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Kraken Subscription Improvements #1516
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Commits on Mar 21, 2024
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Tests: TestFixtureToDataHandler preserve WS
If the exchange passed in already has a websocket, don't clobber it
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Websocket: Use ErrSubscribedAlready
instead of errChannelAlreadySubscribed
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Subscriptions: Replace Pair with Pairs
Given that some subscriptions have multiple pairs, support that as the standard.
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Linter: Disable testifylint.Len
We deliberately use Equal over Len to avoid spamming the contents of large Slices
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Kraken: Add subscription Pairs support
Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this
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Bitmex: Subsription configuration
* Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately
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CoinbasePro: Subscription Configuration
* Consolidate ProductIDs when all subscriptions are for the same list
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fixup! Subscriptions: Replace Pair with Pairs
Fixes A.Match(B) confusing which is the incoming key and which is B, and clarifies tests accordingly
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fixup! Subscriptions: Replace Pair with Pairs
Improved example of an alternate key type
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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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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
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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.
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Commits on Apr 15, 2024
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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
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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.
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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
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Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal
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Convert: Fix TimeFromUnixTimestampDecimal using local
All parsed times should be in UTC
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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.
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