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Kraken: Subscription improvements (#1587)

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* Convert: Fix TimeFromUnixTimestampDecimal using local

All parsed times should be in UTC

* Subscriptions: Add IgnoringAssetsKey

* Tests: Pass tb to curried WS handlers

* Websocket: Make ErrNoMessageListener a public error

* Kraken: Fix URLMap ignored for websocket URLs

* Kraken: Move SeedAssets from Setup to Bootstrap

Having SeedAssets in Setup is cruel and unusual because it calls the
API. Most other interactive data seeding happens in Bootstrap.

This made it so that fixing and creating unit tests for Kraken was
painfully slow, particularly on flaky internet.

* Kraken: Remove convert test

Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal

* Kraken: Test config upgrades

* Kraken: Sub Channel improvements

* Use Websocket subscriptionChannels instead of local slice
* Remove ChannelID - Deprecated in docs
* Simplify ping handlers and hardcodes message
* Add Depth as configurable orderbook channel param
* Simplify auth/non-auth channel updates
* Add configurable Book depth
* Add configurable Candle timeframes

Kraken: Simplify all WS handlers with reqId

* Kraken: Subscription templating

* Generate N+ subs for pairs
If we generate one sub for all pairs, but then fan it out in the
responses, we end up with a mis-match between the sub store and
GenerateSubs, and when we do FlushChannels it will try to resub
everything again.

* Kraken: Rename channelName var throughout

Avoid shadowing func of same name

* Kraken: Add TestEnforceStandardChannelNames

* Websocket: Fix Resubscribe erroring Duplicate
This commit is contained in:
Gareth Kirwan
2024-10-08 00:34:10 +01:00
committed by GitHub
parent f110920d73
commit 33e82c170f
21 changed files with 1359 additions and 1776 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
common/convert/convert.go
View File

@@ -58,11 +58,10 @@ func TimeFromUnixTimestampFloat(raw interface{}) (time.Time, error) {
return time.UnixMilli(int64(ts)), nil
}
// TimeFromUnixTimestampDecimal converts a unix timestamp in decimal form to
// a time.Time
// TimeFromUnixTimestampDecimal converts a unix timestamp in decimal form to a time.Time in UTC
func TimeFromUnixTimestampDecimal(input float64) time.Time {
i, f := math.Modf(input)
return time.Unix(int64(i), int64(f*(1e9)))
return time.Unix(int64(i), int64(f*(1e9))).UTC()
}
// UnixTimestampToTime returns time.time

24
common/convert/convert_test.go
View File

@@ -6,6 +6,7 @@ import (
"time"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/assert"
)
func TestFloatFromString(t *testing.T) {
@@ -97,18 +98,17 @@ func TestTimeFromUnixTimestampFloat(t *testing.T) {
}
func TestTimeFromUnixTimestampDecimal(t *testing.T) {
r := TimeFromUnixTimestampDecimal(1590633982.5714)
if r.Year() != 2020 ||
r.Month().String() != "May" ||
r.Day() != 28 {
t.Error("unexpected result")
}
r = TimeFromUnixTimestampDecimal(1560516023.070651)
if r.Year() != 2019 ||
r.Month().String() != "June" ||
r.Day() != 14 {
t.Error("unexpected result")
for in, exp := range map[float64]time.Time{
1590633982.5714: time.Date(2020, 5, 28, 2, 46, 22, 571400000, time.UTC),
1560516023.070651: time.Date(2019, 6, 14, 12, 40, 23, 70651000, time.UTC),
// Examples from Kraken
1373750306.9819: time.Date(2013, 7, 13, 21, 18, 26, 981900000, time.UTC),
1534614098.345543: time.Date(2018, 8, 18, 17, 41, 38, 345543000, time.UTC),
} {
got := TimeFromUnixTimestampDecimal(in)
z, _ := got.Zone()
assert.Equal(t, "UTC", z, "TimeFromUnixTimestampDecimal should return a UTC time")
assert.WithinRangef(t, got, exp.Add(-time.Microsecond), exp.Add(time.Microsecond), "TimeFromUnixTimestampDecimal(%f) should parse a unix timestamp correctly", in)
}
}