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orderbook: change Base struct name to Book (#1914)

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* 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
Download Patch File Download Diff File Expand all files Collapse all files

18
exchanges/binanceus/binanceus_websocket.go
View File

@@ -656,13 +656,13 @@ func (bi *Binanceus) SynchroniseWebsocketOrderbook() {
// ProcessOrderbookUpdate processes the websocket orderbook update
func (bi *Binanceus) ProcessOrderbookUpdate(cp currency.Pair, a asset.Item, wsDSUpdate *WebsocketDepthStream) error {
updateBid := make([]orderbook.Tranche, len(wsDSUpdate.UpdateBids))
updateBid := make([]orderbook.Level, len(wsDSUpdate.UpdateBids))
for i := range wsDSUpdate.UpdateBids {
updateBid[i].Price = wsDSUpdate.UpdateBids[i][0].Float64()
updateBid[i].Amount = wsDSUpdate.UpdateBids[i][1].Float64()
}
updateAsk := make([]orderbook.Tranche, len(wsDSUpdate.UpdateAsks))
updateAsk := make([]orderbook.Level, len(wsDSUpdate.UpdateAsks))
for i := range wsDSUpdate.UpdateAsks {
updateAsk[i].Price = wsDSUpdate.UpdateAsks[i][0].Float64()
updateAsk[i].Amount = wsDSUpdate.UpdateAsks[i][1].Float64()
@@ -804,24 +804,24 @@ func (bi *Binanceus) SeedLocalCache(ctx context.Context, p currency.Pair) error
// SeedLocalCacheWithBook seeds the local orderbook cache
func (bi *Binanceus) SeedLocalCacheWithBook(p currency.Pair, orderbookNew *OrderBook) error {
newOrderBook := orderbook.Base{
newOrderBook := orderbook.Book{
Pair: p,
Asset: asset.Spot,
Exchange: bi.Name,
LastUpdateID: orderbookNew.LastUpdateID,
VerifyOrderbook: bi.CanVerifyOrderbook,
Bids: make(orderbook.Tranches, len(orderbookNew.Bids)),
Asks: make(orderbook.Tranches, len(orderbookNew.Asks)),
Bids: make(orderbook.Levels, len(orderbookNew.Bids)),
Asks: make(orderbook.Levels, len(orderbookNew.Asks)),
LastUpdated: time.Now(), // Time not provided in REST book.
}
for i := range orderbookNew.Bids {
newOrderBook.Bids[i] = orderbook.Tranche{
newOrderBook.Bids[i] = orderbook.Level{
Amount: orderbookNew.Bids[i].Quantity,
Price: orderbookNew.Bids[i].Price,
}
}
for i := range orderbookNew.Asks {
newOrderBook.Asks[i] = orderbook.Tranche{
newOrderBook.Asks[i] = orderbook.Level{
Amount: orderbookNew.Asks[i].Quantity,
Price: orderbookNew.Asks[i].Price,
}
@@ -985,7 +985,7 @@ func (o *orderbookManager) stopNeedsFetchingBook(pair currency.Pair) error {
return nil
}
func (o *orderbookManager) checkAndProcessOrderbookUpdate(processor func(currency.Pair, asset.Item, *WebsocketDepthStream) error, pair currency.Pair, recent *orderbook.Base) error {
func (o *orderbookManager) checkAndProcessOrderbookUpdate(processor func(currency.Pair, asset.Item, *WebsocketDepthStream) error, pair currency.Pair, recent *orderbook.Book) error {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
@@ -1019,7 +1019,7 @@ buffer:
}
// validate checks for correct update alignment
func (u *update) validate(updt *WebsocketDepthStream, recent *orderbook.Base) (bool, error) {
func (u *update) validate(updt *WebsocketDepthStream, recent *orderbook.Book) (bool, error) {
if updt.LastUpdateID <= recent.LastUpdateID {
// Drop any event where u is <= lastUpdateId in the snapshot.
return false, nil

12
exchanges/binanceus/binanceus_wrapper.go
View File

@@ -311,14 +311,14 @@ func (bi *Binanceus) UpdateTickers(ctx context.Context, a asset.Item) error {
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (bi *Binanceus) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (bi *Binanceus) UpdateOrderbook(ctx context.Context, pair currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if pair.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := bi.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
book := &orderbook.Book{
Exchange: bi.Name,
Pair: pair,
Asset: assetType,
@@ -332,16 +332,16 @@ func (bi *Binanceus) UpdateOrderbook(ctx context.Context, pair currency.Pair, as
if err != nil {
return book, err
}
book.Bids = make([]orderbook.Tranche, len(orderbookNew.Bids))
book.Bids = make([]orderbook.Level, len(orderbookNew.Bids))
for x := range orderbookNew.Bids {
book.Bids[x] = orderbook.Tranche{
book.Bids[x] = orderbook.Level{
Amount: orderbookNew.Bids[x].Quantity,
Price: orderbookNew.Bids[x].Price,
}
}
book.Asks = make([]orderbook.Tranche, len(orderbookNew.Asks))
book.Asks = make([]orderbook.Level, len(orderbookNew.Asks))
for x := range orderbookNew.Asks {
book.Asks[x] = orderbook.Tranche{
book.Asks[x] = orderbook.Level{
Amount: orderbookNew.Asks[x].Quantity,
Price: orderbookNew.Asks[x].Price,
}