GateIO: Update websocket orderbook manager (#1989)

* 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>

exchanges/gateio/gateio_wrapper_test.go

@@ -1,6 +1,7 @@
 package gateio
 
 import (
+	"fmt"
 	"testing"
 
 	"github.com/gofrs/uuid"
@@ -10,6 +11,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
+	testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
 )
 
 func TestCancelAllOrders(t *testing.T) {
@@ -89,3 +91,63 @@ func BenchmarkMessageID(b *testing.B) {
 		_ = e.MessageID()
 	}
 }
+
+func TestFetchOrderbook(t *testing.T) {
+	t.Parallel()
+
+	testexch.UpdatePairsOnce(t, e)
+
+	availSpot, err := e.GetAvailablePairs(asset.Spot)
+	require.NoError(t, err, "GetAvailablePairs must not error")
+
+	availMargin, err := e.GetAvailablePairs(asset.Margin)
+	require.NoError(t, err, "GetAvailablePairs must not error")
+
+	marginPairNotInSpot, err := availMargin.Remove(availSpot...).GetRandomPair()
+	require.NoError(t, err, "GetRandomPair must not error")
+
+	availOptions, err := e.GetAvailablePairs(asset.Options)
+	require.NoError(t, err, "GetAvailablePairs must not error")
+
+	optionsPair, err := availOptions.GetRandomPair()
+	require.NoError(t, err, "GetRandomPair must not error")
+
+	availDelivery, err := e.GetAvailablePairs(asset.DeliveryFutures)
+	require.NoError(t, err, "GetAvailablePairs must not error")
+
+	deliveryPair, err := availDelivery.GetRandomPair()
+	require.NoError(t, err, "GetRandomPair must not error")
+
+	for _, tc := range []struct {
+		pair currency.Pair
+		a    asset.Item
+		err  error
+	}{
+		{pair: currency.EMPTYPAIR, a: asset.Spot, err: currency.ErrCurrencyPairEmpty},
+		{pair: marginPairNotInSpot, a: asset.Margin, err: errNoSpotInstrument},
+		{pair: marginPairNotInSpot, a: asset.Binary, err: asset.ErrNotSupported},
+		{pair: currency.NewBTCUSDT(), a: asset.Spot},
+		{pair: currency.NewBTCUSDT(), a: asset.USDTMarginedFutures},
+		{pair: deliveryPair, a: asset.DeliveryFutures},
+		{pair: optionsPair, a: asset.Options},
+	} {
+		t.Run(fmt.Sprintf("%s-%s: expected err:%v", tc.pair, tc.a, tc.err), func(t *testing.T) {
+			t.Parallel()
+			got, err := e.fetchOrderbook(t.Context(), tc.pair, tc.a, 1)
+			if tc.err != nil {
+				require.ErrorIs(t, err, tc.err)
+				return
+			}
+			require.NoError(t, err)
+			assert.Equal(t, e.Name, got.Exchange, "Exchange name should be correct")
+			assert.True(t, tc.pair.Equal(got.Pair), "Pair should be correct")
+			assert.Equal(t, tc.a, got.Asset, "Asset should be correct")
+			assert.LessOrEqual(t, len(got.Asks), 1, "Asks count should not exceed limit, but may be empty especially for options")
+			assert.LessOrEqual(t, len(got.Bids), 1, "Bids count should not exceed limit, but may be empty especially for options")
+			assert.NotZero(t, got.LastUpdated, "Last updated timestamp should be set")
+			assert.NotZero(t, got.LastUpdateID, "Last update ID should be set")
+			assert.NotZero(t, got.LastPushed, "Last pushed timestamp should be set")
+			assert.LessOrEqual(t, got.LastUpdated, got.LastPushed, "Last updated timestamp should be before last pushed timestamp")
+		})
+	}
+}