Subscriptions: Fix no enabled pairs for one asset (#1792)

If one asset is enabled but has no enabled pairs, we should ignore that
asset, even for non-pair related subscriptions.
That matches the existing code, but wasn't happening in the context of
asset.All subscriptions with just one asset in this state.
If a user wanted to have non-pair subscriptions, they should use
asset.Empty. Would expect other breakages with no pairs enabled, too.

Note: No enabled pairs for an enabled asset is a transient issue which
can occur due to enableOnePair racing against no available pairs. The
second run, available pairs would be populated and enableOnePair would
work. This situation could persist due to running with --dry or
containerised, though.

Fixes:
`
Okx websocket: subscription failure, myOrders all : subscription template did not generate the expected number of pair records for spread: Got 1;
Expected 0
`

Relates to #1420

exchanges/subscription/fixtures_test.go

@@ -14,7 +14,7 @@ import (
 )
 
 type mockEx struct {
-	pairs     currency.Pairs
+	pairs     assetPairs
 	assets    asset.Items
 	tpl       string
 	auth      bool
@@ -23,16 +23,13 @@ type mockEx struct {
 }
 
 func newMockEx() *mockEx {
-	pairs := currency.Pairs{btcusdtPair, ethusdcPair}
-	for _, b := range []currency.Code{currency.LTC, currency.XRP, currency.TRX} {
-		for _, q := range []currency.Code{currency.USDT, currency.USDC} {
-			pairs = append(pairs, currency.NewPair(b, q))
-		}
-	}
-
 	return &mockEx{
 		assets: asset.Items{asset.Spot, asset.Futures, asset.Index},
-		pairs:  pairs,
+		pairs: assetPairs{
+			asset.Spot:    currency.Pairs{ethusdcPair, btcusdtPair, currency.NewPair(currency.LTC, currency.USDT)},
+			asset.Futures: currency.Pairs{ethusdcPair, btcusdtPair},
+			asset.Index:   currency.Pairs{btcusdtPair},
+		},
 	}
 }
 
@@ -40,12 +37,12 @@ func (m *mockEx) IsAssetWebsocketSupported(a asset.Item) bool {
 	return a != asset.Index
 }
 
-func (m *mockEx) GetEnabledPairs(_ asset.Item) (currency.Pairs, error) {
-	return m.pairs, m.errPairs
+func (m *mockEx) GetEnabledPairs(a asset.Item) (currency.Pairs, error) {
+	return m.pairs[a], m.errPairs
 }
 
 func (m *mockEx) GetPairFormat(_ asset.Item, _ bool) (currency.PairFormat, error) {
-	return currency.PairFormat{Uppercase: true}, m.errFormat
+	return currency.PairFormat{Uppercase: true, Delimiter: "-"}, m.errFormat
 }
 
 func (m *mockEx) GetSubscriptionTemplate(s *Subscription) (*template.Template, error) {
@@ -65,7 +62,14 @@ func (m *mockEx) GetSubscriptionTemplate(s *Subscription) (*template.Template, e
 				ap[asset.Spot] = ap[asset.Spot][0:1]
 				return ""
 			},
-			"batch": common.Batch[currency.Pairs],
+			"batch": func(pairs currency.Pairs, size int) []string {
+				s := []string{}
+				for _, p := range common.Batch(pairs, size) {
+					p = p.Format(currency.PairFormat{Uppercase: true})
+					s = append(s, p.Join())
+				}
+				return s
+			},
 		}).
 		ParseFiles("testdata/" + m.tpl)
 }

exchanges/subscription/list.go

@@ -94,19 +94,6 @@ func (l List) SetStates(state State) error {
 	return err
 }
 
-func fillAssetPairs(ap assetPairs, a asset.Item, e IExchange) error {
-	p, err := e.GetEnabledPairs(a)
-	if err != nil {
-		return err
-	}
-	f, err := e.GetPairFormat(a, true)
-	if err != nil {
-		return err
-	}
-	ap[a] = common.SortStrings(p.Format(f))
-	return nil
-}
-
 // assetPairs returns a map of enabled pairs for the subscriptions in the list, formatted for the asset
 func (l List) assetPairs(e IExchange) (assetPairs, error) {
 	at := []asset.Item{}
@@ -122,13 +109,13 @@ func (l List) assetPairs(e IExchange) (assetPairs, error) {
 			// Nothing to do
 		case asset.All:
 			for _, a := range at {
-				if err := fillAssetPairs(ap, a, e); err != nil {
+				if err := ap.populate(e, a); err != nil {
 					return nil, err
 				}
 			}
 		default:
 			if slices.Contains(at, s.Asset) {
-				if err := fillAssetPairs(ap, s.Asset, e); err != nil {
+				if err := ap.populate(e, s.Asset); err != nil {
 					return nil, err
 				}
 			}
@@ -169,3 +156,17 @@ func (l List) Public() List {
 	}
 	return n
 }
+
+// populate adds all enabled pairs for an asset to the assetPair map
+func (ap assetPairs) populate(e IExchange, a asset.Item) error {
+	p, err := e.GetEnabledPairs(a)
+	if err != nil || len(p) == 0 {
+		return err
+	}
+	f, err := e.GetPairFormat(a, true)
+	if err != nil {
+		return err
+	}
+	ap[a] = common.SortStrings(p.Format(f))
+	return nil
+}

exchanges/subscription/list_test.go

@@ -114,6 +114,31 @@ func TestAssetPairs(t *testing.T) {
 	}
 }
 
+// TestAssetPairsPopulate exercises assetPairs Populate
+func TestAssetPairsPopulate(t *testing.T) {
+	e := newMockEx()
+	ap := assetPairs{}
+	err := ap.populate(e, asset.Spot)
+	require.NoError(t, err)
+	require.NotEmpty(t, ap)
+	assert.Equal(t, 3, len(ap[asset.Spot]), "populate should return correct number of pairs for spot")
+	assert.Equal(t, "BTC-USDT", ap[asset.Spot][0].String(), "populate should respect format and sort the pairs")
+	err = ap.populate(e, asset.Futures)
+	require.NoError(t, err)
+	assert.Equal(t, 2, len(ap[asset.Futures]), "populate should return correct number of pairs for futures")
+
+	exp := errors.New("expected error")
+	e.errFormat = exp
+	err = ap.populate(e, asset.Spot)
+	assert.ErrorIs(t, err, exp, "populate should error correctly on format error")
+
+	e.pairs = assetPairs{}
+	ap = assetPairs{}
+	err = ap.populate(e, asset.Spot)
+	require.NoError(t, err, "populate must not error with no pairs enabled")
+	assert.Empty(t, ap, "populate should return an empty map with no pairs enabled")
+}
+
 func TestListClone(t *testing.T) {
 	t.Parallel()
 	l := List{{Channel: TickerChannel}, {Channel: OrderbookChannel}}

exchanges/subscription/template_test.go

@@ -27,7 +27,7 @@ func TestExpandTemplates(t *testing.T) {
 		{Channel: "expand-pairs", Asset: asset.Spot, Levels: 2},
 		{Channel: "single-channel", QualifiedChannel: "just one sub already processed"},
 		{Channel: "update-asset-pairs", Asset: asset.All},
-		{Channel: "expand-pairs", Asset: asset.Spot, Pairs: e.pairs[0:2], Levels: 3},
+		{Channel: "expand-pairs", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][0:2], Levels: 3},
 		{Channel: "batching", Asset: asset.Spot},
 		{Channel: "single-channel", Authenticated: true},
 	}
@@ -35,21 +35,32 @@ func TestExpandTemplates(t *testing.T) {
 	require.NoError(t, err, "ExpandTemplates must not error")
 	exp := List{
 		{Channel: "single-channel", QualifiedChannel: "single-channel"},
-		{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@15m", Asset: asset.Spot, Pairs: e.pairs, Interval: kline.FifteenMin},
-		{Channel: "expand-assets", QualifiedChannel: "future-expand-assets@15m", Asset: asset.Futures, Pairs: e.pairs, Interval: kline.FifteenMin},
+		{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@15m", Asset: asset.Spot, Pairs: e.pairs[asset.Spot], Interval: kline.FifteenMin},
+		{Channel: "expand-assets", QualifiedChannel: "future-expand-assets@15m", Asset: asset.Futures, Pairs: e.pairs[asset.Futures], Interval: kline.FifteenMin},
 		{Channel: "single-channel", QualifiedChannel: "just one sub already processed"},
 		{Channel: "update-asset-pairs", QualifiedChannel: "spot-btcusdt-update-asset-pairs", Asset: asset.Spot, Pairs: currency.Pairs{btcusdtPair}},
-		{Channel: "expand-pairs", QualifiedChannel: "spot-USDTBTC-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[:1], Levels: 3},
-		{Channel: "expand-pairs", QualifiedChannel: "spot-USDCETH-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[1:2], Levels: 3},
+		{Channel: "expand-pairs", QualifiedChannel: "spot-USDTBTC-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][1:2], Levels: 3},
+		{Channel: "expand-pairs", QualifiedChannel: "spot-USDCETH-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][:1], Levels: 3},
 	}
-	for _, p := range e.pairs {
-		exp = append(exp, List{
-			{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@1", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 1},
-			{Channel: "expand-pairs", QualifiedChannel: "future-" + p.Swap().String() + "-expand-pairs@1", Asset: asset.Futures, Pairs: currency.Pairs{p}, Levels: 1},
-			{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@2", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 2},
-		}...)
+	for a, pairs := range e.pairs {
+		if a == asset.Index { // Not IsAssetWebsocketEnabled
+			continue
+		}
+		for _, p := range common.SortStrings(pairs) {
+			pStr := p.Swap().String()
+			if a == asset.Spot {
+				exp = append(exp, List{
+					{Channel: "expand-pairs", QualifiedChannel: "spot-" + pStr + "-expand-pairs@1", Asset: a, Pairs: currency.Pairs{p}, Levels: 1},
+					&Subscription{Channel: "expand-pairs", QualifiedChannel: "spot-" + pStr + "-expand-pairs@2", Asset: a, Pairs: currency.Pairs{p}, Levels: 2},
+				}...)
+			} else {
+				exp = append(exp,
+					&Subscription{Channel: "expand-pairs", QualifiedChannel: "future-" + pStr + "-expand-pairs@1", Asset: a, Pairs: currency.Pairs{p}, Levels: 1},
+				)
+			}
+		}
 	}
-	for _, b := range common.Batch(common.SortStrings(e.pairs), 3) {
+	for _, b := range common.Batch(common.SortStrings(e.pairs[asset.Spot]), 3) {
 		exp = append(exp, &Subscription{Channel: "batching", QualifiedChannel: "spot-" + b.Join() + "-batching", Asset: asset.Spot, Pairs: b})
 	}
 
@@ -73,9 +84,9 @@ func TestExpandTemplates(t *testing.T) {
 	got, err = l.ExpandTemplates(e)
 	require.NoError(t, err, "ExpandTemplates must not error")
 	exp = List{
-		{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@1h", Asset: asset.Spot, Pairs: e.pairs, Interval: kline.OneHour},
+		{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@1h", Asset: asset.Spot, Pairs: e.pairs[asset.Spot], Interval: kline.OneHour},
 	}
-	for _, p := range e.pairs {
+	for _, p := range e.pairs[asset.Spot] {
 		exp = append(exp, List{
 			{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@4", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 4},
 		}...)

exchanges/subscription/testdata/errors.tmpl

@@ -10,7 +10,6 @@
 	{{/* Incorrect number of pair entries */}}
 	{{- .PairSeparator -}}
 	{{- .PairSeparator -}}
-	{{- .PairSeparator -}}
 {{- else if eq .S.Channel "error4" }}
 	{{/* Too many BatchSize commands */}}
 	{{- range $asset, $pairs := $.AssetPairs }}

exchanges/subscription/testdata/subscriptions.tmpl

@@ -27,7 +27,7 @@
 	{{- range $asset, $pairs := $.AssetPairs }}
         {{- if eq $asset.String "spot" }}
             {{- range $batch := batch $pairs 3 -}}
-                {{ assetName $asset }}-{{ $batch.Join -}} -batching
+                {{ assetName $asset }}-{{ $batch -}} -batching
                 {{- $.PairSeparator -}}
             {{- end -}}
             {{- $.BatchSize -}} 3