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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

25
exchanges/bitstamp/bitstamp_websocket.go
View File

@@ -18,6 +18,7 @@ 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/trade"
"github.com/thrasher-corp/gocryptotrader/log"
)
@@ -230,30 +231,30 @@ func (b *Bitstamp) handleWSOrder(wsResp *websocketResponse, msg []byte) error {
return nil
}
func (b *Bitstamp) generateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
func (b *Bitstamp) generateDefaultSubscriptions() ([]subscription.Subscription, error) {
enabledCurrencies, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
var subscriptions []stream.ChannelSubscription
var subscriptions []subscription.Subscription
for i := range enabledCurrencies {
p, err := b.FormatExchangeCurrency(enabledCurrencies[i], asset.Spot)
if err != nil {
return nil, err
}
for j := range defaultSubChannels {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: defaultSubChannels[j] + "_" + p.String(),
Asset: asset.Spot,
Currency: p,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: defaultSubChannels[j] + "_" + p.String(),
Asset: asset.Spot,
Pair: p,
})
}
if b.Websocket.CanUseAuthenticatedEndpoints() {
for j := range defaultAuthSubChannels {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: defaultAuthSubChannels[j] + "_" + p.String(),
Asset: asset.Spot,
Currency: p,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: defaultAuthSubChannels[j] + "_" + p.String(),
Asset: asset.Spot,
Pair: p,
Params: map[string]interface{}{
"auth": struct{}{},
},
@@ -265,7 +266,7 @@ func (b *Bitstamp) generateDefaultSubscriptions() ([]stream.ChannelSubscription,
}
// Subscribe sends a websocket message to receive data from the channel
func (b *Bitstamp) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (b *Bitstamp) Subscribe(channelsToSubscribe []subscription.Subscription) error {
var errs error
var auth *WebsocketAuthResponse
@@ -303,7 +304,7 @@ func (b *Bitstamp) Subscribe(channelsToSubscribe []stream.ChannelSubscription) e
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *Bitstamp) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
func (b *Bitstamp) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
var errs error
for i := range channelsToUnsubscribe {
req := websocketEventRequest{