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https://github.com/d0zingcat/gocryptotrader.git
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Deribit: Add subscription configuration (#1636)
* Kline: Fix Raw Short, Marshal and Unmarshal * Deribit: Rename GenerateDefaultSubs * Deribit: Remove custom GetDefaultConfig Moved to exchange base by #1472 * Deribit: Straight Rename of eps to endpoints Since I had to ask what this abbreviation meant, I think we should abandon it * Deribit: Add Subscription configuration * Deribit: Fix race on Setup with optionsRegex Calling Setup twice would race on the assignment to this package var. There was an option to just move the assignment to the package var declaration, but this change improves the performance and allocations: ``` BenchmarkOptionPairToString-8 1000000 1239 ns/op 485 B/op 10 allocs/op BenchmarkOptionPairToString2-8 3473804 656.2 ns/op 348 B/op 7 allocs/op ``` I've also removed the t.Run because even success the -v output from tests would be very noisy, and I don't think we were getting any benefit from it at all: ``` === RUN TestOptionPairToString === PAUSE TestOptionPairToString === CONT TestOptionPairToString === RUN TestOptionPairToString/BTC-30MAY24-61000-C === PAUSE TestOptionPairToString/BTC-30MAY24-61000-C === RUN TestOptionPairToString/ETH-1JUN24-3200-P === PAUSE TestOptionPairToString/ETH-1JUN24-3200-P === RUN TestOptionPairToString/SOL_USDC-31MAY24-162-P === PAUSE TestOptionPairToString/SOL_USDC-31MAY24-162-P === RUN TestOptionPairToString/MATIC_USDC-6APR24-0d98-P === PAUSE TestOptionPairToString/MATIC_USDC-6APR24-0d98-P === CONT TestOptionPairToString/BTC-30MAY24-61000-C === CONT TestOptionPairToString/SOL_USDC-31MAY24-162-P === CONT TestOptionPairToString/ETH-1JUN24-3200-P === CONT TestOptionPairToString/MATIC_USDC-6APR24-0d98-P --- PASS: TestOptionPairToString (0.00s) --- PASS: TestOptionPairToString/BTC-30MAY24-61000-C (0.00s) --- PASS: TestOptionPairToString/ETH-1JUN24-3200-P (0.00s) --- PASS: TestOptionPairToString/SOL_USDC-31MAY24-162-P (0.00s) --- PASS: TestOptionPairToString/MATIC_USDC-6APR24-0d98-P (0.00s) ``` ( And that got worse with me adding more tests )
This commit is contained in:
Gareth Kirwan
GitHub
@@ -25,9 +25,11 @@ import (
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
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testsubs "github.com/thrasher-corp/gocryptotrader/internal/testing/subscriptions"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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@@ -3266,11 +3268,82 @@ func setupWs() {
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}
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}
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func TestGenerateDefaultSubscriptions(t *testing.T) {
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func TestGenerateSubscriptions(t *testing.T) {
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t.Parallel()
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result, err := d.GenerateDefaultSubscriptions()
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d := new(Deribit) //nolint:govet // Intentional lexical scope shadow
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require.NoError(t, testexch.Setup(d), "Test instance Setup must not error")
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d.Websocket.SetCanUseAuthenticatedEndpoints(true)
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subs, err := d.generateSubscriptions()
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require.NoError(t, err)
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assert.NotNil(t, result)
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exp := subscription.List{}
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for _, s := range d.Features.Subscriptions {
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for _, a := range d.GetAssetTypes(true) {
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if !d.IsAssetWebsocketSupported(a) {
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continue
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}
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pairs, err := d.GetEnabledPairs(a)
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require.NoErrorf(t, err, "GetEnabledPairs %s must not error", a)
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s := s.Clone() //nolint:govet // Intentional lexical scope shadow
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s.Asset = a
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if isSymbolChannel(s) {
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for i, p := range pairs {
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s := s.Clone() //nolint:govet // Intentional lexical scope shadow
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s.QualifiedChannel = channelName(s) + "." + p.String()
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if s.Interval != 0 {
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s.QualifiedChannel += "." + channelInterval(s)
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}
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s.Pairs = pairs[i : i+1]
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exp = append(exp, s)
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}
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} else {
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s.Pairs = pairs
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s.QualifiedChannel = channelName(s)
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exp = append(exp, s)
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}
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}
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}
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testsubs.EqualLists(t, exp, subs)
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}
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func TestChannelInterval(t *testing.T) {
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t.Parallel()
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for _, i := range []int64{1, 3, 5, 10, 15, 30, 60, 120, 180, 360, 720} {
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a := channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.Interval(i * int64(time.Minute))})
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assert.Equal(t, strconv.Itoa(int(i)), a)
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}
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a := channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.OneDay})
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assert.Equal(t, "1D", a)
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assert.Panics(t, func() {
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channelInterval(&subscription.Subscription{Channel: subscription.CandlesChannel, Interval: kline.OneMonth})
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})
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a = channelInterval(&subscription.Subscription{Channel: subscription.OrderbookChannel, Interval: kline.ThousandMilliseconds})
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assert.Equal(t, "agg2", a, "1 second should expand to agg2")
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a = channelInterval(&subscription.Subscription{Channel: subscription.OrderbookChannel, Interval: kline.HundredMilliseconds})
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assert.Equal(t, "100ms", a, "100ms should expand correctly")
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a = channelInterval(&subscription.Subscription{Channel: subscription.OrderbookChannel, Interval: kline.Raw})
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assert.Equal(t, "raw", a, "raw should expand correctly")
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assert.Panics(t, func() {
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channelInterval(&subscription.Subscription{Channel: subscription.OrderbookChannel, Interval: kline.OneMonth})
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})
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a = channelInterval(&subscription.Subscription{Channel: userAccessLogChannel})
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assert.Empty(t, a, "Anything else should return empty")
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}
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func TestChannelName(t *testing.T) {
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t.Parallel()
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assert.Equal(t, tickerChannel, channelName(&subscription.Subscription{Channel: subscription.TickerChannel}))
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assert.Equal(t, userLockChannel, channelName(&subscription.Subscription{Channel: userLockChannel}))
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assert.Panics(t, func() { channelName(&subscription.Subscription{Channel: "wibble"}) }, "Unknown channels should panic")
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}
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func TestFetchTicker(t *testing.T) {
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@@ -3681,18 +3754,15 @@ func TestFormatFuturesTradablePair(t *testing.T) {
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func TestOptionPairToString(t *testing.T) {
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t.Parallel()
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optionsList := map[currency.Pair]string{
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for pair, exp := range map[currency.Pair]string{
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{Delimiter: currency.DashDelimiter, Base: currency.BTC, Quote: currency.NewCode("30MAY24-61000-C")}: "BTC-30MAY24-61000-C",
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{Delimiter: currency.DashDelimiter, Base: currency.ETH, Quote: currency.NewCode("1JUN24-3200-P")}: "ETH-1JUN24-3200-P",
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{Delimiter: currency.DashDelimiter, Base: currency.SOL, Quote: currency.NewCode("USDC-31MAY24-162-P")}: "SOL_USDC-31MAY24-162-P",
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{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-6APR24-0d98-P")}: "MATIC_USDC-6APR24-0d98-P",
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}
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for pair, instrumentID := range optionsList {
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t.Run(instrumentID, func(t *testing.T) {
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t.Parallel()
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instrument := d.optionPairToString(pair)
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require.Equal(t, instrumentID, instrument)
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})
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{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-8JUN24-0D99-P")}: "MATIC_USDC-8JUN24-0d99-P",
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{Delimiter: currency.DashDelimiter, Base: currency.MATIC, Quote: currency.NewCode("USDC-6DEC29-0D87-C")}: "MATIC_USDC-6DEC29-0d87-C",
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} {
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assert.Equal(t, exp, d.optionPairToString(pair), "optionPairToString should return correctly")
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}
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}
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