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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

4
exchanges/bithumb/bithumb_websocket_types.go
View File

@@ -39,13 +39,13 @@ type WsTicker struct {
VolumePower float64 `json:"volumePower,string"`
}
// WsOrderbooks defines an amalgamated bid ask orderbook tranche list
// WsOrderbooks defines an amalgamated bid ask orderbook level list
type WsOrderbooks struct {
List []WsOrderbook `json:"list"`
DateTime types.Time `json:"datetime"`
}
// WsOrderbook defines a singular orderbook tranche
// WsOrderbook defines a singular orderbook level
type WsOrderbook struct {
Symbol currency.Pair `json:"symbol"`
OrderSide string `json:"orderType"`

12
exchanges/bithumb/bithumb_wrapper.go
View File

@@ -256,14 +256,14 @@ func (b *Bithumb) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Ite
}
// UpdateOrderbook updates and returns the orderbook for a currency pair
func (b *Bithumb) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Base, error) {
func (b *Bithumb) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
if p.IsEmpty() {
return nil, currency.ErrCurrencyPairEmpty
}
if err := b.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
return nil, err
}
book := &orderbook.Base{
book := &orderbook.Book{
Exchange: b.Name,
Pair: p,
Asset: assetType,
@@ -276,17 +276,17 @@ func (b *Bithumb) UpdateOrderbook(ctx context.Context, p currency.Pair, assetTyp
return book, err
}
book.Bids = make(orderbook.Tranches, len(orderbookNew.Data.Bids))
book.Bids = make(orderbook.Levels, len(orderbookNew.Data.Bids))
for i := range orderbookNew.Data.Bids {
book.Bids[i] = orderbook.Tranche{
book.Bids[i] = orderbook.Level{
Amount: orderbookNew.Data.Bids[i].Quantity,
Price: orderbookNew.Data.Bids[i].Price,
}
}
book.Asks = make(orderbook.Tranches, len(orderbookNew.Data.Asks))
book.Asks = make(orderbook.Levels, len(orderbookNew.Data.Asks))
for i := range orderbookNew.Data.Asks {
book.Asks[i] = orderbook.Tranche{
book.Asks[i] = orderbook.Level{
Amount: orderbookNew.Data.Asks[i].Quantity,
Price: orderbookNew.Data.Asks[i].Price,
}

20
exchanges/bithumb/bithumb_ws_orderbook.go
View File

@@ -25,10 +25,10 @@ const (
)
func (b *Bithumb) processBooks(updates *WsOrderbooks) error {
bids := make([]orderbook.Tranche, 0, len(updates.List))
asks := make([]orderbook.Tranche, 0, len(updates.List))
bids := make([]orderbook.Level, 0, len(updates.List))
asks := make([]orderbook.Level, 0, len(updates.List))
for x := range updates.List {
i := orderbook.Tranche{Price: updates.List[x].Price, Amount: updates.List[x].Quantity}
i := orderbook.Level{Price: updates.List[x].Price, Amount: updates.List[x].Quantity}
if updates.List[x].OrderSide == "bid" {
bids = append(bids, i)
continue
@@ -351,7 +351,7 @@ func (o *orderbookManager) fetchBookViaREST(pair currency.Pair) error {
}
}
func (o *orderbookManager) checkAndProcessOrderbookUpdate(processor func(*WsOrderbooks) error, pair currency.Pair, recent *orderbook.Base) error {
func (o *orderbookManager) checkAndProcessOrderbookUpdate(processor func(*WsOrderbooks) error, pair currency.Pair, recent *orderbook.Book) error {
o.Lock()
defer o.Unlock()
state, ok := o.state[pair.Base][pair.Quote][asset.Spot]
@@ -382,7 +382,7 @@ buffer:
}
// validate checks for correct update alignment
func (u *update) validate(updt *WsOrderbooks, recent *orderbook.Base) bool {
func (u *update) validate(updt *WsOrderbooks, recent *orderbook.Book) bool {
return updt.DateTime.Time().After(recent.LastUpdated)
}
@@ -425,17 +425,17 @@ func (b *Bithumb) SeedLocalCache(ctx context.Context, p currency.Pair) error {
// SeedLocalCacheWithBook seeds the local orderbook cache
func (b *Bithumb) SeedLocalCacheWithBook(p currency.Pair, o *Orderbook) error {
var newOrderBook orderbook.Base
newOrderBook.Bids = make(orderbook.Tranches, len(o.Data.Bids))
var newOrderBook orderbook.Book
newOrderBook.Bids = make(orderbook.Levels, len(o.Data.Bids))
for i := range o.Data.Bids {
newOrderBook.Bids[i] = orderbook.Tranche{
newOrderBook.Bids[i] = orderbook.Level{
Amount: o.Data.Bids[i].Quantity,
Price: o.Data.Bids[i].Price,
}
}
newOrderBook.Asks = make(orderbook.Tranches, len(o.Data.Asks))
newOrderBook.Asks = make(orderbook.Levels, len(o.Data.Asks))
for i := range o.Data.Asks {
newOrderBook.Asks[i] = orderbook.Tranche{
newOrderBook.Asks[i] = orderbook.Level{
Amount: o.Data.Asks[i].Quantity,
Price: o.Data.Asks[i].Price,
}