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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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7
exchanges/interfaces.go
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@@ -20,6 +20,7 @@ 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"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
@@ -71,9 +72,9 @@ type IBotExchange interface {
EnableRateLimiter() error
GetServerTime(ctx context.Context, ai asset.Item) (time.Time, error)
GetWebsocket() (*stream.Websocket, error)
SubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
UnsubscribeToWebsocketChannels(channels []stream.ChannelSubscription) error
GetSubscriptions() ([]stream.ChannelSubscription, error)
SubscribeToWebsocketChannels(channels []subscription.Subscription) error
UnsubscribeToWebsocketChannels(channels []subscription.Subscription) error
GetSubscriptions() ([]subscription.Subscription, error)
FlushWebsocketChannels() error
AuthenticateWebsocket(ctx context.Context) error
GetOrderExecutionLimits(a asset.Item, cp currency.Pair) (order.MinMaxLevel, error)