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GateIO: Update websocket orderbook manager (#1989)

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* gateio: websocket ob manager fix (cherry-pick me)

* fix(gateio): update websocket orderbook manager to support delay and deadline parameters
    feat(subscriptions): mv ChannelKey type for subscription management from gateio to subscriptions
    test(gateio): enhance tests for orderbook update manager and subscription keys

* ai: nits

* linter: fix

* Fix asset typo and add in case test

* cranktakular: nits

* cranktakular: nits after merge master

* bump time delay for cache

* fix bug where on error it never initiates another orderbook fetch

* lint: fix

* Update exchanges/gateio/ws_ob_update_manager.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* linter: fix

* Update exchanges/gateio/gateio_wrapper_test.go

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

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/gateio_wrapper_test.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager_test.go

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

* gk: nits

* Update exchanges/gateio/gateio_wrapper.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* gk: nits

* bossking: nits

* Update exchanges/gateio/ws_ob_update_manager_test.go

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

* gk: nits

* apply patch

* rm error state as this was on the same thread as cacheStateQueuing and had the potential to drop messages, add tests.

* linter: fix

* mock live request

* misc: fix

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* Update exchanges/gateio/ws_ob_update_manager.go

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

* gk: nits

* field name from mtx -> m

* lint: fix

* race: check fix

* thrasher-: patch adams

---------

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
This commit is contained in:
Ryan O'Hara-Reid
2025-11-27 12:21:17 +11:00
committed by GitHub
parent 719e6bebfe
commit cf54764cb7
11 changed files with 757 additions and 251 deletions
Download Patch File Download Diff File Expand all files Collapse all files

36
exchanges/gateio/gateio_wrapper.go
View File

@@ -180,7 +180,7 @@ func (e *Exchange) SetDefaults() {
e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
e.wsOBUpdateMgr = newWsOBUpdateManager(defaultWSSnapshotSyncDelay)
e.wsOBUpdateMgr = newWsOBUpdateManager(defaultWsOrderbookUpdateTimeDelay, defaultWSOrderbookUpdateDeadline)
}
// Setup sets user configuration
@@ -619,21 +619,31 @@ func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, a asset
// UpdateOrderbookWithLimit updates and returns the orderbook for a currency pair with a set orderbook size limit
func (e *Exchange) UpdateOrderbookWithLimit(ctx context.Context, p currency.Pair, a asset.Item, limit uint64) (*orderbook.Book, error) {
book, err := e.fetchOrderbook(ctx, p, a, limit)
if err != nil {
return nil, err
}
if err := book.Process(); err != nil {
return nil, err
}
return orderbook.Get(e.Name, book.Pair, a)
}
func (e *Exchange) fetchOrderbook(ctx context.Context, p currency.Pair, a asset.Item, limit uint64) (*orderbook.Book, error) {
p, err := e.FormatExchangeCurrency(p, a)
if err != nil {
return nil, err
}
var o *Orderbook
switch a {
case asset.Spot, asset.Margin, asset.CrossMargin:
var available bool
available, err = e.checkInstrumentAvailabilityInSpot(p)
if err != nil {
case asset.Margin, asset.CrossMargin:
if available, err := e.checkInstrumentAvailabilityInSpot(p); err != nil {
return nil, err
} else if !available {
return nil, fmt.Errorf("%w: %w for %q %q", errFetchingOrderbook, errNoSpotInstrument, a, p)
}
if a != asset.Spot && !available {
return nil, fmt.Errorf("%v instrument %v does not have orderbook data", a, p)
}
fallthrough
case asset.Spot:
o, err = e.GetOrderbook(ctx, p.String(), "", limit, true)
case asset.CoinMarginedFutures, asset.USDTMarginedFutures:
var settle currency.Code
@@ -653,7 +663,7 @@ func (e *Exchange) UpdateOrderbookWithLimit(ctx context.Context, p currency.Pair
return nil, err
}
ob := &orderbook.Book{
return &orderbook.Book{
Exchange: e.Name,
Asset: a,
ValidateOrderbook: e.ValidateOrderbook,
@@ -663,13 +673,7 @@ func (e *Exchange) UpdateOrderbookWithLimit(ctx context.Context, p currency.Pair
LastPushed: o.Current.Time(),
Bids: o.Bids.Levels(),
Asks: o.Asks.Levels(),
}
if err := ob.Process(); err != nil {
return nil, err
}
return orderbook.Get(e.Name, p, a)
}, nil
}
// UpdateAccountBalances retrieves currency balances