionArgument arg := SubscriptionArgument{ Operation: operation, @@ -166,17 +166,21 @@ func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, cha return nil, err } for i := range channelsToSubscribe { + if len(channelsToSubscribe[i].Pairs) != 1 { + return nil, subscription.ErrNotSinglePair + } + pair := channelsToSubscribe[i].Pairs[0] switch channelsToSubscribe[i].Channel { case chanOrderbook: - arg.Arguments = append(arg.Arguments, fmt.Sprintf("%s.%d.%s", channelsToSubscribe[i].Channel, 50, channelsToSubscribe[i].Pair.Format(pairFormat).String())) + arg.Arguments = append(arg.Arguments, fmt.Sprintf("%s.%d.%s", channelsToSubscribe[i].Channel, 50, pair.Format(pairFormat).String())) case chanPublicTrade, chanPublicTicker, chanLiquidation, chanLeverageTokenTicker, chanLeverageTokenNav: - arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+channelsToSubscribe[i].Pair.Format(pairFormat).String()) + arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+pair.Format(pairFormat).String()) case chanKline, chanLeverageTokenKline: interval, err := intervalToString(kline.FiveMin) if err != nil { return nil, err } - arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+interval+"."+channelsToSubscribe[i].Pair.Format(pairFormat).String()) + arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+interval+"."+pair.Format(pairFormat).String()) case chanPositions, chanExecution, chanOrder, chanWallet, chanGreeks, chanDCP: if chanMap[channelsToSubscribe[i].Channel]&selectedChannels > 0 { continue @@ -204,11 +208,11 @@ func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, cha } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (by *Bybit) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (by *Bybit) Unsubscribe(channelsToUnsubscribe subscription.List) error { return by.handleSpotSubscription("unsubscribe", channelsToUnsubscribe) } -func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe []subscription.Subscription) error { +func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe subscription.List) error { payloads, err := by.handleSubscriptions(asset.Spot, operation, channelsToSubscribe) if err != nil { return err @@ -239,8 +243,8 @@ func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe [] } // GenerateDefaultSubscriptions generates default subscription -func (by *Bybit) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (by *Bybit) GenerateDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List var channels = []string{ chanPublicTicker, chanOrderbook, @@ -266,16 +270,16 @@ func (by *Bybit) GenerateDefaultSubscriptions() ([]subscription.Subscription, er chanDCP, chanWallet: subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], Asset: asset.Spot, }) default: for z := range pairs { subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: channels[x], - Pair: pairs[z], + Pairs: currency.Pairs{pairs[z]}, Asset: asset.Spot, }) } diff --git a/exchanges/coinbasepro/coinbasepro_test.go b/exchanges/coinbasepro/coinbasepro_test.go index 7afca094..5768c7e5 100644 --- a/exchanges/coinbasepro/coinbasepro_test.go +++ b/exchanges/coinbasepro/coinbasepro_test.go @@ -688,20 +688,11 @@ func TestWsAuth(t *testing.T) { } var dialer websocket.Dialer err := c.Websocket.Conn.Dial(&dialer, http.Header{}) - if err != nil { - t.Fatal(err) - } + require.NoError(t, err, "Dial must not error") go c.wsReadData() - err = c.Subscribe([]subscription.Subscription{ - { - Channel: "user", - Pair: testPair, - }, - }) - if err != nil { - t.Error(err) - } + err = c.Subscribe(subscription.List{{Channel: "user", Pairs: currency.Pairs{testPair}}}) + require.NoError(t, err, "Subscribe must not error") timer := time.NewTimer(sharedtestvalues.WebsocketResponseDefaultTimeout) select { case badResponse := <-c.Websocket.DataHandler: diff --git a/exchanges/coinbasepro/coinbasepro_types.go b/exchanges/coinbasepro/coinbasepro_types.go index 2a8765ed..de2a3728 100644 --- a/exchanges/coinbasepro/coinbasepro_types.go +++ b/exchanges/coinbasepro/coinbasepro_types.go @@ -362,17 +362,17 @@ type FillResponse struct { // WebsocketSubscribe takes in subscription information type WebsocketSubscribe struct { - Type string `json:"type"` - ProductIDs []string `json:"product_ids,omitempty"` - Channels []WsChannels `json:"channels,omitempty"` - Signature string `json:"signature,omitempty"` - Key string `json:"key,omitempty"` - Passphrase string `json:"passphrase,omitempty"` - Timestamp string `json:"timestamp,omitempty"` + Type string `json:"type"` + ProductIDs []string `json:"product_ids,omitempty"` + Channels []any `json:"channels,omitempty"` + Signature string `json:"signature,omitempty"` + Key string `json:"key,omitempty"` + Passphrase string `json:"passphrase,omitempty"` + Timestamp string `json:"timestamp,omitempty"` } -// WsChannels defines outgoing channels for subscription purposes -type WsChannels struct { +// WsChannel defines a websocket subscription channel +type WsChannel struct { Name string `json:"name"` ProductIDs []string `json:"product_ids,omitempty"` } diff --git a/exchanges/coinbasepro/coinbasepro_websocket.go b/exchanges/coinbasepro/coinbasepro_websocket.go index 7895d9ab..4765eba5 100644 --- a/exchanges/coinbasepro/coinbasepro_websocket.go +++ b/exchanges/coinbasepro/coinbasepro_websocket.go @@ -10,11 +10,9 @@ import ( "time" "github.com/gorilla/websocket" - "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/convert" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" - "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/orderbook" @@ -365,131 +363,105 @@ func (c *CoinbasePro) ProcessUpdate(update *WebsocketL2Update) error { }) } -// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (c *CoinbasePro) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var channels = []string{"heartbeat", - "level2_batch", /*Other orderbook feeds require authentication. This is batched in 50ms lots.*/ - "ticker", - "user", - "matches"} - enabledPairs, err := c.GetEnabledPairs(asset.Spot) +// generateSubscriptions returns a list of subscriptions from the configured subscriptions feature +func (c *CoinbasePro) generateSubscriptions() (subscription.List, error) { + pairs, err := c.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - var subscriptions []subscription.Subscription - for i := range channels { - if (channels[i] == "user" || channels[i] == "full") && - !c.IsWebsocketAuthenticationSupported() { + pairFmt, err := c.GetPairFormat(asset.Spot, true) + if err != nil { + return nil, err + } + pairs = pairs.Format(pairFmt) + authed := c.IsWebsocketAuthenticationSupported() + subs := make(subscription.List, 0, len(c.Features.Subscriptions)) + for _, baseSub := range c.Features.Subscriptions { + if !authed && baseSub.Authenticated { continue } - for j := range enabledPairs { - fPair, err := c.FormatExchangeCurrency(enabledPairs[j], - asset.Spot) - if err != nil { - return nil, err - } - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[i], - Pair: fPair, - Asset: asset.Spot, - }) - } + + s := baseSub.Clone() + s.Asset = asset.Spot + s.Pairs = pairs + subs = append(subs, s) } - return subscriptions, nil + return subs, nil } // Subscribe sends a websocket message to receive data from the channel -func (c *CoinbasePro) Subscribe(channelsToSubscribe []subscription.Subscription) error { - var creds *account.Credentials - var err error - if c.IsWebsocketAuthenticationSupported() { - creds, err = c.GetCredentials(context.TODO()) - if err != nil { - return err +func (c *CoinbasePro) Subscribe(subs subscription.List) error { + r := &WebsocketSubscribe{ + Type: "subscribe", + Channels: make([]any, 0, len(subs)), + } + // See if we have a consistent Pair list for all the subs that we can use globally + // If all the subs have the same pairs then we can use the top level ProductIDs field + // Otherwise each and every sub needs to have it's own list + for i, s := range subs { + if i == 0 { + r.ProductIDs = s.Pairs.Strings() + } else if !subs[0].Pairs.Equal(s.Pairs) { + r.ProductIDs = nil + break } } - - subscribe := WebsocketSubscribe{ - Type: "subscribe", - } - productIDs := make([]string, 0, len(channelsToSubscribe)) - for i := range channelsToSubscribe { - p := channelsToSubscribe[i].Pair.String() - if p != "" && !common.StringDataCompare(productIDs, p) { - // get all unique productIDs in advance as we generate by channels - productIDs = append(productIDs, p) - } - } -subscriptions: - for i := range channelsToSubscribe { - for j := range subscribe.Channels { - if subscribe.Channels[j].Name == channelsToSubscribe[i].Channel { - continue subscriptions - } - } - - subChan := WsChannels{ - Name: channelsToSubscribe[i].Channel, - ProductIDs: productIDs, - } - if (channelsToSubscribe[i].Channel == "user" || channelsToSubscribe[i].Channel == "full") && - creds != nil && - subscribe.Signature == "" { - n := strconv.FormatInt(time.Now().Unix(), 10) - message := n + http.MethodGet + "/users/self/verify" - var hmac []byte - hmac, err = crypto.GetHMAC(crypto.HashSHA256, - []byte(message), - []byte(creds.Secret)) - if err != nil { + for _, s := range subs { + if s.Authenticated && r.Key == "" && c.IsWebsocketAuthenticationSupported() { + if err := c.authWsSubscibeReq(r); err != nil { return err } - subscribe.Signature = crypto.Base64Encode(hmac) - subscribe.Key = creds.Key - subscribe.Passphrase = creds.ClientID - subscribe.Timestamp = n } - subscribe.Channels = append(subscribe.Channels, subChan) + if len(r.ProductIDs) == 0 { + r.Channels = append(r.Channels, WsChannel{ + Name: s.Channel, + ProductIDs: s.Pairs.Strings(), + }) + } else { + // Coinbase does not support using [WsChannel{Name:"x"}] unless each ProductIDs field is populated + // Therefore we have to use Channels as an array of strings + r.Channels = append(r.Channels, s.Channel) + } } - err = c.Websocket.Conn.SendJSONMessage(subscribe) + err := c.Websocket.Conn.SendJSONMessage(r) + if err == nil { + err = c.Websocket.AddSuccessfulSubscriptions(subs...) + } + return err +} + +func (c *CoinbasePro) authWsSubscibeReq(r *WebsocketSubscribe) error { + creds, err := c.GetCredentials(context.TODO()) if err != nil { return err } - c.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) + r.Timestamp = strconv.FormatInt(time.Now().Unix(), 10) + message := r.Timestamp + http.MethodGet + "/users/self/verify" + hmac, err := crypto.GetHMAC(crypto.HashSHA256, []byte(message), []byte(creds.Secret)) + if err != nil { + return err + } + r.Signature = crypto.Base64Encode(hmac) + r.Key = creds.Key + r.Passphrase = creds.ClientID return nil } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (c *CoinbasePro) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { - unsubscribe := WebsocketSubscribe{ - Type: "unsubscribe", +func (c *CoinbasePro) Unsubscribe(subs subscription.List) error { + r := &WebsocketSubscribe{ + Type: "unsubscribe", + Channels: make([]any, 0, len(subs)), } - productIDs := make([]string, 0, len(channelsToUnsubscribe)) - for i := range channelsToUnsubscribe { - p := channelsToUnsubscribe[i].Pair.String() - if p != "" && !common.StringDataCompare(productIDs, p) { - // get all unique productIDs in advance as we generate by channels - productIDs = append(productIDs, p) - } - } - -unsubscriptions: - for i := range channelsToUnsubscribe { - for j := range unsubscribe.Channels { - if unsubscribe.Channels[j].Name == channelsToUnsubscribe[i].Channel { - continue unsubscriptions - } - } - - unsubscribe.Channels = append(unsubscribe.Channels, WsChannels{ - Name: channelsToUnsubscribe[i].Channel, - ProductIDs: productIDs, + for _, s := range subs { + r.Channels = append(r.Channels, WsChannel{ + Name: s.Channel, + ProductIDs: s.Pairs.Strings(), }) } - err := c.Websocket.Conn.SendJSONMessage(unsubscribe) - if err != nil { - return err + err := c.Websocket.Conn.SendJSONMessage(r) + if err == nil { + err = c.Websocket.RemoveSubscriptions(subs...) } - c.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) - return nil + return err } diff --git a/exchanges/coinbasepro/coinbasepro_wrapper.go b/exchanges/coinbasepro/coinbasepro_wrapper.go index 14d83728..1e548b3d 100644 --- a/exchanges/coinbasepro/coinbasepro_wrapper.go +++ b/exchanges/coinbasepro/coinbasepro_wrapper.go @@ -23,6 +23,7 @@ import ( "github.com/thrasher-corp/gocryptotrader/exchanges/request" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" + "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" "github.com/thrasher-corp/gocryptotrader/exchanges/trade" "github.com/thrasher-corp/gocryptotrader/log" @@ -105,6 +106,13 @@ func (c *CoinbasePro) SetDefaults() { GlobalResultLimit: 300, }, }, + Subscriptions: subscription.List{ + {Enabled: true, Channel: "heartbeat"}, + {Enabled: true, Channel: "level2_batch"}, // Other orderbook feeds require authentication; This is batched in 50ms lots + {Enabled: true, Channel: "ticker"}, + {Enabled: true, Channel: "user", Authenticated: true}, + {Enabled: true, Channel: "matches"}, + }, } c.Requester, err = request.New(c.Name, @@ -155,7 +163,7 @@ func (c *CoinbasePro) Setup(exch *config.Exchange) error { Connector: c.WsConnect, Subscriber: c.Subscribe, Unsubscriber: c.Unsubscribe, - GenerateSubscriptions: c.GenerateDefaultSubscriptions, + GenerateSubscriptions: c.generateSubscriptions, Features: &c.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ SortBuffer: true, diff --git a/exchanges/coinut/coinut_websocket.go b/exchanges/coinut/coinut_websocket.go index b351cbba..b87792ae 100644 --- a/exchanges/coinut/coinut_websocket.go +++ b/exchanges/coinut/coinut_websocket.go @@ -580,18 +580,18 @@ func (c *COINUT) WsProcessOrderbookUpdate(update *WsOrderbookUpdate) error { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (c *COINUT) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (c *COINUT) GenerateDefaultSubscriptions() (subscription.List, error) { var channels = []string{"inst_tick", "inst_order_book", "inst_trade"} - var subscriptions []subscription.Subscription + var subscriptions subscription.List enabledPairs, err := c.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } for i := range channels { for j := range enabledPairs { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[i], - Pair: enabledPairs[j], + Pairs: currency.Pairs{enabledPairs[j]}, Asset: asset.Spot, }) } @@ -600,46 +600,50 @@ func (c *COINUT) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } // Subscribe sends a websocket message to receive data from the channel -func (c *COINUT) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (c *COINUT) Subscribe(subs subscription.List) error { var errs error - for i := range channelsToSubscribe { - fPair, err := c.FormatExchangeCurrency(channelsToSubscribe[i].Pair, asset.Spot) + for _, s := range subs { + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + fPair, err := c.FormatExchangeCurrency(s.Pairs[0], asset.Spot) if err != nil { errs = common.AppendError(errs, err) continue } subscribe := wsRequest{ - Request: channelsToSubscribe[i].Channel, + Request: s.Channel, InstrumentID: c.instrumentMap.LookupID(fPair.String()), Subscribe: true, Nonce: getNonce(), } err = c.Websocket.Conn.SendJSONMessage(subscribe) + if err == nil { + err = c.Websocket.AddSuccessfulSubscriptions(s) + } if err != nil { errs = common.AppendError(errs, err) - continue } - c.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) } - if errs != nil { - return errs - } - return nil + return errs } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (c *COINUT) Unsubscribe(channelToUnsubscribe []subscription.Subscription) error { +func (c *COINUT) Unsubscribe(channelToUnsubscribe subscription.List) error { var errs error - for i := range channelToUnsubscribe { - fPair, err := c.FormatExchangeCurrency(channelToUnsubscribe[i].Pair, asset.Spot) + for _, s := range channelToUnsubscribe { + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + fPair, err := c.FormatExchangeCurrency(s.Pairs[0], asset.Spot) if err != nil { errs = common.AppendError(errs, err) continue } subscribe := wsRequest{ - Request: channelToUnsubscribe[i].Channel, + Request: s.Channel, InstrumentID: c.instrumentMap.LookupID(fPair.String()), Subscribe: false, Nonce: getNonce(), @@ -651,22 +655,20 @@ func (c *COINUT) Unsubscribe(channelToUnsubscribe []subscription.Subscription) e } var response map[string]interface{} err = json.Unmarshal(resp, &response) + if err == nil { + val, ok := response["status"].([]any) + switch { + case !ok: + err = common.GetTypeAssertError("[]any", response["status"]) + case len(val) == 0, val[0] != "OK": + err = common.AppendError(errs, fmt.Errorf("%v unsubscribe failed for channel %v", c.Name, s.Channel)) + default: + err = c.Websocket.RemoveSubscriptions(s) + } + } if err != nil { errs = common.AppendError(errs, err) - continue } - - val, ok := response["status"].([]interface{}) - if !ok { - errs = common.AppendError(errs, errors.New("unable to type assert response status")) - } - if val[0] != "OK" { - errs = common.AppendError(errs, fmt.Errorf("%v unsubscribe failed for channel %v", - c.Name, - channelToUnsubscribe[i].Channel)) - continue - } - c.Websocket.RemoveSubscriptions(channelToUnsubscribe[i]) } return errs } diff --git a/exchanges/deribit/deribit_websocket.go b/exchanges/deribit/deribit_websocket.go index fae7bf50..44647643 100644 --- a/exchanges/deribit/deribit_websocket.go +++ b/exchanges/deribit/deribit_websocket.go @@ -834,8 +834,8 @@ func (d *Deribit) processOrderbook(respRaw []byte, channels []string) error { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (d *Deribit) GenerateDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List assets := d.GetAssetTypes(true) subscriptionChannels := defaultSubscriptions if d.Websocket.CanUseAuthenticatedEndpoints() { @@ -870,9 +870,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e continue } subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, Params: map[string]interface{}{ "resolution": "1D", }, @@ -890,9 +890,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e a == asset.Futures) || (a != asset.Spot && a != asset.Futures) { continue } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, Asset: a, }) } @@ -906,9 +906,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e continue } subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, // if needed, group and depth of orderbook can be passed as follow "group": "250", "depth": "20", Interval: kline.HundredMilliseconds, Asset: a, @@ -919,9 +919,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e }, ) if d.Websocket.CanUseAuthenticatedEndpoints() { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: orderbookChannel, - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, Asset: a, Interval: kline.Interval(0), Params: map[string]interface{}{ @@ -942,9 +942,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e continue } subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, Interval: kline.HundredMilliseconds, Asset: a, }) @@ -959,9 +959,9 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e continue } subscriptions = append(subscriptions, - subscription.Subscription{ + &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: assetPairs[a][z], + Pairs: currency.Pairs{assetPairs[a][z]}, Interval: kline.HundredMilliseconds, Asset: a, }) @@ -974,18 +974,18 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e currencyPairsName := make(map[currency.Code]bool, 2*len(assetPairs[a])) for z := range assetPairs[a] { if okay = currencyPairsName[assetPairs[a][z].Base]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Asset: a, Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Base}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Base}}, }) currencyPairsName[assetPairs[a][z].Base] = true } if okay = currencyPairsName[assetPairs[a][z].Quote]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Asset: a, Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Quote}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Quote}}, }) currencyPairsName[assetPairs[a][z].Quote] = true } @@ -1001,19 +1001,19 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e var okay bool for z := range assetPairs[a] { if okay = currencyPairsName[assetPairs[a][z].Base]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Asset: a, Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Base}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Base}}, Interval: kline.HundredMilliseconds, }) currencyPairsName[assetPairs[a][z].Base] = true } if okay = currencyPairsName[assetPairs[a][z].Quote]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Asset: a, Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Quote}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Quote}}, Interval: kline.HundredMilliseconds, }) currencyPairsName[assetPairs[a][z].Quote] = true @@ -1028,17 +1028,17 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e var okay bool for z := range assetPairs[a] { if okay = currencyPairsName[assetPairs[a][z].Base]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Base}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Base}}, Asset: a, }) currencyPairsName[assetPairs[a][z].Base] = true } if okay = currencyPairsName[assetPairs[a][z].Quote]; !okay { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subscriptionChannels[x], - Pair: currency.Pair{Base: assetPairs[a][z].Quote}, + Pairs: currency.Pairs{currency.Pair{Base: assetPairs[a][z].Quote}}, Asset: a, }) currencyPairsName[assetPairs[a][z].Quote] = true @@ -1050,7 +1050,7 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e platformStateChannel, userLockChannel, platformStatePublicMethodsStateChannel: - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subscriptionChannels[x], }) case priceIndexChannel, @@ -1060,7 +1060,7 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e markPriceOptionsChannel, estimatedExpirationPriceChannel: for i := range indexENUMS { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subscriptionChannels[x], Params: map[string]interface{}{ "index_name": indexENUMS[i], @@ -1072,9 +1072,12 @@ func (d *Deribit) GenerateDefaultSubscriptions() ([]subscription.Subscription, e return subscriptions, nil } -func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs []subscription.Subscription) ([]WsSubscriptionInput, error) { +func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs subscription.List) ([]WsSubscriptionInput, error) { subscriptionPayloads := make([]WsSubscriptionInput, len(subscs)) for x := range subscs { + if len(subscs[x].Pairs) > 1 { + return nil, subscription.ErrNotSinglePair + } sub := WsSubscriptionInput{ JSONRPCVersion: rpcVersion, ID: d.Websocket.Conn.GenerateMessageID(false), @@ -1090,16 +1093,16 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs sub.Method = "private/" + operation } var instrumentID string - if !subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) == 1 { pairFormat, err := d.GetPairFormat(subscs[x].Asset, true) if err != nil { return nil, err } - subscs[x].Pair = subscs[x].Pair.Format(pairFormat) + subscs[x].Pairs = subscs[x].Pairs.Format(pairFormat) if subscs[x].Asset == asset.Futures { - instrumentID = d.formatFuturesTradablePair(subscs[x].Pair.Format(pairFormat)) + instrumentID = d.formatFuturesTradablePair(subscs[x].Pairs[0]) } else { - instrumentID = subscs[x].Pair.String() + instrumentID = subscs[x].Pairs.Join() } } switch subscs[x].Channel { @@ -1110,7 +1113,7 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs userLockChannel: sub.Params["channels"] = []string{subscs[x].Channel} case orderbookChannel: - if subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) != 1 { return nil, currency.ErrCurrencyPairEmpty } intervalString, err := d.GetResolutionFromInterval(subscs[x].Interval) @@ -1129,14 +1132,14 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs } sub.Params["channels"] = []string{orderbookChannel + "." + instrumentID + "." + group + "." + depth + "." + intervalString} case chartTradesChannel: - if subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) != 1 { return nil, currency.ErrCurrencyPairEmpty } resolution, okay := subscs[x].Params["resolution"].(string) if !okay { resolution = "1D" } - sub.Params["channels"] = []string{chartTradesChannel + "." + d.formatFuturesTradablePair(subscs[x].Pair) + "." + resolution} + sub.Params["channels"] = []string{chartTradesChannel + "." + d.formatFuturesTradablePair(subscs[x].Pairs[0]) + "." + resolution} case priceIndexChannel, priceRankingChannel, priceStatisticsChannel, @@ -1149,28 +1152,37 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs } sub.Params["channels"] = []string{subscs[x].Channel + "." + indexName} case instrumentStateChannel: + if len(subscs[x].Pairs) != 1 { + return nil, currency.ErrCurrencyPairEmpty + } kind := d.GetAssetKind(subscs[x].Asset) - currencyCode := getValidatedCurrencyCode(subscs[x].Pair) + currencyCode := getValidatedCurrencyCode(subscs[x].Pairs[0]) sub.Params["channels"] = []string{"instrument.state." + kind + "." + currencyCode} case rawUsersOrdersKindCurrencyChannel: + if len(subscs[x].Pairs) != 1 { + return nil, currency.ErrCurrencyPairEmpty + } kind := d.GetAssetKind(subscs[x].Asset) - currencyCode := getValidatedCurrencyCode(subscs[x].Pair) + currencyCode := getValidatedCurrencyCode(subscs[x].Pairs[0]) sub.Params["channels"] = []string{"user.orders." + kind + "." + currencyCode + ".raw"} case quoteChannel, incrementalTickerChannel: - if subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) != 1 { return nil, currency.ErrCurrencyPairEmpty } sub.Params["channels"] = []string{subscs[x].Channel + "." + instrumentID} case rawUserOrdersChannel: - if subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) != 1 { return nil, currency.ErrCurrencyPairEmpty } sub.Params["channels"] = []string{"user.orders." + instrumentID + ".raw"} case requestForQuoteChannel, userMMPTriggerChannel, userPortfolioChannel: - currencyCode := getValidatedCurrencyCode(subscs[x].Pair) + if len(subscs[x].Pairs) != 1 { + return nil, currency.ErrCurrencyPairEmpty + } + currencyCode := getValidatedCurrencyCode(subscs[x].Pairs[0]) sub.Params["channels"] = []string{subscs[x].Channel + "." + currencyCode} case tradesChannel, userChangesInstrumentsChannel, @@ -1178,7 +1190,7 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs tickerChannel, perpetualChannel, userTradesChannelByInstrument: - if subscs[x].Pair.IsEmpty() { + if len(subscs[x].Pairs) != 1 { return nil, currency.ErrCurrencyPairEmpty } if subscs[x].Interval.Duration() == 0 { @@ -1195,7 +1207,10 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs rawUsersOrdersWithKindCurrencyAndIntervalChannel, userTradesByKindCurrencyAndIntervalChannel: kind := d.GetAssetKind(subscs[x].Asset) - currencyCode := getValidatedCurrencyCode(subscs[x].Pair) + if len(subscs[x].Pairs) != 1 { + return nil, currency.ErrCurrencyPairEmpty + } + currencyCode := getValidatedCurrencyCode(subscs[x].Pairs[0]) if subscs[x].Interval.Duration() == 0 { sub.Params["channels"] = []string{subscs[x].Channel + "." + kind + "." + currencyCode} continue @@ -1214,12 +1229,12 @@ func (d *Deribit) generatePayloadFromSubscriptionInfos(operation string, subscs } // Subscribe sends a websocket message to receive data from the channel -func (d *Deribit) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (d *Deribit) Subscribe(channelsToSubscribe subscription.List) error { return d.handleSubscription("subscribe", channelsToSubscribe) } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (d *Deribit) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (d *Deribit) Unsubscribe(channelsToUnsubscribe subscription.List) error { return d.handleSubscription("unsubscribe", channelsToUnsubscribe) } @@ -1238,7 +1253,7 @@ func filterSubscriptionPayloads(subscription []WsSubscriptionInput) []WsSubscrip return newSubscs } -func (d *Deribit) handleSubscription(operation string, channels []subscription.Subscription) error { +func (d *Deribit) handleSubscription(operation string, channels subscription.List) error { payloads, err := d.generatePayloadFromSubscriptionInfos(operation, channels) if err != nil { return err diff --git a/exchanges/exchange.go b/exchanges/exchange.go index 5644d6af..bb67b984 100644 --- a/exchanges/exchange.go +++ b/exchanges/exchange.go @@ -168,10 +168,10 @@ func (b *Base) SetSubscriptionsFromConfig() { b.settingsMutex.Lock() defer b.settingsMutex.Unlock() if len(b.Config.Features.Subscriptions) == 0 { + // Set config from the defaults, including any disabled subscriptions b.Config.Features.Subscriptions = b.Features.Subscriptions - return } - b.Features.Subscriptions = []*subscription.Subscription{} + b.Features.Subscriptions = subscription.List{} for _, s := range b.Config.Features.Subscriptions { if s.Enabled { b.Features.Subscriptions = append(b.Features.Subscriptions, s) @@ -1126,7 +1126,7 @@ func (b *Base) FlushWebsocketChannels() error { // SubscribeToWebsocketChannels appends to ChannelsToSubscribe // which lets websocket.manageSubscriptions handle subscribing -func (b *Base) SubscribeToWebsocketChannels(channels []subscription.Subscription) error { +func (b *Base) SubscribeToWebsocketChannels(channels subscription.List) error { if b.Websocket == nil { return common.ErrFunctionNotSupported } @@ -1135,7 +1135,7 @@ func (b *Base) SubscribeToWebsocketChannels(channels []subscription.Subscription // UnsubscribeToWebsocketChannels removes from ChannelsToSubscribe // which lets websocket.manageSubscriptions handle unsubscribing -func (b *Base) UnsubscribeToWebsocketChannels(channels []subscription.Subscription) error { +func (b *Base) UnsubscribeToWebsocketChannels(channels subscription.List) error { if b.Websocket == nil { return common.ErrFunctionNotSupported } @@ -1143,7 +1143,7 @@ func (b *Base) UnsubscribeToWebsocketChannels(channels []subscription.Subscripti } // GetSubscriptions returns a copied list of subscriptions -func (b *Base) GetSubscriptions() ([]subscription.Subscription, error) { +func (b *Base) GetSubscriptions() (subscription.List, error) { if b.Websocket == nil { return nil, common.ErrFunctionNotSupported } @@ -1804,7 +1804,7 @@ func (b *Base) GetOpenInterest(context.Context, ...key.PairAsset) ([]futures.Ope } // ParallelChanOp performs a single method call in parallel across streams and waits to return any errors -func (b *Base) ParallelChanOp(channels []subscription.Subscription, m func([]subscription.Subscription) error, batchSize int) error { +func (b *Base) ParallelChanOp(channels subscription.List, m func(subscription.List) error, batchSize int) error { wg := sync.WaitGroup{} errC := make(chan error, len(channels)) if batchSize == 0 { @@ -1818,7 +1818,7 @@ func (b *Base) ParallelChanOp(channels []subscription.Subscription, m func([]sub j = len(channels) } wg.Add(1) - go func(c []subscription.Subscription) { + go func(c subscription.List) { defer wg.Done() if err := m(c); err != nil { errC <- err diff --git a/exchanges/exchange_test.go b/exchanges/exchange_test.go index 5917eb9d..76d2d4a5 100644 --- a/exchanges/exchange_test.go +++ b/exchanges/exchange_test.go @@ -880,8 +880,8 @@ func TestSetupDefaults(t *testing.T) { DefaultURL: "ws://something.com", RunningURL: "ws://something.com", Connector: func() error { return nil }, - GenerateSubscriptions: func() ([]subscription.Subscription, error) { return []subscription.Subscription{}, nil }, - Subscriber: func([]subscription.Subscription) error { return nil }, + GenerateSubscriptions: func() (subscription.List, error) { return subscription.List{}, nil }, + Subscriber: func(subscription.List) error { return nil }, }) if err != nil { t.Fatal(err) @@ -1207,8 +1207,8 @@ func TestIsWebsocketEnabled(t *testing.T) { DefaultURL: "ws://something.com", RunningURL: "ws://something.com", Connector: func() error { return nil }, - GenerateSubscriptions: func() ([]subscription.Subscription, error) { return nil, nil }, - Subscriber: func([]subscription.Subscription) error { return nil }, + GenerateSubscriptions: func() (subscription.List, error) { return nil, nil }, + Subscriber: func(subscription.List) error { return nil }, }) if err != nil { t.Error(err) @@ -1645,15 +1645,11 @@ func TestSubscribeToWebsocketChannels(t *testing.T) { func TestUnsubscribeToWebsocketChannels(t *testing.T) { b := Base{} err := b.UnsubscribeToWebsocketChannels(nil) - if err == nil { - t.Fatal(err) - } + assert.ErrorIs(t, err, common.ErrFunctionNotSupported, "UnsubscribeToWebsocketChannels should error correctly with a nil Websocket") b.Websocket = &stream.Websocket{} err = b.UnsubscribeToWebsocketChannels(nil) - if err == nil { - t.Fatal(err) - } + assert.NoError(t, err, "UnsubscribeToWebsocketChannels from an empty/nil list should not error") } func TestGetSubscriptions(t *testing.T) { @@ -2827,27 +2823,29 @@ func TestSetSubscriptionsFromConfig(t *testing.T) { Features: &config.FeaturesConfig{}, }, } - subs := []*subscription.Subscription{ + subs := subscription.List{ {Channel: subscription.CandlesChannel, Interval: kline.OneDay, Enabled: true}, + {Channel: subscription.OrderbookChannel, Enabled: false}, } b.Features.Subscriptions = subs b.SetSubscriptionsFromConfig() assert.ElementsMatch(t, subs, b.Config.Features.Subscriptions, "Config Subscriptions should be updated") - assert.ElementsMatch(t, subs, b.Features.Subscriptions, "Subscriptions should be the same") + assert.ElementsMatch(t, subscription.List{subs[0]}, b.Features.Subscriptions, "Actual Subscriptions should only contain Enabled") - subs = []*subscription.Subscription{ - {Channel: subscription.OrderbookChannel, Interval: kline.OneDay, Enabled: true}, + subs = subscription.List{ + {Channel: subscription.OrderbookChannel, Enabled: true}, + {Channel: subscription.CandlesChannel, Interval: kline.OneDay, Enabled: false}, } b.Config.Features.Subscriptions = subs b.SetSubscriptionsFromConfig() - assert.ElementsMatch(t, subs, b.Features.Subscriptions, "Subscriptions should be updated from Config") assert.ElementsMatch(t, subs, b.Config.Features.Subscriptions, "Config Subscriptions should be the same") + assert.ElementsMatch(t, subscription.List{subs[0]}, b.Features.Subscriptions, "Subscriptions should only contain Enabled from Config") } // TestParallelChanOp unit tests the helper func ParallelChanOp func TestParallelChanOp(t *testing.T) { t.Parallel() - c := []subscription.Subscription{ + c := subscription.List{ {Channel: "red"}, {Channel: "blue"}, {Channel: "violent"}, @@ -2858,7 +2856,7 @@ func TestParallelChanOp(t *testing.T) { b := Base{} errC := make(chan error, 1) go func() { - errC <- b.ParallelChanOp(c, func(c []subscription.Subscription) error { + errC <- b.ParallelChanOp(c, func(c subscription.List) error { time.Sleep(300 * time.Millisecond) run <- struct{}{} switch c[0].Channel { diff --git a/exchanges/exchange_types.go b/exchanges/exchange_types.go index be50855c..c94b29f6 100644 --- a/exchanges/exchange_types.go +++ b/exchanges/exchange_types.go @@ -152,7 +152,7 @@ type WithdrawalHistory struct { type Features struct { Supports FeaturesSupported Enabled FeaturesEnabled - Subscriptions []*subscription.Subscription + Subscriptions subscription.List } // FeaturesEnabled stores the exchange enabled features diff --git a/exchanges/gateio/gateio_websocket.go b/exchanges/gateio/gateio_websocket.go index 67e941dc..5ed81aaf 100644 --- a/exchanges/gateio/gateio_websocket.go +++ b/exchanges/gateio/gateio_websocket.go @@ -625,7 +625,7 @@ func (g *Gateio) processCrossMarginLoans(data []byte) error { } // GenerateDefaultSubscriptions returns default subscriptions -func (g *Gateio) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (g *Gateio) GenerateDefaultSubscriptions() (subscription.List, error) { channelsToSubscribe := defaultSubscriptions if g.Websocket.CanUseAuthenticatedEndpoints() { channelsToSubscribe = append(channelsToSubscribe, []string{ @@ -638,7 +638,7 @@ func (g *Gateio) GenerateDefaultSubscriptions() ([]subscription.Subscription, er channelsToSubscribe = append(channelsToSubscribe, spotTradesChannel) } - var subscriptions []subscription.Subscription + var subscriptions subscription.List var err error for i := range channelsToSubscribe { var pairs []currency.Pair @@ -678,9 +678,9 @@ func (g *Gateio) GenerateDefaultSubscriptions() ([]subscription.Subscription, er return nil, err } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channelsToSubscribe[i], - Pair: fpair.Upper(), + Pairs: currency.Pairs{fpair.Upper()}, Asset: assetType, Params: params, }) @@ -690,7 +690,7 @@ func (g *Gateio) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } // handleSubscription sends a websocket message to receive data from the channel -func (g *Gateio) handleSubscription(event string, channelsToSubscribe []subscription.Subscription) error { +func (g *Gateio) handleSubscription(event string, channelsToSubscribe subscription.List) error { payloads, err := g.generatePayload(event, channelsToSubscribe) if err != nil { return err @@ -711,16 +711,19 @@ func (g *Gateio) handleSubscription(event string, channelsToSubscribe []subscrip continue } if payloads[k].Event == "subscribe" { - g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) + err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) } else { - g.Websocket.RemoveSubscriptions(channelsToSubscribe[k]) + err = g.Websocket.RemoveSubscriptions(channelsToSubscribe[k]) + } + if err != nil { + errs = common.AppendError(errs, err) } } } return errs } -func (g *Gateio) generatePayload(event string, channelsToSubscribe []subscription.Subscription) ([]WsInput, error) { +func (g *Gateio) generatePayload(event string, channelsToSubscribe subscription.List) ([]WsInput, error) { if len(channelsToSubscribe) == 0 { return nil, errors.New("cannot generate payload, no channels supplied") } @@ -736,10 +739,13 @@ func (g *Gateio) generatePayload(event string, channelsToSubscribe []subscriptio var intervalString string payloads := make([]WsInput, 0, len(channelsToSubscribe)) for i := range channelsToSubscribe { + if len(channelsToSubscribe[i].Pairs) != 1 { + return nil, subscription.ErrNotSinglePair + } var auth *WsAuthInput timestamp := time.Now() - channelsToSubscribe[i].Pair.Delimiter = currency.UnderscoreDelimiter - params := []string{channelsToSubscribe[i].Pair.String()} + channelsToSubscribe[i].Pairs[0].Delimiter = currency.UnderscoreDelimiter + params := []string{channelsToSubscribe[i].Pairs[0].String()} switch channelsToSubscribe[i].Channel { case spotOrderbookChannel: interval, okay := channelsToSubscribe[i].Params["interval"].(kline.Interval) @@ -837,12 +843,12 @@ func (g *Gateio) generatePayload(event string, channelsToSubscribe []subscriptio } // Subscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) Subscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) Subscribe(channelsToUnsubscribe subscription.List) error { return g.handleSubscription("subscribe", channelsToUnsubscribe) } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) Unsubscribe(channelsToUnsubscribe subscription.List) error { return g.handleSubscription("unsubscribe", channelsToUnsubscribe) } diff --git a/exchanges/gateio/gateio_ws_delivery_futures.go b/exchanges/gateio/gateio_ws_delivery_futures.go index 449181c1..b9242981 100644 --- a/exchanges/gateio/gateio_ws_delivery_futures.go +++ b/exchanges/gateio/gateio_ws_delivery_futures.go @@ -12,6 +12,7 @@ import ( "github.com/gorilla/websocket" "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/account" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" @@ -141,7 +142,7 @@ func (g *Gateio) wsFunnelDeliveryFuturesConnectionData(ws stream.Connection) { } // GenerateDeliveryFuturesDefaultSubscriptions returns delivery futures default subscriptions params. -func (g *Gateio) GenerateDeliveryFuturesDefaultSubscriptions() ([]subscription.Subscription, error) { +func (g *Gateio) GenerateDeliveryFuturesDefaultSubscriptions() (subscription.List, error) { _, err := g.GetCredentials(context.Background()) if err != nil { g.Websocket.SetCanUseAuthenticatedEndpoints(false) @@ -159,7 +160,7 @@ func (g *Gateio) GenerateDeliveryFuturesDefaultSubscriptions() ([]subscription.S if err != nil { return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List for i := range channelsToSubscribe { for j := range pairs { params := make(map[string]interface{}) @@ -174,9 +175,9 @@ func (g *Gateio) GenerateDeliveryFuturesDefaultSubscriptions() ([]subscription.S if err != nil { return nil, err } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channelsToSubscribe[i], - Pair: fpair.Upper(), + Pairs: currency.Pairs{fpair.Upper()}, Params: params, }) } @@ -185,17 +186,17 @@ func (g *Gateio) GenerateDeliveryFuturesDefaultSubscriptions() ([]subscription.S } // DeliveryFuturesSubscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) DeliveryFuturesSubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) DeliveryFuturesSubscribe(channelsToUnsubscribe subscription.List) error { return g.handleDeliveryFuturesSubscription("subscribe", channelsToUnsubscribe) } // DeliveryFuturesUnsubscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) DeliveryFuturesUnsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) DeliveryFuturesUnsubscribe(channelsToUnsubscribe subscription.List) error { return g.handleDeliveryFuturesSubscription("unsubscribe", channelsToUnsubscribe) } // handleDeliveryFuturesSubscription sends a websocket message to receive data from the channel -func (g *Gateio) handleDeliveryFuturesSubscription(event string, channelsToSubscribe []subscription.Subscription) error { +func (g *Gateio) handleDeliveryFuturesSubscription(event string, channelsToSubscribe subscription.List) error { payloads, err := g.generateDeliveryFuturesPayload(event, channelsToSubscribe) if err != nil { return err @@ -222,16 +223,19 @@ func (g *Gateio) handleDeliveryFuturesSubscription(event string, channelsToSubsc errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s error code: %d message: %s", val[k].Event, val[k].Channel, resp.Error.Code, resp.Error.Message)) continue } - g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) + if err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]); err != nil { + errs = common.AppendError(errs, err) + } } } } return errs } -func (g *Gateio) generateDeliveryFuturesPayload(event string, channelsToSubscribe []subscription.Subscription) ([2][]WsInput, error) { +func (g *Gateio) generateDeliveryFuturesPayload(event string, channelsToSubscribe subscription.List) ([2][]WsInput, error) { + payloads := [2][]WsInput{} if len(channelsToSubscribe) == 0 { - return [2][]WsInput{}, errors.New("cannot generate payload, no channels supplied") + return payloads, errors.New("cannot generate payload, no channels supplied") } var creds *account.Credentials var err error @@ -241,12 +245,14 @@ func (g *Gateio) generateDeliveryFuturesPayload(event string, channelsToSubscrib g.Websocket.SetCanUseAuthenticatedEndpoints(false) } } - payloads := [2][]WsInput{} for i := range channelsToSubscribe { + if len(channelsToSubscribe[i].Pairs) != 1 { + return payloads, subscription.ErrNotSinglePair + } var auth *WsAuthInput timestamp := time.Now() var params []string - params = []string{channelsToSubscribe[i].Pair.String()} + params = []string{channelsToSubscribe[i].Pairs[0].String()} if g.Websocket.CanUseAuthenticatedEndpoints() { switch channelsToSubscribe[i].Channel { case futuresOrdersChannel, futuresUserTradesChannel, @@ -256,9 +262,7 @@ func (g *Gateio) generateDeliveryFuturesPayload(event string, channelsToSubscrib futuresAutoOrdersChannel: value, ok := channelsToSubscribe[i].Params["user"].(string) if ok { - params = append( - []string{value}, - params...) + params = append([]string{value}, params...) } var sigTemp string sigTemp, err = g.generateWsSignature(creds.Secret, event, channelsToSubscribe[i].Channel, timestamp) @@ -310,7 +314,7 @@ func (g *Gateio) generateDeliveryFuturesPayload(event string, channelsToSubscrib params = append(params, intervalString) } } - if strings.HasPrefix(channelsToSubscribe[i].Pair.Quote.Upper().String(), "USDT") { + if strings.HasPrefix(channelsToSubscribe[i].Pairs[0].Quote.Upper().String(), "USDT") { payloads[0] = append(payloads[0], WsInput{ ID: g.Websocket.Conn.GenerateMessageID(false), Event: event, diff --git a/exchanges/gateio/gateio_ws_futures.go b/exchanges/gateio/gateio_ws_futures.go index 19af7e49..c24fbcf6 100644 --- a/exchanges/gateio/gateio_ws_futures.go +++ b/exchanges/gateio/gateio_ws_futures.go @@ -122,7 +122,7 @@ func (g *Gateio) WsFuturesConnect() error { } // GenerateFuturesDefaultSubscriptions returns default subscriptions information. -func (g *Gateio) GenerateFuturesDefaultSubscriptions() ([]subscription.Subscription, error) { +func (g *Gateio) GenerateFuturesDefaultSubscriptions() (subscription.List, error) { channelsToSubscribe := defaultFuturesSubscriptions if g.Websocket.CanUseAuthenticatedEndpoints() { channelsToSubscribe = append(channelsToSubscribe, @@ -135,7 +135,7 @@ func (g *Gateio) GenerateFuturesDefaultSubscriptions() ([]subscription.Subscript if err != nil { return nil, err } - subscriptions := make([]subscription.Subscription, len(channelsToSubscribe)*len(pairs)) + subscriptions := make(subscription.List, len(channelsToSubscribe)*len(pairs)) count := 0 for i := range channelsToSubscribe { for j := range pairs { @@ -154,9 +154,9 @@ func (g *Gateio) GenerateFuturesDefaultSubscriptions() ([]subscription.Subscript if err != nil { return nil, err } - subscriptions[count] = subscription.Subscription{ + subscriptions[count] = &subscription.Subscription{ Channel: channelsToSubscribe[i], - Pair: fpair.Upper(), + Pairs: currency.Pairs{fpair.Upper()}, Params: params, } count++ @@ -166,12 +166,12 @@ func (g *Gateio) GenerateFuturesDefaultSubscriptions() ([]subscription.Subscript } // FuturesSubscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) FuturesSubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) FuturesSubscribe(channelsToUnsubscribe subscription.List) error { return g.handleFuturesSubscription("subscribe", channelsToUnsubscribe) } // FuturesUnsubscribe sends a websocket message to stop receiving data from the channel -func (g *Gateio) FuturesUnsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) FuturesUnsubscribe(channelsToUnsubscribe subscription.List) error { return g.handleFuturesSubscription("unsubscribe", channelsToUnsubscribe) } @@ -276,7 +276,7 @@ func (g *Gateio) wsHandleFuturesData(respRaw []byte, assetType asset.Item) error } // handleFuturesSubscription sends a websocket message to receive data from the channel -func (g *Gateio) handleFuturesSubscription(event string, channelsToSubscribe []subscription.Subscription) error { +func (g *Gateio) handleFuturesSubscription(event string, channelsToSubscribe subscription.List) error { payloads, err := g.generateFuturesPayload(event, channelsToSubscribe) if err != nil { return err @@ -303,7 +303,9 @@ func (g *Gateio) handleFuturesSubscription(event string, channelsToSubscribe []s errs = common.AppendError(errs, fmt.Errorf("error while %s to channel %s error code: %d message: %s", val[k].Event, val[k].Channel, resp.Error.Code, resp.Error.Message)) continue } - g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) + if err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]); err != nil { + errs = common.AppendError(errs, err) + } } } } @@ -313,9 +315,10 @@ func (g *Gateio) handleFuturesSubscription(event string, channelsToSubscribe []s return nil } -func (g *Gateio) generateFuturesPayload(event string, channelsToSubscribe []subscription.Subscription) ([2][]WsInput, error) { +func (g *Gateio) generateFuturesPayload(event string, channelsToSubscribe subscription.List) ([2][]WsInput, error) { + payloads := [2][]WsInput{} if len(channelsToSubscribe) == 0 { - return [2][]WsInput{}, errors.New("cannot generate payload, no channels supplied") + return payloads, errors.New("cannot generate payload, no channels supplied") } var creds *account.Credentials var err error @@ -325,12 +328,14 @@ func (g *Gateio) generateFuturesPayload(event string, channelsToSubscribe []subs g.Websocket.SetCanUseAuthenticatedEndpoints(false) } } - payloads := [2][]WsInput{} for i := range channelsToSubscribe { + if len(channelsToSubscribe[i].Pairs) != 1 { + return payloads, subscription.ErrNotSinglePair + } var auth *WsAuthInput timestamp := time.Now() var params []string - params = []string{channelsToSubscribe[i].Pair.String()} + params = []string{channelsToSubscribe[i].Pairs[0].String()} if g.Websocket.CanUseAuthenticatedEndpoints() { switch channelsToSubscribe[i].Channel { case futuresOrdersChannel, futuresUserTradesChannel, @@ -394,7 +399,7 @@ func (g *Gateio) generateFuturesPayload(event string, channelsToSubscribe []subs params = append(params, intervalString) } } - if strings.HasPrefix(channelsToSubscribe[i].Pair.Quote.Upper().String(), "USDT") { + if strings.HasPrefix(channelsToSubscribe[i].Pairs[0].Quote.Upper().String(), "USDT") { payloads[0] = append(payloads[0], WsInput{ ID: g.Websocket.Conn.GenerateMessageID(false), Event: event, diff --git a/exchanges/gateio/gateio_ws_option.go b/exchanges/gateio/gateio_ws_option.go index 92518f43..d69f5425 100644 --- a/exchanges/gateio/gateio_ws_option.go +++ b/exchanges/gateio/gateio_ws_option.go @@ -105,7 +105,7 @@ func (g *Gateio) WsOptionsConnect() error { } // GenerateOptionsDefaultSubscriptions generates list of channel subscriptions for options asset type. -func (g *Gateio) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscription, error) { +func (g *Gateio) GenerateOptionsDefaultSubscriptions() (subscription.List, error) { channelsToSubscribe := defaultOptionsSubscriptions var userID int64 if g.Websocket.CanUseAuthenticatedEndpoints() { @@ -130,7 +130,7 @@ func (g *Gateio) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscript } } getEnabledPairs: - var subscriptions []subscription.Subscription + var subscriptions subscription.List pairs, err := g.GetEnabledPairs(asset.Options) if err != nil { return nil, err @@ -163,9 +163,9 @@ getEnabledPairs: if err != nil { return nil, err } - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channelsToSubscribe[i], - Pair: fpair.Upper(), + Pairs: currency.Pairs{fpair.Upper()}, Params: params, }) } @@ -173,7 +173,7 @@ getEnabledPairs: return subscriptions, nil } -func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe []subscription.Subscription) ([]WsInput, error) { +func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe subscription.List) ([]WsInput, error) { if len(channelsToSubscribe) == 0 { return nil, errors.New("cannot generate payload, no channels supplied") } @@ -181,6 +181,9 @@ func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe []subs var intervalString string payloads := make([]WsInput, len(channelsToSubscribe)) for i := range channelsToSubscribe { + if len(channelsToSubscribe[i].Pairs) != 1 { + return nil, subscription.ErrNotSinglePair + } var auth *WsAuthInput timestamp := time.Now() var params []string @@ -190,7 +193,7 @@ func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe []subs optionsUnderlyingPriceChannel, optionsUnderlyingCandlesticksChannel: var uly currency.Pair - uly, err = g.GetUnderlyingFromCurrencyPair(channelsToSubscribe[i].Pair) + uly, err = g.GetUnderlyingFromCurrencyPair(channelsToSubscribe[i].Pairs[0]) if err != nil { return nil, err } @@ -198,8 +201,8 @@ func (g *Gateio) generateOptionsPayload(event string, channelsToSubscribe []subs case optionsBalancesChannel: // options.balance channel does not require underlying or contract default: - channelsToSubscribe[i].Pair.Delimiter = currency.UnderscoreDelimiter - params = append(params, channelsToSubscribe[i].Pair.String()) + channelsToSubscribe[i].Pairs[0].Delimiter = currency.UnderscoreDelimiter + params = append(params, channelsToSubscribe[i].Pairs[0].String()) } switch channelsToSubscribe[i].Channel { case optionsOrderbookChannel: @@ -299,17 +302,17 @@ func (g *Gateio) wsReadOptionsConnData() { } // OptionsSubscribe sends a websocket message to stop receiving data for asset type options -func (g *Gateio) OptionsSubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) OptionsSubscribe(channelsToUnsubscribe subscription.List) error { return g.handleOptionsSubscription("subscribe", channelsToUnsubscribe) } // OptionsUnsubscribe sends a websocket message to stop receiving data for asset type options -func (g *Gateio) OptionsUnsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (g *Gateio) OptionsUnsubscribe(channelsToUnsubscribe subscription.List) error { return g.handleOptionsSubscription("unsubscribe", channelsToUnsubscribe) } // handleOptionsSubscription sends a websocket message to receive data from the channel -func (g *Gateio) handleOptionsSubscription(event string, channelsToSubscribe []subscription.Subscription) error { +func (g *Gateio) handleOptionsSubscription(event string, channelsToSubscribe subscription.List) error { payloads, err := g.generateOptionsPayload(event, channelsToSubscribe) if err != nil { return err @@ -330,9 +333,12 @@ func (g *Gateio) handleOptionsSubscription(event string, channelsToSubscribe []s continue } if payloads[k].Event == "subscribe" { - g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) + err = g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[k]) } else { - g.Websocket.RemoveSubscriptions(channelsToSubscribe[k]) + err = g.Websocket.RemoveSubscriptions(channelsToSubscribe[k]) + } + if err != nil { + errs = common.AppendError(errs, err) } } } diff --git a/exchanges/gemini/gemini_types.go b/exchanges/gemini/gemini_types.go index bcd18da1..7766f13b 100644 --- a/exchanges/gemini/gemini_types.go +++ b/exchanges/gemini/gemini_types.go @@ -336,8 +336,15 @@ type wsSubscriptions struct { Symbols []string `json:"symbols"` } +type wsSubOp string + +const ( + wsSubscribeOp wsSubOp = "subscribe" + wsUnsubscribeOp wsSubOp = "unsubscribe" +) + type wsSubscribeRequest struct { - Type string `json:"type"` + Type wsSubOp `json:"type"` Subscriptions []wsSubscriptions `json:"subscriptions"` } diff --git a/exchanges/gemini/gemini_websocket.go b/exchanges/gemini/gemini_websocket.go index ddfd73e2..566611bc 100644 --- a/exchanges/gemini/gemini_websocket.go +++ b/exchanges/gemini/gemini_websocket.go @@ -13,7 +13,6 @@ import ( "time" "github.com/gorilla/websocket" - "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -63,7 +62,7 @@ func (g *Gemini) WsConnect() error { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (g *Gemini) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (g *Gemini) GenerateDefaultSubscriptions() (subscription.List, error) { // See gemini_types.go for more subscription/candle vars var channels = []string{ marketDataLevel2, @@ -75,105 +74,53 @@ func (g *Gemini) GenerateDefaultSubscriptions() ([]subscription.Subscription, er return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List for x := range channels { - for y := range pairs { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: channels[x], - Pair: pairs[y], - Asset: asset.Spot, - }) - } + subscriptions = append(subscriptions, &subscription.Subscription{ + Channel: channels[x], + Pairs: pairs, + Asset: asset.Spot, + }) } return subscriptions, nil } // Subscribe sends a websocket message to receive data from the channel -func (g *Gemini) Subscribe(channelsToSubscribe []subscription.Subscription) error { - channels := make([]string, 0, len(channelsToSubscribe)) - for x := range channelsToSubscribe { - if common.StringDataCompareInsensitive(channels, channelsToSubscribe[x].Channel) { - continue - } - channels = append(channels, channelsToSubscribe[x].Channel) - } - - var pairs currency.Pairs - for x := range channelsToSubscribe { - if pairs.Contains(channelsToSubscribe[x].Pair, true) { - continue - } - pairs = append(pairs, channelsToSubscribe[x].Pair) - } - - fmtPairs, err := g.FormatExchangeCurrencies(pairs, asset.Spot) - if err != nil { - return err - } - - subs := make([]wsSubscriptions, len(channels)) - for x := range channels { - subs[x] = wsSubscriptions{ - Name: channels[x], - Symbols: strings.Split(fmtPairs, ","), - } - } - - wsSub := wsSubscribeRequest{ - Type: "subscribe", - Subscriptions: subs, - } - err = g.Websocket.Conn.SendJSONMessage(wsSub) - if err != nil { - return err - } - - g.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe...) - return nil +func (g *Gemini) Subscribe(subs subscription.List) error { + return g.manageSubs(subs, wsSubscribeOp) } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (g *Gemini) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { - channels := make([]string, 0, len(channelsToUnsubscribe)) - for x := range channelsToUnsubscribe { - if common.StringDataCompareInsensitive(channels, channelsToUnsubscribe[x].Channel) { - continue - } - channels = append(channels, channelsToUnsubscribe[x].Channel) - } +func (g *Gemini) Unsubscribe(subs subscription.List) error { + return g.manageSubs(subs, wsUnsubscribeOp) +} - var pairs currency.Pairs - for x := range channelsToUnsubscribe { - if pairs.Contains(channelsToUnsubscribe[x].Pair, true) { - continue - } - pairs = append(pairs, channelsToUnsubscribe[x].Pair) - } - - fmtPairs, err := g.FormatExchangeCurrencies(pairs, asset.Spot) +func (g *Gemini) manageSubs(subs subscription.List, op wsSubOp) error { + format, err := g.GetPairFormat(asset.Spot, true) if err != nil { return err } - subs := make([]wsSubscriptions, len(channels)) - for x := range channels { - subs[x] = wsSubscriptions{ - Name: channels[x], - Symbols: strings.Split(fmtPairs, ","), - } + req := wsSubscribeRequest{ + Type: op, + Subscriptions: make([]wsSubscriptions, 0, len(subs)), + } + for _, s := range subs { + req.Subscriptions = append(req.Subscriptions, wsSubscriptions{ + Name: s.Channel, + Symbols: s.Pairs.Format(format).Strings(), + }) } - wsSub := wsSubscribeRequest{ - Type: "unsubscribe", - Subscriptions: subs, - } - err = g.Websocket.Conn.SendJSONMessage(wsSub) - if err != nil { + if err := g.Websocket.Conn.SendJSONMessage(req); err != nil { return err } - g.Websocket.RemoveSubscriptions(channelsToUnsubscribe...) - return nil + if op == wsUnsubscribeOp { + return g.Websocket.RemoveSubscriptions(subs...) + } + + return g.Websocket.AddSuccessfulSubscriptions(subs...) } // WsAuth will connect to Gemini's secure endpoint diff --git a/exchanges/hitbtc/hitbtc_types.go b/exchanges/hitbtc/hitbtc_types.go index 4f55f206..6ed9f5aa 100644 --- a/exchanges/hitbtc/hitbtc_types.go +++ b/exchanges/hitbtc/hitbtc_types.go @@ -292,24 +292,23 @@ type ResponseError struct { Message string `json:"message"` } -// WsRequest defines a request obj for the JSON-RPC and gets a websocket -// response +// WsRequest defines a request obj for the JSON-RPC and gets a websocket response type WsRequest struct { - Method string `json:"method"` - Params Params `json:"params,omitempty"` - ID int64 `json:"id"` + Method string `json:"method"` + Params WsParams `json:"params,omitempty"` + ID int64 `json:"id"` } // WsNotification defines a notification obj for the JSON-RPC this does not get // a websocket response type WsNotification struct { - JSONRPCVersion string `json:"jsonrpc,omitempty"` - Method string `json:"method"` - Params Params `json:"params"` + JSONRPCVersion string `json:"jsonrpc,omitempty"` + Method string `json:"method"` + Params WsParams `json:"params"` } -// Params is params -type Params struct { +// WsParams are websocket params for a request +type WsParams struct { Symbol string `json:"symbol,omitempty"` Period string `json:"period,omitempty"` Limit int64 `json:"limit,omitempty"` diff --git a/exchanges/hitbtc/hitbtc_websocket.go b/exchanges/hitbtc/hitbtc_websocket.go index 8c297170..c361daaa 100644 --- a/exchanges/hitbtc/hitbtc_websocket.go +++ b/exchanges/hitbtc/hitbtc_websocket.go @@ -466,33 +466,33 @@ func (h *HitBTC) WsProcessOrderbookUpdate(update *WsOrderbook) error { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (h *HitBTC) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var channels = []string{"subscribeTicker", - "subscribeOrderbook", - "subscribeTrades", - "subscribeCandles"} - - var subscriptions []subscription.Subscription - if h.Websocket.CanUseAuthenticatedEndpoints() { - subscriptions = append(subscriptions, subscription.Subscription{ - Channel: "subscribeReports", - }) +func (h *HitBTC) GenerateDefaultSubscriptions() (subscription.List, error) { + var channels = []string{ + "Ticker", + "Orderbook", + "Trades", + "Candles", } - enabledCurrencies, err := h.GetEnabledPairs(asset.Spot) + + var subscriptions subscription.List + if h.Websocket.CanUseAuthenticatedEndpoints() { + subscriptions = append(subscriptions, &subscription.Subscription{Channel: "Reports"}) + } + pairs, err := h.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } + pairFmt, err := h.GetPairFormat(asset.Spot, true) + if err != nil { + return nil, err + } + pairFmt.Delimiter = "" + pairs = pairs.Format(pairFmt) for i := range channels { - for j := range enabledCurrencies { - fPair, err := h.FormatExchangeCurrency(enabledCurrencies[j], asset.Spot) - if err != nil { - return nil, err - } - - enabledCurrencies[j].Delimiter = "" - subscriptions = append(subscriptions, subscription.Subscription{ + for j := range pairs { + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[i], - Pair: fPair, + Pairs: currency.Pairs{pairs[j]}, Asset: asset.Spot, }) } @@ -501,70 +501,74 @@ func (h *HitBTC) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } // Subscribe sends a websocket message to receive data from the channel -func (h *HitBTC) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (h *HitBTC) Subscribe(channelsToSubscribe subscription.List) error { var errs error - for i := range channelsToSubscribe { - subscribe := WsRequest{ - Method: channelsToSubscribe[i].Channel, + for _, s := range channelsToSubscribe { + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + pair := s.Pairs[0] + + r := WsRequest{ + Method: "subscribe" + s.Channel, ID: h.Websocket.Conn.GenerateMessageID(false), + Params: WsParams{ + Symbol: pair.String(), + }, + } + switch s.Channel { + case "Trades": + r.Params.Limit = 100 + case "Candles": + r.Params.Period = "M30" + r.Params.Limit = 100 } - if channelsToSubscribe[i].Pair.String() != "" { - subscribe.Params.Symbol = channelsToSubscribe[i].Pair.String() + err := h.Websocket.Conn.SendJSONMessage(r) + if err == nil { + err = h.Websocket.AddSuccessfulSubscriptions(s) } - if strings.EqualFold(channelsToSubscribe[i].Channel, "subscribeTrades") { - subscribe.Params.Limit = 100 - } else if strings.EqualFold(channelsToSubscribe[i].Channel, "subscribeCandles") { - subscribe.Params.Period = "M30" - subscribe.Params.Limit = 100 - } - - err := h.Websocket.Conn.SendJSONMessage(subscribe) if err != nil { errs = common.AppendError(errs, err) - continue } - h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) } - if errs != nil { - return errs - } - return nil + return errs } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (h *HitBTC) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (h *HitBTC) Unsubscribe(subs subscription.List) error { var errs error - for i := range channelsToUnsubscribe { - unsubscribeChannel := strings.Replace(channelsToUnsubscribe[i].Channel, - "subscribe", - "unsubscribe", - 1) + for _, s := range subs { + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + pair := s.Pairs[0] - unsubscribe := WsNotification{ + r := WsNotification{ JSONRPCVersion: rpcVersion, - Method: unsubscribeChannel, + Method: "unsubscribe" + s.Channel, + Params: WsParams{ + Symbol: pair.String(), + }, } - unsubscribe.Params.Symbol = channelsToUnsubscribe[i].Pair.String() - if strings.EqualFold(unsubscribeChannel, "unsubscribeTrades") { - unsubscribe.Params.Limit = 100 - } else if strings.EqualFold(unsubscribeChannel, "unsubscribeCandles") { - unsubscribe.Params.Period = "M30" - unsubscribe.Params.Limit = 100 + switch s.Channel { + case "Trades": + r.Params.Limit = 100 + case "Candles": + r.Params.Period = "M30" + r.Params.Limit = 100 } - err := h.Websocket.Conn.SendJSONMessage(unsubscribe) + err := h.Websocket.Conn.SendJSONMessage(r) + if err == nil { + err = h.Websocket.RemoveSubscriptions(s) + } if err != nil { errs = common.AppendError(errs, err) - continue } - h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i]) } - if errs != nil { - return errs - } - return nil + return errs } // Unsubscribe sends a websocket message to stop receiving data from the channel diff --git a/exchanges/huobi/huobi_websocket.go b/exchanges/huobi/huobi_websocket.go index d204e72a..4a4e4d7a 100644 --- a/exchanges/huobi/huobi_websocket.go +++ b/exchanges/huobi/huobi_websocket.go @@ -515,15 +515,15 @@ func (h *HUOBI) WsProcessOrderbook(update *WsDepth, symbol string) error { } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (h *HUOBI) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (h *HUOBI) GenerateDefaultSubscriptions() (subscription.List, error) { var channels = []string{wsMarketKline, wsMarketDepth, wsMarketTrade, wsMarketTicker} - var subscriptions []subscription.Subscription + var subscriptions subscription.List if h.Websocket.CanUseAuthenticatedEndpoints() { channels = append(channels, "orders.%v", "orders.%v.update") - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: "accounts", }) } @@ -536,9 +536,9 @@ func (h *HUOBI) GenerateDefaultSubscriptions() ([]subscription.Subscription, err enabledCurrencies[j].Delimiter = "" channel := fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()) - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channel, - Pair: enabledCurrencies[j], + Pairs: currency.Pairs{enabledCurrencies[j]}, }) } } @@ -546,7 +546,7 @@ func (h *HUOBI) GenerateDefaultSubscriptions() ([]subscription.Subscription, err } // Subscribe sends a websocket message to receive data from the channel -func (h *HUOBI) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (h *HUOBI) Subscribe(channelsToSubscribe subscription.List) error { var creds *account.Credentials if h.Websocket.CanUseAuthenticatedEndpoints() { var err error @@ -557,36 +557,30 @@ func (h *HUOBI) Subscribe(channelsToSubscribe []subscription.Subscription) error } var errs error for i := range channelsToSubscribe { + var err error if (strings.Contains(channelsToSubscribe[i].Channel, "orders.") || strings.Contains(channelsToSubscribe[i].Channel, "accounts")) && creds != nil { - err := h.wsAuthenticatedSubscribe(creds, + err = h.wsAuthenticatedSubscribe(creds, "sub", wsAccountsOrdersEndPoint+channelsToSubscribe[i].Channel, channelsToSubscribe[i].Channel) - if err != nil { - errs = common.AppendError(errs, err) - continue - } - h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) - continue + } else { + err = h.Websocket.Conn.SendJSONMessage(WsRequest{ + Subscribe: channelsToSubscribe[i].Channel, + }) + } + if err == nil { + err = h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) } - err := h.Websocket.Conn.SendJSONMessage(WsRequest{ - Subscribe: channelsToSubscribe[i].Channel, - }) if err != nil { errs = common.AppendError(errs, err) - continue } - h.Websocket.AddSuccessfulSubscriptions(channelsToSubscribe[i]) - } - if errs != nil { - return errs } return nil } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (h *HUOBI) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (h *HUOBI) Unsubscribe(channelsToUnsubscribe subscription.List) error { var creds *account.Credentials if h.Websocket.CanUseAuthenticatedEndpoints() { var err error @@ -597,32 +591,26 @@ func (h *HUOBI) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) e } var errs error for i := range channelsToUnsubscribe { + var err error if (strings.Contains(channelsToUnsubscribe[i].Channel, "orders.") || strings.Contains(channelsToUnsubscribe[i].Channel, "accounts")) && creds != nil { - err := h.wsAuthenticatedSubscribe(creds, + err = h.wsAuthenticatedSubscribe(creds, "unsub", wsAccountsOrdersEndPoint+channelsToUnsubscribe[i].Channel, channelsToUnsubscribe[i].Channel) - if err != nil { - errs = common.AppendError(errs, err) - continue - } - h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i]) - continue + } else { + err = h.Websocket.Conn.SendJSONMessage(WsRequest{ + Unsubscribe: channelsToUnsubscribe[i].Channel, + }) + } + if err == nil { + err = h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i]) } - err := h.Websocket.Conn.SendJSONMessage(WsRequest{ - Unsubscribe: channelsToUnsubscribe[i].Channel, - }) if err != nil { errs = common.AppendError(errs, err) - continue } - h.Websocket.RemoveSubscriptions(channelsToUnsubscribe[i]) } - if errs != nil { - return errs - } - return nil + return errs } func (h *HUOBI) wsGenerateSignature(creds *account.Credentials, timestamp, endpoint string) ([]byte, error) { diff --git a/exchanges/interfaces.go b/exchanges/interfaces.go index 86e8778a..e76f9268 100644 --- a/exchanges/interfaces.go +++ b/exchanges/interfaces.go @@ -70,9 +70,9 @@ type IBotExchange interface { EnableRateLimiter() error GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error) GetWebsocket() (*stream.Websocket, error) - SubscribeToWebsocketChannels(channels []subscription.Subscription) error - UnsubscribeToWebsocketChannels(channels []subscription.Subscription) error - GetSubscriptions() ([]subscription.Subscription, error) + SubscribeToWebsocketChannels(channels subscription.List) error + UnsubscribeToWebsocketChannels(channels subscription.List) error + GetSubscriptions() (subscription.List, error) FlushWebsocketChannels() error AuthenticateWebsocket(ctx context.Context) error GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (order.MinMaxLevel, error) diff --git a/exchanges/kraken/kraken_test.go b/exchanges/kraken/kraken_test.go index 8fd64157..c55eac95 100644 --- a/exchanges/kraken/kraken_test.go +++ b/exchanges/kraken/kraken_test.go @@ -1216,10 +1216,10 @@ func setupWsTests(t *testing.T) { // TestWebsocketSubscribe tests returning a message with an id func TestWebsocketSubscribe(t *testing.T) { setupWsTests(t) - err := k.Subscribe([]subscription.Subscription{ + err := k.Subscribe(subscription.List{ { Channel: defaultSubscribedChannels[0], - Pair: currency.NewPairWithDelimiter("XBT", "USD", "/"), + Pairs: currency.Pairs{currency.NewPairWithDelimiter("XBT", "USD", "/")}, }, }) if err != nil { diff --git a/exchanges/kraken/kraken_types.go b/exchanges/kraken/kraken_types.go index dcd51b15..d59d75a7 100644 --- a/exchanges/kraken/kraken_types.go +++ b/exchanges/kraken/kraken_types.go @@ -500,11 +500,11 @@ type WithdrawStatusResponse struct { // WebsocketSubscriptionEventRequest handles WS subscription events type WebsocketSubscriptionEventRequest struct { - Event string `json:"event"` // subscribe - RequestID int64 `json:"reqid,omitempty"` // Optional, client originated ID reflected in response message. - Pairs []string `json:"pair,omitempty"` // Array of currency pairs (pair1,pair2,pair3). - Subscription WebsocketSubscriptionData `json:"subscription,omitempty"` - Channels []subscription.Subscription `json:"-"` // Keeps track of associated subscriptions in batched outgoings + Event string `json:"event"` // subscribe + RequestID int64 `json:"reqid,omitempty"` // Optional, client originated ID reflected in response message. + Pairs []string `json:"pair,omitempty"` // Array of currency pairs (pair1,pair2,pair3). + Subscription WebsocketSubscriptionData `json:"subscription,omitempty"` + Channels subscription.List `json:"-"` // Keeps track of associated subscriptions in batched outgoings } // WebsocketBaseEventRequest Just has an "event" property diff --git a/exchanges/kraken/kraken_websocket.go b/exchanges/kraken/kraken_websocket.go index d11dc268..eedccc8f 100644 --- a/exchanges/kraken/kraken_websocket.go +++ b/exchanges/kraken/kraken_websocket.go @@ -809,7 +809,7 @@ func (k *Kraken) wsProcessOrderBook(channelData *WebsocketChannelData, data map[ } }(&subscription.Subscription{ Channel: krakenWsOrderbook, - Pair: outbound, + Pairs: currency.Pairs{outbound}, Asset: asset.Spot, }) return err @@ -1160,25 +1160,25 @@ func (k *Kraken) wsProcessCandles(channelData *WebsocketChannelData, data []inte } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (k *Kraken) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (k *Kraken) GenerateDefaultSubscriptions() (subscription.List, error) { enabledPairs, err := k.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - var subscriptions []subscription.Subscription + var subscriptions subscription.List for i := range defaultSubscribedChannels { for j := range enabledPairs { enabledPairs[j].Delimiter = "/" - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: defaultSubscribedChannels[i], - Pair: enabledPairs[j], + Pairs: currency.Pairs{enabledPairs[j]}, Asset: asset.Spot, }) } } if k.Websocket.CanUseAuthenticatedEndpoints() { for i := range authenticatedChannels { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: authenticatedChannels[i], }) } @@ -1187,7 +1187,7 @@ func (k *Kraken) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } // Subscribe sends a websocket message to receive data from the channel -func (k *Kraken) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (k *Kraken) Subscribe(channelsToSubscribe subscription.List) error { var subscriptions = make(map[string]*[]WebsocketSubscriptionEventRequest) channels: for i := range channelsToSubscribe { @@ -1198,7 +1198,7 @@ channels: } for j := range *s { - (*s)[j].Pairs = append((*s)[j].Pairs, channelsToSubscribe[i].Pair.String()) + (*s)[j].Pairs = append((*s)[j].Pairs, channelsToSubscribe[i].Pairs.Strings()...) (*s)[j].Channels = append((*s)[j].Channels, channelsToSubscribe[i]) continue channels } @@ -1214,8 +1214,8 @@ channels: if channelsToSubscribe[i].Channel == "book" { outbound.Subscription.Depth = krakenWsOrderbookDepth } - if !channelsToSubscribe[i].Pair.IsEmpty() { - outbound.Pairs = []string{channelsToSubscribe[i].Pair.String()} + for _, p := range channelsToSubscribe[i].Pairs { + outbound.Pairs = append(outbound.Pairs, p.String()) } if common.StringDataContains(authenticatedChannels, channelsToSubscribe[i].Channel) { outbound.Subscription.Token = authToken @@ -1228,37 +1228,32 @@ channels: var errs error for _, subs := range subscriptions { for i := range *subs { + var err error if common.StringDataContains(authenticatedChannels, (*subs)[i].Subscription.Name) { - _, err := k.Websocket.AuthConn.SendMessageReturnResponse((*subs)[i].RequestID, (*subs)[i]) - if err != nil { - errs = common.AppendError(errs, err) - continue - } - k.Websocket.AddSuccessfulSubscriptions((*subs)[i].Channels...) - continue + _, err = k.Websocket.AuthConn.SendMessageReturnResponse((*subs)[i].RequestID, (*subs)[i]) + } else { + _, err = k.Websocket.Conn.SendMessageReturnResponse((*subs)[i].RequestID, (*subs)[i]) + } + if err == nil { + err = k.Websocket.AddSuccessfulSubscriptions((*subs)[i].Channels...) } - _, err := k.Websocket.Conn.SendMessageReturnResponse((*subs)[i].RequestID, (*subs)[i]) if err != nil { errs = common.AppendError(errs, err) - continue } - k.Websocket.AddSuccessfulSubscriptions((*subs)[i].Channels...) } } return errs } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (k *Kraken) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (k *Kraken) Unsubscribe(channelsToUnsubscribe subscription.List) error { var unsubs []WebsocketSubscriptionEventRequest channels: for x := range channelsToUnsubscribe { for y := range unsubs { if unsubs[y].Subscription.Name == channelsToUnsubscribe[x].Channel { - unsubs[y].Pairs = append(unsubs[y].Pairs, - channelsToUnsubscribe[x].Pair.String()) - unsubs[y].Channels = append(unsubs[y].Channels, - channelsToUnsubscribe[x]) + unsubs[y].Pairs = append(unsubs[y].Pairs, channelsToUnsubscribe[x].Pairs.Strings()...) + unsubs[y].Channels = append(unsubs[y].Channels, channelsToUnsubscribe[x]) continue channels } } @@ -1276,7 +1271,7 @@ channels: unsub := WebsocketSubscriptionEventRequest{ Event: krakenWsUnsubscribe, - Pairs: []string{channelsToUnsubscribe[x].Pair.String()}, + Pairs: []string{channelsToUnsubscribe[x].Pairs[0].String()}, Subscription: WebsocketSubscriptionData{ Name: channelsToUnsubscribe[x].Channel, Depth: depth, @@ -1292,22 +1287,18 @@ channels: var errs error for i := range unsubs { + var err error if common.StringDataContains(authenticatedChannels, unsubs[i].Subscription.Name) { - _, err := k.Websocket.AuthConn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) - if err != nil { - errs = common.AppendError(errs, err) - continue - } - k.Websocket.RemoveSubscriptions(unsubs[i].Channels...) - continue + _, err = k.Websocket.AuthConn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) + } else { + _, err = k.Websocket.Conn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) + } + if err == nil { + err = k.Websocket.RemoveSubscriptions(unsubs[i].Channels...) } - - _, err := k.Websocket.Conn.SendMessageReturnResponse(unsubs[i].RequestID, unsubs[i]) if err != nil { errs = common.AppendError(errs, err) - continue } - k.Websocket.RemoveSubscriptions(unsubs[i].Channels...) } return errs } diff --git a/exchanges/kucoin/kucoin_test.go b/exchanges/kucoin/kucoin_test.go index 8d7d9a7a..5b88b128 100644 --- a/exchanges/kucoin/kucoin_test.go +++ b/exchanges/kucoin/kucoin_test.go @@ -15,7 +15,6 @@ import ( "github.com/stretchr/testify/require" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/key" - "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/core" "github.com/thrasher-corp/gocryptotrader/currency" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" @@ -26,7 +25,6 @@ import ( "github.com/thrasher-corp/gocryptotrader/exchanges/margin" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues" - "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" "github.com/thrasher-corp/gocryptotrader/exchanges/ticker" testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange" @@ -41,45 +39,27 @@ const ( canManipulateRealOrders = false ) -var ( - ku = &Kucoin{} - spotTradablePair, marginTradablePair, futuresTradablePair currency.Pair -) +var ku *Kucoin +var spotTradablePair, marginTradablePair, futuresTradablePair currency.Pair func TestMain(m *testing.M) { - ku.SetDefaults() - cfg := config.GetConfig() - err := cfg.LoadConfig("../../testdata/configtest.json", true) - if err != nil { + ku = new(Kucoin) + if err := testexch.Setup(ku); err != nil { log.Fatal(err) } - exchCfg, err := cfg.GetExchangeConfig("Kucoin") - if err != nil { - log.Fatal(err) - } - - exchCfg.API.AuthenticatedSupport = true - exchCfg.API.AuthenticatedWebsocketSupport = true - - exchCfg.API.Credentials.Key = apiKey - exchCfg.API.Credentials.Secret = apiSecret - exchCfg.API.Credentials.ClientID = passPhrase if apiKey != "" && apiSecret != "" && passPhrase != "" { + ku.API.AuthenticatedSupport = true + ku.API.AuthenticatedWebsocketSupport = true + ku.API.CredentialsValidator.RequiresBase64DecodeSecret = false + ku.SetCredentials(apiKey, apiSecret, passPhrase, "", "", "") ku.Websocket.SetCanUseAuthenticatedEndpoints(true) } - ku.SetDefaults() - ku.Websocket = sharedtestvalues.NewTestWebsocket() - ku.Websocket.Orderbook = buffer.Orderbook{} - err = ku.Setup(exchCfg) - if err != nil { - log.Fatal(err) - } - ku.Websocket.DataHandler = sharedtestvalues.GetWebsocketInterfaceChannelOverride() - ku.Websocket.TrafficAlert = sharedtestvalues.GetWebsocketStructChannelOverride() - setupWS() getFirstTradablePairOfAssets() + ku.setupOrderbookManager() + fetchedFuturesSnapshotOrderbook = map[string]bool{} + os.Exit(m.Run()) } @@ -1993,10 +1973,10 @@ func TestPushData(t *testing.T) { testexch.FixtureToDataHandler(t, "testdata/wsHandleData.json", ku.wsHandleData) } -func verifySubs(tb testing.TB, subs []subscription.Subscription, a asset.Item, prefix string, expected ...string) { +func verifySubs(tb testing.TB, subs subscription.List, a asset.Item, prefix string, expected ...string) { tb.Helper() var sub *subscription.Subscription - for i, s := range subs { //nolint:gocritic // prefer convenience over performance here for tests + for i, s := range subs { if s.Asset == a && strings.HasPrefix(s.Channel, prefix) { if len(expected) == 1 && !strings.Contains(s.Channel, expected[0]) { continue @@ -2005,7 +1985,7 @@ func verifySubs(tb testing.TB, subs []subscription.Subscription, a asset.Item, p assert.Failf(tb, "Too many subs with prefix", "Asset %s; Prefix %s", a.String(), prefix) return } - sub = &subs[i] + sub = subs[i] } } if assert.NotNil(tb, sub, "Should find a sub for asset %s with prefix %s for %s", a.String(), prefix, strings.Join(expected, ", ")) { @@ -2024,12 +2004,11 @@ func verifySubs(tb testing.TB, subs []subscription.Subscription, a asset.Item, p // In Both: ETH-BTC, LTC-USDT // Only in Margin: TRX-BTC, SOL-USDC -func TestGenerateDefaultSubscriptions(t *testing.T) { +func TestGenerateSubscriptions(t *testing.T) { t.Parallel() - subs, err := ku.GenerateDefaultSubscriptions() - - assert.NoError(t, err, "GenerateDefaultSubscriptions should not error") + subs, err := ku.generateSubscriptions() + require.NoError(t, err, "generateSubscriptions must not error") assert.Len(t, subs, 11, "Should generate the correct number of subs when not logged in") @@ -2053,8 +2032,8 @@ func TestGenerateAuthSubscriptions(t *testing.T) { ku := testInstance(t) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes ku.Websocket.SetCanUseAuthenticatedEndpoints(true) - subs, err := ku.GenerateDefaultSubscriptions() - assert.NoError(t, err, "GenerateDefaultSubscriptions with Auth should not error") + subs, err := ku.generateSubscriptions() + require.NoError(t, err, "generateSubscriptions with Auth must not error") assert.Len(t, subs, 24, "Should generate the correct number of subs when logged in") verifySubs(t, subs, asset.Spot, "/market/ticker:all") // This takes care of margin as well. @@ -2084,12 +2063,12 @@ func TestGenerateCandleSubscription(t *testing.T) { t.Parallel() ku := testInstance(t) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes - ku.Features.Subscriptions = []*subscription.Subscription{ + ku.Features.Subscriptions = subscription.List{ {Channel: subscription.CandlesChannel, Interval: kline.FourHour}, } - subs, err := ku.GenerateDefaultSubscriptions() - assert.NoError(t, err, "GenerateDefaultSubscriptions with Candles should not error") + subs, err := ku.generateSubscriptions() + assert.NoError(t, err, "generateSubscriptions with Candles should not error") assert.Len(t, subs, 6, "Should generate the correct number of subs for candles") for _, c := range []string{"BTC-USDT", "ETH-USDT", "LTC-USDT", "ETH-BTC"} { @@ -2104,12 +2083,12 @@ func TestGenerateMarketSubscription(t *testing.T) { t.Parallel() ku := testInstance(t) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes - ku.Features.Subscriptions = []*subscription.Subscription{ + ku.Features.Subscriptions = subscription.List{ {Channel: marketSnapshotChannel}, } - subs, err := ku.GenerateDefaultSubscriptions() - assert.NoError(t, err, "GenerateDefaultSubscriptions with MarketSnapshot should not error") + subs, err := ku.generateSubscriptions() + assert.NoError(t, err, "generateSubscriptions with MarketSnapshot should not error") assert.Len(t, subs, 7, "Should generate the correct number of subs for snapshot") for _, c := range []string{"BTC", "ETH", "LTC", "USDT"} { @@ -2370,19 +2349,6 @@ func TestGetPaginatedListOfSubAccounts(t *testing.T) { } } -func setupWS() { - if !ku.Websocket.IsEnabled() { - return - } - if !sharedtestvalues.AreAPICredentialsSet(ku) { - ku.Websocket.SetCanUseAuthenticatedEndpoints(false) - } - err := ku.WsConnect() - if err != nil { - log.Fatal(err) - } -} - func TestGetFundingHistory(t *testing.T) { t.Parallel() sharedtestvalues.SkipTestIfCredentialsUnset(t, ku) @@ -2526,8 +2492,11 @@ func TestProcessMarketSnapshot(t *testing.T) { func TestSubscribeMarketSnapshot(t *testing.T) { t.Parallel() - setupWS() - err := ku.Subscribe([]subscription.Subscription{{Channel: marketSymbolSnapshotChannel, Pair: currency.Pair{Base: currency.BTC}}}) + + ku := testInstance(t) //nolint:govet // Intentional shadow to avoid future copy/paste mistakes + testexch.SetupWs(t, ku) + + err := ku.Subscribe(subscription.List{{Channel: marketSymbolSnapshotChannel, Pairs: currency.Pairs{currency.Pair{Base: currency.BTC}}}}) assert.NoError(t, err, "Subscribe to MarketSnapshot should not error") } diff --git a/exchanges/kucoin/kucoin_websocket.go b/exchanges/kucoin/kucoin_websocket.go index a11aba0d..5b7c14bd 100644 --- a/exchanges/kucoin/kucoin_websocket.go +++ b/exchanges/kucoin/kucoin_websocket.go @@ -950,49 +950,50 @@ func (ku *Kucoin) processMarketSnapshot(respData []byte, topic string) error { } // Subscribe sends a websocket message to receive data from the channel -func (ku *Kucoin) Subscribe(subscriptions []subscription.Subscription) error { - return ku.handleSubscriptions(subscriptions, "subscribe") +func (ku *Kucoin) Subscribe(subscriptions subscription.List) error { + return ku.manageSubscriptions(subscriptions, "subscribe") } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (ku *Kucoin) Unsubscribe(subscriptions []subscription.Subscription) error { - return ku.handleSubscriptions(subscriptions, "unsubscribe") +func (ku *Kucoin) Unsubscribe(subscriptions subscription.List) error { + return ku.manageSubscriptions(subscriptions, "unsubscribe") } -func (ku *Kucoin) expandManualSubscriptions(in []subscription.Subscription) ([]subscription.Subscription, error) { - subs := make([]subscription.Subscription, 0, len(in)) - for i := range in { - if isSymbolChannel(in[i].Channel) { - if in[i].Pair.IsEmpty() { +// expandManualSubscription takes a subscription list and expand all the subscriptions across the relevant assets and pairs +func (ku *Kucoin) expandManualSubscriptions(in subscription.List) (subscription.List, error) { + subs := make(subscription.List, 0, len(in)) + for _, s := range in { + if isSymbolChannel(s.Channel) { + if len(s.Pairs) == 0 { return nil, errSubscriptionPairRequired } - a := in[i].Asset + a := s.Asset if !a.IsValid() { - a = getChannelsAssetType(in[i].Channel) + a = getChannelsAssetType(s.Channel) } - assetPairs := map[asset.Item]currency.Pairs{a: {in[i].Pair}} - n, err := ku.expandSubscription(&in[i], assetPairs) + assetPairs := map[asset.Item]currency.Pairs{a: s.Pairs} + n, err := ku.expandSubscription(s, assetPairs) if err != nil { return nil, err } subs = append(subs, n...) } else { - subs = append(subs, in[i]) + subs = append(subs, s) } } return subs, nil } -func (ku *Kucoin) handleSubscriptions(subs []subscription.Subscription, operation string) error { +func (ku *Kucoin) manageSubscriptions(subs subscription.List, operation string) error { var errs error subs, errs = ku.expandManualSubscriptions(subs) - for i := range subs { + for _, s := range subs { msgID := strconv.FormatInt(ku.Websocket.Conn.GenerateMessageID(false), 10) req := WsSubscriptionInput{ ID: msgID, Type: operation, - Topic: subs[i].Channel, - PrivateChannel: subs[i].Authenticated, + Topic: s.Channel, + PrivateChannel: s.Authenticated, Response: true, } if respRaw, err := ku.Websocket.Conn.SendMessageReturnResponse("msgID:"+msgID, req); err != nil { @@ -1005,9 +1006,16 @@ func (ku *Kucoin) handleSubscriptions(subs []subscription.Subscription, operatio case rType != "ack": errs = common.AppendError(errs, fmt.Errorf("%w: %s from %s", errInvalidMsgType, rType, respRaw)) default: - ku.Websocket.AddSuccessfulSubscriptions(subs[i]) - if ku.Verbose { - log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s", ku.Name, subs[i].Channel) + if operation == "unsubscribe" { + err = ku.Websocket.RemoveSubscriptions(s) + } else { + err = ku.Websocket.AddSuccessfulSubscriptions(s) + if ku.Verbose { + log.Debugf(log.ExchangeSys, "%s Subscribed to Channel: %s", ku.Name, s.Channel) + } + } + if err != nil { + errs = common.AppendError(errs, err) } } } @@ -1034,8 +1042,8 @@ func getChannelsAssetType(channelName string) asset.Item { } } -// GenerateDefaultSubscriptions Adds default subscriptions to websocket. -func (ku *Kucoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +// generateSubscriptions returns a list of subscriptions from the configured subscriptions feature +func (ku *Kucoin) generateSubscriptions() (subscription.List, error) { assetPairs := map[asset.Item]currency.Pairs{} for _, a := range ku.GetAssetTypes(false) { if p, err := ku.GetEnabledPairs(a); err == nil { @@ -1045,7 +1053,7 @@ func (ku *Kucoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, e } } authed := ku.Websocket.CanUseAuthenticatedEndpoints() - subscriptions := []subscription.Subscription{} + subscriptions := subscription.List{} for _, s := range ku.Features.Subscriptions { if !authed && s.Authenticated { continue @@ -1060,12 +1068,12 @@ func (ku *Kucoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, e } // expandSubscription takes a subscription and expands it across the relevant assets and pairs passed in -func (ku *Kucoin) expandSubscription(baseSub *subscription.Subscription, assetPairs map[asset.Item]currency.Pairs) ([]subscription.Subscription, error) { - var subscriptions = []subscription.Subscription{} +func (ku *Kucoin) expandSubscription(baseSub *subscription.Subscription, assetPairs map[asset.Item]currency.Pairs) (subscription.List, error) { + var subscriptions = subscription.List{} if baseSub == nil { return nil, common.ErrNilPointer } - s := *baseSub + s := baseSub.Clone() s.Channel = channelName(s.Channel) if !s.Asset.IsValid() { s.Asset = getChannelsAssetType(s.Channel) @@ -1078,7 +1086,7 @@ func (ku *Kucoin) expandSubscription(baseSub *subscription.Subscription, assetPa switch { case s.Channel == marginLoanChannel: for _, c := range assetPairs[asset.Margin].GetCurrencies() { - i := s + i := s.Clone() i.Channel = fmt.Sprintf(s.Channel, c) subscriptions = append(subscriptions, i) } @@ -1087,13 +1095,13 @@ func (ku *Kucoin) expandSubscription(baseSub *subscription.Subscription, assetPa if err != nil { return nil, err } - subs := spotOrMarginPairSubs(assetPairs, &s, false, interval) + subs := spotOrMarginPairSubs(assetPairs, s, false, interval) subscriptions = append(subscriptions, subs...) case s.Channel == marginFundingbookChangeChannel: s.Channel = fmt.Sprintf(s.Channel, assetPairs[asset.Margin].GetCurrencies().Join()) subscriptions = append(subscriptions, s) case s.Channel == marketSnapshotChannel: - subs, err := spotOrMarginCurrencySubs(assetPairs, &s) + subs, err := spotOrMarginCurrencySubs(assetPairs, s) if err != nil { return nil, err } @@ -1104,13 +1112,13 @@ func (ku *Kucoin) expandSubscription(baseSub *subscription.Subscription, assetPa if err != nil { continue } - i := s + i := s.Clone() i.Channel = fmt.Sprintf(s.Channel, c) subscriptions = append(subscriptions, i) } case isSymbolChannel(s.Channel): // Subscriptions which can use a single comma-separated sub per asset - subs := spotOrMarginPairSubs(assetPairs, &s, true) + subs := spotOrMarginPairSubs(assetPairs, s, true) subscriptions = append(subscriptions, subs...) default: subscriptions = append(subscriptions, s) @@ -1135,21 +1143,23 @@ func channelName(name string) string { // spotOrMarginPairSubs accepts a map of pairs and a template subscription and returns a list of subscriptions for Spot and Margin pairs // If there's a Spot subscription, it won't be added again as a Margin subscription // If joined param is true then one subscription per asset type with the currencies comma delimited -func spotOrMarginPairSubs(assetPairs map[asset.Item]currency.Pairs, b *subscription.Subscription, join bool, fmtArgs ...any) []subscription.Subscription { - subs := []subscription.Subscription{} +func spotOrMarginPairSubs(assetPairs map[asset.Item]currency.Pairs, b *subscription.Subscription, join bool, fmtArgs ...any) subscription.List { + subs := subscription.List{} add := func(a asset.Item, pairs currency.Pairs) { if len(pairs) == 0 { return } - s := *b - s.Asset = a if join { f := append([]any{pairs.Join()}, fmtArgs...) + s := b.Clone() + s.Asset = a s.Channel = fmt.Sprintf(b.Channel, f...) subs = append(subs, s) } else { for i := range pairs { f := append([]any{pairs[i].String()}, fmtArgs...) + s := b.Clone() + s.Asset = a s.Channel = fmt.Sprintf(b.Channel, f...) subs = append(subs, s) } @@ -1171,18 +1181,18 @@ func spotOrMarginPairSubs(assetPairs map[asset.Item]currency.Pairs, b *subscript // spotOrMarginCurrencySubs accepts a map of pairs and a template subscription and returns a list of subscriptions for every currency in Spot and Margin pairs // If there's a Spot subscription, it won't be added again as a Margin subscription -func spotOrMarginCurrencySubs(assetPairs map[asset.Item]currency.Pairs, b *subscription.Subscription) ([]subscription.Subscription, error) { +func spotOrMarginCurrencySubs(assetPairs map[asset.Item]currency.Pairs, b *subscription.Subscription) (subscription.List, error) { if b == nil { return nil, common.ErrNilPointer } - subs := []subscription.Subscription{} + subs := subscription.List{} add := func(a asset.Item, currs currency.Currencies) { if len(currs) == 0 { return } - s := *b - s.Asset = a for _, c := range currs { + s := b.Clone() + s.Asset = a s.Channel = fmt.Sprintf(b.Channel, c) subs = append(subs, s) } diff --git a/exchanges/kucoin/kucoin_wrapper.go b/exchanges/kucoin/kucoin_wrapper.go index cc6849ae..5e2899dd 100644 --- a/exchanges/kucoin/kucoin_wrapper.go +++ b/exchanges/kucoin/kucoin_wrapper.go @@ -141,7 +141,7 @@ func (ku *Kucoin) SetDefaults() { GlobalResultLimit: 1500, }, }, - Subscriptions: []*subscription.Subscription{ + Subscriptions: subscription.List{ // Where we can we use generic names {Enabled: true, Channel: subscription.TickerChannel}, // marketTickerChannel {Enabled: true, Channel: subscription.AllTradesChannel}, // marketMatchChannel @@ -206,7 +206,7 @@ func (ku *Kucoin) Setup(exch *config.Exchange) error { Connector: ku.WsConnect, Subscriber: ku.Subscribe, Unsubscriber: ku.Unsubscribe, - GenerateSubscriptions: ku.GenerateDefaultSubscriptions, + GenerateSubscriptions: ku.generateSubscriptions, Features: &ku.Features.Supports.WebsocketCapabilities, OrderbookBufferConfig: buffer.Config{ SortBuffer: true, diff --git a/exchanges/okcoin/okcoin_websocket.go b/exchanges/okcoin/okcoin_websocket.go index 7c6f6ee1..b5af0f29 100644 --- a/exchanges/okcoin/okcoin_websocket.go +++ b/exchanges/okcoin/okcoin_websocket.go @@ -582,9 +582,9 @@ func (o *Okcoin) wsProcessOrderbook(respRaw []byte, obChannel string) error { // ReSubscribeSpecificOrderbook removes the subscription and the subscribes // again to fetch a new snapshot in the event of a de-sync event. func (o *Okcoin) ReSubscribeSpecificOrderbook(obChannel string, p currency.Pair) error { - subscription := []subscription.Subscription{{ + subscription := subscription.List{{ Channel: obChannel, - Pair: p, + Pairs: currency.Pairs{p}, }} if err := o.Unsubscribe(subscription); err != nil { return err @@ -764,8 +764,8 @@ func (o *Okcoin) CalculateOrderbookUpdateChecksum(orderbookData *orderbook.Base) // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be // handled by ManageSubscriptions() -func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (o *Okcoin) GenerateDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List pairs, err := o.GetEnabledPairs(asset.Spot) if err != nil { return nil, err @@ -788,7 +788,7 @@ func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, er for s := range channels { switch channels[s] { case wsInstruments: - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], Asset: asset.Spot, }) @@ -799,20 +799,20 @@ func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, er wsCandle5m, wsCandle3m, wsCandle1m, wsCandle3Mutc, wsCandle1Mutc, wsCandle1Wutc, wsCandle1Dutc, wsCandle2Dutc, wsCandle3Dutc, wsCandle5Dutc, wsCandle12Hutc, wsCandle6Hutc: for p := range pairs { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], - Pair: pairs[p], + Pairs: currency.Pairs{pairs[p]}, }) } case wsStatus: - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], }) case wsAccount: currenciesMap := map[currency.Code]bool{} for p := range pairs { if reserved, okay := currenciesMap[pairs[p].Base]; !okay && !reserved { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], Params: map[string]interface{}{ "ccy": pairs[p].Base, @@ -823,7 +823,7 @@ func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } for p := range pairs { if reserved, okay := currenciesMap[pairs[p].Quote]; !okay && !reserved { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], Params: map[string]interface{}{ "ccy": pairs[p].Quote, @@ -834,9 +834,9 @@ func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } case wsOrder, wsOrdersAlgo, wsAlgoAdvance: for p := range pairs { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: channels[s], - Pair: pairs[p], + Pairs: currency.Pairs{pairs[p]}, Asset: asset.Spot, }) } @@ -848,23 +848,23 @@ func (o *Okcoin) GenerateDefaultSubscriptions() ([]subscription.Subscription, er } // Subscribe sends a websocket message to receive data from the channel -func (o *Okcoin) Subscribe(channelsToSubscribe []subscription.Subscription) error { - return o.handleSubscriptions("subscribe", channelsToSubscribe) +func (o *Okcoin) Subscribe(channelsToSubscribe subscription.List) error { + return o.manageSubscriptions("subscribe", channelsToSubscribe) } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (o *Okcoin) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { - return o.handleSubscriptions("unsubscribe", channelsToUnsubscribe) +func (o *Okcoin) Unsubscribe(channelsToUnsubscribe subscription.List) error { + return o.manageSubscriptions("unsubscribe", channelsToUnsubscribe) } -func (o *Okcoin) handleSubscriptions(operation string, subs []subscription.Subscription) error { +func (o *Okcoin) manageSubscriptions(operation string, subs subscription.List) error { subscriptionRequest := WebsocketEventRequest{Operation: operation, Arguments: []map[string]string{}} authRequest := WebsocketEventRequest{Operation: operation, Arguments: []map[string]string{}} temp := WebsocketEventRequest{Operation: operation, Arguments: []map[string]string{}} authTemp := WebsocketEventRequest{Operation: operation, Arguments: []map[string]string{}} var err error - var channels []subscription.Subscription - var authChannels []subscription.Subscription + var channels subscription.List + var authChannels subscription.List for i := 0; i < len(subs); i++ { authenticatedChannelSubscription := isAuthenticatedChannel(subs[i].Channel) // Temp type to evaluate max byte len after a marshal on batched unsubs @@ -891,8 +891,11 @@ func (o *Okcoin) handleSubscriptions(operation string, subs []subscription.Subsc if subs[i].Asset != asset.Empty { argument["instType"] = strings.ToUpper(subs[i].Asset.String()) } - if !subs[i].Pair.IsEmpty() { - argument["instId"] = subs[i].Pair.String() + if len(subs[i].Pairs) > 1 { + return subscription.ErrNotSinglePair + } + if len(subs[i].Pairs) == 1 { + argument["instId"] = subs[i].Pairs[0].String() } if authenticatedChannelSubscription { authTemp.Arguments = append(authTemp.Arguments, argument) @@ -928,17 +931,20 @@ func (o *Okcoin) handleSubscriptions(operation string, subs []subscription.Subsc if operation == "unsubscribe" { if authenticatedChannelSubscription { - o.Websocket.RemoveSubscriptions(authChannels...) + err = o.Websocket.RemoveSubscriptions(authChannels...) } else { - o.Websocket.RemoveSubscriptions(channels...) + err = o.Websocket.RemoveSubscriptions(channels...) } } else { if authenticatedChannelSubscription { - o.Websocket.AddSuccessfulSubscriptions(authChannels...) + err = o.Websocket.AddSuccessfulSubscriptions(authChannels...) } else { - o.Websocket.AddSuccessfulSubscriptions(channels...) + err = o.Websocket.AddSuccessfulSubscriptions(channels...) } } + if err != nil { + return err + } // Drop prior unsubs and chunked payload args on successful unsubscription if authenticatedChannelSubscription { authChannels = nil @@ -958,23 +964,19 @@ func (o *Okcoin) handleSubscriptions(operation string, subs []subscription.Subsc } } if len(subscriptionRequest.Arguments) > 0 { - err = o.Websocket.Conn.SendJSONMessage(subscriptionRequest) - if err != nil { + if err := o.Websocket.Conn.SendJSONMessage(subscriptionRequest); err != nil { return err } } if len(authRequest.Arguments) > 0 { - err = o.Websocket.AuthConn.SendJSONMessage(authRequest) - if err != nil { + if err := o.Websocket.AuthConn.SendJSONMessage(authRequest); err != nil { return err } } if operation == "unsubscribe" { - o.Websocket.RemoveSubscriptions(channels...) - } else { - o.Websocket.AddSuccessfulSubscriptions(channels...) + return o.Websocket.RemoveSubscriptions(channels...) } - return nil + return o.Websocket.AddSuccessfulSubscriptions(channels...) } // GetCandlesData represents a candlestick instances list. diff --git a/exchanges/okx/okx_websocket.go b/exchanges/okx/okx_websocket.go index 3b5a9d2e..ede276a4 100644 --- a/exchanges/okx/okx_websocket.go +++ b/exchanges/okx/okx_websocket.go @@ -348,29 +348,31 @@ func (ok *Okx) wsReadData(ws stream.Connection) { } // Subscribe sends a websocket subscription request to several channels to receive data. -func (ok *Okx) Subscribe(channelsToSubscribe []subscription.Subscription) error { +func (ok *Okx) Subscribe(channelsToSubscribe subscription.List) error { return ok.handleSubscription(operationSubscribe, channelsToSubscribe) } // Unsubscribe sends a websocket unsubscription request to several channels to receive data. -func (ok *Okx) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error { +func (ok *Okx) Unsubscribe(channelsToUnsubscribe subscription.List) error { return ok.handleSubscription(operationUnsubscribe, channelsToUnsubscribe) } // handleSubscription sends a subscription and unsubscription information thought the websocket endpoint. // as of the okx, exchange this endpoint sends subscription and unsubscription messages but with a list of json objects. -func (ok *Okx) handleSubscription(operation string, subscriptions []subscription.Subscription) error { +func (ok *Okx) handleSubscription(operation string, subscriptions subscription.List) error { request := WSSubscriptionInformationList{Operation: operation} authRequests := WSSubscriptionInformationList{Operation: operation} ok.WsRequestSemaphore <- 1 defer func() { <-ok.WsRequestSemaphore }() - var channels []subscription.Subscription - var authChannels []subscription.Subscription - var err error - var format currency.PairFormat + var channels subscription.List + var authChannels subscription.List for i := 0; i < len(subscriptions); i++ { + s := subscriptions[i] + if len(s.Pairs) > 1 { + return subscription.ErrNotSinglePair + } arg := SubscriptionInfo{ - Channel: subscriptions[i].Channel, + Channel: s.Channel, } var instrumentID string var underlying string @@ -400,12 +402,12 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription } if arg.Channel == okxChannelGridPositions { - algoID, _ = subscriptions[i].Params["algoId"].(string) + algoID, _ = s.Params["algoId"].(string) } if arg.Channel == okcChannelGridSubOrders || arg.Channel == okxChannelGridPositions { - uid, _ = subscriptions[i].Params["uid"].(string) + uid, _ = s.Params["uid"].(string) } if strings.HasPrefix(arg.Channel, "candle") || @@ -416,26 +418,30 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription arg.Channel == okxChannelOrderBooksTBT || arg.Channel == okxChannelFundingRate || arg.Channel == okxChannelTrades { - if subscriptions[i].Params["instId"] != "" { - instrumentID, okay = subscriptions[i].Params["instId"].(string) + if s.Params["instId"] != "" { + instrumentID, okay = s.Params["instId"].(string) if !okay { instrumentID = "" } - } else if subscriptions[i].Params["instrumentID"] != "" { - instrumentID, okay = subscriptions[i].Params["instrumentID"].(string) + } else if s.Params["instrumentID"] != "" { + instrumentID, okay = s.Params["instrumentID"].(string) if !okay { instrumentID = "" } } if instrumentID == "" { - format, err = ok.GetPairFormat(subscriptions[i].Asset, false) + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + format, err := ok.GetPairFormat(s.Asset, false) if err != nil { return err } - if subscriptions[i].Pair.Base.String() == "" || subscriptions[i].Pair.Quote.String() == "" { + p := s.Pairs[0] + if p.Base.String() == "" || p.Quote.String() == "" { return errIncompleteCurrencyPair } - instrumentID = format.Format(subscriptions[i].Pair) + instrumentID = format.Format(p) } } if arg.Channel == okxChannelInstruments || @@ -447,7 +453,7 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription arg.Channel == okxChannelSpotGridOrder || arg.Channel == okxChannelGridOrdersContract || arg.Channel == okxChannelEstimatedPrice { - instrumentType = ok.GetInstrumentTypeFromAssetItem(subscriptions[i].Asset) + instrumentType = ok.GetInstrumentTypeFromAssetItem(s.Asset) } if arg.Channel == okxChannelPositions || @@ -455,7 +461,9 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription arg.Channel == okxChannelAlgoOrders || arg.Channel == okxChannelEstimatedPrice || arg.Channel == okxChannelOptSummary { - underlying, _ = ok.GetUnderlying(subscriptions[i].Pair, subscriptions[i].Asset) + if len(s.Pairs) == 1 { + underlying, _ = ok.GetUnderlying(s.Pairs[0], s.Asset) + } } arg.InstrumentID = instrumentID arg.Underlying = underlying @@ -464,10 +472,9 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription arg.AlgoID = algoID if authSubscription { - var authChunk []byte - authChannels = append(authChannels, subscriptions[i]) + authChannels = append(authChannels, s) authRequests.Arguments = append(authRequests.Arguments, arg) - authChunk, err = json.Marshal(authRequests) + authChunk, err := json.Marshal(authRequests) if err != nil { return err } @@ -479,18 +486,20 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription return err } if operation == operationUnsubscribe { - ok.Websocket.RemoveSubscriptions(channels...) + err = ok.Websocket.RemoveSubscriptions(channels...) } else { - ok.Websocket.AddSuccessfulSubscriptions(channels...) + err = ok.Websocket.AddSuccessfulSubscriptions(channels...) } - authChannels = []subscription.Subscription{} + if err != nil { + return err + } + authChannels = subscription.List{} authRequests.Arguments = []SubscriptionInfo{} } } else { - var chunk []byte - channels = append(channels, subscriptions[i]) + channels = append(channels, s) request.Arguments = append(request.Arguments, arg) - chunk, err = json.Marshal(request) + chunk, err := json.Marshal(request) if err != nil { return err } @@ -501,41 +510,38 @@ func (ok *Okx) handleSubscription(operation string, subscriptions []subscription return err } if operation == operationUnsubscribe { - ok.Websocket.RemoveSubscriptions(channels...) + err = ok.Websocket.RemoveSubscriptions(channels...) } else { - ok.Websocket.AddSuccessfulSubscriptions(channels...) + err = ok.Websocket.AddSuccessfulSubscriptions(channels...) } - channels = []subscription.Subscription{} + if err != nil { + return err + } + channels = subscription.List{} request.Arguments = []SubscriptionInfo{} continue } } } + if len(request.Arguments) > 0 { - err = ok.Websocket.Conn.SendJSONMessage(request) - if err != nil { + if err := ok.Websocket.Conn.SendJSONMessage(request); err != nil { return err } } if len(authRequests.Arguments) > 0 && ok.Websocket.CanUseAuthenticatedEndpoints() { - err = ok.Websocket.AuthConn.SendJSONMessage(authRequests) - if err != nil { + if err := ok.Websocket.AuthConn.SendJSONMessage(authRequests); err != nil { return err } } - if err != nil { - return err + + channels = append(channels, authChannels...) + if operation == operationUnsubscribe { + return ok.Websocket.RemoveSubscriptions(channels...) } - if operation == operationUnsubscribe { - channels = append(channels, authChannels...) - ok.Websocket.RemoveSubscriptions(channels...) - } else { - channels = append(channels, authChannels...) - ok.Websocket.AddSuccessfulSubscriptions(channels...) - } - return nil + return ok.Websocket.AddSuccessfulSubscriptions(channels...) } // WsHandleData will read websocket raw data and pass to appropriate handler @@ -833,11 +839,11 @@ func (ok *Okx) wsProcessOrderBooks(data []byte) error { } if err != nil { if errors.Is(err, errInvalidChecksum) { - err = ok.Subscribe([]subscription.Subscription{ + err = ok.Subscribe(subscription.List{ { Channel: response.Argument.Channel, Asset: assets[0], - Pair: pair, + Pairs: currency.Pairs{pair}, }, }) if err != nil { @@ -1294,8 +1300,8 @@ func (ok *Okx) wsProcessTickers(data []byte) error { } // GenerateDefaultSubscriptions returns a list of default subscription message. -func (ok *Okx) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { - var subscriptions []subscription.Subscription +func (ok *Okx) GenerateDefaultSubscriptions() (subscription.List, error) { + var subscriptions subscription.List assets := ok.GetAssetTypes(true) subs := make([]string, 0, len(defaultSubscribedChannels)+len(defaultAuthChannels)) subs = append(subs, defaultSubscribedChannels...) @@ -1306,7 +1312,7 @@ func (ok *Okx) GenerateDefaultSubscriptions() ([]subscription.Subscription, erro switch subs[c] { case okxChannelOrders: for x := range assets { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subs[c], Asset: assets[x], }) @@ -1318,15 +1324,15 @@ func (ok *Okx) GenerateDefaultSubscriptions() ([]subscription.Subscription, erro return nil, err } for p := range pairs { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subs[c], Asset: assets[x], - Pair: pairs[p], + Pairs: currency.Pairs{pairs[p]}, }) } } default: - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: subs[c], }) } @@ -1857,8 +1863,6 @@ func (ok *Okx) wsAuthChannelSubscription(operation, channel string, assetType as var instrumentID string var instrumentType string var ccy string - var err error - var format currency.PairFormat if params.InstrumentType { instrumentType = ok.GetInstrumentTypeFromAssetItem(assetType) if instrumentType != okxInstTypeMargin && @@ -1874,13 +1878,13 @@ func (ok *Okx) wsAuthChannelSubscription(operation, channel string, assetType as } } if params.InstrumentID { - format, err = ok.GetPairFormat(assetType, false) - if err != nil { - return err - } if !pair.IsPopulated() { return errIncompleteCurrencyPair } + format, err := ok.GetPairFormat(assetType, false) + if err != nil { + return err + } instrumentID = format.Format(pair) } if params.Currency { diff --git a/exchanges/poloniex/poloniex_types.go b/exchanges/poloniex/poloniex_types.go index 0d11149c..a0bef20f 100644 --- a/exchanges/poloniex/poloniex_types.go +++ b/exchanges/poloniex/poloniex_types.go @@ -351,10 +351,16 @@ type WebsocketTrollboxMessage struct { Reputation float64 } -// WsCommand defines the request params after a websocket connection has been -// established -type WsCommand struct { - Command string `json:"command"` +type wsOp string + +const ( + wsSubscribeOp wsOp = "subscribe" + wsUnsubscribeOp wsOp = "unsubscribe" +) + +// wsCommand defines the request params after a websocket connection has been established +type wsCommand struct { + Command wsOp `json:"command"` Channel interface{} `json:"channel"` APIKey string `json:"key,omitempty"` Payload string `json:"payload,omitempty"` @@ -467,9 +473,9 @@ type WsTradeNotificationResponse struct { Date time.Time } -// WsAuthorisationRequest Authenticated Ws Account data request -type WsAuthorisationRequest struct { - Command string `json:"command"` +// wsAuthorisationRequest Authenticated Ws Account data request +type wsAuthorisationRequest struct { + Command wsOp `json:"command"` Channel int64 `json:"channel"` Sign string `json:"sign"` Key string `json:"key"` diff --git a/exchanges/poloniex/poloniex_websocket.go b/exchanges/poloniex/poloniex_websocket.go index 0ab45848..a5407915 100644 --- a/exchanges/poloniex/poloniex_websocket.go +++ b/exchanges/poloniex/poloniex_websocket.go @@ -541,28 +541,28 @@ func (p *Poloniex) WsProcessOrderbookUpdate(sequenceNumber float64, data []inter } // GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions() -func (p *Poloniex) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) { +func (p *Poloniex) GenerateDefaultSubscriptions() (subscription.List, error) { enabledPairs, err := p.GetEnabledPairs(asset.Spot) if err != nil { return nil, err } - subscriptions := make([]subscription.Subscription, 0, len(enabledPairs)) - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions := make(subscription.List, 0, len(enabledPairs)) + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: strconv.FormatInt(wsTickerDataID, 10), }) if p.IsWebsocketAuthenticationSupported() { - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: strconv.FormatInt(wsAccountNotificationID, 10), }) } for j := range enabledPairs { enabledPairs[j].Delimiter = currency.UnderscoreDelimiter - subscriptions = append(subscriptions, subscription.Subscription{ + subscriptions = append(subscriptions, &subscription.Subscription{ Channel: "orderbook", - Pair: enabledPairs[j], + Pairs: currency.Pairs{enabledPairs[j]}, Asset: asset.Spot, }) } @@ -570,54 +570,16 @@ func (p *Poloniex) GenerateDefaultSubscriptions() ([]subscription.Subscription, } // Subscribe sends a websocket message to receive data from the channel -func (p *Poloniex) Subscribe(sub []subscription.Subscription) error { - var creds *account.Credentials - if p.IsWebsocketAuthenticationSupported() { - var err error - creds, err = p.GetCredentials(context.TODO()) - if err != nil { - return err - } - } - var errs error -channels: - for i := range sub { - subscriptionRequest := WsCommand{ - Command: "subscribe", - } - switch { - case strings.EqualFold(strconv.FormatInt(wsAccountNotificationID, 10), - sub[i].Channel) && creds != nil: - err := p.wsSendAuthorisedCommand(creds.Secret, creds.Key, "subscribe") - if err != nil { - errs = common.AppendError(errs, err) - continue channels - } - p.Websocket.AddSuccessfulSubscriptions(sub[i]) - continue channels - case strings.EqualFold(strconv.FormatInt(wsTickerDataID, 10), - sub[i].Channel): - subscriptionRequest.Channel = wsTickerDataID - default: - subscriptionRequest.Channel = sub[i].Pair.String() - } - - err := p.Websocket.Conn.SendJSONMessage(subscriptionRequest) - if err != nil { - errs = common.AppendError(errs, err) - continue - } - - p.Websocket.AddSuccessfulSubscriptions(sub[i]) - } - if errs != nil { - return errs - } - return nil +func (p *Poloniex) Subscribe(subs subscription.List) error { + return p.manageSubs(subs, wsSubscribeOp) } // Unsubscribe sends a websocket message to stop receiving data from the channel -func (p *Poloniex) Unsubscribe(unsub []subscription.Subscription) error { +func (p *Poloniex) Unsubscribe(subs subscription.List) error { + return p.manageSubs(subs, wsUnsubscribeOp) +} + +func (p *Poloniex) manageSubs(subs subscription.List, op wsOp) error { var creds *account.Credentials if p.IsWebsocketAuthenticationSupported() { var err error @@ -626,42 +588,39 @@ func (p *Poloniex) Unsubscribe(unsub []subscription.Subscription) error { return err } } + var errs error -channels: - for i := range unsub { - unsubscriptionRequest := WsCommand{ - Command: "unsubscribe", - } - switch { - case strings.EqualFold(strconv.FormatInt(wsAccountNotificationID, 10), - unsub[i].Channel) && creds != nil: - err := p.wsSendAuthorisedCommand(creds.Secret, creds.Key, "unsubscribe") - if err != nil { - errs = common.AppendError(errs, err) - continue channels + for _, s := range subs { + var err error + if creds != nil && strings.EqualFold(strconv.FormatInt(wsAccountNotificationID, 10), s.Channel) { + err = p.wsSendAuthorisedCommand(creds.Secret, creds.Key, op) + } else { + req := wsCommand{Command: op} + if strings.EqualFold(strconv.FormatInt(wsTickerDataID, 10), s.Channel) { + req.Channel = wsTickerDataID + } else { + if len(s.Pairs) != 1 { + return subscription.ErrNotSinglePair + } + req.Channel = s.Pairs[0].String() + } + err = p.Websocket.Conn.SendJSONMessage(req) + } + if err == nil { + if op == wsSubscribeOp { + err = p.Websocket.AddSuccessfulSubscriptions(s) + } else { + err = p.Websocket.RemoveSubscriptions(s) } - p.Websocket.RemoveSubscriptions(unsub[i]) - continue channels - case strings.EqualFold(strconv.FormatInt(wsTickerDataID, 10), - unsub[i].Channel): - unsubscriptionRequest.Channel = wsTickerDataID - default: - unsubscriptionRequest.Channel = unsub[i].Pair.String() } - err := p.Websocket.Conn.SendJSONMessage(unsubscriptionRequest) if err != nil { errs = common.AppendError(errs, err) - continue } - p.Websocket.RemoveSubscriptions(unsub[i]) } - if errs != nil { - return errs - } - return nil + return errs } -func (p *Poloniex) wsSendAuthorisedCommand(secret, key, command string) error { +func (p *Poloniex) wsSendAuthorisedCommand(secret, key string, op wsOp) error { nonce := fmt.Sprintf("nonce=%v", time.Now().UnixNano()) hmac, err := crypto.GetHMAC(crypto.HashSHA512, []byte(nonce), @@ -669,8 +628,8 @@ func (p *Poloniex) wsSendAuthorisedCommand(secret, key, command string) error { if err != nil { return err } - request := WsAuthorisationRequest{ - Command: command, + request := wsAuthorisationRequest{ + Command: op, Channel: 1000, Sign: crypto.HexEncodeToString(hmac), Key: key, diff --git a/exchanges/sharedtestvalues/customex.go b/exchanges/sharedtestvalues/customex.go index 7876ba58..e7735dd7 100644 --- a/exchanges/sharedtestvalues/customex.go +++ b/exchanges/sharedtestvalues/customex.go @@ -262,7 +262,7 @@ func (c *CustomEx) SupportsREST() bool { } // GetSubscriptions is a mock method for CustomEx -func (c *CustomEx) GetSubscriptions() ([]subscription.Subscription, error) { +func (c *CustomEx) GetSubscriptions() (subscription.List, error) { return nil, nil } @@ -312,12 +312,12 @@ func (c *CustomEx) SupportsWebsocket() bool { } // SubscribeToWebsocketChannels is a mock method for CustomEx -func (c *CustomEx) SubscribeToWebsocketChannels(_ []subscription.Subscription) error { +func (c *CustomEx) SubscribeToWebsocketChannels(_ subscription.List) error { return nil } // UnsubscribeToWebsocketChannels is a mock method for CustomEx -func (c *CustomEx) UnsubscribeToWebsocketChannels(_ []subscription.Subscription) error { +func (c *CustomEx) UnsubscribeToWebsocketChannels(_ subscription.List) error { return nil } diff --git a/exchanges/sharedtestvalues/sharedtestvalues.go b/exchanges/sharedtestvalues/sharedtestvalues.go index 5e5a124a..750fbae6 100644 --- a/exchanges/sharedtestvalues/sharedtestvalues.go +++ b/exchanges/sharedtestvalues/sharedtestvalues.go @@ -15,8 +15,6 @@ import ( exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/stream" - "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" - "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" ) // This package is only to be referenced in test files @@ -54,16 +52,10 @@ func GetWebsocketStructChannelOverride() chan struct{} { // NewTestWebsocket returns a test websocket object func NewTestWebsocket() *stream.Websocket { - return &stream.Websocket{ - DataHandler: make(chan interface{}, WebsocketChannelOverrideCapacity), - ToRoutine: make(chan interface{}, 1000), - TrafficAlert: make(chan struct{}), - ReadMessageErrors: make(chan error), - Subscribe: make(chan []subscription.Subscription, 10), - Unsubscribe: make(chan []subscription.Subscription, 10), - Match: stream.NewMatch(), - Orderbook: buffer.Orderbook{}, - } + w := stream.NewWebsocket() + w.DataHandler = make(chan interface{}, WebsocketChannelOverrideCapacity) + w.ToRoutine = make(chan interface{}, 1000) + return w } // SkipTestIfCredentialsUnset is a test helper function checking if the diff --git a/exchanges/stream/websocket.go b/exchanges/stream/websocket.go index e7585e94..badb5d56 100644 --- a/exchanges/stream/websocket.go +++ b/exchanges/stream/websocket.go @@ -5,12 +5,14 @@ import ( "fmt" "net" "net/url" - "sync" + "slices" "time" "github.com/gorilla/websocket" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" + "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" + "github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer" "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" "github.com/thrasher-corp/gocryptotrader/log" ) @@ -22,12 +24,9 @@ const ( // Public websocket errors var ( ErrWebsocketNotEnabled = errors.New("websocket not enabled") - ErrSubscriptionNotFound = errors.New("subscription not found") - ErrSubscribedAlready = errors.New("duplicate subscription") ErrSubscriptionFailure = errors.New("subscription failure") ErrSubscriptionNotSupported = errors.New("subscription channel not supported ") ErrUnsubscribeFailure = errors.New("unsubscribe failure") - ErrChannelInStateAlready = errors.New("channel already in state") ErrAlreadyDisabled = errors.New("websocket already disabled") ErrNotConnected = errors.New("websocket is not connected") ) @@ -57,9 +56,6 @@ var ( errClosedConnection = errors.New("use of closed network connection") errSubscriptionsExceedsLimit = errors.New("subscriptions exceeds limit") errInvalidMaxSubscriptions = errors.New("max subscriptions cannot be less than 0") - errNoSubscriptionsSupplied = errors.New("no subscriptions supplied") - errChannelAlreadySubscribed = errors.New("channel already subscribed") - errInvalidChannelState = errors.New("invalid Channel state") errSameProxyAddress = errors.New("cannot set proxy address to the same address") errNoConnectFunc = errors.New("websocket connect func not set") errAlreadyConnected = errors.New("websocket already connected") @@ -84,11 +80,13 @@ func NewWebsocket() *Websocket { return &Websocket{ DataHandler: make(chan interface{}, jobBuffer), ToRoutine: make(chan interface{}, jobBuffer), + ShutdownC: make(chan struct{}), TrafficAlert: make(chan struct{}, 1), ReadMessageErrors: make(chan error), - Subscribe: make(chan []subscription.Subscription), - Unsubscribe: make(chan []subscription.Subscription), Match: NewMatch(), + subscriptions: subscription.NewStore(), + features: &protocol.Features{}, + Orderbook: buffer.Orderbook{}, } } @@ -181,7 +179,6 @@ func (w *Websocket) Setup(s *WebsocketSetup) error { w.trafficTimeout = s.ExchangeConfig.WebsocketTrafficTimeout w.ShutdownC = make(chan struct{}) - w.Wg = new(sync.WaitGroup) w.SetCanUseAuthenticatedEndpoints(s.ExchangeConfig.API.AuthenticatedWebsocketSupport) if err := w.Orderbook.Setup(s.ExchangeConfig, &s.OrderbookBufferConfig, w.DataHandler); err != nil { @@ -195,7 +192,7 @@ func (w *Websocket) Setup(s *WebsocketSetup) error { return fmt.Errorf("%s %w", w.exchangeName, errInvalidMaxSubscriptions) } w.MaxSubscriptionsPerConnection = s.MaxWebsocketSubscriptionsPerConnection - w.setState(disconnected) + w.setState(disconnectedState) return nil } @@ -243,7 +240,7 @@ func (w *Websocket) SetupNewConnection(c ConnectionSetup) error { Traffic: w.TrafficAlert, readMessageErrors: w.ReadMessageErrors, ShutdownC: w.ShutdownC, - Wg: w.Wg, + Wg: &w.Wg, Match: w.Match, RateLimit: c.RateLimit, Reporter: c.ConnectionLevelReporter, @@ -277,20 +274,21 @@ func (w *Websocket) Connect() error { return fmt.Errorf("%v %w", w.exchangeName, errAlreadyConnected) } - w.subscriptionMutex.Lock() - w.subscriptions = subscriptionMap{} - w.subscriptionMutex.Unlock() + if w.subscriptions == nil { + return fmt.Errorf("%w: subscriptions", common.ErrNilPointer) + } + w.subscriptions.Clear() w.dataMonitor() w.trafficMonitor() - w.setState(connecting) + w.setState(connectingState) err := w.connector() if err != nil { - w.setState(disconnected) + w.setState(disconnectedState) return fmt.Errorf("%v Error connecting %w", w.exchangeName, err) } - w.setState(connected) + w.setState(connectedState) if !w.IsConnectionMonitorRunning() { err = w.connectionMonitor() @@ -303,17 +301,12 @@ func (w *Websocket) Connect() error { if err != nil { return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err)) } - if len(subs) == 0 { - return nil - } - err = w.checkSubscriptions(subs) - if err != nil { - return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err)) - } - err = w.Subscriber(subs) - if err != nil { - return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err)) + if len(subs) != 0 { + if err := w.SubscribeToChannels(subs); err != nil { + return err + } } + return nil } @@ -469,11 +462,9 @@ func (w *Websocket) Shutdown() error { } // flush any subscriptions from last connection if needed - w.subscriptionMutex.Lock() - w.subscriptions = subscriptionMap{} - w.subscriptionMutex.Unlock() + w.subscriptions.Clear() - w.setState(disconnected) + w.setState(disconnectedState) close(w.ShutdownC) w.Wg.Wait() @@ -527,9 +518,7 @@ func (w *Websocket) FlushChannels() error { if len(newsubs) != 0 { // Purge subscription list as there will be conflicts - w.subscriptionMutex.Lock() - w.subscriptions = subscriptionMap{} - w.subscriptionMutex.Unlock() + w.subscriptions.Clear() return w.SubscribeToChannels(newsubs) } return nil @@ -606,17 +595,17 @@ func (w *Websocket) setState(s uint32) { // IsInitialised returns whether the websocket has been Setup() already func (w *Websocket) IsInitialised() bool { - return w.state.Load() != uninitialised + return w.state.Load() != uninitialisedState } // IsConnected returns whether the websocket is connected func (w *Websocket) IsConnected() bool { - return w.state.Load() == connected + return w.state.Load() == connectedState } // IsConnecting returns whether the websocket is connecting func (w *Websocket) IsConnecting() bool { - return w.state.Load() == connecting + return w.state.Load() == connectingState } func (w *Websocket) setEnabled(b bool) { @@ -786,163 +775,134 @@ func (w *Websocket) GetName() string { // GetChannelDifference finds the difference between the subscribed channels // and the new subscription list when pairs are disabled or enabled. -func (w *Websocket) GetChannelDifference(genSubs []subscription.Subscription) (sub, unsub []subscription.Subscription) { - w.subscriptionMutex.RLock() - unsubMap := make(map[any]subscription.Subscription, len(w.subscriptions)) - for k, c := range w.subscriptions { - unsubMap[k] = *c +func (w *Websocket) GetChannelDifference(newSubs subscription.List) (sub, unsub subscription.List) { + if w.subscriptions == nil { + w.subscriptions = subscription.NewStore() } - w.subscriptionMutex.RUnlock() - - for i := range genSubs { - key := genSubs[i].EnsureKeyed() - if _, ok := unsubMap[key]; ok { - delete(unsubMap, key) // If it's in both then we remove it from the unsubscribe list - } else { - sub = append(sub, genSubs[i]) // If it's in genSubs but not existing subs we want to subscribe - } - } - - for x := range unsubMap { - unsub = append(unsub, unsubMap[x]) - } - - return + return w.subscriptions.Diff(newSubs) } -// UnsubscribeChannels unsubscribes from a websocket channel -func (w *Websocket) UnsubscribeChannels(channels []subscription.Subscription) error { - if len(channels) == 0 { - return fmt.Errorf("%s websocket: %w", w.exchangeName, errNoSubscriptionsSupplied) +// UnsubscribeChannels unsubscribes from a list of websocket channel +func (w *Websocket) UnsubscribeChannels(channels subscription.List) error { + if w.subscriptions == nil || len(channels) == 0 { + return nil // No channels to unsubscribe from is not an error } - w.subscriptionMutex.RLock() - - for i := range channels { - key := channels[i].EnsureKeyed() - if _, ok := w.subscriptions[key]; !ok { - w.subscriptionMutex.RUnlock() - return fmt.Errorf("%s websocket: %w: %+v", w.exchangeName, ErrSubscriptionNotFound, channels[i]) + for _, s := range channels { + if w.subscriptions.Get(s) == nil { + return fmt.Errorf("%w: %s", subscription.ErrNotFound, s) } } - w.subscriptionMutex.RUnlock() return w.Unsubscriber(channels) } // ResubscribeToChannel resubscribes to channel -func (w *Websocket) ResubscribeToChannel(subscribedChannel *subscription.Subscription) error { - err := w.UnsubscribeChannels([]subscription.Subscription{*subscribedChannel}) - if err != nil { +// Sets state to Resubscribing, and exchanges which want to maintain a lock on it can respect this state and not RemoveSubscription +// Errors if subscription is already subscribing +func (w *Websocket) ResubscribeToChannel(s *subscription.Subscription) error { + l := subscription.List{s} + if err := s.SetState(subscription.ResubscribingState); err != nil { + return fmt.Errorf("%w: %s", err, s) + } + if err := w.UnsubscribeChannels(l); err != nil { return err } - return w.SubscribeToChannels([]subscription.Subscription{*subscribedChannel}) + return w.SubscribeToChannels(l) } -// SubscribeToChannels appends supplied channels to channelsToSubscribe -func (w *Websocket) SubscribeToChannels(channels []subscription.Subscription) error { - if err := w.checkSubscriptions(channels); err != nil { - return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err)) +// SubscribeToChannels subscribes to websocket channels using the exchange specific Subscriber method +// Errors are returned for duplicates or exceeding max Subscriptions +func (w *Websocket) SubscribeToChannels(subs subscription.List) error { + if slices.Contains(subs, nil) { + return fmt.Errorf("%w: List parameter contains an nil element", common.ErrNilPointer) } - if err := w.Subscriber(channels); err != nil { - return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err)) + if err := w.checkSubscriptions(subs); err != nil { + return err + } + if err := w.Subscriber(subs); err != nil { + return fmt.Errorf("%w: %w", ErrSubscriptionFailure, err) } return nil } -// AddSubscription adds a subscription to the subscription lists -// Unlike AddSubscriptions this method will error if the subscription already exists -func (w *Websocket) AddSubscription(c *subscription.Subscription) error { - w.subscriptionMutex.Lock() - defer w.subscriptionMutex.Unlock() +// AddSubscriptions adds subscriptions to the subscription store +// Sets state to Subscribing unless the state is already set +func (w *Websocket) AddSubscriptions(subs ...*subscription.Subscription) error { + if w == nil { + return fmt.Errorf("%w: AddSubscriptions called on nil Websocket", common.ErrNilPointer) + } if w.subscriptions == nil { - w.subscriptions = subscriptionMap{} + w.subscriptions = subscription.NewStore() } - key := c.EnsureKeyed() - if _, ok := w.subscriptions[key]; ok { - return ErrSubscribedAlready + var errs error + for _, s := range subs { + if s.State() == subscription.InactiveState { + if err := s.SetState(subscription.SubscribingState); err != nil { + errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s)) + } + } + if err := w.subscriptions.Add(s); err != nil { + errs = common.AppendError(errs, err) + } } - - n := *c // Fresh copy; we don't want to use the pointer we were given and allow encapsulation/locks to be bypassed - w.subscriptions[key] = &n - - return nil + return errs } -// SetSubscriptionState sets an existing subscription state -// returns an error if the subscription is not found, or the new state is already set -func (w *Websocket) SetSubscriptionState(c *subscription.Subscription, state subscription.State) error { - w.subscriptionMutex.Lock() - defer w.subscriptionMutex.Unlock() +// AddSuccessfulSubscriptions marks subscriptions as subscribed and adds them to the subscription store +func (w *Websocket) AddSuccessfulSubscriptions(subs ...*subscription.Subscription) error { + if w == nil { + return fmt.Errorf("%w: AddSuccessfulSubscriptions called on nil Websocket", common.ErrNilPointer) + } if w.subscriptions == nil { - w.subscriptions = subscriptionMap{} + w.subscriptions = subscription.NewStore() } - key := c.EnsureKeyed() - p, ok := w.subscriptions[key] - if !ok { - return ErrSubscriptionNotFound + var errs error + for _, s := range subs { + if err := s.SetState(subscription.SubscribedState); err != nil { + errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s)) + } + if err := w.subscriptions.Add(s); err != nil { + errs = common.AppendError(errs, err) + } } - if state == p.State { - return ErrChannelInStateAlready - } - if state > subscription.UnsubscribingState { - return errInvalidChannelState - } - p.State = state - return nil + return errs } -// AddSuccessfulSubscriptions adds subscriptions to the subscription lists that -// has been successfully subscribed -func (w *Websocket) AddSuccessfulSubscriptions(channels ...subscription.Subscription) { - w.subscriptionMutex.Lock() - defer w.subscriptionMutex.Unlock() +// RemoveSubscriptions removes subscriptions from the subscription list and sets the status to Unsubscribed +func (w *Websocket) RemoveSubscriptions(subs ...*subscription.Subscription) error { + if w == nil { + return fmt.Errorf("%w: RemoveSubscriptions called on nil Websocket", common.ErrNilPointer) + } if w.subscriptions == nil { - w.subscriptions = subscriptionMap{} + return fmt.Errorf("%w: RemoveSubscriptions called on uninitialised Websocket", common.ErrNilPointer) } - for _, cN := range channels { //nolint:gocritic // See below comment - c := cN // cN is an iteration var; Not safe to make a pointer to - key := c.EnsureKeyed() - c.State = subscription.SubscribedState - w.subscriptions[key] = &c + var errs error + for _, s := range subs { + if err := s.SetState(subscription.UnsubscribedState); err != nil { + errs = common.AppendError(errs, fmt.Errorf("%w: %s", err, s)) + } + if err := w.subscriptions.Remove(s); err != nil { + errs = common.AppendError(errs, err) + } } + return errs } -// RemoveSubscriptions removes subscriptions from the subscription list -func (w *Websocket) RemoveSubscriptions(channels ...subscription.Subscription) { - w.subscriptionMutex.Lock() - defer w.subscriptionMutex.Unlock() - if w.subscriptions == nil { - w.subscriptions = subscriptionMap{} - } - for i := range channels { - key := channels[i].EnsureKeyed() - delete(w.subscriptions, key) - } -} - -// GetSubscription returns a pointer to a copy of the subscription at the key provided +// GetSubscription returns a subscription at the key provided // returns nil if no subscription is at that key or the key is nil +// Keys can implement subscription.MatchableKey in order to provide custom matching logic func (w *Websocket) GetSubscription(key any) *subscription.Subscription { - if key == nil || w == nil || w.subscriptions == nil { + if w == nil || w.subscriptions == nil || key == nil { return nil } - w.subscriptionMutex.RLock() - defer w.subscriptionMutex.RUnlock() - if s, ok := w.subscriptions[key]; ok { - c := *s - return &c - } - return nil + return w.subscriptions.Get(key) } // GetSubscriptions returns a new slice of the subscriptions -func (w *Websocket) GetSubscriptions() []subscription.Subscription { - w.subscriptionMutex.RLock() - defer w.subscriptionMutex.RUnlock() - subs := make([]subscription.Subscription, 0, len(w.subscriptions)) - for _, c := range w.subscriptions { - subs = append(subs, *c) +func (w *Websocket) GetSubscriptions() subscription.List { + if w == nil || w.subscriptions == nil { + return nil } - return subs + return w.subscriptions.List() } // SetCanUseAuthenticatedEndpoints sets canUseAuthenticatedEndpoints val in a thread safe manner @@ -978,28 +938,25 @@ func checkWebsocketURL(s string) error { return nil } -// checkSubscriptions checks subscriptions against the max subscription limit -// and if the subscription already exists. -func (w *Websocket) checkSubscriptions(subs []subscription.Subscription) error { - if len(subs) == 0 { - return errNoSubscriptionsSupplied +// checkSubscriptions checks subscriptions against the max subscription limit and if the subscription already exists +// The subscription state is not considered when counting existing subscriptions +func (w *Websocket) checkSubscriptions(subs subscription.List) error { + if w.subscriptions == nil { + return fmt.Errorf("%w: Websocket.subscriptions", common.ErrNilPointer) } - w.subscriptionMutex.RLock() - defer w.subscriptionMutex.RUnlock() - - if w.MaxSubscriptionsPerConnection > 0 && len(w.subscriptions)+len(subs) > w.MaxSubscriptionsPerConnection { + existing := w.subscriptions.Len() + if w.MaxSubscriptionsPerConnection > 0 && existing+len(subs) > w.MaxSubscriptionsPerConnection { return fmt.Errorf("%w: current subscriptions: %v, incoming subscriptions: %v, max subscriptions per connection: %v - please reduce enabled pairs", errSubscriptionsExceedsLimit, - len(w.subscriptions), + existing, len(subs), w.MaxSubscriptionsPerConnection) } - for i := range subs { - key := subs[i].EnsureKeyed() - if _, ok := w.subscriptions[key]; ok { - return fmt.Errorf("%w for %+v", errChannelAlreadySubscribed, subs[i]) + for _, s := range subs { + if found := w.subscriptions.Get(s); found != nil { + return fmt.Errorf("%w: %s", subscription.ErrDuplicate, s) } } diff --git a/exchanges/stream/websocket_connection.go b/exchanges/stream/websocket_connection.go index 4d7681f8..6a00d01a 100644 --- a/exchanges/stream/websocket_connection.go +++ b/exchanges/stream/websocket_connection.go @@ -90,25 +90,22 @@ func (w *WebsocketConnection) Dial(dialer *websocket.Dialer, headers http.Header // SendJSONMessage sends a JSON encoded message over the connection func (w *WebsocketConnection) SendJSONMessage(data interface{}) error { if !w.IsConnected() { - return fmt.Errorf("%s websocket connection: cannot send message to a disconnected websocket", - w.ExchangeName) + return fmt.Errorf("%s websocket connection: cannot send message to a disconnected websocket", w.ExchangeName) } w.writeControl.Lock() defer w.writeControl.Unlock() if w.Verbose { - log.Debugf(log.WebsocketMgr, - "%s websocket connection: sending message to websocket %+v\n", - w.ExchangeName, - data) + if msg, err := json.Marshal(data); err == nil { // WriteJSON will error for us anyway + log.Debugf(log.WebsocketMgr, "%s websocket connection: sending message: %s\n", w.ExchangeName, msg) + } } if w.RateLimit > 0 { time.Sleep(time.Duration(w.RateLimit) * time.Millisecond) if !w.IsConnected() { - return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", - w.ExchangeName) + return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", w.ExchangeName) } } return w.Connection.WriteJSON(data) @@ -117,29 +114,23 @@ func (w *WebsocketConnection) SendJSONMessage(data interface{}) error { // SendRawMessage sends a message over the connection without JSON encoding it func (w *WebsocketConnection) SendRawMessage(messageType int, message []byte) error { if !w.IsConnected() { - return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", - w.ExchangeName) + return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", w.ExchangeName) } w.writeControl.Lock() defer w.writeControl.Unlock() if w.Verbose { - log.Debugf(log.WebsocketMgr, - "%v websocket connection: sending message [%s]\n", - w.ExchangeName, - message) + log.Debugf(log.WebsocketMgr, "%v websocket connection: sending message [%s]\n", w.ExchangeName, message) } if w.RateLimit > 0 { time.Sleep(time.Duration(w.RateLimit) * time.Millisecond) if !w.IsConnected() { - return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", - w.ExchangeName) + return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", w.ExchangeName) } } if !w.IsConnected() { - return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", - w.ExchangeName) + return fmt.Errorf("%v websocket connection: cannot send message to a disconnected websocket", w.ExchangeName) } return w.Connection.WriteMessage(messageType, message) } diff --git a/exchanges/stream/websocket_test.go b/exchanges/stream/websocket_test.go index 5e4891f8..2d44de95 100644 --- a/exchanges/stream/websocket_test.go +++ b/exchanges/stream/websocket_test.go @@ -10,7 +10,6 @@ import ( "net" "net/http" "os" - "sort" "strconv" "strings" "sync" @@ -20,6 +19,7 @@ import ( "github.com/gorilla/websocket" "github.com/stretchr/testify/assert" "github.com/stretchr/testify/require" + "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/config" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/protocol" @@ -79,10 +79,10 @@ var defaultSetup = &WebsocketSetup{ DefaultURL: "testDefaultURL", RunningURL: "wss://testRunningURL", Connector: func() error { return nil }, - Subscriber: func([]subscription.Subscription) error { return nil }, - Unsubscriber: func([]subscription.Subscription) error { return nil }, - GenerateSubscriptions: func() ([]subscription.Subscription, error) { - return []subscription.Subscription{ + Subscriber: func(subscription.List) error { return nil }, + Unsubscriber: func(subscription.List) error { return nil }, + GenerateSubscriptions: func() (subscription.List, error) { + return subscription.List{ {Channel: "TestSub"}, {Channel: "TestSub2", Key: "purple"}, {Channel: "TestSub3", Key: testSubKey{"mauve"}}, @@ -147,16 +147,16 @@ func TestSetup(t *testing.T) { err = w.Setup(websocketSetup) assert.ErrorIs(t, err, errWebsocketSubscriberUnset, "Setup should error correctly") - websocketSetup.Subscriber = func([]subscription.Subscription) error { return nil } + websocketSetup.Subscriber = func(subscription.List) error { return nil } websocketSetup.Features.Unsubscribe = true err = w.Setup(websocketSetup) assert.ErrorIs(t, err, errWebsocketUnsubscriberUnset, "Setup should error correctly") - websocketSetup.Unsubscriber = func([]subscription.Subscription) error { return nil } + websocketSetup.Unsubscriber = func(subscription.List) error { return nil } err = w.Setup(websocketSetup) assert.ErrorIs(t, err, errWebsocketSubscriptionsGeneratorUnset, "Setup should error correctly") - websocketSetup.GenerateSubscriptions = func() ([]subscription.Subscription, error) { return nil, nil } + websocketSetup.GenerateSubscriptions = func() (subscription.List, error) { return nil, nil } err = w.Setup(websocketSetup) assert.ErrorIs(t, err, errDefaultURLIsEmpty, "Setup should error correctly") @@ -193,14 +193,13 @@ func TestTrafficMonitorTrafficAlerts(t *testing.T) { signal := struct{}{} patience := 10 * time.Millisecond ws.trafficTimeout = 200 * time.Millisecond - ws.ShutdownC = make(chan struct{}) - ws.state.Store(connected) + ws.state.Store(connectedState) thenish := time.Now() ws.trafficMonitor() assert.True(t, ws.IsTrafficMonitorRunning(), "traffic monitor should be running") - require.Equal(t, connected, ws.state.Load(), "websocket must be connected") + require.Equal(t, connectedState, ws.state.Load(), "websocket must be connected") for i := 0; i < 6; i++ { // Timeout will happen at 200ms so we want 6 * 50ms checks to pass select { @@ -226,7 +225,7 @@ func TestTrafficMonitorTrafficAlerts(t *testing.T) { } require.EventuallyWithT(t, func(c *assert.CollectT) { - assert.Equal(c, disconnected, ws.state.Load(), "websocket must be disconnected") + assert.Equal(c, disconnectedState, ws.state.Load(), "websocket must be disconnected") assert.False(c, ws.IsTrafficMonitorRunning(), "trafficMonitor should be shut down") }, 2*ws.trafficTimeout, patience, "trafficTimeout should trigger a shutdown once we stop feeding trafficAlerts") } @@ -238,17 +237,16 @@ func TestTrafficMonitorConnecting(t *testing.T) { err := ws.Setup(defaultSetup) require.NoError(t, err, "Setup must not error") - ws.ShutdownC = make(chan struct{}) - ws.state.Store(connecting) + ws.state.Store(connectingState) ws.trafficTimeout = 50 * time.Millisecond ws.trafficMonitor() require.True(t, ws.IsTrafficMonitorRunning(), "traffic monitor should be running") - require.Equal(t, connecting, ws.state.Load(), "websocket must be connecting") + require.Equal(t, connectingState, ws.state.Load(), "websocket must be connecting") <-time.After(4 * ws.trafficTimeout) - require.Equal(t, connecting, ws.state.Load(), "websocket must still be connecting after several checks") - ws.state.Store(connected) + require.Equal(t, connectingState, ws.state.Load(), "websocket must still be connecting after several checks") + ws.state.Store(connectedState) require.EventuallyWithT(t, func(c *assert.CollectT) { - assert.Equal(c, disconnected, ws.state.Load(), "websocket must be disconnected") + assert.Equal(c, disconnectedState, ws.state.Load(), "websocket must be disconnected") assert.False(c, ws.IsTrafficMonitorRunning(), "trafficMonitor should be shut down") }, 4*ws.trafficTimeout, 10*time.Millisecond, "trafficTimeout should trigger a shutdown after connecting status changes") } @@ -260,8 +258,7 @@ func TestTrafficMonitorShutdown(t *testing.T) { err := ws.Setup(defaultSetup) require.NoError(t, err, "Setup must not error") - ws.ShutdownC = make(chan struct{}) - ws.state.Store(connected) + ws.state.Store(connectedState) ws.trafficTimeout = time.Minute ws.trafficMonitor() assert.True(t, ws.IsTrafficMonitorRunning(), "traffic monitor should be running") @@ -307,12 +304,17 @@ func TestConnectionMessageErrors(t *testing.T) { assert.ErrorIs(t, err, ErrWebsocketNotEnabled, "Connect should error correctly") wsWrong.setEnabled(true) - wsWrong.setState(connecting) - wsWrong.Wg = &sync.WaitGroup{} + wsWrong.setState(connectingState) err = wsWrong.Connect() assert.ErrorIs(t, err, errAlreadyReconnecting, "Connect should error correctly") - wsWrong.setState(disconnected) + wsWrong.setState(disconnectedState) + err = wsWrong.Connect() + assert.ErrorIs(t, err, common.ErrNilPointer, "Connect should get a nil pointer error") + assert.ErrorContains(t, err, "subscriptions", "Connect should get a nil pointer error about subscriptions") + + wsWrong.subscriptions = subscription.NewStore() + wsWrong.setState(disconnectedState) wsWrong.connector = func() error { return errDastardlyReason } err = wsWrong.Connect() assert.ErrorIs(t, err, errDastardlyReason, "Connect should error correctly") @@ -321,7 +323,7 @@ func TestConnectionMessageErrors(t *testing.T) { err = ws.Setup(defaultSetup) require.NoError(t, err, "Setup must not error") ws.trafficTimeout = time.Minute - ws.connector = func() error { return nil } + ws.connector = connect err = ws.Connect() require.NoError(t, err, "Connect must not error") @@ -381,7 +383,7 @@ func TestWebsocket(t *testing.T) { err = ws.SetProxyAddress("https://192.168.0.1:1337") assert.NoError(t, err, "SetProxyAddress should not error when not yet connected") - ws.setState(connected) + ws.setState(connectedState) err = ws.SetProxyAddress("https://192.168.0.1:1336") assert.ErrorIs(t, err, errDastardlyReason, "SetProxyAddress should call Connect and error from there") @@ -404,14 +406,14 @@ func TestWebsocket(t *testing.T) { assert.Equal(t, "wss://testRunningURL", ws.GetWebsocketURL(), "GetWebsocketURL should return correctly") assert.Equal(t, time.Second*5, ws.trafficTimeout, "trafficTimeout should default correctly") - ws.setState(connected) + ws.setState(connectedState) ws.AuthConn = &dodgyConnection{} err = ws.Shutdown() assert.ErrorIs(t, err, errDastardlyReason, "Shutdown should error correctly with a dodgy authConn") assert.ErrorIs(t, err, errCannotShutdown, "Shutdown should error correctly with a dodgy authConn") ws.AuthConn = &WebsocketConnection{} - ws.setState(disconnected) + ws.setState(disconnectedState) err = ws.Connect() assert.NoError(t, err, "Connect should not error") @@ -446,34 +448,39 @@ func TestWebsocket(t *testing.T) { ws.Wg.Wait() } +func currySimpleSub(w *Websocket) func(subscription.List) error { + return func(subs subscription.List) error { + return w.AddSuccessfulSubscriptions(subs...) + } +} + +func currySimpleUnsub(w *Websocket) func(subscription.List) error { + return func(unsubs subscription.List) error { + return w.RemoveSubscriptions(unsubs...) + } +} + // TestSubscribe logic test func TestSubscribeUnsubscribe(t *testing.T) { t.Parallel() ws := NewWebsocket() assert.NoError(t, ws.Setup(defaultSetup), "WS Setup should not error") - fnSub := func(subs []subscription.Subscription) error { - ws.AddSuccessfulSubscriptions(subs...) - return nil - } - fnUnsub := func(unsubs []subscription.Subscription) error { - ws.RemoveSubscriptions(unsubs...) - return nil - } - ws.Subscriber = fnSub - ws.Unsubscriber = fnUnsub + ws.Subscriber = currySimpleSub(ws) + ws.Unsubscriber = currySimpleUnsub(ws) subs, err := ws.GenerateSubs() - assert.NoError(t, err, "Generating test subscriptions should not error") - assert.ErrorIs(t, ws.UnsubscribeChannels(nil), errNoSubscriptionsSupplied, "Unsubscribing from nil should error") - assert.ErrorIs(t, ws.UnsubscribeChannels(subs), ErrSubscriptionNotFound, "Unsubscribing should error when not subscribed") + require.NoError(t, err, "Generating test subscriptions should not error") + assert.NoError(t, new(Websocket).UnsubscribeChannels(subs), "Should not error when w.subscriptions is nil") + assert.NoError(t, ws.UnsubscribeChannels(nil), "Unsubscribing from nil should not error") + assert.ErrorIs(t, ws.UnsubscribeChannels(subs), subscription.ErrNotFound, "Unsubscribing should error when not subscribed") assert.Nil(t, ws.GetSubscription(42), "GetSubscription on empty internal map should return") assert.NoError(t, ws.SubscribeToChannels(subs), "Basic Subscribing should not error") assert.Len(t, ws.GetSubscriptions(), 4, "Should have 4 subscriptions") - byDefKey := ws.GetSubscription(subscription.DefaultKey{Channel: "TestSub"}) - if assert.NotNil(t, byDefKey, "GetSubscription by default key should find a channel") { - assert.Equal(t, "TestSub", byDefKey.Channel, "GetSubscription by default key should return a pointer a copy of the right channel") - assert.NotSame(t, byDefKey, ws.subscriptions["TestSub"], "GetSubscription returns a fresh pointer") + bySub := ws.GetSubscription(subscription.Subscription{Channel: "TestSub"}) + if assert.NotNil(t, bySub, "GetSubscription by subscription should find a channel") { + assert.Equal(t, "TestSub", bySub.Channel, "GetSubscription by default key should return a pointer a copy of the right channel") + assert.Same(t, bySub, subs[0], "GetSubscription returns the same pointer") } if assert.NotNil(t, ws.GetSubscription("purple"), "GetSubscription by string key should find a channel") { assert.Equal(t, "TestSub2", ws.GetSubscription("purple").Channel, "GetSubscription by string key should return a pointer a copy of the right channel") @@ -486,9 +493,15 @@ func TestSubscribeUnsubscribe(t *testing.T) { } assert.Nil(t, ws.GetSubscription(nil), "GetSubscription by nil should return nil") assert.Nil(t, ws.GetSubscription(45), "GetSubscription by invalid key should return nil") - assert.ErrorIs(t, ws.SubscribeToChannels(subs), errChannelAlreadySubscribed, "Subscribe should error when already subscribed") - assert.ErrorIs(t, ws.SubscribeToChannels(nil), errNoSubscriptionsSupplied, "Subscribe to nil should error") + assert.ErrorIs(t, ws.SubscribeToChannels(subs), subscription.ErrDuplicate, "Subscribe should error when already subscribed") + assert.NoError(t, ws.SubscribeToChannels(nil), "Subscribe to an nil List should not error") assert.NoError(t, ws.UnsubscribeChannels(subs), "Unsubscribing should not error") + + ws.Subscriber = func(subscription.List) error { return errDastardlyReason } + assert.ErrorIs(t, ws.SubscribeToChannels(subs), errDastardlyReason, "Should error correctly when error returned from Subscriber") + + err = ws.SubscribeToChannels(subscription.List{nil}) + assert.ErrorIs(t, err, common.ErrNilPointer, "Should error correctly when list contains a nil subscription") } // TestResubscribe tests Resubscribing to existing subscriptions @@ -504,61 +517,56 @@ func TestResubscribe(t *testing.T) { err = ws.Setup(defaultSetup) assert.NoError(t, err, "WS Setup should not error") - fnSub := func(subs []subscription.Subscription) error { - ws.AddSuccessfulSubscriptions(subs...) - return nil - } - fnUnsub := func(unsubs []subscription.Subscription) error { - ws.RemoveSubscriptions(unsubs...) - return nil - } - ws.Subscriber = fnSub - ws.Unsubscriber = fnUnsub + ws.Subscriber = currySimpleSub(ws) + ws.Unsubscriber = currySimpleUnsub(ws) - channel := []subscription.Subscription{{Channel: "resubTest"}} + channel := subscription.List{{Channel: "resubTest"}} - assert.ErrorIs(t, ws.ResubscribeToChannel(&channel[0]), ErrSubscriptionNotFound, "Resubscribe should error when channel isn't subscribed yet") + assert.ErrorIs(t, ws.ResubscribeToChannel(channel[0]), subscription.ErrNotFound, "Resubscribe should error when channel isn't subscribed yet") assert.NoError(t, ws.SubscribeToChannels(channel), "Subscribe should not error") - assert.NoError(t, ws.ResubscribeToChannel(&channel[0]), "Resubscribe should not error now the channel is subscribed") + assert.NoError(t, ws.ResubscribeToChannel(channel[0]), "Resubscribe should not error now the channel is subscribed") } -// TestSubscriptionState tests Subscription state changes -func TestSubscriptionState(t *testing.T) { +// TestSubscriptions tests adding, getting and removing subscriptions +func TestSubscriptions(t *testing.T) { t.Parallel() - ws := NewWebsocket() + w := new(Websocket) // Do not use NewWebsocket; We want to exercise w.subs == nil + assert.ErrorIs(t, (*Websocket)(nil).AddSubscriptions(nil), common.ErrNilPointer, "Should error correctly when nil websocket") + s := &subscription.Subscription{Key: 42, Channel: subscription.TickerChannel} + require.NoError(t, w.AddSubscriptions(s), "Adding first subscription should not error") + assert.Same(t, s, w.GetSubscription(42), "Get Subscription should retrieve the same subscription") + assert.ErrorIs(t, w.AddSubscriptions(s), subscription.ErrDuplicate, "Adding same subscription should return error") + assert.Equal(t, subscription.SubscribingState, s.State(), "Should set state to Subscribing") - c := &subscription.Subscription{Key: 42, Channel: "Gophers", State: subscription.SubscribingState} - assert.ErrorIs(t, ws.SetSubscriptionState(c, subscription.UnsubscribingState), ErrSubscriptionNotFound, "Setting an imaginary sub should error") + err := w.RemoveSubscriptions(s) + require.NoError(t, err, "RemoveSubscriptions must not error") + assert.Nil(t, w.GetSubscription(42), "Remove should have removed the sub") + assert.Equal(t, subscription.UnsubscribedState, s.State(), "Should set state to Unsubscribed") - assert.NoError(t, ws.AddSubscription(c), "Adding first subscription should not error") - found := ws.GetSubscription(42) - assert.NotNil(t, found, "Should find the subscription") - assert.Equal(t, subscription.SubscribingState, found.State, "Subscription should be Subscribing") - assert.ErrorIs(t, ws.AddSubscription(c), ErrSubscribedAlready, "Adding an already existing sub should error") - assert.ErrorIs(t, ws.SetSubscriptionState(c, subscription.SubscribingState), ErrChannelInStateAlready, "Setting Same state should error") - assert.ErrorIs(t, ws.SetSubscriptionState(c, subscription.UnsubscribingState+1), errInvalidChannelState, "Setting an invalid state should error") - - ws.AddSuccessfulSubscriptions(*c) - found = ws.GetSubscription(42) - assert.NotNil(t, found, "Should find the subscription") - assert.Equal(t, subscription.SubscribedState, found.State, "Subscription should be subscribed state") - - assert.NoError(t, ws.SetSubscriptionState(c, subscription.UnsubscribingState), "Setting Unsub state should not error") - found = ws.GetSubscription(42) - assert.Equal(t, subscription.UnsubscribingState, found.State, "Subscription should be unsubscribing state") + require.NoError(t, s.SetState(subscription.ResubscribingState), "SetState must not error") + require.NoError(t, w.AddSubscriptions(s), "Adding first subscription should not error") + assert.Equal(t, subscription.ResubscribingState, s.State(), "Should not change resubscribing state") } -// TestRemoveSubscriptions tests removing a subscription -func TestRemoveSubscriptions(t *testing.T) { +// TestSuccessfulSubscriptions tests adding, getting and removing subscriptions +func TestSuccessfulSubscriptions(t *testing.T) { t.Parallel() - ws := NewWebsocket() + w := new(Websocket) // Do not use NewWebsocket; We want to exercise w.subs == nil + assert.ErrorIs(t, (*Websocket)(nil).AddSuccessfulSubscriptions(nil), common.ErrNilPointer, "Should error correctly when nil websocket") + c := &subscription.Subscription{Key: 42, Channel: subscription.TickerChannel} + require.NoError(t, w.AddSuccessfulSubscriptions(c), "Adding first subscription should not error") + assert.Same(t, c, w.GetSubscription(42), "Get Subscription should retrieve the same subscription") + assert.ErrorIs(t, w.AddSuccessfulSubscriptions(c), subscription.ErrInStateAlready, "Adding subscription in same state should return error") + require.NoError(t, c.SetState(subscription.SubscribingState), "SetState must not error") + assert.ErrorIs(t, w.AddSuccessfulSubscriptions(c), subscription.ErrDuplicate, "Adding same subscription should return error") - c := &subscription.Subscription{Key: 42, Channel: "Unite!"} - assert.NoError(t, ws.AddSubscription(c), "Adding first subscription should not error") - assert.NotNil(t, ws.GetSubscription(42), "Added subscription should be findable") - - ws.RemoveSubscriptions(*c) - assert.Nil(t, ws.GetSubscription(42), "Remove should have removed the sub") + err := w.RemoveSubscriptions(c) + require.NoError(t, err, "RemoveSubscriptions must not error") + assert.Nil(t, w.GetSubscription(42), "Remove should have removed the sub") + assert.ErrorIs(t, w.RemoveSubscriptions(c), subscription.ErrNotFound, "Should error correctly when not found") + assert.ErrorIs(t, (*Websocket)(nil).RemoveSubscriptions(nil), common.ErrNilPointer, "Should error correctly when nil websocket") + w.subscriptions = nil + assert.ErrorIs(t, w.RemoveSubscriptions(c), common.ErrNilPointer, "Should error correctly when nil websocket") } // TestConnectionMonitorNoConnection logic test @@ -566,10 +574,7 @@ func TestConnectionMonitorNoConnection(t *testing.T) { t.Parallel() ws := NewWebsocket() ws.connectionMonitorDelay = 500 - ws.DataHandler = make(chan interface{}, 1) - ws.ShutdownC = make(chan struct{}, 1) ws.exchangeName = "hello" - ws.Wg = &sync.WaitGroup{} ws.setEnabled(true) err := ws.connectionMonitor() require.NoError(t, err, "connectionMonitor must not error") @@ -582,32 +587,27 @@ func TestConnectionMonitorNoConnection(t *testing.T) { func TestGetSubscription(t *testing.T) { t.Parallel() assert.Nil(t, (*Websocket).GetSubscription(nil, "imaginary"), "GetSubscription on a nil Websocket should return nil") - assert.Nil(t, (&Websocket{}).GetSubscription("empty"), "GetSubscription on a Websocket with no sub map should return nil") - w := Websocket{ - subscriptions: subscriptionMap{ - 42: { - Channel: "hello3", - }, - }, - } - assert.Nil(t, w.GetSubscription(43), "GetSubscription with an invalid key should return nil") - c := w.GetSubscription(42) - if assert.NotNil(t, c, "GetSubscription with an valid key should return a channel") { - assert.Equal(t, "hello3", c.Channel, "GetSubscription should return the correct channel details") - } + assert.Nil(t, (&Websocket{}).GetSubscription("empty"), "GetSubscription on a Websocket with no sub store should return nil") + w := NewWebsocket() + assert.Nil(t, w.GetSubscription(nil), "GetSubscription with a nil key should return nil") + s := &subscription.Subscription{Key: 42, Channel: "hello3"} + require.NoError(t, w.AddSubscriptions(s), "AddSubscriptions must not error") + assert.Same(t, s, w.GetSubscription(42), "GetSubscription should delegate to the store") } // TestGetSubscriptions logic test func TestGetSubscriptions(t *testing.T) { t.Parallel() - w := Websocket{ - subscriptions: subscriptionMap{ - 42: { - Channel: "hello3", - }, - }, + assert.Nil(t, (*Websocket).GetSubscriptions(nil), "GetSubscription on a nil Websocket should return nil") + assert.Nil(t, (&Websocket{}).GetSubscriptions(), "GetSubscription on a Websocket with no sub store should return nil") + w := NewWebsocket() + s := subscription.List{ + {Key: 42, Channel: "hello3"}, + {Key: 45, Channel: "hello4"}, } - assert.Equal(t, "hello3", w.GetSubscriptions()[0].Channel, "GetSubscriptions should return the correct channel details") + err := w.AddSubscriptions(s...) + require.NoError(t, err, "AddSubscriptions must not error") + assert.ElementsMatch(t, s, w.GetSubscriptions(), "GetSubscriptions should return the correct channel details") } // TestSetCanUseAuthenticatedEndpoints logic test @@ -883,7 +883,7 @@ func TestCanUseAuthenticatedWebsocketForWrapper(t *testing.T) { ws := &Websocket{} assert.False(t, ws.CanUseAuthenticatedWebsocketForWrapper(), "CanUseAuthenticatedWebsocketForWrapper should return false") - ws.setState(connected) + ws.setState(connectedState) require.True(t, ws.IsConnected(), "IsConnected must return true") assert.False(t, ws.CanUseAuthenticatedWebsocketForWrapper(), "CanUseAuthenticatedWebsocketForWrapper should return false") @@ -939,77 +939,42 @@ func TestCheckWebsocketURL(t *testing.T) { assert.NoError(t, err, "checkWebsocketURL should not error") } +// TestGetChannelDifference exercises GetChannelDifference +// See subscription.TestStoreDiff for further testing func TestGetChannelDifference(t *testing.T) { t.Parallel() - web := Websocket{} - newChans := []subscription.Subscription{ - { - Channel: "Test1", - }, - { - Channel: "Test2", - }, - { - Channel: "Test3", - }, - } - subs, unsubs := web.GetChannelDifference(newChans) - assert.Len(t, subs, 3, "Should get the correct number of subs") - assert.Empty(t, unsubs, "Should get the correct number of unsubs") - - web.AddSuccessfulSubscriptions(subs...) - - flushedSubs := []subscription.Subscription{ - { - Channel: "Test2", - }, - } - - subs, unsubs = web.GetChannelDifference(flushedSubs) - assert.Empty(t, subs, "Should get the correct number of subs") - assert.Len(t, unsubs, 2, "Should get the correct number of unsubs") - - flushedSubs = []subscription.Subscription{ - { - Channel: "Test2", - }, - { - Channel: "Test4", - }, - } - - subs, unsubs = web.GetChannelDifference(flushedSubs) - if assert.Len(t, subs, 1, "Should get the correct number of subs") { - assert.Equal(t, "Test4", subs[0].Channel, "Should subscribe to the right channel") - } - if assert.Len(t, unsubs, 2, "Should get the correct number of unsubs") { - sort.Slice(unsubs, func(i, j int) bool { return unsubs[i].Channel <= unsubs[j].Channel }) - assert.Equal(t, "Test1", unsubs[0].Channel, "Should unsubscribe from the right channels") - assert.Equal(t, "Test3", unsubs[1].Channel, "Should unsubscribe from the right channels") - } + w := &Websocket{} + assert.NotPanics(t, func() { w.GetChannelDifference(subscription.List{}) }, "Should not panic when called without a store") + subs, unsubs := w.GetChannelDifference(subscription.List{{Channel: subscription.CandlesChannel}}) + require.Equal(t, 1, len(subs), "Should get the correct number of subs") + require.Empty(t, unsubs, "Should get no unsubs") + require.NoError(t, w.AddSubscriptions(subs...), "AddSubscriptions must not error") + subs, unsubs = w.GetChannelDifference(subscription.List{{Channel: subscription.TickerChannel}}) + require.Equal(t, 1, len(subs), "Should get the correct number of subs") + assert.Equal(t, 1, len(unsubs), "Should get the correct number of unsubs") } // GenSubs defines a theoretical exchange with pair management type GenSubs struct { EnabledPairs currency.Pairs - subscribos []subscription.Subscription - unsubscribos []subscription.Subscription + subscribos subscription.List + unsubscribos subscription.List } // generateSubs default subs created from the enabled pairs list -func (g *GenSubs) generateSubs() ([]subscription.Subscription, error) { - superduperchannelsubs := make([]subscription.Subscription, len(g.EnabledPairs)) +func (g *GenSubs) generateSubs() (subscription.List, error) { + superduperchannelsubs := make(subscription.List, len(g.EnabledPairs)) for i := range g.EnabledPairs { - superduperchannelsubs[i] = subscription.Subscription{ + superduperchannelsubs[i] = &subscription.Subscription{ Channel: "TEST:" + strconv.FormatInt(int64(i), 10), - Pair: g.EnabledPairs[i], + Pairs: currency.Pairs{g.EnabledPairs[i]}, } } return superduperchannelsubs, nil } -func (g *GenSubs) SUBME(subs []subscription.Subscription) error { +func (g *GenSubs) SUBME(subs subscription.List) error { if len(subs) == 0 { return errors.New("WOW") } @@ -1017,7 +982,7 @@ func (g *GenSubs) SUBME(subs []subscription.Subscription) error { return nil } -func (g *GenSubs) UNSUBME(unsubs []subscription.Subscription) error { +func (g *GenSubs) UNSUBME(unsubs subscription.List) error { if len(unsubs) == 0 { return errors.New("WOW") } @@ -1044,87 +1009,70 @@ func TestFlushChannels(t *testing.T) { err = dodgyWs.FlushChannels() assert.ErrorIs(t, err, ErrNotConnected, "FlushChannels should error correctly") - w := Websocket{ - connector: connect, - ShutdownC: make(chan struct{}), - Subscriber: newgen.SUBME, - Unsubscriber: newgen.UNSUBME, - Wg: new(sync.WaitGroup), - features: &protocol.Features{ - // No features - }, - trafficTimeout: time.Second * 30, // Added for when we utilise connect() - // in FlushChannels() so the traffic monitor doesn't time out and turn - // this to an unconnected state - } - w.setEnabled(true) - w.setState(connected) + w := NewWebsocket() + w.connector = connect + w.Subscriber = newgen.SUBME + w.Unsubscriber = newgen.UNSUBME + // Added for when we utilise connect() in FlushChannels() so the traffic monitor doesn't time out and turn this to an unconnected state + w.trafficTimeout = time.Second * 30 - problemFunc := func() ([]subscription.Subscription, error) { + w.setEnabled(true) + w.setState(connectedState) + + problemFunc := func() (subscription.List, error) { return nil, errDastardlyReason } - noSub := func() ([]subscription.Subscription, error) { + noSub := func() (subscription.List, error) { return nil, nil } // Disable pair and flush system newgen.EnabledPairs = []currency.Pair{ currency.NewPair(currency.BTC, currency.AUD)} - w.GenerateSubs = func() ([]subscription.Subscription, error) { - return []subscription.Subscription{{Channel: "test"}}, nil + w.GenerateSubs = func() (subscription.List, error) { + return subscription.List{{Channel: "test"}}, nil } err = w.FlushChannels() - assert.NoError(t, err, "FlushChannels should not error") + require.NoError(t, err, "Flush Channels must not error") w.features.FullPayloadSubscribe = true w.GenerateSubs = problemFunc err = w.FlushChannels() // error on full subscribeToChannels - assert.ErrorIs(t, err, errDastardlyReason, "FlushChannels should error correctly") + assert.ErrorIs(t, err, errDastardlyReason, "FlushChannels should error correctly on GenerateSubs") w.GenerateSubs = noSub - err = w.FlushChannels() // No subs to unsub - assert.NoError(t, err, "FlushChannels should not error") + err = w.FlushChannels() // No subs to sub + assert.NoError(t, err, "Flush Channels should not error") w.GenerateSubs = newgen.generateSubs subs, err := w.GenerateSubs() require.NoError(t, err, "GenerateSubs must not error") - - w.AddSuccessfulSubscriptions(subs...) + require.NoError(t, w.AddSubscriptions(subs...), "AddSubscriptions must not error") err = w.FlushChannels() assert.NoError(t, err, "FlushChannels should not error") w.features.FullPayloadSubscribe = false w.features.Subscribe = true - w.GenerateSubs = problemFunc - err = w.FlushChannels() - assert.ErrorIs(t, err, errDastardlyReason, "FlushChannels should error correctly") - w.GenerateSubs = newgen.generateSubs - err = w.FlushChannels() - assert.NoError(t, err, "FlushChannels should not error") - w.subscriptionMutex.Lock() - w.subscriptions = subscriptionMap{ - 41: { - Key: 41, - Channel: "match channel", - Pair: currency.NewPair(currency.BTC, currency.AUD), - }, - 42: { - Key: 42, - Channel: "unsub channel", - Pair: currency.NewPair(currency.THETA, currency.USDT), - }, - } - w.subscriptionMutex.Unlock() + w.subscriptions = subscription.NewStore() + err = w.subscriptions.Add(&subscription.Subscription{ + Key: 41, + Channel: "match channel", + Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.AUD)}, + }) + require.NoError(t, err, "AddSubscription must not error") + err = w.subscriptions.Add(&subscription.Subscription{ + Key: 42, + Channel: "unsub channel", + Pairs: currency.Pairs{currency.NewPair(currency.THETA, currency.USDT)}, + }) + require.NoError(t, err, "AddSubscription must not error") err = w.FlushChannels() assert.NoError(t, err, "FlushChannels should not error") - err = w.FlushChannels() - assert.NoError(t, err, "FlushChannels should not error") - - w.setState(connected) + w.setState(connectedState) w.features.Unsubscribe = true err = w.FlushChannels() assert.NoError(t, err, "FlushChannels should not error") @@ -1132,27 +1080,20 @@ func TestFlushChannels(t *testing.T) { func TestDisable(t *testing.T) { t.Parallel() - w := Websocket{ - ShutdownC: make(chan struct{}), - } + w := NewWebsocket() w.setEnabled(true) - w.setState(connected) + w.setState(connectedState) require.NoError(t, w.Disable(), "Disable must not error") assert.ErrorIs(t, w.Disable(), ErrAlreadyDisabled, "Disable should error correctly") } func TestEnable(t *testing.T) { t.Parallel() - w := Websocket{ - connector: connect, - Wg: new(sync.WaitGroup), - ShutdownC: make(chan struct{}), - GenerateSubs: func() ([]subscription.Subscription, error) { - return []subscription.Subscription{{Channel: "test"}}, nil - }, - Subscriber: func([]subscription.Subscription) error { return nil }, - } - + w := NewWebsocket() + w.connector = connect + w.Subscriber = func(subscription.List) error { return nil } + w.Unsubscriber = func(subscription.List) error { return nil } + w.GenerateSubs = func() (subscription.List, error) { return nil, nil } require.NoError(t, w.Enable(), "Enable must not error") assert.ErrorIs(t, w.Enable(), errWebsocketAlreadyEnabled, "Enable should error correctly") } @@ -1259,19 +1200,30 @@ func TestCheckSubscriptions(t *testing.T) { t.Parallel() ws := Websocket{} err := ws.checkSubscriptions(nil) - assert.ErrorIs(t, err, errNoSubscriptionsSupplied, "checkSubscriptions should error correctly") + assert.ErrorIs(t, err, common.ErrNilPointer, "checkSubscriptions should error correctly on nil w.subscriptions") + assert.ErrorContains(t, err, "Websocket.subscriptions", "checkSubscriptions should error giving context correctly on nil w.subscriptions") + + ws.subscriptions = subscription.NewStore() + err = ws.checkSubscriptions(nil) + assert.NoError(t, err, "checkSubscriptions should not error on a nil list") ws.MaxSubscriptionsPerConnection = 1 - err = ws.checkSubscriptions([]subscription.Subscription{{}, {}}) + err = ws.checkSubscriptions(subscription.List{{}}) + assert.NoError(t, err, "checkSubscriptions should not error when subscriptions is empty") + + ws.subscriptions = subscription.NewStore() + err = ws.checkSubscriptions(subscription.List{{}, {}}) assert.ErrorIs(t, err, errSubscriptionsExceedsLimit, "checkSubscriptions should error correctly") ws.MaxSubscriptionsPerConnection = 2 - ws.subscriptions = subscriptionMap{42: {Key: 42, Channel: "test"}} - err = ws.checkSubscriptions([]subscription.Subscription{{Key: 42, Channel: "test"}}) - assert.ErrorIs(t, err, errChannelAlreadySubscribed, "checkSubscriptions should error correctly") + ws.subscriptions = subscription.NewStore() + err = ws.subscriptions.Add(&subscription.Subscription{Key: 42, Channel: "test"}) + require.NoError(t, err, "Add subscription must not error") + err = ws.checkSubscriptions(subscription.List{{Key: 42, Channel: "test"}}) + assert.ErrorIs(t, err, subscription.ErrDuplicate, "checkSubscriptions should error correctly") - err = ws.checkSubscriptions([]subscription.Subscription{{}}) + err = ws.checkSubscriptions(subscription.List{{}}) assert.NoError(t, err, "checkSubscriptions should not error") } diff --git a/exchanges/stream/websocket_types.go b/exchanges/stream/websocket_types.go index a783d585..5d0009a4 100644 --- a/exchanges/stream/websocket_types.go +++ b/exchanges/stream/websocket_types.go @@ -22,13 +22,11 @@ const ( UnhandledMessage = " - Unhandled websocket message: " ) -type subscriptionMap map[any]*subscription.Subscription - const ( - uninitialised uint32 = iota - disconnected - connecting - connected + uninitialisedState uint32 = iota + disconnectedState + connectingState + connectedState ) // Websocket defines a return type for websocket connections via the interface @@ -52,20 +50,14 @@ type Websocket struct { m sync.Mutex connector func() error - subscriptionMutex sync.RWMutex - subscriptions subscriptionMap - Subscribe chan []subscription.Subscription - Unsubscribe chan []subscription.Subscription + subscriptions *subscription.Store - // Subscriber function for package defined websocket subscriber - // functionality - Subscriber func([]subscription.Subscription) error - // Unsubscriber function for packaged defined websocket unsubscriber - // functionality - Unsubscriber func([]subscription.Subscription) error - // GenerateSubs function for package defined websocket generate - // subscriptions functionality - GenerateSubs func() ([]subscription.Subscription, error) + // Subscriber function for exchange specific subscribe implementation + Subscriber func(subscription.List) error + // Subscriber function for exchange specific unsubscribe implementation + Unsubscriber func(subscription.List) error + // GenerateSubs function for exchange specific generating subscriptions from Features.Subscriptions, Pairs and Assets + GenerateSubs func() (subscription.List, error) DataHandler chan interface{} ToRoutine chan interface{} @@ -74,7 +66,7 @@ type Websocket struct { // shutdown synchronises shutdown event across routines ShutdownC chan struct{} - Wg *sync.WaitGroup + Wg sync.WaitGroup // Orderbook is a local buffer of orderbooks Orderbook buffer.Orderbook @@ -112,9 +104,9 @@ type WebsocketSetup struct { RunningURL string RunningURLAuth string Connector func() error - Subscriber func([]subscription.Subscription) error - Unsubscriber func([]subscription.Subscription) error - GenerateSubscriptions func() ([]subscription.Subscription, error) + Subscriber func(subscription.List) error + Unsubscriber func(subscription.List) error + GenerateSubscriptions func() (subscription.List, error) Features *protocol.Features // Local orderbook buffer config values diff --git a/exchanges/subscription/keys.go b/exchanges/subscription/keys.go new file mode 100644 index 00000000..3dc3ffea --- /dev/null +++ b/exchanges/subscription/keys.go @@ -0,0 +1,88 @@ +package subscription + +import ( + "fmt" + + "github.com/thrasher-corp/gocryptotrader/currency" +) + +// MatchableKey interface should be implemented by Key types which want a more complex matching than a simple key equality check +// The Subscription method allows keys to compare against keys of other types +type MatchableKey interface { + Match(MatchableKey) bool + GetSubscription() *Subscription + String() string +} + +// ExactKey is key type for subscriptions where all the pairs in a Subscription must match exactly +type ExactKey struct { + *Subscription +} + +var _ MatchableKey = ExactKey{} // Enforce ExactKey must implement MatchableKey + +// GetSubscription returns the underlying subscription +func (k ExactKey) GetSubscription() *Subscription { + return k.Subscription +} + +// String implements Stringer; returns the Asset, Channel and Pairs +// Does not provide concurrency protection on the subscription it points to +func (k ExactKey) String() string { + s := k.Subscription + if s == nil { + return "Uninitialised ExactKey" + } + p := s.Pairs.Format(currency.PairFormat{Uppercase: true, Delimiter: "/"}) + return fmt.Sprintf("%s %s %s", s.Channel, s.Asset, p.Join()) +} + +// Match implements MatchableKey +// Returns true if the key fields exactly matches the subscription, including all Pairs +func (k ExactKey) Match(eachKey MatchableKey) bool { + if eachKey == nil { + return false + } + eachSub := eachKey.GetSubscription() + return eachSub != nil && + eachSub.Channel == k.Channel && + eachSub.Asset == k.Asset && + eachSub.Pairs.Equal(k.Pairs) && + eachSub.Levels == k.Levels && + eachSub.Interval == k.Interval +} + +// IgnoringPairsKey is a key type for finding subscriptions to group together for requests +type IgnoringPairsKey struct { + *Subscription +} + +var _ MatchableKey = IgnoringPairsKey{} // Enforce IgnoringPairsKey must implement MatchableKey + +// GetSubscription returns the underlying subscription +func (k IgnoringPairsKey) GetSubscription() *Subscription { + return k.Subscription +} + +// String implements Stringer; returns the asset and Channel name but no pairs +func (k IgnoringPairsKey) String() string { + s := k.Subscription + if s == nil { + return "Uninitialised IgnoringPairsKey" + } + return fmt.Sprintf("%s %s", s.Channel, s.Asset) +} + +// Match implements MatchableKey +func (k IgnoringPairsKey) Match(eachKey MatchableKey) bool { + if eachKey == nil { + return false + } + eachSub := eachKey.GetSubscription() + + return eachSub != nil && + eachSub.Channel == k.Channel && + eachSub.Asset == k.Asset && + eachSub.Levels == k.Levels && + eachSub.Interval == k.Interval +} diff --git a/exchanges/subscription/keys_test.go b/exchanges/subscription/keys_test.go new file mode 100644 index 00000000..d4972bac --- /dev/null +++ b/exchanges/subscription/keys_test.go @@ -0,0 +1,110 @@ +package subscription + +import ( + "testing" + + "github.com/stretchr/testify/assert" + "github.com/stretchr/testify/require" + "github.com/thrasher-corp/gocryptotrader/currency" + "github.com/thrasher-corp/gocryptotrader/exchanges/asset" + "github.com/thrasher-corp/gocryptotrader/exchanges/kline" +) + +// DummyKey is a test key type that ensures that cross compatible keys can be used +// It will panic if Match() is called +type DummyKey struct { + *Subscription + detonator testing.TB +} + +var _ MatchableKey = DummyKey{} // Enforce DummyKey must implement MatchableKey + +// GetSubscription returns the underlying subscription +func (k DummyKey) GetSubscription() *Subscription { + return k.Subscription +} + +// Match implements MatchableKey +func (k DummyKey) Match(_ MatchableKey) bool { + k.detonator.Fatal("DummyKey Match should never be called") + return false +} + +// TestExactKeyMatch exercises ExactKey.Match +func TestExactKeyMatch(t *testing.T) { + t.Parallel() + + key := &ExactKey{&Subscription{Channel: TickerChannel}} + try := &DummyKey{&Subscription{Channel: OrderbookChannel}, t} + + require.False(t, key.Match(nil), "Match on a nil must return false") + require.False(t, key.Match(try), "Gate 1: Match must reject a bad Channel") + try.Channel = TickerChannel + require.True(t, key.Match(try), "Gate 1: Match must accept a good Channel") + key.Asset = asset.Spot + require.False(t, key.Match(try), "Gate 2: Match must reject a bad Asset") + try.Asset = asset.Spot + require.True(t, key.Match(try), "Gate 2: Match must accept a good Asset") + key.Pairs = currency.Pairs{btcusdtPair} + require.False(t, key.Match(try), "Gate 3: Match must reject B empty Pairs when key has Pairs") + try.Pairs = currency.Pairs{btcusdtPair} + key.Pairs = nil + require.False(t, key.Match(try), "Gate 3: Match must reject B has Pairs when key has empty Pairs") + key.Pairs = currency.Pairs{btcusdtPair} + require.True(t, key.Match(try), "Gate 3: Match must accept matching pairs") + key.Pairs = currency.Pairs{ethusdcPair} + require.False(t, key.Match(try), "Gate 3: Match must reject when key.Pairs not matching") + try.Pairs = currency.Pairs{btcusdtPair, ethusdcPair} + require.False(t, key.Match(try), "Gate 3: Match must reject when key.Pairs is only a subset") + key.Pairs = currency.Pairs{ethusdcPair, btcusdtPair} + require.True(t, key.Match(try), "Gate 3: Match accept when Pairs match in different order") + key.Levels = 4 + require.False(t, key.Match(try), "Gate 4: Match must reject a bad Level") + try.Levels = 4 + require.True(t, key.Match(try), "Gate 4: Match must accept a good Level") + key.Interval = kline.FiveMin + require.False(t, key.Match(try), "Gate 5: Match must reject a bad Interval") + try.Interval = kline.FiveMin + require.True(t, key.Match(try), "Gate 5: Match must accept a good Interval") +} + +// TestExactKeyString exercises ExactKey.String +func TestExactKeyString(t *testing.T) { + t.Parallel() + key := &ExactKey{} + assert.Equal(t, "Uninitialised ExactKey", key.String()) + key = &ExactKey{&Subscription{Asset: asset.Spot, Channel: TickerChannel, Pairs: currency.Pairs{ethusdcPair, btcusdtPair}}} + assert.Equal(t, "ticker spot ETH/USDC,BTC/USDT", key.String()) +} + +// TestIgnoringPairsKeyMatch exercises IgnoringPairsKey.Match +func TestIgnoringPairsKeyMatch(t *testing.T) { + t.Parallel() + + key := &IgnoringPairsKey{&Subscription{Channel: TickerChannel, Pairs: currency.Pairs{btcusdtPair}}} + try := &DummyKey{&Subscription{Channel: OrderbookChannel, Pairs: currency.Pairs{ethusdcPair}}, t} + + require.False(t, key.Match(nil), "Match on a nil must return false") + require.False(t, key.Match(try), "Gate 1: Match must reject a bad Channel") + try.Channel = TickerChannel + require.True(t, key.Match(try), "Gate 1: Match must accept a good Channel") + key.Asset = asset.Spot + require.False(t, key.Match(try), "Gate 2: Match must reject a bad Asset") + try.Asset = asset.Spot + require.True(t, key.Match(try), "Gate 2: Match must accept a good Asset") + key.Levels = 4 + require.False(t, key.Match(try), "Gate 3: Match must reject a bad Level") + try.Levels = 4 + require.True(t, key.Match(try), "Gate 3: Match must accept a good Level") + key.Interval = kline.FiveMin + require.False(t, key.Match(try), "Gate 4: Match must reject a bad Interval") + try.Interval = kline.FiveMin + require.True(t, key.Match(try), "Gate 4: Match must accept a good Interval") +} + +// TestIgnoringPairsKeyString exercises IgnoringPairsKey.String +func TestIgnoringPairsKeyString(t *testing.T) { + t.Parallel() + key := &IgnoringPairsKey{&Subscription{Asset: asset.Spot, Channel: TickerChannel, Pairs: currency.Pairs{ethusdcPair, btcusdtPair}}} + assert.Equal(t, "ticker spot", key.String()) +} diff --git a/exchanges/subscription/list.go b/exchanges/subscription/list.go new file mode 100644 index 00000000..74791035 --- /dev/null +++ b/exchanges/subscription/list.go @@ -0,0 +1,32 @@ +package subscription + +import ( + "slices" +) + +// List is a container of subscription pointers +type List []*Subscription + +// Strings returns a sorted slice of subscriptions +func (l List) Strings() []string { + s := make([]string, len(l)) + for i := range l { + s[i] = l[i].String() + } + slices.Sort(s) + return s +} + +// GroupPairs groups subscriptions which are identical apart from the Pairs +// The returned List contains cloned Subscriptions, and the original Subscriptions are left alone +func (l List) GroupPairs() (n List) { + s := NewStore() + for _, sub := range l { + if found := s.match(&IgnoringPairsKey{sub}); found == nil { + s.unsafeAdd(sub.Clone()) + } else { + found.AddPairs(sub.Pairs...) + } + } + return s.List() +} diff --git a/exchanges/subscription/list_test.go b/exchanges/subscription/list_test.go new file mode 100644 index 00000000..89a53da6 --- /dev/null +++ b/exchanges/subscription/list_test.go @@ -0,0 +1,47 @@ +package subscription + +import ( + "testing" + + "github.com/stretchr/testify/assert" + "github.com/thrasher-corp/gocryptotrader/currency" + "github.com/thrasher-corp/gocryptotrader/exchanges/asset" +) + +// TestListStrings exercises List.Strings() +func TestListStrings(t *testing.T) { + l := List{ + &Subscription{ + Channel: TickerChannel, + Asset: asset.Spot, + Pairs: currency.Pairs{ethusdcPair, btcusdtPair}, + }, + &Subscription{ + Channel: OrderbookChannel, + Pairs: currency.Pairs{ethusdcPair}, + }, + } + exp := []string{"orderbook ETH/USDC", "ticker spot ETH/USDC,BTC/USDT"} + assert.ElementsMatch(t, exp, l.Strings(), "String must return correct sorted list") +} + +// TestListGroupPairs exercises List.GroupPairs() +func TestListGroupPairs(t *testing.T) { + l := List{ + {Asset: asset.Spot, Channel: TickerChannel, Pairs: currency.Pairs{ethusdcPair, btcusdtPair}}, + } + for _, c := range []string{TickerChannel, OrderbookChannel} { + for _, p := range []currency.Pair{ethusdcPair, btcusdtPair} { + l = append(l, &Subscription{ + Channel: c, + Asset: asset.Spot, + Pairs: currency.Pairs{p}, + }) + } + } + n := l.GroupPairs() + 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") +} diff --git a/exchanges/subscription/store.go b/exchanges/subscription/store.go new file mode 100644 index 00000000..9e842f8a --- /dev/null +++ b/exchanges/subscription/store.go @@ -0,0 +1,208 @@ +package subscription + +import ( + "fmt" + "maps" + "sync" + + "github.com/thrasher-corp/gocryptotrader/common" +) + +// Store is a container of subscription pointers +type Store struct { + m map[any]*Subscription + mu sync.RWMutex +} + +// NewStore creates a ready to use store and should always be used +func NewStore() *Store { + return &Store{ + m: map[any]*Subscription{}, + } +} + +// NewStoreFromList creates a Store from a List +func NewStoreFromList(l List) (*Store, error) { + s := NewStore() + for _, sub := range l { + if sub == nil { + return nil, fmt.Errorf("%w: List parameter contains an nil element", common.ErrNilPointer) + } + if err := s.add(sub); err != nil { + return nil, err + } + } + return s, nil +} + +// Add adds a subscription to the store +// Key can be already set; if omitted EnsureKeyed will be used +// Errors if it already exists +func (s *Store) Add(sub *Subscription) error { + if s == nil { + return fmt.Errorf("%w: Add called on nil Store", common.ErrNilPointer) + } + if s.m == nil { + return fmt.Errorf("%w: Add called on an Uninitialised Store", common.ErrNilPointer) + } + if sub == nil { + return fmt.Errorf("%w: Subscription param", common.ErrNilPointer) + } + s.mu.Lock() + defer s.mu.Unlock() + return s.add(sub) +} + +// add adds a subscription to the store +// Key can be already set; if omitted EnsureKeyed will be used +// This method provides no locking protection +func (s *Store) add(sub *Subscription) error { + key := sub.EnsureKeyed() + if found := s.get(key); found != nil { + return fmt.Errorf("%w: %s", ErrDuplicate, sub) + } + s.m[key] = sub + return nil +} + +// unsafeAdd adds a subscription to the store without checking if it is a duplicate +// Key can be already set; if omitted EnsureKeyed will be used +// This method provides no locking protection +func (s *Store) unsafeAdd(sub *Subscription) { + key := sub.EnsureKeyed() + s.m[key] = sub +} + +// Get returns a pointer to a subscription or nil if not found +// If the key passed in is a Subscription then its Key will be used; which may be a pointer to itself. +// If key implements MatchableKey then key.Match will be used; Note that *Subscription implements MatchableKey +func (s *Store) Get(key any) *Subscription { + if s == nil || s.m == nil || key == nil { + return nil + } + s.mu.RLock() + defer s.mu.RUnlock() + return s.get(key) +} + +// get returns a pointer to subscription or nil if not found +// If the key passed in is a Subscription then its Key will be used; which may be a pointer to itself. +// If key implements MatchableKey then key.Match will be used; Note that *Subscription implements MatchableKey +// This method provides no locking protection +func (s *Store) get(key any) *Subscription { + switch v := key.(type) { + case Subscription: + key = v.EnsureKeyed() + case *Subscription: + key = v.EnsureKeyed() + } + + switch v := key.(type) { + case MatchableKey: + return s.match(v) + default: + return s.m[v] + } +} + +// Remove removes a subscription from the store +// If the key passed in is a Subscription then its Key will be used; which may be a pointer to itself. +// If key implements MatchableKey then key.Match will be used; Note that *Subscription implements MatchableKey +func (s *Store) Remove(key any) error { + if s == nil { + return fmt.Errorf("%w: Remove called on nil Store", common.ErrNilPointer) + } + if s.m == nil { + return fmt.Errorf("%w: Remove called on an Uninitialised Store", common.ErrNilPointer) + } + if key == nil { + return fmt.Errorf("%w: key param", common.ErrNilPointer) + } + s.mu.Lock() + defer s.mu.Unlock() + + if found := s.get(key); found != nil { + delete(s.m, found.Key) + return nil + } + + return ErrNotFound +} + +// List returns a slice of Subscriptions pointers +func (s *Store) List() List { + if s == nil || s.m == nil { + return List{} + } + s.mu.RLock() + defer s.mu.RUnlock() + subs := make(List, 0, len(s.m)) + for _, sub := range s.m { + subs = append(subs, sub) + } + return subs +} + +// Clear empties the subscription store +func (s *Store) Clear() { + if s == nil { + return + } + s.mu.Lock() + defer s.mu.Unlock() + if s.m == nil { + s.m = map[any]*Subscription{} + } + clear(s.m) +} + +// match returns the first subscription which matches the Key's Asset, Channel and Pairs +// If the key provided has: +// 1) Empty pairs then only Subscriptions without pairs will be considered +// 2) >=1 pairs then Subscriptions which contain all the pairs will be considered +// This method provides no locking protection +func (s *Store) match(key MatchableKey) *Subscription { + for eachKey, sub := range s.m { + if m, ok := eachKey.(MatchableKey); ok { + if key.Match(m) { + return sub + } + } + } + return nil +} + +// Diff returns a list of the added and missing subs from a new list +// The store Diff is invoked upon is read-lock protected +// The new store is assumed to be a new instance and enjoys no locking protection +func (s *Store) Diff(compare List) (added, removed List) { + if s == nil || s.m == nil { + return + } + s.mu.RLock() + defer s.mu.RUnlock() + removedMap := maps.Clone(s.m) + for _, sub := range compare { + if found := s.get(sub); found != nil { + delete(removedMap, found.Key) + } else { + added = append(added, sub) + } + } + + for _, c := range removedMap { + removed = append(removed, c) + } + + return +} + +// Len returns the number of subscriptions +func (s *Store) Len() int { + if s == nil { + return 0 + } + s.mu.RLock() + defer s.mu.RUnlock() + return len(s.m) +} diff --git a/exchanges/subscription/store_test.go b/exchanges/subscription/store_test.go new file mode 100644 index 00000000..7e9644bc --- /dev/null +++ b/exchanges/subscription/store_test.go @@ -0,0 +1,182 @@ +package subscription + +import ( + "maps" + "strings" + "testing" + + "github.com/stretchr/testify/assert" + "github.com/stretchr/testify/require" + "github.com/thrasher-corp/gocryptotrader/common" + "github.com/thrasher-corp/gocryptotrader/currency" +) + +// TestNewStore exercises NewStore +func TestNewStore(t *testing.T) { + s := NewStore() + require.IsType(t, &Store{}, s, "Must return a store ref") + require.NotNil(t, s.m, "storage map must be initialised") +} + +// TestNewStoreFromList exercises NewStoreFromList +func TestNewStoreFromList(t *testing.T) { + s, err := NewStoreFromList(List{}) + assert.NoError(t, err, "Should not error on empty list") + require.IsType(t, &Store{}, s, "Must return a store ref") + l := List{ + {Channel: OrderbookChannel}, + {Channel: TickerChannel}, + } + s, err = NewStoreFromList(l) + assert.NoError(t, err, "Should not error on empty list") + assert.Len(t, s.m, 2, "Map should have 2 values") + assert.NotNil(t, s.get(l[0]), "Should be able to get a list element") + + l = append(l, &Subscription{Channel: OrderbookChannel}) + _, err = NewStoreFromList(l) + assert.ErrorIs(t, err, ErrDuplicate, "Should error correctly on duplicates") + + l = List{nil, &Subscription{Channel: OrderbookChannel}} + _, err = NewStoreFromList(l) + assert.ErrorIs(t, err, common.ErrNilPointer, "Should error correctly on nils") +} + +// TestAdd exercises Add and add methods +func TestAdd(t *testing.T) { + assert.ErrorIs(t, (*Store)(nil).Add(&Subscription{}), common.ErrNilPointer, "Should error nil pointer correctly") + assert.ErrorIs(t, (&Store{}).Add(nil), common.ErrNilPointer, "Should error nil pointer correctly") + assert.ErrorIs(t, (&Store{}).Add(&Subscription{}), common.ErrNilPointer, "Should error nil pointer correctly") + + s := NewStore() + sub := &Subscription{Channel: TickerChannel} + require.NoError(t, s.Add(sub), "Should not error on a standard add") + assert.NotNil(t, s.get(sub), "Should have stored the sub") + assert.ErrorIs(t, s.Add(sub), ErrDuplicate, "Should error on duplicates") + assert.NotNil(t, sub.Key, sub, "Add should call EnsureKeyed") +} + +// TestGet exercises Get and get methods +// Ensures that key's Match is used, but does not exercise subscription.Match; See TestMatch for that coverage +func TestGet(t *testing.T) { + assert.Nil(t, (*Store)(nil).Get(&Subscription{}), "Should return nil when called on nil") + assert.Nil(t, (&Store{}).Get(&Subscription{}), "Should return nil when called with no subscription map") + s := NewStore() + exp := List{ + {Channel: AllOrdersChannel}, + {Channel: TickerChannel, Pairs: currency.Pairs{btcusdtPair}}, + {Key: 42, Channel: OrderbookChannel}, + {Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}, + } + for _, sub := range exp { + require.NoError(t, s.Add(sub), "Adding subscription must not error)") + } + + // Tests for a MatchableKey, ensuring that ExactKey works + assert.Nil(t, s.Get(Subscription{Channel: CandlesChannel}), "Should return nil without pairs") + assert.Nil(t, s.Get(Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{ltcusdcPair}}), "Should return nil with wrong pair") + assert.Nil(t, s.Get(Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair}}), "Should return nil with only one right pair") + assert.Same(t, exp[3], s.Get(Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}), "Should return pointer when all pairs match") + assert.Nil(t, s.Get(Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair, ltcusdcPair}}), "Should return nil when key is superset of pairs") +} + +// TestRemove exercises the Remove method +func TestRemove(t *testing.T) { + assert.ErrorIs(t, (*Store)(nil).Remove(&Subscription{}), common.ErrNilPointer, "Should error correctly when called on nil") + assert.ErrorIs(t, (&Store{}).Remove(nil), common.ErrNilPointer, "Should error correctly when called passing nil") + assert.ErrorIs(t, (&Store{}).Remove(&Subscription{}), common.ErrNilPointer, "Should error correctly when called with no subscription map") + + s := NewStore() + require.NoError(t, s.Add(&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}), "Adding subscription must not error") + assert.NotNil(t, s.Get(&ExactKey{&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}}), "Should have added the sub") + assert.ErrorIs(t, s.Remove(&ExactKey{&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair}}}), ErrNotFound, "Should error correctly when called with a non-matching key") + assert.NoError(t, s.Remove(&ExactKey{&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}}), "Should not error when called with a matching key") + assert.Nil(t, s.Get(&ExactKey{&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}}), "Should have removed the sub") + assert.ErrorIs(t, s.Remove(&ExactKey{&Subscription{Channel: CandlesChannel, Pairs: currency.Pairs{btcusdtPair, ethusdcPair}}}), ErrNotFound, "Should error correctly when called twice ") +} + +// TestList exercises the List and Len methods +func TestList(t *testing.T) { + assert.Empty(t, (*Store)(nil).List(), "Should return an empty List when called on nil") + assert.Empty(t, (&Store{}).List(), "Should return an empty List when called on Store without map") + s := NewStore() + exp := List{ + {Channel: OrderbookChannel}, + {Channel: TickerChannel}, + {Key: 42, Channel: CandlesChannel}, + } + for _, sub := range exp { + require.NoError(t, s.Add(sub), "Adding subscription must not error)") + } + l := s.List() + require.Len(t, l, 3, "Must have 3 elements in the list") + assert.ElementsMatch(t, exp, l, "List Should have the same subscriptions") + + require.Equal(t, 3, s.Len(), "Len must return 3") + require.Equal(t, 0, (*Store)(nil).Len(), "Len must return 0 on a nil store") + require.Equal(t, 0, (&Store{}).Len(), "Len must return 0 on an uninitialized store") +} + +// TestStoreClear exercises the Clear method +func TestStoreClear(t *testing.T) { + assert.NotPanics(t, func() { (*Store)(nil).Clear() }, "Should not panic when called on nil") + s := &Store{} + assert.NotPanics(t, func() { s.Clear() }, "Should not panic when called with no subscription map") + assert.NotNil(t, s.m, "Should create a map when called on an empty Store") + require.NoError(t, s.Add(&Subscription{Channel: CandlesChannel}), "Adding subscription must not error") + require.Len(t, s.m, 1, "Must have a subscription") + s.Clear() + require.Empty(t, s.m, "Map must be empty after clearing") + assert.NotPanics(t, func() { s.Clear() }, "Should not panic when called on an empty map") +} + +// TestStoreDiff exercises the Diff method +func TestStoreDiff(t *testing.T) { + s := NewStore() + assert.NotPanics(t, func() { (*Store)(nil).Diff(List{}) }, "Should not panic when called on nil") + assert.NotPanics(t, func() { (&Store{}).Diff(List{}) }, "Should not panic when called with no subscription map") + subs, unsubs := s.Diff(List{{Channel: TickerChannel}, {Channel: CandlesChannel}, {Channel: OrderbookChannel}}) + assert.Equal(t, 3, len(subs), "Should get the correct number of subs") + assert.Empty(t, unsubs, "Should get no unsubs") + for _, sub := range subs { + require.NoError(t, s.add(sub), "add must not error") + } + assert.NotPanics(t, func() { s.Diff(nil) }, "Should not panic when called with nil list") + + subs, unsubs = s.Diff(List{{Channel: CandlesChannel}}) + assert.Empty(t, subs, "Should get no subs") + assert.Equal(t, 2, len(unsubs), "Should get the correct number of unsubs") + subs, unsubs = s.Diff(List{{Channel: TickerChannel}, {Channel: MyTradesChannel}}) + require.Equal(t, 1, len(subs), "Should get the correct number of subs") + assert.Equal(t, MyTradesChannel, subs[0].Channel, "Should get correct channels in sub") + require.Equal(t, 2, len(unsubs), "Should get the correct number of unsubs") + EqualLists(t, unsubs, List{{Channel: OrderbookChannel}, {Channel: CandlesChannel}}) +} + +func EqualLists(tb testing.TB, a, b List) { + tb.Helper() + // Must not use store.Diff directly + s, err := NewStoreFromList(a) + require.NoError(tb, err, "NewStoreFromList must not error") + missingMap := maps.Clone(s.m) + var added, missing List + for _, sub := range b { + if found := s.get(sub); found != nil { + delete(missingMap, found.Key) + } else { + added = append(added, sub) + } + } + for _, c := range missingMap { + missing = append(missing, c) + } + if len(added) > 0 || len(missing) > 0 { + fail := "Differences:" + if len(added) > 0 { + fail = fail + "\n + " + strings.Join(added.Strings(), "\n + ") + } + if len(missing) > 0 { + fail = fail + "\n - " + strings.Join(missing.Strings(), "\n - ") + } + assert.Fail(tb, fail, "Subscriptions should be equal") + } +} diff --git a/exchanges/subscription/subscription.go b/exchanges/subscription/subscription.go index 874822ba..9e6f560d 100644 --- a/exchanges/subscription/subscription.go +++ b/exchanges/subscription/subscription.go @@ -1,92 +1,163 @@ package subscription import ( - "encoding/json" + "errors" "fmt" + "maps" + "slices" + "sync" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) -// DefaultKey is the fallback key for AddSuccessfulSubscriptions -type DefaultKey struct { - Channel string - Pair currency.Pair - Asset asset.Item -} +// State constants +const ( + InactiveState State = iota + SubscribingState + SubscribedState + ResubscribingState + UnsubscribingState + UnsubscribedState +) + +// Channel constants +const ( + TickerChannel = "ticker" + OrderbookChannel = "orderbook" + CandlesChannel = "candles" + AllOrdersChannel = "allOrders" + AllTradesChannel = "allTrades" + MyTradesChannel = "myTrades" + MyOrdersChannel = "myOrders" +) + +// Public errors +var ( + ErrNotFound = errors.New("subscription not found") + ErrNotSinglePair = errors.New("only single pair subscriptions expected") + ErrInStateAlready = errors.New("subscription already in state") + ErrInvalidState = errors.New("invalid subscription state") + ErrDuplicate = errors.New("duplicate subscription") +) // State tracks the status of a subscription channel type State uint8 -const ( - UnknownState State = iota // UnknownState subscription state is not registered, but doesn't imply Inactive - SubscribingState // SubscribingState means channel is in the process of subscribing - SubscribedState // SubscribedState means the channel has finished a successful and acknowledged subscription - UnsubscribingState // UnsubscribingState means the channel has started to unsubscribe, but not yet confirmed - - TickerChannel = "ticker" // TickerChannel Subscription Type - OrderbookChannel = "orderbook" // OrderbookChannel Subscription Type - CandlesChannel = "candles" // CandlesChannel Subscription Type - AllOrdersChannel = "allOrders" // AllOrdersChannel Subscription Type - AllTradesChannel = "allTrades" // AllTradesChannel Subscription Type - MyTradesChannel = "myTrades" // MyTradesChannel Subscription Type - MyOrdersChannel = "myOrders" // MyOrdersChannel Subscription Type -) - // Subscription container for streaming subscriptions type Subscription struct { - Enabled bool `json:"enabled"` - Key any `json:"-"` - Channel string `json:"channel,omitempty"` - Pair currency.Pair `json:"pair,omitempty"` - Asset asset.Item `json:"asset,omitempty"` - Params map[string]interface{} `json:"params,omitempty"` - State State `json:"-"` - Interval kline.Interval `json:"interval,omitempty"` - Levels int `json:"levels,omitempty"` - Authenticated bool `json:"authenticated,omitempty"` + Enabled bool `json:"enabled"` + Key any `json:"-"` + Channel string `json:"channel,omitempty"` + Pairs currency.Pairs `json:"pairs,omitempty"` + Asset asset.Item `json:"asset,omitempty"` + Params map[string]any `json:"params,omitempty"` + Interval kline.Interval `json:"interval,omitempty"` + Levels int `json:"levels,omitempty"` + Authenticated bool `json:"authenticated,omitempty"` + state State + m sync.RWMutex } -// MarshalJSON generates a JSON representation of a Subscription, specifically for config writing -// The only reason it exists is to avoid having to make Pair a pointer, since that would be generally painful -// If Pair becomes a pointer, this method is redundant and should be removed -func (s *Subscription) MarshalJSON() ([]byte, error) { - // None of the usual type embedding tricks seem to work for not emitting an nil Pair - // The embedded type's Pair always fills the empty value - type MaybePair struct { - Enabled bool `json:"enabled"` - Channel string `json:"channel,omitempty"` - Asset asset.Item `json:"asset,omitempty"` - Params map[string]interface{} `json:"params,omitempty"` - Interval kline.Interval `json:"interval,omitempty"` - Levels int `json:"levels,omitempty"` - Authenticated bool `json:"authenticated,omitempty"` - Pair *currency.Pair `json:"pair,omitempty"` - } - - k := MaybePair{s.Enabled, s.Channel, s.Asset, s.Params, s.Interval, s.Levels, s.Authenticated, nil} - if s.Pair != currency.EMPTYPAIR { - k.Pair = &s.Pair - } - - return json.Marshal(k) -} - -// String implements the Stringer interface for Subscription, giving a human representation of the subscription +// String implements Stringer, and aims to informatively and uniquely identify a subscription for errors and information +// returns a string of the subscription key by delegating to MatchableKey.String() when possible +// If the key is not a MatchableKey then both the key and an ExactKey.String() will be returned; e.g. 1137: spot MyTrades func (s *Subscription) String() string { - return fmt.Sprintf("%s %s %s", s.Channel, s.Asset, s.Pair) + key := s.EnsureKeyed() + s.m.RLock() + defer s.m.RUnlock() + if k, ok := key.(MatchableKey); ok { + return k.String() + } + return fmt.Sprintf("%v: %s", key, ExactKey{s}.String()) } -// EnsureKeyed sets the default key on a channel if it doesn't have one -// Returns key for convenience +// State returns the subscription state +func (s *Subscription) State() State { + s.m.RLock() + defer s.m.RUnlock() + return s.state +} + +// SetState sets the subscription state +// Errors if already in that state or the new state is not valid +func (s *Subscription) SetState(state State) error { + s.m.Lock() + defer s.m.Unlock() + if state == s.state { + return ErrInStateAlready + } + if state > UnsubscribedState { + return ErrInvalidState + } + s.state = state + return nil +} + +// SetKey does what it says on the tin safely for concurrency +func (s *Subscription) SetKey(key any) { + s.m.Lock() + defer s.m.Unlock() + s.Key = key +} + +// EnsureKeyed returns the subscription key +// If no key exists then ExactKey will be used func (s *Subscription) EnsureKeyed() any { - if s.Key == nil { - s.Key = DefaultKey{ - Channel: s.Channel, - Asset: s.Asset, - Pair: s.Pair, - } + // Juggle RLock/WLock to minimize concurrent bottleneck for hottest path + s.m.RLock() + if s.Key != nil { + defer s.m.RUnlock() + return s.Key + } + s.m.RUnlock() + s.m.Lock() + defer s.m.Unlock() + if s.Key == nil { // Ensure race hasn't updated Key whilst we swapped locks + s.Key = &ExactKey{s} } return s.Key } + +// Clone returns a copy of a subscription +// Key is set to nil, because most Key types contain a pointer to the subscription, and because the clone isn't added to the store yet +// Users should allow a default key to be assigned on AddSubscription or can SetKey as necessary +func (s *Subscription) Clone() *Subscription { + s.m.RLock() + c := &Subscription{ + Key: nil, + Enabled: s.Enabled, + Channel: s.Channel, + Asset: s.Asset, + Params: s.Params, + Interval: s.Interval, + Levels: s.Levels, + Authenticated: s.Authenticated, + state: s.state, + Pairs: s.Pairs, + } + s.Pairs = slices.Clone(s.Pairs) + s.Params = maps.Clone(s.Params) + s.m.RUnlock() + return c +} + +// SetPairs does what it says on the tin safely for concurrency +func (s *Subscription) SetPairs(pairs currency.Pairs) { + s.m.Lock() + s.Pairs = pairs + s.m.Unlock() +} + +// AddPairs does what it says on the tin safely for concurrency +func (s *Subscription) AddPairs(pairs ...currency.Pair) { + if len(pairs) == 0 { + return + } + s.m.Lock() + for _, p := range pairs { + s.Pairs = s.Pairs.Add(p) + } + s.m.Unlock() +} diff --git a/exchanges/subscription/subscription_test.go b/exchanges/subscription/subscription_test.go index 4f9a97ab..427e68f6 100644 --- a/exchanges/subscription/subscription_test.go +++ b/exchanges/subscription/subscription_test.go @@ -10,39 +10,80 @@ import ( "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) -// TestEnsureKeyed logic test -func TestEnsureKeyed(t *testing.T) { - t.Parallel() - c := Subscription{ +var ( + btcusdtPair = currency.NewPair(currency.BTC, currency.USDT) + ethusdcPair = currency.NewPair(currency.ETH, currency.USDC) + ltcusdcPair = currency.NewPair(currency.LTC, currency.USDC) +) + +// TestSubscriptionString exercises the String method +func TestSubscriptionString(t *testing.T) { + s := &Subscription{ Channel: "candles", Asset: asset.Spot, - Pair: currency.NewPair(currency.BTC, currency.USDT), - } - k1, ok := c.EnsureKeyed().(DefaultKey) - if assert.True(t, ok, "EnsureKeyed should return a DefaultKey") { - assert.Exactly(t, k1, c.Key, "EnsureKeyed should set the same key") - assert.Equal(t, k1.Channel, c.Channel, "DefaultKey channel should be correct") - assert.Equal(t, k1.Asset, c.Asset, "DefaultKey asset should be correct") - assert.Equal(t, k1.Pair, c.Pair, "DefaultKey currency should be correct") - } - type platypus string - c = Subscription{ - Key: platypus("Gerald"), - Channel: "orderbook", - Asset: asset.Margin, - Pair: currency.NewPair(currency.ETH, currency.USDC), - } - k2, ok := c.EnsureKeyed().(platypus) - if assert.True(t, ok, "EnsureKeyed should return a platypus") { - assert.Exactly(t, k2, c.Key, "EnsureKeyed should set the same key") - assert.EqualValues(t, "Gerald", k2, "key should have the correct value") + Pairs: currency.Pairs{btcusdtPair, ethusdcPair.Format(currency.PairFormat{Delimiter: "/"})}, } + assert.Equal(t, "candles spot BTC/USDT,ETH/USDC", s.String(), "Subscription String should return correct value") } -// TestMarshalling logic test -func TestMarshaling(t *testing.T) { +// TestState exercises the state getter +func TestState(t *testing.T) { t.Parallel() - j, err := json.Marshal(&Subscription{Channel: CandlesChannel}) + s := &Subscription{} + assert.Equal(t, InactiveState, s.State(), "State should return initial state") + s.state = SubscribedState + assert.Equal(t, SubscribedState, s.State(), "State should return correct state") +} + +// TestSetState exercises the state setter +func TestSetState(t *testing.T) { + t.Parallel() + + s := &Subscription{state: UnsubscribedState} + + for i := InactiveState; i <= UnsubscribedState; i++ { + assert.NoErrorf(t, s.SetState(i), "State should not error setting state %s", i) + } + assert.ErrorIs(t, s.SetState(UnsubscribedState), ErrInStateAlready, "SetState should error on same state") + assert.ErrorIs(t, s.SetState(UnsubscribedState+1), ErrInvalidState, "Setting an invalid state should error") +} + +// TestString exercises the Stringer implementation +func TestString(t *testing.T) { + s := &Subscription{ + Channel: "candles", + Asset: asset.Spot, + Pairs: currency.Pairs{btcusdtPair}, + } + _ = s.EnsureKeyed() + assert.Equal(t, "candles spot BTC/USDT", s.String(), "String with a MatchableKey") + s.Key = 42 + assert.Equal(t, "42: candles spot BTC/USDT", s.String(), "String with a MatchableKey") +} + +// TestEnsureKeyed exercises the key getter and ensures it sets a self-pointer key for non +func TestEnsureKeyed(t *testing.T) { + t.Parallel() + s := &Subscription{} + k1, ok := s.EnsureKeyed().(MatchableKey) + if assert.True(t, ok, "EnsureKeyed should return a MatchableKey") { + assert.Same(t, s, k1.GetSubscription(), "Key should point to the same struct") + } + type platypus string + s = &Subscription{ + Key: platypus("Gerald"), + Channel: "orderbook", + } + k2 := s.EnsureKeyed() + assert.IsType(t, platypus(""), k2, "EnsureKeyed should return a platypus") + assert.Equal(t, s.Key, k2, "Key should be the key provided") +} + +// TestSubscriptionMarshalling ensures json Marshalling is clean and concise +// Since there is no UnmarshalJSON, this just exercises the json field tags of Subscription, and regressions in conciseness +func TestSubscriptionMarshaling(t *testing.T) { + t.Parallel() + j, err := json.Marshal(&Subscription{Key: 42, Channel: CandlesChannel}) assert.NoError(t, err, "Marshalling should not error") assert.Equal(t, `{"enabled":false,"channel":"candles"}`, string(j), "Marshalling should be clean and concise") @@ -50,11 +91,46 @@ func TestMarshaling(t *testing.T) { assert.NoError(t, err, "Marshalling should not error") assert.Equal(t, `{"enabled":true,"channel":"orderbook","interval":"5m","levels":4}`, string(j), "Marshalling should be clean and concise") - j, err = json.Marshal(&Subscription{Enabled: true, Channel: OrderbookChannel, Interval: kline.FiveMin, Levels: 4, Pair: currency.NewPair(currency.BTC, currency.USDT)}) + j, err = json.Marshal(&Subscription{Enabled: true, Channel: OrderbookChannel, Interval: kline.FiveMin, Levels: 4, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USDT)}}) assert.NoError(t, err, "Marshalling should not error") - assert.Equal(t, `{"enabled":true,"channel":"orderbook","interval":"5m","levels":4,"pair":"BTCUSDT"}`, string(j), "Marshalling should be clean and concise") + assert.Equal(t, `{"enabled":true,"channel":"orderbook","pairs":"BTCUSDT","interval":"5m","levels":4}`, string(j), "Marshalling should be clean and concise") j, err = json.Marshal(&Subscription{Enabled: true, Channel: MyTradesChannel, Authenticated: true}) assert.NoError(t, err, "Marshalling should not error") assert.Equal(t, `{"enabled":true,"channel":"myTrades","authenticated":true}`, string(j), "Marshalling should be clean and concise") } + +// TestClone exercises Clone +func TestClone(t *testing.T) { + a := &Subscription{ + Channel: TickerChannel, + Interval: kline.OneHour, + Pairs: currency.Pairs{btcusdtPair}, + Params: map[string]any{"a": 42}, + } + a.EnsureKeyed() + b := a.Clone() + assert.IsType(t, new(Subscription), b, "Clone must return a Subscription pointer") + assert.NotSame(t, a, b, "Clone should return a new Subscription") + assert.Nil(t, b.Key, "Clone should have a nil key") + b.Pairs[0] = ethusdcPair + assert.Equal(t, btcusdtPair, a.Pairs[0], "Pairs should be (relatively) deep copied") + b.Params["a"] = 12 + assert.Equal(t, 42, a.Params["a"], "Params should be (relatively) deep copied") + a.m.Lock() + assert.True(t, b.m.TryLock(), "Clone must use a different Mutex") +} + +// TestSetKey exercises SetKey +func TestSetKey(t *testing.T) { + s := &Subscription{} + s.SetKey(14) + assert.Equal(t, 14, s.Key, "SetKey should set a key correctly") +} + +// TestSetPairs exercises SetPairs +func TestSetPairs(t *testing.T) { + s := &Subscription{} + s.SetPairs(currency.Pairs{btcusdtPair}) + assert.Equal(t, "BTCUSDT", s.Pairs.Join(), "SetPairs should set a key correctly") +} diff --git a/gctrpc/rpc.pb.go b/gctrpc/rpc.pb.go index ec950d26..d634a42d 100644 --- a/gctrpc/rpc.pb.go +++ b/gctrpc/rpc.pb.go @@ -1,6 +1,6 @@ // Code generated by protoc-gen-go. DO NOT EDIT. // versions: -// protoc-gen-go v1.33.0 +// protoc-gen-go v1.34.1 // protoc (unknown) // source: rpc.proto @@ -8894,7 +8894,7 @@ type WebsocketSubscription struct { unknownFields protoimpl.UnknownFields Channel string `protobuf:"bytes,1,opt,name=channel,proto3" json:"channel,omitempty"` - Pair string `protobuf:"bytes,2,opt,name=pair,proto3" json:"pair,omitempty"` + Pairs string `protobuf:"bytes,2,opt,name=pairs,proto3" json:"pairs,omitempty"` Asset string `protobuf:"bytes,3,opt,name=asset,proto3" json:"asset,omitempty"` Params string `protobuf:"bytes,4,opt,name=params,proto3" json:"params,omitempty"` } @@ -8938,9 +8938,9 @@ func (x *WebsocketSubscription) GetChannel() string { return "" } -func (x *WebsocketSubscription) GetPair() string { +func (x *WebsocketSubscription) GetPairs() string { if x != nil { - return x.Pair + return x.Pairs } return "" } @@ -16908,674 +16908,691 @@ var file_rpc_proto_rawDesc = []byte{ 0x47, 0x65, 0x74, 0x53, 0x75, 0x62, 0x73, 0x63, 0x72, 0x69, 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--- a/gctrpc/rpc.swagger.json +++ b/gctrpc/rpc.swagger.json @@ -7642,7 +7642,7 @@ "channel": { "type": "string" }, - "pair": { + "pairs": { "type": "string" }, "asset": { diff --git a/internal/testing/exchange/exchange.go b/internal/testing/exchange/exchange.go index 997b0d33..85de1fea 100644 --- a/internal/testing/exchange/exchange.go +++ b/internal/testing/exchange/exchange.go @@ -117,10 +117,10 @@ func MockWsInstance[T any, PT interface { require.NoErrorf(tb, err, "SetWebsocketURL should not error for auth: %v", auth) } - // Disable default subscriptions; Would disrupt unit tests - b.Features.Subscriptions = []*subscription.Subscription{} + // For testing we never want to use the default subscriptions; Tests of GenerateSubscriptions should be exercising it directly + b.Features.Subscriptions = subscription.List{} // Exchanges which don't support subscription conf; Can be removed when all exchanges support sub conf - b.Websocket.GenerateSubs = func() ([]subscription.Subscription, error) { return []subscription.Subscription{}, nil } + b.Websocket.GenerateSubs = func() (subscription.List, error) { return subscription.List{}, nil } err = b.Websocket.Connect() require.NoError(tb, err, "Connect should not error") @@ -191,13 +191,20 @@ func SetupWs(tb testing.TB, e exchange.IBotExchange) { } b := e.GetBase() - if !b.Websocket.IsEnabled() { + w, err := b.GetWebsocket() + if err != nil || !b.Websocket.IsEnabled() { tb.Skip("Websocket not enabled") } - if b.Websocket.IsConnected() { + if w.IsConnected() { return } - err := b.Websocket.Connect() + + // For testing we never want to use the default subscriptions; Tests of GenerateSubscriptions should be exercising it directly + b.Features.Subscriptions = subscription.List{} + // Exchanges which don't support subscription conf; Can be removed when all exchanges support sub conf + w.GenerateSubs = func() (subscription.List, error) { return subscription.List{}, nil } + + err = w.Connect() require.NoError(tb, err, "WsConnect should not error") setupWsOnce[e] = true diff --git a/internal/testing/subscriptions/subscriptions.go b/internal/testing/subscriptions/subscriptions.go new file mode 100644 index 00000000..9e119286 --- /dev/null +++ b/internal/testing/subscriptions/subscriptions.go @@ -0,0 +1,29 @@ +package subscriptionstest + +import ( + "strings" + "testing" + + "github.com/stretchr/testify/assert" + "github.com/stretchr/testify/require" + "github.com/thrasher-corp/gocryptotrader/exchanges/subscription" +) + +// Equal is a utility function to compare subscription lists and show a pretty failure message +// It overcomes the verbose depth of assert.ElementsMatch spewConfig +func Equal(tb testing.TB, a, b subscription.List) { + tb.Helper() + s, err := subscription.NewStoreFromList(a) + require.NoError(tb, err, "NewStoreFromList must not error") + added, missing := s.Diff(b) + if len(added) > 0 || len(missing) > 0 { + fail := "Differences:" + if len(added) > 0 { + fail = fail + "\n + " + strings.Join(added.Strings(), "\n + ") + } + if len(missing) > 0 { + fail = fail + "\n - " + strings.Join(missing.Strings(), "\n - ") + } + assert.Fail(tb, fail, "Subscriptions should be equal") + } +}