Commit Graph

5 Commits

Author SHA1 Message Date
Gareth Kirwan
c2dfb37efd Subscriptions: Add List.Public, List.Enabled and List.Private (#1629) 2024-10-10 14:48:16 +11:00
Gareth Kirwan
b41fe27684 Kucoin: Add subscription templating and various fixes (#1579)
* Currency: Variadic Pairs.Add

This version of Pairs.Add is simpler and [more
performant](https://gist.github.com/gbjk/06a1fc1832d04ee41213ca518938cf74)

Behavioural difference: If there's nothing to add, the same slice is
returned unaltered. This seems like good sauce

* Currency: Variadic Remove

* Common: Add Batch function

* Common: Add common.SortStrings for stringers

* Subscriptions: Add batching to templates

* Subscriptions: Sort list of pairs

* Kucoin: Switch to sub templating

* Kucoin: Simplify channel prefix usage

* Kucoin: Fix race on fetchedFuturesOrderbook

* Subscriptions: Filter AssetPairs

Now only the assetPairs relevant to the subscription are in the context

* Subscriptions: Respect subscription Pairs

* Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset

* Kucoin: Fix empty margin asset added

* Kucoin: Add Subscription batching

Turns out that contary to the documentation, kucoin supports batching of
all symbols and currencies

* Kucoin: Fix checkSubscriptions and coverage

* Subscriptions: Simplify error checking

This reduces the complexity of error checking to just be "do we get the
correct numbers".

Fixes Asset.All with only one asset erroring on xpandPairs, because we
trimmed the only asset separator, and then errored that we're not
xpanding Assets and the asset on the sub is asset.All

This use-case conflicted with commit 6bbd546d74, which required:
```
Subscriptions: Trim AssetSeparator early

We want to trim before checking for "AssetSeparator vs All" because a
template should be allowed to reuse a range template and generate just one trailing AssetSeparator
whilst using a specific Asset
```

Now we set up the assets earlier, and we remove the check for xpandAssets, since the number of asset lines matching is all that matters.

I've removed the asset tests for this, but they were correctly erroring
on the number of asset lines instead.

Everything hits coverage, as well.

* Kucoin: Remove deprecated fundingBook endpoint

* BTCMarkets: Use common.Batch
2024-08-09 12:33:15 +10:00
Gareth Kirwan
d1e36691b3 Subscriptions: Add List.Clone (#1592) 2024-07-26 16:44:07 +10:00
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