3a80cd2871
* Add check for subscription store insertion and validation with tests * bybit: fix subscriptions * deribit: fix subscriptions * linter: fix * glorious/nits: add test for updateChannelSubscriptions RM GetChannelDifference method as its only used locally and Diff method can be accessed directly * glorious/nits: add to store in the loop; add correct formatting to template for edge case perps with settlement * spelling: fix * glorious/nit: silly billy * gk: nits * gk/nits: split PartitionByPresence into Contained and Missing * gk/nits: formatPerpetualPairWithSettlement -> formatChannelPair * stream/websocket: stop full websocket disconnect on Connect when encountering subscription specific error paths * stream/websocket: rm nil assignment * glorious: nits * gk: niterinos * Update exchanges/stream/websocket_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/stream/websocket_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/stream/websocket_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * thrasher: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
GoCryptoTrader package Subscription
This subscription package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on our GoCryptoTrader Kanban board.
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Exchange Subscriptions
Exchange Subscriptions are streams of data delivered via websocket.
GoCryptoTrader engine will subscribe automatically to configured channels. A subset of exchanges currently support user configured channels, with the remaining using hardcoded defaults. See configuration Features.Subscriptions for whether an exchange is configurable.
Templating
Exchange Contributors should implement GetSubscriptionTemplate to return a text/template Template.
Exchanges are free to implement template caching, a map or a mono-template, inline or file templates.
The template is provided with a single context structure:
S *subscription.Subscription
AssetPairs map[asset.Item]currency.Pairs
AssetSeparator string
PairSeparator string
BatchSize string
Subscriptions may fan out many channels for assets and pairs, to support exchanges which require individual subscriptions.
To allow the template to communicate how to handle its output it should use the provided directives:
- AssetSeparator should be added at the end of each section related to assets
- PairSeparator should be added at the end of each pair
- BatchSize should be added with a number directly before AssetSeparator to indicate pairs have been batched
Example:
{{- range $asset, $pairs := $.AssetPairs }}
{{- range $b := batch $pairs 30 -}}
{{- $.S.Channel -}} : {{- $b.Join -}}
{{ $.PairSeparator }}
{{- end -}}
{{- $.BatchSize -}} 30
{{- $.AssetSeparator }}
{{- end }}
Assets and pairs should be output in the sequence in AssetPairs since text/template range function uses an sorted order for map keys.
Template functions may modify AssetPairs to update the subscription's pairs, e.g. Filtering out margin pairs already in spot subscription.
We use separators like this because it allows mono-templates to decide at runtime whether to fan out.
See exchanges/subscription/testdata/subscriptions.tmpl for an example mono-template showcasing various features.
Templates do not need to worry about joining around separators; Trailing separators will be stripped automatically.
Template functions should panic to handle errors. They are caught by text/template and turned into errors for use in subscription.expandTemplate.
Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc