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CoinbasePRO: Fix websocket subscription errors (#1421)

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* productids go on individual subs now

* unsubscribe too, support "last_match"
This commit is contained in:
Scott
2024-01-16 15:48:28 +11:00
committed by GitHub
parent e93a9f72c3
commit 59916a7869
1 changed files with 26 additions and 18 deletions
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44
exchanges/coinbasepro/coinbasepro_websocket.go
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@@ -200,7 +200,7 @@ func (c *CoinbasePro) wsHandleData(respRaw []byte) error {
Pair: p,
}
}
case "match":
case "match", "last_match":
var wsOrder wsOrderReceived
err := json.Unmarshal(respRaw, &wsOrder)
if err != nil {
@@ -411,26 +411,29 @@ func (c *CoinbasePro) Subscribe(channelsToSubscribe []stream.ChannelSubscription
subscribe := WebsocketSubscribe{
Type: "subscribe",
}
subscriptions:
productIDs := make([]string, 0, len(channelsToSubscribe))
for i := range channelsToSubscribe {
p := channelsToSubscribe[i].Currency.String()
if !common.StringDataCompare(subscribe.ProductIDs, p) && p != "" {
subscribe.ProductIDs = append(subscribe.ProductIDs, p)
if p != "" && !common.StringDataCompare(productIDs, p) {
// get all unique productIDs in advance as we generate by channels
productIDs = append(productIDs, p)
}
}
subscriptions:
for i := range channelsToSubscribe {
for j := range subscribe.Channels {
if subscribe.Channels[j].Name == channelsToSubscribe[i].Channel {
continue subscriptions
}
}
subscribe.Channels = append(subscribe.Channels, WsChannels{
Name: channelsToSubscribe[i].Channel,
})
if (channelsToSubscribe[i].Channel == "user" ||
channelsToSubscribe[i].Channel == "full") && creds != nil {
subChan := WsChannels{
Name: channelsToSubscribe[i].Channel,
ProductIDs: productIDs,
}
if (channelsToSubscribe[i].Channel == "user" || channelsToSubscribe[i].Channel == "full") &&
creds != nil &&
subscribe.Signature == "" {
n := strconv.FormatInt(time.Now().Unix(), 10)
message := n + http.MethodGet + "/users/self/verify"
var hmac []byte
@@ -445,6 +448,7 @@ subscriptions:
subscribe.Passphrase = creds.ClientID
subscribe.Timestamp = n
}
subscribe.Channels = append(subscribe.Channels, subChan)
}
err = c.Websocket.Conn.SendJSONMessage(subscribe)
if err != nil {
@@ -459,14 +463,17 @@ func (c *CoinbasePro) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscrip
unsubscribe := WebsocketSubscribe{
Type: "unsubscribe",
}
productIDs := make([]string, 0, len(channelsToUnsubscribe))
for i := range channelsToUnsubscribe {
p := channelsToUnsubscribe[i].Currency.String()
if p != "" && !common.StringDataCompare(productIDs, p) {
// get all unique productIDs in advance as we generate by channels
productIDs = append(productIDs, p)
}
}
unsubscriptions:
for i := range channelsToUnsubscribe {
p := channelsToUnsubscribe[i].Currency.String()
if !common.StringDataCompare(unsubscribe.ProductIDs, p) && p != "" {
unsubscribe.ProductIDs = append(unsubscribe.ProductIDs, p)
}
for j := range unsubscribe.Channels {
if unsubscribe.Channels[j].Name == channelsToUnsubscribe[i].Channel {
continue unsubscriptions
@@ -474,7 +481,8 @@ unsubscriptions:
}
unsubscribe.Channels = append(unsubscribe.Channels, WsChannels{
Name: channelsToUnsubscribe[i].Channel,
Name: channelsToUnsubscribe[i].Channel,
ProductIDs: productIDs,
})
}
err := c.Websocket.Conn.SendJSONMessage(unsubscribe)