[bitfinex] Added some methods of authenticated api (version 2)

[badgerwithagun]

I have taken the code in #209 and made a few modifications to bring it in line with other exchanges where we have/are implementing authenticated support:

• Use the same web socket for authenticated and unauthenticated data, and connect them both by default
• Use the standard means of supplying authentication details, via ExchangeSpecification
• Expose the new Observable methods on the market data service, in line with [Binance] Support for execution reports / UserTrades / fills #246 and to make it ready for exposure through the generic API I'm working on.
• Fix a number of review issues

I'm going to be testing this over the next week or so. @davidjirovec - I'd be grateful if you could try out this version and see if it works for you as well as the original.

[davidjirovec]

@davidjirovec - I'd be grateful if you could try out this version and see if it works for you as well as the original.

Thanks. I hope I will have time soon.

[badgerwithagun]

See #274 for some context around the approach used and my plans for where to take this next

[badgerwithagun]

Hmmm, this is confusing. It seems that xchange-stream uses the v2 socket API but is built over the v1 REST API. :/

[davidjirovec]

I've deployed this version, let's keep it running at least for a day :)

One thing to consider: I would like to log all traffic from authenticated channels, but not public channels.

In the previous PR, traffic from authenticated channels was flowing through BitfinexStreamingRawService instead of regular BitfinexStreamingService, which made it easy to distinguish in logger configuration.

Now all traffic is going through one BitfinexStreamingService, which I agree is correct solution, but it makes logging more complicated. For now I've set BitfinexStreamingAdapters logging to debug, but this would log just known and parsed messages.

[badgerwithagun]

Do you need to log the raw socket data, or further downstream (e.g. after transformation into XChange objects)?

[davidjirovec]

Actually both, but for xchange objects enabling debug on BitfinexStreamingAdapters seems to do it.

Now I am missing raw data.

[badgerwithagun]

It would be a simple PR to use multiple loggers in the streaming service - perhaps append the channel name or message type to the logger name?

This sort of thing is pretty common.

[davidjirovec]

It would be a simple PR to use multiple loggers in the streaming service - perhaps append the channel name or message type to the logger name?

Sounds good.

Otherwise testing seems fine.

[badgerwithagun]

Thanks @davidjirovec. I'll merge this later this evening.

[badgerwithagun]

Ah, darnit, needs a second reviewer with merge access. Sorry to pester you again @Flemingjp ...

[Flemingjp]

@badgerwithagun No worries - that's what email notifications are for ;)