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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/gemini/gemini_websocket.go
View File

@@ -21,6 +21,7 @@ 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"
)
@@ -62,7 +63,7 @@ func (g *Gemini) WsConnect() error {
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (g *Gemini) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
func (g *Gemini) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
// See gemini_types.go for more subscription/candle vars
var channels = []string{
marketDataLevel2,
@@ -74,13 +75,13 @@ func (g *Gemini) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, e
return nil, err
}
var subscriptions []stream.ChannelSubscription
var subscriptions []subscription.Subscription
for x := range channels {
for y := range pairs {
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: channels[x],
Currency: pairs[y],
Asset: asset.Spot,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: channels[x],
Pair: pairs[y],
Asset: asset.Spot,
})
}
}
@@ -88,7 +89,7 @@ func (g *Gemini) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, e
}
// Subscribe sends a websocket message to receive data from the channel
func (g *Gemini) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (g *Gemini) Subscribe(channelsToSubscribe []subscription.Subscription) error {
channels := make([]string, 0, len(channelsToSubscribe))
for x := range channelsToSubscribe {
if common.StringDataCompareInsensitive(channels, channelsToSubscribe[x].Channel) {
@@ -99,10 +100,10 @@ func (g *Gemini) Subscribe(channelsToSubscribe []stream.ChannelSubscription) err
var pairs currency.Pairs
for x := range channelsToSubscribe {
if pairs.Contains(channelsToSubscribe[x].Currency, true) {
if pairs.Contains(channelsToSubscribe[x].Pair, true) {
continue
}
pairs = append(pairs, channelsToSubscribe[x].Currency)
pairs = append(pairs, channelsToSubscribe[x].Pair)
}
fmtPairs, err := g.FormatExchangeCurrencies(pairs, asset.Spot)
@@ -132,7 +133,7 @@ func (g *Gemini) Subscribe(channelsToSubscribe []stream.ChannelSubscription) err
}
// Unsubscribe sends a websocket message to stop receiving data from the channel
func (g *Gemini) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription) error {
func (g *Gemini) Unsubscribe(channelsToUnsubscribe []subscription.Subscription) error {
channels := make([]string, 0, len(channelsToUnsubscribe))
for x := range channelsToUnsubscribe {
if common.StringDataCompareInsensitive(channels, channelsToUnsubscribe[x].Channel) {
@@ -143,10 +144,10 @@ func (g *Gemini) Unsubscribe(channelsToUnsubscribe []stream.ChannelSubscription)
var pairs currency.Pairs
for x := range channelsToUnsubscribe {
if pairs.Contains(channelsToUnsubscribe[x].Currency, true) {
if pairs.Contains(channelsToUnsubscribe[x].Pair, true) {
continue
}
pairs = append(pairs, channelsToUnsubscribe[x].Currency)
pairs = append(pairs, channelsToUnsubscribe[x].Pair)
}
fmtPairs, err := g.FormatExchangeCurrencies(pairs, asset.Spot)