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Huobi: V2 subscription support #1703

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Huobi: V2 subscription support #1703

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58bb84f
Huobi: assertify tests
gbjk Oct 24, 2024
49c7d43
Testing: Add FixtureToDataHandlerWithErrors
gbjk Nov 3, 2024
ac7b14a
Huobi: Add V2 websocket support
gbjk Oct 18, 2024
d176b49
Huobi: Fix tests racing on updatePairsOnce
gbjk Dec 14, 2024
a8f81d3
fixup! Huobi: Add V2 websocket support
gbjk Dec 14, 2024
479095c
Huobi: Remove unnecessary funnelData
gbjk Dec 14, 2024
32d533c
fixup! Huobi: Add V2 websocket support
gbjk Dec 14, 2024
a89f6f8
Huobi: Clarify V1/V2 pings
gbjk Dec 14, 2024
e6f030c
Huobi: Switch to types.Time
gbjk Dec 14, 2024
68f571f
fixup! Huobi: Add V2 websocket support
gbjk Dec 14, 2024
c03c976
fixup! Huobi: Fix tests racing on updatePairsOnce
gbjk Dec 14, 2024
96479e8
fixup! Huobi: Switch to types.Time
gbjk Dec 14, 2024
4d0a56c
fixup! Huobi: Switch to types.Time
gbjk Dec 17, 2024
fde0ad9
Huobi: Disable websocket Futures and CoinMarginedFutures support
gbjk Dec 17, 2024
c942589
fixup! Huobi: Add V2 websocket support
gbjk Dec 17, 2024
52dfbfd
Huobi: Fix test failures on futureContracts
gbjk Dec 18, 2024
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344 changes: 173 additions & 171 deletions exchanges/huobi/cfutures_types.go
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222 changes: 112 additions & 110 deletions exchanges/huobi/futures_types.go
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2,411 changes: 733 additions & 1,678 deletions exchanges/huobi/huobi_test.go
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628 changes: 260 additions & 368 deletions exchanges/huobi/huobi_types.go
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1,085 changes: 489 additions & 596 deletions exchanges/huobi/huobi_websocket.go
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259 changes: 91 additions & 168 deletions exchanges/huobi/huobi_wrapper.go
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1 change: 1 addition & 0 deletions exchanges/huobi/testdata/wsAllTrades.json
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Original file line number Diff line number Diff line change
@@ -0,0 +1 @@
{"ch":"market.btcusdt.trade.detail","ts":1630994963175,"tick":{"id":137005445109,"ts":1630994963173,"data":[{"id":137005445109359290000000000,"ts":1630994963173,"tradeId":102523573486,"amount":0.006754,"price":52648.62,"direction":"buy"}]}}
1 change: 1 addition & 0 deletions exchanges/huobi/testdata/wsCandles.json
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{"ch":"market.btcusdt.kline.1min","ts":1489474082831,"tick":{"id":1489464480,"amount":1821.49,"count":4,"open":7962.62,"close":8014.56,"low":5110.14,"high":14962.77,"vol":4.4}}
3 changes: 3 additions & 0 deletions exchanges/huobi/testdata/wsMyAccount.json
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@@ -0,0 +1,3 @@
{"action":"push","ch":"accounts.update#2","data":{"currency":"btc","accountId":123456,"balance":"23.111","changeType":"transfer","accountType":"trade","seqNum":1,"changeTime":1568601800000}}
{"action":"push","ch":"accounts.update#2","data":{"currency":"btc","accountId":33385,"available":"2028.69","changeType":"order.match","accountType":"trade","seqNum":2,"changeTime":1574393385167}}
{"action":"push","ch":"accounts.update#2","data":{"currency":"usdt","accountId":14884859,"balance":"20.29388158","available":"20.29388158","changeType":null,"accountType":"trade","changeTime":null,"seqNum":3}}
4 changes: 4 additions & 0 deletions exchanges/huobi/testdata/wsMyOrders.json
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{"action":"push","ch":"orders#*","data":{"orderSide":"buy","lastActTime":1583853365586,"clientOrderId":"test1","orderStatus":"rejected","symbol":"btcusdt","eventType":"trigger","errCode":2002,"errMessage":"invalid.client.order.id (NT)"}}
{"action":"push","ch":"orders#*","data":{"orderSide":"buy","lastActTime":1583853365586,"clientOrderId":"test2","orderStatus":"canceled","symbol":"btcusdt","eventType":"deletion"}}
{"action":"push","ch":"orders#*","data":{"orderSize":"2.000000000000000000","orderCreateTime":1583853365586,"accountld":992701,"orderPrice":"77.000000000000000000","type":"sell-limit","orderId":27163533,"clientOrderId":"test3","orderSource":"spot-api","orderStatus":"submitted","symbol":"btcusdt","eventType":"creation"}}
{"action":"push","ch":"orders#*","data":{"orderSource":"spot-web","accountId":16820007,"orderPrice":"70000","orderSize":"0.000157","orderCreateTime":1731039387696,"symbol":"btcusdt","eventType":"creation","type":"buy-limit","orderId":1199329381585359,"clientOrderId":"","orderStatus":"submitted"}}
1 change: 1 addition & 0 deletions exchanges/huobi/testdata/wsMyTrades.json
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{"ch":"trade.clearing#btcusdt#1","data":{"eventType":"trade","symbol":"btcusdt","orderId":99998888,"tradePrice":"9999.99","tradeVolume":"0.96","orderSide":"buy","aggressor":true,"tradeId":919219323232,"tradeTime":1583853365996,"transactFee":"19.88","feeDeduct ":"0","feeDeductType":"","feeCurrency":"btc","accountId":9912791,"source":"spot-api","orderPrice":"10000","orderSize":"1","clientOrderId":"a001","orderCreateTime":1583853365586,"orderStatus":"partial-filled"}}
1 change: 1 addition & 0 deletions exchanges/huobi/testdata/wsOrderbook.json
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{"ch":"market.btcusdt.depth.step0","ts":1630983549503,"tick":{"bids":[[52690.69,0.36281],[52690.68,0.2]],"asks":[[52690.7,0.372591],[52691.26,0.13]],"version":136998124622,"ts":1630983549500}}
1 change: 1 addition & 0 deletions exchanges/huobi/testdata/wsTicker.json
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{"ch":"market.btcusdt.detail","ts":1630998026649,"tick":{"id":273956868110,"low":51000,"high":52924.14,"open":51823.62,"close":52379.99,"vol":727676440.200527,"amount":13991.028076056185,"version":273956868110,"count":471348}}
3 changes: 1 addition & 2 deletions exchanges/order/order_types.go
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Expand Up @@ -184,8 +184,7 @@ type ModifyResponse struct {
}

// Detail contains all properties of an order
// Each exchange has their own requirements, so not all fields
// are required to be populated
// Each exchange has their own requirements, so not all fields are required to be populated
type Detail struct {
ImmediateOrCancel bool
HiddenOrder bool
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6 changes: 3 additions & 3 deletions exchanges/order/orders.go
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Expand Up @@ -1167,15 +1167,15 @@ func StringToOrderStatus(status string) (Status, error) {
switch status {
case AnyStatus.String():
return AnyStatus, nil
case New.String(), "PLACED", "ACCEPTED":
case New.String(), "PLACED", "ACCEPTED", "SUBMITTED":
return New, nil
case Active.String(), "STATUS_ACTIVE", "LIVE":
return Active, nil
case PartiallyFilled.String(), "PARTIALLY MATCHED", "PARTIALLY FILLED":
case PartiallyFilled.String(), "PARTIAL-FILLED", "PARTIALLY MATCHED", "PARTIALLY FILLED":
return PartiallyFilled, nil
case Filled.String(), "FULLY MATCHED", "FULLY FILLED", "ORDER_FULLY_TRANSACTED", "EFFECTIVE":
return Filled, nil
case PartiallyCancelled.String(), "PARTIALLY CANCELLED", "ORDER_PARTIALLY_TRANSACTED":
case PartiallyCancelled.String(), "PARTIAL-CANCELED", "PARTIALLY CANCELLED", "ORDER_PARTIALLY_TRANSACTED":
return PartiallyCancelled, nil
case PartiallyFilledCancelled.String(), "PARTIALLYFILLEDCANCELED":
return PartiallyFilledCancelled, nil
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31 changes: 27 additions & 4 deletions internal/testing/exchange/exchange.go
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Expand Up @@ -118,23 +118,45 @@ func MockWsInstance[T any, PT interface {
return e
}

// FixtureToDataHandler squirts the contents of a file to a reader function (probably e.wsHandleData)
// FixtureError contains an error and the message that caused it
type FixtureError struct {
Err error
Msg []byte
}

// FixtureToDataHandler squirts the contents of a file to a reader function (probably e.wsHandleData) and asserts no errors are returned
func FixtureToDataHandler(tb testing.TB, fixturePath string, reader func([]byte) error) {
tb.Helper()

for _, e := range FixtureToDataHandlerWithErrors(tb, fixturePath, reader) {
assert.NoErrorf(tb, e.Err, "Should not error handling message:\n%s", e.Msg)
}
}

// FixtureToDataHandlerWithErrors squirts the contents of a file to a reader function (probably e.wsHandleData) and returns handler errors
// Any errors setting up the fixture will fail tests
func FixtureToDataHandlerWithErrors(tb testing.TB, fixturePath string, reader func([]byte) error) []FixtureError {
tb.Helper()

fixture, err := os.Open(fixturePath)
assert.NoError(tb, err, "Opening fixture '%s' should not error", fixturePath)
require.NoError(tb, err, "Opening fixture '%s' should not error", fixturePath)
defer func() {
assert.NoError(tb, fixture.Close(), "Closing the fixture file should not error")
}()

errs := []FixtureError{}
s := bufio.NewScanner(fixture)
for s.Scan() {
msg := s.Bytes()
err := reader(msg)
assert.NoErrorf(tb, err, "Fixture message should not error:\n%s", msg)
if err := reader(msg); err != nil {
errs = append(errs, FixtureError{
Err: err,
Msg: msg,
})
}
}
assert.NoError(tb, s.Err(), "Fixture Scanner should not error")
return errs
}

var setupWsMutex sync.Mutex
Expand Down Expand Up @@ -178,6 +200,7 @@ var updatePairsOnce = make(map[string]*currency.PairsManager)

// UpdatePairsOnce ensures pairs are only updated once in parallel tests
// A clone of the cache of the updated pairs is used to populate duplicate requests
// Any pairs enabled after this is called will be lost on the next call
func UpdatePairsOnce(tb testing.TB, e exchange.IBotExchange) {
tb.Helper()

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2 changes: 1 addition & 1 deletion testdata/configtest.json
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Expand Up @@ -1844,7 +1844,7 @@
},
"spot": {
"assetEnabled": true,
"enabled": "BTC-USDT",
"enabled": "BTC-USDT,ETH-BTC",
"available": "PROPY-ETH,IOTA-BTC,UGAS-ETH,PAI-USDT,BSV-HUSD,MTX-ETH,BCH-BTC,LTC-HT,SOC-USDT,WXT-BTC,SALT-BTC,RCN-ETH,PNT-ETH,TT-USDT,AIDOC-ETH,BIX-BTC,OCN-USDT,QTUM-ETH,KCASH-ETH,SNT-USDT,LUN-BTC,QASH-BTC,ITC-BTC,NAS-BTC,XMR-BTC,TNT-ETH,UC-ETH,FAIR-BTC,PC-ETH,YEE-BTC,PAY-ETH,XMX-BTC,CRE-USDT,BAT-ETH,BHT-USDT,CKB-HT,LAMB-HT,AE-USDT,QUN-ETH,LYM-BTC,BCH-HT,BHT-BTC,RUFF-ETH,CNN-BTC,FOR-USDT,GTC-ETH,TRX-ETH,ELA-USDT,ACT-ETH,SMT-ETH,BUT-ETH,BCH-USDT,ICX-BTC,MEET-BTC,NCC-BTC,APPC-BTC,GVE-ETH,TNB-BTC,STEEM-ETH,18C-ETH,LBA-BTC,EKO-BTC,REQ-BTC,SOC-BTC,BOX-ETH,ELF-BTC,ZRX-ETH,LET-USDT,HT-BTC,TUSD-HUSD,EGCC-BTC,WTC-BTC,ATP-USDT,DOCK-USDT,PAI-BTC,ONT-ETH,IRIS-BTC,BTT-ETH,SC-BTC,XZC-BTC,LBA-USDT,HT-USDT,VET-ETH,KMD-ETH,SHE-ETH,PORTAL-BTC,ONE-BTC,BIX-USDT,RCCC-BTC,SKM-USDT,XTZ-ETH,SWFTC-BTC,RSR-BTC,LINK-ETH,DATX-BTC,HPT-HT,GET-ETH,BLZ-ETH,CTXC-USDT,CNNS-USDT,PVT-HT,ITC-USDT,LTC-BTC,NCASH-BTC,HOT-ETH,ADA-USDT,ADX-BTC,NODE-USDT,TRIO-BTC,GXC-ETH,SNT-BTC,FOR-BTC,DBC-BTC,UUU-USDT,CVCOIN-ETH,RSR-USDT,CRO-USDT,OCN-BTC,NEW-USDT,EGT-USDT,MANA-BTC,CMT-USDT,WXT-HT,XRP-BTC,MT-ETH,PAX-HUSD,LSK-ETH,IOTA-USDT,SRN-ETH,ZIL-ETH,ELF-USDT,LXT-ETH,LAMB-BTC,CRE-HT,CKB-BTC,XVG-BTC,BSV-BTC,BFT-BTC,WPR-ETH,HT-HUSD,POWR-BTC,MANA-ETH,ENG-ETH,ZJLT-ETH,SNC-ETH,ATOM-ETH,WICC-USDT,KAN-ETH,DGD-BTC,VSYS-HT,BCD-BTC,BTM-ETH,DOGE-USDT,MEX-BTC,BTG-BTC,DAC-ETH,DAT-BTC,GRS-ETH,ADX-ETH,EM-HT,GXC-USDT,CVC-BTC,OMG-ETH,SSP-ETH,OGO-HT,CMT-ETH,POLY-ETH,XZC-USDT,THETA-USDT,XEM-USDT,LOL-USDT,BCH-HUSD,GSC-BTC,DOGE-ETH,MDS-BTC,BTS-ETH,CTXC-BTC,MCO-BTC,BCX-BTC,ZLA-ETH,EKT-USDT,MAN-BTC,BLZ-BTC,ATOM-USDT,LOL-BTC,HPT-USDT,EM-BTC,EOS-USDT,WAN-BTC,GNT-BTC,CRO-BTC,MANA-USDT,SEELE-USDT,FSN-BTC,VIDY-HT,USDC-HUSD,LTC-HUSD,XRP-USDT,VSYS-BTC,STORJ-BTC,LOOM-ETH,SKM-BTC,LINK-USDT,TT-HT,QSP-ETH,ETN-BTC,FSN-HT,NODE-BTC,HC-USDT,PHX-BTC,XLM-BTC,RCCC-ETH,LTC-USDT,UUU-BTC,SEELE-ETH,PVT-BTC,HC-ETH,REN-ETH,KAN-USDT,EOS-ETH,BSV-USDT,BTS-USDT,KMD-BTC,OGO-USDT,THETA-ETH,MUSK-BTC,CNNS-HT,ETC-BTC,COVA-BTC,BTT-TRX,XMR-USDT,MTN-ETH,QUN-BTC,NAS-USDT,ELA-ETH,HIT-ETH,BTT-USDT,EKT-ETH,TOS-BTC,GAS-ETH,DCR-USDT,ONT-BTC,NEW-HT,NEXO-BTC,ETH-USDT,WXT-USDT,FOR-HT,ADA-BTC,EVX-ETH,VET-BTC,ZEC-USDT,NANO-ETH,IOST-HT,BCV-ETH,REN-USDT,NULS-ETH,ACT-USDT,LET-ETH,BTM-USDT,MEET-ETH,AKRO-HT,ARDR-BTC,DCR-ETH,NANO-USDT,BTC-HUSD,ALGO-BTC,IIC-ETH,BHD-BTC,KNC-ETH,ATP-BTC,ZRX-BTC,ABT-BTC,18C-BTC,XMR-ETH,WAXP-BTC,CVNT-BTC,MX-USDT,OST-ETH,NKN-BTC,TOPC-BTC,GNX-BTC,FTT-USDT,ONE-HT,DGB-ETH,NULS-USDT,DASH-BTC,UIP-BTC,KCASH-HT,WICC-ETH,EKO-ETH,EGT-HT,IRIS-USDT,STK-ETH,MXC-BTC,NAS-ETH,OMG-USDT,SMT-BTC,BUT-BTC,HIT-USDT,BAT-BTC,IRIS-ETH,NKN-HT,PC-BTC,TOP-USDT,GTC-BTC,LSK-BTC,ITC-ETH,DTA-BTC,HOT-BTC,BTT-BTC,FAIR-ETH,DOCK-ETH,QTUM-BTC,ZEN-BTC,ZIL-BTC,RCN-BTC,FTI-BTC,BHD-USDT,VIDY-USDT,LUN-ETH,DBC-ETH,TOPC-ETH,IIC-BTC,STEEM-USDT,IOTA-ETH,KCASH-BTC,RUFF-BTC,APPC-ETH,MT-BTC,SOC-ETH,GT-HT,PROPY-BTC,AIDOC-BTC,ACT-BTC,LYM-ETH,CHAT-BTC,SWFTC-ETH,ETH-BTC,UIP-USDT,UGAS-BTC,XRP-HUSD,ALGO-USDT,TNT-BTC,ONT-USDT,YEE-ETH,AKRO-BTC,TRX-USDT,OCN-ETH,SRN-BTC,DASH-USDT,XMX-ETH,NANO-BTC,QASH-ETH,EOS-HT,GT-BTC,XTZ-USDT,ARPA-USDT,SALT-ETH,BKBT-ETH,MTX-BTC,SMT-USDT,GXC-BTC,VIDY-BTC,FTT-HT,LAMB-ETH,TRX-BTC,TRIO-ETH,BFT-ETH,LINK-BTC,AE-ETH,NULS-BTC,BHD-HT,AST-ETH,NEO-USDT,EDU-BTC,CVCOIN-BTC,GVE-BTC,GET-BTC,ZRX-USDT,ELF-ETH,DATX-ETH,ADA-ETH,TOP-HT,NCASH-ETH,QTUM-USDT,ETC-HT,ZIL-USDT,TNB-ETH,BIX-ETH,SHE-BTC,PNT-BTC,BTC-USDT,PORTAL-ETH,WAVES-USDT,XZC-ETH,HT-ETH,POLY-BTC,MCO-ETH,MUSK-ETH,PAI-ETH,LXT-USDT,UTK-BTC,RTE-BTC,NCC-ETH,HB10-USDT,BOX-BTC,RDN-ETH,ARPA-BTC,LBA-ETH,CNN-ETH,AAC-ETH,XTZ-BTC,IDT-BTC,AKRO-USDT,IOST-BTC,GT-USDT,WAN-ETH,ETN-ETH,PVT-USDT,NEO-BTC,WAVES-ETH,ONE-USDT,ZEC-BTC,SKM-HT,IOST-ETH,NPXS-ETH,CVC-ETH,CMT-BTC,COVA-ETH,ARDR-ETH,RDN-BTC,DCR-BTC,REN-BTC,YCC-ETH,MX-HT,NEXO-ETH,XLM-ETH,YCC-BTC,ENG-BTC,CNNS-BTC,ZLA-BTC,QSP-BTC,MAN-ETH,UUU-ETH,ETH-HUSD,RTE-ETH,ATP-HT,BTM-BTC,DAC-BTC,TOS-ETH,LAMB-USDT,DASH-HT,NPXS-BTC,NEW-BTC,FTT-BTC,EOS-HUSD,GRS-BTC,POWR-ETH,VET-USDT,AAC-BTC,MX-BTC,MTN-BTC,XVG-ETH,GNX-ETH,SSP-BTC,WAVES-BTC,EGT-BTC,CTXC-ETH,IDT-ETH,STK-BTC,WICC-BTC,UTK-ETH,CRO-HT,LXT-BTC,GSC-ETH,OMG-BTC,XRP-HT,DGB-BTC,IOST-USDT,CVNT-ETH,GAS-BTC,HIT-BTC,CKB-USDT,ARPA-HT,RUFF-USDT,HC-BTC,WTC-ETH,MDS-USDT,ABT-ETH,ALGO-ETH,BIFI-BTC,KNC-BTC,TT-BTC,LET-BTC,NKN-USDT,PAY-BTC,DTA-USDT,AE-BTC,UC-BTC,VSYS-USDT,USDT-HUSD,EOS-BTC,STEEM-BTC,DOGE-BTC,NODE-HT,MDS-ETH,CRE-BTC,GNT-USDT,UIP-ETH,AST-BTC,XEM-BTC,ZEN-ETH,EDU-ETH,MEX-ETH,EKT-BTC,CVC-USDT,WAXP-ETH,REQ-ETH,OST-BTC,STORJ-USDT,SBTC-BTC,DGD-ETH,SC-ETH,WTC-USDT,THETA-BTC,DTA-ETH,BCV-BTC,SNC-BTC,RSR-HT,KAN-BTC,ELA-BTC,ATOM-BTC,BKBT-BTC,FSN-USDT,EM-USDT,WPR-BTC,TOP-BTC,BTS-BTC,EGCC-ETH,MTL-BTC,GNT-ETH,SEELE-BTC,EVX-BTC,FTI-ETH,BAT-USDT,MT-HT,LOL-HT,ICX-ETH,LOOM-BTC,ZJLT-BTC,XLM-USDT,OGO-BTC,DOCK-BTC,CHAT-ETH,DAT-ETH,ETC-USDT,HPT-BTC,BHT-HT"
}
}
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