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btcmarkets: Add websocket orderbook checksum validation (#900)

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* btcmarkets: add websocket checksum, fetch different book via REST

* Update exchanges/btcmarkets/btcmarkets_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* buffer: add explicit type for buffer related variables and comments, do all checks buffer side and load in setup as per glorious recom.

* buffer: fix tests add error

* buffer: test re-add code cov

* depth/stream/ws: fix tests, change field name to be more specific.

* buffer: rm unused field and small comment fixes

* btcm: remove redundant field

* glorious: nits

* buffer: fix commenting

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2022-03-21 16:19:58 +11:00
committed by GitHub
parent 09fa2f236a
commit 1669f1c626
20 changed files with 356 additions and 118 deletions
Download Patch File Download Diff File Expand all files Collapse all files

48
exchanges/stream/buffer/buffer_test.go
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@@ -392,6 +392,8 @@ func TestOutOfOrderIDs(t *testing.T) {
}
}
var errTest = errors.New("test error")
func TestOrderbookLastUpdateID(t *testing.T) {
holder, _, _, err := createSnapshot()
if err != nil {
@@ -402,6 +404,21 @@ func TestOrderbookLastUpdateID(t *testing.T) {
exp, itemArray[1][0].Price)
}
holder.checksum = func(state *orderbook.Base, checksum uint32) error { return errTest }
err = holder.Update(&Update{
Asks: []orderbook.Item{{Price: 999999}},
Pair: cp,
UpdateID: -1,
Asset: asset.Spot,
})
if !errors.Is(err, errTest) {
t.Fatalf("received: %v but expected: %v", err, errTest)
}
holder.checksum = func(state *orderbook.Base, checksum uint32) error { return nil }
holder.updateIDProgression = true
for i := range itemArray {
asks := itemArray[i]
err = holder.Update(&Update{
@@ -415,6 +432,18 @@ func TestOrderbookLastUpdateID(t *testing.T) {
}
}
// out of order
holder.verbose = true
err = holder.Update(&Update{
Asks: []orderbook.Item{{Price: 999999}},
Pair: cp,
UpdateID: 1,
Asset: asset.Spot,
})
if err != nil {
t.Fatal(err)
}
ob, err := holder.GetOrderbook(cp, asset.Spot)
if err != nil {
t.Fatal(err)
@@ -715,19 +744,25 @@ func TestGetOrderbook(t *testing.T) {
func TestSetup(t *testing.T) {
t.Parallel()
w := Orderbook{}
err := w.Setup(nil, false, false, false, nil)
err := w.Setup(nil, nil, nil)
if !errors.Is(err, errExchangeConfigNil) {
t.Fatalf("expected error %v but received %v", errExchangeConfigNil, err)
}
exchangeConfig := &config.Exchange{}
err = w.Setup(exchangeConfig, false, false, false, nil)
err = w.Setup(exchangeConfig, nil, nil)
if !errors.Is(err, errBufferConfigNil) {
t.Fatalf("expected error %v but received %v", errBufferConfigNil, err)
}
bufferConf := &Config{}
err = w.Setup(exchangeConfig, bufferConf, nil)
if !errors.Is(err, errUnsetDataHandler) {
t.Fatalf("expected error %v but received %v", errUnsetDataHandler, err)
}
exchangeConfig.Orderbook.WebsocketBufferEnabled = true
err = w.Setup(exchangeConfig, false, false, false, make(chan interface{}))
err = w.Setup(exchangeConfig, bufferConf, make(chan interface{}))
if !errors.Is(err, errIssueBufferEnabledButNoLimit) {
t.Fatalf("expected error %v but received %v", errIssueBufferEnabledButNoLimit, err)
}
@@ -735,7 +770,10 @@ func TestSetup(t *testing.T) {
exchangeConfig.Orderbook.WebsocketBufferLimit = 1337
exchangeConfig.Orderbook.WebsocketBufferEnabled = true
exchangeConfig.Name = "test"
err = w.Setup(exchangeConfig, true, true, true, make(chan interface{}))
bufferConf.SortBuffer = true
bufferConf.SortBufferByUpdateIDs = true
bufferConf.UpdateEntriesByID = true
err = w.Setup(exchangeConfig, bufferConf, make(chan interface{}))
if err != nil {
t.Fatal(err)
}
@@ -1010,7 +1048,7 @@ func TestUpdateByIDAndAction(t *testing.T) {
func TestFlushOrderbook(t *testing.T) {
t.Parallel()
w := &Orderbook{}
err := w.Setup(&config.Exchange{Name: "test"}, false, false, false, make(chan interface{}, 2))
err := w.Setup(&config.Exchange{Name: "test"}, &Config{}, make(chan interface{}, 2))
if err != nil {
t.Fatal(err)
}