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9a2a541b2594bfeaa73800a48b23a2fc0932ca6a
9 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
Gareth Kirwan
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52c6b3bf0b |
Websocket: Various refactors and test improvements (#1466)
* Websocket: Remove IsInit and simplify SetProxyAddress IsInit was basically the same as IsConnected. Any time Connect was called both would be set to true. Any time we had a disconnect they'd both be set to false Shutdown() incorrectly didn't setInit(false) SetProxyAddress simplified to only reconnect a connected Websocket. Any other state means it hasn't been Connected, or it's about to reconnect anyway. There's no handling for IsConnecting previously, either, so I've wrapped that behind the main mutex. * Websocket: Expand and Assertify tests * Websocket: Simplify state transistions * Websocket: Simplify Connecting/Connected state * Websocket: Tests and errors for websocket * Websocket: Make WebsocketNotEnabled a real error This allows for testing and avoids the repetition. If each returned error is a error.New() you can never use errors.Is() * Websocket: Add more testable errors * Websocket: Improve GenerateMessageID test Testing just the last id doesn't feel very robust * Websocket: Protect Setup() from races * Websocket: Use atomics instead of mutex This was spurred by looking at the setState call in trafficMonitor and the effect on blocking and efficiency. With the new atomic types in Go 1.19, and the small types in use here, atomics should be safe for our usage. bools should be truly atomic, and uint32 is atomic when the accepted value range is less than one byte/uint8 since that can be written atomicly by concurrent processors. Maybe that's not even a factor any more, however we don't even have to worry enough to check. * Websocket: Fix and simplify traffic monitor trafficMonitor had a check throttle at the end of the for loop to stop it just gobbling the (blocking) trafficAlert channel non-stop. That makes sense, except that nothing is sent to the trafficAlert channel if there's no listener. So that means that it's out by one second on the trafficAlert, because any traffic received during the pause is doesn't try to send a traffic alert. The unstopped timer is deliberately leaked for later GC when shutdown. It won't delay/block anything, and it's a trivial memory leak during an infrequent event. Deliberately Choosing to recreate the timer each time instead of using Stop, drain and reset * Websocket: Split traficMonitor test on behaviours * Websocket: Remove trafficMonitor connected status trafficMonitor does not need to set the connection to be connected. Connect() does that. Anything after that should result in a full shutdown and restart. It can't and shouldn't become connected unexpectedly, and this is most likely a race anyway. Also dropped trafficCheckInterval to 100ms to mitigate races of traffic alerts being buffered for too long. * Websocket: Set disconnected earlier in Shutdown This caused a possible race where state is still connected, but we start to trigger interested actors via ShutdownC and Wait. They may check state and then call Shutdown again, such as trafficMonitor * Websocket: Wait 5s for slow tests to pass traffic draining Keep getting failures upstream on test rigs. Think they can be very contended, so this pushes the boundary right out to 5s |
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Gareth Kirwan
|
e007f69f7c |
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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Samuael A
|
fb6d12ac69 |
exchanges: Update Bybit exchange to V5 (#1301)
* Adding Bybit public endpoints * Completed adding market endpoints * Added trade endpoints * Adding position endpoints * completing position endpoints * Adding Pre-upgrade endpoints * Completed adding Pre-upgrade and Account endpoints * Added asset endpoints * Added user endpoints and unit tests * Adding spot leverage and margin trade endpoints * spot margin trade added * added spot-margin-trade, institutional lending, c2c lending, and broker * Adding wrapper funnctions * Working on wrapper public methods * Added wrapper functions and unit tests * Added websocket support with unit tests * Update websocket handlers and added rate-limiter * wrapper function, websocket handlers, and linter issues fixe * unit tests fixes and codespell correction * Update documentation * Minor websocket handling fix and URL consts merging * types, unit test other updates * Updated websocket and methods based on review * Added GetFeeByType method with unit test and fixes * add filter for Unified and Normal endpoints * Mock recording and unit tests update * minor linter issue fix * websocket and rest tests and fix * change asset types and wrapper methods update * rm: forgotten panic message * endpoints, websocket and unit tests update * Added and updated endpoints and unit test * linter and spell fix * unit test and orders update * Update on endpoints, fields, config pairs and formating, and unit tests * minor update on responses * Fix unit test and types * Unit tests, models, and wrapper issues fix and mock test recording * rm print statement * Fix issue, add FundingRate wrapper func, mock record * minor type and unit test update * Update on order handling and unit test * Minor test * Minor fix in wrapper * unit tests update, recording, and documentation update * Unit tests and minor wrapper function update * minor unit test fix * Added newly added endpoints, unit tests, and mock recording * Rename GetInstruments -> GetInstrumentInfo * doc update * Minor unit tests update * Minor unit test and wrapper update * Fix linter issue * Add unit test and minor updates * Revert websocket error declaration * Revert websocket error declaration * Balace --> Balance * Fix config issues * Added next funding time minor fix * Update GetLatestFundingRates and record mock test data * Added LatestFundingRate time * Fix test issue of TestAllExchangeWrappers * config pairs update * configtest spot pairs update * Minor update on options UpdateOrderExecutionLimits wrapper func * Linter issue fix and added new currency codes * Added new currency codes * Update bybit pairs in config_example * config assets pair format update |
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Gareth Kirwan
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f9437dbd08 |
Bitfinex: Websocket subscription improvements (#1353)
* Websockets: Add keys to websocket subscriptions * This switches all RO uses of the mutex to use a RLock method. * The mutex used for discrete field access has had scope drift from name 'connectionMutex' so rename to more appropriate fieldsMutex * The mutex used for Set/CanUseAuthEndpoints moves from the subscriptions endpoint to the fieldsMutex * Add GetSubscription by key * Expose stream.Matcher type * Bitfinex: Subscribe and Unsubscribe atomicly * Fix Auth failures ignored * This change makes it so that Subscribe and Unsubscribe wait for success ** Tells the DataHandler about errors ** Errors are returned to consumers * Subscribes concurrently to the channels * It also simplifies the chanId to stream mapping * Removes unable to locate chanID: %d errors which are just noise * Paves the way for unified channelSubscription id handling * Adds support for subId for Book subscriptions, which is more robust * Vastly simplifies what we need to test TestWsSubscribedResponse This test was working to ensure that the various fancy key parsing mechanisms all worked. Now that we use subId, we just need a thorough test of that * Expose Match.Set in order to capture websocket incoming data Can't see another way of doing this. Doesn't seem too bad * Allow tests to run with auth or WS These flags made it difficult to run the tests whilst working on websockets * Enable API auth and WS in testconfig This change minimises the changes requires for a full test run against live endpoints, so that new contributors have a clearer testing path. I cannot see any reason to turn WS off and Auth endpoints off when we're not going to run API tests without Creds being set, and we're not going to do live fire tests without canManipulateRealOrders * TestWsSubscribe and various fixes ** Enables the websocket for live non-authed integration tests by default ** Adds an integration test for subscriptions ** Changes the Ws tests to respect canManipulateRealOrders ** Uses WsConnect instead of setupWs; fixes seqNo config not sent for WS tests ** Allows api creds to live in config/testdata.json which might be less likely to accidentally commit, and less obtrusive * Bitfinex: Support period and timeframe for Candles * Fixes manual Subscribe() symbol or key formatting * Unifies handling of params for DefaultSubscriptions and manual subsrciptions * Bitfinex: Handle conf and info WS channel events * Bitfinex: Better tests for subscriptions * fixup! Websockets: Add keys to websocket subscriptions * fixup! Bitfinex: Subscribe and Unsubscribe atomicly * fixup! Websockets: Add keys to websocket subscriptions * Websockets: Add Pending subscription status Add a status tracker so that Sub/Unsub can prevent duplicates, and also fixes when first message comes before we have added the sub to the tracker * Websockets: Add State instead of pending This change allows more clarity about the current state and checks for specifically already Unsubing * Bitfinex: Fix first sub message maybe lost The only link we have between a sub req and the sub resp is the subID. And the only link we have between a sub message and the sub is the chanID. We can't derive a link using Pair or anything else. This meant that by sending the resp and its chanID down the IncomingData channel, we allowed the channel reader to maybe process the next message, the first message on the channel, before the runtime executed the switch back to subscribeToChan waiting on the chan. To fix this, we key initially on subId.(string), and then replace it with chanId.(int64) when we have it *inside* the wsHandleData so we know we've procedurally handled it before the next message. subscribeToChan is then free to remove the subId keyed Sub regardless of error or not If there's an error, we don't need to inline handling because there won't be any second update. Expands test coverage to make sure those subId keyed subscriptions are removed. * Websocket: Validate state in SetChanState * fixup! Bitfinex: Fix first sub message maybe lost * Websockets: Rename RemoveUnsuccessfulSubs Implementation doesn't imply Unsuccessful or need to. This change supports the registering of Pending subs * Bitfinex: Fix race in Tests |
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Ryan O'Hara-Reid
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ceef7a14e0 |
currency: Adds matching lookup table built from available pairs (#1312)
* currency: Add pair matching update (cherry-pick) * exchange/currency: Add tests and update func * linter fix, also if using json unmarshal functionality stop usage of string conversion without delimiter * gemini: fix test * currency/manager: potential optimisation * exchanges: purge derive from wrapper cases and add warning comment * glorious: nits * glorious: nits * linter: fix * glorious: nits * whoops * whoops * glorious: nits continued * glorious: diff THANKS! * hitbtc: fix update tradable pairs strings splitting. continue if not enabled tickers update pair. * glorious: nits * linter: fix * Update exchanges/exmo/exmo_wrapper.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * bitstamp: fix test when 32 biterinos architecturinos * capture more strings for speed * swapsies because whos running 32bit \0/? --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Scott
|
fcc5ad4551 |
exchanges/qa: Add exchange wrapper testing suite (#1159)
* initial concept of a nice validation tester for exchanges * adds some datahandler design * expand testing * more tests and fixes * minor end of day fix for bithumb * fixes implementation issues * more test coverage and improvements, but not sure if i should continue * fix more wrapper implementations * adds error type, more fixes * changes signature, fixes implementations * fixes more wrapper implementations * one more bit * more cleanup * WOW things work? * lintle 1/1337 * mini bump * fixes all linting * neaten * GetOrderInfo+ asset pair fixes+improvements * adds new websocket test * expand ws testing * fix bug, expand tests, improve implementation * code coverage of a lot of new codes * fixes everything * reverts accidental changes * minor fixes from reviewing code * removes Bitfinex cancelBatchOrder implementation * fixes dumb baby typo for babies * mini nit fixes * so many nits to address * addresses all the nits * Titlecase * switcheroo * removes websocket testing for now * fix appveyor, minor test fix * fixes typo, re-kindles killed kode * skip binance wrapper tests when running CI * expired context, huobi okx fixes * kodespull * fix ordering * time fix because why not * fix exmo, others * hopefully this fixes all of my life's problems * last thing today * huobi, more like hypotrophy * golangci-lint, more like mypooroldknee-splint * fix huobi times by removing them * should fix okx currency issues * blocks the application * adds last little contingency for pairs * addresses most nits and new problems * lovely fixed before seeing why okx sucks * fixes issues with okx websocket * the classic receieieivaier * lintle * adds test and fixes existing tests * expands error handling messages during setup * fixes dumb okx bugs introduced * quick fix for lint and exmo * fixes nixes * fix exmo deposit issue * lint * fixes issue with extra asset runs missing * fix surprise race * all the lint and merge fixes * fixes surprise bugs in OKx * fixes issues with times and chains * fixing all the merge stuff * merge fix * rm logs and a panic potential * lovely lint lament * an easy demonstration of scenario, but not of initial purpose * put it in the bin * Revert "put it in the bin" This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd. * re-add after immediate error popup * fix mini poor test design * okx okay * merge fixes * fixes issues discovered in lovely test * I FORGOT TO COMMIT THIS * nit fixaroonaboo * forgoetten test fix * revert old okx asset intrument work * fixes * revert problems I didnt understand. update bybit * fix merge bugs * test cleanup * further improvements * reshuffle and lint * rm redundant CI_TEST by rm the CI_TEST field that is redundant * path fix * move to its own section, dont run on 32 bit + appveyor * lint * fix lbank * address nits * let it rip * fix failing test time range * niteroo boogaloo * mod tidy, use common.SimpleTimeFormat |
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Ryan O'Hara-Reid
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981a08af83 |
bybit: assortment of updates (#1192)
* bybit: cherry-pickable * bybit: implement fee fetching v5 * bybit: update to use nullable type * bybit: fix some tests * bybit: spell check fix * remove redunant asset dec, and rm output * rm comment code * linter: fixerinos woooo * bybit: constrict rate limit on public spot to v5 * exchanges/bybit/limits: update (CHERRY PICK ME) * glorious: nIIIIIIIIIIIIIIITS * glorious: nits continued * updated comment * update even more * RM LINE! * glorious: nits * Update exchanges/sharedtestvalues/sharedtestvalues.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fix --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> |
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Ryan O'Hara-Reid
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d2561402c4 |
common: update Errors type (#1129)
* common: adjust common error slice to allow multi errors.Is matching and conform to interface better * zb: forgot to save? * linties: fixies * linties: word change as well. * nitters: glorious * buts * nitters: fix glorious bug * Update common/common.go Co-authored-by: Scott <gloriousCode@users.noreply.github.com> * nitters: shifty --------- Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io> Co-authored-by: Scott <gloriousCode@users.noreply.github.com> |
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Jaydeep Rajpurohit
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247da918a8 |
exchanges: Add ByBit support (#887)
* few fixes and add ratelimiter * adds test * revert configtest.json changes * configtest updated * WIP: adds public endpoint support * WIP: adds public endpoint support * adds public endpoint support * WIP: adds auth. endpoint support * adds test for auth. endpoint * fixes * adds auth. endpoint support * WIP: ws support * WIP * WIP * WIP * WIP * WIP * WIP * WIP * Testing * Complete WS spot testing * adds support for ws events * minor change * WIP: adds REST support for CoinMarginedFutures * Fixes * WIP: adds REST support for CoinMarginedFutures * Fixes * improvement in SPOT REST * Typo fix * WIP: add REST support for CMF Account API * minor fixes * WIP: add support for CMF conditional orders and few minor fixes * complete support for CMF conditional orders * adds support for public CMF endpoint * adds support for CMF position API * Complete REST CMF support * WIP * Testing REST CMF support * Testing REST CMF support * Testing REST CMF support completed * WIP: add support for UMF * completed non-auth UMF * WIP: add support for REST Auth. UMF * WIP: add support for REST Auth. UMF and some improvements * WIP * WIP * WIP * completed REST UMF * renaming * adds REST support for futures * add testcases for UMF and some optimizations * add testcases for futures * Testing UMF, futures and its changes * Fixes * Fixes after testing * WIP * WIP * WIP * completed ws USDT futures support * WIP: ws support for futures * fixes in WS futures * fixes in WS support * roll back changes made for WS CMF, USDT and Futures * fixes * WIP * WIP * fixes * Steps for new PR * WIP * WIP * WIP * WIP * complete PR setup * fixes for successfully running tests * update in symbol for futures pair in test file * WIP * Fixes in test file and other minor fix * fix testdata/configtest.json * reset CONTRIBUTORS file * review changes * remove unwanted file * remove redundant code * improvisation * adds comment for exported functions * remove unwanted TODO and commented code * fix * improvisation * fix * defined errors * improvisation * improvisation * improvisation * updates test * adds comment for exported types * review changes * review changes * fix * fixes * Changes for making BYBIT compatible with existing code base * Test file changes * Changes for making BYBIT compatible with existing code base * Changes for making BYBIT compatible with existing code base * fix lint issues * fix * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * review changes * WIP * add test cases for new API's * minor improvements * add missing API and their tests * minor fixes * add bybitTime * add bybitTimeSec, bybitTimeMilliSec, bybitTimeNanoSec and necessary support * fix GetTradeHistory function * error handling * test fixes * add GetServerTime API * adds GetHistoricCandlesExtended and review changes * test fixes * minor fix * integrating CMF Bybit recent change log * minor fixes * adds extractCurrencyPair * minor fixes * minor fix * review changes * adds variable declaration of error * review commit * adds embeddable type in API response for all API and integrate it * fixes * adds authentication WS connection * review changes * review changes * compatible changes * adds asset to GetWithdrawalsHistory * adds asset_type in rpc.proto * adds asset argument in gctcli withdrawal request command * improve error handling in exchange API error * web socket fix * review changes * improvements * improvements * minor fix * review changes * fixing wrapper issues * fixes * fixes * review changes * add test cases * fix for GetActiveOrders * lint fixes * fixes in websocket * adds wrapper testcases * adds wrapper testcases * adds wrapper testcases * fixes * fix issue with GetHistoricCandlesExtended * fix merge issues * improving error reporting * adds wrapper testcases and a minor fix * gctrpc changes * adds test cases fixes in websocket * review changes for ws * review changes in WS * fix gctrpc * merge fixes * review changes * WIP * updates pair in configs * adds new asset USDCMarginedFutures * adds URL const for USDCMarginedFutures * adds API support * minor fixes * adds kline API * minor fix * adds API * adds API * adds API * WIP * WIP * WIP * adds support for USDC auth requests to SendAuthHTTPRequest * adds SendUSDCAuthHTTPRequest * run test and fix them * rollback support added for Auth. USDC request inside SendAuthHTTPRequest * adds API and test cases * adds API and test cases * adds APIs and test cases * adds APIs * adds rate limit for USDC * adds USDCMarginedFutures to wrapper * adds USDC testcases in wrapper and fix few issues * minor test fixes * minor test fixes * fix lint issues * WIP * Merge changes * minor fixes * remove "else" and optimize * review changes * review changes * review changes * fix lint issue * merge fix * fix test * fix templates and run them * changes after merge * review changes and improvements * code improvement * fixes with respect to changes in API response in documentation * fixed review change in test * adds check in CancelExistingOrder * update exchange template * review changes * adds GetDepositAddress API * WIP: adds GetOrderHistory * complete GetOrderHistory * fixes * adds test case * fixes and add WithdrawFund API * WIP * WIP * updating all SendAuthHTTPRequest call * adds WithdrawCryptocurrencyFunds * update test cases * fix lint issues * fixes after merge * adds GetAvailableTransferChains and few fixes * minor fix in GetDepositAddress * minor fix with WS ping/pong handling * add ping handler for WS Auth. * fix typo mistake * update doc |