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fixup! Subscriptions: Fix no enabled pairs for one asset
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@gbjk
gbjk committed Feb 12, 2025
1 parent a66527e commit 1aba0ee
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Showing 6 changed files with 80 additions and 51 deletions.
30 changes: 17 additions & 13 deletions exchanges/subscription/fixtures_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@ import (
)

type mockEx struct {
pairs currency.Pairs
pairs assetPairs
assets asset.Items
tpl string
auth bool
Expand All @@ -23,29 +23,26 @@ type mockEx struct {
}

func newMockEx() *mockEx {
pairs := currency.Pairs{btcusdtPair, ethusdcPair}
for _, b := range []currency.Code{currency.LTC, currency.XRP, currency.TRX} {
for _, q := range []currency.Code{currency.USDT, currency.USDC} {
pairs = append(pairs, currency.NewPair(b, q))
}
}

return &mockEx{
assets: asset.Items{asset.Spot, asset.Futures, asset.Index},
pairs: pairs,
pairs: assetPairs{
asset.Spot: currency.Pairs{ethusdcPair, btcusdtPair, currency.NewPair(currency.LTC, currency.USDT)},
asset.Futures: currency.Pairs{ethusdcPair, btcusdtPair},
asset.Index: currency.Pairs{btcusdtPair},
},
}
}

func (m *mockEx) IsAssetWebsocketSupported(a asset.Item) bool {
return a != asset.Index
}

func (m *mockEx) GetEnabledPairs(_ asset.Item) (currency.Pairs, error) {
return m.pairs, m.errPairs
func (m *mockEx) GetEnabledPairs(a asset.Item) (currency.Pairs, error) {
return m.pairs[a], m.errPairs
}

func (m *mockEx) GetPairFormat(_ asset.Item, _ bool) (currency.PairFormat, error) {
return currency.PairFormat{Uppercase: true}, m.errFormat
return currency.PairFormat{Uppercase: true, Delimiter: "-"}, m.errFormat
}

func (m *mockEx) GetSubscriptionTemplate(s *Subscription) (*template.Template, error) {
Expand All @@ -65,7 +62,14 @@ func (m *mockEx) GetSubscriptionTemplate(s *Subscription) (*template.Template, e
ap[asset.Spot] = ap[asset.Spot][0:1]
return ""
},
"batch": common.Batch[currency.Pairs],
"batch": func(pairs currency.Pairs, size int) []string {
s := []string{}
for _, p := range common.Batch(pairs, size) {
p = p.Format(currency.PairFormat{Uppercase: true})
s = append(s, p.Join())
}
return s
},
}).
ParseFiles("testdata/" + m.tpl)
}
Expand Down
31 changes: 16 additions & 15 deletions exchanges/subscription/list.go
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Original file line number Diff line number Diff line change
Expand Up @@ -94,19 +94,6 @@ func (l List) SetStates(state State) error {
return err
}

func fillAssetPairs(ap assetPairs, a asset.Item, e IExchange) error {
p, err := e.GetEnabledPairs(a)
if err != nil || len(p) == 0 {
return err
}
f, err := e.GetPairFormat(a, true)
if err != nil {
return err
}
ap[a] = common.SortStrings(p.Format(f))
return nil
}

// assetPairs returns a map of enabled pairs for the subscriptions in the list, formatted for the asset
func (l List) assetPairs(e IExchange) (assetPairs, error) {
at := []asset.Item{}
Expand All @@ -122,13 +109,13 @@ func (l List) assetPairs(e IExchange) (assetPairs, error) {
// Nothing to do
case asset.All:
for _, a := range at {
if err := fillAssetPairs(ap, a, e); err != nil {
if err := ap.populate(a, e); err != nil {
return nil, err
}
}
default:
if slices.Contains(at, s.Asset) {
if err := fillAssetPairs(ap, s.Asset, e); err != nil {
if err := ap.populate(s.Asset, e); err != nil {
return nil, err
}
}
Expand Down Expand Up @@ -169,3 +156,17 @@ func (l List) Public() List {
}
return n
}

// populate adds all enabled pairs for an asset to the assetPair map
func (ap assetPairs) populate(a asset.Item, e IExchange) error {
p, err := e.GetEnabledPairs(a)
if err != nil || len(p) == 0 {
return err
}
f, err := e.GetPairFormat(a, true)
if err != nil {
return err
}
ap[a] = common.SortStrings(p.Format(f))
return nil
}
28 changes: 21 additions & 7 deletions exchanges/subscription/list_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -114,15 +114,29 @@ func TestAssetPairs(t *testing.T) {
}
}

// TestFillAssetPairs exercises AssetPairs handling with no enabled pairs
// All other code is covered under TestAssetPairs and TestExpandTemplates
func TestFillAssetPairs(t *testing.T) {
// TestAssetPairsPopulate exercises assetPairs Populate
func TestAssetPairsPopulate(t *testing.T) {
e := newMockEx()
e.pairs = currency.Pairs{}
ap := assetPairs{}
err := fillAssetPairs(ap, asset.Spot, e)
require.NoError(t, err, "fillAssetPairs must not error with no pairs enabled")
assert.Empty(t, ap, "fillAssetPairs should return an empty map with no pairs enabled")
err := ap.populate(asset.Spot, e)
require.NoError(t, err)
require.NotEmpty(t, ap)
assert.Equal(t, 3, len(ap[asset.Spot]), "populate should return correct number of pairs for spot")
assert.Equal(t, "BTC-USDT", ap[asset.Spot][0].String(), "populate should respect format and sort the pairs")
err = ap.populate(asset.Futures, e)
require.NoError(t, err)
assert.Equal(t, 2, len(ap[asset.Futures]), "populate should return correct number of pairs for futures")

exp := errors.New("expected error")
e.errFormat = exp
err = ap.populate(asset.Spot, e)
assert.ErrorIs(t, err, exp, "populate should error correctly on format error")

e.pairs = assetPairs{}
ap = assetPairs{}
err = ap.populate(asset.Spot, e)
require.NoError(t, err, "populate must not error with no pairs enabled")
assert.Empty(t, ap, "populate should return an empty map with no pairs enabled")
}

func TestListClone(t *testing.T) {
Expand Down
39 changes: 25 additions & 14 deletions exchanges/subscription/template_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -27,29 +27,40 @@ func TestExpandTemplates(t *testing.T) {
{Channel: "expand-pairs", Asset: asset.Spot, Levels: 2},
{Channel: "single-channel", QualifiedChannel: "just one sub already processed"},
{Channel: "update-asset-pairs", Asset: asset.All},
{Channel: "expand-pairs", Asset: asset.Spot, Pairs: e.pairs[0:2], Levels: 3},
{Channel: "expand-pairs", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][0:2], Levels: 3},
{Channel: "batching", Asset: asset.Spot},
{Channel: "single-channel", Authenticated: true},
}
got, err := l.ExpandTemplates(e)
require.NoError(t, err, "ExpandTemplates must not error")
exp := List{
{Channel: "single-channel", QualifiedChannel: "single-channel"},
{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@15m", Asset: asset.Spot, Pairs: e.pairs, Interval: kline.FifteenMin},
{Channel: "expand-assets", QualifiedChannel: "future-expand-assets@15m", Asset: asset.Futures, Pairs: e.pairs, Interval: kline.FifteenMin},
{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@15m", Asset: asset.Spot, Pairs: e.pairs[asset.Spot], Interval: kline.FifteenMin},
{Channel: "expand-assets", QualifiedChannel: "future-expand-assets@15m", Asset: asset.Futures, Pairs: e.pairs[asset.Futures], Interval: kline.FifteenMin},
{Channel: "single-channel", QualifiedChannel: "just one sub already processed"},
{Channel: "update-asset-pairs", QualifiedChannel: "spot-btcusdt-update-asset-pairs", Asset: asset.Spot, Pairs: currency.Pairs{btcusdtPair}},
{Channel: "expand-pairs", QualifiedChannel: "spot-USDTBTC-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[:1], Levels: 3},
{Channel: "expand-pairs", QualifiedChannel: "spot-USDCETH-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[1:2], Levels: 3},
{Channel: "expand-pairs", QualifiedChannel: "spot-USDTBTC-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][1:2], Levels: 3},
{Channel: "expand-pairs", QualifiedChannel: "spot-USDCETH-expand-pairs@3", Asset: asset.Spot, Pairs: e.pairs[asset.Spot][:1], Levels: 3},
}
for _, p := range e.pairs {
exp = append(exp, List{
{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@1", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 1},
{Channel: "expand-pairs", QualifiedChannel: "future-" + p.Swap().String() + "-expand-pairs@1", Asset: asset.Futures, Pairs: currency.Pairs{p}, Levels: 1},
{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@2", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 2},
}...)
for a, pairs := range e.pairs {
if a == asset.Index { // Not IsAssetWebsocketEnabled
continue
}
for _, p := range common.SortStrings(pairs) {
pStr := p.Swap().String()
if a == asset.Spot {
exp = append(exp, List{
{Channel: "expand-pairs", QualifiedChannel: "spot-" + pStr + "-expand-pairs@1", Asset: a, Pairs: currency.Pairs{p}, Levels: 1},
&Subscription{Channel: "expand-pairs", QualifiedChannel: "spot-" + pStr + "-expand-pairs@2", Asset: a, Pairs: currency.Pairs{p}, Levels: 2},
}...)
} else {
exp = append(exp,
&Subscription{Channel: "expand-pairs", QualifiedChannel: "future-" + pStr + "-expand-pairs@1", Asset: a, Pairs: currency.Pairs{p}, Levels: 1},
)
}
}
}
for _, b := range common.Batch(common.SortStrings(e.pairs), 3) {
for _, b := range common.Batch(common.SortStrings(e.pairs[asset.Spot]), 3) {
exp = append(exp, &Subscription{Channel: "batching", QualifiedChannel: "spot-" + b.Join() + "-batching", Asset: asset.Spot, Pairs: b})
}

Expand All @@ -73,9 +84,9 @@ func TestExpandTemplates(t *testing.T) {
got, err = l.ExpandTemplates(e)
require.NoError(t, err, "ExpandTemplates must not error")
exp = List{
{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@1h", Asset: asset.Spot, Pairs: e.pairs, Interval: kline.OneHour},
{Channel: "expand-assets", QualifiedChannel: "spot-expand-assets@1h", Asset: asset.Spot, Pairs: e.pairs[asset.Spot], Interval: kline.OneHour},
}
for _, p := range e.pairs {
for _, p := range e.pairs[asset.Spot] {
exp = append(exp, List{
{Channel: "expand-pairs", QualifiedChannel: "spot-" + p.Swap().String() + "-expand-pairs@4", Asset: asset.Spot, Pairs: currency.Pairs{p}, Levels: 4},
}...)
Expand Down
1 change: 0 additions & 1 deletion exchanges/subscription/testdata/errors.tmpl
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,6 @@
{{/* Incorrect number of pair entries */}}
{{- .PairSeparator -}}
{{- .PairSeparator -}}
{{- .PairSeparator -}}
{{- else if eq .S.Channel "error4" }}
{{/* Too many BatchSize commands */}}
{{- range $asset, $pairs := $.AssetPairs }}
Expand Down
2 changes: 1 addition & 1 deletion exchanges/subscription/testdata/subscriptions.tmpl
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,7 @@
{{- range $asset, $pairs := $.AssetPairs }}
{{- if eq $asset.String "spot" }}
{{- range $batch := batch $pairs 3 -}}
{{ assetName $asset }}-{{ $batch.Join -}} -batching
{{ assetName $asset }}-{{ $batch -}} -batching
{{- $.PairSeparator -}}
{{- end -}}
{{- $.BatchSize -}} 3
Expand Down

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