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exchanges/websocket: Implement subscription configuration (#1394)

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* Websockets: Move Subscription to its own package

This allows the small type to be imported from both `config` and from
`stream` without an import cycle, so we don't have to repeat ourselves

* Subs: Renamed Currency to Pair

This was being mis-used through much of the code, and since we're
already touching everything, we might as well fix it

* Websockets: Add Subscription configuration

* Binance: Add subscription configuration

* Kucoin: Subscription configuration

* Simplify GenerateDefaultSubs
* Improve TestGenSubs coverage
* Test Candle Sub generation
* Support Candle intervals
* Full responsibility for formatting Channel name on GenerateDefaultSubs
  OR consumer of Subscribe
* Simplify generatePayloads as a result
* Fix test coverage of asset types in processMarketSnapshot

* Exchanges: Abstract ParallelChanOp

* Tests: Generic ws mock instances

* Kucoin: Fix intermittent conflict in test currs

Use isolated test instance for `TestGetOpenInterest`.

`TestGetOpenInterest` would occassionally change pairs before
GenerateDefault Subs.
This commit is contained in:
Gareth Kirwan
2024-01-24 05:54:07 +01:00
committed by GitHub
parent 301551ac20
commit e007f69f7c
67 changed files with 3705 additions and 3167 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
backtester/engine/backtest_test.go
View File

@@ -11,6 +11,7 @@ import (
"github.com/gofrs/uuid"
"github.com/shopspring/decimal"
"github.com/stretchr/testify/assert"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/backtester/config"
"github.com/thrasher-corp/gocryptotrader/backtester/data"
@@ -1882,36 +1883,23 @@ func TestExecuteStrategy(t *testing.T) {
func TestNewBacktesterFromConfigs(t *testing.T) {
t.Parallel()
_, err := NewBacktesterFromConfigs(nil, nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
assert.ErrorIs(t, err, gctcommon.ErrNilPointer, "NewBacktesterFromConfigs should error on nil for both configs")
cfg, err := config.ReadStrategyConfigFromFile(filepath.Join("..", "config", "strategyexamples", "dca-api-candles.strat"))
assert.NoError(t, err, "ReadStrategyConfigFromFile should not error")
strat1 := filepath.Join("..", "config", "strategyexamples", "dca-api-candles.strat")
cfg, err := config.ReadStrategyConfigFromFile(strat1)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
dc, err := config.GenerateDefaultConfig()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
assert.NoError(t, err, "GenerateDefaultConfig should not error")
_, err = NewBacktesterFromConfigs(cfg, nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
assert.ErrorIs(t, err, gctcommon.ErrNilPointer, "NewBacktesterFromConfigs should error on nil default config")
_, err = NewBacktesterFromConfigs(nil, dc)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
assert.ErrorIs(t, err, gctcommon.ErrNilPointer, "NewBacktesterFromConfigs should error on nil config")
bt, err := NewBacktesterFromConfigs(cfg, dc)
if !errors.Is(err, nil) {
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if bt.MetaData.DateLoaded.IsZero() {
t.Errorf("received '%v' expected '%v'", bt.MetaData.DateLoaded, "a date")
if assert.NoError(t, err, "NewBacktesterFromConfigs should not error") {
assert.False(t, bt.MetaData.DateLoaded.IsZero(), "DateLoaded should have a non-zero date")
}
}