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gateio: Fix websocket orderbook incremental updates (#1863)

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* gateio: Add websocket orderbook update manager

* RM println

* glorious: nit

* Adds delivery futures update processing as well

* Change to const value for delivery

* Drop check out of order, can reinstate if required.

* Adds in validation methods to ensure config changes are correct when expanding templates and return errors with correct info if not.

* fix some things and add in todo when this gets updated

* fix spelling

* linter: fix

* gk: initial nits

* gk: nits shift to template only verification with funcmap, rm interface for single sub checking.

* rm unused error

* linter: fix

* update to const frequency

* gk: wrap with panic and single invocation in template, change name

* gk: nits to check across stored subs with incoming subs

* linter: fix

* updates names, makes things slightly more efficient and adds tests

* linter: fix

* gk: sexc patch v2

* glorious: nits

* gk: nits

* Update exchanges/subscription/template.go

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

* gk: nits

* linter: make peace with linter regulations

* glorious: Add TODO for future template integration

* glorious: commentary nits

* fix name

* give me a break, have a kit kat

* revert whoops

* update wording on comment

* revert secondary call to expand templates and update tests

* misc lint: fix

* Add spot orderbook update interval for 20ms, expand tests, piggy back limit/level off loaded subscription. Thanks to @thrasher-

* linter/spell: fix

* ai nits: drop go routine on mtx RUnlock

* Update exchanges/gateio/ws_ob_update_manager.go

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

* gk: revert to 100ms from 20ms waiting for config upgrade patch

* test: fix

* cranktakular: nits

* strings quoted in fmt call

* thrasher-: nits

* Update exchanges/gateio/gateio_test.go

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

* Update exchanges/gateio/gateio_test.go

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

* gk: nits

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Ryan O'Hara-Reid
2025-05-23 17:29:39 +10:00
committed by GitHub
parent 640960aec1
commit b281759573
22 changed files with 1145 additions and 373 deletions
Download Patch File Download Diff File Expand all files Collapse all files

53
exchange/websocket/buffer/buffer_test.go
View File

@@ -50,6 +50,7 @@ func createSnapshot(pair currency.Pair, bookVerifiy ...bool) (holder *Orderbook,
PriceDuplication: true,
LastUpdated: time.Now(),
VerifyOrderbook: len(bookVerifiy) > 0 && bookVerifiy[0],
LastUpdateID: 69420,
}
newBook := make(map[key.PairAsset]*orderbookHolder)
@@ -462,7 +463,7 @@ func TestOrderbookLastUpdateID(t *testing.T) {
err = holder.Update(&orderbook.Update{
Asks: asks,
Pair: cp,
UpdateID: int64(i) + 1,
UpdateID: int64(i) + 1 + 69420,
Asset: asset.Spot,
UpdateTime: time.Now(),
})
@@ -480,7 +481,7 @@ func TestOrderbookLastUpdateID(t *testing.T) {
ob, err := holder.GetOrderbook(cp, asset.Spot)
require.NoError(t, err)
assert.Equal(t, int64(len(itemArray)), ob.LastUpdateID)
assert.Equal(t, int64(len(itemArray)+69420), ob.LastUpdateID)
}
// TestRunUpdateWithoutSnapshot logic test
@@ -500,7 +501,7 @@ func TestRunUpdateWithoutSnapshot(t *testing.T) {
UpdateTime: time.Now(),
Asset: asset.Spot,
})
require.ErrorIs(t, err, errDepthNotFound)
require.ErrorIs(t, err, ErrDepthNotFound)
}
// TestRunUpdateWithoutAnyUpdates logic test
@@ -723,6 +724,12 @@ func TestGetOrderbook(t *testing.T) {
holder, _, _, err := createSnapshot(cp)
require.NoError(t, err)
_, err = holder.GetOrderbook(currency.EMPTYPAIR, asset.Spot)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
_, err = holder.GetOrderbook(cp, 0)
require.ErrorIs(t, err, asset.ErrInvalidAsset)
ob, err := holder.GetOrderbook(cp, asset.Spot)
require.NoError(t, err)
@@ -736,15 +743,35 @@ func TestGetOrderbook(t *testing.T) {
bidLen, err := bufferOb.ob.GetBidLength()
require.NoError(t, err)
if askLen != len(ob.Asks) ||
bidLen != len(ob.Bids) ||
b.Asset != ob.Asset ||
b.Exchange != ob.Exchange ||
b.LastUpdateID != ob.LastUpdateID ||
b.PriceDuplication != ob.PriceDuplication ||
b.Pair != ob.Pair {
t.Fatal("data on both books should be the same")
}
assert.Equal(t, askLen, len(ob.Asks), "ask length mismatch")
assert.Equal(t, bidLen, len(ob.Bids), "bid length mismatch")
assert.Equal(t, b.Asset, ob.Asset, "asset mismatch")
assert.Equal(t, b.Exchange, ob.Exchange, "exchange name mismatch")
assert.Equal(t, b.LastUpdateID, ob.LastUpdateID, "last update ID mismatch")
assert.Equal(t, b.PriceDuplication, ob.PriceDuplication, "price duplication mismatch")
assert.Equal(t, b.Pair, ob.Pair, "pair mismatch")
}
func TestLastUpdateID(t *testing.T) {
t.Parallel()
cp, err := getExclusivePair()
require.NoError(t, err)
holder, _, _, err := createSnapshot(cp)
require.NoError(t, err)
_, err = holder.LastUpdateID(currency.EMPTYPAIR, asset.Spot)
require.ErrorIs(t, err, currency.ErrCurrencyPairEmpty)
_, err = holder.LastUpdateID(cp, 0)
require.ErrorIs(t, err, asset.ErrInvalidAsset)
_, err = holder.LastUpdateID(cp, asset.FutureCombo)
require.ErrorIs(t, err, ErrDepthNotFound)
ob, err := holder.LastUpdateID(cp, asset.Spot)
require.NoError(t, err)
require.Equal(t, int64(69420), ob)
}
func TestSetup(t *testing.T) {
@@ -982,7 +1009,7 @@ func TestFlushOrderbook(t *testing.T) {
}
_, err = w.GetOrderbook(cp, asset.Spot)
require.ErrorIs(t, err, errDepthNotFound)
require.ErrorIs(t, err, ErrDepthNotFound)
require.NoError(t, w.LoadSnapshot(&snapShot1))
require.NoError(t, w.FlushOrderbook(cp, asset.Spot))