Gareth Kirwan 08c27afded Okx: Various websocket fixes (#1335) ...

* Okx: Remove redundant asset types from conversion

* Okx: Fix list of private channels for subscription

* Okx: Fix ws order update Acc and Rem amounts

The amounts aren't treated as deltas by anything receiving them
upstream, e.g. orderManager or wsRoutineManager.
So we should treat them the same as the REST implementation

* Okx: Add context to stream unmarshall errors

I encountered a series of errors with unmarshalling from okx and have no
idea what the messages which weren't valid json actually were.
This fix adds the raw message for context to the error

* Okx: Reduce ping interval

Seeing occassional disconnects and suspect dropping the ping interval
down might help

* Fix ClientSupplier and ClientSupplied inconsist

This simply removes the Supplie. part in favour of the simpler name used
in binance. Seems safe since its already inconsistent and not populated
in at least ws order handlin

* Okx: Fix ClientOrderID ignored in ws orders

* Okx: Standardise Rfq abbrev; Fix RfqIDs

* Okx: Fix RfqIds outside of ClientRfqIds

* Okx: Simplify TestUpdateOrderExecutionLimits

* Okx: Fix panic on no avgPrice and QuoteAmount

2023-10-03 11:01:36 +11:00

76 KiB

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