Exchanges: Bypass websocket book validation (#613)

* Exchanges: Bypass websocket book validation on exchanges when checksum is implemented, fix FTX test, go mod tidy

* Orderbook: Change orderbook base field name

exchanges/bitfinex/bitfinex_websocket.go

@@ -966,6 +966,7 @@ func (b *Bitfinex) WsInsertSnapshot(p currency.Pair, assetType asset.Item, books
 	book.Pair = p
 	book.ExchangeName = b.Name
 	book.NotAggregated = true
+	book.HasChecksumValidation = true
 	book.IsFundingRate = fundingRate
 	return b.Websocket.Orderbook.LoadSnapshot(&book)
 }

exchanges/ftx/ftx_test.go

@@ -25,7 +25,7 @@ const (
 	apiSecret               = ""
 	canManipulateRealOrders = false
 	spotPair                = "FTT/BTC"
-	futuresPair             = "LEO-0327"
+	futuresPair             = "DOGE-PERP"
 	testToken               = "ADAMOON"
 	btcusd                  = "BTC/USD"
 )

exchanges/ftx/ftx_websocket.go

@@ -506,12 +506,13 @@ func (f *FTX) WsProcessPartialOB(data *WsOrderbookData, p currency.Pair, a asset
 	}
 
 	newOrderBook := orderbook.Base{
-		Asks:         asks,
-		Bids:         bids,
-		AssetType:    a,
-		LastUpdated:  timestampFromFloat64(data.Time),
-		Pair:         p,
-		ExchangeName: f.Name,
+		Asks:                  asks,
+		Bids:                  bids,
+		AssetType:             a,
+		LastUpdated:           timestampFromFloat64(data.Time),
+		Pair:                  p,
+		ExchangeName:          f.Name,
+		HasChecksumValidation: true,
 	}
 	return f.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }

exchanges/kraken/kraken_websocket.go

@@ -847,6 +847,7 @@ func (k *Kraken) wsProcessOrderBookPartial(channelData *WebsocketChannelData, as
 	}
 	base.LastUpdated = highestLastUpdate
 	base.ExchangeName = k.Name
+	base.HasChecksumValidation = true
 	return k.Websocket.Orderbook.LoadSnapshot(&base)
 }
 

exchanges/okgroup/okgroup_websocket.go

@@ -678,12 +678,13 @@ func (o *OKGroup) WsProcessPartialOrderBook(wsEventData *WebsocketOrderBook, ins
 	}
 
 	newOrderBook := orderbook.Base{
-		Asks:         asks,
-		Bids:         bids,
-		AssetType:    a,
-		LastUpdated:  wsEventData.Timestamp,
-		Pair:         instrument,
-		ExchangeName: o.Name,
+		Asks:                  asks,
+		Bids:                  bids,
+		AssetType:             a,
+		LastUpdated:           wsEventData.Timestamp,
+		Pair:                  instrument,
+		ExchangeName:          o.Name,
+		HasChecksumValidation: true,
 	}
 	return o.Websocket.Orderbook.LoadSnapshot(&newOrderBook)
 }

exchanges/orderbook/orderbook.go

@@ -275,9 +275,11 @@ func (b *Base) Process() error {
 		b.LastUpdated = time.Now()
 	}
 
-	err := b.Verify()
-	if err != nil {
-		return err
+	if !b.HasChecksumValidation {
+		err := b.Verify()
+		if err != nil {
+			return err
+		}
 	}
 
 	return service.Update(b)

exchanges/orderbook/orderbook_types.go

@@ -79,10 +79,15 @@ type Base struct {
 	LastUpdateID int64         `json:"lastUpdateId"`
 	AssetType    asset.Item    `json:"assetType"`
 	ExchangeName string        `json:"exchangeName"`
+
 	// NotAggregated defines whether an orderbook can contain duplicate prices
 	// in a payload
 	NotAggregated bool `json:"-"`
 	IsFundingRate bool `json:"fundingRate"`
+
+	// HasChecksumValidation defines an allowance to bypass internal
+	// verification if the book has been verified by checksum.
+	HasChecksumValidation bool `json:"-"`
 }
 
 type byOBPrice []Item