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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

54
exchanges/stream/websocket.go
View File

@@ -11,6 +11,7 @@ import (
"github.com/gorilla/websocket"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/log"
)
@@ -30,6 +31,8 @@ var (
ErrSubscribedAlready = errors.New("duplicate subscription")
// ErrSubscriptionFailure defines an error when a subscription fails
ErrSubscriptionFailure = errors.New("subscription failure")
// ErrSubscriptionNotSupported defines an error when a subscription channel is not supported by an exchange
ErrSubscriptionNotSupported = errors.New("subscription channel not supported ")
// ErrUnsubscribeFailure defines an error when a unsubscribe fails
ErrUnsubscribeFailure = errors.New("unsubscribe failure")
// ErrChannelInStateAlready defines an error when a subscription channel is already in a new state
@@ -79,8 +82,8 @@ func New() *Websocket {
ToRoutine: make(chan interface{}, defaultJobBuffer),
TrafficAlert: make(chan struct{}),
ReadMessageErrors: make(chan error),
Subscribe: make(chan []ChannelSubscription),
Unsubscribe: make(chan []ChannelSubscription),
Subscribe: make(chan []subscription.Subscription),
Unsubscribe: make(chan []subscription.Subscription),
Match: NewMatch(),
}
}
@@ -869,9 +872,9 @@ func (w *Websocket) GetName() string {
// GetChannelDifference finds the difference between the subscribed channels
// and the new subscription list when pairs are disabled or enabled.
func (w *Websocket) GetChannelDifference(genSubs []ChannelSubscription) (sub, unsub []ChannelSubscription) {
func (w *Websocket) GetChannelDifference(genSubs []subscription.Subscription) (sub, unsub []subscription.Subscription) {
w.subscriptionMutex.RLock()
unsubMap := make(map[any]ChannelSubscription, len(w.subscriptions))
unsubMap := make(map[any]subscription.Subscription, len(w.subscriptions))
for k, c := range w.subscriptions {
unsubMap[k] = *c
}
@@ -894,7 +897,7 @@ func (w *Websocket) GetChannelDifference(genSubs []ChannelSubscription) (sub, un
}
// UnsubscribeChannels unsubscribes from a websocket channel
func (w *Websocket) UnsubscribeChannels(channels []ChannelSubscription) error {
func (w *Websocket) UnsubscribeChannels(channels []subscription.Subscription) error {
if len(channels) == 0 {
return fmt.Errorf("%s websocket: %w", w.exchangeName, errNoSubscriptionsSupplied)
}
@@ -912,16 +915,16 @@ func (w *Websocket) UnsubscribeChannels(channels []ChannelSubscription) error {
}
// ResubscribeToChannel resubscribes to channel
func (w *Websocket) ResubscribeToChannel(subscribedChannel *ChannelSubscription) error {
err := w.UnsubscribeChannels([]ChannelSubscription{*subscribedChannel})
func (w *Websocket) ResubscribeToChannel(subscribedChannel *subscription.Subscription) error {
err := w.UnsubscribeChannels([]subscription.Subscription{*subscribedChannel})
if err != nil {
return err
}
return w.SubscribeToChannels([]ChannelSubscription{*subscribedChannel})
return w.SubscribeToChannels([]subscription.Subscription{*subscribedChannel})
}
// SubscribeToChannels appends supplied channels to channelsToSubscribe
func (w *Websocket) SubscribeToChannels(channels []ChannelSubscription) error {
func (w *Websocket) SubscribeToChannels(channels []subscription.Subscription) error {
if err := w.checkSubscriptions(channels); err != nil {
return fmt.Errorf("%s websocket: %w", w.exchangeName, common.AppendError(ErrSubscriptionFailure, err))
}
@@ -933,7 +936,7 @@ func (w *Websocket) SubscribeToChannels(channels []ChannelSubscription) error {
// AddSubscription adds a subscription to the subscription lists
// Unlike AddSubscriptions this method will error if the subscription already exists
func (w *Websocket) AddSubscription(c *ChannelSubscription) error {
func (w *Websocket) AddSubscription(c *subscription.Subscription) error {
w.subscriptionMutex.Lock()
defer w.subscriptionMutex.Unlock()
if w.subscriptions == nil {
@@ -952,7 +955,7 @@ func (w *Websocket) AddSubscription(c *ChannelSubscription) error {
// SetSubscriptionState sets an existing subscription state
// returns an error if the subscription is not found, or the new state is already set
func (w *Websocket) SetSubscriptionState(c *ChannelSubscription, state ChannelState) error {
func (w *Websocket) SetSubscriptionState(c *subscription.Subscription, state subscription.State) error {
w.subscriptionMutex.Lock()
defer w.subscriptionMutex.Unlock()
if w.subscriptions == nil {
@@ -966,7 +969,7 @@ func (w *Websocket) SetSubscriptionState(c *ChannelSubscription, state ChannelSt
if state == p.State {
return ErrChannelInStateAlready
}
if state > ChannelUnsubscribing {
if state > subscription.UnsubscribingState {
return errInvalidChannelState
}
p.State = state
@@ -975,7 +978,7 @@ func (w *Websocket) SetSubscriptionState(c *ChannelSubscription, state ChannelSt
// AddSuccessfulSubscriptions adds subscriptions to the subscription lists that
// has been successfully subscribed
func (w *Websocket) AddSuccessfulSubscriptions(channels ...ChannelSubscription) {
func (w *Websocket) AddSuccessfulSubscriptions(channels ...subscription.Subscription) {
w.subscriptionMutex.Lock()
defer w.subscriptionMutex.Unlock()
if w.subscriptions == nil {
@@ -984,13 +987,13 @@ func (w *Websocket) AddSuccessfulSubscriptions(channels ...ChannelSubscription)
for _, cN := range channels {
c := cN // cN is an iteration var; Not safe to make a pointer to
key := c.EnsureKeyed()
c.State = ChannelSubscribed
c.State = subscription.SubscribedState
w.subscriptions[key] = &c
}
}
// RemoveSubscriptions removes subscriptions from the subscription list
func (w *Websocket) RemoveSubscriptions(channels ...ChannelSubscription) {
func (w *Websocket) RemoveSubscriptions(channels ...subscription.Subscription) {
w.subscriptionMutex.Lock()
defer w.subscriptionMutex.Unlock()
if w.subscriptions == nil {
@@ -1002,22 +1005,9 @@ func (w *Websocket) RemoveSubscriptions(channels ...ChannelSubscription) {
}
}
// EnsureKeyed sets the default key on a channel if it doesn't have one
// Returns key for convenience
func (c *ChannelSubscription) EnsureKeyed() any {
if c.Key == nil {
c.Key = DefaultChannelKey{
Channel: c.Channel,
Asset: c.Asset,
Currency: c.Currency,
}
}
return c.Key
}
// GetSubscription returns a pointer to a copy of the subscription at the key provided
// returns nil if no subscription is at that key or the key is nil
func (w *Websocket) GetSubscription(key any) *ChannelSubscription {
func (w *Websocket) GetSubscription(key any) *subscription.Subscription {
if key == nil || w == nil || w.subscriptions == nil {
return nil
}
@@ -1031,10 +1021,10 @@ func (w *Websocket) GetSubscription(key any) *ChannelSubscription {
}
// GetSubscriptions returns a new slice of the subscriptions
func (w *Websocket) GetSubscriptions() []ChannelSubscription {
func (w *Websocket) GetSubscriptions() []subscription.Subscription {
w.subscriptionMutex.RLock()
defer w.subscriptionMutex.RUnlock()
subs := make([]ChannelSubscription, 0, len(w.subscriptions))
subs := make([]subscription.Subscription, 0, len(w.subscriptions))
for _, c := range w.subscriptions {
subs = append(subs, *c)
}
@@ -1082,7 +1072,7 @@ func checkWebsocketURL(s string) error {
// checkSubscriptions checks subscriptions against the max subscription limit
// and if the subscription already exists.
func (w *Websocket) checkSubscriptions(subs []ChannelSubscription) error {
func (w *Websocket) checkSubscriptions(subs []subscription.Subscription) error {
if len(subs) == 0 {
return errNoSubscriptionsSupplied
}