Huobi: Add subscription configuration

exchanges/huobi/huobi_websocket.go

@@ -56,6 +56,24 @@ const (
 	rateLimit  = 20
 )
 
+var defaultSubscriptions = subscription.List{
+	{Enabled: true, Asset: asset.All, Channel: subscription.TickerChannel},
+		wsMarketKline,
+		wsMarketDepth,
+		wsMarketTrade,
+		wsMarketTicker
+
+		// Authenticated
+		"orders.%v",
+		"orders.%v.update"
+			Channel: "accounts",
+}
+
+var subscriptionNames = map[string]string{
+	subscription.OrderbookChannel: bitmexWSOrderbookL2,
+	subscription.AllTradesChannel: bitmexWSTrade,
+}
+
 // Instantiates a communications channel between websocket connections
 var comms = make(chan WsMessage)
 
@@ -514,35 +532,9 @@ func (h *HUOBI) WsProcessOrderbook(update *WsDepth, symbol string) error {
 	return h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }
 
-// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
-func (h *HUOBI) GenerateDefaultSubscriptions() (subscription.List, error) {
-	var channels = []string{wsMarketKline,
-		wsMarketDepth,
-		wsMarketTrade,
-		wsMarketTicker}
-	var subscriptions subscription.List
-	if h.Websocket.CanUseAuthenticatedEndpoints() {
-		channels = append(channels, "orders.%v", "orders.%v.update")
-		subscriptions = append(subscriptions, &subscription.Subscription{
-			Channel: "accounts",
-		})
-	}
-	enabledCurrencies, err := h.GetEnabledPairs(asset.Spot)
-	if err != nil {
-		return nil, err
-	}
-	for i := range channels {
-		for j := range enabledCurrencies {
-			enabledCurrencies[j].Delimiter = ""
-			channel := fmt.Sprintf(channels[i],
-				enabledCurrencies[j].Lower().String())
-			subscriptions = append(subscriptions, &subscription.Subscription{
-				Channel: channel,
-				Pairs:   currency.Pairs{enabledCurrencies[j]},
-			})
-		}
-	}
-	return subscriptions, nil
+// generateSubscriptions returns a list of subscriptions from the configured subscriptions feature
+func (h *HUOBI) generateSubscriptions() (subscription.List, error) {
+	return h.Features.Subscriptions.ExpandTemplates(h)
 }
 
 // Subscribe sends a websocket message to receive data from the channel
@@ -810,3 +802,38 @@ func (h *HUOBI) wsGetOrderDetails(ctx context.Context, orderID string) (*WsAuthe
 	}
 	return &response, nil
 }
+
+// channelName converts global channel Names used in config of channel input into bitmex channel names
+// returns the name unchanged if no match is found
+func channelName(name string) string {
+	if s, ok := subscriptionNames[name]; ok {
+		return s
+	}
+	return name
+}
+
+//			channel := fmt.Sprintf(channels[i], enabledCurrencies[j].Lower().String())
+const subTplText = `
+{{- removeSpotFromMargin $.S $.AssetPairs -}}
+{{- if isCurrencyChannel $.S }}
+	{{ channelName $.S $.S.Asset -}} : {{- (assetCurrencies $.S $.AssetPairs).Join -}}
+{{- else if isSymbolChannel $.S }}
+	{{ range $asset, $pairs := $.AssetPairs }}
+		{{- with $name := channelName $.S $asset }}
+			{{- if and (eq $name "/market/ticker") (gt (len $pairs) 10) -}}
+				{{- $name -}} :all
+				{{- with $i := channelInterval $.S -}}_{{- $i -}}{{- end -}}
+			{{- else -}}
+				{{- range $b := batch $pairs 100 -}}
+					{{- $name -}} : {{- joinPairsWithInterval $b $.S -}}
+					{{ $.PairSeparator }}
+				{{- end -}}
+				{{- $.BatchSize -}} 100
+			{{- end }}
+		{{- end }}
+		{{ $.AssetSeparator }}
+	{{- end }}
+{{- else -}}
+	{{ channelName $.S $.S.Asset }}
+{{- end }}
+`

exchanges/huobi/huobi_wrapper.go

@@ -161,6 +161,7 @@ func (h *HUOBI) SetDefaults() {
 				GlobalResultLimit: 2000,
 			},
 		},
+		Subscriptions: defaultSubscriptions.Clone(),
 	}
 
 	h.Requester, err = request.New(h.Name,
@@ -212,7 +213,7 @@ func (h *HUOBI) Setup(exch *config.Exchange) error {
 		Connector:             h.WsConnect,
 		Subscriber:            h.Subscribe,
 		Unsubscriber:          h.Unsubscribe,
-		GenerateSubscriptions: h.GenerateDefaultSubscriptions,
+		GenerateSubscriptions: h.generateSubscriptions,
 		Features:              &h.Features.Supports.WebsocketCapabilities,
 	})
 	if err != nil {