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exchanges/websocket: Implement subscription configuration (#1394)
* 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.
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@@ -4,10 +4,10 @@ deps:
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- remote: buf.build
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owner: googleapis
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repository: googleapis
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commit: cc916c31859748a68fd229a3c8d7a2e8
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digest: shake256:469b049d0eb04203d5272062636c078decefc96fec69739159c25d85349c50c34c7706918a8b216c5c27f76939df48452148cff8c5c3ae77fa6ba5c25c1b8bf8
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commit: 28151c0d0a1641bf938a7672c500e01d
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digest: shake256:49215edf8ef57f7863004539deff8834cfb2195113f0b890dd1f67815d9353e28e668019165b9d872395871eeafcbab3ccfdb2b5f11734d3cca95be9e8d139de
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- remote: buf.build
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owner: grpc-ecosystem
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repository: grpc-gateway
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commit: a1ecdc58eccd49aa8bea2a7a9022dc27
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digest: shake256:efdd86fbdc42e8b7259fe461a49656827a03fb7cba0b3b9eb622ca10654ec6beccb9a051229c1553ccd89ed3e95d69ad4d7c799f1da3f3f1bd447b7947a4893e
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commit: 3f42134f4c564983838425bc43c7a65f
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digest: shake256:3d11d4c0fe5e05fda0131afefbce233940e27f0c31c5d4e385686aea58ccd30f72053f61af432fa83f1fc11cda57f5f18ca3da26a29064f73c5a0d076bba8d92
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4037
gctrpc/rpc.pb.go
4037
gctrpc/rpc.pb.go
File diff suppressed because it is too large
Load Diff
@@ -834,7 +834,7 @@ message WebsocketGetSubscriptionsRequest {
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message WebsocketSubscription {
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string channel = 1;
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string currency = 2;
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string pair = 2;
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string asset = 3;
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string params = 4;
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}
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@@ -7580,7 +7580,7 @@
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"channel": {
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"type": "string"
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},
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"currency": {
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"pair": {
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"type": "string"
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},
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"asset": {
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