Kucoin: Add subscription templating and various fixes (#1579)

* Currency: Variadic Pairs.Add

This version of Pairs.Add is simpler and [more
performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74)

Behavioural difference: If there's nothing to add, the same slice is
returned unaltered. This seems like good sauce

* Currency: Variadic Remove

* Common: Add Batch function

* Common: Add common.SortStrings for stringers

* Subscriptions: Add batching to templates

* Subscriptions: Sort list of pairs

* Kucoin: Switch to sub templating

* Kucoin: Simplify channel prefix usage

* Kucoin: Fix race on fetchedFuturesOrderbook

* Subscriptions: Filter AssetPairs

Now only the assetPairs relevant to the subscription are in the context

* Subscriptions: Respect subscription Pairs

* Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset

* Kucoin: Fix empty margin asset added

* Kucoin: Add Subscription batching

Turns out that contary to the documentation, kucoin supports batching of
all symbols and currencies

* Kucoin: Fix checkSubscriptions and coverage

* Subscriptions: Simplify error checking

This reduces the complexity of error checking to just be "do we get the
correct numbers".

Fixes Asset.All with only one asset erroring on xpandPairs, because we
trimmed the only asset separator, and then errored that we're not
xpanding Assets and the asset on the sub is asset.All

This use-case conflicted with commit 6bbd546d74, which required:
```
Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
```

Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters.

I've removed the asset tests for this, but they were correctly erroring
on the number of asset lines instead.

Everything hits coverage, as well.

* Kucoin: Remove deprecated fundingBook endpoint

* BTCMarkets: Use common.Batch
This commit is contained in:
Gareth Kirwan
2024-08-09 03:33:15 +01:00
committed by GitHub
parent 7e83f10e0f
commit b41fe27684
28 changed files with 1039 additions and 923 deletions

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@@ -0,0 +1,40 @@
{{define "exchanges kucoin" -}}
{{template "header" .}}
## Kucoin Exchange
### Current Features
+ REST Support
+ Websocket Support
### Subscriptions
Default Public Subscriptions:
- Ticker for spot, margin and futures
- Orderbook for spot, margin and futures
- All trades for spot and margin
Default Authenticated Subscriptions:
- All trades for futures
- Stop Order Lifecycle events for futures
- Account Balance events for spot, margin and futures
- Margin Position updates
- Margin Loan updates
Subscriptions are subject to enabled assets and pairs.
Limitations:
- 100 symbols per subscription
- 300 symbols per connection
Due to these limitations, if more than 10 symbols are enabled, ticker will subscribe to ticker:all.
Unimplemented subscriptions:
- Candles for Futures
- Market snapshot for currency
### Please click GoDocs chevron above to view current GoDoc information for this package
{{template "contributions"}}
{{template "donations" .}}
{{end}}

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@@ -20,12 +20,30 @@ The template is provided with a single context structure:
AssetPairs map[asset.Item]currency.Pairs
AssetSeparator string
PairSeparator string
BatchSize string
```
Subscriptions may fan out many channels for assets and pairs, to support exchanges which require individual subscriptions.
To allow the template to communicate how to handle its output it should use the provided separators:
To allow the template to communicate how to handle its output it should use the provided directives:
- AssetSeparator should be added at the end of each section related to assets
- PairSeparator should be added at the end of each pair
- BatchSize should be added with a number directly before AssetSeparator to indicate pairs have been batched
Example:
```{{`
{{- range $asset, $pairs := $.AssetPairs }}
{{- range $b := batch $pairs 30 -}}
{{- $.S.Channel -}} : {{- $b.Join -}}
{{ $.PairSeparator }}
{{- end -}}
{{- $.BatchSize -}} 30
{{- $.AssetSeparator }}
{{- end }}
`}}```
Assets and pairs should be output in the sequence in AssetPairs since text/template range function uses an sorted order for map keys.
Template functions may modify AssetPairs to update the subscription's pairs, e.g. Filtering out margin pairs already in spot subscription
We use separators like this because it allows mono-templates to decide at runtime whether to fan out.