Kraken: Subscription Templates

exchanges/kraken/kraken_test.go

@@ -1107,7 +1107,7 @@ func TestGenerateSubscriptions(t *testing.T) {
 		{Channel: subscription.OrderbookChannel, Levels: 1000},
 	}
 	for _, s := range exp {
-		s.QualifiedChannel = apiChannelName(s)
+		s.QualifiedChannel = channelName(s)
 		s.Asset = asset.Spot
 		s.Pairs = pairs
 	}

exchanges/kraken/kraken_websocket.go

@@ -6,10 +6,10 @@ import (
 	"errors"
 	"fmt"
 	"hash/crc32"
-	"html/template"
 	"net/http"
 	"strconv"
 	"strings"
+	"text/template"
 	"time"
 
 	"github.com/buger/jsonparser"
@@ -62,7 +62,7 @@ const (
 	krakenWsCandlesDefaultTimeframe = 1
 )
 
-var standardChannelNames = map[string]string{
+var channelNames = map[string]string{
 	subscription.TickerChannel:    krakenWsTicker,
 	subscription.OrderbookChannel: krakenWsOrderbook,
 	subscription.CandlesChannel:   krakenWsOHLC,
@@ -74,7 +74,7 @@ var standardChannelNames = map[string]string{
 var reverseChannelNames = map[string]string{}
 
 func init() {
-	for k, v := range standardChannelNames {
+	for k, v := range channelNames {
 		reverseChannelNames[v] = k
 	}
 }
@@ -88,6 +88,15 @@ var (
 	errInvalidChecksum = errors.New("invalid checksum")
 )
 
+var defaultSubscriptions = subscription.List{
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.CandlesChannel, Interval: kline.OneMin},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel, Levels: 1000},
+	{Enabled: true, Channel: subscription.MyOrdersChannel, Authenticated: true},
+	{Enabled: true, Channel: subscription.MyTradesChannel, Authenticated: true},
+}
+
 // WsConnect initiates a websocket connection
 func (k *Kraken) WsConnect() error {
 	if !k.Websocket.IsEnabled() || !k.IsEnabled() {
@@ -958,15 +967,11 @@ func (k *Kraken) wsProcessCandles(channelName string, response []any, pair curre
 	return nil
 }
 
-/*
-generateSubscriptions sets up the configured subscriptions for the websocket
-We don't use one sub with many pairs because:
-  - Kraken will fan out in responses anyay
-  - resubscribe is messy when our subs don't match their respsonses
-  - FlushChannels and GetChannelDiff would incorrectly resub existing subs if we don't generate the same as we've stored
+// GetSubscriptionTemplate returns a subscription channel template
+func (k *Kraken) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
+	return template.New("master.tmpl").Funcs(template.FuncMap{"channelName": channelName}).Parse(subTplText)
+}
 
-We use $pair in a comment in the Templates to fan out without using it in QualifiedChannel
-*/
 func (k *Kraken) generateSubscriptions() (subscription.List, error) {
 	return k.Features.Subscriptions.ExpandTemplates(k)
 }
@@ -975,6 +980,10 @@ func (k *Kraken) generateSubscriptions() (subscription.List, error) {
 func (k *Kraken) Subscribe(in subscription.List) error {
 	var errs error
 
+	if in, errs = in.ExpandTemplates(k); errs != nil {
+		return errs
+	}
+
 	// Collect valid subs to subscribe to; Note that we won't RemoveSub on any that err on SetState or AddSub
 	subs := subscription.List{}
 	for _, s := range in {
@@ -987,7 +996,7 @@ func (k *Kraken) Subscribe(in subscription.List) error {
 		subs = append(subs, s)
 	}
 
-	// Group subscriptions by pairs for request, but expect per-sub responses; See generateSubscriptions() for explanation
+	// Group subscriptions by pairs for request, but expect per-sub responses
 	groupedSubs := subs.GroupPairs()
 
 	errs = common.AppendError(errs,
@@ -1221,16 +1230,9 @@ func (k *Kraken) wsProcessSubStatus(resp []byte) {
 	}
 }
 
-// GetSubscriptionTemplateFuncs returns functions available for subscription channel templating
-func (b *Kraken) GetSubscriptionTemplateFuncs() template.FuncMap {
-	return template.FuncMap{
-		"channel": apiChannelName,
-	}
-}
-
-// apiChannelName converts a global channel name to kraken bespoke names
-func apiChannelName(s *subscription.Subscription) string {
-	if n, ok := standardChannelNames[s.Channel]; ok {
+// channelName converts a global channel name to kraken bespoke names
+func channelName(s *subscription.Subscription) string {
+	if n, ok := channelNames[s.Channel]; ok {
 		return n
 	}
 	return s.Channel
@@ -1362,3 +1364,23 @@ func (k *Kraken) wsCancelAllOrders() (*WsCancelOrderResponse, error) {
 	}
 	return &resp, nil
 }
+
+/*
+One sub per-pair. We don't use one sub with many pairs because:
+  - Kraken will fan out in responses anyay
+  - resubscribe is messy when our subs don't match their respsonses
+  - FlushChannels and GetChannelDiff would incorrectly resub existing subs if we don't generate the same as we've stored
+*/
+const subTplText = `
+{{- if $.S.Asset -}}
+	{{ range $asset, $pairs := $.AssetPairs }}
+		{{- range $p := $pairs  -}}
+			{{- channelName $.S }}
+			{{- $.PairSeparator }}
+		{{- end -}}
+		{{ $.AssetSeparator }}
+	{{- end -}}
+{{- else -}}
+	{{- channelName $.S }}
+{{- end }}
+`

exchanges/kraken/kraken_wrapper.go

@@ -28,7 +28,6 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/stream/buffer"
-	"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
 	"github.com/thrasher-corp/gocryptotrader/log"
@@ -169,14 +168,7 @@ func (k *Kraken) SetDefaults() {
 				GlobalResultLimit: 720,
 			},
 		},
-		Subscriptions: []*subscription.Subscription{
-			{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel, Template: "{{channel $s}}{{/* fan out $pair */}}"},
-			{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel, Template: "{{channel $s}}{{/* fan out $pair */}}"},
-			{Enabled: true, Asset: asset.Spot, Channel: subscription.CandlesChannel, Template: "{{channel $s}}{{/* fan out $pair */}}", Interval: kline.OneMin},
-			{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel, Template: "{{channel $s}}{{/* fan out $pair */}}", Levels: 1000},
-			{Enabled: true, Channel: subscription.MyOrdersChannel, Template: "{{channel $s}}", Authenticated: true},
-			{Enabled: true, Channel: subscription.MyTradesChannel, Template: "{{channel $s}}", Authenticated: true},
-		},
+		Subscriptions: defaultSubscriptions.Clone(),
 	}
 
 	k.Requester, err = request.New(k.Name,