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Kraken Subscription Improvements #1516

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Commits on Mar 21, 2024

  1. Tests: TestFixtureToDataHandler preserve WS

    If the exchange passed in already has a websocket, don't clobber it
    gbjk committed Mar 21, 2024
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  3. Websocket: Use ErrSubscribedAlready

    instead of errChannelAlreadySubscribed
    gbjk committed Mar 21, 2024
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  4. Subscriptions: Replace Pair with Pairs

    Given that some subscriptions have multiple pairs, support that as the
    standard.
    gbjk committed Mar 21, 2024
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  6. RPC: Update Subscription Pairs

    gbjk committed Mar 21, 2024
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  7. Linter: Disable testifylint.Len

    We deliberately use Equal over Len to avoid spamming the contents of large Slices
    gbjk committed Mar 21, 2024
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  15. BTSE: Subscription Pairs support

    gbjk committed Mar 21, 2024
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  25. Kraken: Add subscription Pairs support

    Note: This is a naieve implementation because we want to rebase the
    kraken websocket rewrite on top of this
    gbjk committed Mar 21, 2024
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  27. Okx: Subscription Pairs support

    gbjk committed Mar 21, 2024
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  28. Bitmex: Subsription configuration

    * Fixes unauthenticated websocket left as CanUseAuth
    * Fixes auth subs happening privately
    gbjk committed Mar 21, 2024
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  29. CoinbasePro: Subscription Configuration

    * Consolidate ProductIDs when all subscriptions are for the same list
    gbjk committed Mar 21, 2024
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  38. fixup! Subscriptions: Replace Pair with Pairs

    Fixes A.Match(B) confusing which is the incoming key and which is B,
    and clarifies tests accordingly
    gbjk committed Mar 21, 2024
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  39. fixup! Subscriptions: Replace Pair with Pairs

    Improved example of an alternate key type
    gbjk committed Mar 21, 2024
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Commits on Apr 1, 2024

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Commits on Apr 8, 2024

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Commits on Apr 9, 2024

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  5. Subscriptions: Fix GetKey test

    gbjk committed Apr 9, 2024
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Commits on Apr 10, 2024

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Commits on Apr 11, 2024

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Commits on Apr 12, 2024

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Commits on Apr 14, 2024

  1. fixup! Subscription: Fix ExactKey not matching 0 pairs

    Currencies: Fix Pairs.Equal comparing Delimiter
    
    Can't think of a case where we care about case or delimiter when we're
    using this new function, so making it Loose since that matches our
    current use case.
    gbjk committed Apr 14, 2024
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Commits on Apr 15, 2024

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  2. Kraken: Fix wsCancelOrders not erroring order id

    We were using the "cancel many" facility of the Kraken api.
    However since that doesn't actually report errors individually, it seems
    saner to just multiplex over it.
    We were going to get N+ responses anyway. Might as well send N+ requests
    gbjk committed Apr 15, 2024
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  4. 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.
    gbjk committed Apr 15, 2024
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  5. 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
    gbjk committed Apr 15, 2024
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  6. Kraken: Fixes post rebase

    gbjk committed Apr 15, 2024
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  10. Kraken: Test fixes

    gbjk committed Apr 15, 2024
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  11. Kraken: Remove convert test

    Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal
    gbjk committed Apr 15, 2024
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  12. Convert: Fix TimeFromUnixTimestampDecimal using local

    All parsed times should be in UTC
    gbjk committed Apr 15, 2024
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  14. Kraken: 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: 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.
    gbjk committed Apr 15, 2024
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