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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/bybit/bybit_inverse_websocket.go
View File

@@ -6,6 +6,7 @@ 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"
)
// WsInverseConnect connects to inverse websocket feed
@@ -31,8 +32,8 @@ func (by *Bybit) WsInverseConnect() error {
}
// GenerateInverseDefaultSubscriptions generates default subscription
func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var subscriptions []stream.ChannelSubscription
func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]subscription.Subscription, error) {
var subscriptions []subscription.Subscription
var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker}
pairs, err := by.GetEnabledPairs(asset.CoinMarginedFutures)
if err != nil {
@@ -41,10 +42,10 @@ func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]stream.ChannelSubscrip
for z := range pairs {
for x := range channels {
subscriptions = append(subscriptions,
stream.ChannelSubscription{
Channel: channels[x],
Currency: pairs[z],
Asset: asset.CoinMarginedFutures,
subscription.Subscription{
Channel: channels[x],
Pair: pairs[z],
Asset: asset.CoinMarginedFutures,
})
}
}
@@ -52,16 +53,16 @@ func (by *Bybit) GenerateInverseDefaultSubscriptions() ([]stream.ChannelSubscrip
}
// InverseSubscribe sends a subscription message to linear public channels.
func (by *Bybit) InverseSubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) InverseSubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleInversePayloadSubscription("subscribe", channelSubscriptions)
}
// InverseUnsubscribe sends an unsubscription messages through linear public channels.
func (by *Bybit) InverseUnsubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) InverseUnsubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleInversePayloadSubscription("unsubscribe", channelSubscriptions)
}
func (by *Bybit) handleInversePayloadSubscription(operation string, channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) handleInversePayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error {
payloads, err := by.handleSubscriptions(asset.CoinMarginedFutures, operation, channelSubscriptions)
if err != nil {
return err

19
exchanges/bybit/bybit_linear_websocket.go
View File

@@ -8,6 +8,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
)
// WsLinearConnect connects to linear a websocket feed
@@ -40,8 +41,8 @@ func (by *Bybit) WsLinearConnect() error {
}
// GenerateLinearDefaultSubscriptions generates default subscription
func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var subscriptions []stream.ChannelSubscription
func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]subscription.Subscription, error) {
var subscriptions []subscription.Subscription
var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker}
pairs, err := by.GetEnabledPairs(asset.USDTMarginedFutures)
if err != nil {
@@ -60,10 +61,10 @@ func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]stream.ChannelSubscript
for p := range linearPairMap[a] {
for x := range channels {
subscriptions = append(subscriptions,
stream.ChannelSubscription{
Channel: channels[x],
Currency: pairs[p],
Asset: a,
subscription.Subscription{
Channel: channels[x],
Pair: pairs[p],
Asset: a,
})
}
}
@@ -72,16 +73,16 @@ func (by *Bybit) GenerateLinearDefaultSubscriptions() ([]stream.ChannelSubscript
}
// LinearSubscribe sends a subscription message to linear public channels.
func (by *Bybit) LinearSubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) LinearSubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleLinearPayloadSubscription("subscribe", channelSubscriptions)
}
// LinearUnsubscribe sends an unsubscription messages through linear public channels.
func (by *Bybit) LinearUnsubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) LinearUnsubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleLinearPayloadSubscription("unsubscribe", channelSubscriptions)
}
func (by *Bybit) handleLinearPayloadSubscription(operation string, channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) handleLinearPayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error {
payloads, err := by.handleSubscriptions(asset.USDTMarginedFutures, operation, channelSubscriptions)
if err != nil {
return err

19
exchanges/bybit/bybit_options_websocket.go
View File

@@ -8,6 +8,7 @@ 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"
)
// WsOptionsConnect connects to options a websocket feed
@@ -38,8 +39,8 @@ func (by *Bybit) WsOptionsConnect() error {
}
// GenerateOptionsDefaultSubscriptions generates default subscription
func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var subscriptions []stream.ChannelSubscription
func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]subscription.Subscription, error) {
var subscriptions []subscription.Subscription
var channels = []string{chanOrderbook, chanPublicTrade, chanPublicTicker}
pairs, err := by.GetEnabledPairs(asset.Options)
if err != nil {
@@ -48,10 +49,10 @@ func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]stream.ChannelSubscrip
for z := range pairs {
for x := range channels {
subscriptions = append(subscriptions,
stream.ChannelSubscription{
Channel: channels[x],
Currency: pairs[z],
Asset: asset.Options,
subscription.Subscription{
Channel: channels[x],
Pair: pairs[z],
Asset: asset.Options,
})
}
}
@@ -59,16 +60,16 @@ func (by *Bybit) GenerateOptionsDefaultSubscriptions() ([]stream.ChannelSubscrip
}
// OptionSubscribe sends a subscription message to options public channels.
func (by *Bybit) OptionSubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) OptionSubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleOptionsPayloadSubscription("subscribe", channelSubscriptions)
}
// OptionUnsubscribe sends an unsubscription messages through options public channels.
func (by *Bybit) OptionUnsubscribe(channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) OptionUnsubscribe(channelSubscriptions []subscription.Subscription) error {
return by.handleOptionsPayloadSubscription("unsubscribe", channelSubscriptions)
}
func (by *Bybit) handleOptionsPayloadSubscription(operation string, channelSubscriptions []stream.ChannelSubscription) error {
func (by *Bybit) handleOptionsPayloadSubscription(operation string, channelSubscriptions []subscription.Subscription) error {
payloads, err := by.handleSubscriptions(asset.Options, operation, channelSubscriptions)
if err != nil {
return err

29
exchanges/bybit/bybit_websocket.go
View File

@@ -19,6 +19,7 @@ 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"
)
@@ -133,11 +134,11 @@ func (by *Bybit) WsAuth(ctx context.Context) error {
}
// Subscribe sends a websocket message to receive data from the channel
func (by *Bybit) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (by *Bybit) Subscribe(channelsToSubscribe []subscription.Subscription) error {
return by.handleSpotSubscription("subscribe", channelsToSubscribe)
}
func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, channelsToSubscribe []stream.ChannelSubscription) ([]SubscriptionArgument, error) {
func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, channelsToSubscribe []subscription.Subscription) ([]SubscriptionArgument, error) {
var args []SubscriptionArgument
arg := SubscriptionArgument{
Operation: operation,
@@ -167,15 +168,15 @@ func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, cha
for i := range channelsToSubscribe {
switch channelsToSubscribe[i].Channel {
case chanOrderbook:
arg.Arguments = append(arg.Arguments, fmt.Sprintf("%s.%d.%s", channelsToSubscribe[i].Channel, 50, channelsToSubscribe[i].Currency.Format(pairFormat).String()))
arg.Arguments = append(arg.Arguments, fmt.Sprintf("%s.%d.%s", channelsToSubscribe[i].Channel, 50, channelsToSubscribe[i].Pair.Format(pairFormat).String()))
case chanPublicTrade, chanPublicTicker, chanLiquidation, chanLeverageTokenTicker, chanLeverageTokenNav:
arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+channelsToSubscribe[i].Currency.Format(pairFormat).String())
arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+channelsToSubscribe[i].Pair.Format(pairFormat).String())
case chanKline, chanLeverageTokenKline:
interval, err := intervalToString(kline.FiveMin)
if err != nil {
return nil, err
}
arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+interval+"."+channelsToSubscribe[i].Currency.Format(pairFormat).String())
arg.Arguments = append(arg.Arguments, channelsToSubscribe[i].Channel+"."+interval+"."+channelsToSubscribe[i].Pair.Format(pairFormat).String())
case chanPositions, chanExecution, chanOrder, chanWallet, chanGreeks, chanDCP:
if chanMap[channelsToSubscribe[i].Channel]&selectedChannels > 0 {
continue
@@ -203,11 +204,11 @@ func (by *Bybit) handleSubscriptions(assetType asset.Item, operation string, cha
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (by *Bybit) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
func (by *Bybit) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
return by.handleSpotSubscription("unsubscribe", channelsToUnsubscribe)
}
func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe []stream.ChannelSubscription) error {
func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe []subscription.Subscription) error {
payloads, err := by.handleSubscriptions(asset.Spot, operation, channelsToSubscribe)
if err != nil {
return err
@@ -238,8 +239,8 @@ func (by *Bybit) handleSpotSubscription(operation string, channelsToSubscribe []
}
// GenerateDefaultSubscriptions generates default subscription
func (by *Bybit) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var subscriptions []stream.ChannelSubscription
func (by *Bybit) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
var subscriptions []subscription.Subscription
var channels = []string{
chanPublicTicker,
chanOrderbook,
@@ -265,17 +266,17 @@ func (by *Bybit) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, e
chanDCP,
chanWallet:
subscriptions = append(subscriptions,
stream.ChannelSubscription{
subscription.Subscription{
Channel: channels[x],
Asset: asset.Spot,
})
default:
for z := range pairs {
subscriptions = append(subscriptions,
stream.ChannelSubscription{
Channel: channels[x],
Currency: pairs[z],
Asset: asset.Spot,
subscription.Subscription{
Channel: channels[x],
Pair: pairs[z],
Asset: asset.Spot,
})
}
}