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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

19
exchanges/btse/btse_websocket.go
View File

@@ -17,6 +17,7 @@ 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"
)
@@ -360,24 +361,24 @@ func (b *BTSE) orderbookFilter(price, amount float64) bool {
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (b *BTSE) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
func (b *BTSE) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
var channels = []string{"orderBookL2Api:%s_0", "tradeHistory:%s"}
pairs, err := b.GetEnabledPairs(asset.Spot)
if err != nil {
return nil, err
}
var subscriptions []stream.ChannelSubscription
var subscriptions []subscription.Subscription
if b.Websocket.CanUseAuthenticatedEndpoints() {
subscriptions = append(subscriptions, stream.ChannelSubscription{
subscriptions = append(subscriptions, subscription.Subscription{
Channel: "notificationApi",
})
}
for i := range channels {
for j := range pairs {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: fmt.Sprintf(channels[i], pairs[j]),
Currency: pairs[j],
Asset: asset.Spot,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: fmt.Sprintf(channels[i], pairs[j]),
Pair: pairs[j],
Asset: asset.Spot,
})
}
}
@@ -385,7 +386,7 @@ func (b *BTSE) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, err
}
// Subscribe sends a websocket message to receive data from the channel
func (b *BTSE) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (b *BTSE) Subscribe(channelsToSubscribe []subscription.Subscription) error {
var sub wsSub
sub.Operation = "subscribe"
for i := range channelsToSubscribe {
@@ -400,7 +401,7 @@ func (b *BTSE) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (b *BTSE) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
func (b *BTSE) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
var unSub wsSub
unSub.Operation = "unsubscribe"
for i := range channelsToUnsubscribe {