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orderbook: change Base struct name to Book (#1914)
* orderbook: change Base struct name to Snapshot * linter: fix * Update exchanges/exchange.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/depth.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Snapshot -> Book * Tranche(s) -> Level(s) * Tranche(s) -> Level(s) * rm tranche ref * linter: fix * linter: rides again * update tests * Update exchange/websocket/buffer/buffer.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update backtester/eventhandlers/exchange/slippage/slippage.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchange/websocket/buffer/buffer.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fixup tests * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * Update exchanges/orderbook/orderbook_types.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits and rm stuff that is not needed * Update exchanges/orderbook/orderbook_test.go Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * gk: nits --------- Co-authored-by: shazbert <ryan.oharareid@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
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@@ -3138,13 +3138,13 @@ func TestGetOrderbookMovement(t *testing.T) {
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t.Fatal(err)
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}
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bid := []orderbook.Tranche{
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bid := []orderbook.Level{
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{Price: 10, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 8, Amount: 1},
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{Price: 7, Amount: 1},
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}
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ask := []orderbook.Tranche{
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ask := []orderbook.Level{
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{Price: 11, Amount: 1},
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{Price: 12, Amount: 1},
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{Price: 13, Amount: 1},
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@@ -3239,13 +3239,13 @@ func TestGetOrderbookAmountByNominal(t *testing.T) {
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t.Fatal(err)
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}
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bid := []orderbook.Tranche{
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bid := []orderbook.Level{
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{Price: 10, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 8, Amount: 1},
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{Price: 7, Amount: 1},
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}
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ask := []orderbook.Tranche{
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ask := []orderbook.Level{
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{Price: 11, Amount: 1},
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{Price: 12, Amount: 1},
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{Price: 13, Amount: 1},
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@@ -3333,13 +3333,13 @@ func TestGetOrderbookAmountByImpact(t *testing.T) {
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t.Fatal(err)
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}
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bid := []orderbook.Tranche{
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bid := []orderbook.Level{
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{Price: 10, Amount: 1},
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{Price: 9, Amount: 1},
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{Price: 8, Amount: 1},
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{Price: 7, Amount: 1},
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}
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ask := []orderbook.Tranche{
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ask := []orderbook.Level{
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{Price: 11, Amount: 1},
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{Price: 12, Amount: 1},
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{Price: 13, Amount: 1},
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