Kraken Subscription Improvements #1516
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If the exchange passed in already has a websocket, don't clobber it
instead of errChannelAlreadySubscribed
Given that some subscriptions have multiple pairs, support that as the standard.
We deliberately use Equal over Len to avoid spamming the contents of large Slices
Note: This is a naieve implementation because we want to rebase the kraken websocket rewrite on top of this
* Fixes unauthenticated websocket left as CanUseAuth * Fixes auth subs happening privately
* Consolidate ProductIDs when all subscriptions are for the same list
Currencies: Fix Pairs.Equal comparing Delimiter Can't think of a case where we care about case or delimiter when we're using this new function, so making it Loose since that matches our current use case.
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We were using the "cancel many" facility of the Kraken api. However since that doesn't actually report errors individually, it seems saner to just multiplex over it. We were going to get N+ responses anyway. Might as well send N+ requests
Having SeedAssets in Setup is cruel and unusual because it calls the API. Most other interactive data seeding happens in Bootstrap. This made it so that fixing and creating unit tests for Kraken was painfully slow, particularly on flaky internet.
* Use Websocket subscriptionChannels instead of local slice * Remove ChannelID - Deprecated in docs * Simplify ping handlers and hardcodes message * Add Depth as configurable orderbook channel param * Simplify auth/non-auth channel updates * Add configurable Book depth * Add configurable Candle timeframes
Duplicate of convert_test.go TestTimeFromUnixTimestampDecimal
All parsed times should be in UTC
If we generate one sub for all pairs, but then fan it out in the responses, we end up with a mis-match between the sub store and GenerateSubs, and when we do FlushChannels it will try to resub everything again. Kraken: Generate N+ subs for pairs If we generate one sub for all pairs, but then fan it out in the responses, we end up with a mis-match between the sub store and GenerateSubs, and when we do FlushChannels it will try to resub everything again.
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Having SeedAssets in Setup is cruel and unusual because it calls the
API. Most other interactive data seeding happens in Start.
This made it so that fixing and creating unit tests for Kraken was
painfully slow, particularly on flaky internet.
I went both ways on this N+ times. ChannelID is great, but the bottom line is that it's deprecated, and not available in auth channels. By moving away from it we futureproof, and there's no downside really. Note that with or without
Depends on #1501 and #1505
Type of change
How has this been tested