feat: price-feeder: candlestick websocket subscriptions #586
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this one was super annoying, still cleanup to be done in this file why would an api return a multi type array :(
adamewozniak
requested review from
alexanderbez,
toteki and
facundomedica
as code owners
| p.setTickerPair(tickerResp) | ||
| if candleResp.Tick.Open != 0 { | ||
| p.setCandlePair(candleResp) | ||
| } |
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Does anything need to be done if the response is neither ticker nor candle? Currently it would return without error but also without setting anything it looks like
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I don't think so, the original implementation just would return here without an error if there were no ticker to set.
cc : @RafilxTenfen
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it depends on the provider to send different messages, on the huobi one I only saw messages sent that we subscribed for
| if tickerResp.ID.Channel == "tickers" { | ||
| for _, tickerPair := range tickerResp.Data { | ||
| p.setTickerPair(tickerPair) | ||
| } | ||
| } | ||
| if candleResp.ID.Channel == "candle1m" { | ||
| for _, candlePair := range candleResp.Data { | ||
| p.setCandlePair(candlePair, candleResp.ID.InstID) | ||
| } |
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This bit of logic is necessary for okx since if the response is a ticker response, it will unmarshal into the candleResp.Data as a string array where [0] is an empty string array.
We could handle it by checking lengths, but this seemed more straightforward
| return | ||
| } | ||
| if err := p.messageReceivedCandle(bz); err != nil { |
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This will be executed if messageReceivedTickerPrice errors correct?
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Yup, logic is if messageReceivedTickerPrice errors, log and continue to attempt parsing as a candle; else, return and don't attempt to parse as a candle
(cherry picked from commit 56762e0)
Description
Adds subscriptions to the candlestick websockets for our providers. Necessary for implementing tvwap.
Doing calculations in a separate PR to keep this tidy.
progress on: #542
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