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>
This commit is contained in:
Ryan O'Hara-Reid
2025-06-16 17:09:25 +10:00
committed by GitHub
parent fd021d364a
commit 2958e64afe
93 changed files with 1259 additions and 1391 deletions

View File

@@ -175,30 +175,30 @@ func (a *Alphapoint) UpdateTicker(ctx context.Context, p currency.Pair, assetTyp
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (a *Alphapoint) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (a *Alphapoint) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := a.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
orderBook := new(orderbook.Base)
orderBook := new(orderbook.Book)
orderbookNew, err := a.GetOrderbook(ctx, p.String())
if err != nil {
return orderBook, err
}
orderBook.Bids = make(orderbook.Tranches, len(orderbookNew.Bids))
orderBook.Bids = make(orderbook.Levels, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
orderBook.Bids[x] = orderbook.Tranche{
orderBook.Bids[x] = orderbook.Level{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
}
}
orderBook.Asks = make(orderbook.Tranches, len(orderbookNew.Asks))
orderBook.Asks = make(orderbook.Levels, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
orderBook.Asks[x] = orderbook.Tranche{
orderBook.Asks[x] = orderbook.Level{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}