Huobi: V2 subscription support #1703

gbjk · 2024-11-06T12:47:43Z

Removes deprecated and non-functional WS endpoints
Adds V2 endpoints available as described here ( Account updates, Order updates, Trades )
Mock tests for Private subscriptions
Improves code structure for wsHandleData
Assertifies tests
Quite a few test fixes as well
Adds testexch.FixtureToDataHandlerWithErrors

Stacked Dependencies

Huobi: Add subscription configuration #1604

Type of change

Please delete options that are not relevant and add an x in [] as item is complete.

Bug fix (non-breaking change which fixes an issue)

How has this been tested

go test ./... -race
golangci-lint run

gbjk · 2024-12-02T00:42:16Z

Linter fixed; Rebased to resolve conflict

shazbert

Awesome update. 🍰 Just some minor nits.

exchanges/huobi/huobi_websocket.go

exchanges/huobi/huobi_test.go

exchanges/huobi/huobi_websocket.go

shazbert

Nice work! Thanks for addressing my initial nits, just one left over issue then looks good to go, good stuff! 🚀

exchanges/huobi/huobi_websocket.go

shazbert

🕊️ Last thing from me, I hope 🙏

exchanges/huobi/huobi_wrapper.go

shazbert

unauth tACK unauth utACK. Thanks!

shazbert

Whoops tests broke

exchanges/huobi/huobi_websocket.go

Per-instance future codes not getting cached causin occassional fails

gbjk · 2024-12-18T01:45:36Z

Whoops tests broke

This has been an transient test failure for ages, impervious to introspection.
Think I finally cracked it with:

Fixed gbjk@52dfbfd8f

but running long -count=100 -race again to be (somewhat) sure.

gbjk · 2024-12-18T02:55:01Z

CI failures all have 5 or 6 failures for just Coinbase and/or test server.
All clean for Huobi.

Also nothing locally for hundreds of runs.

shazbert

Changes ACK, Thanks 🫡

gloriousCode

Nicely done

exchanges/huobi/huobi_test.go

exchanges/huobi/huobi_websocket.go

gloriousCode · 2025-01-10T02:20:35Z

exchanges/huobi/huobi_websocket.go

+	h.Websocket.SetCanUseAuthenticatedEndpoints(false)
+	if h.IsWebsocketAuthenticationSupported() {


?
I don't see any other exchange behave in this manner

In which sense?
Most of them use SetCanUseAuthenticatedEndpoints false on failure (Kraken, Okx)
Many of them use IsWebsocketAuthenticationSupported to choose to dial auth (Kraken, Okx)

This is using a different pattern, but I'm actually happier with it.
Set CanUseAuthEndpoints to false on a (re)connect, and then true if the auth succeeds.
It feels cleaner than having the branching logic we've seen elsewhere.
Definitely cleaner than using CanUseAuthenticatedEndpoints to decide to even dial, which I saw on one exchange, and feels definitely wrong.

Is there a downside to this that I'm missing?

If anything, I'd follow this pattern with others when I'm interfering with them.

Why set something to false when you don't even know if they have credentials set or if its going to be used?
If you put the h.Websocket.SetCanUseAuthenticatedEndpoints(false) inside the if statement, it no longer looks out of place and that change will still work with all the reasoning you outlined

Why set something to false when you don't even know if they have credentials set or if its going to be used?
Because if we aren't about to go into the if statement, for any reason at all, then false is the correct state for the value. Not setting it to false seems wrong to me; Doing it inside an if statement that could be false and not run seems wrong to me.

I don't know what the use-cases might be. Feels like the user would have to unset credentials for it to need to be set to false where I have it. But that's kind of irrelevant. My point is that it's the best representation of the state at the right time.

Kinda afraid you're going to ask me to change all the others if I convince you 🤦

gloriousCode · 2025-01-10T02:30:05Z

exchanges/huobi/huobi_websocket.go

+	for _, op := range []string{wsSubOp, wsUnsubOp} {
+		key := op + "bed" // subbed, unsubbed
+		if ch, err := jsonparser.GetString(respRaw, key); err == nil {
+			if !h.Websocket.Match.IncomingWithData(op+":"+ch, respRaw) {
+				return fmt.Errorf("%w: %s:%s", stream.ErrNoMessageListener, op, ch)
 			}
+			return nil
 		}
 	}


Perhaps there's something I've missed, but I don't see the point to this loop when you have a handler for it that performs the same function below. It also doesn't force every single message on the ws into a loop - costing about 90ns per message

case wsSubOp, wsUnsubOp: return h.wsHandleV2subResp(action, respRaw)

It's the V1 sub support, so the section you highlighted isn't relevant.
However it's also entirely superfluous because the id is in there and it's working, so ... remove this section and everything is still fine.

Fixed gbjk@6938c5573

gbjk self-assigned this Nov 6, 2024

thrasher- requested review from shazbert, gloriousCode and thrasher- and removed request for shazbert and gloriousCode November 6, 2024 22:29

thrasher- added review me This pull request is ready for review nomerge requires dependency This pull request is dependent on another, so it can't be merged until the dependent one is merged labels Nov 6, 2024

gbjk force-pushed the feature/huobi_v2 branch 3 times, most recently from 06c750a to 8d0146d Compare November 11, 2024 03:44

gbjk removed the nomerge requires dependency This pull request is dependent on another, so it can't be merged until the dependent one is merged label Nov 11, 2024

shazbert added lint requires fixing rebase/merge of master required labels Nov 25, 2024

gbjk force-pushed the feature/huobi_v2 branch from 8d0146d to 2f10c4b Compare December 2, 2024 00:41

gbjk removed lint requires fixing rebase/merge of master required labels Dec 2, 2024

gbjk force-pushed the feature/huobi_v2 branch from 2f10c4b to b88173c Compare December 2, 2024 01:14

gbjk added 3 commits December 12, 2024 11:34

Huobi: assertify tests

58bb84f

Testing: Add FixtureToDataHandlerWithErrors

49c7d43

Huobi: Add V2 websocket support

ac7b14a

gbjk force-pushed the feature/huobi_v2 branch from b88173c to ac7b14a Compare December 12, 2024 04:35

shazbert requested changes Dec 12, 2024

View reviewed changes

gbjk force-pushed the feature/huobi_v2 branch from ff199aa to 479095c Compare December 14, 2024 09:01

gbjk added 2 commits December 14, 2024 16:02

fixup! Huobi: Add V2 websocket support

32d533c

Huobi: Clarify V1/V2 pings

a89f6f8

gbjk mentioned this pull request Dec 14, 2024

Huobi: Replace stream.KlineData with kline.* #1749

Open

gbjk added 4 commits December 14, 2024 16:45

Huobi: Switch to types.Time

e6f030c

fixup! Huobi: Add V2 websocket support

68f571f

fixup! Huobi: Fix tests racing on updatePairsOnce

c03c976

fixup! Huobi: Switch to types.Time

96479e8

shazbert requested changes Dec 15, 2024

View reviewed changes

exchanges/huobi/huobi_websocket.go Outdated Show resolved Hide resolved

fixup! Huobi: Switch to types.Time

4d0a56c

gbjk requested a review from shazbert December 17, 2024 01:53

shazbert requested changes Dec 17, 2024

View reviewed changes

exchanges/huobi/huobi_wrapper.go Show resolved Hide resolved

Huobi: Disable websocket Futures and CoinMarginedFutures support

fde0ad9

shazbert reviewed Dec 17, 2024

View reviewed changes

shazbert approved these changes Dec 17, 2024

View reviewed changes

shazbert requested changes Dec 17, 2024

View reviewed changes

fixup! Huobi: Add V2 websocket support

c942589

gbjk commented Dec 17, 2024

View reviewed changes

exchanges/huobi/huobi_websocket.go Outdated Show resolved Hide resolved

Huobi: Fix test failures on futureContracts

52dfbfd

Per-instance future codes not getting cached causin occassional fails

gbjk requested a review from shazbert December 18, 2024 02:55

shazbert approved these changes Dec 18, 2024

View reviewed changes

shazbert added the szrc shazbert review complete label Dec 19, 2024

gloriousCode requested changes Jan 10, 2025

View reviewed changes

gbjk added 4 commits January 11, 2025 12:29

fixup! Huobi: assertify tests

bff1ad3

Huobi: Fix idiosyncratic naming using TestWs instead of TestWS

c2984af

Huobi: Run WS tests in parallel

58ecd3c

fixup! Huobi: Add V2 websocket support

6938c55

gbjk requested a review from gloriousCode January 11, 2025 06:09

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Huobi: V2 subscription support #1703

Huobi: V2 subscription support #1703

gbjk commented Nov 6, 2024 •

edited

Loading

gbjk commented Dec 2, 2024

shazbert left a comment

shazbert left a comment

shazbert left a comment

shazbert left a comment

shazbert left a comment

gbjk commented Dec 18, 2024

gbjk commented Dec 18, 2024

shazbert left a comment

gloriousCode left a comment

gloriousCode Jan 10, 2025

gbjk Jan 11, 2025

gloriousCode Jan 15, 2025

gbjk Jan 15, 2025

gbjk Jan 15, 2025

gloriousCode Jan 10, 2025

gbjk Jan 11, 2025

		h.Websocket.SetCanUseAuthenticatedEndpoints(false)
		if h.IsWebsocketAuthenticationSupported() {

Huobi: V2 subscription support #1703

Are you sure you want to change the base?

Huobi: V2 subscription support #1703

Conversation

gbjk commented Nov 6, 2024 • edited Loading

Stacked Dependencies

Related

Type of change

How has this been tested

gbjk commented Dec 2, 2024

shazbert left a comment

Choose a reason for hiding this comment

shazbert left a comment

Choose a reason for hiding this comment

shazbert left a comment

Choose a reason for hiding this comment

shazbert left a comment

Choose a reason for hiding this comment

shazbert left a comment

Choose a reason for hiding this comment

gbjk commented Dec 18, 2024

gbjk commented Dec 18, 2024

shazbert left a comment

Choose a reason for hiding this comment

gloriousCode left a comment

Choose a reason for hiding this comment

gloriousCode Jan 10, 2025

Choose a reason for hiding this comment

gbjk Jan 11, 2025

Choose a reason for hiding this comment

gloriousCode Jan 15, 2025

Choose a reason for hiding this comment

gbjk Jan 15, 2025

Choose a reason for hiding this comment

gbjk Jan 15, 2025

Choose a reason for hiding this comment

gloriousCode Jan 10, 2025

Choose a reason for hiding this comment

gbjk Jan 11, 2025

Choose a reason for hiding this comment

gbjk commented Nov 6, 2024 •

edited

Loading