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

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 🤦

After 30 days, I still don't like it, nor would I request you put it anywhere else. I didn't expect to talk this much about h.Websocket.SetCanUseAuthenticatedEndpoints(false) placement which doesn't affect performance. Its just doing something before even knowing its necessary.
Since it affects so little, I can say you can keep it, even though its a wasteful call without credentials

I too don't see the point of this, we should only SetCanUseAuthenticatedEndpoints(false) if auth fails. We'll also always default to off unless a user has provided auth credentials and enabled websocket, which we'll test upon engine starting up

Okay; I'll change it.

I'm still sticking to my view that WsConnect is the point at which we have lost whatever possible authenticated state we had before, not on failed auth response.
( Arguably we lost it on disconnect )
So if reconnect and we don't go into h.IsWebsocketAuthenticationSupported for literally any reason now, or in the future, we've left the bool in the wrong state. I know that's an edge case. I just don't see the point in not coding for it.

Fixup coming.

Fixed gbjk@53425ab42

Moved the set to true up into WsConnect because that matches other exchanges (Kraken), and means setting true and false is in the same place.

exchanges/huobi/huobi_websocket.go

github-actions · 2025-02-17T00:01:45Z

This PR is stale because it has been open 30 days with no activity. Please provide an update on the progress of this PR.

gloriousCode

Just needs a rebase, thank you! 🌈

gbjk · 2025-02-17T01:49:58Z

Rebase required an additional fix: gbjk@65e81e470

Immediately folded that down and pushed.

gloriousCode

tACK

thrasher-

Fantastic work on this PR. Just two minor nits and then this LGTG

internal/testing/exchange/exchange.go

exchanges/huobi/huobi_websocket.go

Per-instance future codes not getting cached causin occassional fails

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

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internal/testing/exchange/exchange.go Outdated Show resolved Hide resolved

exchanges/huobi/huobi_websocket.go Outdated Show resolved Hide resolved

gbjk added 11 commits February 19, 2025 12:24

Huobi: assertify tests

0b525ba

Testing: Add FixtureToDataHandlerWithErrors

89b4c8d

Huobi: Add V2 websocket support

b060b1a

Huobi: Fix tests racing on updatePairsOnce

e5c4311

Huobi: Remove unnecessary funnelData

75147b9

Huobi: Clarify V1/V2 pings

61e5650

Huobi: Switch to types.Time

17d1d9c

Huobi: Disable websocket Futures and CoinMarginedFutures support

547659c

Huobi: Fix test failures on futureContracts

09b6d9b

Per-instance future codes not getting cached causin occassional fails

Huobi: Fix idiosyncratic naming using TestWs instead of TestWS

50cbf2b

Huobi: Run WS tests in parallel

a86a674

gbjk force-pushed the feature/huobi_v2 branch from 95a9f51 to a86a674 Compare February 19, 2025 05:24

thrasher- approved these changes Feb 19, 2025

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thrasher- merged commit dc2d777 into thrasher-corp:master Feb 19, 2025
5 of 11 checks passed

gbjk deleted the feature/huobi_v2 branch February 19, 2025 06:57

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Huobi: V2 subscription support #1703

Huobi: V2 subscription support #1703

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

Huobi: V2 subscription support #1703

Huobi: V2 subscription support #1703

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gbjk commented Nov 6, 2024 • edited Loading

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