stream: force subscription store check as stop gap for wrapper side implementation (#1717)

* Add check for subscription store insertion and validation with tests

* bybit: fix subscriptions

* deribit: fix subscriptions

* linter: fix

* glorious/nits: add test for updateChannelSubscriptions RM GetChannelDifference method as its only used locally and Diff method can be accessed directly

* glorious/nits: add to store in the loop; add correct formatting to template for edge case perps with settlement

* spelling: fix

* glorious/nit: silly billy

* gk: nits

* gk/nits: split PartitionByPresence into Contained and Missing

* gk/nits: formatPerpetualPairWithSettlement -> formatChannelPair

* stream/websocket: stop full websocket disconnect on Connect when encountering subscription specific error paths

* stream/websocket: rm nil assignment

* glorious: nits

* gk: niterinos

* Update exchanges/stream/websocket_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/stream/websocket_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* Update exchanges/stream/websocket_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

exchanges/subscription/store.go

@@ -206,3 +206,33 @@ func (s *Store) Len() int {
 	defer s.mu.RUnlock()
 	return len(s.m)
 }
+
+// Contained returns a list of subscriptions in `compare` that are already in the store.
+func (s *Store) Contained(compare List) (matched List) {
+	if s == nil || s.m == nil {
+		return nil
+	}
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	for _, sub := range compare {
+		if found := s.get(sub); found != nil {
+			matched = append(matched, found)
+		}
+	}
+	return matched
+}
+
+// Missing returns a list of subscriptions in `compare` that are not in the store.
+func (s *Store) Missing(compare List) (missing List) {
+	if s == nil || s.m == nil {
+		return compare // All are missing
+	}
+	s.mu.RLock()
+	defer s.mu.RUnlock()
+	for _, sub := range compare {
+		if found := s.get(sub); found == nil {
+			missing = append(missing, sub)
+		}
+	}
+	return missing
+}

exchanges/subscription/store_test.go

@@ -204,3 +204,56 @@ func EqualLists(tb testing.TB, a, b List) {
 		assert.Fail(tb, fail, "Subscriptions should be equal")
 	}
 }
+
+func TestContained(t *testing.T) {
+	t.Parallel()
+
+	var s *Store
+	matched := s.Contained(nil)
+	assert.Nil(t, matched)
+
+	matched = s.Contained(List{{Channel: TickerChannel}})
+	assert.Nil(t, matched)
+
+	s = NewStore()
+	matched = s.Contained(nil)
+	assert.Nil(t, matched)
+
+	matched = s.Contained(List{})
+	assert.Nil(t, matched)
+
+	matched = s.Contained(List{{Channel: TickerChannel}})
+	assert.Nil(t, matched)
+
+	require.NoError(t, s.add(&Subscription{Channel: TickerChannel}))
+
+	matched = s.Contained(List{{Channel: TickerChannel}})
+	assert.Len(t, matched, 1)
+}
+
+func TestMissing(t *testing.T) {
+	t.Parallel()
+
+	var s *Store
+
+	unmatched := s.Missing(nil)
+	assert.Nil(t, unmatched)
+
+	unmatched = s.Missing(List{{Channel: TickerChannel}})
+	assert.Len(t, unmatched, 1)
+
+	s = NewStore()
+	unmatched = s.Missing(nil)
+	assert.Nil(t, unmatched)
+
+	unmatched = s.Missing(List{})
+	assert.Nil(t, unmatched)
+
+	unmatched = s.Missing(List{{Channel: TickerChannel}})
+	assert.Len(t, unmatched, 1)
+
+	require.NoError(t, s.add(&Subscription{Channel: TickerChannel}))
+
+	unmatched = s.Missing(List{{Channel: TickerChannel}})
+	assert.Nil(t, unmatched)
+}