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Exchanges: Add config variable to set bypassing of orderbook verification by exchange (#614)

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* Exchanges: Add config variable to set bypassing of orderbook verification

* Exchanges: Consolidate orderbook variables into config struct

* Exchanges: Addr nit; set verification bypass on websocket book implementations
This commit is contained in:
Ryan O'Hara-Reid
2021-01-06 12:56:30 +11:00
committed by GitHub
parent 010fab02ca
commit 7431bf8866
56 changed files with 291 additions and 128 deletions
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4
config/config.go
View File

@@ -1041,12 +1041,12 @@ func (c *Config) CheckExchangeConfigValues() error {
defaultWebsocketTrafficTimeout)
c.Exchanges[i].WebsocketTrafficTimeout = defaultWebsocketTrafficTimeout
}
if c.Exchanges[i].WebsocketOrderbookBufferLimit <= 0 {
if c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit <= 0 {
log.Warnf(log.ConfigMgr,
"Exchange %s Websocket orderbook buffer limit value not set, defaulting to %v.",
c.Exchanges[i].Name,
defaultWebsocketOrderbookBufferLimit)
c.Exchanges[i].WebsocketOrderbookBufferLimit = defaultWebsocketOrderbookBufferLimit
c.Exchanges[i].OrderbookConfig.WebsocketBufferLimit = defaultWebsocketOrderbookBufferLimit
}
err := c.CheckPairConsistency(c.Exchanges[i].Name)
if err != nil {

4
config/config_test.go
View File

@@ -1459,7 +1459,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
// Test websocket and HTTP timeout values
cfg.Exchanges[0].WebsocketResponseMaxLimit = 0
cfg.Exchanges[0].WebsocketResponseCheckTimeout = 0
cfg.Exchanges[0].WebsocketOrderbookBufferLimit = 0
cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit = 0
cfg.Exchanges[0].WebsocketTrafficTimeout = 0
cfg.Exchanges[0].HTTPTimeout = 0
err = cfg.CheckExchangeConfigValues()
@@ -1471,7 +1471,7 @@ func TestCheckExchangeConfigValues(t *testing.T) {
t.Errorf("expected exchange %s to have updated WebsocketResponseMaxLimit value",
cfg.Exchanges[0].Name)
}
if cfg.Exchanges[0].WebsocketOrderbookBufferLimit == 0 {
if cfg.Exchanges[0].OrderbookConfig.WebsocketBufferLimit == 0 {
t.Errorf("expected exchange %s to have updated WebsocketOrderbookBufferLimit value",
cfg.Exchanges[0].Name)
}

42
config/config_types.go
View File

@@ -113,24 +113,23 @@ type ConnectionMonitorConfig struct {
// ExchangeConfig holds all the information needed for each enabled Exchange.
type ExchangeConfig struct {
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
UseSandbox bool `json:"useSandbox,omitempty"`
HTTPTimeout time.Duration `json:"httpTimeout"`
HTTPUserAgent string `json:"httpUserAgent,omitempty"`
HTTPDebugging bool `json:"httpDebugging,omitempty"`
WebsocketResponseCheckTimeout time.Duration `json:"websocketResponseCheckTimeout"`
WebsocketResponseMaxLimit time.Duration `json:"websocketResponseMaxLimit"`
WebsocketTrafficTimeout time.Duration `json:"websocketTrafficTimeout"`
WebsocketOrderbookBufferLimit int `json:"websocketOrderbookBufferLimit"`
WebsocketOrderbookBufferEnabled bool `json:"websocketOrderbookBufferEnabled"`
ProxyAddress string `json:"proxyAddress,omitempty"`
BaseCurrencies currency.Currencies `json:"baseCurrencies"`
CurrencyPairs *currency.PairsManager `json:"currencyPairs"`
API APIConfig `json:"api"`
Features *FeaturesConfig `json:"features"`
BankAccounts []banking.Account `json:"bankAccounts,omitempty"`
Name string `json:"name"`
Enabled bool `json:"enabled"`
Verbose bool `json:"verbose"`
UseSandbox bool `json:"useSandbox,omitempty"`
HTTPTimeout time.Duration `json:"httpTimeout"`
HTTPUserAgent string `json:"httpUserAgent,omitempty"`
HTTPDebugging bool `json:"httpDebugging,omitempty"`
WebsocketResponseCheckTimeout time.Duration `json:"websocketResponseCheckTimeout"`
WebsocketResponseMaxLimit time.Duration `json:"websocketResponseMaxLimit"`
WebsocketTrafficTimeout time.Duration `json:"websocketTrafficTimeout"`
ProxyAddress string `json:"proxyAddress,omitempty"`
BaseCurrencies currency.Currencies `json:"baseCurrencies"`
CurrencyPairs *currency.PairsManager `json:"currencyPairs"`
API APIConfig `json:"api"`
Features *FeaturesConfig `json:"features"`
BankAccounts []banking.Account `json:"bankAccounts,omitempty"`
OrderbookConfig `json:"orderbook"`
// Deprecated settings which will be removed in a future update
AvailablePairs *currency.Pairs `json:"availablePairs,omitempty"`
@@ -380,3 +379,10 @@ type APIConfig struct {
Credentials APICredentialsConfig `json:"credentials"`
CredentialsValidator *APICredentialsValidatorConfig `json:"credentialsValidator,omitempty"`
}
// OrderbookConfig stores the orderbook configuration variables
type OrderbookConfig struct {
VerificationBypass bool `json:"verificationBypass"`
WebsocketBufferLimit int `json:"websocketBufferLimit"`
WebsocketBufferEnabled bool `json:"websocketBufferEnabled"`
}