Huobi: Add subscription configuration (#1604)

* Huobi: Update test config format

* Huobi: Add subscription configuration

* Huobi: Add subscription documentation

* Huobi: Clarify OB sub Levels usage

* Huobi: Enable websocket for tests

* Subscriptions: Rename ErrPrivateChannelName

Rename ErrPrivateChannelName to ErrUseConstChannelName

cmd/documentation/exchanges_templates/huobi.tmpl

@@ -92,12 +92,24 @@ if err != nil {
 }
 ```
 
-### How to do Websocket public/private calls
+### Subscriptions
 
-```go
-	// Exchanges will be abstracted out in further updates and examples will be
-	// supplied then
+All subscriptions are for spot only.
+
+Default Public Subscriptions:
+- Ticker
+- Candles ( Interval: 1min )
+- Orderbook ( Level: 0 - No aggregation )
+  - Configure Level: 1-5 for depth aggregation, for example:
+```json
+ {"enabled": true, "channel": "orderbook", "asset": "spot", "levels": 1}
 ```
+- Trades
+
+Default Authenticated Subscriptions:
+- Account Trades
+- Account Orders
+- Account Updates
 
 ### Please click GoDocs chevron above to view current GoDoc information for this package
 {{template "contributions"}}

exchanges/huobi/README.md

@@ -110,12 +110,24 @@ if err != nil {
 }
 ```
 
-### How to do Websocket public/private calls
+### Subscriptions
 
-```go
-	// Exchanges will be abstracted out in further updates and examples will be
-	// supplied then
+All subscriptions are for spot only.
+
+Default Public Subscriptions:
+- Ticker
+- Candles ( Interval: 1min )
+- Orderbook ( Level: 0 - No aggregation )
+  - Configure Level: 1-5 for depth aggregation, for example:
+```json
+ {"enabled": true, "channel": "orderbook", "asset": "spot", "levels": 1}
 ```
+- Trades
+
+Default Authenticated Subscriptions:
+- Account Trades
+- Account Orders
+- Account Updates
 
 ### Please click GoDocs chevron above to view current GoDoc information for this package
 

exchanges/huobi/huobi_test.go

@@ -25,8 +25,10 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/sharedtestvalues"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/stream"
+	"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"
 )
 
@@ -2927,3 +2929,65 @@ func TestGetCurrencyTradeURL(t *testing.T) {
 		}
 	}
 }
+
+func TestGenerateSubscriptions(t *testing.T) {
+	t.Parallel()
+
+	h := new(HUOBI)
+	require.NoError(t, testexch.Setup(h), "Test instance Setup must not error")
+	subs, err := h.generateSubscriptions()
+	require.NoError(t, err, "generateSubscriptions must not error")
+	exp := subscription.List{}
+	for _, s := range h.Features.Subscriptions {
+		if s.Authenticated && !h.Websocket.CanUseAuthenticatedEndpoints() {
+			continue
+		}
+		for _, a := range h.GetAssetTypes(true) {
+			if s.Asset != asset.All && s.Asset != a {
+				continue
+			}
+			pairs, err := h.GetEnabledPairs(a)
+			require.NoErrorf(t, err, "GetEnabledPairs %s must not error", a)
+			pairs = common.SortStrings(pairs).Format(currency.PairFormat{Uppercase: false, Delimiter: ""})
+			s := s.Clone() //nolint:govet // Intentional lexical scope shadow
+			s.Asset = a
+			for i, p := range pairs {
+				s := s.Clone() //nolint:govet // Intentional lexical scope shadow
+				s.QualifiedChannel = channelName(s, p)
+				switch s.Channel {
+				case subscription.OrderbookChannel:
+					s.QualifiedChannel += ".step0"
+				case subscription.CandlesChannel:
+					s.QualifiedChannel += ".1min"
+				}
+				s.Pairs = pairs[i : i+1]
+				exp = append(exp, s)
+			}
+		}
+	}
+	testsubs.EqualLists(t, exp, subs)
+}
+
+// TestSubscribe exercises live public subscriptions
+func TestSubscribe(t *testing.T) {
+	t.Parallel()
+	h := new(HUOBI)
+	require.NoError(t, testexch.Setup(h), "Test instance Setup must not error")
+	subs, err := h.Features.Subscriptions.ExpandTemplates(h)
+	require.NoError(t, err, "ExpandTemplates must not error")
+	testexch.SetupWs(t, h)
+	err = h.Subscribe(subs)
+	require.NoError(t, err, "Subscribe must not error")
+	got := h.Websocket.GetSubscriptions()
+	require.Equal(t, 4, len(got), "Must get correct number of subscriptions")
+	for _, s := range got {
+		assert.Equal(t, subscription.SubscribedState, s.State())
+	}
+}
+
+func TestChannelName(t *testing.T) {
+	p := currency.NewPair(currency.BTC, currency.USD)
+	assert.Equal(t, "market.BTCUSD.kline", channelName(&subscription.Subscription{Channel: subscription.CandlesChannel}, p))
+	assert.Panics(t, func() { channelName(&subscription.Subscription{Channel: wsOrderbookChannel}, p) })
+	assert.Panics(t, func() { channelName(&subscription.Subscription{Channel: subscription.MyAccountChannel}, p) }, "Should panic on V2 endpoints until implemented")
+}

exchanges/huobi/huobi_websocket.go

@@ -9,6 +9,7 @@ import (
 	"net/url"
 	"strconv"
 	"strings"
+	"text/template"
 	"time"
 
 	"github.com/gorilla/websocket"
@@ -17,6 +18,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/account"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/order"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/request"
@@ -31,11 +33,13 @@ const (
 	baseWSURL    = "wss://api.huobi.pro"
 	futuresWSURL = "wss://api.hbdm.com/"
 
-	wsMarketURL    = baseWSURL + "/ws"
-	wsMarketKline  = "market.%s.kline.1min"
-	wsMarketDepth  = "market.%s.depth.step0"
-	wsMarketTrade  = "market.%s.trade.detail"
-	wsMarketTicker = "market.%s.detail"
+	wsMarketURL           = baseWSURL + "/ws"
+	wsCandlesChannel      = "market.%s.kline"
+	wsOrderbookChannel    = "market.%s.depth"
+	wsTradesChannel       = "market.%s.trade.detail"
+	wsMarketDetailChannel = "market.%s.detail"
+	wsMyOrdersChannel     = "orders.%s"
+	wsMyTradesChannel     = "orders.%s.update"
 
 	wsAccountsOrdersEndPoint = "/ws/v1"
 	wsAccountsList           = "accounts.list"
@@ -56,6 +60,28 @@ const (
 	loginDelay = 50 * time.Millisecond
 )
 
+var defaultSubscriptions = subscription.List{
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.TickerChannel},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.CandlesChannel, Interval: kline.OneMin},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.OrderbookChannel, Levels: 0}, // Aggregation Levels; 0 is no depth aggregation
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.AllTradesChannel},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.MyOrdersChannel, Authenticated: true},
+	{Enabled: true, Asset: asset.Spot, Channel: subscription.MyTradesChannel, Authenticated: true},
+	{Enabled: true, Channel: subscription.MyAccountChannel, Authenticated: true},
+}
+
+var subscriptionNames = map[string]string{
+	subscription.TickerChannel:    wsMarketDetailChannel,
+	subscription.CandlesChannel:   wsCandlesChannel,
+	subscription.OrderbookChannel: wsOrderbookChannel,
+	subscription.AllTradesChannel: wsTradesChannel,
+	/* 	TODO: Pending upcoming V2 support, these are dropped from the translation table so that the sub conf will be correct and not need upgrading, but will error on usage
+	subscription.MyTradesChannel:  wsMyOrdersChannel,
+	subscription.MyOrdersChannel:  wsMyTradesChannel,
+	subscription.MyAccountChannel: wsMyAccountChannel,
+	*/
+}
+
 // Instantiates a communications channel between websocket connections
 var comms = make(chan WsMessage)
 
@@ -514,101 +540,66 @@ func (h *HUOBI) WsProcessOrderbook(update *WsDepth, symbol string) error {
 	return h.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }
 
-// GenerateDefaultSubscriptions Adds default subscriptions to websocket to be handled by ManageSubscriptions()
-func (h *HUOBI) GenerateDefaultSubscriptions() (subscription.List, error) {
-	var channels = []string{wsMarketKline,
-		wsMarketDepth,
-		wsMarketTrade,
-		wsMarketTicker}
-	var subscriptions subscription.List
-	if h.Websocket.CanUseAuthenticatedEndpoints() {
-		channels = append(channels, "orders.%v", "orders.%v.update")
-		subscriptions = append(subscriptions, &subscription.Subscription{
-			Channel: "accounts",
-		})
-	}
-	enabledCurrencies, err := h.GetEnabledPairs(asset.Spot)
-	if err != nil {
-		return nil, err
-	}
-	for i := range channels {
-		for j := range enabledCurrencies {
-			enabledCurrencies[j].Delimiter = ""
-			channel := fmt.Sprintf(channels[i],
-				enabledCurrencies[j].Lower().String())
-			subscriptions = append(subscriptions, &subscription.Subscription{
-				Channel: channel,
-				Pairs:   currency.Pairs{enabledCurrencies[j]},
-			})
-		}
-	}
-	return subscriptions, nil
+// generateSubscriptions returns a list of subscriptions from the configured subscriptions feature
+func (h *HUOBI) generateSubscriptions() (subscription.List, error) {
+	return h.Features.Subscriptions.ExpandTemplates(h)
+}
+
+// GetSubscriptionTemplate returns a subscription channel template
+func (h *HUOBI) GetSubscriptionTemplate(_ *subscription.Subscription) (*template.Template, error) {
+	return template.New("master.tmpl").Funcs(template.FuncMap{
+		"channelName": channelName,
+		"interval":    h.FormatExchangeKlineInterval,
+	}).Parse(subTplText)
 }
 
 // Subscribe sends a websocket message to receive data from the channel
-func (h *HUOBI) Subscribe(channelsToSubscribe subscription.List) error {
+func (h *HUOBI) Subscribe(subs subscription.List) error {
+	ctx := context.Background()
+	var errs error
 	var creds *account.Credentials
-	if h.Websocket.CanUseAuthenticatedEndpoints() {
-		var err error
-		creds, err = h.GetCredentials(context.TODO())
-		if err != nil {
-			return err
+	if len(subs.Private()) > 0 {
+		if creds, errs = h.GetCredentials(ctx); errs != nil {
+			return errs
 		}
 	}
-	var errs error
-	for i := range channelsToSubscribe {
+	for _, s := range subs {
 		var err error
-		if (strings.Contains(channelsToSubscribe[i].Channel, "orders.") ||
-			strings.Contains(channelsToSubscribe[i].Channel, "accounts")) && creds != nil {
-			err = h.wsAuthenticatedSubscribe(creds,
-				"sub",
-				wsAccountsOrdersEndPoint+channelsToSubscribe[i].Channel,
-				channelsToSubscribe[i].Channel)
+		if s.Authenticated {
+			if err = h.wsAuthenticatedSubscribe(creds, "sub", wsAccountsOrdersEndPoint+"/"+s.QualifiedChannel, s.QualifiedChannel); err == nil {
+				err = h.Websocket.AddSuccessfulSubscriptions(h.Websocket.Conn, s)
+			}
 		} else {
-			err = h.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, WsRequest{
-				Subscribe: channelsToSubscribe[i].Channel,
-			})
-		}
-		if err == nil {
-			err = h.Websocket.AddSuccessfulSubscriptions(h.Websocket.Conn, channelsToSubscribe[i])
-		}
-		if err != nil {
-			errs = common.AppendError(errs, err)
+			if err = h.Websocket.Conn.SendJSONMessage(ctx, request.Unset, WsRequest{Subscribe: s.QualifiedChannel}); err == nil {
+				err = h.Websocket.AddSuccessfulSubscriptions(h.Websocket.AuthConn, s)
+			}
 		}
+		errs = common.AppendError(errs, err)
 	}
 	return nil
 }
 
 // Unsubscribe sends a websocket message to stop receiving data from the channel
-func (h *HUOBI) Unsubscribe(channelsToUnsubscribe subscription.List) error {
+func (h *HUOBI) Unsubscribe(subs subscription.List) error {
+	ctx := context.Background()
+	var errs error
 	var creds *account.Credentials
-	if h.Websocket.CanUseAuthenticatedEndpoints() {
-		var err error
-		creds, err = h.GetCredentials(context.TODO())
-		if err != nil {
-			return err
+	if len(subs.Private()) > 0 {
+		if creds, errs = h.GetCredentials(ctx); errs != nil {
+			return errs
 		}
 	}
-	var errs error
-	for i := range channelsToUnsubscribe {
+	for _, s := range subs {
 		var err error
-		if (strings.Contains(channelsToUnsubscribe[i].Channel, "orders.") ||
-			strings.Contains(channelsToUnsubscribe[i].Channel, "accounts")) && creds != nil {
-			err = h.wsAuthenticatedSubscribe(creds,
-				"unsub",
-				wsAccountsOrdersEndPoint+channelsToUnsubscribe[i].Channel,
-				channelsToUnsubscribe[i].Channel)
+		if s.Authenticated {
+			err = h.wsAuthenticatedSubscribe(creds, "unsub", wsAccountsOrdersEndPoint+"/"+s.QualifiedChannel, s.QualifiedChannel)
 		} else {
-			err = h.Websocket.Conn.SendJSONMessage(context.TODO(), request.Unset, WsRequest{
-				Unsubscribe: channelsToUnsubscribe[i].Channel,
-			})
+			err = h.Websocket.Conn.SendJSONMessage(ctx, request.Unset, WsRequest{Unsubscribe: s.QualifiedChannel})
 		}
 		if err == nil {
-			err = h.Websocket.RemoveSubscriptions(h.Websocket.Conn, channelsToUnsubscribe[i])
-		}
-		if err != nil {
-			errs = common.AppendError(errs, err)
+			err = h.Websocket.RemoveSubscriptions(h.Websocket.Conn, s)
 		}
+		errs = common.AppendError(errs, err)
 	}
 	return errs
 }
@@ -810,3 +801,31 @@ func (h *HUOBI) wsGetOrderDetails(ctx context.Context, orderID string) (*WsAuthe
 	}
 	return &response, nil
 }
+
+// channelName converts global channel Names used in config of channel input into exchange channel names
+// returns the name unchanged if no match is found
+func channelName(s *subscription.Subscription, p currency.Pair) string {
+	if n, ok := subscriptionNames[s.Channel]; ok {
+		return fmt.Sprintf(n, p)
+	}
+	if s.Authenticated {
+		panic(fmt.Errorf("%w: Private endpoints not currently supported", common.ErrNotYetImplemented))
+	}
+	panic(subscription.ErrUseConstChannelName)
+}
+
+const subTplText = `
+{{- if $.S.Asset }}
+	{{ range $asset, $pairs := $.AssetPairs }}
+		{{- range $p := $pairs }}
+			{{- channelName $.S $p -}}
+			{{- if eq $.S.Channel "candles" -}} . {{- interval $.S.Interval }}{{ end }}
+			{{- if eq $.S.Channel "orderbook" -}} .step {{- $.S.Levels }}{{ end }}
+			{{ $.PairSeparator }}
+		{{- end }}
+		{{ $.AssetSeparator }}
+	{{- end }}
+{{- else -}}
+	{{ channelName $.S nil }}
+{{- end }}
+`

exchanges/huobi/huobi_wrapper.go

@@ -162,6 +162,7 @@ func (h *HUOBI) SetDefaults() {
 				GlobalResultLimit: 2000,
 			},
 		},
+		Subscriptions: defaultSubscriptions.Clone(),
 	}
 
 	h.Requester, err = request.New(h.Name,
@@ -213,7 +214,7 @@ func (h *HUOBI) Setup(exch *config.Exchange) error {
 		Connector:             h.WsConnect,
 		Subscriber:            h.Subscribe,
 		Unsubscriber:          h.Unsubscribe,
-		GenerateSubscriptions: h.GenerateDefaultSubscriptions,
+		GenerateSubscriptions: h.generateSubscriptions,
 		Features:              &h.Features.Supports.WebsocketCapabilities,
 	})
 	if err != nil {