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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
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17
exchanges/bithumb/bithumb_websocket.go
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@@ -10,6 +10,7 @@ import (
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"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"
)
@@ -167,9 +168,9 @@ func (b *Bithumb) wsHandleData(respRaw []byte) error {
}
// GenerateSubscriptions generates the default subscription set
func (b *Bithumb) GenerateSubscriptions() ([]stream.ChannelSubscription, error) {
func (b *Bithumb) GenerateSubscriptions() ([]subscription.Subscription, error) {
var channels = []string{"ticker", "transaction", "orderbookdepth"}
var subscriptions []stream.ChannelSubscription
var subscriptions []subscription.Subscription
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
@@ -182,10 +183,10 @@ func (b *Bithumb) GenerateSubscriptions() ([]stream.ChannelSubscription, error)
for x := range pairs {
for y := range channels {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: channels[y],
Currency: pairs[x].Format(pFmt),
Asset: asset.Spot,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: channels[y],
Pair: pairs[x].Format(pFmt),
Asset: asset.Spot,
})
}
}
@@ -193,7 +194,7 @@ func (b *Bithumb) GenerateSubscriptions() ([]stream.ChannelSubscription, error)
}
// Subscribe subscribes to a set of channels
func (b *Bithumb) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (b *Bithumb) Subscribe(channelsToSubscribe []subscription.Subscription) error {
subs := make(map[string]*WsSubscribe)
for i := range channelsToSubscribe {
s, ok := subs[channelsToSubscribe[i].Channel]
@@ -203,7 +204,7 @@ func (b *Bithumb) Subscribe(channelsToSubscribe []stream.ChannelSubscription) er
}
subs[channelsToSubscribe[i].Channel] = s
}
s.Symbols = append(s.Symbols, channelsToSubscribe[i].Currency)
s.Symbols = append(s.Symbols, channelsToSubscribe[i].Pair)
}
tSub, ok := subs["ticker"]