FEATURE: [bitget] support book stream on bitget

[bailantaotao]

1. The symbol is upper case, e.q. ETHUSDT
2. The books channel might return less than 200 bids/asks as per symbol's orderbook various from each other; The number of bids/asks is not a fixed value and may vary in the future.
3. The supported channels are books, books5, and books15.

Reference

https://bitgetlimited.github.io/apidoc/en/spot/#depth-channel

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[codecov]

Codecov Report

Merging #1344 (51d86ca) into main (d50e509) will increase coverage by 0.10%.
Report is 23 commits behind head on main.
The diff coverage is 28.47%.

@@            Coverage Diff             @@
##             main    #1344      +/-   ##
==========================================
+ Coverage   20.70%   20.81%   +0.10%     
==========================================
  Files         560      565       +5     
  Lines       40025    40265     +240     
==========================================
+ Hits         8287     8380      +93     
- Misses      31136    31276     +140     
- Partials      602      609       +7     

Files	Coverage Δ
pkg/types/stream.go	0.00% <ø> (ø)
pkg/exchange/bitget/stream_callbacks.go	0.00% <0.00%> (ø)
pkg/exchange/bitget/types.go	30.76% <30.76%> (ø)
pkg/exchange/bitget/stream.go	29.46% <29.46%> (ø)

... and 6 files with indirect coverage changes

---

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[c9s]

switch o.Type ?

[c9s]

embed multiple struct like this may be dangerous?

[bailantaotao]

I think that is fine because we have a sanity check before calling the pointer struct.

func (w *WsEvent) IsOp() bool {
	return w.WsOpEvent != nil && w.WsChannelEvent == nil
}

func (w *WsEvent) IsChannel() bool {
	return w.WsOpEvent == nil && w.WsChannelEvent != nil
}

This event is only used in parseWebSocketEvent. If it does not belong to any type, it will return an error.

func (s *Stream) parseWebSocketEvent(in []byte) (interface{}, error) {
	var e WsEvent

	err := json.Unmarshal(in, &e)
	if err != nil {
		return nil, err
	}

	switch {
	case e.IsOp():
		return e.WsOpEvent, nil

	case e.IsChannel():
		switch e.Arg.Channel {
		case ChannelOrderBook, ChannelOrderBook5, ChannelOrderBook15:
			...
			return &books, nil
		}
	}

	return nil, fmt.Errorf("unhandled websocket event: %+v", string(in))
}

[c9s]

Make this field public?

[gx578007]

It's better to add the exchange name "bitget" in this log.

[bailantaotao]

The log already with the filed

bbgo/pkg/exchange/bitget/exchange.go

Lines 14 to 16 in 5f8bda7

	var log = logrus.WithFields(logrus.Fields{
	"exchange": ID,
	})

[bailantaotao]

好酷喔，現在可以顯示code了？

[ycdesu]

Could we log e.Arg.Channel as well? This would allow us to immediately identify which channel is problematic upon encountering the error.

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[c9s]

can simply return the error here I think

[bailantaotao]

oh, it cannot be. The reason is that the syncSubscriptions function is invoked by both handleConnect and Unsubscribe. However, there is no error returned to the caller to inform them that an error has occurred.

handleConnect

stream.OnConnect(stream.handlerConnect)

func (s *Stream) handlerConnect() {
	if s.PublicOnly {
		// errors are handled in the syncSubscriptions, so they are skipped here.
		_ = s.syncSubscriptions(WsEventSubscribe)
	} else {
		log.Error("*** PRIVATE API NOT IMPLEMENTED ***")
	}
}

Unsubscribe

func (s *Stream) Unsubscribe() {
	// errors are handled in the syncSubscriptions, so they are skipped here.
	_ = s.syncSubscriptions(WsEventUnsubscribe)
	s.Resubscribe(func(old []types.Subscription) (new []types.Subscription, err error) {
		// clear the subscriptions
		return []types.Subscription{}, nil
	})
}

[c9s]

👍 got it, thanks

[c9s]

opType log tag might not be so helpful?

[bailantaotao]

The op type represents a subscription or unsubscription. If an error occurs, we can identify the type that is causing the problem and address it.

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[bbgokarma-bot]

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