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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

17
exchanges/binanceus/binanceus_websocket.go
View File

@@ -16,6 +16,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
"github.com/thrasher-corp/gocryptotrader/log"
@@ -539,9 +540,9 @@ func (bi *Binanceus) UpdateLocalBuffer(wsdp *WebsocketDepthStream) (bool, error)
}
// GenerateSubscriptions generates the default subscription set
func (bi *Binanceus) GenerateSubscriptions() ([]stream.ChannelSubscription, error) {
func (bi *Binanceus) GenerateSubscriptions() ([]subscription.Subscription, error) {
var channels = []string{"@ticker", "@trade", "@kline_1m", "@depth@100ms"}
var subscriptions []stream.ChannelSubscription
var subscriptions []subscription.Subscription
pairs, err := bi.GetEnabledPairs(asset.Spot)
if err != nil {
@@ -557,10 +558,10 @@ subs:
log.Warnf(log.WebsocketMgr, "BinanceUS has 1024 subscription limit, only subscribing within limit. Requested %v", len(pairs)*len(channels))
break subs
}
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: lp.String() + channels[z],
Currency: pairs[y],
Asset: asset.Spot,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: lp.String() + channels[z],
Pair: pairs[y],
Asset: asset.Spot,
})
}
}
@@ -569,7 +570,7 @@ subs:
}
// Subscribe subscribes to a set of channels
func (bi *Binanceus) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (bi *Binanceus) Subscribe(channelsToSubscribe []subscription.Subscription) error {
payload := WebsocketPayload{
Method: "SUBSCRIBE",
}
@@ -594,7 +595,7 @@ func (bi *Binanceus) Subscribe(channelsToSubscribe []stream.ChannelSubscription)
}
// Unsubscribe unsubscribes from a set of channels
func (bi *Binanceus) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
func (bi *Binanceus) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
payload := WebsocketPayload{
Method: "UNSUBSCRIBE",
}