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Kraken: Handling for Pairs
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@gbjk
gbjk committed Feb 8, 2024
1 parent 4ce2f9c commit d7483a2
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Showing 5 changed files with 165 additions and 266 deletions.
65 changes: 33 additions & 32 deletions exchanges/kraken/kraken_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -1205,7 +1205,7 @@ func setupWs(tb testing.TB) {
// single pass, single fail, mixed fail, multiple pass, all fail
// No objection to this becoming a fixture test, so long as it integrates through Un/Subscribe roundtrip
func TestWsSubscribe(t *testing.T) {
setupWs(t)
testexch.SetupWs(t, k)

err := k.Subscribe([]subscription.Subscription{{Channel: krakenWsTicker, Pair: currency.NewPairWithDelimiter("XBT", "USD", "/")}})
assert.NoError(t, err, "Simple subscription should not error")
Expand Down Expand Up @@ -1273,57 +1273,57 @@ func TestWsSubscribe(t *testing.T) {

// TestWsOrderbookSub tests orderbook subscriptions for MaxDepth params
func TestWsOrderbookSub(t *testing.T) {
setupWs(t)
testexch.SetupWs(t, k)

err := k.Subscribe([]subscription.Subscription{{
Channel: krakenWsOrderbook,
Pair: currency.NewPairWithDelimiter("XBT", "USD", "/"),
Params: map[string]any{
ChannelOrderbookDepthKey: 25,
}}})
assert.NoError(t, err, "Simple subscription should not error")Pairs
assert.NoError(t, err, "Simple subscription should not error")
assert.Len(t, k.Websocket.GetSubscriptions(), 1, "Should add 1 Subscription")

subs := k.Websocket.GetSubscriptions()
assert.Len(t, subs, 1, "Should have 1 subscription channel")Pairs
key, ok := subs[0].Key.(subscription.MultiPairKey)
assert.Len(t, subs, 1, "Should have 1 subscription channel")
key, ok := subs[0].Key.(subscription.Key)
assert.True(t, ok, "Subscription key should be a DefaultChannelKey")
assert.Equal(t, "book-25", key.Channel, "Key Channel should be correct")

err = k.Unsubscribe(subs)Pairs
err = k.Unsubscribe(subs)
assert.NoError(t, err, "Unsubscribe should not error")
assert.Len(t, k.Websocket.GetSubscriptions(), 0, "Should have successfully removed all channels")

err = k.Subscribe([]subscription.Subscription{{
Channel: krakenWsOrderbookPairs
Channel: krakenWsOrderbook,
Pair: currency.NewPairWPairselimiter("XBT", "USD", "/"),
Params: map[string]any{Pairs
Params: map[string]any{
ChannelOrderbookDepthKey: 42,
}}})
assert.ErrorIs(t, err, stream.ErrSubscriptionFailure, "Bad subscription should error")
assert.ErrorContains(t, err, "Subscription depth not supported", "Bad subscription should error about depth")
}

// TestWsCandlesSub tests caPairss subscription for Timeframe params
func TestWsCandlesSub(t *tesPairs.T) {
setupWs(t)
func TestWsCandlesSub(t *testing.T) {
testexch.SetupWs(t, k)

err := k.Subscribe([]subscription.Subscription{{
Channel: krakenWsOHLC,
Pair: currency.NewPairWithDelimiter("XBT", "USD", "/"),
Params: map[string]any{Pairs
ChannelCandlesTimeframeKePairs0,
Params: map[string]any{
ChannelCandlesTimeframeKey0,
}}})
assert.NoError(t, err, "Simple subscription should not error")
assert.Len(t, k.Websocket.GetSubscriptions(), 1, "Should add 1 Subscription")

subs := k.Websocket.GetSubscriptions()
assert.Len(t, subs, 1, "Should have 1 subscription channel")
key, ok := subs[0].Key.(subscription.MultiPairKey)
key, ok := subs[0].Key.(subscription.Key)
assert.True(t, ok, "Subscription key should be a DefaultChannelKey")
assert.Equal(t, "ohlc-60", key.Channel, "Key Channel should be correct")

err = k.Unsubscribe(subs)Pairs
err = k.Unsubscribe(subs)
assert.NoError(t, err, "Unsubscribe should not error")
assert.Len(t, k.Websocket.GetSubscriptions(), 0, "Should have successfully removed all channels")

Expand All @@ -1340,7 +1340,7 @@ func TestWsCandlesSub(t *tesPairs.T) {
// TestWsOwnTradesSub tests the authenticated WS subscription channel for trades
func TestWsOwnTradesSub(t *testing.T) {
sharedtestvalues.SkipTestIfCredentialsUnset(t, k)
setupWs(t)
testexch.SetupWs(t, k)

err := k.Subscribe([]subscription.Subscription{{Channel: krakenWsOwnTrades}})
assert.NoError(t, err, "Subsrcibing to ownTrades should not error")
Expand All @@ -1351,12 +1351,12 @@ func TestWsOwnTradesSub(t *testing.T) {
err = k.Unsubscribe(subs)
assert.NoError(t, err, "Unsubscribing an auth channel should not error")
assert.Len(t, k.Websocket.GetSubscriptions(), 0, "Should have successfully removed channel")
}Pairs
}

func TestGetWSToken(t *testing.T) {
t.Parallel()
sharedtestvalues.SkipTestIfCredentialsUnset(t, k)
setupWs(t)
testexch.SetupWs(t, k)
resp, err := k.GetWebsocketToken(context.Background())
if err != nil {
t.Error(err)
Expand All @@ -1369,7 +1369,7 @@ func TestGetWSToken(t *testing.T) {
func TestWsAddOrder(t *testing.T) {
t.Parallel()
sharedtestvalues.SkipTestIfCredentialsUnset(t, k, canManipulateRealOrders)
setupWs(t)
testexch.SetupWs(t, k)
_Pairsr := k.wsAddOrder(&WsAddOrderRequest{
OrderType: order.Limit.Lower(),
OrderSide: order.Buy.Lower(),
Expand All @@ -1389,7 +1389,8 @@ func TestWsCancelOrders(t *testing.T) {
t.Error(err)
}
} else {
m := wsMockInstance(t, func(msg []byte, w *websocket.Conn) error {
k := k
k = testexch.MockWsInstance[Kraken](t, func(msg []byte, w *websocket.Conn) error {
var req WsCancelOrderRequest
if err := json.Unmarshal(msg, &req); err != nil {
return err
Expand All @@ -1403,7 +1404,7 @@ func TestWsCancelOrders(t *testing.T) {
RequestID: req.RequestID,
Count: int64(len(req.TransactionIDs)),
}
Pairslen(req.TransactionIDs) == 0 || strings.Contains(req.TransactionIDs[0], "FISH") { // Reject anything that smells suspicious
if len(req.TransactionIDs) == 0 || strings.Contains(req.TransactionIDs[0], "FISH") { // Reject anything that smells suspicious
resp.Status = "error"
resp.ErrorMessage = "[EOrder:Unknown order]"
}
Expand All @@ -1427,7 +1428,7 @@ func TestWsCancelOrders(t *testing.T) {

func TestWsCancelAllOrders(t *testing.T) {
sharedtestvalues.SkipTestIfCredentialsUnset(t, k, canManipulateRealOrders)
setupWs(t)
testexch.SetupWs(t, k)
if _, err := k.wsCancelAllOrders(); err != nil {
t.Error(err)
}
Expand Down Expand Up @@ -1536,9 +1537,9 @@ func TestWsTicker(t *testing.T) {
func TestWsOHLC(t *testing.T) {
t.Parallel()
k.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{
Key: subscription.MultiPairKey{
Key: subscription.Key{
Channel: krakenWsOHLC + "-5",
Pairs: btcusdPair,
Pairs: btcusdPair,
Asset: asset.Spot,
},
Channel: krakenWsOHLC,
Expand All @@ -1559,7 +1560,7 @@ func TestWsTrade(t *testing.T) {
}

func TestWsSpread(t *testing.T) {
t.Parallel()Pairs
t.Parallel()
k.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{Asset: asset.Spot, Pair: btcusdPair, Channel: krakenWsSpread})
pressXToJSON := []byte(`[2,["5698.40000","5700.00000","1542057299.545897","1.01234567","0.98765432"],"spread","XBT/USD"]`)
err := k.wsHandleData(pressXToJSON)
Expand All @@ -1569,30 +1570,30 @@ func TestWsSpread(t *testing.T) {
func TestWsOrdrbook(t *testing.T) {
t.Parallel()
k.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{
Key: subscription.MultiPairKey{
Key: subscription.Key{
Channel: krakenWsOrderbook + "-100",
Pair: btcusdPair,
Asset: asset.Spot,
},
Pairsnel: krakenWsOrderbook,
Pair: btcusdPair,
Asset: asset.Spot,
Pair: btcusdPair,
Asset: asset.Spot,
Params: map[string]any{
ChannelOrderbookDepthKey: 100,
},
})
pressXToJSON := []byte(`[2,{"as":[["5541.30000","2.50700000","1534614248.123678"],["5541.80000","0.33000000","1534614098.345543"],["5542.70000","0.64700000","1534614244.654432"],["5544.30000","2.50700000","1534614248.123678"],["5545.80000","0.33000000","1534614098.345543"],["5546.70000","0.64700000","1534614244.654432"],["5547.70000","0.64700000","1534614244.654432"],["5548.30000","2.50700000","1534614248.123678"],["5549.80000","0.33000000","1534614098.345543"],["5550.70000","0.64700000","1534614244.654432"]],"bs":[["5541.20000","1.52900000","1534614248.765567"],["5539.90000","0.30000000","1534614241.769870"],["5539.50000","5.00000000","1534613831.243486"],["5538.20000","1.52900000","1534614248.765567"],["5537.90000","0.30000000","1534614241.769870"],["5536.50000","5.00000000","1534613831.243486"],["5535.20000","1.52900000","1534614248.765567"],["5534.90000","0.30000000","1534614241.769870"],["5533.50000","5.00000000","1534613831.243486"],["5532.50000","5.00000000","1534613831.243486"]]},"book-100","XBT/USD"]`)
err := k.wsHandleData(pressXToJSON)
assert.NoError(t, err, "handle WS Orderbook full snapshot should not error")
Pairs

pressXToJSON = []byte(`[2,{"a":[["5541.30000","2.50700000","1534614248.456738"],["5542.50000","0.40100000","1534614248.456738"]],"c":"4187525586"},"book-100","XBT/USD"]`)
err = k.wsHandleData(pressXToJSON)
assert.NoError(t, err, "handle WS Orderbook partial update should not error")

pressXToJSON = []byte(`[2,{"b":[["5541.30000","0.00000000","1534614335.345903"]],"c":"4187525586"},"book-100","XBT/USD"]`)
err = k.wsHandleData(pressXToJSON)
assert.NoError(t, err, "handle WS Orderbook partial update should not error")
}Pairs
}

func TestWsOwnTrades(t *testing.T) {
t.Parallel()
Expand Down Expand Up @@ -2002,9 +2003,9 @@ func TestWsOrderbookMax10Depth(t *testing.T) {
p, err := currency.NewPairFromString(c)
assert.NoErrorf(t, err, "NewPairFromString %s should not error", c)
k.Websocket.AddSuccessfulSubscriptions(subscription.Subscription{
Key: subscription.MultiPairKey{
Key: subscription.Key{
Channel: krakenWsOrderbook + "-10",
Pairs: p,
Pairs: p,
Asset: asset.Spot,
},
Channel: krakenWsOrderbook,
Expand Down Expand Up @@ -2052,7 +2053,7 @@ func TestGetFuturesContractDetails(t *testing.T) {
_, err = k.GetFuturesContractDetails(context.Background(), asset.USDTMarginedFutures)
if !errors.Is(err, asset.ErrNotSupported) {
t.Error(err)
}Pairs
}

_, err = k.GetFuturesContractDetails(context.Background(), asset.Futures)
assert.NoError(t, err, "GetFuturesContractDetails should not error")
Expand Down
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