bybit: Add websocket trading functionality across all assets (#1672)

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* fix ID bug, why I do this, I don't know.

* glorious: panix

* linter: things

* whoops

* dont need to make consecutive Unix() calls

* websocket: fix potential panic on error and no responses and adding waitForResponses

* bybit: enable multiconnection handling across websocket endpoints

* rm debug lines

* bybit: Add websocket trading functionality across all assets

* rm json parser and handle in json package instead

* in favour of json package unmarshalling

* Add bool ConnectionDoesNotRequireSubscriptions so that we don't need to handle dummy sub

* handle pong response

* spelling

* linter: fix

* fix processing issues with tickers

* fix processing issues with tickers

* linter: fix

* linter: fix again

* * change field name OutboundRequestSignature to WrapperDefinedConnectionSignature for agnostic inbound and outbound connections.
* change method name GetOutboundConnection to GetConnection for agnostic inbound and outbound connections.
* drop outbound field map for improved performance just using a range and field check (less complex as well)
* change field name connections to connectionToWrapper for better clarity

* spells and magic and wands

* merge: fixup

* linter: fix

* spelling: fix

* glorious: nits

* comparable check for signature

* mv err var

* rm comment as it does not

* update time fields for orderbook latency

* fix time conversion

* Add func MatchReturnResponses

* glorious: nits and stuff

* lint: fix

* attempt to fix race

* linter: fix

* fix tests

* types/time: strict usage of time type for usage with unix timestamps

* fix tests etc

* Allow match back with order details

* Add time in force values for different order types + extra return information on websocket trading

* glorious: nits

* gk: nits; engine log cleanup

* gk: nits; OCD

* gk: nits; move function change file names

* gk: nits; 🚀

* gk: nits; convert variadic function and message inspection to interface and include a specific function for that handling so as to not need nil on every call

* gk: nits; continued

* gk: engine nits; rm loaded exchange

* gk: nits; drop WebsocketLoginResponse

* stream: Add match method EnsureMatchWithData

* gk: nits; rn Inspect to IsFinal

* gk: nits; rn to MessageFilter

* linter: fix

* gateio: update rate limit definitions (cherry-pick)

* Add test and missing

* Shared REST rate limit definitions with Websocket service, set lookup item to nil for systems that do not require rate limiting; add glorious nit

* integrate rate limits for websocket trading spot

* bybit: split public and private processing to dedicated handler add supporting function and tests

* use correct handler for private inbound connection

* bybit/websocket: allow a shared ID between outbound payloads for inbound matching

* conform to match upstream changes

* standardise names to upstream style

* fix wrapper standards test when sending a auth request through a websocket connection

* whoops

* Update exchanges/gateio/gateio_types.go

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

* glorious: nits

* linter: fix

* linter: overload

* whoops

* spelling fixes on recent merge

* glorious: nits

* linter: fix?

* glorious: nits

* gk: assert errors touched

* gk: unexport derive functions

* gk: nitssssssss

* fix test

* gk: nitters v1

* gk: http status

* gk/nits: Add getAssetFromFuturesPair

* gk: nits single response when submitting

* gk: new pair with delimiter in tests

* gk: param update slice to slice of pointers

* gk: add asset type in params, includes t.Context() for tests

* linter: fix

* linter: fix

* fix merge whoopsie

* glorious: nits

* gk: nit

* linter: fix

* glorious: nits

* linter/misc: fix and remove meows

* linter: fix

* misc/linter: fix

* change function names

* okx: update requestID gen func without func wrapping

* RM: functions not needed

* Update docs/ADD_NEW_EXCHANGE.md

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nitsssssss

* linter: fix

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_test.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nit words

* cranktakular: nits

* websocket: skip connections with subscriptions not required during channel flush

* websocket: simplify error handling in FlushChannels using if short

* linter: fix

* cranktakular: nits and expand coverage

* linter: fix?

* misc fix

* cranktakular: missing nit which I thumbed up but did not do. Sillllllly billlyyyy nilllyyy

* fix comments

* bybit: fix merge regression on websocket message filter

* cranktakular: nits

* bybit: Add global rate limits for websocket

* ai: nits

* linter: fix

* cranktakular: purge DCP ref/handling and add another TODO

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: nits

* fix test

* fix alignment issue and rm println

* Update exchanges/bybit/bybit_websocket.go

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

* Update exchanges/bybit/bybit_websocket.go

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

* glorious: fix

* Update exchanges/bybit/bybit_websocket.go

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

* bybit: use connection method for segregated match on multi-connection

* cleanup after master merge

* fix test and config whoops

* cranktakular: nits

* exchange: add missing tests for base method websocket order funcs

* cranktakular: nits and refresh + tests

* cranktakular: pedantic nits

* linter: fixes

* t.Parallel tests

* glorious nit

* Update exchange/websocket/connection.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* boss king: nits

* canktakular: nits

* Update exchanges/bybit/bybit_websocket.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* Update exchanges/bybit/bybit_websocket_requests.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* gk: nits

* linter: fix

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* Update exchanges/bybit/bybit.go

Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

* bossking: nits

* gk: much nicer design

* gk: revised naming for consideration

* gk: nits

* gk: nits restrict in configtest.json and not worry about many pairs enabled

* rm log

* linter: fix

* codex: nit

* cranktakular: nits

* Update exchanges/bybit/bybit_websocket_requests.go

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

* Update exchanges/bybit/bybit_websocket_requests.go

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

* Update exchanges/bybit/bybit_wrapper.go

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

* glorious: nits!

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Samuael A. <39623015+samuael@users.noreply.github.com>

exchanges/order/order_test.go

@@ -240,9 +240,9 @@ func TestSubmitValidate(t *testing.T) {
 		t.Run(strconv.Itoa(x), func(t *testing.T) {
 			t.Parallel()
 			requirements := protocol.TradingRequirements{
-				SpotMarketOrderAmountPurchaseQuotationOnly: tc.HasToPurchaseWithQuoteAmountSet,
-				SpotMarketOrderAmountSellBaseOnly:          tc.HasToSellWithBaseAmountSet,
-				ClientOrderID:                              tc.RequiresID,
+				SpotMarketBuyQuotation: tc.HasToPurchaseWithQuoteAmountSet,
+				SpotMarketSellBase:     tc.HasToSellWithBaseAmountSet,
+				ClientOrderID:          tc.RequiresID,
 			}
 			err := tc.Submit.Validate(requirements, tc.ValidOpts)
 			assert.ErrorIs(t, err, tc.ExpectedErr)
@@ -1693,14 +1693,14 @@ func TestGetTradeAmount(t *testing.T) {
 	s = &Submit{Amount: baseAmount, QuoteAmount: quoteAmount}
 	// below will default to base amount with nothing set
 	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{}))
-	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true}))
+	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketBuyQuotation: true}))
 	s.AssetType = asset.Spot
 	s.Type = Market
 	s.Side = Buy
-	require.Equal(t, quoteAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountPurchaseQuotationOnly: true}))
-	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true}))
+	require.Equal(t, quoteAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketBuyQuotation: true}))
+	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketSellBase: true}))
 	s.Side = Sell
-	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketOrderAmountSellBaseOnly: true}))
+	require.Equal(t, baseAmount, s.GetTradeAmount(protocol.TradingRequirements{SpotMarketSellBase: true}))
 }
 
 func TestStringToTrackingMode(t *testing.T) {

exchanges/order/orders.go

@@ -110,11 +110,11 @@ func (s *Submit) Validate(requirements protocol.TradingRequirements, opt ...vali
 		return fmt.Errorf("submit validation error %w, client order ID must be set to satisfy submission requirements", ErrClientOrderIDMustBeSet)
 	}
 
-	if requirements.SpotMarketOrderAmountPurchaseQuotationOnly && s.QuoteAmount == 0 && s.Type == Market && s.AssetType == asset.Spot && s.Side.IsLong() {
+	if requirements.SpotMarketBuyQuotation && s.QuoteAmount == 0 && s.Type == Market && s.AssetType == asset.Spot && s.Side.IsLong() {
 		return fmt.Errorf("submit validation error %w, quote amount to be sold must be set to 'QuoteAmount' field to satisfy trading requirements", ErrAmountMustBeSet)
 	}
 
-	if requirements.SpotMarketOrderAmountSellBaseOnly && s.Amount == 0 && s.Type == Market && s.AssetType == asset.Spot && s.Side.IsShort() {
+	if requirements.SpotMarketSellBase && s.Amount == 0 && s.Type == Market && s.AssetType == asset.Spot && s.Side.IsShort() {
 		return fmt.Errorf("submit validation error %w, base amount being sold must be set to 'Amount' field to satisfy trading requirements", ErrAmountMustBeSet)
 	}
 
@@ -137,9 +137,9 @@ func (s *Submit) GetTradeAmount(tr protocol.TradingRequirements) float64 {
 		return 0
 	}
 	switch {
-	case tr.SpotMarketOrderAmountPurchaseQuotationOnly && s.AssetType == asset.Spot && s.Type == Market && s.Side.IsLong():
+	case tr.SpotMarketBuyQuotation && s.AssetType == asset.Spot && s.Type == Market && s.Side.IsLong():
 		return s.QuoteAmount
-	case tr.SpotMarketOrderAmountSellBaseOnly && s.AssetType == asset.Spot && s.Type == Market && s.Side.IsShort():
+	case tr.SpotMarketSellBase && s.AssetType == asset.Spot && s.Type == Market && s.Side.IsShort():
 		return s.Amount
 	}
 	return s.Amount