Files
gocryptotrader/exchanges/subscription/template.go
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

202 lines
6.0 KiB
Go

package subscription
import (
"bytes"
"errors"
"fmt"
"maps"
"slices"
"strconv"
"strings"
"github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
)
const (
deviceControl = "\x11"
groupSeparator = "\x1D"
recordSeparator = "\x1E"
)
var (
errInvalidAssetExpandPairs = errors.New("subscription template containing PairSeparator with must contain either specific Asset or AssetSeparator")
errAssetRecords = errors.New("subscription template did not generate the expected number of asset records")
errPairRecords = errors.New("subscription template did not generate the expected number of pair records")
errTooManyBatchSizePerAsset = errors.New("more than one BatchSize directive inside an AssetSeparator")
errAssetTemplateWithoutAll = errors.New("sub.Asset must be set to All if AssetSeparator is used in Channel template")
errNoTemplateContent = errors.New("subscription template did not generate content")
errInvalidTemplate = errors.New("GetSubscriptionTemplate did not return a template")
)
type tplCtx struct {
S *Subscription
AssetPairs assetPairs
PairSeparator string
AssetSeparator string
BatchSize string
}
// ExpandTemplates returns a list of Subscriptions with Template expanded
// May be called on already expanded subscriptions: Passes $s through unprocessed if QualifiedChannel is already populated
// Calls e.GetSubscriptionTemplate to find a template for each subscription
// Filters out Authenticated subscriptions if !e.CanUseAuthenticatedEndpoints
// See README.md for more details
func (l List) ExpandTemplates(e iExchange) (List, error) {
if !slices.ContainsFunc(l, func(s *Subscription) bool { return s.QualifiedChannel == "" }) {
// Empty list, or already processed
return slices.Clone(l), nil
}
if !e.CanUseAuthenticatedWebsocketEndpoints() {
n := List{}
for _, s := range l {
if !s.Authenticated {
n = append(n, s)
}
}
l = n
}
ap, err := l.assetPairs(e)
if err != nil {
return nil, err
}
assets := make(asset.Items, 0, len(ap))
for k := range ap {
assets = append(assets, k)
}
slices.Sort(assets) // text/template ranges maps in sorted order
subs := List{}
for _, s := range l {
expanded, err2 := expandTemplate(e, s, maps.Clone(ap), assets)
if err2 != nil {
err = common.AppendError(err, fmt.Errorf("%s: %w", s, err2))
} else {
subs = append(subs, expanded...)
}
}
return subs, err
}
func expandTemplate(e iExchange, s *Subscription, ap assetPairs, assets asset.Items) (List, error) {
if s.QualifiedChannel != "" {
return List{s}, nil
}
t, err := e.GetSubscriptionTemplate(s)
if err != nil {
return nil, err
}
if t == nil {
return nil, errInvalidTemplate
}
subCtx := &tplCtx{
S: s,
PairSeparator: recordSeparator,
AssetSeparator: groupSeparator,
BatchSize: deviceControl + "BS",
}
subs := List{}
switch s.Asset {
case asset.All:
subCtx.AssetPairs = ap
default:
// This deliberately includes asset.Empty to harmonise handling
subCtx.AssetPairs = assetPairs{
s.Asset: ap[s.Asset],
}
assets = asset.Items{s.Asset}
if s.Asset != asset.Empty && len(ap[s.Asset]) == 0 {
return List{}, nil // Nothing is enabled for this sub asset
}
}
if len(s.Pairs) != 0 {
for a, pairs := range subCtx.AssetPairs {
if err := pairs.ContainsAll(s.Pairs, true); err != nil { //nolint:govet // Shadow, or gocritic will complain sloppyReassign
return nil, err
}
subCtx.AssetPairs[a] = s.Pairs
}
}
buf := &bytes.Buffer{}
if err := t.Execute(buf, subCtx); err != nil { //nolint:govet // Shadow, or gocritic will complain sloppyReassign
return nil, err
}
out := strings.TrimSpace(buf.String())
// Remove a single trailing AssetSeparator; don't use a cutset to avoid removing 2 or more
out = strings.TrimSpace(strings.TrimSuffix(out, subCtx.AssetSeparator))
assetRecords := strings.Split(out, subCtx.AssetSeparator)
if len(assetRecords) != len(assets) {
return nil, fmt.Errorf("%w: Got %d; Expected %d", errAssetRecords, len(assetRecords), len(assets))
}
for i, assetChannels := range assetRecords {
a := assets[i]
pairs := subCtx.AssetPairs[a]
xpandPairs := strings.Contains(assetChannels, subCtx.PairSeparator)
/* Batching:
- We start by assuming we'll get 1 batch sized to contain all pairs. Maybe a comma-separated list, or just the asset name
- If a BatchSize directive is found, we expect it to come right at the end, and be followed by the batch size as a number
- We'll then split into N batches of that size
- If no batchSize was declared, but we saw a PairSeparator, then we expect to see one line per pair, so batchSize is 1
*/
batchSize := len(pairs)
if b := strings.Split(assetChannels, subCtx.BatchSize); len(b) > 2 {
return nil, fmt.Errorf("%w for %s", errTooManyBatchSizePerAsset, a)
} else if len(b) == 2 {
assetChannels = b[0]
if batchSize, err = strconv.Atoi(strings.TrimSpace(b[1])); err != nil {
return nil, fmt.Errorf("%s: %w", s, common.GetTypeAssertError("int", b[1], "batchSize"))
}
} else if xpandPairs {
batchSize = 1
}
// Trim space, then only one pair separator, then any more space.
assetChannels = strings.TrimSpace(strings.TrimSuffix(strings.TrimSpace(assetChannels), subCtx.PairSeparator))
if assetChannels == "" {
continue
}
batches := common.Batch(pairs, batchSize)
pairLines := strings.Split(assetChannels, subCtx.PairSeparator)
if s.Asset != asset.Empty && len(pairLines) != len(batches) {
// The number of lines we get generated must match the number of pair batches we expect
return nil, fmt.Errorf("%w for %s: Got %d; Expected %d", errPairRecords, a, len(pairLines), len(batches))
}
for j, channel := range pairLines {
c := s.Clone()
c.Asset = a
channel = strings.TrimSpace(channel)
if channel == "" {
return nil, fmt.Errorf("%w for %s: %s", errNoTemplateContent, a, s)
}
c.QualifiedChannel = channel
if s.Asset != asset.Empty {
c.Pairs = batches[j]
}
subs = append(subs, c)
}
}
return subs, nil
}