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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
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4
internal/testing/exchange/exchange.go
View File

@@ -89,7 +89,7 @@ func MockHTTPInstance(e exchange.IBotExchange) error {
var upgrader = websocket.Upgrader{}
// WsMockFunc is a websocket handler to be called with each websocket message
type WsMockFunc func([]byte, *websocket.Conn) error
type WsMockFunc func(testing.TB, []byte, *websocket.Conn) error
// MockWsInstance creates a new Exchange instance with a mock websocket instance and HTTP server
// It accepts an exchange package type argument and a http.HandlerFunc
@@ -150,7 +150,7 @@ func WsMockUpgrader(tb testing.TB, w http.ResponseWriter, r *http.Request, wsHan
}
require.NoError(tb, err, "ReadMessage should not error")
err = wsHandler(p, c)
err = wsHandler(tb, p, c)
assert.NoError(tb, err, "WS Mock Function should not error")
}
}

2
internal/testing/exchange/exchange_test.go
View File

@@ -30,6 +30,6 @@ func TestMockHTTPInstance(t *testing.T) {
// TestMockWsInstance exercises MockWsInstance
func TestMockWsInstance(t *testing.T) {
b := MockWsInstance[binance.Binance](t, CurryWsMockUpgrader(t, func(_ []byte, _ *websocket.Conn) error { return nil }))
b := MockWsInstance[binance.Binance](t, CurryWsMockUpgrader(t, func(_ testing.TB, _ []byte, _ *websocket.Conn) error { return nil }))
require.NotNil(t, b, "MockWsInstance must not be nil")
}