FEATURE: [okx] support Unsubscription and Resubscription

pkg/exchange/okex/convert.go

@@ -97,6 +97,10 @@ func convertSubscription(s types.Subscription) (WebsocketSubscription, error) {
 		}, nil
 
 	case types.BookChannel:
+		if s.Options.Depth != types.DepthLevel400 {
+			return WebsocketSubscription{}, fmt.Errorf("%s depth not supported", s.Options.Depth)
+		}
+
 		return WebsocketSubscription{
 			Channel:      ChannelBooks,
 			InstrumentID: toLocalSymbol(s.Symbol),

pkg/exchange/okex/parse.go

@@ -101,8 +101,10 @@ func parseWebSocketEvent(in []byte) (interface{}, error) {
 type WsEventType string
 
 const (
-	WsEventTypeLogin = "login"
-	WsEventTypeError = "error"
+	WsEventTypeLogin       = "login"
+	WsEventTypeError       = "error"
+	WsEventTypeSubscribe   = "subscribe"
+	WsEventTypeUnsubscribe = "unsubscribe"
 )
 
 type WebSocketEvent struct {
@@ -122,6 +124,9 @@ func (w *WebSocketEvent) IsValid() error {
 	case WsEventTypeError:
 		return fmt.Errorf("websocket request error, code: %s, msg: %s", w.Code, w.Message)
 
+	case WsEventTypeSubscribe, WsEventTypeUnsubscribe:
+		return nil
+
 	case WsEventTypeLogin:
 		// Actually, this code is unnecessary because the events are either `Subscribe` or `Unsubscribe`, But to avoid bugs
 		// in the exchange, we still check.

pkg/exchange/okex/stream.go

@@ -2,6 +2,7 @@ package okex
 
 import (
 	"context"
+	"fmt"
 	"golang.org/x/time/rate"
 	"strconv"
 	"time"
@@ -15,7 +16,7 @@ var (
 )
 
 type WebsocketOp struct {
-	Op   string      `json:"op"`
+	Op   WsEventType `json:"op"`
 	Args interface{} `json:"args"`
 }
 
@@ -60,6 +61,44 @@ func NewStream(client *okexapi.RestClient) *Stream {
 	return stream
 }
 
+func (s *Stream) syncSubscriptions(opType WsEventType) error {
+	if opType != WsEventTypeUnsubscribe && opType != WsEventTypeSubscribe {
+		return fmt.Errorf("unexpected subscription type: %v", opType)
+	}
+
+	logger := log.WithField("opType", opType)
+	var topics []WebsocketSubscription
+	for _, subscription := range s.Subscriptions {
+		topic, err := convertSubscription(subscription)
+		if err != nil {
+			logger.WithError(err).Errorf("convert error, subscription: %+v", subscription)
+			return err
+		}
+
+		topics = append(topics, topic)
+	}
+
+	logger.Infof("%s channels: %+v", opType, topics)
+	if err := s.Conn.WriteJSON(WebsocketOp{
+		Op:   opType,
+		Args: topics,
+	}); err != nil {
+		logger.WithError(err).Error("failed to send request")
+		return err
+	}
+
+	return nil
+}
+
+func (s *Stream) Unsubscribe() {
+	// errors are handled in the syncSubscriptions, so they are skipped here.
+	_ = s.syncSubscriptions(WsEventTypeUnsubscribe)
+	s.Resubscribe(func(old []types.Subscription) (new []types.Subscription, err error) {
+		// clear the subscriptions
+		return []types.Subscription{}, nil
+	})
+}
+
 func (s *Stream) handleConnect() {
 	if s.PublicOnly {
 		var subs []WebsocketSubscription

pkg/exchange/okex/stream_test.go

@@ -5,6 +5,7 @@ import (
 	"os"
 	"strconv"
 	"testing"
+	"time"
 
 	"github.com/stretchr/testify/assert"
 
@@ -47,7 +48,7 @@ func TestStream(t *testing.T) {
 
 	t.Run("book test", func(t *testing.T) {
 		s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{
-			Depth: types.DepthLevel50,
+			Depth: types.DepthLevel400,
 		})
 		s.SetPublicOnly()
 		err := s.Connect(context.Background())
@@ -93,4 +94,50 @@ func TestStream(t *testing.T) {
 		c := make(chan struct{})
 		<-c
 	})
+
+	t.Run("Subscribe/Unsubscribe test", func(t *testing.T) {
+		s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{
+			Depth: types.DepthLevel400,
+		})
+		s.SetPublicOnly()
+		err := s.Connect(context.Background())
+		assert.NoError(t, err)
+
+		s.OnBookSnapshot(func(book types.SliceOrderBook) {
+			t.Log("got snapshot", book)
+		})
+		s.OnBookUpdate(func(book types.SliceOrderBook) {
+			t.Log("got update", book)
+		})
+
+		<-time.After(5 * time.Second)
+
+		s.Unsubscribe()
+		c := make(chan struct{})
+		<-c
+	})
+
+	t.Run("Resubscribe test", func(t *testing.T) {
+		s.Subscribe(types.BookChannel, "BTCUSDT", types.SubscribeOptions{
+			Depth: types.DepthLevel400,
+		})
+		s.SetPublicOnly()
+		err := s.Connect(context.Background())
+		assert.NoError(t, err)
+
+		s.OnBookSnapshot(func(book types.SliceOrderBook) {
+			t.Log("got snapshot", book)
+		})
+		s.OnBookUpdate(func(book types.SliceOrderBook) {
+			t.Log("got update", book)
+		})
+
+		<-time.After(5 * time.Second)
+
+		s.Resubscribe(func(old []types.Subscription) (new []types.Subscription, err error) {
+			return old, nil
+		})
+		c := make(chan struct{})
+		<-c
+	})
 }

pkg/types/stream.go

@@ -547,6 +547,7 @@ const (
 	DepthLevel20     Depth = "20"
 	DepthLevel50     Depth = "50"
 	DepthLevel200    Depth = "200"
+	DepthLevel400    Depth = "400"
 )
 
 type Speed string