Commit Graph

13 Commits

Author SHA1 Message Date
Gareth Kirwan
0c4b070ebc BTCMarkets: Add subscription configuration (#1624)
* Subscription: Add List.GroupByPairs

* BTCMarkets: Add subscription conf

* BTCMarkets: Upgrade test config
2024-12-05 14:50:10 +11:00
Gareth Kirwan
19f8bc45cd tests: Fix TestRootPathFromCWD LICENSE check for web and vendor directories (#1695)
This fixes looking for LICENSE files in the vendor directory
2024-10-31 12:17:43 +11:00
Gareth Kirwan
ba77c9946d Bitfinex: Add subscription configuration and templating (#1597)
* Bitfinex: Correct comment about R0 OB

* Bitfinex: Test config updates

* Bitfinex: Add missing assets to configtest

* Bitfinex: Rename GenerateDefaultSubscriptions

* Bitfinex: Add Subscription configuration

* Subscriptions: Document panic in templates
2024-10-18 09:23:15 +11:00
Ryan O'Hara-Reid
ac731ce283 websocket/gateio: Support multi connection management and integrate with GateIO (#1580)
* gateio: Add multi asset websocket support WIP.

* meow

* Add tests and shenanigans

* integrate flushing and for enabling/disabling pairs from rpc shenanigans

* some changes

* linter: fixes strikes again.

* Change name ConnectionAssociation -> ConnectionCandidate for better clarity on purpose. Change connections map to point to candidate to track subscriptions for future dynamic connections holder and drop struct ConnectionDetails.

* Add subscription tests (state functional)

* glorious:nits + proxy handling

* Spelling

* linter: fixerino

* instead of nil, dont do nil.

* clean up nils

* cya nils

* don't need to set URL or check if its running

* stop ping handler routine leak

* * Fix bug where reader routine on error that is not a disconnection error but websocket frame error or anything really makes the reader routine return and then connection never cycles and the buffer gets filled.
* Handle reconnection via an errors.Is check which is simpler and in that scope allow for quick disconnect reconnect without waiting for connection cycle.
* Dial now uses code from DialContext but just calls context.Background()
* Don't allow reader to return on parse binary response error. Just output error and return a non nil response

* Allow rollback on connect on any error across all connections

* fix shadow jutsu

* glorious/gk: nitters - adds in ws mock server

* linter: fix

* fix deadlock on connection as the previous channel had no reader and would hang connection reader for eternity.

* gk: nits

* Leak issue and edge case

* gk: nits

* gk: drain brain

* glorious: nits

* Update exchanges/stream/websocket.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* add tests

* linter: fix

* After merge

* Add error connection info

* Fix edge case where it does not reconnect made by an already closed connection

* stream coverage

* glorious: nits

* glorious: nits removed asset error handling in stream package

* linter: fix

* rm block

* Add basic readme

* fix asset enabled flush cycle for multi connection

* spella: fix

* linter: fix

* Add glorious suggestions, fix some race thing

* reinstate name before any routine gets spawned

* stop on error in mock tests

* glorious: nits

* glorious: nits found in CI build

* Add test for drain, bumped wait times as there seems to be something happening on macos CI builds, used context.WithTimeout because its instant.

* mutex across shutdown and connect for protection

* lint: fix

* test time withoffset, reinstate stop

* fix whoops

* const trafficCheckInterval; rm testmain

* y

* fix lint

* bump time check window

* stream: fix intermittant test failures while testing routines and remove code that is not needed.

* spells

* cant do what I did

* protect race due to routine.

* update testURL

* use mock websocket connection instead of test URL's

* linter: fix

* remove url because its throwing errors on CI builds

* connections drop all the time, don't need to worry about not being able to echo back ws data as it can be easily reviewed _test file side.

* remove another superfluous url thats not really set up for this

* spawn overwatch routine when there is no errors, inline checker instead of waiting for a time period, add sleep inline with echo handler as this is really quick and wanted to ensure that latency is handing correctly

* linter: fixerino uperino

* glorious: panix

* linter: things

* whoops

* defer lock and use functions that don't require locking in SetProxyAddress

* lint: fix

* thrasher: nits

---------

Co-authored-by: shazbert <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2024-10-10 15:09:52 +11:00
Gareth Kirwan
33e82c170f Kraken: Subscription improvements (#1587)
* Convert: Fix TimeFromUnixTimestampDecimal using local

All parsed times should be in UTC

* Subscriptions: Add IgnoringAssetsKey

* Tests: Pass tb to curried WS handlers

* Websocket: Make ErrNoMessageListener a public error

* Kraken: Fix URLMap ignored for websocket URLs

* Kraken: Move SeedAssets from Setup to Bootstrap

Having SeedAssets in Setup is cruel and unusual because it calls the
API. Most other interactive data seeding happens in Bootstrap.

This made it so that fixing and creating unit tests for Kraken was
painfully slow, particularly on flaky internet.

* Kraken: Remove convert test

Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal

* Kraken: Test config upgrades

* Kraken: Sub Channel improvements

* Use Websocket subscriptionChannels instead of local slice
* Remove ChannelID - Deprecated in docs
* Simplify ping handlers and hardcodes message
* Add Depth as configurable orderbook channel param
* Simplify auth/non-auth channel updates
* Add configurable Book depth
* Add configurable Candle timeframes

Kraken: Simplify all WS handlers with reqId

* Kraken: Subscription templating

* Generate N+ subs for pairs
If we generate one sub for all pairs, but then fan it out in the
responses, we end up with a mis-match between the sub store and
GenerateSubs, and when we do FlushChannels it will try to resub
everything again.

* Kraken: Rename channelName var throughout

Avoid shadowing func of same name

* Kraken: Add TestEnforceStandardChannelNames

* Websocket: Fix Resubscribe erroring Duplicate
2024-10-08 10:34:10 +11:00
Gareth Kirwan
c601575c66 subscriptions: Add templating support and integrate with Binance (#1568)
* Subscriptions: Add List.AssetPairs

* Subscriptions: Add Template and QualifiedChannel

These fields separate the concept of what the channel is from the
qualified resource name

* Subscriptions: Add List.SetStates()

* Subscriptions: Add List.QualifiedChannels

* Subscriptions: Rename testsubs.EqualLists

* Binance: Switch to ExpandTemplates

* Binance: Update ConfigTest format

* Subscriptions: Test Coverage improvements

* Subscriptions: Reenterant List.ExpandTemplates

* Subscriptions: Move templates from subscriptions to exchanges

* Binance: Inline subscription template and improvements
2024-07-09 15:53:00 +10:00
Gareth Kirwan
1199f38546 subscriptions: Encapsulate, replace Pair with Pairs and refactor; improve exchange support
* Websocket: Use ErrSubscribedAlready

instead of errChannelAlreadySubscribed

* Subscriptions: Replace Pair with Pairs

Given that some subscriptions have multiple pairs, support that as the
standard.

* Docs: Update subscriptions in add new exch

* RPC: Update Subscription Pairs

* Linter: Disable testifylint.Len

We deliberately use Equal over Len to avoid spamming the contents of large Slices

* Websocket: Add suffix to state consts

* Binance: Subscription Pairs support

* Bitfinex: Subscription Pairs support

* Bithumb: Subscription Pairs support

* Bitmex: Subscription Pairs support

* Bitstamp: Subscription Pairs support

* BTCMarkets: Subscription Pairs support

* BTSE: Subscription Pairs support

* Coinbase: Subscription Pairs support

* Coinut: Subscription Pairs support

* GateIO: Subscription Pairs support

* Gemini: Subscription Pairs support and improvement

* Hitbtc: Subscription Pairs support

* Huboi: Subscription Pairs support

* Kucoin: Subscription Pairs support

* Okcoin: Subscription Pairs support

* Poloniex: Subscription Pairs support

* Kraken: Add subscription Pairs support

Note: This is a naieve implementation because we want to rebase the
kraken websocket rewrite on top of this

* Bybit: Subscription Pairs support

* Okx: Subscription Pairs support

* Bitmex: Subsription configuration

* Fixes unauthenticated websocket left as CanUseAuth
* Fixes auth subs happening privately

* CoinbasePro: Subscription Configuration

* Consolidate ProductIDs when all subscriptions are for the same list

* Websocket: Log actual sent message when Verbose

* Subscriptions: Improve clarity of which key is which in Match

* Subscriptions: Lint fix for HugeParam

* Subscriptions: Add AddPairs and move keys from test

* Subscriptions: Simplify subscription keys and add key types

* Subscriptions: Add List.GroupPairs Rename sub.AddPairs

* Subscription: Fix ExactKey not matching 0 pairs

* Subscriptions: Remove unused IdentityKey and HasPairKey

* Subscriptions: Fix GetKey test

* Subscriptions: Test coverage improvements

* Websocket: Change State on Add/Remove

* Subscriptions: Improve error context

* Subscriptions: Fix Enable: false subs not ignored

* Bitfinex: Fix WsAuth test failing on DataHandler

DataHandler is eaten by dataMonitor now, so we need to use ToRoutine

* Deribit: Subscription Pairs support

* Websocket: Accept nil lists for checkSubscriptions

If the user passes in a nil (implicitly empty) list, we would not panic.
Therefore the burden of correctness about that data lies with them.
The list of subscriptions is empty, and that's okay, and possibly
convenient

* Websocket: Add context to NilPointer errors

* Subscriptions: Add context to nil errors

* Exchange: Fix error expectations in UnsubToWSChans
2024-06-07 11:54:08 +10:00
Gareth Kirwan
7d1eecfa7e Tests: Various race fixes and move TestFixtureToDataHandler (#1534)
* Tests: Move and simplify TestFixtureToDataHandler

* Currency: Fix PairsManager.Load breaking matcher

* Tests: Add multi-instance cache to UpdatePairsOnce

* Kraken: Fix TestUpdateTickers race error

Calling StorePairs on global instance can lead to race

* Bitfinex: Fix TestUpdateTickers racing intermittently

* Currency: Fix concurrent access to PM formats

* Currency: Fix SupportsAsset implementation

This should delegate entirely to PairManager's IsAssetSupported

* Okx: Fix PM intrusion, rm GetPairFromInstrumentID

* Exchange: Fix SetGlobalPairsManager to set asset enabled

* Bitflyer: Fix race on set TestGetCurrURL

TestGetCurrencyTradeURL would fail sometimes due to sequencing of
enabling futures but not having pairs for it.

* Tests: Simplify usage pattern for FixtureToDH
2024-05-16 14:09:26 +10:00
Gareth Kirwan
93c2d0122b Test: Internal exchange coverage (#1525)
* Test: Internal exchange coverage

* Tests: Rename exchange.TestInstance to Setup

This package function is either going to be imported and used as just exchange.Setup,
or more likely testexch.Setup.
This removes the Stutter of having
internal/testing/exchange.TestInstance which is implicit given the
package path
2024-05-07 15:14:02 +10:00
Gareth Kirwan
c967d8ad19 Kraken: Fix wsCancelOrders not erroring with order id (#1505)
* Kraken: Fix wsCancelOrders not erroring order id

We were using the "cancel many" facility of the Kraken api.
However since that doesn't actually report errors individually, it seems
saner to just multiplex over it.
We were going to get N+ responses anyway. Might as well send N+ requests

* Common: Add ErrorCollector and methods
2024-04-17 12:20:57 +10:00
Gareth Kirwan
3e4b9becfe Tests: Abstract UpdatePairsOnce (#1503) 2024-03-15 16:37:06 +11:00
Gareth Kirwan
68a6f5828f Binance: Subscribe/unsubscribe response handling (#1444)
* Binance: Fix subscription failures ignored

* Testing: Fix race on shared config singleton

* Config: Privatise Global config var

We should *either* use a private var *or* use an accessor, but it
doesn't make sense to mix paradigms.
Since GetConfig() is well established this instead removes the limited uses of direct public access and adds a Setter

* Zip: Fix test failure on http mocks
2024-02-02 19:27:17 +11:00
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.
2024-01-24 15:54:07 +11:00