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subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support

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* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
This commit is contained in:
Gareth Kirwan
2024-06-07 08:54:08 +07:00
committed by GitHub
parent afb6f75d88
commit 1199f38546
75 changed files with 4551 additions and 3891 deletions
Download Patch File Download Diff File Expand all files Collapse all files

46
docs/ADD_NEW_EXCHANGE.md
View File

@@ -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