Files
gocryptotrader/exchanges/subscription
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
..

GoCryptoTrader package Subscription

Build Status Software License GoDoc Coverage Status Go Report Card

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 this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

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.

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 master branch.

Donations

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