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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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17
exchanges/zb/zb_websocket.go
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@@ -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"
)
@@ -273,10 +274,10 @@ func (z *ZB) wsHandleData(respRaw []byte) error {
}
// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
func (z *ZB) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error) {
var subscriptions []stream.ChannelSubscription
func (z *ZB) GenerateDefaultSubscriptions() ([]subscription.Subscription, error) {
var subscriptions []subscription.Subscription
// market configuration is its own channel
subscriptions = append(subscriptions, stream.ChannelSubscription{
subscriptions = append(subscriptions, subscription.Subscription{
Channel: "markets",
})
channels := []string{"%s_ticker", "%s_depth", "%s_trades"}
@@ -288,10 +289,10 @@ func (z *ZB) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error
for i := range channels {
for j := range enabledCurrencies {
enabledCurrencies[j].Delimiter = ""
subscriptions = append(subscriptions, stream.ChannelSubscription{
Channel: fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()),
Currency: enabledCurrencies[j].Lower(),
Asset: asset.Spot,
subscriptions = append(subscriptions, subscription.Subscription{
Channel: fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String()),
Pair: enabledCurrencies[j].Lower(),
Asset: asset.Spot,
})
}
}
@@ -299,7 +300,7 @@ func (z *ZB) GenerateDefaultSubscriptions() ([]stream.ChannelSubscription, error
}
// Subscribe sends a websocket message to receive data from the channel
func (z *ZB) Subscribe(channelsToSubscribe []stream.ChannelSubscription) error {
func (z *ZB) Subscribe(channelsToSubscribe []subscription.Subscription) error {
var errs error
for i := range channelsToSubscribe {
subscriptionRequest := Subscription{