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Bitfinex: Add Subscription configuration
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@Beadko @gbjk
Beadko authored and gbjk committed Jul 26, 2024
1 parent f13c49c commit a143ddc
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Showing 5 changed files with 180 additions and 156 deletions.
4 changes: 1 addition & 3 deletions exchanges/bitfinex/bitfinex.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -103,9 +103,7 @@ const (
bitfinexChecksumFlag = 131072
bitfinexWsSequenceFlag = 65536

// CandlesTimeframeKey configures the timeframe in subscription.Subscription.Params
CandlesTimeframeKey = "_timeframe"
// CandlesPeriodKey configures the aggregated period in subscription.Subscription.Params
// CandlesPeriodKey configures the Candles aggregated period for MarginFunding in subscription.Subscription.Params
CandlesPeriodKey = "_period"
)

Expand Down
106 changes: 63 additions & 43 deletions exchanges/bitfinex/bitfinex_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
testexch "github.com/thrasher-corp/gocryptotrader/internal/testing/exchange"
testsubs "github.com/thrasher-corp/gocryptotrader/internal/testing/subscriptions"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)

Expand Down Expand Up @@ -1137,13 +1138,36 @@ func TestWsAuth(t *testing.T) {
}
}

func TestGenerateSubscriptions(t *testing.T) {
t.Parallel()

b.Websocket.SetCanUseAuthenticatedEndpoints(true)
require.True(t, b.Websocket.CanUseAuthenticatedEndpoints(), "CanUseAuthenticatedEndpoints must return true")
subs, err := b.generateSubscriptions()
require.NoError(t, err, "generateSubscriptions should not error")
exp := subscription.List{}
for _, a := range b.GetAssetTypes(true) {
pairs, err := b.GetEnabledPairs(a)
require.NoErrorf(t, err, "GetEnabledPairs %s must not error", a)
for _, p := range pairs {
exp = append(exp,
&subscription.Subscription{Channel: subscription.TickerChannel, Asset: a, Pairs: currency.Pairs{p}},
&subscription.Subscription{Channel: subscription.CandlesChannel, Asset: a, Pairs: currency.Pairs{p}, Interval: kline.OneMin},
&subscription.Subscription{Channel: subscription.OrderbookChannel, Asset: a, Pairs: currency.Pairs{p}, Levels: 100},
&subscription.Subscription{Channel: subscription.AllTradesChannel, Asset: a, Pairs: currency.Pairs{p}},
)
}
}
testsubs.EqualLists(t, exp, subs)
}

// TestWsSubscribe tests Subscribe and Unsubscribe functionality
// See also TestSubscribeReq which covers key and symbol conversion
func TestWsSubscribe(t *testing.T) {
b := new(Bitfinex) //nolint:govet // Intentional shadow of b to avoid future copy/paste mistakes
require.NoError(t, testexch.Setup(b), "TestInstance must not error")
testexch.SetupWs(t, b)
err := b.Subscribe(subscription.List{{Channel: wsTicker, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}})
err := b.Subscribe(subscription.List{{Channel: subscription.TickerChannel, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}})
require.NoError(t, err, "Subrcribe should not error")
catcher := func() (ok bool) {
i := <-b.Websocket.ToRoutine
Expand All @@ -1156,19 +1180,15 @@ func TestWsSubscribe(t *testing.T) {
require.NoError(t, err, "GetSubscriptions should not error")
require.Len(t, subs, 1, "We should only have 1 subscription; subID subscription should have been Removed by subscribeToChan")

err = b.Subscribe(subscription.List{{Channel: wsTicker, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}})
require.ErrorIs(t, err, stream.ErrSubscriptionFailure, "Duplicate subscription should error correctly")
catcher = func() bool {
err = b.Subscribe(subscription.List{{Channel: subscription.TickerChannel, Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)}, Asset: asset.Spot}})
require.ErrorContains(t, err, "subscribe: dup (code: 10301)", "Duplicate subscription should error correctly")

assert.EventuallyWithT(t, func(t *assert.CollectT) {
i := <-b.Websocket.ToRoutine
if e, ok := i.(error); ok {
if assert.ErrorIs(t, e, stream.ErrSubscriptionFailure, "Error should go to DataHandler") {
assert.ErrorContains(t, e, "subscribe: dup (code: 10301)", "Error should contain message and code")
return true
}
}
return false
}
assert.Eventually(t, catcher, sharedtestvalues.WebsocketResponseDefaultTimeout, time.Millisecond*10, "error response should arrive")
e, ok := i.(error)
require.True(t, ok, "must find an error")
assert.ErrorContains(t, e, "subscribe: dup (code: 10301)", "error should be correct")
}, sharedtestvalues.WebsocketResponseDefaultTimeout, time.Millisecond*10, "error response should go to ToRoutine")

subs, err = b.GetSubscriptions()
require.NoError(t, err, "GetSubscriptions should not error")
Expand All @@ -1181,52 +1201,52 @@ func TestWsSubscribe(t *testing.T) {
assert.True(t, ok, "sub.Key should be an int")

err = b.Unsubscribe(subs)
assert.ErrorIs(t, err, stream.ErrUnsubscribeFailure, "Unsubscribe should error")
assert.ErrorContains(t, err, strconv.Itoa(chanID), "Unsubscribe should contain correct chanId")
assert.ErrorContains(t, err, "unsubscribe: invalid (code: 10400)", "Unsubscribe should contain correct upstream error")

err = b.Subscribe(subscription.List{{
Channel: wsTicker,
Channel: subscription.TickerChannel,
Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)},
Asset: asset.Spot,
Params: map[string]interface{}{"key": "tBTCUSD"},
Params: map[string]any{"key": "tBTCUSD"},
}})
assert.ErrorIs(t, err, stream.ErrSubscriptionFailure, "Trying to use a 'key' param should error ErrSubscriptionFailure")
assert.ErrorIs(t, err, errParamNotAllowed, "Trying to use a 'key' param should error errParamNotAllowed")
}

// TestSubscribeReq tests the channel to request map marshalling
func TestSubscribeReq(t *testing.T) {
c := &subscription.Subscription{
Channel: wsCandles,
Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)},
Asset: asset.MarginFunding,
Params: map[string]interface{}{
CandlesPeriodKey: "30",
},
s := &subscription.Subscription{
Channel: subscription.CandlesChannel,
Asset: asset.Spot,
Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.USD)},
Interval: kline.OneMin,
}
r, err := subscribeReq(c)

r, err := subscribeReq(s)
assert.NoError(t, err, "subscribeReq should not error")
assert.Equal(t, "trade:1m:fBTCUSD:p30", r["key"], "key contain period and default timeframe")
assert.Equal(t, "trade:1m:tBTCUSD", r["key"], "key should be contain specific timeframe and no period")

c.Params = map[string]interface{}{
CandlesTimeframeKey: "15m",
}
r, err = subscribeReq(c)
s.Interval = kline.FifteenMin
s.Asset = asset.MarginFunding
s.Params = map[string]any{CandlesPeriodKey: "p30"}

r, err = subscribeReq(s)
assert.NoError(t, err, "subscribeReq should not error")
assert.Equal(t, "trade:15m:fBTCUSD", r["key"], "key should be contain specific timeframe and no period")
assert.Equal(t, "trade:15m:fBTCUSD:p30", r["key"], "key contain period and no timeframe")

s.Interval = kline.FifteenMin

c = &subscription.Subscription{
Channel: wsBook,
s = &subscription.Subscription{
Channel: subscription.OrderbookChannel,
Pairs: currency.Pairs{currency.NewPair(currency.BTC, currency.DOGE)},
Asset: asset.Spot,
}
r, err = subscribeReq(c)
r, err = subscribeReq(s)
assert.NoError(t, err, "subscribeReq should not error")
assert.Equal(t, "tBTC:DOGE", r["symbol"], "symbol should use colon delimiter if a currency is > 3 chars")

c.Pairs = currency.Pairs{currency.NewPair(currency.BTC, currency.LTC)}
r, err = subscribeReq(c)
s.Pairs = currency.Pairs{currency.NewPair(currency.BTC, currency.LTC)}
r, err = subscribeReq(s)
assert.NoError(t, err, "subscribeReq should not error")
assert.Equal(t, "tBTCLTC", r["symbol"], "symbol should not use colon delimiter if both currencies < 3 chars")
}
Expand Down Expand Up @@ -1339,7 +1359,7 @@ func TestWsSubscribedResponse(t *testing.T) {
}

func TestWsOrderBook(t *testing.T) {
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Key: 23405, Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsBook})
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Key: 23405, Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: subscription.OrderbookChannel})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON := `[23405,[[38334303613,9348.8,0.53],[38334308111,9348.8,5.98979404],[38331335157,9344.1,1.28965787],[38334302803,9343.8,0.08230094],[38334279092,9343,0.8],[38334307036,9342.938663676,0.8],[38332749107,9342.9,0.2],[38332277330,9342.8,0.85],[38329406786,9342,0.1432012],[38332841570,9341.947288638,0.3],[38332163238,9341.7,0.3],[38334303384,9341.6,0.324],[38332464840,9341.4,0.5],[38331935870,9341.2,0.5],[38334312082,9340.9,0.02126899],[38334261292,9340.8,0.26763],[38334138680,9340.625455254,0.12],[38333896802,9339.8,0.85],[38331627527,9338.9,1.57863959],[38334186713,9338.9,0.26769],[38334305819,9338.8,2.999],[38334211180,9338.75285796,3.999],[38334310699,9337.8,0.10679883],[38334307414,9337.5,1],[38334179822,9337.1,0.26773],[38334306600,9336.659955102,1.79],[38334299667,9336.6,1.1],[38334306452,9336.6,0.13979771],[38325672859,9336.3,1.25],[38334311646,9336.2,1],[38334258509,9336.1,0.37],[38334310592,9336,1.79],[38334310378,9335.6,1.43],[38334132444,9335.2,0.26777],[38331367325,9335,0.07],[38334310703,9335,0.10680562],[38334298209,9334.7,0.08757301],[38334304857,9334.456899462,0.291],[38334309940,9334.088390727,0.0725],[38334310377,9333.7,1.2868],[38334297615,9333.607784,0.1108],[38334095188,9333.3,0.26785],[38334228913,9332.7,0.40861186],[38334300526,9332.363996604,0.3884],[38334310701,9332.2,0.10680562],[38334303548,9332.005382871,0.07],[38334311798,9331.8,0.41285228],[38334301012,9331.7,1.7952],[38334089877,9331.4,0.2679],[38321942150,9331.2,0.2],[38334310670,9330,1.069],[38334063096,9329.6,0.26796],[38334310700,9329.4,0.10680562],[38334310404,9329.3,1],[38334281630,9329.1,6.57150597],[38334036864,9327.7,0.26801],[38334310702,9326.6,0.10680562],[38334311799,9326.1,0.50220625],[38334164163,9326,0.219638],[38334309722,9326,1.5],[38333051682,9325.8,0.26807],[38334302027,9325.7,0.75],[38334203435,9325.366592,0.32397696],[38321967613,9325,0.05],[38334298787,9324.9,0.3],[38334301719,9324.8,3.6227592],[38331316716,9324.763454646,0.71442],[38334310698,9323.8,0.10680562],[38334035499,9323.7,0.23431017],[38334223472,9322.670551788,0.42150603],[38334163459,9322.560399006,0.143967],[38321825171,9320.8,2],[38334075805,9320.467496148,0.30772633],[38334075800,9319.916732238,0.61457592],[38333682302,9319.7,0.0011],[38331323088,9319.116771762,0.12913],[38333677480,9319,0.0199],[38334277797,9318.6,0.89],[38325235155,9318.041088,1.20249],[38334310910,9317.82382938,1.79],[38334311811,9317.2,0.61079138],[38334311812,9317.2,0.71937652],[38333298214,9317.1,50],[38334306359,9317,1.79],[38325531545,9316.382823951,0.21263],[38333727253,9316.3,0.02316372],[38333298213,9316.1,45],[38333836479,9316,2.135],[38324520465,9315.9,2.7681],[38334307411,9315.5,1],[38330313617,9315.3,0.84455],[38334077770,9315.294024,0.01248397],[38334286663,9315.294024,1],[38325533762,9315.290315394,2.40498],[38334310018,9315.2,3],[38333682617,9314.6,0.0011],[38334304794,9314.6,0.76364676],[38334304798,9314.3,0.69242113],[38332915733,9313.8,0.0199],[38334084411,9312.8,1],[38334311893,9350.1,-1.015],[38334302734,9350.3,-0.26737],[38334300732,9350.8,-5.2],[38333957619,9351,-0.90677089],[38334300521,9351,-1.6457],[38334301600,9351.012829557,-0.0523],[38334308878,9351.7,-2.5],[38334299570,9351.921544,-0.1015],[38334279367,9352.1,-0.26732],[38334299569,9352.411802928,-0.4036],[38334202773,9353.4,-0.02139404],[38333918472,9353.7,-1.96412776],[38334278782,9354,-0.26731],[38334278606,9355,-1.2785],[38334302105,9355.439221251,-0.79191542],[38313897370,9355.569409242,-0.43363],[38334292995,9355.584296,-0.0979],[38334216989,9355.8,-0.03686414],[38333894025,9355.9,-0.26721],[38334293798,9355.936691952,-0.4311],[38331159479,9356,-0.4204022],[38333918888,9356.1,-1.10885563],[38334298205,9356.4,-0.20124428],[38328427481,9356.5,-0.1],[38333343289,9356.6,-0.41034213],[38334297205,9356.6,-0.08835018],[38334277927,9356.741101161,-0.0737],[38334311645,9356.8,-0.5],[38334309002,9356.9,-5],[38334309736,9357,-0.10680107],[38334306448,9357.4,-0.18645275],[38333693302,9357.7,-0.2672],[38332815159,9357.8,-0.0011],[38331239824,9358.2,-0.02],[38334271608,9358.3,-2.999],[38334311971,9358.4,-0.55],[38333919260,9358.5,-1.9972841],[38334265365,9358.5,-1.7841],[38334277960,9359,-3],[38334274601,9359.020969848,-3],[38326848839,9359.1,-0.84],[38334291080,9359.247048,-0.16199869],[38326848844,9359.4,-1.84],[38333680200,9359.6,-0.26713],[38331326606,9359.8,-0.84454],[38334309738,9359.8,-0.10680107],[38331314707,9359.9,-0.2],[38333919803,9360.9,-1.41177599],[38323651149,9361.33417827,-0.71442],[38333656906,9361.5,-0.26705],[38334035500,9361.5,-0.40861586],[38334091886,9362.4,-6.85940815],[38334269617,9362.5,-4],[38323629409,9362.545858872,-2.40497],[38334309737,9362.7,-0.10680107],[38334312380,9362.7,-3],[38325280830,9362.8,-1.75123],[38326622800,9362.8,-1.05145],[38333175230,9363,-0.0011],[38326848745,9363.2,-0.79],[38334308960,9363.206775564,-0.12],[38333920234,9363.3,-1.25318113],[38326848843,9363.4,-1.29],[38331239823,9363.4,-0.02],[38333209613,9363.4,-0.26719],[38334299964,9364,-0.05583123],[38323470224,9364.161816648,-0.12912],[38334284711,9365,-0.21346019],[38334299594,9365,-2.6757062],[38323211816,9365.073132585,-0.21262],[38334312456,9365.1,-0.11167861],[38333209612,9365.2,-0.26719],[38327770474,9365.3,-0.0073],[38334298788,9365.3,-0.3],[38334075803,9365.409831204,-0.30772637],[38334309740,9365.5,-0.10680107],[38326608767,9365.7,-2.76809],[38333920657,9365.7,-1.25848083],[38329594226,9366.6,-0.02587],[38334311813,9366.7,-4.72290945],[38316386301,9367.39258128,-2.37581],[38334302026,9367.4,-4.5],[38334228915,9367.9,-0.81725458],[38333921381,9368.1,-1.72213641],[38333175678,9368.2,-0.0011],[38334301150,9368.2,-2.654604],[38334297208,9368.3,-0.78036466],[38334309739,9368.3,-0.10680107],[38331227515,9368.7,-0.02],[38331184470,9369,-0.003975],[38334203436,9369.319616,-0.32397695],[38334269964,9369.7,-0.5],[38328386732,9370,-4.11759935],[38332719555,9370,-0.025],[38333921935,9370.5,-1.2224398],[38334258511,9370.5,-0.35],[38326848842,9370.8,-0.34],[38333985038,9370.9,-0.8551502],[38334283018,9370.9,-1],[38326848744,9371,-1.34]],5]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1357,7 +1377,7 @@ func TestWsOrderBook(t *testing.T) {
}

func TestWsTradeResponse(t *testing.T) {
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsTrades, Key: 18788})
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: subscription.AllTradesChannel, Key: 18788})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON := `[18788,[[412685577,1580268444802,11.1998,176.3],[412685575,1580268444802,5,176.29952759],[412685574,1580268374717,1.99069999,176.41],[412685573,1580268374717,1.00930001,176.41],[412685572,1580268358760,0.9907,176.47],[412685571,1580268324362,0.5505,176.44],[412685570,1580268297270,-0.39040819,176.39],[412685568,1580268297270,-0.39780162,176.46475676],[412685567,1580268283470,-0.09,176.41],[412685566,1580268256536,-2.31310783,176.48],[412685565,1580268256536,-0.59669217,176.49],[412685564,1580268256536,-0.9902,176.49],[412685562,1580268194474,0.9902,176.55],[412685561,1580268186215,0.1,176.6],[412685560,1580268185964,-2.17096773,176.5],[412685559,1580268185964,-1.82903227,176.51],[412685558,1580268181215,2.098914,176.53],[412685557,1580268169844,16.7302,176.55],[412685556,1580268169844,3.25,176.54],[412685555,1580268155725,0.23576115,176.45],[412685553,1580268155725,3,176.44596249],[412685552,1580268155725,3.25,176.44],[412685551,1580268155725,5,176.44],[412685550,1580268155725,0.65830078,176.41],[412685549,1580268155725,0.45063807,176.41],[412685548,1580268153825,-0.67604704,176.39],[412685547,1580268145713,2.5883,176.41],[412685543,1580268087513,12.92927,176.33],[412685542,1580268087513,0.40083,176.33],[412685533,1580268005756,-0.17096773,176.32]]]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1367,7 +1387,7 @@ func TestWsTradeResponse(t *testing.T) {
}

func TestWsTickerResponse(t *testing.T) {
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsTicker, Key: 11534})
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: subscription.TickerChannel, Key: 11534})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON := `[11534,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1378,7 +1398,7 @@ func TestWsTickerResponse(t *testing.T) {
if err != nil {
t.Error(err)
}
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123412})
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: subscription.TickerChannel, Key: 123412})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON = `[123412,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1389,7 +1409,7 @@ func TestWsTickerResponse(t *testing.T) {
if err != nil {
t.Error(err)
}
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123413})
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: subscription.TickerChannel, Key: 123413})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON = `[123413,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1400,7 +1420,7 @@ func TestWsTickerResponse(t *testing.T) {
if err != nil {
t.Error(err)
}
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: wsTicker, Key: 123414})
err = b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{pair}, Channel: subscription.TickerChannel, Key: 123414})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON = `[123414,[61.304,2228.36155358,61.305,1323.2442970500003,0.395,0.0065,61.371,50973.3020771,62.5,57.421]]`
err = b.wsHandleData([]byte(pressXToJSON))
Expand All @@ -1410,7 +1430,7 @@ func TestWsTickerResponse(t *testing.T) {
}

func TestWsCandleResponse(t *testing.T) {
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: wsCandles, Key: 343351})
err := b.Websocket.AddSubscriptions(&subscription.Subscription{Asset: asset.Spot, Pairs: currency.Pairs{btcusdPair}, Channel: subscription.CandlesChannel, Key: 343351})
require.NoError(t, err, "AddSubscriptions must not error")
pressXToJSON := `[343351,[[1574698260000,7379.785503,7383.8,7388.3,7379.785503,1.68829482]]]`
err = b.wsHandleData([]byte(pressXToJSON))
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